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).
A move to fixed format was erroneously made in
4893f0e82c and
ff85fc6489, where stream formatting of floating
points has been replaced by the use of std::to_string().
Use an iterator wrapped inside std::optional instead of a possibly-singular
iterator, because the latter has undefined behaviour.
By the way, pass arguments by const reference.
In particular, no longer rely on a duplicate implementation of the evaluator to
locate where the NaN or Inf is produced. Rather directly pass the pointer to
the faulty operator.
Class Evaluate had data members with the same name as members of
ErrorMsg (which it derives from). In practice, this means that the data members
from ErrorMsg could be unitialized when displaying error messages.
– before erroring out, check whether the residuals for the block are already
zero (in which case, move to next block)
– improve error message that is printed otherwise
Note that trying to solve under-determined blocks (as in dynare_solve.m) would
require too many changes in the existing code, so let’s leave it out.
Closes: #1851
Previously, LBJ was available:
– under stack_solve_algo=6 when neither block nor bytecode were present
– under stack_solve_algo=1 with either block or bytecode (but the documentation
was not making it clear that it was LBJ)
This commit merges the two values for the option, and makes them
interchangeable. LBJ should now be invoked with stack_solve_algo=1 (but
stack_solve_algo=6 is kept for compatibility, and is a synonymous).
The variable “gap” is compared to zero, so the intent probably was that it
could be negative. But size_t is an unsigned type. Rather use a signed type.
They don’t bring any added value, and break compilation in C++20 mode (because
they are then of type “const char8_t *” which is distinct from “const char *”).
Since Octave 7, LDFLAGS as returned by mkoctfile include -shared, which is
undesirable for generic LDFLAGS. Pass the --link-stand-alone option to strip
this flag.
Sébastien Villemot
NormannR
Johannes Pfeifer
Stéphane Adjemian (Ryûk)