File: qncsconv.m

package info (click to toggle)
octave-queueing 1.2.8-3
  • links: PTS, VCS
  • area: main
  • in suites: forky
  • size: 2,288 kB
  • sloc: makefile: 56
file content (245 lines) | stat: -rw-r--r-- 7,844 bytes parent folder | download | duplicates (2)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
## Copyright (C) 2008, 2009, 2010, 2011, 2012, 2016, 2018 Moreno Marzolla
##
## This file is part of the queueing toolbox.
##
## The queueing toolbox is free software: you can redistribute it and/or
## modify it under the terms of the GNU General Public License as
## published by the Free Software Foundation, either version 3 of the
## License, or (at your option) any later version.
##
## The queueing toolbox is distributed in the hope that it will be
## useful, but WITHOUT ANY WARRANTY; without even the implied warranty
## of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with the queueing toolbox. If not, see <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
##
## @deftypefn {Function File} {[@var{U}, @var{R}, @var{Q}, @var{X}, @var{G}] =} qncsconv (@var{N}, @var{S}, @var{V})
## @deftypefnx {Function File} {[@var{U}, @var{R}, @var{Q}, @var{X}, @var{G}] =} qncsconv (@var{N}, @var{S}, @var{V}, @var{m})
##
## @cindex closed network, single class
## @cindex normalization constant
## @cindex convolution algorithm
##
## Analyze product-form, single class closed networks with @math{K} service centers using the convolution algorithm.
##
## Load-independent service centers, multiple servers (@math{M/M/m}
## queues) and IS nodes are supported. For general load-dependent
## service centers, use @code{qncsconvld} instead.
##
## @strong{INPUTS}
##
## @table @code
##
## @item @var{N}
## Number of requests in the system (@code{@var{N}>0}).
##
## @item @var{S}(k)
## average service time on center @math{k} (@code{@var{S}(k) @geq{} 0}).
##
## @item @var{V}(k)
## visit count of service center @math{k} (@code{@var{V}(k) @geq{} 0}).
##
## @item @var{m}(k)
## number of servers at center @math{k}. If @code{@var{m}(k) < 1},
## center @math{k} is a delay center (IS); if @code{@var{m}(k) @geq{}
## 1}, center @math{k} it is a regular @math{M/M/m} queueing center
## with @code{@var{m}(k)} identical servers. Default is
## @code{@var{m}(k) = 1} for all @math{k}.
##
## @end table
##
## @strong{OUTPUT}
##
## @table @code
##
## @item @var{U}(k)
## center @math{k} utilization.
## For IS nodes, @code{@var{U}(k)} is the @emph{traffic intensity}
## @code{@var{X}(k) * @var{S}(k)}.
##
## @item @var{R}(k)
## average response time of center @math{k}.
##
## @item @var{Q}(k)
## average number of customers at center @math{k}.
##
## @item @var{X}(k)
## throughput of center @math{k}.
##
## @item @var{G}(n)
## Vector of normalization constants. @code{@var{G}(n+1)} contains the value of
## the normalization constant with @math{n} requests
## @math{G(n)}, @math{n=0, @dots{}, N}.
##
## @end table
##
## @strong{NOTE}
##
## For a network with @math{K} service centers and @math{N} requests,
## this implementation of the convolution algorithm has time and space
## complexity @math{O(NK)}.
##
## @strong{REFERENCES}
##
## @itemize
## @item
## Jeffrey P. Buzen, @cite{Computational Algorithms for Closed Queueing
## Networks with Exponential Servers}, Communications of the ACM, volume
## 16, number 9, September 1973,
## pp. 527--531. @uref{http://doi.acm.org/10.1145/362342.362345, 10.1145/362342.362345}
## @end itemize
##
## This implementation is based on G. Bolch, S. Greiner, H. de Meer and
## K. Trivedi, @cite{Queueing Networks and Markov Chains: Modeling and
## Performance Evaluation with Computer Science Applications}, Wiley,
## 1998, pp. 313--317.
##
## @seealso{qncsconvld}
##
## @end deftypefn

## Author: Moreno Marzolla <moreno.marzolla(at)unibo.it>
## Web: http://www.moreno.marzolla.name/

function [U R Q X G] = qncsconv( varargin )

  if ( nargin < 3 || nargin > 4 )
    print_usage();
  endif

  ## To be compliant with the reference, we use K to denote the
  ## population size
  [err K S V m] = qncschkparam( varargin{:} );
  isempty(err) || error(err);

  N = length(S); # Number of service centers

  ## This implementation is based on G. Bolch, S. Greiner, H. de Meer
  ## and K. Trivedi, Queueing Networks and Markov Chains: Modeling and
  ## Performance Evaluation with Computer Science Applications, Wiley,
  ## 1998, pp. 313--317.

  ## First, we remember the indexes of IS nodes
  i_delay = find(m<1);

  m( i_delay ) = K; # IS nodes are handled as if they were M/M/K nodes with number of servers equal to the population size K, such that queueing never occurs.

  ## Initialization
  G_n = G_nm1 = zeros(1,K+1);
  F_n = zeros(N,K+1); F_n(:,1) = 1;
  k=1:K; G_n(1) = 1; G_n(k+1) = F_n(1,k+1) = F(1,k,V,S,m);
  ## Main convolution loop
  for n=2:N
    G_nm1 = G_n;
    k=1:K; F_n(n,1+k) = F(n,k,V,S,m);
    # G_n(1) = 1;
    G_n = conv( F_n(n,:), G_nm1(:) )(1:K+1);
  endfor
  ## Done computation of G(n,k).
  G = G_n(:)'; # ensure G is a row vector
  ## Computes performance measures

  X = V*G(K)/G(K+1);
  U = X .* S ./ m;
  ## Adjust utilization of delay centers
  U(i_delay) = X(i_delay) .* S(i_delay);
  Q = zeros(1,N);
  i_multi = find(m>1);
  for i=i_multi
    G_N_i = zeros(1,K+1);
    G_N_i(1) = 1;
    for k=1:K
      j=1:k;
      G_N_i(k+1) = G(k+1)-dot( F_n(i,j+1), G_N_i(k-j+1) );
    endfor
    k=0:K;
    p_i(k+1) = F_n(i,k+1)./G(K+1).*G_N_i(K-k+1);
    Q(i) = dot( k, p_i( k+1 ) );
  endfor
  i_single = find(m==1);
  for i=i_single
    k=1:K;
    Q(i) = sum( ( V(i)*S(i) ) .^ k .* G(K+1-k)/G(K+1) );
  endfor
  R = Q ./ X;
endfunction

%!test
%! # Example 8.1 p. 318 Bolch et al.
%! K=3;
%! S = [ 1/0.8 1/0.6 1/0.4 ];
%! m = [2 3 1];
%! V = [ 1 .667 .2 ];
%! [U R Q X G] = qncsconv( K, S, V, m );
%! assert( G, [1 2.861 4.218 4.465], 5e-3 );
%! assert( X, [0.945 0.630 0.189], 1e-3 );
%! assert( U, [0.590 0.350 0.473], 1e-3 );
%! assert( Q, [1.290 1.050 0.660], 1e-3 );
%! assert( R, [1.366 1.667 3.496], 1e-3 );

%!test
%! # Example 8.3 p. 331 Bolch et al.
%! # compare results of convolution to those of mva
%! S = [ 0.02 0.2 0.4 0.6 ];
%! K = 6;
%! V = [ 1 0.4 0.2 0.1 ];
%! [U_mva R_mva Q_mva X_mva G_mva] = qncsmva(K, S, V);
%! [U_con R_con Q_con X_con G_con] = qncsconv(K, S, V);
%! assert( U_mva, U_con, 1e-5 );
%! assert( R_mva, R_con, 1e-5 );
%! assert( Q_mva, Q_con, 1e-5 );
%! assert( X_mva, X_con, 1e-5 );
%! assert( G_mva, G_con, 1e-5 );

%!test
%! # Compare the results of convolution to those of mva
%! S = [ 0.02 0.2 0.4 0.6 ];
%! K = 6;
%! V = [ 1 0.4 0.2 0.1 ];
%! m = [ 1 -1 2 1 ]; # center 2 is IS
%! [U_mva R_mva Q_mva X_mva] = qncsmva(K, S, V, m);
%! [U_con R_con Q_con X_con G] = qncsconv(K, S, V, m );
%! assert( U_mva, U_con, 1e-5 );
%! assert( R_mva, R_con, 1e-5 );
%! assert( Q_mva, Q_con, 1e-5 );
%! assert( X_mva, X_con, 1e-5 );

## result = F(i,j,v,S,m)
##
## Helper fuction to compute F(i,j) as defined in Eq 7.61 p. 289 of
## Bolch, Greiner, de Meer, Trivedi "Queueing Networks and Markov
## Chains: Modeling and Performance Evaluation with Computer Science
## Applications", Wiley, 1998. This function has been vectorized,
## and accepts a vector as parameter j.
function result = F(i,j,v,S,m)
  isscalar(i) || ...
      error( "i must be a scalar" );
  k_i = j;
  if ( m(i) == 1 )
    result = ( v(i)*S(i) ).^k_i;
  else
    ii = find(k_i<=m(i)); ## if k_i<=m(i)
    result(ii) = ( v(i)*S(i) ).^k_i(ii) ./ factorial(k_i(ii));
    ii = find(k_i>m(i)); ## if k_i>m(i)
    result(ii) = ( v(i)*S(i) ).^k_i(ii) ./ ( factorial(m(i))*m(i).^(k_i(ii)-m(i)) );
  endif
endfunction

%!demo
%! n = [1 2 0];
%! N = sum(n); # Total population size
%! S = [ 1/0.8 1/0.6 1/0.4 ];
%! m = [ 2 3 1 ];
%! V = [ 1 .667 .2 ];
%! [U R Q X G] = qncsconv( N, S, V, m );
%! p = [0 0 0]; # initialize p
%! # Compute the probability to have n(k) jobs at service center k
%! for k=1:3
%!   p(k) = (V(k)*S(k))^n(k) / G(N+1) * ...
%!          (G(N-n(k)+1) - V(k)*S(k)*G(N-n(k)) );
%!   printf("Prob( n(%d) = %d )=%f\n", k, n(k), p(k) );
%! endfor