1function [QN,UN,RN,TN,xvec_it,QNt,UNt,TNt,xvec_t,t,iters,runtime] = solver_fluid_matrix(sn, options)
3% [QN,UN,RN,TN,CN,RUNTIME] = SOLVER_FLUID_MATRIX(QN, OPTIONS)
5% Copyright (c) 2012-2026, Imperial College London
8M = sn.nstations; %number of stations
9K = sn.nclasses; %number of
classes
12P_full = sn.rt; % Full routing matrix (stateful
nodes)
13NK = sn.njobs
'; %initial population
16S(infServers) = sum(NK);
18%refstat = sn.refstat; % reference station
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)
26 isf = sn.stationToStateful(ist);
28 station_indices = [station_indices, (isf-1)*K + r];
31P = dtmc_stochcomp(P_full, station_indices);
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.
39 if sn.sched(src_ist) == SchedStrategy.EXT
40 % This is a Source station - remove feedback routing TO it for open classes
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)
47 if from_ist ~= src_ist % Don't modify Source
's own outgoing routing
49 from_row = (from_ist - 1) * K + from_r;
50 P(from_row, src_col) = 0; % Remove feedback to Source
59% ODE building as per Ruuskanen et al., PEVA 151 (2021).
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}');
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.
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
86 if sn.sched(src_ist) == SchedStrategy.EXT
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);
95% Build Alambda: arrivals go to QUEUE phases (where jobs route from Source), not Source phases
96Alambda_full = zeros(size(A,1), 1);
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);
105 % Queue station: check
if it receives arrivals from any Source
106 arrival_rate_to_queue = 0;
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;
117 if arrival_rate_to_queue > 0
118 % Apply arrivals according to entrance probability ζ^{i,r}
119 for k=1:nphases(ist,r)
121 Alambda_full(state) = pie{ist}{r}(k) * arrival_rate_to_queue;
124 state = state + nphases(ist,r);
128 % Add placeholder
for disabled
class to match W matrix structure
130 % Alambda_full(state) stays 0 since there are no arrivals
135% remove disabled transitions
136keep = find(~isnan(sum(W,1)));
139Alambda = Alambda_full(keep); % Also filter arrival vector
141% Honor
explicit hide_immediate configuration only. Auto-detection based on
142% W matrix stiffness triggered incorrectly on LN layers (GAMMA=1e8 immediate
143%
class-switching rates) and routed through a lossy stochcomp path that
144% distorted utilization/throughput. Users needing stochcomp
for LSODA
145% stiffness handling must set options.config.hide_immediate=
true explicitly.
146if isfield(options.config,
'hide_immediate')
147 hide_imm_requested = options.config.hide_immediate;
149 hide_imm_requested = false;
152% Eliminate immediate transitions if requested or auto-detected
155Alambda_pre_elim = [];
157 W_pre_elim = W; % Save for Alambda correction
158 Alambda_pre_elim = Alambda;
159 [W, state_map_imm] = eliminate_immediate_matrix(W, sn, options);
162Qa = []; % state mapping to queues (called Q(a) in Ruuskanen et al.)
163SQC = zeros(M*K,0); % to compute per-class queue length at the end
164SUC = zeros(M*K,0); % to compute per-class utilizations at the end
165STC = zeros(M*K,0); % to compute per-class throughput at the end
166x0_build = []; % Build x0 with same structure as W matrix
167%x0 = []; % initial state
169init_sol_idx = 0; % Index into options.init_sol for enabled
classes
173 % Add placeholder for disabled transition (matching W matrix structure)
175 Qa(1,state) = ist; %
#ok<*AGROW>
176 SQC((ist-1)*K+r,state) = 0; % No queue contribution
177 SUC((ist-1)*K+r,state) = 0; % No utilization contribution
178 STC((ist-1)*K+r,state) = 0; % No throughput contribution
179 x0_build(state,1) = 0; % No initial population
181 for k=1:nphases(ist,r)
184 if isnan(sn.rates(ist,r))
185 % Class has phases but
is disabled (NaN rate) -
186 % solver_fluid_initsol skips these, so
do not
187 % increment init_sol_idx
188 SQC((ist-1)*K+r,state) = 0;
189 SUC((ist-1)*K+r,state) = 0;
190 STC((ist-1)*K+r,state) = 0;
191 x0_build(state,1) = 0;
193 init_sol_idx = init_sol_idx + 1;
194 SQC((ist-1)*K+r,state) = 1;
195 SUC((ist-1)*K+r,state) = 1/S(ist);
196 STC((ist-1)*K+r,state) = sum(sn.proc{ist}{r}{2}(k,:));
197 x0_build(state,1) = options.init_sol(init_sol_idx);
201 % code to initialize all jobs at ref station
203 % x0 = [x0; NK(r)*pie{i}{r}
']; % initial probability of PH
205 % x0 = [x0; zeros(nphases(i,r),1)];
211% Apply keep filtering for disabled transitions (NaN in W matrix)
218% Save full matrices before immediate elimination for metric reconstruction
221imm_states_in_keep = []; % Indices of immediate states within keep-filtered space
223% Apply state mapping if immediate transitions were eliminated
224if ~isempty(state_map_imm)
225 % Identify eliminated (immediate) states
226 imm_states_in_keep = setdiff(1:length(Qa), state_map_imm);
228 Qa = Qa(state_map_imm);
229 SQC = SQC(:, state_map_imm);
230 SUC = SUC(:, state_map_imm);
231 STC = STC(:, state_map_imm);
232 x0 = x0(state_map_imm);
234 % Correct Alambda for arrivals directed at eliminated immediate states.
235 % From quasi-steady-state assumption (dx_I/dt = 0):
236 % lambda_red = lambda_T - Q_IT' * (Q_II
')^{-1} * lambda_I
237 % where T = timed states, I = immediate states.
238 lambda_T = Alambda_pre_elim(state_map_imm);
239 lambda_I = Alambda_pre_elim(imm_states_in_keep);
240 if any(lambda_I ~= 0)
241 Q_IT = W_pre_elim(imm_states_in_keep, state_map_imm);
242 Q_II = W_pre_elim(imm_states_in_keep, imm_states_in_keep);
243 Alambda = lambda_T - Q_IT' * (Q_II
' \ lambda_I);
249% Build SQ matrix to compute total queue length per station in ODEs
250% SQ(s,:) sums all states at the same station as state s
252SQ = zeros(nstates, nstates);
255 SQ(s, Qa == ist) = 1; % Sum all states at the same station
258% Identify Source station states (EXT scheduler)
259% For Source stations, theta should be 0.0 to effectively bypass Source in dynamics.
260% This matches the ground truth implementation where Source is excluded from state space.
261% Arrivals are injected directly into queue phases via Alambda.
262isSourceState = false(nstates, 1);
265 if sn.sched(ist) == SchedStrategy.EXT
266 isSourceState(s) = true;
267 x0(s) = 0; % Initialize Source phases to 0 (no mass at Source)
274timespan = options.timespan;
275itermax = options.iter_max;
276odeopt = odeset('AbsTol
', tol, 'RelTol
', tol, 'NonNegative
', 1:length(x0));
277nonZeroRates = abs(W(abs(W)>0)); nonZeroRates=nonZeroRates(:);
278if isempty(nonZeroRates)
279 trange = [timespan(1), timespan(2)];
280 if ~isfinite(trange(2))
284 trange = [timespan(1),min(timespan(2),abs(10*itermax/min(nonZeroRates)))];
287% Check if p-norm smoothing should be used (pstar parameter)
288use_pnorm = isfield(options, 'pstar
') && ~isempty(options.pstar) || ...
289 (isfield(options.config, 'pstar
') && ~isempty(options.config.pstar));
292 % Get pstar values - expand scalar to per-station array
293 if isfield(options, 'pstar
') && ~isempty(options.pstar)
294 pstar_val = options.pstar;
296 pstar_val = options.config.pstar;
298 if isscalar(pstar_val)
299 pstar_val = pstar_val * ones(M, 1);
301 % Create per-phase pstar array (pQa) using the filtered Qa mapping
302 pQa = pstar_val(Qa(:)); % Use Qa which is already filtered by keep and state_map_imm
303 Sa_pnorm = S(Qa(:)); % Column vector for pnorm_ode
311 % p-norm smoothing ODE as per Ruuskanen et al., PEVA 151 (2021)
312 % ghat = 1 / (1 + (x/c)^p)^(1/p) where x is queue length, c is servers, p is pstar
313 % dx/dt = W^T * θ̂(x,p) + Aλ (Eq. 27 for mixed networks)
314 ode_pnorm_func = @(t,x) pnorm_ode(x, W, SQ, Sa_pnorm, pQa, Alambda, isSourceState);
316 [t, xvec_t] = ode_solve_stiff(ode_pnorm_func, trange, x0, odeopt, options);
318 [t, xvec_t] = ode_solve(ode_pnorm_func, trange, x0, odeopt, options);
321 % Standard matrix method without smoothing
322 % dx/dt = W^T * θ(x) + Aλ (Eq. 12 for mixed networks)
323 Sa_ode = S(Qa(:)); % Column vector for element-wise operations
324 % Define theta function with special handling for Source stations
325 theta_func = @(x) compute_theta(x, SQ, Sa_ode, isSourceState);
327 [t, xvec_t] = ode_solve_stiff(@(t,x) W'*theta_func(x) + Alambda, trange, x0, odeopt, options);
329 [t, xvec_t] = ode_solve(@(t,x) W
'*theta_func(x) + Alambda, trange, x0, odeopt, options);
333 if contains(me.identifier, 'lsoda
')
340% On LSODA failure, retry with hide_immediate toggled (only once)
342 is_retry = isfield(options.config, 'lsoda_retry
') && options.config.lsoda_retry;
344 options_retry = options;
345 options_retry.config.lsoda_retry = true;
346 if hide_imm_requested
347 % hide_immediate was active (auto-detected or explicit) and failed — retry without it
348 options_retry.config.hide_immediate = false;
350 % Normal solve failed — retry with hide_immediate
351 options_retry.config.hide_immediate = true;
353 [QN,UN,RN,TN,xvec_it,QNt,UNt,TNt,xvec_t,t,iters,runtime] = solver_fluid_matrix(sn, options_retry);
356 % Both attempts failed — return empty lastSol to signal failure
357 warning('lsoda:failed
', 'LSODA failed on both normal and hide_immediate attempts
');
362 xvec_it = {}; % empty signals failure to caller (runAnalyzer checks isempty)
366 xvec_t = zeros(1, sum(nphases(:)));
375Tmax = size(xvec_t,1);
380Sa = S(Qa(:)); % Column vector for element-wise operations
381S = repmat(S,1,K)'; S=S(:);
384 QNtmp{j} = zeros(K,M);
385 TNtmp{j} = zeros(K,M);
386 UNtmp{j} = zeros(K,M);
387 RNtmp{j} = zeros(K,M);
390 % Use compute_theta for consistent handling of Source stations
391 theta_j = compute_theta(x, SQ, Sa, isSourceState);
392 TNtmp{j}(:) = STC*theta_j;
393 UNtmp{j}(:) = SUC*theta_j;
394 % Little's law
is invalid in transient so this vector
is not returned
395 % except the last element as an approximation of the actual RN
396 RNtmp{j}(:) = QNtmp{j}(:)./TNtmp{j}(:);
398 QNtmp{j} = QNtmp{j}
';
399 UNtmp{j} = UNtmp{j}';
400 RNtmp{j} = RNtmp{j}
';
401 TNtmp{j} = TNtmp{j}';
403% steady state metrics
405 QNtmp{j} = QNtmp{j}(:);
406 UNtmp{j} = UNtmp{j}(:);
407 RNtmp{j} = RNtmp{j}(:);
408 TNtmp{j} = TNtmp{j}(:);
411% compute cell
array with time-varying metrics
for stations and
classes
412QNtmp = cell2mat(QNtmp)
';
413UNtmp = cell2mat(UNtmp)';
414RNtmp = cell2mat(RNtmp)
';
415TNtmp = cell2mat(TNtmp)';
422 QNt{ist,r} = QNtmp(:,(r-1)*M+ist);
423 UNt{ist,r} = UNtmp(:,(r-1)*M+ist);
424 RNt{ist,r} = RNtmp(:,(r-1)*M+ist);
425 TNt{ist,r} = TNtmp(:,(r-1)*M+ist);
428QN = reshape(QNtmp(end,:),M,K);
429UN = reshape(UNtmp(end,:),M,K);
430RN = reshape(RNtmp(end,:),M,K);
431TN = reshape(TNtmp(end,:),M,K);
433% Set throughput at Source stations to arrival rates
for open
classes
434% Source stations have theta = 0 in the ODE (to bypass Source in dynamics),
435% but their throughput should equal the external arrival rate.
437 if sn.sched(ist) == SchedStrategy.EXT
439 if ~isnan(sn.rates(ist, r)) && sn.rates(ist, r) > 0
440 TN(ist, r) = sn.rates(ist, r);
446% Reconstruct throughput
for eliminated immediate states
using flow conservation
447if ~isempty(imm_states_in_keep)
448 % For each eliminated state, throughput = sum of incoming throughputs via routing
449 for idx = 1:length(imm_states_in_keep)
450 s = imm_states_in_keep(idx);
451 ist = Qa_full(s); % Station of
this eliminated state
452 % Find which
class this state belongs to
456 state_count = state_count + nphases(ist, rr);
457 if s <= sum(Qa_full == ist & (1:length(Qa_full)) <= state_count)
463 % Fallback: find
class by examining STC_full
465 if STC_full((ist-1)*K+rr, s) > 0
472 % Compute incoming throughput
using routing matrix
P
473 % T(ist, r) = sum over all (j, l) of T(j, l) *
P((j,l) -> (ist,r))
477 p_jl_ir =
P((j-1)*K+l, (ist-1)*K+r);
479 incoming_tput = incoming_tput + TN(j, l) * p_jl_ir;
483 % Also add external arrivals
if this is a source station
484 if sn.sched(ist) == SchedStrategy.EXT && ~isnan(sn.rates(ist, r))
485 incoming_tput = incoming_tput + sn.rates(ist, r);
487 TN(ist, r) = incoming_tput;
492xvec_it = {xvec_t(end,:)};
495function dxdt = pnorm_ode(x, W, SQ, Sa, pQa, Alambda, isSourceState)
496% PNORM_ODE - ODE derivative
using p-norm smoothing
497% As per Ruuskanen et al., PEVA 151 (2021)
498% dxdt = W
' * (x .* ghat) + Aλ (Eq. 27)
499% where ghat = 1 / (1 + (sumXQa/Sa)^pQa)^(1/pQa)
501sumXQa = GlobalConstants.FineTol + SQ * x;
502ghat = zeros(size(x));
507 if cVal > 0 && pVal > 0
508 ghatVal = 1.0 / (1 + (xVal / cVal)^pVal)^(1/pVal);
519% Compute effective rate (x .* ghat), with special handling for Source stations
520theta_eff = x .* ghat;
521% For Source stations, override to 0.0 to bypass Source in dynamics
522% (matching ground truth where Source is excluded from state space)
523theta_eff(isSourceState) = 0.0;
525dxdt = W' * theta_eff + Alambda;
528function theta = compute_theta(x, SQ, Sa, isSourceState)
529% COMPUTE_THETA - Compute theta vector
for fluid ODE
530% For regular stations: theta = x./(SQ*x) .* min(Sa, SQ*x)
531% For Source stations (EXT scheduler): theta = 0.0
532% - Source
is conceptually excluded from state space (matching ground truth)
533% - Arrivals are injected directly into queues via Alambda
534% - Setting theta = 0 prevents Source from contributing to W
' * theta
536sumXQa = GlobalConstants.FineTol + SQ * x;
537theta = x ./ sumXQa .* min(Sa, sumXQa);
539% Override theta for Source stations
540% Source stations have theta = 0.0 to bypass Source in dynamics
541theta(isSourceState) = 0.0;