function [y, success, maxerror, per_block_status] = solve_block_decomposed_problem(options_, M_, oo_) % Computes deterministic simulation with block option without bytecode % Copyright © 2020-2023 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . cutoff = 1e-15; if options_.stack_solve_algo==0 mthd='Sparse LU'; elseif options_.stack_solve_algo==1 || options_.stack_solve_algo==6 mthd='LBJ'; elseif options_.stack_solve_algo==2 mthd='GMRES'; elseif options_.stack_solve_algo==3 mthd='BICGSTAB'; elseif options_.stack_solve_algo==4 mthd='OPTIMPATH'; else mthd='UNKNOWN'; end if options_.verbosity printline(41) disp(sprintf('MODEL SIMULATION (method=%s):',mthd)) skipline() end y=oo_.endo_simul; T=NaN(M_.block_structure.dyn_tmp_nbr, options_.periods+M_.maximum_lag+M_.maximum_lead); maxerror = 0; nblocks = length(M_.block_structure.block); per_block_status = struct('success', cell(1, nblocks), 'error', cell(1, nblocks), 'iterations', cell(1, nblocks)); funcname = [ M_.fname '.dynamic']; for blk = 1:nblocks recursive_size = M_.block_structure.block(blk).endo_nbr - M_.block_structure.block(blk).mfs; y_index = M_.block_structure.block(blk).variable((recursive_size+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) ] end [y3n, T(:, it_)] = fh_dynamic(y3n, oo_.exo_simul(it_, :), M_.params, oo_.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, oo_.exo_simul, M_.params, oo_.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, oo_.exo_simul, M_.params, oo_.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, :); if any(isnan(tmp) | isinf(tmp)) disp(['Inf or Nan value during the resolution of block ' num2str(blk)]); success = false; end per_block_status(blk).success = success; per_block_status(blk).error = maxblkerror; per_block_status(blk).iter = iter; maxerror = max(maxblkerror, maxerror); if ~success return end end