/* * 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 _SPARSEMATRIX_HH #define _SPARSEMATRIX_HH #include #include #include #include #include #include #include #include "dynumfpack.h" #include "dynmex.h" #include "Mem_Mngr.hh" #include "Evaluate.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; class dynSparseMatrix { public: dynSparseMatrix(Evaluate &evaluator_arg, int y_size_arg, int y_kmin_arg, int y_kmax_arg, bool steady_state_arg, bool block_decomposed_arg, int periods_arg, int minimal_solving_periods_arg, const BasicSymbolTable &symbol_table_arg, int verbosity_arg); 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, const 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(const string &file_name, int Size, int periods, int y_kmin, int y_kmax, bool two_boundaries, int stack_solve_algo, int solve_algo); void Close_SaveCode(); void Singular_display(int block, int Size); void End_Solver(); double g0, gp0, glambda2; int try_at_iteration; static int find_exo_num(const vector &sconstrained_extended_path, int value); static int find_int_date(const vector> &per_value, int value); private: void Init_GE(int periods, int y_kmin, int y_kmax, int Size, const map, int> &IM); void Init_Matlab_Sparse(int periods, int y_kmin, int y_kmax, int Size, const map, int> &IM, mxArray *A_m, mxArray *b_m, const mxArray *x0_m) const; void Init_UMFPACK_Sparse(int periods, int y_kmin, int y_kmax, int Size, const map, int> &IM, SuiteSparse_long **Ap, SuiteSparse_long **Ai, double **Ax, double **b, const mxArray *x0_m, const vector_table_conditional_local_type &vector_table_conditional_local, int block_num) const; void Init_Matlab_Sparse_Simple(int Size, const map, int> &IM, const mxArray *A_m, const mxArray *b_m, bool &zero_solution, const mxArray *x0_m) const; void Init_UMFPACK_Sparse_Simple(int Size, const map, int> &IM, SuiteSparse_long **Ap, SuiteSparse_long **Ai, double **Ax, double **b, bool &zero_solution, const mxArray *x0_m) const; void Simple_Init(int Size, const map, int> &IM, bool &zero_solution); void End_GE(); 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); static void Print_UMFPack(const SuiteSparse_long *Ap, const SuiteSparse_long *Ai, const double *Ax, int n); static void Printfull_UMFPack(const SuiteSparse_long *Ap, const SuiteSparse_long *Ai, const double *Ax, const double *b, int n); static void PrintM(int n, const double *Ax, const mwIndex *Ap, const mwIndex *Ai); 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_, const 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(); 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 y_size, int size); bool Simulate_One_Boundary(int blck, int y_size, int size); bool solve_linear(int block_num, int y_size, int size, int iter); void solve_non_linear(int block_num, int y_size, 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 nop4, int Size); void Insert(int r, int c, int u_index, int lag_index); void Delete(int r, int c); int At_Row(int r, NonZeroElem **first) const; int At_Pos(int r, int c, NonZeroElem **first) const; int At_Col(int c, NonZeroElem **first) const; int At_Col(int c, int lag, NonZeroElem **first) const; int NRow(int r) const; int NCol(int c) const; int Union_Row(int row1, int row2) const; int Get_u(); void Delete_u(int pos); void Clear_u(); void *Symbolic {nullptr}, *Numeric {nullptr}; int complete(int beg_t, int Size, int periods, int *b); void bksub(int tbreak, int last_period, int Size, double slowc_l); void simple_bksub(int it_, int Size, double slowc_l); // 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); protected: 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; 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; fstream SaveCode; string filename; int max_u, min_u; 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> IM_i; int u_count_alloc, u_count_alloc_save; vector jac; double *jcb; double slowc, 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; SuiteSparse_long *Ap_save, *Ai_save; double *Ax_save, *b_save; mxArray *A_m_save, *b_m_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 void compute_block_time(int Per_u_, bool evaluate, bool no_derivatives); bool compute_complete(bool no_derivatives, double &res1, double &res2, double &max_res, int &max_res_idx); bool compute_complete(double lambda, double *crit); }; #endif // _SPARSEMATRIX_HH