95 lines
4.7 KiB
Matlab
95 lines
4.7 KiB
Matlab
function oo_ = solve_block_decomposed_problem(options_, M_, oo_)
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% Computes deterministic simulation with block option without bytecode
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% Copyright © 2020-2022 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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cutoff = 1e-15;
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if options_.stack_solve_algo==0
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mthd='Sparse LU';
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elseif options_.stack_solve_algo==1 || options_.stack_solve_algo==6
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mthd='LBJ';
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elseif options_.stack_solve_algo==2
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mthd='GMRES';
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elseif options_.stack_solve_algo==3
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mthd='BICGSTAB';
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elseif options_.stack_solve_algo==4
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mthd='OPTIMPATH';
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else
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mthd='UNKNOWN';
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end
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if options_.verbosity
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printline(41)
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disp(sprintf('MODEL SIMULATION (method=%s):',mthd))
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skipline()
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end
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y=oo_.endo_simul;
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T=NaN(M_.block_structure.dyn_tmp_nbr, options_.periods+M_.maximum_lag+M_.maximum_lead);
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oo_.deterministic_simulation.status = false;
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funcname = [ M_.fname '.dynamic'];
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for blk = 1:length(M_.block_structure.block)
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recursive_size = M_.block_structure.block(blk).endo_nbr - M_.block_structure.block(blk).mfs;
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y_index = M_.block_structure.block(blk).variable((recursive_size+1):end);
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if M_.block_structure.block(blk).Simulation_Type == 1 || ... % evaluateForward
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M_.block_structure.block(blk).Simulation_Type == 2 % evaluateBackward
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oo_.deterministic_simulation.status = true;
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oo_.deterministic_simulation.error = 0;
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oo_.deterministic_simulation.iterations = 0;
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oo_.deterministic_simulation.block(blk).status = true;
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oo_.deterministic_simulation.block(blk).error = 0;
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oo_.deterministic_simulation.block(blk).iterations = 0;
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if M_.block_structure.block(blk).Simulation_Type == 1
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range = M_.maximum_lag+1:M_.maximum_lag+options_.periods;
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else
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range = M_.maximum_lag+options_.periods:-1:M_.maximum_lag+1;
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end
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for it_ = range
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y2 = dynvars_from_endo_simul(y, it_, M_);
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[~, y2, T(:, it_)] = feval(funcname, blk, y2, oo_.exo_simul, M_.params, oo_.steady_state, T(:, it_), it_, false);
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y(find(M_.lead_lag_incidence(M_.maximum_endo_lag+1, :)), it_) = y2(nonzeros(M_.lead_lag_incidence(M_.maximum_endo_lag+1, :)));
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end
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elseif M_.block_structure.block(blk).Simulation_Type == 3 || ... % solveForwardSimple
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M_.block_structure.block(blk).Simulation_Type == 4 || ... % solveBackwardSimple
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M_.block_structure.block(blk).Simulation_Type == 6 || ... % solveForwardComplete
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M_.block_structure.block(blk).Simulation_Type == 7 % solveBackwardComplete
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is_forward = M_.block_structure.block(blk).Simulation_Type == 3 || M_.block_structure.block(blk).Simulation_Type == 6;
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[y, T, oo_] = solve_one_boundary(funcname, y, oo_.exo_simul, M_.params, oo_.steady_state, T, y_index, M_.block_structure.block(blk).NNZDerivatives, options_.periods, M_.block_structure.block(blk).is_linear, blk, M_.maximum_lag, options_.simul.maxit, options_.dynatol.f, cutoff, options_.stack_solve_algo, is_forward, true, false, M_, options_, oo_);
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elseif M_.block_structure.block(blk).Simulation_Type == 5 || ... % solveTwoBoundariesSimple
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M_.block_structure.block(blk).Simulation_Type == 8 % solveTwoBoundariesComplete
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[y, T, oo_] = solve_two_boundaries(funcname, y, oo_.exo_simul, M_.params, oo_.steady_state, T, y_index, M_.block_structure.block(blk).NNZDerivatives, options_.periods, M_.block_structure.block(blk).maximum_lag, M_.block_structure.block(blk).maximum_lead, M_.block_structure.block(blk).is_linear, blk, M_.maximum_lag, options_.simul.maxit, options_.dynatol.f, cutoff, options_.stack_solve_algo, options_, M_, oo_);
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end
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tmp = y(M_.block_structure.block(blk).variable, :);
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if any(isnan(tmp) | isinf(tmp))
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disp(['Inf or Nan value during the resolution of block ' num2str(blk)]);
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oo_.deterministic_simulation.status = false;
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oo_.deterministic_simulation.error = 100;
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oo_.deterministic_simulation.block(blk).status = false;
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oo_.deterministic_simulation.block(blk).error = 100;
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end
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if ~oo_.deterministic_simulation.status
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return
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end
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end
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oo_.endo_simul = y;
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