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solver_fluid_matrix.m
1function [QN,UN,RN,TN,xvec_it,QNt,UNt,TNt,xvec_t,t,iters,runtime] = solver_fluid_matrix(sn, options)
2
3% [QN,UN,RN,TN,CN,RUNTIME] = SOLVER_FLUID_MATRIX(QN, OPTIONS)
4
5% Copyright (c) 2012-2026, Imperial College London
6% All rights reserved.
7
8M = sn.nstations; %number of stations
9K = sn.nclasses; %number of classes
10pie = sn.pie;
11PH = sn.proc;
12P_full = sn.rt; % Full routing matrix (stateful nodes)
13NK = sn.njobs'; %initial population
14S = sn.nservers;
15infServers = isinf(S);
16S(infServers) = sum(NK);
17nphases = sn.phases;
18%refstat = sn.refstat; % reference station
19weights = ones(M,K);
20
21% Extract station-to-station routing matrix from stateful-to-stateful matrix
22% using stochastic complementation to resolve routing through non-station
23% stateful nodes (e.g., Router nodes)
24station_indices = [];
25for ist = 1:M
26 isf = sn.stationToStateful(ist);
27 for r = 1:K
28 station_indices = [station_indices, (isf-1)*K + r];
29 end
30end
31P = dtmc_stochcomp(P_full, station_indices);
32
33% Remove Sink->Source feedback routing for open classes
34% In open networks, jobs exit at Sink and should not recirculate back to Source.
35% The routing matrix includes this feedback (added by getRoutingMatrix.m for
36% pseudo-closed network analysis), but it causes incorrect flow balance in the
37% fluid ODE formulation because arrivals are already accounted for via Alambda.
38for src_ist = 1:M
39 if sn.sched(src_ist) == SchedStrategy.EXT
40 % This is a Source station - remove feedback routing TO it for open classes
41 for r = 1:K
42 % Check if this is an open class with external arrivals
43 if ~isnan(sn.rates(src_ist, r)) && sn.rates(src_ist, r) > 0
44 % Zero out routing TO this Source for this class from all other stations
45 src_col = (src_ist - 1) * K + r; % Column index in P for (Source, class r)
46 for from_ist = 1:M
47 if from_ist ~= src_ist % Don't modify Source's own outgoing routing
48 for from_r = 1:K
49 from_row = (from_ist - 1) * K + from_r;
50 P(from_row, src_col) = 0; % Remove feedback to Source
51 end
52 end
53 end
54 end
55 end
56 end
57end
58
59% ODE building as per Ruuskanen et al., PEVA 151 (2021).
60Psi = [];
61A = [];
62B = [];
63for ist=1:M
64 for r=1:K
65 if nphases(ist,r)==0
66 Psi = blkdiag(Psi,0);
67 B = blkdiag(B,0);
68 A = blkdiag(A,NaN);
69 else
70 Psi = blkdiag(Psi,PH{ist}{r}{1});
71 B = blkdiag(B,sum(PH{ist}{r}{2},2));
72 A = blkdiag(A,pie{ist}{r}');
73 end
74 end
75end
76W = Psi + B*P*A';
77
78% Build arrival rate vector Aλ for mixed/open networks (Ruuskanen et al., PEVA 151 (2021), Eq. 7)
79% Following the ground truth implementation: Source is conceptually excluded from state space.
80% Arrivals go directly to queue phases (not Source phases) weighted by routing probabilities.
81% This matches dx = W' * theta + A * lambda where lambda represents arrivals INTO queues.
82
83% First, identify Source stations and their arrival rates per class
84source_arrivals = zeros(M, K); % source_arrivals(src, r) = arrival rate at source src for class r
85for src_ist = 1:M
86 if sn.sched(src_ist) == SchedStrategy.EXT
87 for r = 1:K
88 if ~isnan(sn.rates(src_ist, r)) && sn.rates(src_ist, r) > 0
89 source_arrivals(src_ist, r) = sn.rates(src_ist, r);
90 end
91 end
92 end
93end
94
95% Build Alambda: arrivals go to QUEUE phases (where jobs route from Source), not Source phases
96Alambda_full = zeros(size(A,1), 1);
97state = 0;
98for ist=1:M
99 for r=1:K
100 if nphases(ist,r) > 0
101 if sn.sched(ist) == SchedStrategy.EXT
102 % Source station: do NOT add arrivals here (arrivals go to downstream queues)
103 state = state + nphases(ist,r);
104 else
105 % Queue station: check if it receives arrivals from any Source
106 arrival_rate_to_queue = 0;
107 for src_ist = 1:M
108 if source_arrivals(src_ist, r) > 0
109 % Get routing probability from Source to this queue for this class
110 src_row = (src_ist - 1) * K + r;
111 queue_col = (ist - 1) * K + r;
112 routing_prob = P(src_row, queue_col);
113 arrival_rate_to_queue = arrival_rate_to_queue + source_arrivals(src_ist, r) * routing_prob;
114 end
115 end
116
117 if arrival_rate_to_queue > 0
118 % Apply arrivals according to entrance probability ζ^{i,r}
119 for k=1:nphases(ist,r)
120 state = state + 1;
121 Alambda_full(state) = pie{ist}{r}(k) * arrival_rate_to_queue;
122 end
123 else
124 state = state + nphases(ist,r);
125 end
126 end
127 else
128 % Add placeholder for disabled class to match W matrix structure
129 state = state + 1;
130 % Alambda_full(state) stays 0 since there are no arrivals
131 end
132 end
133end
134
135% remove disabled transitions
136keep = find(~isnan(sum(W,1)));
137W = W(keep,:);
138W = W(:,keep);
139Alambda = Alambda_full(keep); % Also filter arrival vector
140
141% Auto-detect extreme stiffness and enable hide_immediate proactively.
142% When W has rates spanning many orders of magnitude (e.g., 1e8 from immediate
143% class-switching in LN layers), LSODA's finite-difference Jacobian fails.
144% Stochastic complementation removes immediate states, reducing stiffness.
145hide_imm_requested = isfield(options.config, 'hide_immediate') && options.config.hide_immediate;
146if ~hide_imm_requested
147 nonZeroDiag = abs(diag(W));
148 nonZeroDiag = nonZeroDiag(nonZeroDiag > 0);
149 if ~isempty(nonZeroDiag)
150 stiffness_ratio = max(nonZeroDiag) / min(nonZeroDiag);
151 if stiffness_ratio > 1e4
152 hide_imm_requested = true;
153 end
154 end
155end
156
157% Eliminate immediate transitions if requested or auto-detected
158state_map_imm = [];
159W_pre_elim = [];
160Alambda_pre_elim = [];
161if hide_imm_requested
162 W_pre_elim = W; % Save for Alambda correction
163 Alambda_pre_elim = Alambda;
164 [W, state_map_imm] = eliminate_immediate_matrix(W, sn, options);
165end
166
167Qa = []; % state mapping to queues (called Q(a) in Ruuskanen et al.)
168SQC = zeros(M*K,0); % to compute per-class queue length at the end
169SUC = zeros(M*K,0); % to compute per-class utilizations at the end
170STC = zeros(M*K,0); % to compute per-class throughput at the end
171x0_build = []; % Build x0 with same structure as W matrix
172%x0 = []; % initial state
173state = 0;
174init_sol_idx = 0; % Index into options.init_sol for enabled classes
175for ist=1:M
176 for r=1:K
177 if nphases(ist,r)==0
178 % Add placeholder for disabled transition (matching W matrix structure)
179 state = state + 1;
180 Qa(1,state) = ist; %#ok<*AGROW>
181 SQC((ist-1)*K+r,state) = 0; % No queue contribution
182 SUC((ist-1)*K+r,state) = 0; % No utilization contribution
183 STC((ist-1)*K+r,state) = 0; % No throughput contribution
184 x0_build(state,1) = 0; % No initial population
185 else
186 for k=1:nphases(ist,r)
187 state = state + 1;
188 Qa(1,state) = ist;
189 if isnan(sn.rates(ist,r))
190 % Class has phases but is disabled (NaN rate) -
191 % solver_fluid_initsol skips these, so do not
192 % increment init_sol_idx
193 SQC((ist-1)*K+r,state) = 0;
194 SUC((ist-1)*K+r,state) = 0;
195 STC((ist-1)*K+r,state) = 0;
196 x0_build(state,1) = 0;
197 else
198 init_sol_idx = init_sol_idx + 1;
199 SQC((ist-1)*K+r,state) = 1;
200 SUC((ist-1)*K+r,state) = 1/S(ist);
201 STC((ist-1)*K+r,state) = sum(sn.proc{ist}{r}{2}(k,:));
202 x0_build(state,1) = options.init_sol(init_sol_idx);
203 end
204 end
205 end
206 % code to initialize all jobs at ref station
207 %if i == refstat(r)
208 % x0 = [x0; NK(r)*pie{i}{r}']; % initial probability of PH
209 %else
210 % x0 = [x0; zeros(nphases(i,r),1)];
211 %end
212 end
213end
214x0 = x0_build;
215
216% Apply keep filtering for disabled transitions (NaN in W matrix)
217Qa = Qa(keep);
218SQC = SQC(:, keep);
219SUC = SUC(:, keep);
220STC = STC(:, keep);
221x0 = x0(keep);
222
223% Save full matrices before immediate elimination for metric reconstruction
224Qa_full = Qa;
225STC_full = STC;
226imm_states_in_keep = []; % Indices of immediate states within keep-filtered space
227
228% Apply state mapping if immediate transitions were eliminated
229if ~isempty(state_map_imm)
230 % Identify eliminated (immediate) states
231 imm_states_in_keep = setdiff(1:length(Qa), state_map_imm);
232
233 Qa = Qa(state_map_imm);
234 SQC = SQC(:, state_map_imm);
235 SUC = SUC(:, state_map_imm);
236 STC = STC(:, state_map_imm);
237 x0 = x0(state_map_imm);
238
239 % Correct Alambda for arrivals directed at eliminated immediate states.
240 % From quasi-steady-state assumption (dx_I/dt = 0):
241 % lambda_red = lambda_T - Q_IT' * (Q_II')^{-1} * lambda_I
242 % where T = timed states, I = immediate states.
243 lambda_T = Alambda_pre_elim(state_map_imm);
244 lambda_I = Alambda_pre_elim(imm_states_in_keep);
245 if any(lambda_I ~= 0)
246 Q_IT = W_pre_elim(imm_states_in_keep, state_map_imm);
247 Q_II = W_pre_elim(imm_states_in_keep, imm_states_in_keep);
248 Alambda = lambda_T - Q_IT' * (Q_II' \ lambda_I);
249 else
250 Alambda = lambda_T;
251 end
252end
253
254% Build SQ matrix to compute total queue length per station in ODEs
255% SQ(s,:) sums all states at the same station as state s
256nstates = length(x0);
257SQ = zeros(nstates, nstates);
258for s = 1:nstates
259 ist = Qa(s);
260 SQ(s, Qa == ist) = 1; % Sum all states at the same station
261end
262
263% Identify Source station states (EXT scheduler)
264% For Source stations, theta should be 0.0 to effectively bypass Source in dynamics.
265% This matches the ground truth implementation where Source is excluded from state space.
266% Arrivals are injected directly into queue phases via Alambda.
267isSourceState = false(nstates, 1);
268for s = 1:nstates
269 ist = Qa(s);
270 if sn.sched(ist) == SchedStrategy.EXT
271 isSourceState(s) = true;
272 x0(s) = 0; % Initialize Source phases to 0 (no mass at Source)
273 end
274end
275
276%x0
277
278tol = options.tol;
279timespan = options.timespan;
280itermax = options.iter_max;
281odeopt = odeset('AbsTol', tol, 'RelTol', tol, 'NonNegative', 1:length(x0));
282nonZeroRates = abs(W(abs(W)>0)); nonZeroRates=nonZeroRates(:);
283if isempty(nonZeroRates)
284 trange = [timespan(1), timespan(2)];
285 if ~isfinite(trange(2))
286 trange(2) = 1;
287 end
288else
289 trange = [timespan(1),min(timespan(2),abs(10*itermax/min(nonZeroRates)))];
290end
291
292% Check if p-norm smoothing should be used (pstar parameter)
293use_pnorm = isfield(options, 'pstar') && ~isempty(options.pstar) || ...
294 (isfield(options.config, 'pstar') && ~isempty(options.config.pstar));
295
296if use_pnorm
297 % Get pstar values - expand scalar to per-station array
298 if isfield(options, 'pstar') && ~isempty(options.pstar)
299 pstar_val = options.pstar;
300 else
301 pstar_val = options.config.pstar;
302 end
303 if isscalar(pstar_val)
304 pstar_val = pstar_val * ones(M, 1);
305 end
306 % Create per-phase pstar array (pQa) using the filtered Qa mapping
307 pQa = pstar_val(Qa(:)); % Use Qa which is already filtered by keep and state_map_imm
308 Sa_pnorm = S(Qa(:)); % Column vector for pnorm_ode
309end
310
311T0 = tic;
312iters = 1;
313ode_failed = false;
314try
315 if use_pnorm
316 % p-norm smoothing ODE as per Ruuskanen et al., PEVA 151 (2021)
317 % ghat = 1 / (1 + (x/c)^p)^(1/p) where x is queue length, c is servers, p is pstar
318 % dx/dt = W^T * θ̂(x,p) + Aλ (Eq. 27 for mixed networks)
319 ode_pnorm_func = @(t,x) pnorm_ode(x, W, SQ, Sa_pnorm, pQa, Alambda, isSourceState);
320 if options.stiff
321 [t, xvec_t] = ode_solve_stiff(ode_pnorm_func, trange, x0, odeopt, options);
322 else
323 [t, xvec_t] = ode_solve(ode_pnorm_func, trange, x0, odeopt, options);
324 end
325 else
326 % Standard matrix method without smoothing
327 % dx/dt = W^T * θ(x) + Aλ (Eq. 12 for mixed networks)
328 Sa_ode = S(Qa(:)); % Column vector for element-wise operations
329 % Define theta function with special handling for Source stations
330 theta_func = @(x) compute_theta(x, SQ, Sa_ode, isSourceState);
331 if options.stiff
332 [t, xvec_t] = ode_solve_stiff(@(t,x) W'*theta_func(x) + Alambda, trange, x0, odeopt, options);
333 else
334 [t, xvec_t] = ode_solve(@(t,x) W'*theta_func(x) + Alambda, trange, x0, odeopt, options);
335 end
336 end
337catch me
338 if contains(me.identifier, 'lsoda')
339 ode_failed = true;
340 else
341 rethrow(me);
342 end
343end
344
345% On LSODA failure, retry with hide_immediate toggled (only once)
346if ode_failed
347 is_retry = isfield(options.config, 'lsoda_retry') && options.config.lsoda_retry;
348 if ~is_retry
349 options_retry = options;
350 options_retry.config.lsoda_retry = true;
351 if hide_imm_requested
352 % hide_immediate was active (auto-detected or explicit) and failed — retry without it
353 options_retry.config.hide_immediate = false;
354 else
355 % Normal solve failed — retry with hide_immediate
356 options_retry.config.hide_immediate = true;
357 end
358 [QN,UN,RN,TN,xvec_it,QNt,UNt,TNt,xvec_t,t,iters,runtime] = solver_fluid_matrix(sn, options_retry);
359 return;
360 else
361 % Both attempts failed — return empty lastSol to signal failure
362 warning('lsoda:failed', 'LSODA failed on both normal and hide_immediate attempts');
363 QN = NaN(M, K);
364 UN = NaN(M, K);
365 RN = NaN(M, K);
366 TN = NaN(M, K);
367 xvec_it = {}; % empty signals failure to caller (runAnalyzer checks isempty)
368 QNt = cell(M, K);
369 UNt = cell(M, K);
370 TNt = cell(M, K);
371 xvec_t = zeros(1, sum(nphases(:)));
372 t = 0;
373 iters = 0;
374 runtime = toc(T0);
375 return;
376 end
377end
378runtime = toc(T0);
379
380Tmax = size(xvec_t,1);
381QNtmp = cell(1,Tmax);
382UNtmp = cell(1,Tmax);
383RNtmp = cell(1,Tmax);
384TNtmp = cell(1,Tmax);
385Sa = S(Qa(:)); % Column vector for element-wise operations
386S = repmat(S,1,K)'; S=S(:);
387for j=1:Tmax
388 x = xvec_t(j,:)';
389 QNtmp{j} = zeros(K,M);
390 TNtmp{j} = zeros(K,M);
391 UNtmp{j} = zeros(K,M);
392 RNtmp{j} = zeros(K,M);
393
394 QNtmp{j}(:) = SQC*x;
395 % Use compute_theta for consistent handling of Source stations
396 theta_j = compute_theta(x, SQ, Sa, isSourceState);
397 TNtmp{j}(:) = STC*theta_j;
398 UNtmp{j}(:) = SUC*theta_j;
399 % Little's law is invalid in transient so this vector is not returned
400 % except the last element as an approximation of the actual RN
401 RNtmp{j}(:) = QNtmp{j}(:)./TNtmp{j}(:);
402
403 QNtmp{j} = QNtmp{j}';
404 UNtmp{j} = UNtmp{j}';
405 RNtmp{j} = RNtmp{j}';
406 TNtmp{j} = TNtmp{j}';
407end
408% steady state metrics
409for j=1:Tmax
410 QNtmp{j} = QNtmp{j}(:);
411 UNtmp{j} = UNtmp{j}(:);
412 RNtmp{j} = RNtmp{j}(:);
413 TNtmp{j} = TNtmp{j}(:);
414end
415
416% compute cell array with time-varying metrics for stations and classes
417QNtmp = cell2mat(QNtmp)';
418UNtmp = cell2mat(UNtmp)';
419RNtmp = cell2mat(RNtmp)';
420TNtmp = cell2mat(TNtmp)';
421QNt = cell(M,K);
422UNt = cell(M,K);
423RNt = cell(M,K);
424TNt = cell(M,K);
425for ist=1:M
426 for r=1:K
427 QNt{ist,r} = QNtmp(:,(r-1)*M+ist);
428 UNt{ist,r} = UNtmp(:,(r-1)*M+ist);
429 RNt{ist,r} = RNtmp(:,(r-1)*M+ist);
430 TNt{ist,r} = TNtmp(:,(r-1)*M+ist);
431 end
432end
433QN = reshape(QNtmp(end,:),M,K);
434UN = reshape(UNtmp(end,:),M,K);
435RN = reshape(RNtmp(end,:),M,K);
436TN = reshape(TNtmp(end,:),M,K);
437
438% Set throughput at Source stations to arrival rates for open classes
439% Source stations have theta = 0 in the ODE (to bypass Source in dynamics),
440% but their throughput should equal the external arrival rate.
441for ist=1:M
442 if sn.sched(ist) == SchedStrategy.EXT
443 for r=1:K
444 if ~isnan(sn.rates(ist, r)) && sn.rates(ist, r) > 0
445 TN(ist, r) = sn.rates(ist, r);
446 end
447 end
448 end
449end
450
451% Reconstruct throughput for eliminated immediate states using flow conservation
452if ~isempty(imm_states_in_keep)
453 % For each eliminated state, throughput = sum of incoming throughputs via routing
454 for idx = 1:length(imm_states_in_keep)
455 s = imm_states_in_keep(idx);
456 ist = Qa_full(s); % Station of this eliminated state
457 % Find which class this state belongs to
458 r = 0;
459 state_count = 0;
460 for rr = 1:K
461 state_count = state_count + nphases(ist, rr);
462 if s <= sum(Qa_full == ist & (1:length(Qa_full)) <= state_count)
463 r = rr;
464 break;
465 end
466 end
467 if r == 0
468 % Fallback: find class by examining STC_full
469 for rr = 1:K
470 if STC_full((ist-1)*K+rr, s) > 0
471 r = rr;
472 break;
473 end
474 end
475 end
476 if r > 0
477 % Compute incoming throughput using routing matrix P
478 % T(ist, r) = sum over all (j, l) of T(j, l) * P((j,l) -> (ist,r))
479 incoming_tput = 0;
480 for j = 1:M
481 for l = 1:K
482 p_jl_ir = P((j-1)*K+l, (ist-1)*K+r);
483 if p_jl_ir > 0
484 incoming_tput = incoming_tput + TN(j, l) * p_jl_ir;
485 end
486 end
487 end
488 % Also add external arrivals if this is a source station
489 if sn.sched(ist) == SchedStrategy.EXT && ~isnan(sn.rates(ist, r))
490 incoming_tput = incoming_tput + sn.rates(ist, r);
491 end
492 TN(ist, r) = incoming_tput;
493 end
494 end
495end
496
497xvec_it = {xvec_t(end,:)};
498end
499
500function dxdt = pnorm_ode(x, W, SQ, Sa, pQa, Alambda, isSourceState)
501% PNORM_ODE - ODE derivative using p-norm smoothing
502% As per Ruuskanen et al., PEVA 151 (2021)
503% dxdt = W' * (x .* ghat) + Aλ (Eq. 27)
504% where ghat = 1 / (1 + (sumXQa/Sa)^pQa)^(1/pQa)
505
506sumXQa = GlobalConstants.FineTol + SQ * x;
507ghat = zeros(size(x));
508for i = 1:length(x)
509 xVal = sumXQa(i);
510 cVal = Sa(i);
511 pVal = pQa(i);
512 if cVal > 0 && pVal > 0
513 ghatVal = 1.0 / (1 + (xVal / cVal)^pVal)^(1/pVal);
514 if isnan(ghatVal)
515 ghat(i) = 0;
516 else
517 ghat(i) = ghatVal;
518 end
519 else
520 ghat(i) = 1;
521 end
522end
523
524% Compute effective rate (x .* ghat), with special handling for Source stations
525theta_eff = x .* ghat;
526% For Source stations, override to 0.0 to bypass Source in dynamics
527% (matching ground truth where Source is excluded from state space)
528theta_eff(isSourceState) = 0.0;
529
530dxdt = W' * theta_eff + Alambda;
531end
532
533function theta = compute_theta(x, SQ, Sa, isSourceState)
534% COMPUTE_THETA - Compute theta vector for fluid ODE
535% For regular stations: theta = x./(SQ*x) .* min(Sa, SQ*x)
536% For Source stations (EXT scheduler): theta = 0.0
537% - Source is conceptually excluded from state space (matching ground truth)
538% - Arrivals are injected directly into queues via Alambda
539% - Setting theta = 0 prevents Source from contributing to W' * theta
540
541sumXQa = GlobalConstants.FineTol + SQ * x;
542theta = x ./ sumXQa .* min(Sa, sumXQa);
543
544% Override theta for Source stations
545% Source stations have theta = 0.0 to bypass Source in dynamics
546theta(isSourceState) = 0.0;
547end
Definition mmt.m:124