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Minor simplification

kalman-mex
Sébastien Villemot 2023-10-25 15:46:24 +02:00
parent ff2b8512b9
commit aca148e8ef
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GPG Key ID: 2CECE9350ECEBE4A
1 changed files with 30 additions and 34 deletions
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64
matlab/perfect-foresight-models/solve_block_decomposed_problem.m
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@ -62,41 +62,37 @@ for blk = 1:nblocks
y_index = M_.block_structure.block(blk).variable(end-M_.block_structure.block(blk).mfs+1:end);
fh_dynamic = str2func(sprintf('%s.sparse.block.dynamic_%d', M_.fname, blk));
if M_.block_structure.block(blk).Simulation_Type == 1 || ... % evaluateForward
M_.block_structure.block(blk).Simulation_Type == 2 % evaluateBackward
if M_.block_structure.block(blk).Simulation_Type == 1
range = M_.maximum_lag+1:M_.maximum_lag+options_.periods;
else
range = M_.maximum_lag+options_.periods:-1:M_.maximum_lag+1;
end
for it_ = range
if it_ > 1 && it_ < size(y, 2)
y3n = reshape(y(:, it_+(-1:1)), 3*M_.endo_nbr, 1);
elseif it_ > 1 % Purely backward model (in last period)
y3n = [ reshape(y(:, it_+(-1:0)), 2*M_.endo_nbr, 1); NaN(M_.endo_nbr, 1) ];
elseif it_ < size(y, 2) % Purely forward model (in first period)
y3n = [ NaN(M_.endo_nbr, 1); reshape(y(:, it_+(0:1)), 2*M_.endo_nbr, 1) ];
else % Static model
y3n = [ NaN(M_.endo_nbr, 1); y(:, it_); NaN(M_.endo_nbr, 1) ]
switch M_.block_structure.block(blk).Simulation_Type
case {1, 2} % evaluate{Forward,Backward}
if M_.block_structure.block(blk).Simulation_Type == 1
range = M_.maximum_lag+1:M_.maximum_lag+options_.periods;
else
range = M_.maximum_lag+options_.periods:-1:M_.maximum_lag+1;
end
[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_));
y(:, it_) = y3n(M_.endo_nbr+(1:M_.endo_nbr));
end
success = true;
maxblkerror = 0;
iter = [];
elseif M_.block_structure.block(blk).Simulation_Type == 3 || ... % solveForwardSimple
M_.block_structure.block(blk).Simulation_Type == 4 || ... % solveBackwardSimple
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, 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, 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_);
for it_ = range
if it_ > 1 && it_ < size(y, 2)
y3n = reshape(y(:, it_+(-1:1)), 3*M_.endo_nbr, 1);
elseif it_ > 1 % Purely backward model (in last period)
y3n = [ reshape(y(:, it_+(-1:0)), 2*M_.endo_nbr, 1); NaN(M_.endo_nbr, 1) ];
elseif it_ < size(y, 2) % Purely forward model (in first period)
y3n = [ NaN(M_.endo_nbr, 1); reshape(y(:, it_+(0:1)), 2*M_.endo_nbr, 1) ];
else % Static model
y3n = [ NaN(M_.endo_nbr, 1); y(:, it_); NaN(M_.endo_nbr, 1) ]
end
[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_));
y(:, it_) = y3n(M_.endo_nbr+(1:M_.endo_nbr));
end
success = true;
maxblkerror = 0;
iter = [];
case {3, 4, 6, 7} % solve{Forward,Backward}{Simple,Complete}
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, 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_);
case {5, 8} % solveTwoBoundaries{Simple,Complete}
[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, :);