stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
dynare/tests/solve_algo_12_14/purely_static_14.mod

12 lines
413 B
Modula-2
Raw Normal View History

Design and performance improvement to solve_algo={12,14} Use the new time-recursive block decomposition computed by the preprocessor for: - the simulation of backward models with “simul_backward” - the perfect foresight simulation of purely backward/forward/static models Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it minimizes the set of feedback variables and tries to renormalize equations). This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus an ad hoc identification of some equations that can be evaluated (those with a LHS equal to a variable, the log of a variable, or the diff-log of a variable). By the way, the block_trust_region MEX has been modified so that it accepts a boolean argument to decide whether it performs a Dulmage-Mendelsohn decomposition (if not, then it performs a simple trust region on the whole nonlinear system). This provides a significant performance improvement (of almost an order of magnitude for solve_algo=14 on a 700 equations model).
2022-11-30 14:42:54 +01:00
// Check the correctedness of perfect foresight simulation of a purely static model with “solve_algo=14”
@#include "purely_static_common.inc"
perfect_foresight_solver(solve_algo = 14);
ref = load('purely_static_reference/Output/purely_static_reference_results.mat');
if max(max(abs(oo_.endo_simul - ref.oo_.endo_simul))) > 1e-16
error('Incorrect results for perfect foresight with solve_algo=14')
end