stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

local_state_space_iteration_2 MEX: yet more fixes to comments 

In particular, use ε instead of u in mathematical expressions for consistency
with the C++ variable name.
pac-components
Sébastien Villemot 2021-10-22 17:57:29 +02:00
parent 356999768c
commit ebec02c6e4
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
1 changed files with 9 additions and 9 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

18
mex/sources/local_state_space_iterations/local_state_space_iteration_2.cc
View File

@ -33,7 +33,7 @@
/*
Uncomment the following line to use BLAS instead of loops when computing
ghx·yhat and ghu·epsilon.
ghx·ŷ and ghu·ε.
N.B.: Under MATLAB, this only works in single-threaded mode, otherwise one
gets a crash (because of the incompatibility between Intel and GNU OpenMPs).
*/
@ -84,14 +84,14 @@ ss2Iteration_pruning(double *y2, double *y1, const double *yhat2, const double *
for (int variable = 0; variable < m; variable++)
{
int variable_ = variable + particle_;
// +ghx·yhat2+ghu·u
// +ghx·ŷ₂+ghu·ε
#ifndef USE_BLAS_AT_FIRST_ORDER
for (int column = 0, column_ = 0; column < n; column++, column_ += m)
y2[variable_] += ghx[variable+column_]*yhat2[column+particle__];
for (int column = 0, column_ = 0; column < q; column++, column_ += m)
y2[variable_] += ghu[variable+column_]*epsilon[column+particle___];
#endif
// +½ghxx·yhat1⊗yhat1
// +½ghxx·ŷ₁⊗ŷ₁
for (int i = 0; i < n*(n+1)/2; i++)
{
int i1 = particle__+ii1[i];
@ -101,7 +101,7 @@ ss2Iteration_pruning(double *y2, double *y1, const double *yhat2, const double *
else
y2[variable_] += ghxx[variable+ii3[i]]*yhat1[i1]*yhat1[i2];
}
// +½ghuu·u⊗u
// +½ghuu·ε⊗ε
for (int j = 0; j < q*(q+1)/2; j++)
{
int j1 = particle___+jj1[j];
@ -111,7 +111,7 @@ ss2Iteration_pruning(double *y2, double *y1, const double *yhat2, const double *
else
y2[variable_] += ghuu[variable+jj3[j]]*epsilon[j1]*epsilon[j2];
}
// +ghxu·yhat1⊗u
// +ghxu·ŷ₁⊗ε
for (int v = particle__, i = 0; v < particle__+n; v++)
for (int s = particle___; s < particle___+q; s++, i += m)
y2[variable_] += ghxu[variable+i]*epsilon[s]*yhat2[v];
@ -161,14 +161,14 @@ ss2Iteration(double *y, const double *yhat, const double *epsilon,
for (int variable = 0; variable < m; variable++)
{
int variable_ = variable + particle_;
// +ghx·yhat+ghu·u
// +ghx·ŷ+ghu·ε
#ifndef USE_BLAS_AT_FIRST_ORDER
for (int column = 0, column_ = 0; column < n; column++, column_ += m)
y[variable_] += ghx[variable+column_]*yhat[column+particle__];
for (int column = 0, column_ = 0; column < q; column++, column_ += m)
y[variable_] += ghu[variable+column_]*epsilon[column+particle___];
#endif
// +½ghxx·yhat⊗yhat
// +½ghxx·ŷ⊗ŷ
for (int i = 0; i < n*(n+1)/2; i++)
{
int i1 = particle__+ii1[i];
@ -178,7 +178,7 @@ ss2Iteration(double *y, const double *yhat, const double *epsilon,
else
y[variable_] += ghxx[variable+ii3[i]]*yhat[i1]*yhat[i2];
}
// +½ghuu·u⊗u
// +½ghuu·ε⊗ε
for (int j = 0; j < q*(q+1)/2; j++)
{
int j1 = particle___+jj1[j];
@ -188,7 +188,7 @@ ss2Iteration(double *y, const double *yhat, const double *epsilon,
else
y[variable_] += ghuu[variable+jj3[j]]*epsilon[j1]*epsilon[j2];
}
// +ghxu·yhat⊗u
// +ghxu·ŷ⊗ε
for (int v = particle__, i = 0; v < particle__+n; v++)
for (int s = particle___; s < particle___+q; s++, i += m)
y[variable_] += ghxu[variable+i]*epsilon[s]*yhat[v];