BCG_STEADY manual page
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Name

bcg_steady - steady-state numerical analysis of (extended) continuous-time Markov chains encoded in the BCG format

Synopsis

bcg_steady [bcg_options] [-epsilon eps] [-sol solution_file] [-thr [-append] throughput_file] [-mat matrix_file] [-red reduced_matrix_file] [-log log_file] filename[.bcg] [parameter=value ...]

where bcg_options is defined below (see GENERAL OPTIONS).

Description

bcg_steady performs steady-state analysis on filename.bcg, which is an (extended) continuous-time Markov chain encoded in the BCG format.

bcg_steady first transforms filename.bcg into a numerical matrix indexed by states. Then, it reduces this matrix by normalizing probabilistic transitions, removing unreachable states and "vanishing" states, keeping "tangible" states only (see section INPUT below for details about the BCG graphs accepted by bcg_steady and the definition of tangible and vanishing states). As a result, the reduced matrix obtained is the generator matrix of a continuous-time Markov chain. Finally, bcg_steady computes the corresponding equilibrium ("steady-state") probability distribution on the long run using the Gauss/Seidel algorithm (see e.g. [Ste94]). It can also compute throughputs for the transitions of the system.

General Options

The following bcg_options are currently supported: -version, -create, -update, -remove, -cc, and -tmp. See the bcg manual page for a description of these options.

Particular Options

Taking as input filename.bcg, on the form of which various restrictions apply (see section INPUT below), bcg_steady can produce five kinds of output files, depending on the command-line options specified.

The optional list of "parameter=value" arguments at the end of the command line (where parameter is any character string that neither contain blanks nor the "=" character, and where value is any character string that does not contain blanks) is only meaningful to option -thr. The various "parameter" strings must be pairwise distinct. These arguments have no influence on the actual numerical computations, they only serve to add columns in throughput tables (see section OUTPUT-2 below).

The following options are supported:

-epsilon eps
Set the precision of certain floating-point comparisons to eps, where eps is a real value. When eps is out of [0..1[, bcg_steady reports an error. Default value for eps is 1E-6.

-sol solution_file
Write the probability vector, computed at the equilibrium state, to file solution_file (see section OUTPUT-1 below for a description of the file format). If solution_file already exists, its contents will be overwritten. If solution_file is equal to the special string `-', the probability vector is displayed on the standard output. Not a default option.

-thr [-appendthroughput_file
Write the transition throughputs, computed at the equilibrium state, to file throughput_file. The format of this file is determined by the suffix (i.e., file extension) of throughput_file (see section OUTPUT-2 below for a description of the available file formats). If throughput_file already exists, its contents will be overwritten, unless the -append option is specified, in which case the transition throughputs will be added at the end of throughput_file so as to form a proper data table. If the -thr option is missing or if throughput_file is equal to the special string `-', the transition throughputs are displayed on the standard output. Option "-thr -" is the default option when the command line does not contain any of the following options: -mat, -red, -sol, and -thr.

-mat matrix_file
Write the transposed "raw" matrix (prior to matrix reduction) to file matrix_file. The format of this file is determined by the suffix (i.e., file extension) of matrix_file (see section OUTPUT-3 below for a description of the available file formats). If matrix_file already exists, its contents will be overwritten. If matrix_file is equal to the special string `-', the matrix is displayed on the standard output. Not a default option.

-red reduced_matrix_file
Write the reduced transposed matrix to file reduced_matrix_file. The format of this file is determined by the suffix (i.e., file extension) of reduced_matrix_file (see section OUTPUT-3 below for a description of the available file formats). If reduced_matrix_file already exists, its contents will be overwritten. If reduced_matrix_file is equal to the special string `-', the matrix is displayed on the standard output. Not a default option.

-log log_file
Write various information about data structures and computations to file log_file. The format of this file is undocumented but self-understandable, and might change in future releases of bcg_steady. If log_file already exists, its contents will be overwritten. If log_file is equal to the special string `-', information is displayed on the standard output. Not a default option.

The files solution_file, throughput_file, matrix_file, reduced_matrix_file, and log_file should be pairwise different; otherwise, the result is undefined.

Input: the BCG Graph

The input of bcg_steady is an extended Markovian model combining features from discrete-time and continuous-time Markov chains. In order to be accepted by bcg_steady, filename.bcg must satisfy several conditions, otherwise an error message will occur. All transition labels of filename.bcg must have one of the following forms:

where %f denotes a strictly positive floating-point number, %p denotes a floating-point number in the range ]0..1], and label denotes a character string that does not contain the ";" character (label may be equal to the internal action, often noted "i" or "tau").

Note: transitions labelled with only "label" are always forbidden by bcg_steady, including the case where "label" denotes the internal action.

When constructing the "raw" matrix, all labels occurring in labelled probabilistic transitions are discarded.

If there exists a (labelled) probabilistic transition from a state S1 to a state S2, then all (labelled) stochastic transitions from S1 to any state (including S2) are discarded when constructing the "raw" matrix. This reflects that probabilistic transitions are instantaneous, while stochastic transitions are not.

We classify states as being either vanishing if at least one (possibly labelled) probabilistic transition goes out of these states, or tangible otherwise.

The input BCG graph should contain at least one tangible state, and it should not contain cycles (including self-loops) of states connected by (possibly labelled) probabilistic transitions.

Note: The sum of %p values on all (possibly labelled) probabilistic transitions leaving a vanishing state needs not be equal to 1; if this sum is different from 1, then probabilistic values will be normalized (i.e., divided by this sum).

To build the reduced matrix, bcg_steady eliminates all vanishing states, so that this matrix contains tangible states only. The input BCG graph should be such that, after reduction, each tangible state possesses at least one outgoing transition (i.e., there is no deadlock state).

See also bcg_min for a discussion about the various probabilistic and stochastic models present in the literature.

Output-1: the Solution Vector

The format of the file generated using the -sol option of bcg_steady is the following. There is one line per tangible state. Each line contains two numbers: an integer corresponding to the state number in the input BCG graph and a real number corresponding to the probability of being in this state on the long run (i.e., at the equilibrium).

Output-2: the Transition Throughputs

The throughput table has two (possibly empty) groups of columns:

The throughput table starts with a first "header" line followed by one or several "subsequent" lines.

If the -append option is absent, or if the throughput file is equal to the special string `-', or if the throughput file does not exist, or if it is empty, bcg_steady will generate automatically the header line and one single subsequent line.

Otherwise, the first line of the throughput file is expected to contain the titles of columns and will be parsed to identify the correspondance between labels and columns. In particular, bcg_steady checks that the first group of columns corresponds to the parameters given on the command line. After parsing the header line, bcg_steady will append one single subsequent line at the end of the throughput file. As regards the second group of columns, if the label of a given column title does not occur in filename.bcg, a zero throughput will be reported in the corresponding column; conversely, labels of filename.bcg for which there is no corresponding column title will be ignored.

Throughputs can be displayed in two different formats, which are determined according to the suffix (i.e., file extension) of the throughput file name.

Output-3: the (transposed) Matrices

Both the (transposed) "raw" matrix produced using option -mat and the (transposed) reduced matrix produced using option -red follow the same format conventions. The essential difference is that the former contains vanishing and tangible states, whereas the latter only contains tangible states. Also, the reduced matrix is a generator of a continuous-time Markov chain.

For two different indexes i and j, the element (i,j) of the matrix, located at the i-th row and the j-th column, is the sum of all the floating-point numbers associated to the (labelled) stochastic or probabilistic transitions going from the j-th state to the i-th state, where floating-point numbers associated to (labelled) stochastic transitions are interpreted as positive numbers whereas floating-point numbers associated to (labelled) probabilistic transitions are interpreted as negative numbers between -1 and 0. Note that rates and probabilities are never mixed since, between two states, there cannot be stochastic and probabilistic transitions at the same time.

The diagonal elements (j,j) are defined to be the negative sum of all matrix elements (i,j) with i different from j.

Matrices can be displayed in three different formats, which are determined according to the suffix (i.e., file extension) of the matrix file name.

Note: for graphs with many states, whatever the chosen matrix format, the matrix files can be large and writing them to disk may take time.

Environment Variables

See the bcg manual page for a description of the environment variables used by all the BCG application tools.

Exit Status

Exit status is 0 if everything is all right, 1 otherwise.

Authors

The first version of bcg_steady was written by Christophe Joubert (INRIA/VASY) and Holger Hermanns (Saarland University and University of Twente). The algorithm for steady-state analysis is based on a former implementation by Vassilis Mertsiotakis (University of Erlangen). Bruno Ondet (INRIA/VASY) ported the tool to various architectures. David Champelovier and Hubert Garavel (both at INRIA/VASY) deeply revised the bcg_steady code and manual page to allow their integration within CADP. Holger Hermanns and Frederic Lang (INRIA/VASY) proof-checked the manual page.

Credits

bcg_steady uses (an extended version of) the Sparse 1.3 package from the University of California, Berkeley, developed by Kenneth S. Kundert under the supervision of Alberto Sangiovanni-Vincentelli.

Operands

filename.bcg
BCG graph (input)

filename@1.o
dynamic library (input or output)

Files

$CADP/bin.`arch`/bcg_steady
``bcg_steady'' program

See the bcg manual page for a description of the other files.

See Also

bcg , bcg_min , bcg_transient , determinator

Additional information is available from the CADP Web page located at http://cadp.inria.fr

Directives for installation are given in files $CADP/INSTALLATION_*.

Recent changes and improvements to this software are reported and commented in file $CADP/HISTORY.

Bugs

Please report bugs to [email protected]

Bibliography

[GH02] H. Garavel and H. Hermanns. On Combining Functional Verification and Performance Evaluation using CADP. In proceedings of FME'2002, LNCS 2391, pages 410-429, Springer Verlag. Full version available as INRIA Research Report 4492. Available from http://cadp.inria.fr/publications/Garavel-Hermanns-02.html

[HJ03] H. Hermanns and Ch. Joubert. A Set of Performance and Dependability Analysis Components for CADP. In proceedings of TACAS'2003, LNCS 2619, pages 425-430, Springer Verlag. Available from http://cadp.inria.fr/publications/Hermanns-Joubert-03.html

[Mer98] V. Mertsiotakis. Approximate Analysis Methods for Stochastic Process Algebras. Ph.D Thesis, University of Erlangen (Germany), 1998.

[Ste94] W. J. Stewart. Introduction to the Numerical Solution of Markov Chains. Princeton University Press, 1994.


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