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Added timing for comparing the mex iterating on the nonlinear reduced form model. 

local_state_space_iteration_k is significantly slower than old local_state_space_iteration_2...
time-shift
Stéphane Adjemian (Odysseus) 2019-12-19 21:50:33 +01:00 committed by Stéphane Adjemian (Charybdis)
parent 4e0deb7987
commit 58da5e7120
1 changed files with 13 additions and 3 deletions
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16
tests/particle/local_state_space_iteration_k_test.mod
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@ -57,10 +57,20 @@ epsilon = chol(M_.Sigma_e)*randn(M_.exo_nbr, nparticles);
dr = oo_.dr;
ynext = local_state_space_iteration_2(yhat, epsilon, dr.ghx, dr.ghu, dr.ys(dr.order_var)+0.5*dr.ghs2, dr.ghxx, dr.ghuu, dr.ghxu, 1);
tStart1 = tic; for i=1:10000, ynext1 = local_state_space_iteration_2(yhat, epsilon, dr.ghx, dr.ghu, dr.ys(dr.order_var)+0.5*dr.ghs2, dr.ghxx, dr.ghuu, dr.ghxu, 1); end, tElapsed1 = toc(tStart1);
ynext2 = local_state_space_iteration_k(yhat, epsilon, oo_.dr, M_, options_);
tStart2 = tic; for i=1:10000, ynext2 = local_state_space_iteration_k(yhat, epsilon, dr, M_, options_); end, tElapsed2 = toc(tStart2);
if max(max(abs(ynext-ynext2))) > 1e-14
if max(max(abs(ynext1-ynext2))) > 1e-14
error('Inconsistency between local_state_space_iteration_2 and local_state_space_iteration_k')
end
if tElapsed1<tElapsed2
skipline()
dprintf('local_state_space_iteration_2 is %5.2f times faster than local_state_space_iteration_k', tElapsed2/tElapsed1)
skipline()
else
skipline()
dprintf('local_state_space_iteration_2 is %5.2f times slower than local_state_space_iteration_k', tElapsed1/tElapsed2)
skipline()
end