185 lines
5.2 KiB
Matlab
185 lines
5.2 KiB
Matlab
function info = test_kron(test,number_of_threads)
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% Copyright (C) 2007-2020 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 <http://www.gnu.org/licenses/>.
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if ~nargin
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test = 2;
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end
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info = 1;
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if test == 1
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test1_1 = 1;
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test1_2 = 1;
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disp('')
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disp('I''m building the test problem...')
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tic
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percentage_of_non_zero_elements = 10e-4;
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NumberOfVariables = 549;%100;
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NumberOfEquations = 256;%50
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NumberOfColsInB = 50 ;
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A = zeros(NumberOfEquations,NumberOfVariables^2);
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for i = 1:NumberOfEquations
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for j = 1:NumberOfVariables
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for k = j:NumberOfVariables
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if rand<percentage_of_non_zero_elements
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A(i,(j-1)*NumberOfVariables+k) = randn;
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end
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end
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for h = j+1:NumberOfVariables
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A(i,(h-1)*NumberOfVariables+j) = A(i,(j-1)*NumberOfVariables+h);
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end
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end
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end
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A = sparse(A);
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B = randn(NumberOfVariables,NumberOfColsInB);
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disp('Done!')
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toc
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disp('')
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disp('Computation of A*kron(B,B) with the mex file (v1):')
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tic
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D1 = sparse_hessian_times_B_kronecker_C(A,B,number_of_threads);
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toc
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disp('')
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disp('Computation of A*kron(B,B) with the mex file (v2):')
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tic
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D2 = sparse_hessian_times_B_kronecker_C(A,B,B,number_of_threads);
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toc
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disp('');
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disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
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if max(max(abs(D1-D2)))>1e-10
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test1_1=0;
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end
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disp(' ')
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disp('Computation of A*kron(B,B) with two nested loops:')
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tic
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D3 = zeros(NumberOfEquations,NumberOfColsInB*NumberOfColsInB);
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k = 1;
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for i1 = 1:NumberOfColsInB
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for i2 = 1:NumberOfColsInB
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D3(:,k) = A*kron(B(:,i1),B(:,i2));
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k = k+1;
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end
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end
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toc
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disp('');
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disp(['Difference between D1 and D3 = ' num2str(max(max(abs(D1-D3))))]);
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if max(max(abs(D1-D3)))>1e-10
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test1_2=0;
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end
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% $$$ FOR THE DIMENSIONS CONSIDERED HERE THIS PART WILL RESULT IN A OUT OF MEMORY ERROR.
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% $$$ disp(' ')
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% $$$ disp('Direct computation of A*kron(B,B):')
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% $$$ tic
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% $$$ try
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% $$$ D4 = A*kron(B,B);
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% $$$ notest = 0;
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% $$$ catch
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% $$$ notest = 1;
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% $$$ disp('Out of memory')
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% $$$ end
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% $$$ toc
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% $$$ if ~notest
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% $$$ disp('');
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% $$$ disp(['Difference between D1 and D4 = ' num2str(max(max(abs(D1-D4))))]);
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% $$$ end
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if ~(test1_1 && test1_2)
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info = 0;
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end
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end
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if test==2
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test2_1 = 1;
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test2_2 = 1;
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disp('I''m loading a real life problem...')
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hessian = 0;
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load nash_matrices;
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disp('Done!')
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r2 = size(zx,1);
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c2 = size(zx,2);
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r1 = size(hessian,1);
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c1 = size(hessian,2);
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disp(' ')
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disp(['Percentage of non zero elements in the hessian matrix = ' num2str(100*nnz(hessian)/(c1*c2)) '%'])
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disp(' ')
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disp('Computation of A*kron(B,B) with the mex file (v1):')
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tic
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D1 = sparse_hessian_times_B_kronecker_C(hessian,zx,number_of_threads);
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toc
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disp(' ')
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disp('Computation of A*kron(B,B) with the mex file (v2):')
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tic
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D2 = sparse_hessian_times_B_kronecker_C(hessian,zx,zx,number_of_threads);
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toc
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disp(' ');
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disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
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if max(max(abs(D1-D2)))>1e-10
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test2_1=0;
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end
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disp(' ')
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disp('Computation of A*kron(B,B) with two nested loops:')
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tic
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D3 = zeros(r1,c2*c2);
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k = 0;
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for i1 = 1:c2
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for i2 = 1:c2
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k = k+1;
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D3(:,k) = hessian*kron(zx(:,i1),zx(:,i2));
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end
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end
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toc
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disp(' ')
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disp(['Maximum absolute difference = ' num2str(max(max(abs(D1-D3))))])
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if max(max(abs(D1-D3)))>1e-10
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test2_2=0;
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end
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disp(' ')
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disp(['Percentage of non zero elements in the result matrix = ' num2str(100*nnz(D1)/(r1*c2^2)) '%']);
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if ~(test2_1 && test2_2)
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info = 0;
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end
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end
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if test==3
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test3_1 = 1;
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test3_2 = 1;
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A = randn(100,10000);
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B = randn(100,10);
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C = randn(100,10);
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disp('Test with full format matrix -- 1(a)')
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D1 = A*kron(B,C);
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tic
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D2 = A_times_B_kronecker_C(A,B,C,number_of_threads);
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toc
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disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
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if max(max(abs(D1-D2)))>1e-10
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test3_1=0;
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end
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disp('Test with full format matrix -- 1(b)')
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D1 = A*kron(B,B);
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tic
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D2 = A_times_B_kronecker_C(A,B,number_of_threads);
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toc
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disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
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if max(max(abs(D1-D2)))>1e-10
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test3_2=0;
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end
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if ~(test3_1 && test3_2)
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info = 0;
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end
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end
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