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k-order DLL: return unfolded matrices in 5th output argument 

Thus we can remove unfolding code from k_order_pert.m.
time-shift
Sébastien Villemot 2019-04-02 16:39:32 +02:00
parent 20cbc30450
commit dd09264b03
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GPG Key ID: 2CECE9350ECEBE4A
2 changed files with 15 additions and 77 deletions
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81
matlab/k_order_pert.m
View File

@ -59,15 +59,13 @@ switch(order)
dr.g_2 = g_2;
case 3
if options.pruning
[err, g_0, g_1, g_2, g_3, derivs] = k_order_perturbation(dr, ...
M,options);
[err, g_0, g_1, g_2, g_3, derivs] = k_order_perturbation(dr,M,options);
if err
info(1)=9;
return
end
else
[err, g_0, g_1, g_2, g_3] = k_order_perturbation(dr, ...
M,options);
[err, g_0, g_1, g_2, g_3] = k_order_perturbation(dr,M,options);
if err
info(1)=9;
return
@ -86,14 +84,14 @@ end
if options.pruning && order == 3
dr.ghx = derivs.gy;
dr.ghu = derivs.gu;
dr.ghxx = unfold2(derivs.gyy,nspred);
dr.ghxx = derivs.gyy;
dr.ghxu = derivs.gyu;
dr.ghuu = unfold2(derivs.guu,exo_nbr);
dr.ghuu = derivs.guu;
dr.ghs2 = derivs.gss;
dr.ghxxx = unfold3(derivs.gyyy,nspred);
dr.ghxxu = unfold21(derivs.gyyu,nspred,exo_nbr);
dr.ghxuu = unfold12(derivs.gyuu,nspred,exo_nbr);
dr.ghuuu = unfold3(derivs.guuu,exo_nbr);
dr.ghxxx = derivs.gyyy;
dr.ghxxu = derivs.gyyu;
dr.ghxuu = derivs.gyuu;
dr.ghuuu = derivs.guuu;
dr.ghxss = derivs.gyss;
dr.ghuss = derivs.guss;
else
@ -145,66 +143,3 @@ else
dr.ghuu = ghuu;
end
end
function y = unfold2(x,n)
y=zeros(size(x,1),n*n);
m = 1;
for i=1:n
for j=i:n
y(:,(i-1)*n+j)=x(:,m);
if j ~= i
y(:,(j-1)*n+i)=x(:,m);
end
m = m+1;
end
end
function y = unfold3(x,n)
y = zeros(size(x,1),n*n*n);
m = 1;
for i=1:n
for j=i:n
for k=j:n
xx = x(:,m);
y(:,(i-1)*n*n+(j-1)*n+k) = xx;
y(:,(i-1)*n*n+(k-1)*n+j) = xx;
y(:,(j-1)*n*n+(k-1)*n+i) = xx;
y(:,(j-1)*n*n+(i-1)*n+k) = xx;
y(:,(k-1)*n*n+(i-1)*n+j) = xx;
y(:,(k-1)*n*n+(j-1)*n+i) = xx;
m = m + 1;
end
end
end
function y = unfold21(x,n1,n2)
y = zeros(size(x,1),n1*n1*n2);
m = 1;
for i=1:n1
for j=i:n1
for k=1:n2
xx = x(:,m);
y(:,(i-1)*n1*n2+(j-1)*n2+k) = xx;
if j ~= i
y(:,(j-1)*n1*n2+(i-1)*n2+k) = xx;
end
m = m + 1;
end
end
end
function y = unfold12(x,n1,n2)
y = zeros(size(x,1),n1*n2*n2);
m = 1;
for i=1:n1
for j=1:n2
for k=j:n2
xx = x(:,m);
y(:,(i-1)*n2*n2+(j-1)*n2+k) = xx;
if k ~= j
y(:,(i-1)*n2*n2+(k-1)*n2+j) = xx;
end
m = m + 1;
end
end
end

11
mex/sources/k_order_perturbation/k_order_perturbation.cc
View File

@ -59,11 +59,12 @@ DynareMxArrayToString(const mxArray *mxFldp, int len, int width, std::vector<std
void
copy_derivatives(mxArray *destin, const Symmetry &sym, const FGSContainer &derivs, const std::string &fieldname)
{
const TwoDMatrix &x = derivs.get(sym);
int n = x.numRows();
int m = x.numCols();
const FGSTensor &x = derivs.get(sym);
auto x_unfolded = x.unfold();
int n = x_unfolded->numRows();
int m = x_unfolded->numCols();
mxArray *tmp = mxCreateDoubleMatrix(n, m, mxREAL);
std::copy_n(x.getData().base(), n*m, mxGetPr(tmp));
std::copy_n(x_unfolded->getData().base(), n*m, mxGetPr(tmp));
mxSetField(destin, 0, fieldname.c_str(), tmp);
}
@ -259,6 +260,8 @@ extern "C" {
}
if (kOrder == 3 && nlhs > 5)
{
/* Return as 5th argument a struct containing *unfolded* matrices
for 3rd order decision rule */
const FGSContainer &derivs = app.get_rule_ders();
const std::string fieldnames[] = {"gy", "gu", "gyy", "gyu", "guu", "gss",
"gyyy", "gyyu", "gyuu", "guuu", "gyss", "guss"};