/* * Copyright © 2007-2023 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 . */ #ifndef _INTERPRETER_HH #define _INTERPRETER_HH #include #include #include #include #include #include #include #include #include "dynmex.h" #include "dynumfpack.h" #include "ErrorHandling.hh" #include "Evaluate.hh" #include "Mem_Mngr.hh" using namespace std; struct t_save_op_s { short int lag, operat; int first, second; }; struct s_plan { string var, exo; int var_num, exo_num; vector> per_value; vector value; }; struct table_conditional_local_type { bool is_cond; int var_exo, var_endo; double constrained_value; }; using vector_table_conditional_local_type = vector; using table_conditional_global_type = map; constexpr int IFLD = 0, IFDIV = 1, IFLESS = 2, IFSUB = 3, IFLDZ = 4, IFMUL = 5, IFSTP = 6, IFADD = 7; constexpr double eps = 1e-15, very_big = 1e24; constexpr int alt_symbolic_count_max = 1; constexpr double mem_increasing_factor = 1.1; constexpr int NO_ERROR_ON_EXIT {0}, ERROR_ON_EXIT {1}; class Interpreter { private: double g0, gp0, glambda2; int try_at_iteration; void *Symbolic {nullptr}, *Numeric {nullptr}; const BasicSymbolTable& symbol_table; const bool steady_state; // Whether this is a static or dynamic model // Whether to use the block-decomposed version of the bytecode file bool block_decomposed; Evaluate& evaluator; fstream SaveCode; Mem_Mngr mem_mngr; vector u_liste; int *NbNZRow, *NbNZCol; NonZeroElem **FNZE_R, **FNZE_C; int u_count_init; int *pivot, *pivotk, *pivot_save; double *pivotv, *pivotva; int* b; bool* line_done; bool symbolic, alt_symbolic; int alt_symbolic_count; double markowitz_c_s; double res1a; long int nop1; map, int> IM_i; int u_count_alloc, u_count_alloc_save; double slowc, slowc_save, prev_slowc_save, markowitz_c; int* index_equa; // Actually unused int u_count, tbreak_g; int iter; int start_compare; int restart; double lu_inc_tol; SuiteSparse_long *Ap_save, *Ai_save; double *Ax_save, *b_save; int stack_solve_algo, solve_algo; int minimal_solving_periods; int Per_u_, Per_y_; int maxit_; double* direction; double solve_tolf; // 1-norm error, square of 2-norm error, ∞-norm error double res1, res2, max_res; int max_res_idx; int* index_vara; double *y, *ya; int y_size; double* T; int nb_row_x; int y_kmin, y_kmax, periods; double *x, *params; double* u; double* steady_y; double *g1, *r, *res; vector jacobian_block, jacobian_exo_block, jacobian_det_exo_block; mxArray* GlobalTemporaryTerms; int it_; map TEF; map, double> TEFD; map, double> TEFDD; // Information about the current block int block_num; // Index of the current block int size; // Size of the current block BlockSimulationType type; bool is_linear; int u_count_int; vector Block_Contain; int verbosity; // Corresponds to options_.verbosity vector previous_block_exogenous; bool print; // Whether the “print” command is requested int col_x, col_y; vector residual; void evaluate_over_periods(bool forward); void solve_simple_one_periods(); void solve_simple_over_periods(bool forward); void compute_complete_2b(); void evaluate_a_block(bool initialization, bool single_block, const string& bin_base_name); int simulate_a_block(const vector_table_conditional_local_type& vector_table_conditional_local, bool single_block, const string& bin_base_name); static string elastic(string str, unsigned int len, bool left); void check_for_controlled_exo_validity(const vector& sconstrained_extended_path); pair> MainLoop(const string& bin_basename, bool evaluate, int block, bool constrained, const vector& sconstrained_extended_path, const vector_table_conditional_local_type& vector_table_conditional_local); void Simulate_Newton_Two_Boundaries( bool cvg, const vector_table_conditional_local_type& vector_table_conditional_local); void Simulate_Newton_One_Boundary(bool forward); void fixe_u(); void Read_SparseMatrix(const string& file_name, bool two_boundaries); void Singular_display(); void End_Solver(); static int find_exo_num(const vector& sconstrained_extended_path, int value); static int find_int_date(const vector>& per_value, int value); void Init_Gaussian_Elimination(); void Init_Matlab_Sparse_Two_Boundaries(const mxArray* A_m, const mxArray* b_m, const mxArray* x0_m) const; tuple Init_UMFPACK_Sparse_Two_Boundaries( const mxArray* x0_m, const vector_table_conditional_local_type& vector_table_conditional_local) const; bool Init_Matlab_Sparse_One_Boundary(const mxArray* A_m, const mxArray* b_m, const mxArray* x0_m) const; tuple Init_UMFPACK_Sparse_One_Boundary(const mxArray* x0_m) const; bool Simple_Init(); void End_Gaussian_Elimination(); tuple mnbrak(double& ax, double& bx); pair golden(double ax, double bx, double cx, double tol); void Solve_ByteCode_Symbolic_Sparse_GaussianElimination(bool symbolic); bool Solve_ByteCode_Sparse_GaussianElimination(); void Solve_LU_UMFPack_Two_Boundaries( SuiteSparse_long* Ap, SuiteSparse_long* Ai, double* Ax, double* b, const vector_table_conditional_local_type& vector_table_conditional_local); void Solve_LU_UMFPack_One_Boundary(SuiteSparse_long* Ap, SuiteSparse_long* Ai, double* Ax, double* b); void Solve_Matlab_GMRES(mxArray* A_m, mxArray* b_m, bool is_two_boundaries, mxArray* x0_m); void Solve_Matlab_BiCGStab(mxArray* A_m, mxArray* b_m, bool is_two_boundaries, mxArray* x0_m, int precond); void Check_and_Correct_Previous_Iteration(); bool Simulate_One_Boundary(); bool solve_linear(bool do_check_and_correct); void solve_non_linear(); string preconditioner_print_out(string s, int preconditioner, bool ss); bool compare(int* save_op, int* save_opa, int* save_opaa, int beg_t, long nop4); void Insert(int r, int c, int u_index, int lag_index); void Delete(int r, int c); pair At_Row(int r) const; NonZeroElem* At_Pos(int r, int c) const; pair At_Col(int c) const; pair At_Col(int c, int lag) const; int NRow(int r) const; int NCol(int c) const; int Get_u(); void Delete_u(int pos); void Clear_u(); int complete(int beg_t); void bksub(int tbreak, int last_period); void simple_bksub(); // Computes Aᵀ where A is are sparse. The result is sparse. static mxArray* Sparse_transpose(const mxArray* A_m); // Computes Aᵀ·B where A and B are sparse. The result is sparse. static mxArray* Sparse_mult_SAT_SB(const mxArray* A_m, const mxArray* B_m); // Computes Aᵀ·B where A is sparse and B is dense. The result is sparse. static mxArray* Sparse_mult_SAT_B(const mxArray* A_m, const mxArray* B_m); // Computes Aᵀ·B where A is sparse and B is dense. The result is dense. static mxArray* mult_SAT_B(const mxArray* A_m, const mxArray* B_m); // Computes A−B where A and B are sparse. The result is sparse. static mxArray* Sparse_subtract_SA_SB(const mxArray* A_m, const mxArray* B_m); // Computes A−B where A and B are dense. The result is dense. static mxArray* subtract_A_B(const mxArray* A_m, const mxArray* B_m); void compute_block_time(int my_Per_u_, bool evaluate, bool no_derivatives); bool compute_complete(bool no_derivatives); pair compute_complete(double lambda); public: Interpreter(Evaluate& evaluator_arg, double* params_arg, double* y_arg, double* ya_arg, double* x_arg, double* steady_y_arg, double* direction_arg, int y_size_arg, int nb_row_x_arg, int periods_arg, int y_kmin_arg, int y_kmax_arg, int maxit_arg_, double solve_tolf_arg, double markowitz_c_arg, int minimal_solving_periods_arg, int stack_solve_algo_arg, int solve_algo_arg, bool print_arg, const mxArray* GlobalTemporaryTerms_arg, bool steady_state_arg, bool block_decomposed_arg, int col_x_arg, int col_y_arg, const BasicSymbolTable& symbol_table_arg, int verbosity_arg); pair> extended_path(const string& file_name, bool evaluate, int block, int nb_periods, const vector& sextended_path, const vector& sconstrained_extended_path, const vector& dates, const table_conditional_global_type& table_conditional_global); pair> compute_blocks(const string& file_name, bool evaluate, int block); void Close_SaveCode(); inline mxArray* get_jacob(int block_num) const { return jacobian_block[block_num]; } inline mxArray* get_jacob_exo(int block_num) const { return jacobian_exo_block[block_num]; } inline mxArray* get_jacob_exo_det(int block_num) const { return jacobian_det_exo_block[block_num]; } inline vector get_residual() const { return residual; } inline mxArray* get_Temporary_Terms() const { return GlobalTemporaryTerms; } }; #endif // _INTERPRETER_HH