Block decomposition: no longer use global variables for temporary terms in the static M-file
Rather use a single vector as in non-block mode.time-shift
Sébastien Villemot
parent
caea047c2d
commit
2c6807a66b
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@ -1,8 +1,8 @@
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function [r, g1] = block_mfs_steadystate(y, b, y_all, exo, params, M)
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function [r, g1] = block_mfs_steadystate(y, b, y_all, exo, params, T, M)
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% Wrapper around the *_static.m file, for use with dynare_solve,
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% when block_mfs option is given to steady.
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% Copyright (C) 2009-2012 Dynare Team
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% Copyright (C) 2009-2020 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -21,5 +21,5 @@ function [r, g1] = block_mfs_steadystate(y, b, y_all, exo, params, M)
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y_all(M.block_structure_stat.block(b).variable) = y;
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eval(['[r,g1] = ' M.fname '.static(b, y_all, exo, params);']);
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eval(['[r,g1] = ' M.fname '.static(b, y_all, exo, params, T);']);
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g1 = full(g1);
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@ -19,6 +19,7 @@ function [x,info] = dynare_solve_block_or_bytecode(y, exo, params, options, M)
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info = 0;
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x = y;
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if options.block && ~options.bytecode
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T = NaN(M.block_structure_stat.tmp_nbr, 1);
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for b = 1:length(M.block_structure_stat.block)
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ss = x;
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if M.block_structure_stat.block(b).Simulation_Type ~= 1 && ...
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@ -26,7 +27,7 @@ if options.block && ~options.bytecode
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if options.solve_algo <= 4 || options.solve_algo >= 9
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[y, check] = dynare_solve('block_mfs_steadystate', ...
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ss(M.block_structure_stat.block(b).variable), ...
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options, b, ss, exo, params, M);
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options, b, ss, exo, params, T, M);
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if check ~= 0
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% error(['STEADY: convergence
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% problems in block ' int2str(b)])
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@ -37,7 +38,7 @@ if options.block && ~options.bytecode
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else
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n = length(M.block_structure_stat.block(b).variable);
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[ss, check] = solve_one_boundary([M.fname '.block.static_' int2str(b)], ss, exo, ...
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params, [], M.block_structure_stat.block(b).variable, n, 1, false, b, 0, options.simul.maxit, ...
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params, [], T, M.block_structure_stat.block(b).variable, n, 1, false, b, 0, options.simul.maxit, ...
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options.solve_tolf, ...
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options.slowc, 0, options.solve_algo, true, false, false, M, options);
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if check
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@ -46,8 +47,8 @@ if options.block && ~options.bytecode
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end
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end
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end
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[r, g1, x] = feval([M.fname '.static'], b, ss, ...
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exo, params);
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% The following updates the temporary terms vector
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[r, g1, x, ~, T] = feval([M.fname '.static'], b, ss, exo, params, T);
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end
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elseif options.bytecode
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if options.solve_algo > 4
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@ -69,12 +69,13 @@ end
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% Compute the residuals
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if options_.block && ~options_.bytecode
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z = zeros(M_.endo_nbr,1);
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T = NaN(M_.block_structure_stat.tmp_nbr, 1);
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for i = 1:length(M_.block_structure_stat.block)
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[r, g, yy, var_indx] = feval([M_.fname '.static'],...
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i,...
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oo_.steady_state,...
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[oo_.exo_steady_state; ...
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oo_.exo_det_steady_state], M_.params);
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[r, g, yy, var_indx, T] = feval([M_.fname '.static'],...
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i,...
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oo_.steady_state,...
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[oo_.exo_steady_state; ...
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oo_.exo_det_steady_state], M_.params, T);
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idx = M_.block_structure_stat.block(i).equation;
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z(idx) = r;
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end
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@ -1,4 +1,4 @@
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function [y, info] = solve_one_boundary(fname, y, x, params, steady_state, ...
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function [y, info] = solve_one_boundary(fname, y, x, params, steady_state, T, ...
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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)
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% Computes the deterministic simulation of a block of equation containing
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% lead or lag variables
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@ -10,6 +10,7 @@ function [y, info] = solve_one_boundary(fname, y, x, params, steady_state, ...
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% x [matrix] All the exogenous variables of the model
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% params [vector] All the parameters of the model
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% steady_state [vector] steady state of the model
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% T [matrix] Temporary terms
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% y_index_eq [vector of int] The index of the endogenous variables of
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% the block
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% nze [integer] number of non-zero elements in the
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@ -94,7 +95,7 @@ for it_=start:incr:finish
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if is_dynamic
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[r, y, g1, g2, g3] = feval(fname, y, x, params, steady_state, it_, 0);
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else
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[r, y, g1] = feval(fname, y, x, params);
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[r, y, g1] = feval(fname, y, x, params, T);
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end
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if ~isreal(r)
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max_res=(-(max(max(abs(r))))^2)^0.5;
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@ -263,7 +264,7 @@ for it_=start:incr:finish
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[r, y, g1, g2, g3] = feval(fname, y, x, params, ...
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steady_state, it_, 0);
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else
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[r, y, g1] = feval(fname, y, x, params);
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[r, y, g1] = feval(fname, y, x, params, T);
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end
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if max(abs(r))>=options.solve_tolf
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[dx,flag1] = bicgstab(g1,-r,1e-7,Blck_size,L1,U1);
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@ -1 +1 @@
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Subproject commit a6d9ba6e558c9f149ee81cc0e00837623563cb50
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Subproject commit 04b7d4386dd8a6dbd74c032e92d09e6ca0758fd6
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