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dynare/tests/solve_algo_12_14/simul_backward_14.mod

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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 “simul_backward” with “solve_algo=14”
@#include "simul_backward_common.inc"
options_.solve_algo = 14;
s = simul_backward_model(initialconditions, @{simlength}, innovations);
ref = load('simul_backward_ref.mat');
if max(max(abs(s.data - ref.s.data))) > 5e-4
error('Incorrect results for simul_backward with solve_algo=14')
end