dynare/matlab/perfect-foresight-models
Sébastien Villemot d574705b4a
Design and performance improvement to solve_algo={12,14}
Use the new time-recursive block decomposition computed by the preprocessor
for:
- the simulation of backward models with “simul_backward”
- the perfect foresight simulation of purely backward/forward/static models

Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it
minimizes the set of feedback variables and tries to renormalize equations).

This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus
an ad hoc identification of some equations that can be evaluated (those with a
LHS equal to a variable, the log of a variable, or the diff-log of a variable).

By the way, the block_trust_region MEX has been modified so that it accepts a
boolean argument to decide whether it performs a Dulmage-Mendelsohn
decomposition (if not, then it performs a simple trust region on the whole
nonlinear system).

This provides a significant performance improvement (of almost an order of
magnitude for solve_algo=14 on a 700 equations model).
2022-11-30 14:47:57 +01:00
..
private Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode) 2022-06-15 15:06:33 +02:00
det_cond_forecast.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
linear_approximation_accuracy.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
linear_perfect_foresight_problem.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
make_ex_.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
make_y_.m make_y_.m: fix interaction with steady_state_model 2022-10-13 16:33:58 +02:00
perfect_foresight_mcp_problem.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
perfect_foresight_setup.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
perfect_foresight_simulation.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
perfect_foresight_solver.m perfect_foresight_solver.m: loop over dynamic file when mex cannot be used 2022-05-18 08:59:39 +02:00
perfect_foresight_solver_core.m Design and performance improvement to solve_algo={12,14} 2022-11-30 14:47:57 +01:00
perfect_foresight_with_expectation_errors_setup.m New += and *= syntaxes in “endval(learnt_in=…)” blocks 2022-05-03 17:46:59 +02:00
perfect_foresight_with_expectation_errors_solver.m Perfect foresight with expectation errors: move computation of terminal steady states to the setup command 2022-04-29 15:56:11 +02:00
setup_time_recursive_block_simul.m Design and performance improvement to solve_algo={12,14} 2022-11-30 14:47:57 +01:00
sim1.m sim1.m: use operation that preserves sparsity 2022-11-28 16:20:44 +01:00
sim1_lbj.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
sim1_linear.m Fix typo (remove trailing underscore to option variable). 2022-08-31 15:26:09 +02:00
sim1_purely_backward.m Design and performance improvement to solve_algo={12,14} 2022-11-30 14:47:57 +01:00
sim1_purely_forward.m Design and performance improvement to solve_algo={12,14} 2022-11-30 14:47:57 +01:00
sim1_purely_static.m Design and performance improvement to solve_algo={12,14} 2022-11-30 14:47:57 +01:00
solve_block_decomposed_problem.m Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode) 2022-06-15 15:06:33 +02:00
solve_stacked_linear_problem.m Do not check steady state if nocheck option used in steady command... 2022-08-31 13:12:25 +02:00
solve_stacked_problem.m perfect-foresight-models/solve_stacked_problem.m: restore compatibility with Matlab before auto expansion was introduced 2022-09-16 19:27:23 +02:00