/* * Copyright (C) 2007-2017 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 SPARSEMATRIX_HH_INCLUDED #define SPARSEMATRIX_HH_INCLUDED #define PRINTF_ printf #include #include #include #include #include "dynblas.h" #if !(defined _MSC_VER) # include "dynumfpack.h" #endif #ifdef CUDA # include "cuda.h" # include "cuda_runtime_api.h" # include "cublas_v2.h" # include "cusparse_v2.h" #endif #include "Mem_Mngr.hh" #include "ErrorHandling.hh" //#include "Interpreter.hh" #include "Evaluate.hh" #define cudaChk(x, y) \ { \ cudaError_t cuda_error = x; \ if (cuda_error != cudaSuccess) \ { \ ostringstream tmp; \ tmp << y; \ throw FatalExceptionHandling(tmp.str()); \ } \ }; #define cusparseChk(x, y) \ { \ cusparseStatus_t cusparse_status = x; \ if (cusparse_status != CUSPARSE_STATUS_SUCCESS) \ { \ ostringstream tmp; \ tmp << y; \ throw FatalExceptionHandling(tmp.str()); \ } \ }; #define cublasChk(x, y) \ { \ cublasStatus_t cublas_status = x; \ if (cublas_status != CUBLAS_STATUS_SUCCESS) \ { \ ostringstream tmp; \ tmp << y; \ throw FatalExceptionHandling(tmp.str()); \ } \ }; #define NEW_ALLOC #define MARKOVITZ using namespace std; struct t_save_op_s { short int lag, operat; int first, second; }; const int IFLD = 0; const int IFDIV = 1; const int IFLESS = 2; const int IFSUB = 3; const int IFLDZ = 4; const int IFMUL = 5; const int IFSTP = 6; const int IFADD = 7; const double eps = 1e-15; const double very_big = 1e24; const int alt_symbolic_count_max = 1; const double mem_increasing_factor = 1.1; class dynSparseMatrix : public Evaluate { public: #if (defined _MSC_VER) typedef int64_t SuiteSparse_long; #endif dynSparseMatrix(); dynSparseMatrix(const int y_size_arg, const int y_kmin_arg, const int y_kmax_arg, const bool print_it_arg, const bool steady_state_arg, const int periods_arg, const int minimal_solving_periods_arg, const double slowc_arg #ifdef CUDA , const int CUDA_device_arg, cublasHandle_t cublas_handle_arg, cusparseHandle_t cusparse_handle_arg, cusparseMatDescr_t descr_arg #endif ); void Simulate_Newton_Two_Boundaries(int blck, int y_size, int y_kmin, int y_kmax, int Size, int periods, bool cvg, int minimal_solving_periods, int stack_solve_algo, unsigned int endo_name_length, char *P_endo_names, vector_table_conditional_local_type vector_table_conditional_local); void Simulate_Newton_One_Boundary(bool forward); void fixe_u(double **u, int u_count_int, int max_lag_plus_max_lead_plus_1); void Read_SparseMatrix(string file_name, const int Size, int periods, int y_kmin, int y_kmax, bool two_boundaries, int stack_solve_algo, int solve_algo); void Close_SaveCode(); void Read_file(string file_name, int periods, int u_size1, int y_size, int y_kmin, int y_kmax, int &nb_endo, int &u_count, int &u_count_init, double *u); void Singular_display(int block, int Size); void End_Solver(); double g0, gp0, glambda2; int try_at_iteration; int find_exo_num(vector sconstrained_extended_path, int value); int find_int_date(vector > per_value, int value); private: void Init_GE(int periods, int y_kmin, int y_kmax, int Size, map, int>, int> &IM); void Init_Matlab_Sparse(int periods, int y_kmin, int y_kmax, int Size, map, int>, int> &IM, mxArray *A_m, mxArray *b_m, mxArray *x0_m); void Init_UMFPACK_Sparse(int periods, int y_kmin, int y_kmax, int Size, map, int>, int> &IM, SuiteSparse_long **Ap, SuiteSparse_long **Ai, double **Ax, double **b, mxArray *x0_m, vector_table_conditional_local_type vector_table_conditional_local, int block_num); #ifdef CUDA void Init_CUDA_Sparse(int periods, int y_kmin, int y_kmax, int Size, map, int>, int> &IM, int **Ap, int **Ai, double **Ax, int **Ap_tild, int **Ai_tild, double **A_tild, double **b, double **x0, mxArray *x0_m, int *nnz, int *nnz_tild, int preconditioner); #endif void Init_Matlab_Sparse_Simple(int Size, map, int>, int> &IM, mxArray *A_m, mxArray *b_m, bool &zero_solution, mxArray *x0_m); void Init_UMFPACK_Sparse_Simple(int Size, map, int>, int> &IM, SuiteSparse_long **Ap, SuiteSparse_long **Ai, double **Ax, double **b, bool &zero_solution, mxArray *x0_m); void Init_CUDA_Sparse_Simple(int Size, map, int>, int> &IM, SuiteSparse_long **Ap, SuiteSparse_long **Ai, double **Ax, double **b, double **x0, bool &zero_solution, mxArray *x0_m); void Simple_Init(int Size, std::map, int>, int> &IM, bool &zero_solution); void End_GE(int Size); bool mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc); bool golden(double ax, double bx, double cx, double tol, double solve_tolf, double *xmin); void Solve_ByteCode_Symbolic_Sparse_GaussianElimination(int Size, bool symbolic, int Block_number); bool Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, int it_); void Solve_Matlab_Relaxation(mxArray *A_m, mxArray *b_m, unsigned int Size, double slowc_l, bool is_two_boundaries, int it_); void Solve_Matlab_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_); void Print_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, int n); void Printfull_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n); void PrintM(int n, double *Ax, mwIndex *Ap, mwIndex *Ai); void Solve_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_); void Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_, vector_table_conditional_local_type vector_table_conditional_local); void Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_); void End_Matlab_LU_UMFPack(); #ifdef CUDA void Solve_CUDA_BiCGStab_Free(double *tmp_vect_host, double *p, double *r, double *v, double *s, double *t, double *y_, double *z, double *tmp_, int *Ai, double *Ax, int *Ap, double *x0, double *b, double *A_tild, int *A_tild_i, int *A_tild_p, cusparseSolveAnalysisInfo_t infoL, cusparseSolveAnalysisInfo_t infoU, cusparseMatDescr_t descrL, cusparseMatDescr_t descrU, int preconditioner); int Solve_CUDA_BiCGStab(int *Ap, int *Ai, double *Ax, int *Ap_tild, int *Ai_tild, double *A_tild, double *b, double *x0, int n, int Size, double slowc_l, bool is_two_boundaries, int it_, int nnz, int nnz_tild, int preconditioner, int max_iterations, int block); #endif void Solve_Matlab_GMRES(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, mxArray *x0_m); void Solve_Matlab_BiCGStab(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, mxArray *x0_m, int precond); void Check_and_Correct_Previous_Iteration(int block_num, int y_size, int size, double crit_opt_old); bool Simulate_One_Boundary(int blck, int y_size, int y_kmin, int y_kmax, int Size, bool cvg); bool solve_linear(const int block_num, const int y_size, const int y_kmin, const int y_kmax, const int size, const int iter); void solve_non_linear(const int block_num, const int y_size, const int y_kmin, const int y_kmax, const int size); string preconditioner_print_out(string s, int preconditioner, bool ss); bool compare(int *save_op, int *save_opa, int *save_opaa, int beg_t, int periods, long int nop4, int Size #ifdef PROFILER , long int *ndiv, long int *nsub #endif ); void Grad_f_product(int n, mxArray *b_m, double *vectr, mxArray *A_m, SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b); void Insert(const int r, const int c, const int u_index, const int lag_index); void Delete(const int r, const int c); int At_Row(int r, NonZeroElem **first); int At_Pos(int r, int c, NonZeroElem **first); int At_Col(int c, NonZeroElem **first); int At_Col(int c, int lag, NonZeroElem **first); int NRow(int r); int NCol(int c); int Union_Row(int row1, int row2); void Print(int Size, int *b); int Get_u(); void Delete_u(int pos); void Clear_u(); void Print_u(); void *Symbolic, *Numeric; void CheckIt(int y_size, int y_kmin, int y_kmax, int Size, int periods); void Check_the_Solution(int periods, int y_kmin, int y_kmax, int Size, double *u, int *pivot, int *b); int complete(int beg_t, int Size, int periods, int *b); void bksub(int tbreak, int last_period, int Size, double slowc_l #ifdef PROFILER , long int *nmul #endif ); void simple_bksub(int it_, int Size, double slowc_l); mxArray *Sparse_transpose(mxArray *A_m); mxArray *Sparse_mult_SAT_SB(mxArray *A_m, mxArray *B_m); mxArray *Sparse_mult_SAT_B(mxArray *A_m, mxArray *B_m); mxArray *mult_SAT_B(mxArray *A_m, mxArray *B_m); mxArray *Sparse_substract_SA_SB(mxArray *A_m, mxArray *B_m); mxArray *Sparse_substract_A_SB(mxArray *A_m, mxArray *B_m); mxArray *substract_A_B(mxArray *A_m, mxArray *B_m); #ifdef CUDA int CUDA_device; cublasHandle_t cublas_handle; cusparseHandle_t cusparse_handle; cusparseMatDescr_t CUDA_descr; #endif protected: stack Stack; int nb_prologue_table_u, nb_first_table_u, nb_middle_table_u, nb_last_table_u; int nb_prologue_table_y, nb_first_table_y, nb_middle_table_y, nb_last_table_y; int middle_count_loop; //char type; fstream SaveCode; string filename; int max_u, min_u; clock_t time00; Mem_Mngr mem_mngr; vector u_liste; map, NonZeroElem *> Mapped_Array; 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; int *g_save_op; int first_count_loop; int g_nop_all; double markowitz_c_s; double res1a; long int nop_all, nop1, nop2; map, int>, int> IM_i; protected: vector residual; int u_count_alloc, u_count_alloc_save; vector jac; double *jcb; double slowc_save, prev_slowc_save, markowitz_c; int y_decal; int *index_equa; int u_count, tbreak_g; int iter; int start_compare; int restart; double g_lambda1, g_lambda2, gp_0; double lu_inc_tol; //private: SuiteSparse_long *Ap_save, *Ai_save; double *Ax_save, *b_save; mxArray *A_m_save, *b_m_save; }; #endif