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Block decomposition: no longer compute deterministic simulation from dynamic.m file 

By the way, fix bug where oo_ was not modified by solve_one_boundary.

Also convert oo_.deterministic_simulations.status to a boolean in the block
routines, for consistency with the non-block case.
time-shift
Sébastien Villemot 2020-06-02 17:45:28 +02:00
parent 59a1805ecf
commit 0d11f8182a
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
6 changed files with 105 additions and 20 deletions
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8
matlab/dynare_solve_block_or_bytecode.m
View File

@ -37,10 +37,10 @@ if options.block && ~options.bytecode
ss(M.block_structure_stat.block(b).variable) = y;
else
n = length(M.block_structure_stat.block(b).variable);
[ss, T, check] = solve_one_boundary([M.fname '.block.static_' int2str(b)], ss, exo, ...
params, [], T, M.block_structure_stat.block(b).variable, n, 1, false, b, 0, options.simul.maxit, ...
options.solve_tolf, ...
options.slowc, 0, options.solve_algo, true, false, false, M, options);
[ss, T, ~, check] = solve_one_boundary([M.fname '.block.static_' int2str(b)], ss, exo, ...
params, [], T, M.block_structure_stat.block(b).variable, n, 1, false, b, 0, options.simul.maxit, ...
options.solve_tolf, ...
options.slowc, 0, options.solve_algo, true, false, false, M, options, []);
if check
info = 1;
return

2
matlab/perfect-foresight-models/perfect_foresight_solver_core.m
View File

@ -60,7 +60,7 @@ if options_.block
oo_.deterministic_simulation.status = false;
end
else
oo_ = feval([M_.fname '.dynamic'], options_, M_, oo_);
oo_ = solve_block_decomposed_problem(options_, M_, oo_);
end
else
if options_.bytecode

85
matlab/perfect-foresight-models/solve_block_decomposed_problem.m Normal file
View File

@ -0,0 +1,85 @@
function oo_ = solve_block_decomposed_problem(options_, M_, oo_)
% Computes deterministic simulation with block option without bytecode
% Copyright (C) 2020 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
cutoff = 1e-15;
if options_.stack_solve_algo==0
mthd='Sparse LU';
elseif options_.stack_solve_algo==1
mthd='Relaxation';
elseif options_.stack_solve_algo==2
mthd='GMRES';
elseif options_.stack_solve_algo==3
mthd='BICGSTAB';
elseif options_.stack_solve_algo==4
mthd='OPTIMPATH';
else
mthd='UNKNOWN';
end
if options_.verbosity
printline(41)
disp(sprintf('MODEL SIMULATION (method=%s):',mthd))
skipline()
end
y=oo_.endo_simul';
T=NaN(M_.block_structure.dyn_tmp_nbr, options_.periods+M_.maximum_lag+M_.maximum_lead);
oo_.deterministic_simulation.status = 0;
for blk = 1:size(M_.block_structure.block, 1)
funcname = sprintf('%s.block.dynamic_%d', M_.fname, blk);
recursive_size = M_.block_structure.block(blk).endo_nbr - M_.block_structure.block(blk).mfs;
y_index = M_.block_structure.block(blk).variable((recursive_size+1):end);
if M_.block_structure.block(blk).Simulation_Type == 1 || ... % evaluateForward
M_.block_structure.block(blk).Simulation_Type == 2 % evaluateBackward
oo_.deterministic_simulation.status = true;
oo_.deterministic_simulation.error = 0;
oo_.deterministic_simulation.iterations = 0;
oo_.deterministic_simulation.block(blk).status = true;
oo_.deterministic_simulation.block(blk).error = 0;
oo_.deterministic_simulation.block(blk).iterations = 0;
[y, T] = feval(funcname, y, oo_.exo_simul, M_.params, oo_.steady_state, T, false, M_.maximum_lag, options_.periods);
elseif M_.block_structure.block(blk).Simulation_Type == 3 || ... % solveForwardSimple
M_.block_structure.block(blk).Simulation_Type == 4 || ... % solveBackwardSimple
M_.block_structure.block(blk).Simulation_Type == 6 || ... % solveForwardComplete
M_.block_structure.block(blk).Simulation_Type == 7 % solveBackwardComplete
[y, T, oo_] = solve_one_boundary(funcname, y, oo_.exo_simul, M_.params, oo_.steady_state, T, y_index, M_.block_structure.block(blk).NNZDerivatives, options_.periods, M_.block_structure.block(blk).is_linear, blk, M_.maximum_lag, options_.simul.maxit, options_.solve_tolf, options_.slowc, cutoff, options_.stack_solve_algo, true, true, false, M_, options_, oo_);
elseif M_.block_structure.block(blk).Simulation_Type == 5 || ... % solveTwoBoundariesSimple
M_.block_structure.block(blk).Simulation_Type == 8 % solveTwoBoundariesComplete
[y, T, oo_] = solve_two_boundaries(funcname, y, oo_.exo_simul, M_.params, oo_.steady_state, T, y_index, M_.block_structure.block(blk).NNZDerivatives, options_.periods, M_.block_structure.block(blk).maximum_lag, M_.block_structure.block(blk).maximum_lead, M_.block_structure.block(blk).is_linear, blk, M_.maximum_lag, options_.simul.maxit, options_.solve_tolf, options_.slowc, cutoff, options_.stack_solve_algo, options_, M_, oo_);
end
tmp = y(:,M_.block_structure.block(blk).variable);
if any(isnan(tmp) | isinf(tmp))
disp(['Inf or Nan value during the resolution of block ' num2str(blk)]);
oo_.deterministic_simulation.status = false;
oo_.deterministic_simulation.error = 100;
oo_.deterministic_simulation.block(blk).status = false;
oo_.deterministic_simulation.block(blk).error = 100;
end
if ~oo_.deterministic_simulation.status
return
end
end
oo_.endo_simul = y';

16
matlab/solve_one_boundary.m
View File

@ -1,5 +1,5 @@
function [y, T, info] = solve_one_boundary(fname, y, x, params, steady_state, T, ...
y_index_eq, nze, periods, is_linear, Block_Num, y_kmin, maxit_, solve_tolf, lambda, cutoff, stack_solve_algo, is_forward, is_dynamic, verbose, M, options, oo)
function [y, T, oo_, info] = solve_one_boundary(fname, y, x, params, steady_state, T, ...
y_index_eq, nze, periods, is_linear, Block_Num, y_kmin, maxit_, solve_tolf, lambda, cutoff, stack_solve_algo, is_forward, is_dynamic, verbose, M, options, oo_)
% Computes the deterministic simulation of a block of equation containing
% lead or lag variables
%
@ -168,10 +168,10 @@ for it_=start:incr:finish
end
end
if is_dynamic
oo_.deterministic_simulation.status = 0;
oo_.deterministic_simulation.status = false;
oo_.deterministic_simulation.error = max_res;
oo_.deterministic_simulation.iterations = iter;
oo_.deterministic_simulation.block(Block_Num).status = 0;% Convergency failed.
oo_.deterministic_simulation.block(Block_Num).status = false;% Convergency failed.
oo_.deterministic_simulation.block(Block_Num).error = max_res;
oo_.deterministic_simulation.block(Block_Num).iterations = iter;
end
@ -321,10 +321,10 @@ for it_=start:incr:finish
end
end
if is_dynamic
oo_.deterministic_simulation.status = 0;
oo_.deterministic_simulation.status = false;
oo_.deterministic_simulation.error = max_res;
oo_.deterministic_simulation.iterations = iter;
oo_.deterministic_simulation.block(Block_Num).status = 0;% Convergency failed.
oo_.deterministic_simulation.block(Block_Num).status = false;% Convergency failed.
oo_.deterministic_simulation.block(Block_Num).error = max_res;
oo_.deterministic_simulation.block(Block_Num).iterations = iter;
end
@ -335,10 +335,10 @@ end
if is_dynamic
info = 1;
oo_.deterministic_simulation.status = 1;
oo_.deterministic_simulation.status = true;
oo_.deterministic_simulation.error = max_res;
oo_.deterministic_simulation.iterations = iter;
oo_.deterministic_simulation.block(Block_Num).status = 1;
oo_.deterministic_simulation.block(Block_Num).status = true;
oo_.deterministic_simulation.block(Block_Num).error = max_res;
oo_.deterministic_simulation.block(Block_Num).iterations = iter;
else

12
matlab/solve_two_boundaries.m
View File

@ -146,10 +146,10 @@ while ~(cvg==1 || iter>maxit_)
fprintf('Error in simul: Convergence not achieved in block %d, after %d iterations.\n Increase "options_.simul.maxit" or set "cutoff=0" in model options.\n',Block_Num, iter);
end
end
oo.deterministic_simulation.status = 0;
oo.deterministic_simulation.status = false;
oo.deterministic_simulation.error = max_res;
oo.deterministic_simulation.iterations = iter;
oo.deterministic_simulation.block(Block_Num).status = 0;% Convergency failed.
oo.deterministic_simulation.block(Block_Num).status = false;% Convergency failed.
oo.deterministic_simulation.block(Block_Num).error = max_res;
oo.deterministic_simulation.block(Block_Num).iterations = iter;
return
@ -324,18 +324,18 @@ if (iter>maxit_)
printline(41)
%disp(['No convergence after ' num2str(iter,'%4d') ' iterations in Block ' num2str(Block_Num,'%d')])
end
oo.deterministic_simulation.status = 0;
oo.deterministic_simulation.status = false;
oo.deterministic_simulation.error = max_res;
oo.deterministic_simulation.iterations = iter;
oo.deterministic_simulation.block(Block_Num).status = 0;% Convergency failed.
oo.deterministic_simulation.block(Block_Num).status = false;% Convergency failed.
oo.deterministic_simulation.block(Block_Num).error = max_res;
oo.deterministic_simulation.block(Block_Num).iterations = iter;
return
end
oo.deterministic_simulation.status = 1;
oo.deterministic_simulation.status = true;
oo.deterministic_simulation.error = max_res;
oo.deterministic_simulation.iterations = iter;
oo.deterministic_simulation.block(Block_Num).status = 1;% Convergency obtained.
oo.deterministic_simulation.block(Block_Num).status = true;% Convergency obtained.
oo.deterministic_simulation.block(Block_Num).error = max_res;
oo.deterministic_simulation.block(Block_Num).iterations = iter;

2
preprocessor

@ -1 +1 @@
Subproject commit 3c5d731500b56384946205864924ea3165a27eb7
Subproject commit f0c8a145518cb86953a44fca4ba2b0ff7c88cf0a