291 lines
10 KiB
C++
291 lines
10 KiB
C++
/*
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* Copyright © 2007-2023 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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*/
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#ifndef _INTERPRETER_HH
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#define _INTERPRETER_HH
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#include <cstddef>
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#include <fstream>
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#include <map>
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#include <stack>
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#include <string>
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#include <tuple>
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#include <utility>
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#include <vector>
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#include "dynmex.h"
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#include "dynumfpack.h"
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#include "ErrorHandling.hh"
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#include "Evaluate.hh"
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#include "Mem_Mngr.hh"
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using namespace std;
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struct t_save_op_s
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{
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short int lag, operat;
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int first, second;
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};
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struct s_plan
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{
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string var, exo;
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int var_num, exo_num;
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vector<pair<int, double>> per_value;
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vector<double> value;
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};
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struct table_conditional_local_type
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{
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bool is_cond;
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int var_exo, var_endo;
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double constrained_value;
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};
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using vector_table_conditional_local_type = vector<table_conditional_local_type>;
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using table_conditional_global_type = map<int, vector_table_conditional_local_type>;
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constexpr int IFLD = 0, IFDIV = 1, IFLESS = 2, IFSUB = 3, IFLDZ = 4, IFMUL = 5, IFSTP = 6,
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IFADD = 7;
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constexpr double eps = 1e-15, very_big = 1e24;
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constexpr int alt_symbolic_count_max = 1;
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constexpr double mem_increasing_factor = 1.1;
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constexpr int NO_ERROR_ON_EXIT {0}, ERROR_ON_EXIT {1};
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class Interpreter
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{
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private:
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double g0, gp0, glambda2;
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int try_at_iteration;
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void *Symbolic {nullptr}, *Numeric {nullptr};
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const BasicSymbolTable& symbol_table;
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const bool steady_state; // Whether this is a static or dynamic model
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// Whether to use the block-decomposed version of the bytecode file
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bool block_decomposed;
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Evaluate& evaluator;
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fstream SaveCode;
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Mem_Mngr mem_mngr;
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vector<int> u_liste;
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int *NbNZRow, *NbNZCol;
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NonZeroElem **FNZE_R, **FNZE_C;
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int u_count_init;
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int *pivot, *pivotk, *pivot_save;
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double *pivotv, *pivotva;
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int* b;
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bool* line_done;
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bool symbolic, alt_symbolic;
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int alt_symbolic_count;
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double markowitz_c_s;
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double res1a;
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long int nop1;
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map<tuple<int, int, int>, int> IM_i;
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int u_count_alloc, u_count_alloc_save;
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double slowc, slowc_save, prev_slowc_save, markowitz_c;
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int* index_equa; // Actually unused
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int u_count, tbreak_g;
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int iter;
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int start_compare;
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int restart;
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double lu_inc_tol;
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SuiteSparse_long *Ap_save, *Ai_save;
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double *Ax_save, *b_save;
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int stack_solve_algo, solve_algo;
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int minimal_solving_periods;
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int Per_u_, Per_y_;
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int maxit_;
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double* direction;
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double solve_tolf;
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// 1-norm error, square of 2-norm error, ∞-norm error
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double res1, res2, max_res;
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int max_res_idx;
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int* index_vara;
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double *y, *ya;
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int y_size;
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double* T;
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int nb_row_x;
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int y_kmin, y_kmax, periods;
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double *x, *params;
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double* u;
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double* steady_y;
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double *g1, *r, *res;
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vector<mxArray*> jacobian_block, jacobian_exo_block, jacobian_det_exo_block;
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mxArray* GlobalTemporaryTerms;
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int it_;
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map<int, double> TEF;
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map<pair<int, int>, double> TEFD;
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map<tuple<int, int, int>, double> TEFDD;
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// Information about the current block
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int block_num; // Index of the current block
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int size; // Size of the current block
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BlockSimulationType type;
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bool is_linear;
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int u_count_int;
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vector<Block_contain_type> Block_Contain;
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int verbosity; // Corresponds to options_.verbosity
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vector<int> previous_block_exogenous;
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bool print; // Whether the “print” command is requested
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int col_x, col_y;
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vector<double> residual;
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void evaluate_over_periods(bool forward);
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void solve_simple_one_periods();
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void solve_simple_over_periods(bool forward);
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void compute_complete_2b();
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void evaluate_a_block(bool initialization, bool single_block, const string& bin_base_name);
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int simulate_a_block(const vector_table_conditional_local_type& vector_table_conditional_local,
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bool single_block, const string& bin_base_name);
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static string elastic(string str, unsigned int len, bool left);
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void check_for_controlled_exo_validity(const vector<s_plan>& sconstrained_extended_path);
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pair<bool, vector<int>>
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MainLoop(const string& bin_basename, bool evaluate, int block, bool constrained,
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const vector<s_plan>& sconstrained_extended_path,
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const vector_table_conditional_local_type& vector_table_conditional_local);
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void Simulate_Newton_Two_Boundaries(
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bool cvg, const vector_table_conditional_local_type& vector_table_conditional_local);
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void Simulate_Newton_One_Boundary(bool forward);
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void fixe_u();
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void Read_SparseMatrix(const string& file_name, bool two_boundaries);
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void Singular_display();
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void End_Solver();
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static int find_exo_num(const vector<s_plan>& sconstrained_extended_path, int value);
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static int find_int_date(const vector<pair<int, double>>& per_value, int value);
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void Init_Gaussian_Elimination();
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void Init_Matlab_Sparse_Two_Boundaries(const mxArray* A_m, const mxArray* b_m,
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const mxArray* x0_m) const;
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tuple<SuiteSparse_long*, SuiteSparse_long*, double*, double*> Init_UMFPACK_Sparse_Two_Boundaries(
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const mxArray* x0_m,
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const vector_table_conditional_local_type& vector_table_conditional_local) const;
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bool Init_Matlab_Sparse_One_Boundary(const mxArray* A_m, const mxArray* b_m,
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const mxArray* x0_m) const;
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tuple<bool, SuiteSparse_long*, SuiteSparse_long*, double*, double*>
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Init_UMFPACK_Sparse_One_Boundary(const mxArray* x0_m) const;
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bool Simple_Init();
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void End_Gaussian_Elimination();
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tuple<bool, double, double, double, double> mnbrak(double& ax, double& bx);
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pair<bool, double> golden(double ax, double bx, double cx, double tol);
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void Solve_ByteCode_Symbolic_Sparse_GaussianElimination(bool symbolic);
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bool Solve_ByteCode_Sparse_GaussianElimination();
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void Solve_LU_UMFPack_Two_Boundaries(
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SuiteSparse_long* Ap, SuiteSparse_long* Ai, double* Ax, double* b,
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const vector_table_conditional_local_type& vector_table_conditional_local);
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void Solve_LU_UMFPack_One_Boundary(SuiteSparse_long* Ap, SuiteSparse_long* Ai, double* Ax,
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double* b);
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void Solve_Matlab_GMRES(mxArray* A_m, mxArray* b_m, bool is_two_boundaries, mxArray* x0_m);
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void Solve_Matlab_BiCGStab(mxArray* A_m, mxArray* b_m, bool is_two_boundaries, mxArray* x0_m,
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int precond);
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void Check_and_Correct_Previous_Iteration();
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bool Simulate_One_Boundary();
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bool solve_linear(bool do_check_and_correct);
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void solve_non_linear();
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string preconditioner_print_out(string s, int preconditioner, bool ss);
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bool compare(int* save_op, int* save_opa, int* save_opaa, int beg_t, long nop4);
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void Insert(int r, int c, int u_index, int lag_index);
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void Delete(int r, int c);
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pair<int, NonZeroElem*> At_Row(int r) const;
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NonZeroElem* At_Pos(int r, int c) const;
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pair<int, NonZeroElem*> At_Col(int c) const;
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pair<int, NonZeroElem*> At_Col(int c, int lag) const;
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int NRow(int r) const;
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int NCol(int c) const;
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int Get_u();
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void Delete_u(int pos);
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void Clear_u();
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int complete(int beg_t);
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void bksub(int tbreak, int last_period);
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void simple_bksub();
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// Computes Aᵀ where A is are sparse. The result is sparse.
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static mxArray* Sparse_transpose(const mxArray* A_m);
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// Computes Aᵀ·B where A and B are sparse. The result is sparse.
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static mxArray* Sparse_mult_SAT_SB(const mxArray* A_m, const mxArray* B_m);
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// Computes Aᵀ·B where A is sparse and B is dense. The result is sparse.
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static mxArray* Sparse_mult_SAT_B(const mxArray* A_m, const mxArray* B_m);
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// Computes Aᵀ·B where A is sparse and B is dense. The result is dense.
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static mxArray* mult_SAT_B(const mxArray* A_m, const mxArray* B_m);
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// Computes A−B where A and B are sparse. The result is sparse.
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static mxArray* Sparse_subtract_SA_SB(const mxArray* A_m, const mxArray* B_m);
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// Computes A−B where A and B are dense. The result is dense.
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static mxArray* subtract_A_B(const mxArray* A_m, const mxArray* B_m);
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void compute_block_time(int my_Per_u_, bool evaluate, bool no_derivatives);
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bool compute_complete(bool no_derivatives);
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pair<bool, double> compute_complete(double lambda);
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public:
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Interpreter(Evaluate& evaluator_arg, double* params_arg, double* y_arg, double* ya_arg,
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double* x_arg, double* steady_y_arg, double* direction_arg, int y_size_arg,
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int nb_row_x_arg, int periods_arg, int y_kmin_arg, int y_kmax_arg, int maxit_arg_,
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double solve_tolf_arg, double markowitz_c_arg, int minimal_solving_periods_arg,
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int stack_solve_algo_arg, int solve_algo_arg, bool print_arg,
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const mxArray* GlobalTemporaryTerms_arg, bool steady_state_arg,
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bool block_decomposed_arg, int col_x_arg, int col_y_arg,
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const BasicSymbolTable& symbol_table_arg, int verbosity_arg);
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pair<bool, vector<int>>
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extended_path(const string& file_name, bool evaluate, int block, int nb_periods,
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const vector<s_plan>& sextended_path,
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const vector<s_plan>& sconstrained_extended_path, const vector<string>& dates,
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const table_conditional_global_type& table_conditional_global);
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pair<bool, vector<int>> compute_blocks(const string& file_name, bool evaluate, int block);
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void Close_SaveCode();
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inline mxArray*
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get_jacob(int block_num) const
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{
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return jacobian_block[block_num];
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}
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inline mxArray*
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get_jacob_exo(int block_num) const
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{
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return jacobian_exo_block[block_num];
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}
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inline mxArray*
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get_jacob_exo_det(int block_num) const
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{
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return jacobian_det_exo_block[block_num];
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}
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inline vector<double>
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get_residual() const
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{
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return residual;
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}
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inline mxArray*
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get_Temporary_Terms() const
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{
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return GlobalTemporaryTerms;
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}
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};
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#endif // _INTERPRETER_HH
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