File: qnom.m

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## Copyright (C) 2008, 2009, 2010, 2011, 2012, 2013, 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}] =} qnom (@var{lambda}, @var{S}, @var{V})
## @deftypefnx {Function File} {[@var{U}, @var{R}, @var{Q}, @var{X}] =} qnom (@var{lambda}, @var{S}, @var{V}, @var{m})
## @deftypefnx {Function File} {[@var{U}, @var{R}, @var{Q}, @var{X}] =} qnom (@var{lambda}, @var{S}, @var{P})
## @deftypefnx {Function File} {[@var{U}, @var{R}, @var{Q}, @var{X}] =} qnom (@var{lambda}, @var{S}, @var{P}, @var{m})
##
## @cindex open network, multiple classes
## @cindex multiclass network, open
##
## Exact analysis of open, multiple-class BCMP networks. The network can
## be made of @emph{single-server} queueing centers (FCFS, LCFS-PR or
## PS) or delay centers (IS). This function assumes a network with
## @math{K} service centers and @math{C} customer classes.
##
## @strong{INPUTS}
##
## @table @code
##
## @item @var{lambda}(c)
## If this function is invoked as @code{qnom(lambda, S, V, @dots{})},
## then @code{@var{lambda}(c)} is the external arrival rate of class
## @math{c} customers (@code{@var{lambda}(c) @geq{} 0}). If this
## function is invoked as @code{qnom(lambda, S, P, @dots{})}, then
## @code{@var{lambda}(c,k)} is the external arrival rate of class
## @math{c} customers at center @math{k} (@code{@var{lambda}(c,k)
## @geq{} 0}).
##
## @item @var{S}(c,k)
## mean service time of class @math{c} customers on the service center
## @math{k} (@code{@var{S}(c,k)>0}). For FCFS nodes, mean service
## times must be class-independent.
##
## @item @var{V}(c,k)
## visit ratio of class @math{c} customers to service center @math{k}
## (@code{@var{V}(c,k) @geq{} 0 }). @strong{If you pass this argument,
## class switching is not allowed}
##
## @item @var{P}(r,i,s,j)
## probability that a class @math{r} job completing service at center
## @math{i} is routed to center @math{j} as a class @math{s} job.
## @strong{If you pass argument @var{P}, class switching is allowed};
## however, all servers must be fixed-rate or infinite-server nodes
## (@code{@var{m}(k) @leq{} 1} for all @math{k}).
##
## @item @var{m}(k)
## number of servers at center @math{k}. If @code{@var{m}(k) < 1},
## enter @math{k} is a delay center (IS); otherwise it is a regular
## queueing center with @code{@var{m}(k)} servers. Default is
## @code{@var{m}(k) = 1} for all @math{k}.
##
## @end table
##
## @strong{OUTPUTS}
##
## @table @code
##
## @item @var{U}(c,k)
## If @math{k} is a queueing center, then @code{@var{U}(c,k)} is the
## class @math{c} utilization of center @math{k}. If @math{k} is an IS
## node, then @code{@var{U}(c,k)} is the class @math{c} @emph{traffic
## intensity} defined as @code{@var{X}(c,k)*@var{S}(c,k)}.
##
## @item @var{R}(c,k)
## class @math{c} response time at center @math{k}. The system
## response time for class @math{c} requests can be computed as
## @code{dot(@var{R}, @var{V}, 2)}.
##
## @item @var{Q}(c,k)
## average number of class @math{c} requests at center @math{k}. The
## average number of class @math{c} requests in the system @var{Qc}
## can be computed as @code{Qc = sum(@var{Q}, 2)}
##
## @item @var{X}(c,k)
## class @math{c} throughput at center @math{k}.
##
## @end table
##
## @strong{NOTES}
##
## If the function call specifies the visit ratios @var{V},
## class switching is @strong{not} allowed. If the function call
## specifies the routing probability matrix @var{P}, then class
## switching @strong{is} allowed; however, all nodes are
## restricted to be fixed rate servers or delay centers:
## multiple-server and general load-dependent centers are not
## supported. Note that the meaning of parameter @var{lambda} is
## different from one case to the other (see below).
##
## @strong{REFERENCES}
##
## @itemize
## @item
## Edward D. Lazowska, John Zahorjan, G. Scott Graham, and Kenneth C.
## Sevcik, @cite{Quantitative System Performance: Computer System
## Analysis Using Queueing Network Models}, Prentice Hall,
## 1984. @url{http://www.cs.washington.edu/homes/lazowska/qsp/}. In
## particular, see section 7.4.1 ("Open Model Solution Techniques").
## @end itemize
##
## @seealso{qnopen,qnos,qnomvisits}
##
## @end deftypefn

## Author: Moreno Marzolla <moreno.marzolla(at)unibo.it>
## Web: http://www.moreno.marzolla.name/
function [U R Q X] = qnom( varargin )
  if ( nargin < 2 || nargin > 4 )
    print_usage();
  endif

  if ( nargin == 2 || ndims(varargin{3}) == 2 )

    [err lambda S V m] = qnomchkparam( varargin{:} );

  else

    lambda = varargin{1};
    ( ndims(lambda) == 2 && all( lambda(:) >= 0 ) ) || ...
	error( "lambda must be >= 0" );
    [C,K] = size(lambda);
    S = varargin{2};
    ( ndims(S) == 2 && size(S) == [C,K] ) || ...
	error( "S size mismatch (should be [%d,%d])", C, K );
    P = varargin{3};
    ( ndims(P) == 4 && size(P) == [C,K,C,K] ) || ...
	error( "P size mismatch (should be %dx%dx%dx%d)",C,K,C,K );

    V = qnomvisits(P,lambda);

    if ( nargin < 4 )
      m = ones(1,K);
    else
      m = varargin{4};
      isvector(m) || ...
          error( "m must be a vector" );
      m = m(:)'; # make m a row vector
      length(m) == K || ...
          error( "m size mismatch (should be %d, is %d)", K, length(m) );
      all(m<=1) || ...
	  error( "IF you use parameter P, m must be <= 1");
    endif

    lambda = sum(lambda,2); # lambda(c) is the overall class c arrival rate
  endif

  [C K] = size(S);

  U = R = Q = X = zeros(C,K);

  ## NOTE; Zahorjan et al. define the class c throughput at center k as
  ## X(c,k) = lambda(c) * V(c,k). However, this assumes a definition of
  ## V(c,k) that is different from what is returned by the qnomvisits()
  ## function. The queueing package defines V(c,k) as the class c visit
  ## _ratio_ at center k (see the documentation of the queueing package
  ## to see the formal definition of V(c,k) as the solution of a linear
  ## system of equations), while Zahorjan et al. define V(c,k) as the
  ## _number of visits_ at center k. If you want to try the examples
  ## on Zahorjan with this function, you need to scale V(c,k)
  ## as lambda / lambda(c) * V(c,k).

  X = sum(lambda)*V; # X(c,k) = lambda*V(c,k);

  ## If there are M/M/k servers with k>=1, compute the maximum
  ## processing capacity
  m(m<1) = -1; # avoid division by zero in next line
  rho = X .* S * diag( 1 ./ m ); # rho(c,k) = X(c,k) * S(x,k) / m(k)
  [Umax kmax] = max( sum(rho,1) );
  (Umax < 1) || ...
      error( "Processing capacity exceeded at center %d", kmax );

  ## Compute utilizations (for IS nodes compute also response time and
  ## queue lenghts)
  for k=1:K
    for c=1:C
      if ( m(k) > 1 ) # M/M/m-FCFS
	[U(c,k)] = qsmmm( X(c,k), 1/S(c,k), m(k) );
      elseif ( m(k) == 1 ) # M/M/1 or -/G/1-PS
	[U(c,k)] = qsmm1( X(c,k), 1/S(c,k) );
      else # -/G/inf
  	[U(c,k) R(c,k) Q(c,k)] = qsmminf( X(c,k), 1/S(c,k) );
      endif
    endfor
  endfor
  assert( sum(U,1) < 1 ); # sanity check

  ## Adjust response times and queue lengths for FCFS queues
  k_fcfs = find(m>=1);
  for c=1:C
    Q(c,k_fcfs) = U(c,k_fcfs) ./ ( 1 - sum(U(:,k_fcfs),1) );
    R(c,k_fcfs) = Q(c,k_fcfs) ./ X(c,k_fcfs); # Use Little's law
  endfor

endfunction
%!test
%! fail( "qnom([1 1], [.9; 1.0])", "exceeded at center 1");
%! fail( "qnom([1 1], [0.9 .9; 0.9 1.0])", "exceeded at center 2");
%! #qnom([1 1], [.9; 1.0],[],2); # should not fail, M/M/2-FCFS
%! #qnom([1 1], [.9; 1.0],[],-1); # should not fail, -/G/1-PS
%! fail( "qnom(1./[2 3], [1.9 1.9 0.9; 2.9 3.0 2.9])", "exceeded at center 2");
%! #qnom(1./[2 3], [1 1.9 0.9; 0.3 3.0 1.5],[],[1 2 1]); # should not fail

%!test
%! V = [1 1; 1 1];
%! S = [1 3; 2 4];
%! lambda = [3/19 2/19];
%! [U R Q X] = qnom(lambda, S, diag( lambda / sum(lambda) ) * V );
%! assert( U(1,1), 3/19, 1e-6 );
%! assert( U(2,1), 4/19, 1e-6 );
%! assert( R(1,1), 19/12, 1e-6 );
%! assert( R(1,2), 57/2, 1e-6 );
%! assert( Q(1,1), .25, 1e-6 );
%! assert( Q, R.*X, 1e-5 ); # Little's Law

%!test
%! # example p. 138 Zahorjan et al.
%! V = [ 10 9; 5 4];
%! S = [ 1/10 1/3; 2/5 1];
%! lambda = [3/19 2/19];
%! [U R Q X] = qnom(lambda, S, diag( lambda / sum(lambda) ) * V );
%! assert( X(1,1), 1.58, 1e-2 );
%! assert( U(1,1), .158, 1e-3 );
%! assert( R(1,1), .158, 1e-3 ); # modified from the original example, as the reference above considers R as the residence time, not the response time
%! assert( Q(1,1), .25, 1e-2 );
%! assert( Q, R.*X, 1e-5 ); # Little's Law

%!test
%! # example 7.7 p. 304 Bolch et al. Please note that the book uses the
%! # notation P(i,r,j,s) (i,j are service centers, r,s are job
%! # classes) while the queueing package uses P(r,i,s,j)
%! P = zeros(2,3,2,3);
%! lambda = S = zeros(2,3);
%! P(1,1,1,2) = 0.4;
%! P(1,1,1,3) = 0.3;
%! P(1,2,1,1) = 0.6;
%! P(1,2,1,3) = 0.4;
%! P(1,3,1,1) = 0.5;
%! P(1,3,1,2) = 0.5;
%! P(2,1,2,2) = 0.3;
%! P(2,1,2,3) = 0.6;
%! P(2,2,2,1) = 0.7;
%! P(2,2,2,3) = 0.3;
%! P(2,3,2,1) = 0.4;
%! P(2,3,2,2) = 0.6;
%! S(1,1) = 1/8;
%! S(1,2) = 1/12;
%! S(1,3) = 1/16;
%! S(2,1) = 1/24;
%! S(2,2) = 1/32;
%! S(2,3) = 1/36;
%! lambda(1,1) = lambda(2,1) = 1;
%! V = qnomvisits(P,lambda);
%! assert( V, [ 3.333 2.292 1.917; 10 8.049 8.415] ./ 2, 1e-3);
%! [U R Q X] = qnom(sum(lambda,2), S, V);
%! assert( sum(U,1), [0.833 0.442 0.354], 1e-3 );
%! # Note: the value of K_22 (corresponding to Q(2,2)) reported in the book
%! # is 0.5. However, hand computation using the exact same formulas
%! # from the book produces a different value, 0.451
%! assert( Q, [2.5 0.342 0.186; 2.5 0.451 0.362], 1e-3 );

## Check that the results of qnom_nocs and qnom_cs are the same
## for multiclass networks WITHOUT class switching.
%!test
%! P = zeros(2,2,2,2);
%! P(1,1,1,2) = 0.8; P(1,2,1,1) = 1;
%! P(2,1,2,2) = 0.9; P(2,2,2,1) = 1;
%! S = zeros(2,2);
%! S(1,1) = 1.5; S(1,2) = 1.2;
%! S(2,1) = 0.8; S(2,2) = 2.5;
%! lambda = zeros(2,2);
%! lambda(1,1) = 1/20;
%! lambda(2,1) = 1/30;
%! [U1 R1 Q1 X1] = qnom(lambda, S, P); # qnom_cs
%! [U2 R2 Q2 X2] = qnom(sum(lambda,2), S, qnomvisits(P,lambda)); # qnom_nocs
%! assert( U1, U2, 1e-5 );
%! assert( R1, R2, 1e-5 );
%! assert( Q1, Q2, 1e-5 );
%! assert( X1, X2, 1e-5 );

%!demo
%! P = zeros(2,2,2,2);
%! lambda = zeros(2,2);
%! S = zeros(2,2);
%! P(1,1,2,1) = P(1,2,2,1) = 0.2;
%! P(1,1,2,2) = P(2,2,2,2) = 0.8;
%! S(1,1) = S(1,2) = 0.1;
%! S(2,1) = S(2,2) = 0.05;
%! rr = 1:100;
%! Xk = zeros(2,length(rr));
%! for r=rr
%!   lambda(1,1) = lambda(1,2) = 1/r;
%!   [U R Q X] = qnom(lambda,S,P);
%!   Xk(:,r) = sum(X,1)';
%! endfor
%! plot(rr,Xk(1,:),";Server 1;","linewidth",2, ...
%!      rr,Xk(2,:),";Server 2;","linewidth",2);
%! legend("boxoff");
%! xlabel("Class 1 interarrival time");
%! ylabel("Throughput");