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Adapt for removal of luinc in MATLAB R2013a

time-shift
Sébastien Villemot 2013-03-25 12:03:09 +01:00
parent 3079ad49fa
commit 3025a14ed9
5 changed files with 66 additions and 14 deletions
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5
matlab/dynare_config.m
View File

@ -89,6 +89,11 @@ if ~exist('OCTAVE_VERSION') && matlab_ver_less_than('7.4')
addpath([dynareroot '/missing/bsxfun'])
end
% ilu is missing in old versions of MATLAB and in Octave
if exist('OCTAVE_VERSION') || matlab_ver_less_than('7.4')
addpath([dynareroot '/missing/ilu'])
end
% nanmean is in Octave Forge Statistics package and in MATLAB Statistics
% toolbox
if (exist('OCTAVE_VERSION') && ~user_has_octave_forge_package('statistics')) ...

43
matlab/missing/ilu/ilu.m Normal file
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@ -0,0 +1,43 @@
function [L, U, P] = ilu(A, setup)
% Partially implement function ilu using the (now deprecated) luinc
% Copyright (C) 2013 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/>.
if nargout ~= 2
error('Only two output arguments supported')
end
if nargin ~= 2
error('Only two input arguments supported')
end
if isfield(setup, 'type')
if setup.type ~= 'ilutp'
error(['Unsupported type: ' setup.type ])
end
end
if isfield(setup, 'milu')
if setup.milu == 'off'
setup.milu = 0;
else
error(['Unsupported milu: ' setup.milu ])
end
end
[L, U] = luinc(A, setup);
end

12
matlab/solve_one_boundary.m
View File

@ -55,7 +55,7 @@ function [y, info] = solve_one_boundary(fname, y, x, params, steady_state, ...
% none.
%
% Copyright (C) 1996-2012 Dynare Team
% Copyright (C) 1996-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -77,7 +77,7 @@ Blck_size=size(y_index_eq,2);
g2 = [];
g3 = [];
correcting_factor=0.01;
luinc_tol=1e-10;
ilu_setup.droptol=1e-10;
max_resa=1e100;
reduced = 0;
if(forward_backward)
@ -316,7 +316,7 @@ for it_=start:incr:finish
disp('steady: GMRES ');
end
while(flag1>0)
[L1, U1]=luinc(g1,luinc_tol);
[L1, U1]=ilu(g1,ilu_setup);
[dx,flag1] = gmres(g1,-r,Blck_size,1e-6,Blck_size,L1,U1);
if (flag1>0 || reduced)
if(flag1==1)
@ -326,7 +326,7 @@ for it_=start:incr:finish
elseif(flag1==3)
disp(['Error in simul: GMRES stagnated (Two consecutive iterates were the same.), in block' num2str(Block_Num,'%3d')]);
end;
luinc_tol = luinc_tol/10;
ilu_setup.droptol = ilu_setup.droptol/10;
reduced = 0;
else
ya = ya + lambda*dx;
@ -343,7 +343,7 @@ for it_=start:incr:finish
disp('steady: BiCGStab');
end
while(flag1>0)
[L1, U1]=luinc(g1,luinc_tol);
[L1, U1]=ilu(g1,ilu_setup);
phat = ya - U1 \ (L1 \ r);
if(is_dynamic)
y(it_,y_index_eq) = phat;
@ -370,7 +370,7 @@ for it_=start:incr:finish
elseif(flag1==3)
disp(['Error in simul: GMRES stagnated (Two consecutive iterates were the same.), in block' num2str(Block_Num,'%3d')]);
end;
luinc_tol = luinc_tol/10;
ilu_setup.droptol = ilu_setup.droptol/10;
reduced = 0;
else
ya = ya + lambda*dx;

10
matlab/solve_two_boundaries.m
View File

@ -43,7 +43,7 @@ function y = solve_two_boundaries(fname, y, x, params, steady_state, y_index, nz
% none.
%
% Copyright (C) 1996-2011 Dynare Team
% Copyright (C) 1996-2013 Dynare Team
%
% This file is part of Dynare.
%
@ -67,7 +67,7 @@ g2 = [];
g3 = [];
Blck_size=size(y_index,2);
correcting_factor=0.01;
luinc_tol=1e-10;
ilu_setup.droptol=1e-10;
max_resa=1e100;
Jacobian_Size=Blck_size*(y_kmin+y_kmax_l +periods);
g1=spalloc( Blck_size*periods, Jacobian_Size, nze*periods);
@ -198,7 +198,7 @@ while ~(cvg==1 || iter>maxit_),
flag1=1;
while(flag1>0)
if preconditioner == 2
[L1, U1]=luinc(g1a,luinc_tol);
[L1, U1]=ilu(g1a,ilu_setup);
elseif preconditioner == 3
Size = Blck_size;
gss1 = g1a(Size + 1: 2*Size,Size + 1: 2*Size) + g1a(Size + 1: 2*Size,2*Size+1: 3*Size);
@ -233,7 +233,7 @@ while ~(cvg==1 || iter>maxit_),
elseif(flag1==3)
disp(['Error in simul: GMRES stagnated (Two consecutive iterates were the same.), in block' num2str(Block_Size,'%3d')]);
end;
luinc_tol = luinc_tol/10;
ilu_setup.droptol = ilu_setup.droptol/10;
reduced = 0;
else
dx = za - ya;
@ -271,7 +271,7 @@ while ~(cvg==1 || iter>maxit_),
elseif(flag1==3)
disp(['Error in simul: GMRES stagnated (Two consecutive iterates were the same.), in block' num2str(Block_Size,'%3d')]);
end;
luinc_tol = luinc_tol/10;
ilu_setup.droptol = ilu_setup.droptol/10;
reduced = 0;
else
dx = za - ya;

10
mex/sources/bytecode/SparseMatrix.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2007-2012 Dynare Team
* Copyright (C) 2007-2013 Dynare Team
*
* This file is part of Dynare.
*
@ -4589,11 +4589,15 @@ dynSparseMatrix::Solve_Matlab_GMRES(mxArray *A_m, mxArray *b_m, int Size, double
throw FatalExceptionHandling(tmp.str());
#endif
size_t n = mxGetM(A_m);
const char *field_names[] = {"droptol"};
mwSize dims[1] = { 1 };
mxArray *Setup = mxCreateStructArray(1, dims, 1, field_names);
mxSetFieldByNumber(Setup, 0, 0, mxCreateDoubleScalar(lu_inc_tol));
mxArray *lhs0[2];
mxArray *rhs0[2];
rhs0[0] = A_m;
rhs0[1] = mxCreateDoubleScalar(lu_inc_tol);
mexCallMATLAB(2, lhs0, 2, rhs0, "luinc");
rhs0[1] = Setup;
mexCallMATLAB(2, lhs0, 2, rhs0, "ilu");
mxArray *L1 = lhs0[0];
mxArray *U1 = lhs0[1];
/*[za,flag1] = gmres(g1a,b,Blck_size,1e-6,Blck_size*periods,L1,U1);*/