173 lines
6.6 KiB
C++
173 lines
6.6 KiB
C++
/*
|
|
* Copyright (C) 2007-2011 Dynare Team
|
|
*
|
|
* This file is part of Dynare.
|
|
*
|
|
* Dynare is free software: you can redistribute it and/or modify
|
|
* it under the terms of the GNU General Public License as published by
|
|
* the Free Software Foundation, either version 3 of the License, or
|
|
* (at your option) any later version.
|
|
*
|
|
* Dynare is distributed in the hope that it will be useful,
|
|
* but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
* GNU General Public License for more details.
|
|
*
|
|
* You should have received a copy of the GNU General Public License
|
|
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
|
*/
|
|
|
|
#ifndef SPARSEMATRIX_HH_INCLUDED
|
|
#define SPARSEMATRIX_HH_INCLUDED
|
|
|
|
#include <fstream>
|
|
#include <stack>
|
|
#include <cmath>
|
|
#include <map>
|
|
#include <ctime>
|
|
|
|
#ifdef OCTAVE_MEX_FILE
|
|
# define CHAR_LENGTH 1
|
|
#else
|
|
# define CHAR_LENGTH 2
|
|
#endif
|
|
|
|
#include "Mem_Mngr.hh"
|
|
#include "ErrorHandling.hh"
|
|
#define NEW_ALLOC
|
|
#define MARKOVITZ
|
|
|
|
using namespace std;
|
|
|
|
struct t_save_op_s
|
|
{
|
|
short int lag, operat;
|
|
int first, second;
|
|
};
|
|
|
|
const int IFLD = 0;
|
|
const int IFDIV = 1;
|
|
const int IFLESS = 2;
|
|
const int IFSUB = 3;
|
|
const int IFLDZ = 4;
|
|
const int IFMUL = 5;
|
|
const int IFSTP = 6;
|
|
const int IFADD = 7;
|
|
const double eps = 1e-10;
|
|
const double very_big = 1e24;
|
|
const int alt_symbolic_count_max = 1;
|
|
const double mem_increasing_factor = 1.1;
|
|
|
|
class SparseMatrix : public ErrorMsg
|
|
{
|
|
public:
|
|
SparseMatrix();
|
|
void Simulate_Newton_Two_Boundaries(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, int periods, bool print_it, bool cvg, int &iter, int minimal_solving_periods, int stack_solve_algo, unsigned int endo_name_length, char *P_endo_names) /*throw(ErrorHandlingException)*/;
|
|
bool Simulate_Newton_One_Boundary(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, bool print_it, bool cvg, int &iter, bool steady_state, int stack_solve_algo, int solve_algo);
|
|
void Direct_Simulate(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, int periods, bool print_it, int iter);
|
|
void fixe_u(double **u, int u_count_int, int max_lag_plus_max_lead_plus_1);
|
|
void Read_SparseMatrix(string file_name, const int Size, int periods, int y_kmin, int y_kmax, bool steady_state, bool two_boundaries, int stack_solve_algo, int solve_algo);
|
|
void Read_file(string file_name, int periods, int u_size1, int y_size, int y_kmin, int y_kmax, int &nb_endo, int &u_count, int &u_count_init, double *u);
|
|
void Singular_display(int block, int Size, bool steady_state, it_code_type it_code);
|
|
double g0, gp0, glambda2, try_at_iteration;
|
|
|
|
private:
|
|
void Init_GE(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int>, int>, int> &IM);
|
|
void Init_Matlab_Sparse(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int>, int>, int> &IM, mxArray *A_m, mxArray *b_m, mxArray *x0_m);
|
|
void Init_Matlab_Sparse_Simple(int Size, map<pair<pair<int, int>, int>, int> &IM, mxArray *A_m, mxArray *b_m, bool &zero_solution, mxArray *x0_m);
|
|
void Simple_Init(int Size, std::map<std::pair<std::pair<int, int>, int>, int> &IM, bool &zero_solution);
|
|
void End_GE(int Size);
|
|
void Solve_ByteCode_Symbolic_Sparse_GaussianElimination(int Size, bool symbolic, int Block_number);
|
|
bool Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, bool steady_state, int it_);
|
|
void Solve_Matlab_Relaxation(mxArray *A_m, mxArray *b_m, unsigned int Size, double slowc_l, bool is_two_boundaries, int it_);
|
|
void Solve_Matlab_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_);
|
|
void Solve_Matlab_GMRES(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, bool steady_state, mxArray *x0_m);
|
|
void Solve_Matlab_BiCGStab(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, mxArray *x0_m, bool steady_state);
|
|
bool compare(int *save_op, int *save_opa, int *save_opaa, int beg_t, int periods, long int nop4, int Size
|
|
#ifdef PROFILER
|
|
, long int *ndiv, long int *nsub
|
|
#endif
|
|
);
|
|
void Insert(const int r, const int c, const int u_index, const int lag_index);
|
|
void Delete(const int r, const int c);
|
|
int At_Row(int r, NonZeroElem **first);
|
|
int At_Pos(int r, int c, NonZeroElem **first);
|
|
int At_Col(int c, NonZeroElem **first);
|
|
int At_Col(int c, int lag, NonZeroElem **first);
|
|
int NRow(int r);
|
|
int NCol(int c);
|
|
int Union_Row(int row1, int row2);
|
|
void Print(int Size, int *b);
|
|
int Get_u();
|
|
void Delete_u(int pos);
|
|
void Clear_u();
|
|
void Print_u();
|
|
void CheckIt(int y_size, int y_kmin, int y_kmax, int Size, int periods, int iter);
|
|
void Check_the_Solution(int periods, int y_kmin, int y_kmax, int Size, double *u, int *pivot, int *b);
|
|
int complete(int beg_t, int Size, int periods, int *b);
|
|
void bksub(int tbreak, int last_period, int Size, double slowc_l
|
|
#ifdef PROFILER
|
|
, long int *nmul
|
|
#endif
|
|
);
|
|
void simple_bksub(int it_, int Size, double slowc_l);
|
|
mxArray *Sparse_transpose(mxArray *A_m);
|
|
mxArray *Sparse_mult_SAT_SB(mxArray *A_m, mxArray *B_m);
|
|
mxArray *Sparse_mult_SAT_B(mxArray *A_m, mxArray *B_m);
|
|
mxArray *mult_SAT_B(mxArray *A_m, mxArray *B_m);
|
|
mxArray *Sparse_substract_SA_SB(mxArray *A_m, mxArray *B_m);
|
|
mxArray *Sparse_substract_A_SB(mxArray *A_m, mxArray *B_m);
|
|
mxArray *substract_A_B(mxArray *A_m, mxArray *B_m);
|
|
|
|
stack<double> Stack;
|
|
int nb_prologue_table_u, nb_first_table_u, nb_middle_table_u, nb_last_table_u;
|
|
int nb_prologue_table_y, nb_first_table_y, nb_middle_table_y, nb_last_table_y;
|
|
int middle_count_loop;
|
|
char type;
|
|
fstream SaveCode;
|
|
string filename;
|
|
int max_u, min_u;
|
|
clock_t time00;
|
|
|
|
Mem_Mngr mem_mngr;
|
|
vector<int> u_liste;
|
|
map<pair<int, int>, NonZeroElem *> Mapped_Array;
|
|
int *NbNZRow, *NbNZCol;
|
|
NonZeroElem **FNZE_R, **FNZE_C;
|
|
int u_count_init;
|
|
|
|
int *pivot, *pivotk, *pivot_save;
|
|
double *pivotv, *pivotva;
|
|
int *b;
|
|
bool *line_done;
|
|
bool symbolic, alt_symbolic;
|
|
int alt_symbolic_count;
|
|
int *g_save_op;
|
|
int first_count_loop;
|
|
int g_nop_all;
|
|
double markowitz_c_s;
|
|
double res1a;
|
|
long int nop_all, nop1, nop2;
|
|
map<pair<pair<int, int>, int>, int> IM_i;
|
|
protected:
|
|
vector<double> residual;
|
|
int u_count_alloc, u_count_alloc_save;
|
|
vector<double *> jac;
|
|
double *jcb;
|
|
double res1, res2, max_res;
|
|
int max_res_idx;
|
|
double slowc, slowc_save, prev_slowc_save, markowitz_c;
|
|
int y_decal;
|
|
int *index_vara, *index_equa;
|
|
int u_count, tbreak_g;
|
|
int iter;
|
|
double *direction;
|
|
int start_compare;
|
|
int restart;
|
|
bool error_not_printed;
|
|
double g_lambda1, g_lambda2, gp_0;
|
|
double lu_inc_tol;
|
|
};
|
|
|
|
#endif
|