262 lines
12 KiB
C++
262 lines
12 KiB
C++
/*
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* Copyright (C) 2007-2017 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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*/
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#ifndef SPARSEMATRIX_HH_INCLUDED
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#define SPARSEMATRIX_HH_INCLUDED
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#define PRINTF_ printf
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#include <stack>
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#include <cmath>
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#include <map>
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#include <ctime>
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#include "dynblas.h"
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#if !(defined _MSC_VER)
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# include "dynumfpack.h"
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#endif
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#ifdef CUDA
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# include "cuda.h"
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# include "cuda_runtime_api.h"
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# include "cublas_v2.h"
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# include "cusparse_v2.h"
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#endif
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#include "Mem_Mngr.hh"
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#include "ErrorHandling.hh"
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//#include "Interpreter.hh"
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#include "Evaluate.hh"
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#define cudaChk(x, y) \
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{ \
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cudaError_t cuda_error = x; \
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if (cuda_error != cudaSuccess) \
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{ \
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ostringstream tmp; \
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tmp << y; \
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throw FatalExceptionHandling(tmp.str()); \
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} \
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};
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#define cusparseChk(x, y) \
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{ \
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cusparseStatus_t cusparse_status = x; \
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if (cusparse_status != CUSPARSE_STATUS_SUCCESS) \
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{ \
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ostringstream tmp; \
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tmp << y; \
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throw FatalExceptionHandling(tmp.str()); \
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} \
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};
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#define cublasChk(x, y) \
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{ \
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cublasStatus_t cublas_status = x; \
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if (cublas_status != CUBLAS_STATUS_SUCCESS) \
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{ \
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ostringstream tmp; \
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tmp << y; \
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throw FatalExceptionHandling(tmp.str()); \
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} \
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};
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#define NEW_ALLOC
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#define MARKOVITZ
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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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const int IFLD = 0;
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const int IFDIV = 1;
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const int IFLESS = 2;
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const int IFSUB = 3;
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const int IFLDZ = 4;
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const int IFMUL = 5;
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const int IFSTP = 6;
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const int IFADD = 7;
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const double eps = 1e-15;
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const double very_big = 1e24;
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const int alt_symbolic_count_max = 1;
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const double mem_increasing_factor = 1.1;
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class dynSparseMatrix : public Evaluate
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{
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public:
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#if (defined _MSC_VER)
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typedef int64_t SuiteSparse_long;
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#endif
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dynSparseMatrix();
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dynSparseMatrix(const int y_size_arg, const int y_kmin_arg, const int y_kmax_arg, const bool print_it_arg, const bool steady_state_arg, const int periods_arg, const int minimal_solving_periods_arg, const double slowc_arg
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#ifdef CUDA
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, const int CUDA_device_arg, cublasHandle_t cublas_handle_arg, cusparseHandle_t cusparse_handle_arg, cusparseMatDescr_t descr_arg
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#endif
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);
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void Simulate_Newton_Two_Boundaries(int blck, int y_size, int y_kmin, int y_kmax, int Size, int periods, bool cvg, int minimal_solving_periods, int stack_solve_algo, unsigned int endo_name_length, char *P_endo_names, 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(double **u, int u_count_int, int max_lag_plus_max_lead_plus_1);
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void Read_SparseMatrix(string file_name, const int Size, int periods, int y_kmin, int y_kmax, bool two_boundaries, int stack_solve_algo, int solve_algo);
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void Close_SaveCode();
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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);
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void Singular_display(int block, int Size);
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void End_Solver();
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double g0, gp0, glambda2;
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int try_at_iteration;
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int find_exo_num(vector<s_plan> sconstrained_extended_path, int value);
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int find_int_date(vector<pair<int, double> > per_value, int value);
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private:
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void Init_GE(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int>, int>, int> &IM);
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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);
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void Init_UMFPACK_Sparse(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int>, int>, int> &IM, SuiteSparse_long **Ap, SuiteSparse_long **Ai, double **Ax, double **b, mxArray *x0_m, vector_table_conditional_local_type vector_table_conditional_local, int block_num);
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#ifdef CUDA
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void Init_CUDA_Sparse(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int>, int>, int> &IM, int **Ap, int **Ai, double **Ax, int **Ap_tild, int **Ai_tild, double **A_tild, double **b, double **x0, mxArray *x0_m, int *nnz, int *nnz_tild, int preconditioner);
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#endif
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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);
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void Init_UMFPACK_Sparse_Simple(int Size, map<pair<pair<int, int>, int>, int> &IM, SuiteSparse_long **Ap, SuiteSparse_long **Ai, double **Ax, double **b, bool &zero_solution, mxArray *x0_m);
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void Init_CUDA_Sparse_Simple(int Size, map<pair<pair<int, int>, int>, int> &IM, SuiteSparse_long **Ap, SuiteSparse_long **Ai, double **Ax, double **b, double **x0, bool &zero_solution, mxArray *x0_m);
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void Simple_Init(int Size, std::map<std::pair<std::pair<int, int>, int>, int> &IM, bool &zero_solution);
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void End_GE(int Size);
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bool mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc);
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bool golden(double ax, double bx, double cx, double tol, double solve_tolf, double *xmin);
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void Solve_ByteCode_Symbolic_Sparse_GaussianElimination(int Size, bool symbolic, int Block_number);
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bool Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, int it_);
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void Solve_Matlab_Relaxation(mxArray *A_m, mxArray *b_m, unsigned int Size, double slowc_l, bool is_two_boundaries, int it_);
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void Solve_Matlab_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_);
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void Print_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, int n);
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void Printfull_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n);
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void PrintM(int n, double *Ax, mwIndex *Ap, mwIndex *Ai);
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void Solve_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_);
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void Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_, vector_table_conditional_local_type vector_table_conditional_local);
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void Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_);
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void End_Matlab_LU_UMFPack();
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#ifdef CUDA
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void Solve_CUDA_BiCGStab_Free(double *tmp_vect_host, double *p, double *r, double *v, double *s, double *t, double *y_, double *z, double *tmp_,
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int *Ai, double *Ax, int *Ap, double *x0, double *b, double *A_tild, int *A_tild_i, int *A_tild_p,
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cusparseSolveAnalysisInfo_t infoL, cusparseSolveAnalysisInfo_t infoU,
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cusparseMatDescr_t descrL, cusparseMatDescr_t descrU, int preconditioner);
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int Solve_CUDA_BiCGStab(int *Ap, int *Ai, double *Ax, int *Ap_tild, int *Ai_tild, double *A_tild, double *b, double *x0, int n, int Size, double slowc_l, bool is_two_boundaries, int it_, int nnz, int nnz_tild, int preconditioner, int max_iterations, int block);
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#endif
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void Solve_Matlab_GMRES(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, mxArray *x0_m);
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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, int precond);
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void Check_and_Correct_Previous_Iteration(int block_num, int y_size, int size, double crit_opt_old);
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bool Simulate_One_Boundary(int blck, int y_size, int y_kmin, int y_kmax, int Size, bool cvg);
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bool solve_linear(const int block_num, const int y_size, const int y_kmin, const int y_kmax, const int size, const int iter);
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void solve_non_linear(const int block_num, const int y_size, const int y_kmin, const int y_kmax, const int size);
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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, int periods, long int nop4, int Size
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#ifdef PROFILER
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, long int *ndiv, long int *nsub
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#endif
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);
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void Grad_f_product(int n, mxArray *b_m, double *vectr, mxArray *A_m, SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b);
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void Insert(const int r, const int c, const int u_index, const int lag_index);
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void Delete(const int r, const int c);
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int At_Row(int r, NonZeroElem **first);
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int At_Pos(int r, int c, NonZeroElem **first);
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int At_Col(int c, NonZeroElem **first);
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int At_Col(int c, int lag, NonZeroElem **first);
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int NRow(int r);
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int NCol(int c);
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int Union_Row(int row1, int row2);
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void Print(int Size, int *b);
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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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void Print_u();
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void *Symbolic, *Numeric;
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void CheckIt(int y_size, int y_kmin, int y_kmax, int Size, int periods);
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void Check_the_Solution(int periods, int y_kmin, int y_kmax, int Size, double *u, int *pivot, int *b);
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int complete(int beg_t, int Size, int periods, int *b);
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void bksub(int tbreak, int last_period, int Size, double slowc_l
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#ifdef PROFILER
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, long int *nmul
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#endif
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);
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void simple_bksub(int it_, int Size, double slowc_l);
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mxArray *Sparse_transpose(mxArray *A_m);
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mxArray *Sparse_mult_SAT_SB(mxArray *A_m, mxArray *B_m);
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mxArray *Sparse_mult_SAT_B(mxArray *A_m, mxArray *B_m);
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mxArray *mult_SAT_B(mxArray *A_m, mxArray *B_m);
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mxArray *Sparse_substract_SA_SB(mxArray *A_m, mxArray *B_m);
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mxArray *Sparse_substract_A_SB(mxArray *A_m, mxArray *B_m);
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mxArray *substract_A_B(mxArray *A_m, mxArray *B_m);
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#ifdef CUDA
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int CUDA_device;
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cublasHandle_t cublas_handle;
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cusparseHandle_t cusparse_handle;
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cusparseMatDescr_t CUDA_descr;
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#endif
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protected:
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stack<double> Stack;
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int nb_prologue_table_u, nb_first_table_u, nb_middle_table_u, nb_last_table_u;
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int nb_prologue_table_y, nb_first_table_y, nb_middle_table_y, nb_last_table_y;
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int middle_count_loop;
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//char type;
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fstream SaveCode;
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string filename;
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int max_u, min_u;
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clock_t time00;
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Mem_Mngr mem_mngr;
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vector<int> u_liste;
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map<pair<int, int>, NonZeroElem *> Mapped_Array;
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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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int *g_save_op;
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int first_count_loop;
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int g_nop_all;
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double markowitz_c_s;
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double res1a;
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long int nop_all, nop1, nop2;
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map<pair<pair<int, int>, int>, int> IM_i;
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protected:
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vector<double> residual;
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int u_count_alloc, u_count_alloc_save;
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vector<double *> jac;
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double *jcb;
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double slowc_save, prev_slowc_save, markowitz_c;
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int y_decal;
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int *index_equa;
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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 g_lambda1, g_lambda2, gp_0;
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double lu_inc_tol;
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//private:
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SuiteSparse_long *Ap_save, *Ai_save;
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double *Ax_save, *b_save;
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mxArray *A_m_save, *b_m_save;
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};
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#endif
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