80 lines
2.4 KiB
Matlab
80 lines
2.4 KiB
Matlab
source_dir = getenv('source_root');
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addpath([source_dir filesep 'matlab']);
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dynare_config;
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testFailed = 0;
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skipline()
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disp('*** TESTING: cyclereduction.m ***');
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matlab_cr_path = [source_dir filesep 'matlab' filesep 'missing' filesep 'mex' filesep 'cycle_reduction'];
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addpath(matlab_cr_path);
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cycle_reduction_matlab = @cycle_reduction;
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rmpath(matlab_cr_path);
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t0 = clock;
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% Set the dimension of the problem to be solved.
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n = 500;
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% Set the equation to be solved
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A = eye(n);
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B = diag(30*ones(n,1)); B(1,1) = 20; B(end,end) = 20; B = B - diag(10*ones(n-1,1),-1); B = B - diag(10*ones(n-1,1),1);
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C = diag(15*ones(n,1)); C = C - diag(5*ones(n-1,1),-1); C = C - diag(5*ones(n-1,1),1);
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cvg_tol = 1e-12;
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X1 = zeros(n,n);
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X2 = zeros(n,n);
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% 1. Solve the equation with the Matlab cycle reduction algorithm
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tElapsed1 = 0.;
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try
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tic; [X1,info] = cycle_reduction_matlab(C,B,A,cvg_tol,[0.]); tElapsed1 = toc;
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disp(['Elapsed time for the Matlab cycle reduction algorithm is: ' num2str(tElapsed1) ' (n=' int2str(n) ').'])
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R = norm(C+B*X1+A*X1*X1,1);
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if (R > cvg_tol)
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testFailed = testFailed+1;
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dprintf('Matlab cycle_reduction solution is wrong')
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end
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catch
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testFailed = testFailed+1;
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dprintf('Matlab cycle_reduction failed')
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end
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% 2. Solve the equation with the Fortran cycle reduction algorithm
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tElapsed2 = 0.;
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try
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tic; [X2,info] = cycle_reduction(C,B,A,cvg_tol,[0.]); tElapsed2 = toc;
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disp(['Elapsed time for the Fortran cycle reduction algorithm is: ' num2str(tElapsed2) ' (n=' int2str(n) ').'])
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R = norm(C+B*X2+A*X2*X2,1);
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if (R > cvg_tol)
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testFailed = testFailed+1;
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dprintf('Fortran cycle_reduction solution is wrong')
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end
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catch
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testFailed = testFailed+1;
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dprintf('Fortran cycle_reduction failed')
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end
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% 3. Compare solutions of the Fortran and Matlab routines
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if (norm(X1 - X2, 1) > cvg_tol)
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testFailed = testFailed+1;
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dprintf('Fortran and Matlab cycle reduction solutions differ');
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end
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% Compare the Fortran and Matlab execution time
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if tElapsed1<tElapsed2
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skipline()
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dprintf('Matlab cyclic reduction is %5.2f times faster than its Fortran counterpart.', tElapsed2/tElapsed1)
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skipline()
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else
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skipline()
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dprintf('Fortran cyclic reduction is %5.2f times faster than its Matlab counterpart.', tElapsed1/tElapsed2)
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skipline()
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end
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t1 = clock;
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fprintf('\n*** Elapsed time (in seconds): %.1f\n\n', etime(t1, t0));
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quit(testFailed > 0)
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