488 lines
21 KiB
C++
488 lines
21 KiB
C++
/*
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* Copyright © 2004 Ondra Kamenik
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* Copyright © 2019 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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#include <chrono>
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#include <random>
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#include <string>
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#include <utility>
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#include <iostream>
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#include <iomanip>
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#include <vector>
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#include <memory>
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#include "korder.hh"
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#include "SylvException.hh"
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struct Rand
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{
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static std::mt19937 mtgen;
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static std::uniform_real_distribution<> dis;
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static void init(int n1, int n2, int n3, int n4, int n5);
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static double get(double m);
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static int get(int m);
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static bool discrete(double prob); // answers true with given probability
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};
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std::mt19937 Rand::mtgen;
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std::uniform_real_distribution<> Rand::dis;
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ConstTwoDMatrix
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make_matrix(int rows, int cols, const double *p)
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{
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return ConstTwoDMatrix{rows, cols, ConstVector{p, rows*cols}};
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}
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void
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Rand::init(int n1, int n2, int n3, int n4, int n5)
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{
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decltype(mtgen)::result_type seed = n1;
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seed = 256*seed+n2;
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seed = 256*seed+n3;
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seed = 256*seed+n4;
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seed = 256*seed+n5;
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mtgen.seed(seed);
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}
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double
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Rand::get(double m)
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{
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return 2*m*(dis(mtgen)-0.5);
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}
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int
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Rand::get(int m)
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{
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return static_cast<int>(get(0.9999*m));
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}
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bool
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Rand::discrete(double prob)
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{
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return dis(mtgen) < prob;
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}
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struct SparseGenerator
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{
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static std::unique_ptr<FSSparseTensor> makeTensor(int dim, int nv, int r,
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double fill, double m);
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static void fillContainer(TensorContainer<FSSparseTensor> &c,
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int maxdim, int nv, int r, double m);
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};
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std::unique_ptr<FSSparseTensor>
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SparseGenerator::makeTensor(int dim, int nv, int r,
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double fill, double m)
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{
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auto res = std::make_unique<FSSparseTensor>(dim, nv, r);
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FFSTensor dummy(0, nv, dim);
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for (Tensor::index fi = dummy.begin(); fi != dummy.end(); ++fi)
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for (int i = 0; i < r; i++)
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if (Rand::discrete(fill))
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{
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double x = Rand::get(m);
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res->insert(fi.getCoor(), i, x);
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}
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return res;
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}
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void
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SparseGenerator::fillContainer(TensorContainer<FSSparseTensor> &c,
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int maxdim, int nv, int r,
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double m)
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{
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Rand::init(maxdim, nv, r, static_cast<int>(5*m), 0);
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double fill = 0.5;
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for (int d = 1; d <= maxdim; d++)
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{
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c.insert(makeTensor(d, nv, r, fill, m));
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fill *= 0.3;
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}
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}
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const double vdata[] =
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{ // 3x3
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0.1307870268, 0.1241940078, 0.1356703123,
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0.1241940078, 0.1986920419, 0.2010160581,
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0.1356703123, 0.2010160581, 0.2160336975
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};
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const double gy_data[] =
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{ // 8x4
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0.3985178619, -0.5688233582, 0.9572900437, -0.6606847776, 0.1453004017,
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0.3025310675, -0.8627437750, -0.6903410191, 0.4751910580, -0.7270018589,
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-0.0939612498, -0.1463831989, 0.6742110220, 0.6046671043, 0.5215893126,
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-1.0412969986, -0.3524898417, -1.0986703430, 0.8006531522, 0.8879776376,
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-0.1037608317, -0.5587378073, -0.1010366945, 0.9462411248, -0.2439199881,
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1.3420621236, -0.7820285935, 0.3205293447, 0.3606124791, 0.2975422208,
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-0.5452861965, 1.6320340279
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};
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const double gu_data[] =
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{ // just some numbers, no structure
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1.8415286914, -0.2638743845, 1.7690713274, 0.9668585956, 0.2303143646,
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-0.2229624279, -0.4381991822, 1.0082401405, -0.3186555860, -0.0624691529,
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-0.5189085756, 1.4269672156, 0.1163282969, 1.4020183445, -0.0952660426,
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0.2099097124, 0.6912400502, -0.5180935114, 0.5288316624, 0.2188053448,
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0.5715516767, 0.7813893410, -0.6385073106, 0.8335131513, 0.3605202168,
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-1.1167944865, -1.2263750934, 0.6113636081, 0.6964915482, -0.6451217688,
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0.4062810500, -2.0552251116, -1.6383406284, 0.0198915095, 0.0111014458,
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-1.2421792262, -1.0724161722, -0.4276904972, 0.1801494950, -2.0716473264
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};
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const double vdata2[] =
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{ // 10×10 positive definite
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0.79666, -0.15536, 0.05667, -0.21026, 0.20262, 0.28505, 0.60341, -0.09703, 0.32363, 0.13299,
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-0.15536, 0.64380, -0.01131, 0.00980, 0.03755, 0.43791, 0.21784, -0.31755, -0.55911, -0.29655,
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0.05667, -0.01131, 0.56165, -0.34357, -0.40584, 0.20990, 0.28348, 0.20398, -0.19856, 0.35820,
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-0.21026, 0.00980, -0.34357, 0.56147, 0.10972, -0.34146, -0.49906, -0.19685, 0.21088, -0.31560,
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0.20262, 0.03755, -0.40584, 0.10972, 0.72278, 0.02155, 0.04089, -0.19696, 0.03446, -0.12919,
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0.28505, 0.43791, 0.20990, -0.34146, 0.02155, 0.75867, 0.77699, -0.31125, -0.55141, -0.02155,
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0.60341, 0.21784, 0.28348, -0.49906, 0.04089, 0.77699, 1.34553, -0.18613, -0.25811, -0.19016,
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-0.09703, -0.31755, 0.20398, -0.19685, -0.19696, -0.31125, -0.18613, 0.59470, 0.08386, 0.41750,
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0.32363, -0.55911, -0.19856, 0.21088, 0.03446, -0.55141, -0.25811, 0.08386, 0.98917, -0.12992,
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0.13299, -0.29655, 0.35820, -0.31560, -0.12919, -0.02155, -0.19016, 0.41750, -0.12992, 0.89608
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};
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const double gy_data2[] =
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{ // 600 items make gy 30×20, whose gy(6:25,:) has spectrum within unit
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0.39414, -0.29766, 0.08948, -0.19204, -0.00750, 0.21159, 0.05494, 0.06225, 0.01771, 0.21913,
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-0.01373, 0.20086, -0.06086, -0.10955, 0.14424, -0.08390, 0.03948, -0.14713, 0.11674, 0.05091,
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0.24039, 0.28307, -0.11835, 0.13030, 0.11682, -0.27444, -0.19311, -0.16654, 0.12867, 0.25116,
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-0.19781, 0.45242, -0.15862, 0.24428, -0.11966, 0.11483, -0.32279, 0.29727, 0.20934, -0.18190,
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-0.15080, -0.09477, -0.30551, -0.02672, -0.26919, 0.11165, -0.06390, 0.03449, -0.26622, 0.22197,
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0.45141, -0.41683, 0.09760, 0.31094, -0.01652, 0.05809, -0.04514, -0.05645, 0.00554, 0.47980,
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0.11726, 0.42459, -0.13136, -0.30902, -0.14648, 0.11455, 0.02947, -0.03835, -0.04044, 0.03559,
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-0.26575, -0.01783, 0.31243, -0.14412, -0.13218, -0.05080, 0.18576, 0.13840, -0.05560, 0.35530,
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-0.25573, -0.11560, 0.15187, -0.18431, 0.08193, -0.32278, 0.17560, -0.05529, -0.10020, -0.23088,
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-0.20979, -0.49245, 0.09915, -0.16909, -0.03443, 0.19497, 0.18473, 0.25662, 0.29605, -0.20531,
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-0.39244, -0.43369, 0.05588, 0.24823, -0.14236, -0.08311, 0.16371, -0.19975, 0.30605, -0.17087,
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-0.01270, 0.00123, -0.22426, -0.13810, 0.05079, 0.06971, 0.01922, -0.09952, -0.23177, -0.41962,
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-0.41991, 0.41430, -0.04247, -0.13706, -0.12048, -0.28906, -0.22813, -0.25057, -0.18579, -0.20642,
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-0.47976, 0.25490, -0.05138, -0.30794, 0.31651, 0.02034, 0.12954, -0.20110, 0.13336, -0.40775,
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-0.30195, -0.13704, 0.12396, 0.28152, 0.02986, 0.27669, 0.24623, 0.08635, -0.11956, -0.02949,
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0.37401, 0.20838, 0.24801, -0.26872, 0.11195, 0.00315, -0.19069, 0.12839, -0.23036, -0.48228,
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0.08434, -0.39872, -0.28896, -0.28754, 0.24668, 0.23285, 0.25437, 0.10456, -0.14124, 0.20483,
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-0.19117, -0.33836, -0.24875, 0.08207, -0.03930, 0.20364, 0.15384, -0.15270, 0.24372, -0.11199,
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-0.46591, 0.30319, 0.05745, 0.09084, 0.06058, 0.31884, 0.05071, -0.28899, -0.30793, -0.03566,
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0.02286, 0.28178, 0.00736, -0.31378, -0.18144, -0.22346, -0.27239, 0.31043, -0.26228, 0.22181,
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-0.15096, -0.36953, -0.06032, 0.21496, 0.29545, -0.13112, 0.16420, -0.07573, -0.43111, -0.43057,
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0.26716, -0.31209, -0.05866, -0.29101, -0.27437, -0.18727, 0.28732, -0.19014, 0.08837, 0.30405,
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0.06103, -0.35612, 0.00173, 0.25134, -0.08987, -0.22766, -0.03254, -0.18662, -0.08491, 0.49401,
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-0.12145, -0.02961, -0.03668, -0.30043, -0.08555, 0.01701, -0.12544, 0.10969, -0.48202, 0.07245,
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0.20673, 0.11408, 0.04343, -0.01815, -0.31594, -0.23632, -0.06258, -0.27474, 0.12180, 0.16613,
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-0.37931, 0.30219, 0.15765, 0.25489, 0.17529, -0.17020, -0.30060, 0.22058, -0.02450, -0.42143,
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0.49642, 0.46899, -0.28552, -0.22549, -0.01333, 0.21567, 0.22251, 0.21639, -0.19194, -0.19140,
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-0.24106, 0.10952, -0.11019, 0.29763, -0.02039, -0.25748, 0.23169, 0.01357, 0.09802, -0.19022,
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0.37604, -0.40777, 0.18131, -0.10258, 0.29573, -0.31773, 0.09069, -0.02198, -0.26594, 0.48302,
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-0.10041, 0.20210, -0.05609, -0.01169, -0.17339, 0.17862, -0.22502, 0.29009, -0.45160, 0.19771,
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0.27634, 0.31695, -0.09993, 0.17167, 0.12394, 0.28088, -0.12502, -0.16967, -0.06296, -0.17036,
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0.27320, 0.01595, 0.16955, 0.30146, -0.15173, -0.29807, 0.08178, -0.06811, 0.21655, 0.26348,
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0.06316, 0.45661, -0.29756, -0.05742, -0.14715, -0.03037, -0.16656, -0.08768, 0.38078, 0.40679,
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-0.32779, -0.09106, 0.16107, -0.07301, 0.07700, -0.22694, -0.15692, -0.02548, 0.38749, -0.12203,
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-0.02980, -0.22067, 0.00680, -0.23058, -0.29112, 0.23032, -0.16026, 0.23392, -0.09990, 0.03628,
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-0.42592, -0.33474, -0.09499, -0.17442, -0.20110, 0.24618, -0.06418, -0.06715, 0.40754, 0.29377,
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0.29543, -0.16832, -0.08468, 0.06491, -0.01410, 0.19988, 0.24950, 0.14626, -0.27851, 0.06079,
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0.48134, -0.13475, 0.25398, 0.11738, 0.23369, -0.00661, -0.16811, -0.04557, -0.12030, -0.39527,
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-0.35760, 0.01840, -0.15941, 0.03290, 0.09988, -0.08307, 0.06644, -0.24637, 0.34112, -0.08026,
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0.00951, 0.27656, 0.16247, 0.28217, 0.17198, -0.16389, -0.03835, -0.02675, -0.08032, -0.21045,
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-0.38946, 0.23207, 0.10987, -0.31674, -0.28653, -0.27430, -0.29109, -0.00648, 0.38431, -0.38478,
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-0.41195, -0.19364, -0.20977, -0.05524, 0.05558, -0.20109, 0.11803, -0.19884, 0.43318, -0.39255,
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0.26612, -0.21771, 0.12471, 0.12856, -0.15104, -0.11676, 0.17582, -0.25330, 0.00298, -0.31712,
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0.21532, -0.20319, 0.14507, -0.04588, -0.22995, -0.06470, 0.18849, -0.13444, 0.37107, 0.07387,
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-0.14008, 0.09896, 0.13727, -0.28417, -0.09461, -0.18703, 0.04080, 0.02343, -0.49988, 0.17993,
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0.23189, -0.30581, -0.18334, -0.09667, -0.27699, -0.05998, 0.09118, -0.32453, 0.46251, 0.41500,
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-0.45314, -0.00544, 0.08529, 0.29099, -0.00937, -0.31650, 0.26163, 0.14506, 0.37498, -0.16454,
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0.35215, 0.31642, -0.09161, -0.31452, -0.04792, -0.04677, -0.19523, 0.27998, 0.05491, 0.44461,
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-0.01258, -0.27887, 0.18361, -0.04539, -0.02977, 0.30821, 0.29454, -0.17932, 0.16193, 0.23934,
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0.47923, 0.25373, 0.23258, 0.31484, -0.17958, -0.01136, 0.17681, 0.12869, 0.03235, 0.43762,
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0.13734, -0.09433, -0.03735, 0.17949, 0.14122, -0.17814, 0.06359, 0.16044, 0.12249, -0.22314,
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0.40775, 0.05147, 0.12389, 0.04290, -0.01642, 0.00082, -0.18056, 0.02875, 0.32690, 0.17712,
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0.34001, -0.21581, -0.01086, -0.18180, 0.17480, -0.17774, -0.07503, 0.28438, -0.19747, 0.29595,
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-0.28002, -0.02073, -0.16522, -0.18234, -0.20565, 0.29620, 0.07502, 0.01429, -0.31418, 0.43693,
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-0.12212, 0.11178, -0.28503, 0.04683, 0.00072, 0.05566, 0.18857, 0.26101, -0.38891, -0.21216,
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-0.21850, -0.15147, -0.30749, -0.23762, 0.14984, 0.03535, -0.02862, -0.00105, -0.39907, -0.06909,
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-0.36094, 0.21717, 0.15930, -0.18924, 0.13741, 0.01039, 0.13613, 0.00659, 0.07676, -0.13711,
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0.24285, -0.07564, -0.28349, -0.15658, 0.03135, -0.30909, -0.22534, 0.17363, -0.19376, 0.26038,
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0.05546, -0.22607, 0.32420, -0.02552, -0.05400, 0.13388, 0.04643, -0.31535, -0.06181, 0.30237,
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-0.04680, -0.29441, 0.12231, 0.03960, -0.01188, 0.01406, 0.25402, 0.03315, 0.25026, -0.10922
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};
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const double gu_data2[] =
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{ // raw data 300 items
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0.26599, 0.41329, 0.31846, 0.92590, 0.43050, 0.17466, 0.02322, 0.72621, 0.37921, 0.70597,
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0.97098, 0.14023, 0.57619, 0.09938, 0.02281, 0.92341, 0.72654, 0.71000, 0.76687, 0.70182,
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0.88752, 0.49524, 0.42549, 0.42806, 0.57615, 0.76051, 0.15341, 0.47457, 0.60066, 0.40880,
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0.20668, 0.41949, 0.97620, 0.94318, 0.71491, 0.56402, 0.23553, 0.94387, 0.78567, 0.06362,
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0.85252, 0.86262, 0.25190, 0.03274, 0.93216, 0.37971, 0.08797, 0.14596, 0.73871, 0.06574,
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0.67447, 0.28575, 0.43911, 0.92133, 0.12327, 0.87762, 0.71060, 0.07141, 0.55443, 0.53310,
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0.91529, 0.25121, 0.07593, 0.94490, 0.28656, 0.82174, 0.68887, 0.67337, 0.99291, 0.03316,
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0.02849, 0.33891, 0.25594, 0.90071, 0.01248, 0.67871, 0.65953, 0.65369, 0.97574, 0.31578,
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0.23678, 0.39220, 0.06706, 0.80943, 0.57694, 0.08220, 0.18151, 0.19969, 0.37096, 0.37858,
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0.70153, 0.46816, 0.76511, 0.02520, 0.39387, 0.25527, 0.39050, 0.60141, 0.30322, 0.46195,
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0.12025, 0.33616, 0.04174, 0.00196, 0.68886, 0.74445, 0.15869, 0.18994, 0.95195, 0.62874,
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0.82874, 0.53369, 0.34383, 0.50752, 0.97023, 0.22695, 0.62407, 0.25840, 0.71279, 0.28785,
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0.31611, 0.20391, 0.19702, 0.40760, 0.85158, 0.68369, 0.63760, 0.09879, 0.11924, 0.32920,
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0.53052, 0.15900, 0.21229, 0.84080, 0.33933, 0.93651, 0.42705, 0.06199, 0.50092, 0.47192,
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0.57152, 0.01818, 0.31404, 0.50173, 0.87725, 0.50530, 0.10717, 0.04035, 0.32901, 0.33538,
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0.04780, 0.40984, 0.78216, 0.91288, 0.11314, 0.25248, 0.23823, 0.74001, 0.48089, 0.55531,
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0.82486, 0.01058, 0.05409, 0.44357, 0.52641, 0.68188, 0.94629, 0.61627, 0.33037, 0.11961,
|
||
0.57988, 0.19653, 0.91902, 0.59838, 0.52974, 0.28364, 0.45767, 0.65836, 0.63045, 0.76140,
|
||
0.27918, 0.27256, 0.46035, 0.77418, 0.92918, 0.14095, 0.89645, 0.25146, 0.21172, 0.47910,
|
||
0.95451, 0.34377, 0.29927, 0.79220, 0.97654, 0.67591, 0.44385, 0.38434, 0.44860, 0.28170,
|
||
0.90712, 0.20337, 0.00292, 0.55046, 0.62255, 0.45127, 0.80896, 0.43965, 0.59145, 0.23801,
|
||
0.33601, 0.30119, 0.89935, 0.40850, 0.98226, 0.75430, 0.68318, 0.65407, 0.68067, 0.32942,
|
||
0.11756, 0.27626, 0.83879, 0.72174, 0.75430, 0.13702, 0.03402, 0.58781, 0.07393, 0.23067,
|
||
0.92537, 0.29445, 0.43437, 0.47685, 0.54548, 0.66082, 0.23805, 0.60208, 0.94337, 0.21363,
|
||
0.72637, 0.57181, 0.77679, 0.63931, 0.72860, 0.38901, 0.94920, 0.04535, 0.12863, 0.40550,
|
||
0.90095, 0.21418, 0.13953, 0.99639, 0.02526, 0.70018, 0.21828, 0.20294, 0.20191, 0.30954,
|
||
0.39490, 0.68955, 0.11506, 0.15748, 0.40252, 0.91680, 0.61547, 0.78443, 0.19693, 0.67630,
|
||
0.56552, 0.58556, 0.53554, 0.53507, 0.09831, 0.21229, 0.83135, 0.26375, 0.89287, 0.97069,
|
||
0.70615, 0.42041, 0.43117, 0.21291, 0.26086, 0.26978, 0.77340, 0.43833, 0.46179, 0.54418,
|
||
0.67878, 0.42776, 0.61454, 0.55915, 0.36363, 0.31999, 0.42442, 0.86649, 0.62513, 0.02047
|
||
};
|
||
|
||
class TestRunnable
|
||
{
|
||
public:
|
||
const std::string name;
|
||
int dim; // dimension of the solved problem
|
||
int nvar; // number of variable of the solved problem
|
||
TestRunnable(std::string n, int d, int nv)
|
||
: name{std::move(n)}, dim(d), nvar(nv)
|
||
{
|
||
}
|
||
virtual ~TestRunnable() = default;
|
||
bool test() const;
|
||
virtual bool run() const = 0;
|
||
protected:
|
||
static double korder_unfold_fold(int maxdim, int unfold_dim,
|
||
int nstat, int npred, int nboth, int forw,
|
||
const TwoDMatrix &gy, const TwoDMatrix &gu,
|
||
const TwoDMatrix &v);
|
||
};
|
||
|
||
bool
|
||
TestRunnable::test() const
|
||
{
|
||
std::cout << "Running test <" << name << ">" << std::endl;
|
||
clock_t start = clock();
|
||
auto start_real = std::chrono::steady_clock::now();
|
||
bool passed = run();
|
||
clock_t end = clock();
|
||
auto end_real = std::chrono::steady_clock::now();
|
||
std::chrono::duration<double> duration = end_real - start_real;
|
||
std::cout << "CPU time " << std::setprecision(4) << std::setw(8)
|
||
<< static_cast<double>(end-start)/CLOCKS_PER_SEC << " (CPU seconds)\n"
|
||
<< "Real time " << std::setw(8) << duration.count() << " (seconds).....................";
|
||
if (passed)
|
||
std::cout << "passed\n\n";
|
||
else
|
||
std::cout << "FAILED\n\n";
|
||
return passed;
|
||
}
|
||
|
||
double
|
||
TestRunnable::korder_unfold_fold(int maxdim, int unfold_dim,
|
||
int nstat, int npred, int nboth, int nforw,
|
||
const TwoDMatrix &gy, const TwoDMatrix &gu,
|
||
const TwoDMatrix &v)
|
||
{
|
||
TensorContainer<FSSparseTensor> c(1);
|
||
int ny = nstat+npred+nboth+nforw;
|
||
int nu = v.nrows();
|
||
int nz = nboth+nforw+ny+nboth+npred+nu;
|
||
SparseGenerator::fillContainer(c, maxdim, nz, ny, 5.0);
|
||
for (int d = 1; d <= maxdim; d++)
|
||
std::cout << "\ttensor fill for dim=" << d << " is: "
|
||
<< std::setprecision(2) << std::setw(6) << std::fixed
|
||
<< c.get(Symmetry{d}).getFillFactor()*100.0 << " %\n"
|
||
<< std::defaultfloat;
|
||
Journal jr("out.txt");
|
||
KOrder kord(nstat, npred, nboth, nforw, c, gy, gu, v, jr);
|
||
// Perform unfolded steps until unfold_dim
|
||
double maxerror = 0.0;
|
||
for (int d = 2; d <= unfold_dim; d++)
|
||
{
|
||
clock_t pertime = clock();
|
||
kord.performStep<Storage::unfold>(d);
|
||
pertime = clock()-pertime;
|
||
std::cout << "\ttime for unfolded step dim=" << d << ": " << std::setprecision(4)
|
||
<< static_cast<double>(pertime)/CLOCKS_PER_SEC << std::endl;
|
||
clock_t checktime = clock();
|
||
double err = kord.check<Storage::unfold>(d);
|
||
checktime = clock()-checktime;
|
||
std::cout << "\ttime for step check dim=" << d << ": " << std::setprecision(4)
|
||
<< static_cast<double>(checktime)/CLOCKS_PER_SEC << '\n'
|
||
<< "\tmax error in step dim=" << d << ": " << std::setprecision(6) << err
|
||
<< std::endl;
|
||
maxerror = std::max(err, maxerror);
|
||
}
|
||
// Perform folded steps until maxdim
|
||
if (unfold_dim < maxdim)
|
||
{
|
||
clock_t swtime = clock();
|
||
kord.switchToFolded();
|
||
swtime = clock()-swtime;
|
||
std::cout << "\ttime for switching dim=" << unfold_dim << ": " << std::setprecision(4)
|
||
<< static_cast<double>(swtime)/CLOCKS_PER_SEC << std::endl;
|
||
|
||
for (int d = unfold_dim+1; d <= maxdim; d++)
|
||
{
|
||
clock_t pertime = clock();
|
||
kord.performStep<Storage::fold>(d);
|
||
pertime = clock()-pertime;
|
||
std::cout << "\ttime for folded step dim=" << d << ": " << std::setprecision(4)
|
||
<< static_cast<double>(pertime)/CLOCKS_PER_SEC << std::endl;
|
||
clock_t checktime = clock();
|
||
double err = kord.check<Storage::fold>(d);
|
||
checktime = clock()-checktime;
|
||
std::cout << "\ttime for step check dim=" << d << ": " << std::setprecision(4)
|
||
<< static_cast<double>(checktime)/CLOCKS_PER_SEC << '\n'
|
||
<< "\tmax error in step dim=" << d << ": " << std::setprecision(6) << err
|
||
<< std::endl;
|
||
maxerror = std::max(err, maxerror);
|
||
}
|
||
}
|
||
return maxerror;
|
||
}
|
||
|
||
class UnfoldKOrderSmall : public TestRunnable
|
||
{
|
||
public:
|
||
UnfoldKOrderSmall()
|
||
: TestRunnable("unfold-3 fold-4 korder (stat=2,pred=3,both=1,forw=2,u=3,dim=4)",
|
||
4, 18)
|
||
{
|
||
}
|
||
|
||
bool
|
||
run() const override
|
||
{
|
||
TwoDMatrix gy{make_matrix(8, 4, gy_data)};
|
||
TwoDMatrix gu{make_matrix(8, 3, gu_data)};
|
||
TwoDMatrix v{make_matrix(3, 3, vdata)};
|
||
double err = korder_unfold_fold(4, 3, 2, 3, 1, 2,
|
||
gy, gu, v);
|
||
|
||
return err < 5e-7;
|
||
}
|
||
};
|
||
|
||
// Same dimension as Smets & Wouters
|
||
class UnfoldKOrderSW : public TestRunnable
|
||
{
|
||
public:
|
||
UnfoldKOrderSW()
|
||
: TestRunnable("unfold S&W korder (stat=5,pred=12,both=8,forw=5,u=10,dim=4)",
|
||
4, 73)
|
||
{
|
||
}
|
||
|
||
bool
|
||
run() const override
|
||
{
|
||
TwoDMatrix gy{make_matrix(30, 20, gy_data2)};
|
||
TwoDMatrix gu{make_matrix(30, 10, gu_data2)};
|
||
TwoDMatrix v{make_matrix(10, 10, vdata2)};
|
||
v.mult(0.001);
|
||
gu.mult(.01);
|
||
double err = korder_unfold_fold(4, 4, 5, 12, 8, 5,
|
||
gy, gu, v);
|
||
|
||
return err < 0.5;
|
||
}
|
||
};
|
||
|
||
class UnfoldFoldKOrderSW : public TestRunnable
|
||
{
|
||
public:
|
||
UnfoldFoldKOrderSW()
|
||
: TestRunnable("unfold-2 fold-3 S&W korder (stat=5,pred=12,both=8,forw=5,u=10,dim=3)",
|
||
4, 73)
|
||
{
|
||
}
|
||
|
||
bool
|
||
run() const override
|
||
{
|
||
TwoDMatrix gy{make_matrix(30, 20, gy_data2)};
|
||
TwoDMatrix gu{make_matrix(30, 10, gu_data2)};
|
||
TwoDMatrix v{make_matrix(10, 10, vdata2)};
|
||
v.mult(0.001);
|
||
gu.mult(.01);
|
||
double err = korder_unfold_fold(4, 3, 5, 12, 8, 5,
|
||
gy, gu, v);
|
||
|
||
return err < 0.5;
|
||
}
|
||
};
|
||
|
||
int
|
||
main()
|
||
{
|
||
std::vector<std::unique_ptr<TestRunnable>> all_tests;
|
||
// Fill in vector of all tests
|
||
all_tests.push_back(std::make_unique<UnfoldKOrderSmall>());
|
||
all_tests.push_back(std::make_unique<UnfoldKOrderSW>());
|
||
all_tests.push_back(std::make_unique<UnfoldFoldKOrderSW>());
|
||
|
||
// Find maximum dimension and maximum nvar
|
||
int dmax = 0;
|
||
int nvmax = 0;
|
||
for (const auto &test : all_tests)
|
||
{
|
||
if (dmax < test->dim)
|
||
dmax = test->dim;
|
||
if (nvmax < test->nvar)
|
||
nvmax = test->nvar;
|
||
}
|
||
TLStatic::init(dmax, nvmax); // initialize library
|
||
|
||
// Launch the tests
|
||
int success = 0;
|
||
for (const auto &test : all_tests)
|
||
{
|
||
try
|
||
{
|
||
if (test->test())
|
||
success++;
|
||
}
|
||
catch (const TLException &e)
|
||
{
|
||
std::cout << "Caught TL exception in <" << test->name << ">:" << std::endl;
|
||
e.print();
|
||
}
|
||
catch (SylvException &e)
|
||
{
|
||
std::cout << "Caught Sylv exception in <" << test->name << ">:" << std::endl;
|
||
e.printMessage();
|
||
}
|
||
}
|
||
|
||
int nfailed = all_tests.size() - success;
|
||
std::cout << "There were " << nfailed << " tests that failed out of "
|
||
<< all_tests.size() << " tests run." << std::endl;
|
||
|
||
if (nfailed)
|
||
return EXIT_FAILURE;
|
||
else
|
||
return EXIT_SUCCESS;
|
||
}
|