cosmos-sdk/x/simulation/transition_matrix.go

71 lines
1.9 KiB
Go

package simulation
import (
"fmt"
"math/rand"
)
// TransitionMatrix is _almost_ a left stochastic matrix. It is technically
// not one due to not normalizing the column values. In the future, if we want
// to find the steady state distribution, it will be quite easy to normalize
// these values to get a stochastic matrix. Floats aren't currently used as
// the default due to non-determinism across architectures
type TransitionMatrix struct {
weights [][]int
// total in each column
totals []int
n int
}
// CreateTransitionMatrix creates a transition matrix from the provided weights.
// TODO: Provide example usage
func CreateTransitionMatrix(weights [][]int) (TransitionMatrix, error) {
n := len(weights)
for i := 0; i < n; i++ {
if len(weights[i]) != n {
return TransitionMatrix{},
fmt.Errorf("transition matrix: non-square matrix provided, error on row %d", i)
}
}
totals := make([]int, n)
for row := 0; row < n; row++ {
for col := 0; col < n; col++ {
totals[col] += weights[row][col]
}
}
return TransitionMatrix{weights, totals, n}, nil
}
// NextState returns the next state randomly chosen using r, and the weightings
// provided in the transition matrix.
func (t TransitionMatrix) NextState(r *rand.Rand, i int) int {
randNum := r.Intn(t.totals[i])
for row := 0; row < t.n; row++ {
if randNum < t.weights[row][i] {
return row
}
randNum -= t.weights[row][i]
}
// This line should never get executed
return -1
}
// GetMemberOfInitialState takes an initial array of weights, of size n.
// It returns a weighted random number in [0,n).
func GetMemberOfInitialState(r *rand.Rand, weights []int) int {
n := len(weights)
total := 0
for i := 0; i < n; i++ {
total += weights[i]
}
randNum := r.Intn(total)
for state := 0; state < n; state++ {
if randNum < weights[state] {
return state
}
randNum -= weights[state]
}
// This line should never get executed
return -1
}