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solve_block_decomposed_problem: drop oo_ as an input argument

kalman-mex
Sébastien Villemot 2023-10-11 16:03:22 -04:00
parent a241aa2bd7
commit 88146bcc6f
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GPG Key ID: 2CECE9350ECEBE4A
2 changed files with 18 additions and 6 deletions
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2
matlab/perfect-foresight-models/perfect_foresight_solver_core.m
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@ -72,7 +72,7 @@ if options_.block
success = false;
end
else
[y, success, maxerror, per_block_status] = solve_block_decomposed_problem(options_, M_, oo_);
[y, success, maxerror, per_block_status] = solve_block_decomposed_problem(oo_.endo_simul, oo_.exo_simul, oo_.steady_state, options_, M_);
end
else
if options_.bytecode

22
matlab/perfect-foresight-models/solve_block_decomposed_problem.m
View File

@ -1,5 +1,18 @@
function [y, success, maxerror, per_block_status] = solve_block_decomposed_problem(options_, M_, oo_)
function [y, success, maxerror, per_block_status] = solve_block_decomposed_problem(y, exo_simul, steady_state, options_, M_)
% Computes deterministic simulation with block option without bytecode
%
% INPUTS
% y [matrix] initial path of endogenous (typically oo_.endo_simul)
% exo_simul [matrix] path of exogenous
% steady_state [vector] value used for the STEADY_STATE() operator
% options_ [struct] global options structure
% M_ [struct] global model structure
%
% OUTPUTS
% y [matrix] computed path of endogenous
% success [boolean] true in case of convergence, false otherwise
% maxerror [double] ∞-norm of the residual
% per_block_status [struct] vector structure with per-block information about convergence
% Copyright © 2020-2023 Dynare Team
%
@ -39,7 +52,6 @@ if options_.verbosity
skipline()
end
y=oo_.endo_simul;
T=NaN(M_.block_structure.dyn_tmp_nbr, options_.periods+M_.maximum_lag+M_.maximum_lead);
maxerror = 0;
@ -70,7 +82,7 @@ for blk = 1:nblocks
else % Static model
y3n = [ NaN(M_.endo_nbr, 1); y(:, it_); NaN(M_.endo_nbr, 1) ]
end
[y3n, T(:, it_)] = fh_dynamic(y3n, oo_.exo_simul(it_, :), M_.params, oo_.steady_state, ...
[y3n, T(:, it_)] = fh_dynamic(y3n, exo_simul(it_, :), M_.params, steady_state, ...
M_.block_structure.block(blk).g1_sparse_rowval, ...
M_.block_structure.block(blk).g1_sparse_colval, ...
M_.block_structure.block(blk).g1_sparse_colptr, T(:, it_));
@ -84,10 +96,10 @@ for blk = 1:nblocks
M_.block_structure.block(blk).Simulation_Type == 6 || ... % solveForwardComplete
M_.block_structure.block(blk).Simulation_Type == 7 % solveBackwardComplete
is_forward = M_.block_structure.block(blk).Simulation_Type == 3 || M_.block_structure.block(blk).Simulation_Type == 6;
[y, T, success, maxblkerror, iter] = solve_one_boundary(fh_dynamic, y, oo_.exo_simul, M_.params, oo_.steady_state, T, y_index, M_.block_structure.block(blk).NNZDerivatives, options_.periods, M_.block_structure.block(blk).is_linear, blk, M_.maximum_lag, options_.simul.maxit, options_.dynatol.f, cutoff, options_.stack_solve_algo, is_forward, true, false, M_, options_);
[y, T, success, maxblkerror, iter] = solve_one_boundary(fh_dynamic, y, exo_simul, M_.params, steady_state, T, y_index, M_.block_structure.block(blk).NNZDerivatives, options_.periods, M_.block_structure.block(blk).is_linear, blk, M_.maximum_lag, options_.simul.maxit, options_.dynatol.f, cutoff, options_.stack_solve_algo, is_forward, true, false, M_, options_);
elseif M_.block_structure.block(blk).Simulation_Type == 5 || ... % solveTwoBoundariesSimple
M_.block_structure.block(blk).Simulation_Type == 8 % solveTwoBoundariesComplete
[y, T, success, maxblkerror, iter] = solve_two_boundaries(fh_dynamic, y, oo_.exo_simul, M_.params, oo_.steady_state, T, y_index, M_.block_structure.block(blk).NNZDerivatives, options_.periods, M_.block_structure.block(blk).is_linear, blk, M_.maximum_lag, options_.simul.maxit, options_.dynatol.f, cutoff, options_.stack_solve_algo, options_, M_);
[y, T, success, maxblkerror, iter] = solve_two_boundaries(fh_dynamic, y, exo_simul, M_.params, steady_state, T, y_index, M_.block_structure.block(blk).NNZDerivatives, options_.periods, M_.block_structure.block(blk).is_linear, blk, M_.maximum_lag, options_.simul.maxit, options_.dynatol.f, cutoff, options_.stack_solve_algo, options_, M_);
end
tmp = y(M_.block_structure.block(blk).variable, :);