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Efficiency change.

time-shift
Stéphane Adjemian (Charybdis) 2019-04-26 16:20:45 +02:00
parent 99edfc52ed
commit 64dc44740b
2 changed files with 17 additions and 6 deletions
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21
matlab/perfect-foresight-models/linear_perfect_foresight_problem.m
View File

@ -41,11 +41,12 @@ residuals = zeros(T*ny,1);
z = zeros(columns(dynamicjacobian), 1);
if nargout == 2
JJacobian = spalloc(T*ny, T*ny, T*nnzJ);
iJacobian = cell(T,1);
end
i_rows = 1:ny;
i_cols_J = i_cols;
offset = 0;
for it = maximum_lag+(1:T)
z(jendo) = YY(i_cols);
@ -53,16 +54,26 @@ for it = maximum_lag+(1:T)
residuals(i_rows) = dynamicjacobian*z;
if nargout == 2
if T==1 && it==maximum_lag+1
JJacobian(i_rows, i_cols_J0) = dynamicjacobian(:,i_cols_0);
[rows, cols, vals] = find(dynamicjacobian(:,i_cols_0));
iJacobian{1} = [rows, i_cols_J0(cols), vals];
elseif it == maximum_lag+1
JJacobian(i_rows,i_cols_J1) = dynamicjacobian(:,i_cols_1);
[rows,cols,vals] = find(dynamicjacobian(:,i_cols_1));
iJacobian{1} = [offset+rows, i_cols_J1(cols), vals];
elseif it == maximum_lag+T
JJacobian(i_rows,i_cols_J(i_cols_T)) = dynamicjacobian(:,i_cols_T);
[rows,cols,vals] = find(dynamicjacobian(:,i_cols_T));
iJacobian{T} = [offset+rows, i_cols_J(i_cols_T(cols)), vals];
else
JJacobian(i_rows,i_cols_J) = dynamicjacobian(:,i_cols_j);
[rows,cols,vals] = find(dynamicjacobian(:,i_cols_j));
iJacobian{it-maximum_lag} = [offset+rows, i_cols_J(cols), vals];
i_cols_J = i_cols_J + ny;
end
offset = offset + ny;
end
i_rows = i_rows + ny;
i_cols = i_cols + ny;
end
if nargout == 2
iJacobian = cat(1,iJacobian{:});
JJacobian = sparse(iJacobian(:,1), iJacobian(:,2), iJacobian(:,3), T*ny, T*ny);
end

2
tests/deterministic_simulations/linear_approximation/sw.mod
View File

@ -121,7 +121,7 @@ if ~oo_.deterministic_simulation.status
error('Perfect foresight simulation failed')
end
simul(linear_approximation,periods=300);
simul(linear_approximation,periods=300, stack_solve_algo=7);
endo_simul_1 = oo_.endo_simul;
if ~oo_.deterministic_simulation.status
error('Perfect foresight simulation failed')