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cluster_linearize.h
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// Copyright (c) The Bitcoin Core developers
// Distributed under the MIT software license, see the accompanying
// file COPYING or http://www.opensource.org/licenses/mit-license.php.
#ifndef BITCOIN_CLUSTER_LINEARIZE_H
#define BITCOIN_CLUSTER_LINEARIZE_H
#include <algorithm>
#include <numeric>
#include <optional>
#include <stdint.h>
#include <vector>
#include <utility>
#include <random.h>
#include <span.h>
#include <util/feefrac.h>
#include <util/vecdeque.h>
namespace cluster_linearize {
/** Data type to represent transaction indices in clusters. */
using ClusterIndex = uint32_t;
/** Data structure that holds a transaction graph's preprocessed data (fee, size, ancestors,
* descendants). */
template<typename SetType>
class DepGraph
{
/** Information about a single transaction. */
struct Entry
{
/** Fee and size of transaction itself. */
FeeFrac feerate;
/** All ancestors of the transaction (including itself). */
SetType ancestors;
/** All descendants of the transaction (including itself). */
SetType descendants;
/** Equality operator (primarily for for testing purposes). */
friend bool operator==(const Entry&, const Entry&) noexcept = default;
/** Construct an empty entry. */
Entry() noexcept = default;
/** Construct an entry with a given feerate, ancestor set, descendant set. */
Entry(const FeeFrac& f, const SetType& a, const SetType& d) noexcept : feerate(f), ancestors(a), descendants(d) {}
};
/** Data for each transaction. */
std::vector<Entry> entries;
/** Which positions are used. */
SetType m_used;
public:
/** Equality operator (primarily for testing purposes). */
friend bool operator==(const DepGraph& a, const DepGraph& b) noexcept
{
if (a.m_used != b.m_used) return false;
// Only compare the used positions within the entries vector.
for (auto idx : a.m_used) {
if (a.entries[idx] != b.entries[idx]) return false;
}
return true;
}
// Default constructors.
DepGraph() noexcept = default;
DepGraph(const DepGraph&) noexcept = default;
DepGraph(DepGraph&&) noexcept = default;
DepGraph& operator=(const DepGraph&) noexcept = default;
DepGraph& operator=(DepGraph&&) noexcept = default;
/** Construct a DepGraph object given another DepGraph and a mapping from old to new.
*
* @param depgraph The original DepGraph that is being remapped.
*
* @param mapping A span such that mapping[i] gives the position in the new DepGraph
* for position i in the old depgraph. Its size must be equal to
* depgraph.PositionRange(). The value of mapping[i] is ignored if
* position i is a hole in depgraph (i.e., if !depgraph.Positions()[i]).
*
* @param pos_range The PositionRange() for the new DepGraph. It must equal the largest
* value in mapping for any used position in depgraph plus 1, or 0 if
* depgraph.TxCount() == 0.
*
* Complexity: O(N^2) where N=depgraph.TxCount().
*/
DepGraph(const DepGraph<SetType>& depgraph, std::span<const ClusterIndex> mapping, ClusterIndex pos_range) noexcept : entries(pos_range)
{
Assume(mapping.size() == depgraph.PositionRange());
Assume((pos_range == 0) == (depgraph.TxCount() == 0));
for (ClusterIndex i : depgraph.Positions()) {
auto new_idx = mapping[i];
Assume(new_idx < pos_range);
// Add transaction.
entries[new_idx].ancestors = SetType::Singleton(new_idx);
entries[new_idx].descendants = SetType::Singleton(new_idx);
m_used.Set(new_idx);
// Fill in fee and size.
entries[new_idx].feerate = depgraph.entries[i].feerate;
}
for (ClusterIndex i : depgraph.Positions()) {
// Fill in dependencies by mapping direct parents.
SetType parents;
for (auto j : depgraph.GetReducedParents(i)) parents.Set(mapping[j]);
AddDependencies(parents, mapping[i]);
}
// Verify that the provided pos_range was correct (no unused positions at the end).
Assume(m_used.None() ? (pos_range == 0) : (pos_range == m_used.Last() + 1));
}
/** Get the set of transactions positions in use. Complexity: O(1). */
const SetType& Positions() const noexcept { return m_used; }
/** Get the range of positions in this DepGraph. All entries in Positions() are in [0, PositionRange() - 1]. */
ClusterIndex PositionRange() const noexcept { return entries.size(); }
/** Get the number of transactions in the graph. Complexity: O(1). */
auto TxCount() const noexcept { return m_used.Count(); }
/** Get the feerate of a given transaction i. Complexity: O(1). */
const FeeFrac& FeeRate(ClusterIndex i) const noexcept { return entries[i].feerate; }
/** Get the mutable feerate of a given transaction i. Complexity: O(1). */
FeeFrac& FeeRate(ClusterIndex i) noexcept { return entries[i].feerate; }
/** Get the ancestors of a given transaction i. Complexity: O(1). */
const SetType& Ancestors(ClusterIndex i) const noexcept { return entries[i].ancestors; }
/** Get the descendants of a given transaction i. Complexity: O(1). */
const SetType& Descendants(ClusterIndex i) const noexcept { return entries[i].descendants; }
/** Add a new unconnected transaction to this transaction graph (in the first available
* position), and return its ClusterIndex.
*
* Complexity: O(1) (amortized, due to resizing of backing vector).
*/
ClusterIndex AddTransaction(const FeeFrac& feefrac) noexcept
{
static constexpr auto ALL_POSITIONS = SetType::Fill(SetType::Size());
auto available = ALL_POSITIONS - m_used;
Assume(available.Any());
ClusterIndex new_idx = available.First();
if (new_idx == entries.size()) {
entries.emplace_back(feefrac, SetType::Singleton(new_idx), SetType::Singleton(new_idx));
} else {
entries[new_idx] = Entry(feefrac, SetType::Singleton(new_idx), SetType::Singleton(new_idx));
}
m_used.Set(new_idx);
return new_idx;
}
/** Remove the specified positions from this DepGraph.
*
* The specified positions will no longer be part of Positions(), and dependencies with them are
* removed. Note that due to DepGraph only tracking ancestors/descendants (and not direct
* dependencies), if a parent is removed while a grandparent remains, the grandparent will
* remain an ancestor.
*
* Complexity: O(N) where N=TxCount().
*/
void RemoveTransactions(const SetType& del) noexcept
{
m_used -= del;
// Remove now-unused trailing entries.
while (!entries.empty() && !m_used[entries.size() - 1]) {
entries.pop_back();
}
// Remove the deleted transactions from ancestors/descendants of other transactions. Note
// that the deleted positions will retain old feerate and dependency information. This does
// not matter as they will be overwritten by AddTransaction if they get used again.
for (auto& entry : entries) {
entry.ancestors &= m_used;
entry.descendants &= m_used;
}
}
/** Modify this transaction graph, adding multiple parents to a specified child.
*
* Complexity: O(N) where N=TxCount().
*/
void AddDependencies(const SetType& parents, ClusterIndex child) noexcept
{
Assume(m_used[child]);
Assume(parents.IsSubsetOf(m_used));
// Compute the ancestors of parents that are not already ancestors of child.
SetType par_anc;
for (auto par : parents - Ancestors(child)) {
par_anc |= Ancestors(par);
}
par_anc -= Ancestors(child);
// Bail out if there are no such ancestors.
if (par_anc.None()) return;
// To each such ancestor, add as descendants the descendants of the child.
const auto& chl_des = entries[child].descendants;
for (auto anc_of_par : par_anc) {
entries[anc_of_par].descendants |= chl_des;
}
// To each descendant of the child, add those ancestors.
for (auto dec_of_chl : Descendants(child)) {
entries[dec_of_chl].ancestors |= par_anc;
}
}
/** Compute the (reduced) set of parents of node i in this graph.
*
* This returns the minimal subset of the parents of i whose ancestors together equal all of
* i's ancestors (unless i is part of a cycle of dependencies). Note that DepGraph does not
* store the set of parents; this information is inferred from the ancestor sets.
*
* Complexity: O(N) where N=Ancestors(i).Count() (which is bounded by TxCount()).
*/
SetType GetReducedParents(ClusterIndex i) const noexcept
{
SetType parents = Ancestors(i);
parents.Reset(i);
for (auto parent : parents) {
if (parents[parent]) {
parents -= Ancestors(parent);
parents.Set(parent);
}
}
return parents;
}
/** Compute the (reduced) set of children of node i in this graph.
*
* This returns the minimal subset of the children of i whose descendants together equal all of
* i's descendants (unless i is part of a cycle of dependencies). Note that DepGraph does not
* store the set of children; this information is inferred from the descendant sets.
*
* Complexity: O(N) where N=Descendants(i).Count() (which is bounded by TxCount()).
*/
SetType GetReducedChildren(ClusterIndex i) const noexcept
{
SetType children = Descendants(i);
children.Reset(i);
for (auto child : children) {
if (children[child]) {
children -= Descendants(child);
children.Set(child);
}
}
return children;
}
/** Compute the aggregate feerate of a set of nodes in this graph.
*
* Complexity: O(N) where N=elems.Count().
**/
FeeFrac FeeRate(const SetType& elems) const noexcept
{
FeeFrac ret;
for (auto pos : elems) ret += entries[pos].feerate;
return ret;
}
/** Find some connected component within the subset "todo" of this graph.
*
* Specifically, this finds the connected component which contains the first transaction of
* todo (if any).
*
* Two transactions are considered connected if they are both in `todo`, and one is an ancestor
* of the other in the entire graph (so not just within `todo`), or transitively there is a
* path of transactions connecting them. This does mean that if `todo` contains a transaction
* and a grandparent, but misses the parent, they will still be part of the same component.
*
* Complexity: O(ret.Count()).
*/
SetType FindConnectedComponent(const SetType& todo) const noexcept
{
if (todo.None()) return todo;
auto to_add = SetType::Singleton(todo.First());
SetType ret;
do {
SetType old = ret;
for (auto add : to_add) {
ret |= Descendants(add);
ret |= Ancestors(add);
}
ret &= todo;
to_add = ret - old;
} while (to_add.Any());
return ret;
}
/** Determine if a subset is connected.
*
* Complexity: O(subset.Count()).
*/
bool IsConnected(const SetType& subset) const noexcept
{
return FindConnectedComponent(subset) == subset;
}
/** Determine if this entire graph is connected.
*
* Complexity: O(TxCount()).
*/
bool IsConnected() const noexcept { return IsConnected(m_used); }
/** Append the entries of select to list in a topologically valid order.
*
* Complexity: O(select.Count() * log(select.Count())).
*/
void AppendTopo(std::vector<ClusterIndex>& list, const SetType& select) const noexcept
{
ClusterIndex old_len = list.size();
for (auto i : select) list.push_back(i);
std::sort(list.begin() + old_len, list.end(), [&](ClusterIndex a, ClusterIndex b) noexcept {
const auto a_anc_count = entries[a].ancestors.Count();
const auto b_anc_count = entries[b].ancestors.Count();
if (a_anc_count != b_anc_count) return a_anc_count < b_anc_count;
return a < b;
});
}
};
/** A set of transactions together with their aggregate feerate. */
template<typename SetType>
struct SetInfo
{
/** The transactions in the set. */
SetType transactions;
/** Their combined fee and size. */
FeeFrac feerate;
/** Construct a SetInfo for the empty set. */
SetInfo() noexcept = default;
/** Construct a SetInfo for a specified set and feerate. */
SetInfo(const SetType& txn, const FeeFrac& fr) noexcept : transactions(txn), feerate(fr) {}
/** Construct a SetInfo for a given transaction in a depgraph. */
explicit SetInfo(const DepGraph<SetType>& depgraph, ClusterIndex pos) noexcept :
transactions(SetType::Singleton(pos)), feerate(depgraph.FeeRate(pos)) {}
/** Construct a SetInfo for a set of transactions in a depgraph. */
explicit SetInfo(const DepGraph<SetType>& depgraph, const SetType& txn) noexcept :
transactions(txn), feerate(depgraph.FeeRate(txn)) {}
/** Add a transaction to this SetInfo (which must not yet be in it). */
void Set(const DepGraph<SetType>& depgraph, ClusterIndex pos) noexcept
{
Assume(!transactions[pos]);
transactions.Set(pos);
feerate += depgraph.FeeRate(pos);
}
/** Add the transactions of other to this SetInfo (no overlap allowed). */
SetInfo& operator|=(const SetInfo& other) noexcept
{
Assume(!transactions.Overlaps(other.transactions));
transactions |= other.transactions;
feerate += other.feerate;
return *this;
}
/** Construct a new SetInfo equal to this, with more transactions added (which may overlap
* with the existing transactions in the SetInfo). */
[[nodiscard]] SetInfo Add(const DepGraph<SetType>& depgraph, const SetType& txn) const noexcept
{
return {transactions | txn, feerate + depgraph.FeeRate(txn - transactions)};
}
/** Swap two SetInfo objects. */
friend void swap(SetInfo& a, SetInfo& b) noexcept
{
swap(a.transactions, b.transactions);
swap(a.feerate, b.feerate);
}
/** Permit equality testing. */
friend bool operator==(const SetInfo&, const SetInfo&) noexcept = default;
};
/** Compute the feerates of the chunks of linearization. */
template<typename SetType>
std::vector<FeeFrac> ChunkLinearization(const DepGraph<SetType>& depgraph, std::span<const ClusterIndex> linearization) noexcept
{
std::vector<FeeFrac> ret;
for (ClusterIndex i : linearization) {
/** The new chunk to be added, initially a singleton. */
auto new_chunk = depgraph.FeeRate(i);
// As long as the new chunk has a higher feerate than the last chunk so far, absorb it.
while (!ret.empty() && new_chunk >> ret.back()) {
new_chunk += ret.back();
ret.pop_back();
}
// Actually move that new chunk into the chunking.
ret.push_back(std::move(new_chunk));
}
return ret;
}
/** Data structure encapsulating the chunking of a linearization, permitting removal of subsets. */
template<typename SetType>
class LinearizationChunking
{
/** The depgraph this linearization is for. */
const DepGraph<SetType>& m_depgraph;
/** The linearization we started from, possibly with removed prefix stripped. */
std::span<const ClusterIndex> m_linearization;
/** Chunk sets and their feerates, of what remains of the linearization. */
std::vector<SetInfo<SetType>> m_chunks;
/** How large a prefix of m_chunks corresponds to removed transactions. */
ClusterIndex m_chunks_skip{0};
/** Which transactions remain in the linearization. */
SetType m_todo;
/** Fill the m_chunks variable, and remove the done prefix of m_linearization. */
void BuildChunks() noexcept
{
// Caller must clear m_chunks.
Assume(m_chunks.empty());
// Chop off the initial part of m_linearization that is already done.
while (!m_linearization.empty() && !m_todo[m_linearization.front()]) {
m_linearization = m_linearization.subspan(1);
}
// Iterate over the remaining entries in m_linearization. This is effectively the same
// algorithm as ChunkLinearization, but supports skipping parts of the linearization and
// keeps track of the sets themselves instead of just their feerates.
for (auto idx : m_linearization) {
if (!m_todo[idx]) continue;
// Start with an initial chunk containing just element idx.
SetInfo add(m_depgraph, idx);
// Absorb existing final chunks into add while they have lower feerate.
while (!m_chunks.empty() && add.feerate >> m_chunks.back().feerate) {
add |= m_chunks.back();
m_chunks.pop_back();
}
// Remember new chunk.
m_chunks.push_back(std::move(add));
}
}
public:
/** Initialize a LinearizationSubset object for a given length of linearization. */
explicit LinearizationChunking(const DepGraph<SetType>& depgraph LIFETIMEBOUND, std::span<const ClusterIndex> lin LIFETIMEBOUND) noexcept :
m_depgraph(depgraph), m_linearization(lin)
{
// Mark everything in lin as todo still.
for (auto i : m_linearization) m_todo.Set(i);
// Compute the initial chunking.
m_chunks.reserve(depgraph.TxCount());
BuildChunks();
}
/** Determine how many chunks remain in the linearization. */
ClusterIndex NumChunksLeft() const noexcept { return m_chunks.size() - m_chunks_skip; }
/** Access a chunk. Chunk 0 is the highest-feerate prefix of what remains. */
const SetInfo<SetType>& GetChunk(ClusterIndex n) const noexcept
{
Assume(n + m_chunks_skip < m_chunks.size());
return m_chunks[n + m_chunks_skip];
}
/** Remove some subset of transactions from the linearization. */
void MarkDone(SetType subset) noexcept
{
Assume(subset.Any());
Assume(subset.IsSubsetOf(m_todo));
m_todo -= subset;
if (GetChunk(0).transactions == subset) {
// If the newly done transactions exactly match the first chunk of the remainder of
// the linearization, we do not need to rechunk; just remember to skip one
// additional chunk.
++m_chunks_skip;
// With subset marked done, some prefix of m_linearization will be done now. How long
// that prefix is depends on how many done elements were interspersed with subset,
// but at least as many transactions as there are in subset.
m_linearization = m_linearization.subspan(subset.Count());
} else {
// Otherwise rechunk what remains of m_linearization.
m_chunks.clear();
m_chunks_skip = 0;
BuildChunks();
}
}
/** Find the shortest intersection between subset and the prefixes of remaining chunks
* of the linearization that has a feerate not below subset's.
*
* This is a crucial operation in guaranteeing improvements to linearizations. If subset has
* a feerate not below GetChunk(0)'s, then moving IntersectPrefixes(subset) to the front of
* (what remains of) the linearization is guaranteed not to make it worse at any point.
*
* See https://delvingbitcoin.org/t/introduction-to-cluster-linearization/1032 for background.
*/
SetInfo<SetType> IntersectPrefixes(const SetInfo<SetType>& subset) const noexcept
{
Assume(subset.transactions.IsSubsetOf(m_todo));
SetInfo<SetType> accumulator;
// Iterate over all chunks of the remaining linearization.
for (ClusterIndex i = 0; i < NumChunksLeft(); ++i) {
// Find what (if any) intersection the chunk has with subset.
const SetType to_add = GetChunk(i).transactions & subset.transactions;
if (to_add.Any()) {
// If adding that to accumulator makes us hit all of subset, we are done as no
// shorter intersection with higher/equal feerate exists.
accumulator.transactions |= to_add;
if (accumulator.transactions == subset.transactions) break;
// Otherwise update the accumulator feerate.
accumulator.feerate += m_depgraph.FeeRate(to_add);
// If that does result in something better, or something with the same feerate but
// smaller, return that. Even if a longer, higher-feerate intersection exists, it
// does not hurt to return the shorter one (the remainder of the longer intersection
// will generally be found in the next call to Intersect, but even if not, it is not
// required for the improvement guarantee this function makes).
if (!(accumulator.feerate << subset.feerate)) return accumulator;
}
}
return subset;
}
};
/** Class encapsulating the state needed to find the best remaining ancestor set.
*
* It is initialized for an entire DepGraph, and parts of the graph can be dropped by calling
* MarkDone.
*
* As long as any part of the graph remains, FindCandidateSet() can be called which will return a
* SetInfo with the highest-feerate ancestor set that remains (an ancestor set is a single
* transaction together with all its remaining ancestors).
*/
template<typename SetType>
class AncestorCandidateFinder
{
/** Internal dependency graph. */
const DepGraph<SetType>& m_depgraph;
/** Which transaction are left to include. */
SetType m_todo;
/** Precomputed ancestor-set feerates (only kept up-to-date for indices in m_todo). */
std::vector<FeeFrac> m_ancestor_set_feerates;
public:
/** Construct an AncestorCandidateFinder for a given cluster.
*
* Complexity: O(N^2) where N=depgraph.TxCount().
*/
AncestorCandidateFinder(const DepGraph<SetType>& depgraph LIFETIMEBOUND) noexcept :
m_depgraph(depgraph),
m_todo{depgraph.Positions()},
m_ancestor_set_feerates(depgraph.PositionRange())
{
// Precompute ancestor-set feerates.
for (ClusterIndex i : m_depgraph.Positions()) {
/** The remaining ancestors for transaction i. */
SetType anc_to_add = m_depgraph.Ancestors(i);
FeeFrac anc_feerate;
// Reuse accumulated feerate from first ancestor, if usable.
Assume(anc_to_add.Any());
ClusterIndex first = anc_to_add.First();
if (first < i) {
anc_feerate = m_ancestor_set_feerates[first];
Assume(!anc_feerate.IsEmpty());
anc_to_add -= m_depgraph.Ancestors(first);
}
// Add in other ancestors (which necessarily include i itself).
Assume(anc_to_add[i]);
anc_feerate += m_depgraph.FeeRate(anc_to_add);
// Store the result.
m_ancestor_set_feerates[i] = anc_feerate;
}
}
/** Remove a set of transactions from the set of to-be-linearized ones.
*
* The same transaction may not be MarkDone()'d twice.
*
* Complexity: O(N*M) where N=depgraph.TxCount(), M=select.Count().
*/
void MarkDone(SetType select) noexcept
{
Assume(select.Any());
Assume(select.IsSubsetOf(m_todo));
m_todo -= select;
for (auto i : select) {
auto feerate = m_depgraph.FeeRate(i);
for (auto j : m_depgraph.Descendants(i) & m_todo) {
m_ancestor_set_feerates[j] -= feerate;
}
}
}
/** Check whether any unlinearized transactions remain. */
bool AllDone() const noexcept
{
return m_todo.None();
}
/** Count the number of remaining unlinearized transactions. */
ClusterIndex NumRemaining() const noexcept
{
return m_todo.Count();
}
/** Find the best (highest-feerate, smallest among those in case of a tie) ancestor set
* among the remaining transactions. Requires !AllDone().
*
* Complexity: O(N) where N=depgraph.TxCount();
*/
SetInfo<SetType> FindCandidateSet() const noexcept
{
Assume(!AllDone());
std::optional<ClusterIndex> best;
for (auto i : m_todo) {
if (best.has_value()) {
Assume(!m_ancestor_set_feerates[i].IsEmpty());
if (!(m_ancestor_set_feerates[i] > m_ancestor_set_feerates[*best])) continue;
}
best = i;
}
Assume(best.has_value());
return {m_depgraph.Ancestors(*best) & m_todo, m_ancestor_set_feerates[*best]};
}
};
/** Class encapsulating the state needed to perform search for good candidate sets.
*
* It is initialized for an entire DepGraph, and parts of the graph can be dropped by calling
* MarkDone().
*
* As long as any part of the graph remains, FindCandidateSet() can be called to perform a search
* over the set of topologically-valid subsets of that remainder, with a limit on how many
* combinations are tried.
*/
template<typename SetType>
class SearchCandidateFinder
{
/** Internal RNG. */
InsecureRandomContext m_rng;
/** m_sorted_to_original[i] is the original position that sorted transaction position i had. */
std::vector<ClusterIndex> m_sorted_to_original;
/** m_original_to_sorted[i] is the sorted position original transaction position i has. */
std::vector<ClusterIndex> m_original_to_sorted;
/** Internal dependency graph for the cluster (with transactions in decreasing individual
* feerate order). */
DepGraph<SetType> m_sorted_depgraph;
/** Which transactions are left to do (indices in m_sorted_depgraph's order). */
SetType m_todo;
/** Given a set of transactions with sorted indices, get their original indices. */
SetType SortedToOriginal(const SetType& arg) const noexcept
{
SetType ret;
for (auto pos : arg) ret.Set(m_sorted_to_original[pos]);
return ret;
}
/** Given a set of transactions with original indices, get their sorted indices. */
SetType OriginalToSorted(const SetType& arg) const noexcept
{
SetType ret;
for (auto pos : arg) ret.Set(m_original_to_sorted[pos]);
return ret;
}
public:
/** Construct a candidate finder for a graph.
*
* @param[in] depgraph Dependency graph for the to-be-linearized cluster.
* @param[in] rng_seed A random seed to control the search order.
*
* Complexity: O(N^2) where N=depgraph.Count().
*/
SearchCandidateFinder(const DepGraph<SetType>& depgraph, uint64_t rng_seed) noexcept :
m_rng(rng_seed),
m_sorted_to_original(depgraph.TxCount()),
m_original_to_sorted(depgraph.PositionRange())
{
// Determine reordering mapping, by sorting by decreasing feerate. Unused positions are
// not included, as they will never be looked up anyway.
ClusterIndex sorted_pos{0};
for (auto i : depgraph.Positions()) {
m_sorted_to_original[sorted_pos++] = i;
}
std::sort(m_sorted_to_original.begin(), m_sorted_to_original.end(), [&](auto a, auto b) {
auto feerate_cmp = depgraph.FeeRate(a) <=> depgraph.FeeRate(b);
if (feerate_cmp == 0) return a < b;
return feerate_cmp > 0;
});
// Compute reverse mapping.
for (ClusterIndex i = 0; i < m_sorted_to_original.size(); ++i) {
m_original_to_sorted[m_sorted_to_original[i]] = i;
}
// Compute reordered dependency graph.
m_sorted_depgraph = DepGraph(depgraph, m_original_to_sorted, m_sorted_to_original.size());
m_todo = m_sorted_depgraph.Positions();
}
/** Check whether any unlinearized transactions remain. */
bool AllDone() const noexcept
{
return m_todo.None();
}
/** Find a high-feerate topologically-valid subset of what remains of the cluster.
* Requires !AllDone().
*
* @param[in] max_iterations The maximum number of optimization steps that will be performed.
* @param[in] best A set/feerate pair with an already-known good candidate. This may
* be empty.
* @return A pair of:
* - The best (highest feerate, smallest size as tiebreaker)
* topologically valid subset (and its feerate) that was
* encountered during search. It will be at least as good as the
* best passed in (if not empty).
* - The number of optimization steps that were performed. This will
* be <= max_iterations. If strictly < max_iterations, the
* returned subset is optimal.
*
* Complexity: possibly O(N * min(max_iterations, sqrt(2^N))) where N=depgraph.TxCount().
*/
std::pair<SetInfo<SetType>, uint64_t> FindCandidateSet(uint64_t max_iterations, SetInfo<SetType> best) noexcept
{
Assume(!AllDone());
// Convert the provided best to internal sorted indices.
best.transactions = OriginalToSorted(best.transactions);
/** Type for work queue items. */
struct WorkItem
{
/** Set of transactions definitely included (and its feerate). This must be a subset
* of m_todo, and be topologically valid (includes all in-m_todo ancestors of
* itself). */
SetInfo<SetType> inc;
/** Set of undecided transactions. This must be a subset of m_todo, and have no overlap
* with inc. The set (inc | und) must be topologically valid. */
SetType und;
/** (Only when inc is not empty) The best feerate of any superset of inc that is also a
* subset of (inc | und), without requiring it to be topologically valid. It forms a
* conservative upper bound on how good a set this work item can give rise to.
* Transactions whose feerate is below best's are ignored when determining this value,
* which means it may technically be an underestimate, but if so, this work item
* cannot result in something that beats best anyway. */
FeeFrac pot_feerate;
/** Construct a new work item. */
WorkItem(SetInfo<SetType>&& i, SetType&& u, FeeFrac&& p_f) noexcept :
inc(std::move(i)), und(std::move(u)), pot_feerate(std::move(p_f))
{
Assume(pot_feerate.IsEmpty() == inc.feerate.IsEmpty());
}
/** Swap two WorkItems. */
void Swap(WorkItem& other) noexcept
{
swap(inc, other.inc);
swap(und, other.und);
swap(pot_feerate, other.pot_feerate);
}
};
/** The queue of work items. */
VecDeque<WorkItem> queue;
queue.reserve(std::max<size_t>(256, 2 * m_todo.Count()));
// Create initial entries per connected component of m_todo. While clusters themselves are
// generally connected, this is not necessarily true after some parts have already been
// removed from m_todo. Without this, effort can be wasted on searching "inc" sets that
// span multiple components.
auto to_cover = m_todo;
do {
auto component = m_sorted_depgraph.FindConnectedComponent(to_cover);
to_cover -= component;
// If best is not provided, set it to the first component, so that during the work
// processing loop below, and during the add_fn/split_fn calls, we do not need to deal
// with the best=empty case.
if (best.feerate.IsEmpty()) best = SetInfo(m_sorted_depgraph, component);
queue.emplace_back(/*inc=*/SetInfo<SetType>{},
/*und=*/std::move(component),
/*pot_feerate=*/FeeFrac{});
} while (to_cover.Any());
/** Local copy of the iteration limit. */
uint64_t iterations_left = max_iterations;
/** The set of transactions in m_todo which have feerate > best's. */
SetType imp = m_todo;
while (imp.Any()) {
ClusterIndex check = imp.Last();
if (m_sorted_depgraph.FeeRate(check) >> best.feerate) break;
imp.Reset(check);
}
/** Internal function to add an item to the queue of elements to explore if there are any
* transactions left to split on, possibly improving it before doing so, and to update
* best/imp.
*
* - inc: the "inc" value for the new work item (must be topological).
* - und: the "und" value for the new work item ((inc | und) must be topological).
*/
auto add_fn = [&](SetInfo<SetType> inc, SetType und) noexcept {
/** SetInfo object with the set whose feerate will become the new work item's
* pot_feerate. It starts off equal to inc. */
auto pot = inc;
if (!inc.feerate.IsEmpty()) {
// Add entries to pot. We iterate over all undecided transactions whose feerate is
// higher than best. While undecided transactions of lower feerate may improve pot,
// the resulting pot feerate cannot possibly exceed best's (and this item will be
// skipped in split_fn anyway).
for (auto pos : imp & und) {
// Determine if adding transaction pos to pot (ignoring topology) would improve
// it. If not, we're done updating pot. This relies on the fact that
// m_sorted_depgraph, and thus the transactions iterated over, are in decreasing
// individual feerate order.
if (!(m_sorted_depgraph.FeeRate(pos) >> pot.feerate)) break;
pot.Set(m_sorted_depgraph, pos);
}
// The "jump ahead" optimization: whenever pot has a topologically-valid subset,
// that subset can be added to inc. Any subset of (pot - inc) has the property that
// its feerate exceeds that of any set compatible with this work item (superset of
// inc, subset of (inc | und)). Thus, if T is a topological subset of pot, and B is
// the best topologically-valid set compatible with this work item, and (T - B) is
// non-empty, then (T | B) is better than B and also topological. This is in
// contradiction with the assumption that B is best. Thus, (T - B) must be empty,
// or T must be a subset of B.
//
// See https://delvingbitcoin.org/t/how-to-linearize-your-cluster/303 section 2.4.
const auto init_inc = inc.transactions;
for (auto pos : pot.transactions - inc.transactions) {
// If the transaction's ancestors are a subset of pot, we can add it together
// with its ancestors to inc. Just update the transactions here; the feerate
// update happens below.
auto anc_todo = m_sorted_depgraph.Ancestors(pos) & m_todo;
if (anc_todo.IsSubsetOf(pot.transactions)) inc.transactions |= anc_todo;
}
// Finally update und and inc's feerate to account for the added transactions.
und -= inc.transactions;
inc.feerate += m_sorted_depgraph.FeeRate(inc.transactions - init_inc);
// If inc's feerate is better than best's, remember it as our new best.
if (inc.feerate > best.feerate) {
best = inc;
// See if we can remove any entries from imp now.
while (imp.Any()) {
ClusterIndex check = imp.Last();
if (m_sorted_depgraph.FeeRate(check) >> best.feerate) break;
imp.Reset(check);
}
}
// If no potential transactions exist beyond the already included ones, no
// improvement is possible anymore.
if (pot.feerate.size == inc.feerate.size) return;
// At this point und must be non-empty. If it were empty then pot would equal inc.
Assume(und.Any());
} else {
Assume(inc.transactions.None());
// If inc is empty, we just make sure there are undecided transactions left to
// split on.
if (und.None()) return;
}
// Actually construct a new work item on the queue. Due to the switch to DFS when queue
// space runs out (see below), we know that no reallocation of the queue should ever
// occur.
Assume(queue.size() < queue.capacity());
queue.emplace_back(/*inc=*/std::move(inc),
/*und=*/std::move(und),
/*pot_feerate=*/std::move(pot.feerate));
};
/** Internal process function. It takes an existing work item, and splits it in two: one
* with a particular transaction (and its ancestors) included, and one with that
* transaction (and its descendants) excluded. */
auto split_fn = [&](WorkItem&& elem) noexcept {
// Any queue element must have undecided transactions left, otherwise there is nothing
// to explore anymore.
Assume(elem.und.Any());
// The included and undecided set are all subsets of m_todo.
Assume(elem.inc.transactions.IsSubsetOf(m_todo) && elem.und.IsSubsetOf(m_todo));
// Included transactions cannot be undecided.
Assume(!elem.inc.transactions.Overlaps(elem.und));
// If pot is empty, then so is inc.
Assume(elem.inc.feerate.IsEmpty() == elem.pot_feerate.IsEmpty());
const ClusterIndex first = elem.und.First();
if (!elem.inc.feerate.IsEmpty()) {
// If no undecided transactions remain with feerate higher than best, this entry
// cannot be improved beyond best.
if (!elem.und.Overlaps(imp)) return;
// We can ignore any queue item whose potential feerate isn't better than the best
// seen so far.
if (elem.pot_feerate <= best.feerate) return;
} else {
// In case inc is empty use a simpler alternative check.
if (m_sorted_depgraph.FeeRate(first) <= best.feerate) return;
}
// Decide which transaction to split on. Splitting is how new work items are added, and
// how progress is made. One split transaction is chosen among the queue item's
// undecided ones, and:
// - A work item is (potentially) added with that transaction plus its remaining
// descendants excluded (removed from the und set).
// - A work item is (potentially) added with that transaction plus its remaining
// ancestors included (added to the inc set).
//
// To decide what to split on, consider the undecided ancestors of the highest
// individual feerate undecided transaction. Pick the one which reduces the search space
// most. Let I(t) be the size of the undecided set after including t, and E(t) the size
// of the undecided set after excluding t. Then choose the split transaction t such
// that 2^I(t) + 2^E(t) is minimal, tie-breaking by highest individual feerate for t.
ClusterIndex split = 0;
const auto select = elem.und & m_sorted_depgraph.Ancestors(first);
Assume(select.Any());
std::optional<std::pair<ClusterIndex, ClusterIndex>> split_counts;
for (auto t : select) {
// Call max = max(I(t), E(t)) and min = min(I(t), E(t)). Let counts = {max,min}.
// Sorting by the tuple counts is equivalent to sorting by 2^I(t) + 2^E(t). This
// expression is equal to 2^max + 2^min = 2^max * (1 + 1/2^(max - min)). The second
// factor (1 + 1/2^(max - min)) there is in (1,2]. Thus increasing max will always
// increase it, even when min decreases. Because of this, we can first sort by max.
std::pair<ClusterIndex, ClusterIndex> counts{
(elem.und - m_sorted_depgraph.Ancestors(t)).Count(),
(elem.und - m_sorted_depgraph.Descendants(t)).Count()};
if (counts.first < counts.second) std::swap(counts.first, counts.second);
// Remember the t with the lowest counts.
if (!split_counts.has_value() || counts < *split_counts) {
split = t;
split_counts = counts;
}
}
// Since there was at least one transaction in select, we must always find one.
Assume(split_counts.has_value());
// Add a work item corresponding to exclusion of the split transaction.
const auto& desc = m_sorted_depgraph.Descendants(split);
add_fn(/*inc=*/elem.inc,
/*und=*/elem.und - desc);
// Add a work item corresponding to inclusion of the split transaction.
const auto anc = m_sorted_depgraph.Ancestors(split) & m_todo;
add_fn(/*inc=*/elem.inc.Add(m_sorted_depgraph, anc),
/*und=*/elem.und - anc);
// Account for the performed split.
--iterations_left;
};
// Work processing loop.
//
// New work items are always added at the back of the queue, but items to process use a
// hybrid approach where they can be taken from the front or the back.
//
// Depth-first search (DFS) corresponds to always taking from the back of the queue. This
// is very memory-efficient (linear in the number of transactions). Breadth-first search
// (BFS) corresponds to always taking from the front, which potentially uses more memory
// (up to exponential in the transaction count), but seems to work better in practice.
//
// The approach here combines the two: use BFS (plus random swapping) until the queue grows
// too large, at which point we temporarily switch to DFS until the size shrinks again.
while (!queue.empty()) {
// Randomly swap the first two items to randomize the search order.
if (queue.size() > 1 && m_rng.randbool()) {
queue[0].Swap(queue[1]);
}
// Processing the first queue item, and then using DFS for everything it gives rise to,
// may increase the queue size by the number of undecided elements in there, minus 1
// for the first queue item being removed. Thus, only when that pushes the queue over
// its capacity can we not process from the front (BFS), and should we use DFS.
while (queue.size() - 1 + queue.front().und.Count() > queue.capacity()) {
if (!iterations_left) break;
auto elem = queue.back();
queue.pop_back();
split_fn(std::move(elem));
}
// Process one entry from the front of the queue (BFS exploration)
if (!iterations_left) break;
auto elem = queue.front();
queue.pop_front();
split_fn(std::move(elem));
}
// Return the found best set (converted to the original transaction indices), and the
// number of iterations performed.
best.transactions = SortedToOriginal(best.transactions);
return {std::move(best), max_iterations - iterations_left};
}
/** Remove a subset of transactions from the cluster being linearized.
*
* Complexity: O(N) where N=done.Count().
*/
void MarkDone(const SetType& done) noexcept
{
const auto done_sorted = OriginalToSorted(done);
Assume(done_sorted.Any());
Assume(done_sorted.IsSubsetOf(m_todo));
m_todo -= done_sorted;
}
};