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Merge branch 'remove-globals-from-blocks'

time-shift
Stéphane Adjemian (Charybdis) 2015-02-17 13:01:17 +01:00
parent cc94ed63b0 a894357655
commit 1c8e1ab913
5 changed files with 16 additions and 18 deletions
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2
matlab/dr_block.m
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@ -72,7 +72,7 @@ end;
if (options_.bytecode)
[chck, zz, data]= bytecode('dynamic','evaluate', z, zx, M_.params, dr.ys, 1, data);
else
[r, data] = feval([M_.fname '_dynamic'], z', zx, M_.params, dr.ys, M_.maximum_lag+1, data);
[r, data] = feval([M_.fname '_dynamic'], options_, M_, oo_, z', zx, M_.params, dr.ys, M_.maximum_lag+1, data);
chck = 0;
end;
mexErrCheck('bytecode', chck);

4
matlab/lnsrch1_wrapper_two_boundaries.m
View File

@ -1,5 +1,5 @@
function ra = lnsrch1_wrapper_two_boundaries(ya, fname, y, y_index, x, ...
params, steady_state, periods, y_kmin, y_size)
params, steady_state, periods, y_kmin, y_size,Periods)
% wrapper for solve_one_boundary m-file when it is used with a dynamic
% model
%
@ -45,5 +45,5 @@ function ra = lnsrch1_wrapper_two_boundaries(ya, fname, y, y_index, x, ...
%reshape the input arguments of the dynamic function
y(y_kmin+1:y_kmin+periods, y_index) = reshape(ya',length(y_index),periods)';
[r, y, g1, g2, g3, b]=feval(fname, y, x, params, steady_state, periods, 0, y_kmin, y_size);
[r, y, g1, g2, g3, b]=feval(fname, y, x, params, steady_state, periods, 0, y_kmin, y_size, Periods);
ra = reshape(r(:, y_kmin+1:periods+y_kmin),periods*y_size, 1);

2
matlab/perfect-foresight-models/private/simulation_core.m
View File

@ -33,7 +33,7 @@ if options_.block
end
mexErrCheck('bytecode', info);
else
eval([M_.fname '_dynamic']);
oo_ = feval([M_.fname '_dynamic'], options_, M_, oo_);
end
else
if options_.bytecode

7
matlab/solve_two_boundaries.m
View File

@ -1,4 +1,4 @@
function [y, oo]= solve_two_boundaries(fname, y, x, params, steady_state, y_index, nze, periods, y_kmin_l, y_kmax_l, is_linear, Block_Num, y_kmin, maxit_, solve_tolf, lambda, cutoff, stack_solve_algo, M, oo)
function [y, oo]= solve_two_boundaries(fname, y, x, params, steady_state, y_index, nze, periods, y_kmin_l, y_kmax_l, is_linear, Block_Num, y_kmin, maxit_, solve_tolf, lambda, cutoff, stack_solve_algo,options,M, oo)
% Computes the deterministic simulation of a block of equation containing
% both lead and lag variables using relaxation methods
%
@ -81,7 +81,7 @@ Jacobian_Size=Blck_size*(y_kmin+y_kmax_l +periods);
g1=spalloc( Blck_size*periods, Jacobian_Size, nze*periods);
reduced = 0;
while ~(cvg==1 || iter>maxit_),
[r, y, g1, g2, g3, b]=feval(fname, y, x, params, steady_state, periods, 0, y_kmin, Blck_size);
[r, y, g1, g2, g3, b]=feval(fname, y, x, params, steady_state, periods, 0, y_kmin, Blck_size,options.periods);
preconditioner = 2;
g1a=g1(:, y_kmin*Blck_size+1:(periods+y_kmin)*Blck_size);
term1 = g1(:, 1:y_kmin_l*Blck_size)*reshape(y(1+y_kmin-y_kmin_l:y_kmin,y_index)',1,y_kmin_l*Blck_size)';
@ -298,8 +298,7 @@ while ~(cvg==1 || iter>maxit_),
g = (ra'*g1a)';
f = 0.5*ra'*ra;
p = -g1a\ra;
[yn,f,ra,check]=lnsrch1(ya,f,g,p,stpmax, ...
'lnsrch1_wrapper_two_boundaries',nn,nn, fname, y, y_index, x, params, steady_state, periods, y_kmin, Blck_size);
[yn,f,ra,check]=lnsrch1(ya,f,g,p,stpmax,'lnsrch1_wrapper_two_boundaries',nn,nn, fname, y, y_index,x, params, steady_state, periods, y_kmin, Blck_size,options.periods);
dx = ya - yn;
y(1+y_kmin:periods+y_kmin,y_index)=reshape(yn',length(y_index),periods)';
end

19
preprocessor/DynamicModel.cc
View File

@ -342,7 +342,7 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
else if (simulation_type == SOLVE_BACKWARD_SIMPLE || simulation_type == SOLVE_FORWARD_SIMPLE)
output << "function [residual, y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, steady_state, it_, jacobian_eval)\n";
else
output << "function [residual, y, g1, g2, g3, b, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, steady_state, periods, jacobian_eval, y_kmin, y_size)\n";
output << "function [residual, y, g1, g2, g3, b, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, steady_state, periods, jacobian_eval, y_kmin, y_size, Periods)\n";
BlockType block_type;
if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
block_type = SIMULTAN;
@ -364,7 +364,6 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
<< " % // Simulation type "
<< BlockSim(simulation_type) << " //" << endl
<< " % ////////////////////////////////////////////////////////////////////////" << endl;
output << " global options_ oo_;" << endl;
//The Temporary terms
if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
{
@ -385,9 +384,9 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
output << " else\n";
if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
{
output << " g1 = spalloc(" << block_mfs << "*options_.periods, "
<< block_mfs << "*(options_.periods+" << max_leadlag_block[block].first+max_leadlag_block[block].second+1 << ")"
<< ", " << nze << "*options_.periods);\n";
output << " g1 = spalloc(" << block_mfs << "*Periods, "
<< block_mfs << "*(Periods+" << max_leadlag_block[block].first+max_leadlag_block[block].second+1 << ")"
<< ", " << nze << "*Periods);\n";
}
else
{
@ -1789,8 +1788,7 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
int Nb_SGE = 0;
bool open_par = false;
mDynamicModelFile << "function [varargout] = " << dynamic_basename << "(varargin)\n";
mDynamicModelFile << " global oo_ options_ M_ ;\n";
mDynamicModelFile << "function [varargout] = " << dynamic_basename << "(options_, M_, oo_, varargin)\n";
mDynamicModelFile << " g2=[];g3=[];\n";
//Temporary variables declaration
OK = true;
@ -1805,7 +1803,7 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
(*it)->writeOutput(tmp_output, oMatlabStaticModelSparse, temporary_terms);
}
if (tmp_output.str().length() > 0)
mDynamicModelFile << " global " << tmp_output.str() << " M_ ;\n";
mDynamicModelFile << " global " << tmp_output.str() << ";\n";
mDynamicModelFile << " T_init=zeros(1,options_.periods+M_.maximum_lag+M_.maximum_lead);\n";
tmp_output.str("");
@ -1882,7 +1880,7 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
break;
case SOLVE_TWO_BOUNDARIES_COMPLETE:
case SOLVE_TWO_BOUNDARIES_SIMPLE:
mDynamicModelFile << " [r, y, dr(" << count_call << ").g1, dr(" << count_call << ").g2, dr(" << count_call << ").g3, b, dr(" << count_call << ").g1_x, dr(" << count_call << ").g1_xd, dr(" << count_call << ").g1_o]=" << dynamic_basename << "_" << block + 1 << "(y, x, params, steady_state, it_-" << max_lag << ", 1, " << max_lag << ", " << block_recursive << ");\n";
mDynamicModelFile << " [r, y, dr(" << count_call << ").g1, dr(" << count_call << ").g2, dr(" << count_call << ").g3, b, dr(" << count_call << ").g1_x, dr(" << count_call << ").g1_xd, dr(" << count_call << ").g1_o]=" << dynamic_basename << "_" << block + 1 << "(y, x, params, steady_state, it_-" << max_lag << ", 1, " << max_lag << ", " << block_recursive << "," << "options_.periods" << ");\n";
mDynamicModelFile << " residual(y_index_eq)=r(:,M_.maximum_lag+1);\n";
break;
default:
@ -2065,7 +2063,7 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
<<", options_.periods, " << max_leadlag_block[block].first
<<", " << max_leadlag_block[block].second
<<", " << blocks_linear[block]
<<", blck_num, y_kmin, options_.simul.maxit, options_.solve_tolf, options_.slowc, " << cutoff << ", options_.stack_solve_algo, M_, oo_);\n";
<<", blck_num, y_kmin, options_.simul.maxit, options_.solve_tolf, options_.slowc, " << cutoff << ", options_.stack_solve_algo, options_, M_, oo_);\n";
mDynamicModelFile << " tmp = y(:,M_.block_structure.block(" << block + 1 << ").variable);\n";
mDynamicModelFile << " if any(isnan(tmp) | isinf(tmp))\n";
mDynamicModelFile << " disp(['Inf or Nan value during the resolution of block " << block <<"']);\n";
@ -2077,6 +2075,7 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
mDynamicModelFile << " end;\n";
open_par = false;
mDynamicModelFile << " oo_.endo_simul = y';\n";
mDynamicModelFile << " varargout{1} = oo_;\n";
mDynamicModelFile << "return;\n";
mDynamicModelFile << "end" << endl;