Commit Graph

8 Commits (master)

Author SHA1 Message Date
Sébastien Villemot 56ed5bff43
Testsuite: remove useless debug mode from several .m tests
The output is always useful (and even needed in case of test failure).
2023-11-17 12:13:36 +01:00
Sébastien Villemot e549bbba7a
Meson build system: testsuite now fully implemented
By the way, switch the CI to use the Meson testsuite, because some test files
have been modified and no longer work with the old build system.
2023-09-20 13:55:55 +02:00
Sébastien Villemot d574705b4a
Design and performance improvement to solve_algo={12,14}
Use the new time-recursive block decomposition computed by the preprocessor
for:
- the simulation of backward models with “simul_backward”
- the perfect foresight simulation of purely backward/forward/static models

Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it
minimizes the set of feedback variables and tries to renormalize equations).

This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus
an ad hoc identification of some equations that can be evaluated (those with a
LHS equal to a variable, the log of a variable, or the diff-log of a variable).

By the way, the block_trust_region MEX has been modified so that it accepts a
boolean argument to decide whether it performs a Dulmage-Mendelsohn
decomposition (if not, then it performs a simple trust region on the whole
nonlinear system).

This provides a significant performance improvement (of almost an order of
magnitude for solve_algo=14 on a 700 equations model).
2022-11-30 14:47:57 +01:00
Sébastien Villemot 9976649c78
Test suite: fix logic of unit tests for nonlinear solvers 2022-11-29 17:34:16 +01:00
Stéphane Adjemian (Ryûk) cdd85f32a7
Update unit tests for trust region routines. 2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk) f2bf98ee76
Return the value of info as a third argument (block_trust_region). 2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk) aa8439d4cc
New implementation of the trust region algorithm.
Main difference is the presence of traps for NaN/Inf/Complex numbers in
residuals or the Jacobian matrix. Also added new unit tests.
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk) bdc95dd1d0
Add unit tests (trust_region algorithm).
Using mex implementation (block_trust_region).
2021-07-23 19:44:16 +02:00