org.broadinstitute.hellbender.utils.solver

Class SynchronizedUnivariateSolver

java.lang.Object

org.broadinstitute.hellbender.utils.solver.SynchronizedUnivariateSolver

public final class SynchronizedUnivariateSolver
extends java.lang.Object

This class implements a synchronized univariate solver for solving multiple independent equations. It is to be used in situations where function queries have a costly overhead, though, simultaneous queries of multiple functions have the same overhead as single queries. Consider the tasking of solving N independent equations: f_1(x_1) = 0, f_2(x_2) = 0, ... f_N(x_N) = 0 One approach is to solve these equations sequentially. In certain situations, each function evaluation may be cheap but could entail a costly overhead (e.g. if the functions are evaluated in a distributed architecture). It is desirable to minimize this overhead by bundling as many function calls as possible, and querying the function in "chunks". Consider the ideal situation where function evaluations are infinitely cheap, however, each query has a considerable overhead time of \tau. Also, let us assume that the overhead of simultaneously querying {f_1(x_1), ..., f_N(x_N)} is the same as that of a single query, i.e. f_i(x_i). If the univariate solver requires k queries on average, the overhead cost of the sequential approach is O(k N \tau). By making simultaneous queries, this class reduces the overhead to O(k \tau). This is achieved by instantiating N threads for the N univariate solvers, accumulating their queries and suspending them until all threads announce their required query. TODO github/gatk-protected issue #853

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	SynchronizedUnivariateSolver.UnivariateSolverStatus
class	SynchronizedUnivariateSolver.UnivariateSolverSummary Stores the summary of a univariate solver jobDescription

Constructor Summary

Constructors

Constructor and Description

SynchronizedUnivariateSolver(java.util.function.Function<java.util.Map<java.lang.Integer,java.lang.Double>,java.util.Map<java.lang.Integer,java.lang.Double>> func, java.util.function.Function<UnivariateSolverSpecifications,org.apache.commons.math3.analysis.solvers.AbstractUnivariateSolver> solverFactory, int numberOfQueriesBeforeCalling) Public constructor for invoking one of AbstractUnivariateSolver

Method Summary

Modifier and Type	Method and Description
void	add(int index, double min, double max, double x0, double absoluteAccuracy, double relativeAccuracy, double functionValueAccuracy, int maxEval) Add a solver jobDescription
void	add(int index, double min, double max, double x0, double absoluteAccuracy, double relativeAccuracy, int maxEval) Add a solver jobDescription using the default function accuracy DEFAULT_FUNCTION_ACCURACY
java.util.Map<java.lang.Integer,SynchronizedUnivariateSolver.UnivariateSolverSummary>	solve() Solve the equations

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SynchronizedUnivariateSolver

public SynchronizedUnivariateSolver(java.util.function.Function<java.util.Map<java.lang.Integer,java.lang.Double>,java.util.Map<java.lang.Integer,java.lang.Double>> func,
                                    java.util.function.Function<UnivariateSolverSpecifications,org.apache.commons.math3.analysis.solvers.AbstractUnivariateSolver> solverFactory,
                                    int numberOfQueriesBeforeCalling)

Public constructor for invoking one of AbstractUnivariateSolver

Parameters:

func - the objective function (must be able to evaluate multiple univariate functions in one query)

numberOfQueriesBeforeCalling - Number of queries before making a function call (the default value is the number of equations)

Method Detail

add

public void add(int index,
                double min,
                double max,
                double x0,
                double absoluteAccuracy,
                double relativeAccuracy,
                double functionValueAccuracy,
                int maxEval)

Add a solver jobDescription

Parameters:

index - a unique index for the equation

min - lower bound of the root

max - upper bound of the root

x0 - initial guess

absoluteAccuracy - absolute accuracy

relativeAccuracy - relative accuracy

functionValueAccuracy - function value accuracy

maxEval - maximum number of allowed evaluations

add

public void add(int index,
                double min,
                double max,
                double x0,
                double absoluteAccuracy,
                double relativeAccuracy,
                int maxEval)

Add a solver jobDescription using the default function accuracy DEFAULT_FUNCTION_ACCURACY

Parameters:

index - a unique index for the equation

min - lower bound of the root

max - upper bound of the root

x0 - initial guess

absoluteAccuracy - absolute accuracy

relativeAccuracy - relative accuracy

maxEval - maximum number of allowed evaluations

solve

public java.util.Map<java.lang.Integer,SynchronizedUnivariateSolver.UnivariateSolverSummary> solve()
                                                                                            throws java.lang.InterruptedException

Solve the equations

Returns:

a map from equation indices to the summary of results

Throws:

java.lang.InterruptedException - if any of the solver threads are interrupted