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dynare/mex/sources/bytecode/Interpreter.cc

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/*
* Copyright © 2007-2024 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 <https://www.gnu.org/licenses/>.
*/
#include <algorithm>
#include <array>
#include <cassert>
#include <cfenv>
#include <chrono>
#include <filesystem>
#include <limits>
#include <numeric>
#include <sstream>
#include <type_traits>
#include "Interpreter.hh"
Interpreter::Interpreter(Evaluate& evaluator_arg, double* params_arg, double* y_arg, double* ya_arg,
double* x_arg, double* steady_y_arg, double* direction_arg, int y_size_arg,
int nb_row_x_arg, int periods_arg, int y_kmin_arg, int y_kmax_arg,
int maxit_arg_, double solve_tolf_arg, double markowitz_c_arg,
int minimal_solving_periods_arg, int stack_solve_algo_arg,
int solve_algo_arg, bool print_arg,
const mxArray* GlobalTemporaryTerms_arg, bool steady_state_arg,
bool block_decomposed_arg, int col_x_arg, int col_y_arg,
const BasicSymbolTable& symbol_table_arg, int verbosity_arg) :
symbol_table {symbol_table_arg},
steady_state {steady_state_arg},
block_decomposed {block_decomposed_arg},
evaluator {evaluator_arg},
minimal_solving_periods {minimal_solving_periods_arg},
y_size {y_size_arg},
y_kmin {y_kmin_arg},
y_kmax {y_kmax_arg},
periods {periods_arg},
verbosity {verbosity_arg}
{
pivotva = nullptr;
mem_mngr.init_Mem();
symbolic = true;
alt_symbolic = false;
alt_symbolic_count = 0;
res1a = 9.0e60;
tbreak_g = 0;
start_compare = 0;
restart = 0;
IM_i.clear();
lu_inc_tol = 1e-10;
Symbolic = nullptr;
Numeric = nullptr;
params = params_arg;
y = y_arg;
ya = ya_arg;
x = x_arg;
steady_y = steady_y_arg;
direction = direction_arg;
nb_row_x = nb_row_x_arg;
periods = periods_arg;
maxit_ = maxit_arg_;
solve_tolf = solve_tolf_arg;
slowc = 1;
slowc_save = 1;
markowitz_c = markowitz_c_arg;
minimal_solving_periods = minimal_solving_periods_arg;
stack_solve_algo = stack_solve_algo_arg;
solve_algo = solve_algo_arg;
print = print_arg;
col_x = col_x_arg;
col_y = col_y_arg;
int ntt {evaluator.getNumberOfTemporaryTerms()};
if (GlobalTemporaryTerms_arg)
{
if (steady_state)
assert(ntt == static_cast<int>(mxGetNumberOfElements(GlobalTemporaryTerms_arg)));
else
assert(periods * ntt == static_cast<int>(mxGetNumberOfElements(GlobalTemporaryTerms_arg)));
GlobalTemporaryTerms = mxDuplicateArray(GlobalTemporaryTerms_arg);
}
else
{
if (steady_state)
GlobalTemporaryTerms = mxCreateDoubleMatrix(ntt, 1, mxREAL);
else
GlobalTemporaryTerms = mxCreateDoubleMatrix(periods, ntt, mxREAL);
}
T = mxGetPr(GlobalTemporaryTerms);
}
void
Interpreter::evaluate_over_periods(bool forward)
{
if (steady_state)
compute_block_time(0, false, false);
else
{
if (forward)
{
for (it_ = y_kmin; it_ < periods + y_kmin; it_++)
compute_block_time(0, false, false);
it_ = periods + y_kmin - 1; // Do not leave it_ in inconsistent state
}
else
{
for (it_ = periods + y_kmin - 1; it_ >= y_kmin; it_--)
compute_block_time(0, false, false);
it_ = y_kmin; // Do not leave it_ in inconsistent state (see #1727)
}
}
}
void
Interpreter::solve_simple_one_periods()
{
bool cvg = false;
int iter = 0;
double ya;
double slowc = 1;
res1 = 0;
while (!(cvg || iter >= maxit_))
{
Per_y_ = it_ * y_size;
ya = y[Block_Contain[0].Variable + Per_y_];
compute_block_time(0, false, false);
if (!isfinite(res1))
{
res1 = std::numeric_limits<double>::quiet_NaN();
while ((isinf(res1) || isnan(res1)) && (slowc > 1e-9))
{
compute_block_time(0, false, false);
if (!isfinite(res1))
{
slowc /= 1.5;
if (verbosity >= 2)
mexPrintf("Reducing the path length in Newton step slowc=%f\n", slowc);
feclearexcept(FE_ALL_EXCEPT);
y[Block_Contain[0].Variable + Per_y_] = ya - slowc * (r[0] / g1[0]);
if (fetestexcept(FE_DIVBYZERO | FE_INVALID | FE_OVERFLOW))
{
res1 = numeric_limits<double>::quiet_NaN();
if (verbosity >= 1)
mexPrintf(" Singularity in block %d", block_num + 1);
}
}
}
}
double rr;
rr = r[0];
cvg = (fabs(rr) < solve_tolf);
if (cvg)
continue;
feclearexcept(FE_ALL_EXCEPT);
y[Block_Contain[0].Variable + Per_y_] += -slowc * (rr / g1[0]);
if (fetestexcept(FE_DIVBYZERO | FE_INVALID | FE_OVERFLOW))
{
res1 = numeric_limits<double>::quiet_NaN();
if (verbosity >= 1)
mexPrintf(" Singularity in block %d", block_num + 1);
}
iter++;
}
if (!cvg)
throw FatalException {"In Solve Forward simple, convergence not achieved in block "
+ to_string(block_num + 1) + ", after " + to_string(iter)
+ " iterations"};
}
void
Interpreter::solve_simple_over_periods(bool forward)
{
g1 = static_cast<double*>(mxMalloc(sizeof(double)));
test_mxMalloc(g1, __LINE__, __FILE__, __func__, sizeof(double));
r = static_cast<double*>(mxMalloc(sizeof(double)));
test_mxMalloc(r, __LINE__, __FILE__, __func__, sizeof(double));
if (steady_state)
{
it_ = 0;
solve_simple_one_periods();
}
else
{
if (forward)
{
for (it_ = y_kmin; it_ < periods + y_kmin; it_++)
solve_simple_one_periods();
it_ = periods + y_kmin - 1; // Do not leave it_ in inconsistent state
}
else
{
for (it_ = periods + y_kmin - 1; it_ >= y_kmin; it_--)
solve_simple_one_periods();
it_ = y_kmin; // Do not leave it_ in inconsistent state (see #1727)
}
}
mxFree(g1);
mxFree(r);
}
void
Interpreter::compute_complete_2b()
{
res1 = 0;
res2 = 0;
max_res = 0;
for (it_ = y_kmin; it_ < periods + y_kmin; it_++)
{
Per_u_ = (it_ - y_kmin) * u_count_int;
Per_y_ = it_ * y_size;
int shift = (it_ - y_kmin) * size;
compute_block_time(Per_u_, false, false);
if (!(isnan(res1) || isinf(res1)))
for (int i = 0; i < size; i++)
{
double rr;
rr = r[i];
res[i + shift] = rr;
if (max_res < fabs(rr))
{
max_res = fabs(rr);
max_res_idx = i;
}
res2 += rr * rr;
res1 += fabs(rr);
}
else
return;
}
it_ = periods + y_kmin - 1; // Do not leave it_ in inconsistent state
}
void
Interpreter::evaluate_a_block(bool initialization, bool single_block, const string& bin_base_name)
{
switch (type)
{
case BlockSimulationType::evaluateForward:
if (steady_state)
{
compute_block_time(0, true, false);
if (single_block)
for (int j = 0; j < size; j++)
residual[j] = y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
else
for (int j = 0; j < size; j++)
residual[Block_Contain[j].Equation]
= y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
}
else
{
for (it_ = y_kmin; it_ < periods + y_kmin; it_++)
{
Per_y_ = it_ * y_size;
compute_block_time(0, true, false);
if (single_block)
for (int j = 0; j < size; j++)
residual[(it_ - y_kmin) * size + j]
= y[it_ * y_size + Block_Contain[j].Variable]
- ya[it_ * y_size + Block_Contain[j].Variable];
else
for (int j = 0; j < size; j++)
residual[(it_ - y_kmin) * y_size + Block_Contain[j].Equation]
= y[it_ * y_size + Block_Contain[j].Variable]
- ya[it_ * y_size + Block_Contain[j].Variable];
}
}
break;
case BlockSimulationType::solveForwardSimple:
g1 = static_cast<double*>(mxMalloc(size * size * sizeof(double)));
test_mxMalloc(g1, __LINE__, __FILE__, __func__, size * size * sizeof(double));
r = static_cast<double*>(mxMalloc(size * sizeof(double)));
test_mxMalloc(r, __LINE__, __FILE__, __func__, size * sizeof(double));
if (steady_state)
{
compute_block_time(0, true, false);
if (!single_block)
for (int j = 0; j < size; j++)
residual[Block_Contain[j].Equation] = r[j];
else
for (int j = 0; j < size; j++)
residual[j] = r[j];
}
else
{
for (it_ = y_kmin; it_ < periods + y_kmin; it_++)
{
Per_y_ = it_ * y_size;
compute_block_time(0, true, false);
if (!single_block)
for (int j = 0; j < size; j++)
residual[(it_ - y_kmin) * y_size + Block_Contain[j].Equation] = r[j];
else
for (int j = 0; j < size; j++)
residual[(it_ - y_kmin) * size + j] = r[j];
}
}
mxFree(g1);
mxFree(r);
break;
case BlockSimulationType::solveForwardComplete:
if (initialization)
{
fixe_u();
Read_SparseMatrix(bin_base_name, false);
}
#ifdef DEBUG
mexPrintf("in SOLVE FORWARD COMPLETE r = mxMalloc(%d*sizeof(double))\n", size);
#endif
r = static_cast<double*>(mxMalloc(size * sizeof(double)));
test_mxMalloc(r, __LINE__, __FILE__, __func__, size * sizeof(double));
if (steady_state)
{
compute_block_time(0, true, false);
if (!single_block)
for (int j = 0; j < size; j++)
residual[Block_Contain[j].Equation] = r[j];
else
for (int j = 0; j < size; j++)
residual[j] = r[j];
}
else
{
for (it_ = y_kmin; it_ < periods + y_kmin; it_++)
{
Per_y_ = it_ * y_size;
compute_block_time(0, true, false);
if (!single_block)
for (int j = 0; j < size; j++)
residual[(it_ - y_kmin) * y_size + Block_Contain[j].Equation] = r[j];
else
for (int j = 0; j < size; j++)
residual[(it_ - y_kmin) * size + j] = r[j];
}
}
mxFree(r);
break;
case BlockSimulationType::evaluateBackward:
if (steady_state)
{
compute_block_time(0, true, false);
if (single_block)
for (int j = 0; j < size; j++)
residual[j] = y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
else
for (int j = 0; j < size; j++)
residual[Block_Contain[j].Equation]
= y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
}
else
{
for (it_ = periods + y_kmin - 1; it_ >= y_kmin; it_--)
{
Per_y_ = it_ * y_size;
compute_block_time(0, true, false);
if (single_block)
for (int j = 0; j < size; j++)
residual[(it_ - y_kmin) * size + j]
= y[it_ * y_size + Block_Contain[j].Variable]
- ya[it_ * y_size + Block_Contain[j].Variable];
else
for (int j = 0; j < size; j++)
residual[(it_ - y_kmin) * y_size + Block_Contain[j].Equation]
= y[it_ * y_size + Block_Contain[j].Variable]
- ya[it_ * y_size + Block_Contain[j].Variable];
}
}
break;
case BlockSimulationType::solveBackwardSimple:
g1 = static_cast<double*>(mxMalloc(size * size * sizeof(double)));
test_mxMalloc(g1, __LINE__, __FILE__, __func__, size * size * sizeof(double));
r = static_cast<double*>(mxMalloc(size * sizeof(double)));
test_mxMalloc(r, __LINE__, __FILE__, __func__, size * sizeof(double));
if (steady_state)
{
compute_block_time(0, true, false);
if (!single_block)
for (int j = 0; j < size; j++)
residual[Block_Contain[j].Equation] = r[j];
else
for (int j = 0; j < size; j++)
residual[j] = r[j];
}
else
{
for (it_ = periods + y_kmin - 1; it_ >= y_kmin; it_--)
{
Per_y_ = it_ * y_size;
compute_block_time(0, true, false);
if (!single_block)
for (int j = 0; j < size; j++)
residual[(it_ - y_kmin) * y_size + Block_Contain[j].Equation] = r[j];
else
for (int j = 0; j < size; j++)
residual[(it_ - y_kmin) * size + j] = r[j];
}
}
mxFree(g1);
mxFree(r);
break;
case BlockSimulationType::solveBackwardComplete:
if (initialization)
{
fixe_u();
Read_SparseMatrix(bin_base_name, false);
}
r = static_cast<double*>(mxMalloc(size * sizeof(double)));
test_mxMalloc(r, __LINE__, __FILE__, __func__, size * sizeof(double));
if (steady_state)
{
compute_block_time(0, true, false);
if (!single_block)
for (int j = 0; j < size; j++)
residual[Block_Contain[j].Equation] = r[j];
else
for (int j = 0; j < size; j++)
residual[j] = r[j];
}
else
{
for (it_ = periods + y_kmin - 1; it_ >= y_kmin; it_--)
{
Per_y_ = it_ * y_size;
compute_block_time(0, true, false);
if (!single_block)
for (int j = 0; j < size; j++)
residual[(it_ - y_kmin) * y_size + Block_Contain[j].Equation] = r[j];
else
for (int j = 0; j < size; j++)
residual[(it_ - y_kmin) * size + j] = r[j];
}
}
mxFree(r);
break;
case BlockSimulationType::solveTwoBoundariesSimple:
case BlockSimulationType::solveTwoBoundariesComplete:
if (initialization)
{
fixe_u();
Read_SparseMatrix(bin_base_name, true);
}
u_count = u_count_int * (periods + y_kmax + y_kmin);
r = static_cast<double*>(mxMalloc(size * sizeof(double)));
test_mxMalloc(r, __LINE__, __FILE__, __func__, size * sizeof(double));
for (it_ = y_kmin; it_ < periods + y_kmin; it_++)
{
Per_u_ = (it_ - y_kmin) * u_count_int;
Per_y_ = it_ * y_size;
compute_block_time(Per_u_, true, false);
if (!single_block)
for (int j = 0; j < size; j++)
residual[(it_ - y_kmin) * y_size + Block_Contain[j].Equation] = r[j];
else
for (int j = 0; j < size; j++)
residual[(it_ - y_kmin) * size + j] = r[j];
}
mxFree(r);
break;
}
}
int
Interpreter::simulate_a_block(
const vector_table_conditional_local_type& vector_table_conditional_local, bool single_block,
const string& bin_base_name)
{
max_res = 0;
max_res_idx = 0;
bool cvg;
double* y_save;
#ifdef DEBUG
mexPrintf("simulate_a_block type = %d, periods=%d, y_kmin=%d, y_kmax=%d\n", type, periods, y_kmin,
y_kmax);
mexEvalString("drawnow;");
#endif
switch (type)
{
case BlockSimulationType::evaluateForward:
#ifdef DEBUG
mexPrintf("EVALUATE FORWARD\n");
mexEvalString("drawnow;");
#endif
evaluate_over_periods(true);
break;
case BlockSimulationType::evaluateBackward:
#ifdef DEBUG
mexPrintf("EVALUATE BACKWARD\n");
mexEvalString("drawnow;");
#endif
evaluate_over_periods(false);
break;
case BlockSimulationType::solveForwardSimple:
#ifdef DEBUG
mexPrintf("SOLVE FORWARD SIMPLE size=%d\n", size);
mexEvalString("drawnow;");
#endif
solve_simple_over_periods(true);
break;
case BlockSimulationType::solveBackwardSimple:
#ifdef DEBUG
mexPrintf("SOLVE BACKWARD SIMPLE\n");
mexEvalString("drawnow;");
#endif
solve_simple_over_periods(false);
break;
case BlockSimulationType::solveForwardComplete:
#ifdef DEBUG
mexPrintf("SOLVE FORWARD COMPLETE\n");
mexEvalString("drawnow;");
#endif
if (vector_table_conditional_local.size())
evaluate_a_block(true, single_block, bin_base_name);
else
{
fixe_u();
Read_SparseMatrix(bin_base_name, false);
}
Per_u_ = 0;
Simulate_Newton_One_Boundary(true);
mxFree(u);
mxFree(index_equa);
mxFree(index_vara);
fill_n(direction, y_size * col_y, 0);
End_Solver();
break;
case BlockSimulationType::solveBackwardComplete:
#ifdef DEBUG
mexPrintf("SOLVE BACKWARD COMPLETE\n");
mexEvalString("drawnow;");
#endif
if (vector_table_conditional_local.size())
evaluate_a_block(true, single_block, bin_base_name);
else
{
fixe_u();
Read_SparseMatrix(bin_base_name, false);
}
Per_u_ = 0;
Simulate_Newton_One_Boundary(false);
mxFree(index_equa);
mxFree(index_vara);
fill_n(direction, y_size * col_y, 0);
mxFree(u);
End_Solver();
break;
case BlockSimulationType::solveTwoBoundariesSimple:
case BlockSimulationType::solveTwoBoundariesComplete:
#ifdef DEBUG
mexPrintf("SOLVE TWO BOUNDARIES\n");
mexEvalString("drawnow;");
#endif
if (steady_state)
{
if (verbosity >= 1)
mexPrintf("SOLVE TWO BOUNDARIES in a steady state model: impossible case\n");
return ERROR_ON_EXIT;
}
if (vector_table_conditional_local.size())
evaluate_a_block(true, single_block, bin_base_name);
else
{
fixe_u();
Read_SparseMatrix(bin_base_name, true);
}
u_count = u_count_int * (periods + y_kmax + y_kmin);
r = static_cast<double*>(mxMalloc(size * sizeof(double)));
test_mxMalloc(r, __LINE__, __FILE__, __func__, size * sizeof(double));
res = static_cast<double*>(mxMalloc(size * periods * sizeof(double)));
test_mxMalloc(res, __LINE__, __FILE__, __func__, size * periods * sizeof(double));
y_save
= static_cast<double*>(mxMalloc(y_size * sizeof(double) * (periods + y_kmax + y_kmin)));
test_mxMalloc(y_save, __LINE__, __FILE__, __func__,
y_size * sizeof(double) * (periods + y_kmax + y_kmin));
iter = 0;
if (!is_linear || stack_solve_algo == 4) // On linear blocks, stack_solve_algo=4 may
// need more than one iteration to find the
// optimal (unitary!) path length
{
cvg = false;
glambda2 = g0 = very_big;
try_at_iteration = 0;
int u_count_saved = u_count;
while (!(cvg || (iter >= maxit_)))
{
res2 = 0;
res1 = 0;
max_res = 0;
max_res_idx = 0;
copy_n(y, y_size * (periods + y_kmax + y_kmin), y_save);
if (vector_table_conditional_local.size())
for (auto& it1 : vector_table_conditional_local)
if (it1.is_cond)
y[it1.var_endo + y_kmin * size] = it1.constrained_value;
compute_complete_2b();
if (!(isnan(res1) || isinf(res1)))
cvg = (max_res < solve_tolf);
if (isnan(res1) || isinf(res1) || (stack_solve_algo == 4 && iter > 0))
copy_n(y_save, y_size * (periods + y_kmax + y_kmin), y);
u_count = u_count_saved;
int prev_iter = iter;
Simulate_Newton_Two_Boundaries(cvg, vector_table_conditional_local);
iter++;
if (iter > prev_iter)
{
g0 = res2;
gp0 = -res2;
try_at_iteration = 0;
slowc_save = slowc;
}
}
if (!cvg)
throw FatalException {"In Solve two boundaries, convergence not achieved in block "
+ to_string(block_num + 1) + ", after " + to_string(iter)
+ " iterations"};
}
else
{
res1 = 0;
res2 = 0;
max_res = 0;
max_res_idx = 0;
compute_complete_2b();
cvg = false;
Simulate_Newton_Two_Boundaries(cvg, vector_table_conditional_local);
max_res = 0;
max_res_idx = 0;
}
slowc = 1; // slowc is modified when stack_solve_algo=4, so restore it
if (r)
mxFree(r);
if (y_save)
mxFree(y_save);
if (u)
mxFree(u);
if (index_vara)
mxFree(index_vara);
if (index_equa)
mxFree(index_equa);
if (res)
mxFree(res);
fill_n(direction, y_size * col_y, 0);
End_Solver();
break;
default:
throw FatalException {"In simulate_a_block, Unknown type = "
+ to_string(static_cast<int>(type))};
return ERROR_ON_EXIT;
}
return NO_ERROR_ON_EXIT;
}
void
Interpreter::check_for_controlled_exo_validity(const vector<s_plan>& sconstrained_extended_path)
{
vector<int> exogenous {evaluator.getCurrentBlockExogenous()};
vector<int> endogenous {evaluator.getCurrentBlockEndogenous()};
for (auto& it : sconstrained_extended_path)
{
if (find(endogenous.begin(), endogenous.end(), it.exo_num) != endogenous.end()
&& find(exogenous.begin(), exogenous.end(), it.var_num) == exogenous.end())
throw FatalException {"\nThe conditional forecast involving as constrained variable "
+ symbol_table.getName(SymbolType::endogenous, it.exo_num)
+ " and as endogenized exogenous "
+ symbol_table.getName(SymbolType::exogenous, it.var_num)
+ " that do not appear in block=" + to_string(block_num + 1)
+ ")\nYou should not use block in model options"};
else if (find(endogenous.begin(), endogenous.end(), it.exo_num) != endogenous.end()
&& find(exogenous.begin(), exogenous.end(), it.var_num) != exogenous.end()
&& (type == BlockSimulationType::evaluateForward
|| type == BlockSimulationType::evaluateBackward))
throw FatalException {"\nThe conditional forecast cannot be implemented for the block="
+ to_string(block_num + 1)
+ ") that has to be evaluated instead to be solved\nYou should not "
"use block in model options"};
else if (find(previous_block_exogenous.begin(), previous_block_exogenous.end(), it.var_num)
!= previous_block_exogenous.end())
throw FatalException {
"\nThe conditional forecast involves in the block " + to_string(block_num + 1)
+ " the endogenized exogenous "
+ symbol_table.getName(SymbolType::exogenous, it.var_num)
+ " that appear also in a previous block\nYou should not use block in model options"};
}
for (auto it : exogenous)
previous_block_exogenous.push_back(it);
}
pair<bool, vector<int>>
Interpreter::MainLoop(const string& bin_basename, bool evaluate, int block, bool constrained,
const vector<s_plan>& sconstrained_extended_path,
const vector_table_conditional_local_type& vector_table_conditional_local)
{
int nb_blocks {evaluator.getTotalBlockNumber()};
if (block >= nb_blocks)
throw FatalException {"Interpreter::MainLoop: Input argument block = " + to_string(block + 1)
+ " is greater than the number of blocks in the model ("
+ to_string(nb_blocks) + " see M_.block_structure"
+ (steady_state ? "_stat" : "") + ".block)"};
vector<int> blocks;
if (block < 0)
{
blocks.resize(nb_blocks);
iota(blocks.begin(), blocks.end(), 0);
}
else
blocks.push_back(block);
jacobian_block.resize(nb_blocks);
jacobian_exo_block.resize(nb_blocks);
jacobian_det_exo_block.resize(nb_blocks);
double max_res_local = 0;
int max_res_idx_local = 0;
if (block < 0)
{
if (steady_state)
residual = vector<double>(y_size);
else
residual = vector<double>(y_size * periods);
}
for (int current_block : blocks)
{
evaluator.gotoBlock(current_block);
block_num = current_block;
size = evaluator.getCurrentBlockSize();
type = evaluator.getCurrentBlockType();
is_linear = evaluator.isCurrentBlockLinear();
Block_Contain = evaluator.getCurrentBlockEquationsAndVariables();
u_count_int = evaluator.getCurrentBlockUCount();
if (constrained)
check_for_controlled_exo_validity(sconstrained_extended_path);
if (print)
{
if (steady_state)
residual = vector<double>(size);
else
residual = vector<double>(size * periods);
evaluator.printCurrentBlock();
}
else if (evaluate)
{
#ifdef DEBUG
mexPrintf("jacobian_block=mxCreateDoubleMatrix(%d, %d, mxREAL)\n", size,
getCurrentBlockNbColJacob());
#endif
jacobian_block[current_block]
= mxCreateDoubleMatrix(size, evaluator.getCurrentBlockNbColJacob(), mxREAL);
if (!steady_state)
{
#ifdef DEBUG
mexPrintf("allocates jacobian_exo_block( %d, %d, mxREAL)\n", size,
evaluator.getCurrentBlockExoSize());
mexPrintf("(0) Allocating Jacobian\n");
#endif
jacobian_exo_block[current_block]
= mxCreateDoubleMatrix(size, evaluator.getCurrentBlockExoSize(), mxREAL);
jacobian_det_exo_block[current_block]
= mxCreateDoubleMatrix(size, evaluator.getCurrentBlockExoDetSize(), mxREAL);
}
if (block >= 0)
{
if (steady_state)
residual = vector<double>(size);
else
residual = vector<double>(size * periods);
}
evaluate_a_block(true, block >= 0, bin_basename);
}
else
{
#ifdef DEBUG
mexPrintf("endo in block %d, size=%d, type=%d, steady_state=%d, is_linear=%d, "
"endo_nbr=%d, u_count_int=%d\n",
current_block + 1, size, type, steady_state, is_linear, symbol_table_endo_nbr,
u_count_int);
#endif
bool result;
if (sconstrained_extended_path.size())
{
jacobian_block[current_block]
= mxCreateDoubleMatrix(size, evaluator.getCurrentBlockNbColJacob(), mxREAL);
jacobian_exo_block[current_block]
= mxCreateDoubleMatrix(size, evaluator.getCurrentBlockExoSize(), mxREAL);
jacobian_det_exo_block[current_block]
= mxCreateDoubleMatrix(size, evaluator.getCurrentBlockExoDetSize(), mxREAL);
residual = vector<double>(size * periods);
result = simulate_a_block(vector_table_conditional_local, block >= 0, bin_basename);
}
else
result = simulate_a_block(vector_table_conditional_local, block >= 0, bin_basename);
if (max_res > max_res_local)
{
max_res_local = max_res;
max_res_idx_local = max_res_idx;
}
if (result == ERROR_ON_EXIT)
return {ERROR_ON_EXIT, {}};
}
}
max_res = max_res_local;
max_res_idx = max_res_idx_local;
Close_SaveCode();
return {true, blocks};
}
string
Interpreter::elastic(string str, unsigned int len, bool left)
{
if (str.length() > len)
return str;
else
{
int diff = len - str.length();
if (diff % 2 == 0)
{
if (left)
{
// mexPrintf("(1) diff=%d\n",diff);
str.insert(str.end(), diff - 1, ' ');
str.insert(str.begin(), 1, ' ');
}
else
{
str.insert(str.end(), diff / 2, ' ');
str.insert(str.begin(), diff / 2, ' ');
}
}
else
{
if (left)
{
// mexPrintf("(2) diff=%d\n",diff);
str.insert(str.end(), diff - 1, ' ');
str.insert(str.begin(), 1, ' ');
}
else
{
str.insert(str.end(), ceil(diff / 2), ' ');
str.insert(str.begin(), ceil(diff / 2 + 1), ' ');
}
}
return str;
}
}
pair<bool, vector<int>>
Interpreter::extended_path(const string& file_name, bool evaluate, int block, int nb_periods,
const vector<s_plan>& sextended_path,
const vector<s_plan>& sconstrained_extended_path,
const vector<string>& dates,
const table_conditional_global_type& table_conditional_global)
{
size_t size_of_direction = y_size * col_y * sizeof(double);
auto* y_save = static_cast<double*>(mxMalloc(size_of_direction));
test_mxMalloc(y_save, __LINE__, __FILE__, __func__, size_of_direction);
auto* x_save = static_cast<double*>(mxMalloc(nb_row_x * col_x * sizeof(double)));
test_mxMalloc(x_save, __LINE__, __FILE__, __func__, nb_row_x * col_x * sizeof(double));
vector_table_conditional_local_type vector_table_conditional_local;
vector_table_conditional_local.clear();
int endo_name_length_l = static_cast<int>(symbol_table.maxEndoNameLength());
for (int j = 0; j < col_x * nb_row_x; j++)
{
x_save[j] = x[j];
x[j] = 0;
}
for (int j = 0; j < col_x; j++)
x[y_kmin + j * nb_row_x] = x_save[y_kmin + j * nb_row_x];
for (int i = 0; i < y_size * col_y; i++)
y_save[i] = y[i];
if (endo_name_length_l < 8)
endo_name_length_l = 8;
int old_verbosity {verbosity};
verbosity = 0;
ostringstream res1;
res1 << std::scientific << 2.54656875434865131;
int real_max_length = res1.str().length();
int date_length = dates[0].length();
int table_length
= 2 + date_length + 3 + endo_name_length_l + 3 + real_max_length + 3 + 3 + 2 + 6 + 2;
string line;
line.insert(line.begin(), table_length, '-');
line.insert(line.length(), "\n");
if (old_verbosity >= 1)
{
mexPrintf("\nExtended Path simulation:\n");
mexPrintf("-------------------------\n");
mexPrintf(line.c_str());
string title = "|" + elastic("date", date_length + 2, false) + "|"
+ elastic("variable", endo_name_length_l + 2, false) + "|"
+ elastic("max. value", real_max_length + 2, false) + "| iter. |"
+ elastic("cvg", 5, false) + "|\n";
mexPrintf(title.c_str());
mexPrintf(line.c_str());
}
bool r;
vector<int> blocks;
for (int t = 0; t < nb_periods; t++)
{
previous_block_exogenous.clear();
if (old_verbosity >= 1)
{
mexPrintf("|%s|", elastic(dates[t], date_length + 2, false).c_str());
mexEvalString("drawnow;");
}
for (const auto& it : sextended_path)
x[y_kmin + (it.exo_num - 1) * nb_row_x] = it.value[t];
vector_table_conditional_local.clear();
if (auto it = table_conditional_global.find(t); it != table_conditional_global.end())
vector_table_conditional_local = it->second;
tie(r, blocks) = MainLoop(file_name, evaluate, block, true, sconstrained_extended_path,
vector_table_conditional_local);
for (int j = 0; j < y_size; j++)
{
y_save[j + (t + y_kmin) * y_size] = y[j + y_kmin * y_size];
if (y_kmin > 0)
y[j] = y[j + y_kmin * y_size];
}
for (int j = 0; j < col_x; j++)
{
x_save[t + y_kmin + j * nb_row_x] = x[y_kmin + j * nb_row_x];
if (t < nb_periods)
x[y_kmin + j * nb_row_x] = x_save[t + 1 + y_kmin + j * nb_row_x];
}
if (old_verbosity >= 1)
{
ostringstream res1;
res1 << std::scientific << max_res;
mexPrintf("%s|%s| %4d | x |\n",
elastic(symbol_table.getName(SymbolType::endogenous, max_res_idx),
endo_name_length_l + 2, true)
.c_str(),
elastic(res1.str(), real_max_length + 2, false).c_str(), iter);
mexPrintf(line.c_str());
mexEvalString("drawnow;");
}
}
verbosity = old_verbosity;
for (int i = 0; i < y_size * col_y; i++)
y[i] = y_save[i];
for (int j = 0; j < col_x * nb_row_x; j++)
x[j] = x_save[j];
if (y_save)
mxFree(y_save);
if (x_save)
mxFree(x_save);
return {true, blocks};
}
pair<bool, vector<int>>
Interpreter::compute_blocks(const string& file_name, bool evaluate, int block)
{
// The big loop on intructions
vector<s_plan> s_plan_junk;
vector_table_conditional_local_type vector_table_conditional_local_junk;
auto [r, blocks] = MainLoop(file_name, evaluate, block, false, s_plan_junk,
vector_table_conditional_local_junk);
return {true, blocks};
}
int
Interpreter::NRow(int r) const
{
return NbNZRow[r];
}
int
Interpreter::NCol(int c) const
{
return NbNZCol[c];
}
pair<int, NonZeroElem*>
Interpreter::At_Row(int r) const
{
return {NbNZRow[r], FNZE_R[r]};
}
NonZeroElem*
Interpreter::At_Pos(int r, int c) const
{
NonZeroElem* first {FNZE_R[r]};
while (first->c_index != c)
first = first->NZE_R_N;
return first;
}
pair<int, NonZeroElem*>
Interpreter::At_Col(int c) const
{
return {NbNZCol[c], FNZE_C[c]};
}
pair<int, NonZeroElem*>
Interpreter::At_Col(int c, int lag) const
{
NonZeroElem* first {FNZE_C[c]};
int i = 0;
while (first->lag_index != lag && first)
first = first->NZE_C_N;
if (first)
{
NonZeroElem* firsta {first};
if (!firsta->NZE_C_N)
i++;
else
{
while (firsta->lag_index == lag && firsta->NZE_C_N)
{
firsta = firsta->NZE_C_N;
i++;
}
if (firsta->lag_index == lag)
i++;
}
}
return {i, first};
}
void
Interpreter::Delete(int r, int c)
{
NonZeroElem *first = FNZE_R[r], *firsta = nullptr;
while (first->c_index != c)
{
firsta = first;
first = first->NZE_R_N;
}
if (firsta)
firsta->NZE_R_N = first->NZE_R_N;
if (first == FNZE_R[r])
FNZE_R[r] = first->NZE_R_N;
NbNZRow[r]--;
first = FNZE_C[c];
firsta = nullptr;
while (first->r_index != r)
{
firsta = first;
first = first->NZE_C_N;
}
if (firsta)
firsta->NZE_C_N = first->NZE_C_N;
if (first == FNZE_C[c])
FNZE_C[c] = first->NZE_C_N;
u_liste.push_back(first->u_index);
mem_mngr.mxFree_NZE(first);
NbNZCol[c]--;
}
void
Interpreter::Insert(int r, int c, int u_index, int lag_index)
{
NonZeroElem *firstn, *first, *firsta, *a;
firstn = mem_mngr.mxMalloc_NZE();
first = FNZE_R[r];
firsta = nullptr;
while (first->c_index < c && (a = first->NZE_R_N))
{
firsta = first;
first = a;
}
firstn->u_index = u_index;
firstn->r_index = r;
firstn->c_index = c;
firstn->lag_index = lag_index;
if (first->c_index > c)
{
if (first == FNZE_R[r])
FNZE_R[r] = firstn;
if (firsta)
firsta->NZE_R_N = firstn;
firstn->NZE_R_N = first;
}
else
{
first->NZE_R_N = firstn;
firstn->NZE_R_N = nullptr;
}
NbNZRow[r]++;
first = FNZE_C[c];
firsta = nullptr;
while (first->r_index < r && (a = first->NZE_C_N))
{
firsta = first;
first = a;
}
if (first->r_index > r)
{
if (first == FNZE_C[c])
FNZE_C[c] = firstn;
if (firsta)
firsta->NZE_C_N = firstn;
firstn->NZE_C_N = first;
}
else
{
first->NZE_C_N = firstn;
firstn->NZE_C_N = nullptr;
}
NbNZCol[c]++;
}
void
Interpreter::Close_SaveCode()
{
SaveCode.close();
}
void
Interpreter::Read_SparseMatrix(const string& file_name, bool two_boundaries)
{
unsigned int eq, var;
int lag;
mem_mngr.fixe_file_name(file_name);
if (!SaveCode.is_open())
{
filesystem::path binfile {file_name + "/model/bytecode/" + (block_decomposed ? "block/" : "")
+ (steady_state ? "static" : "dynamic") + ".bin"};
SaveCode.open(binfile, ios::in | ios::binary);
if (!SaveCode.is_open())
throw FatalException {"In Read_SparseMatrix, " + binfile.string() + " cannot be opened"};
}
IM_i.clear();
if (two_boundaries)
{
if (stack_solve_algo == 5)
{
for (int i = 0; i < u_count_init - size; i++)
{
int val;
SaveCode.read(reinterpret_cast<char*>(&eq), sizeof(eq));
SaveCode.read(reinterpret_cast<char*>(&var), sizeof(var));
SaveCode.read(reinterpret_cast<char*>(&lag), sizeof(lag));
SaveCode.read(reinterpret_cast<char*>(&val), sizeof(val));
IM_i[{eq, var, lag}] = val;
}
for (int j = 0; j < size; j++)
IM_i[{j, size * (periods + y_kmax), 0}] = j;
}
else if ((stack_solve_algo >= 0 && stack_solve_algo <= 4) || stack_solve_algo == 6)
{
for (int i = 0; i < u_count_init - size; i++)
{
int val;
SaveCode.read(reinterpret_cast<char*>(&eq), sizeof(eq));
SaveCode.read(reinterpret_cast<char*>(&var), sizeof(var));
SaveCode.read(reinterpret_cast<char*>(&lag), sizeof(lag));
SaveCode.read(reinterpret_cast<char*>(&val), sizeof(val));
IM_i[{var - lag * size, -lag, eq}] = val;
}
for (int j = 0; j < size; j++)
IM_i[{size * (periods + y_kmax), 0, j}] = j;
}
else
throw FatalException {"Invalid value for solve_algo or stack_solve_algo"};
}
else
{
if ((stack_solve_algo == 5 && !steady_state) || (solve_algo == 5 && steady_state))
{
for (int i = 0; i < u_count_init; i++)
{
int val;
SaveCode.read(reinterpret_cast<char*>(&eq), sizeof(eq));
SaveCode.read(reinterpret_cast<char*>(&var), sizeof(var));
SaveCode.read(reinterpret_cast<char*>(&lag), sizeof(lag));
SaveCode.read(reinterpret_cast<char*>(&val), sizeof(val));
IM_i[{eq, var, lag}] = val;
}
}
else if (steady_state
|| ((stack_solve_algo >= 0 && stack_solve_algo <= 4) || stack_solve_algo == 6))
{
for (int i = 0; i < u_count_init; i++)
{
int val;
SaveCode.read(reinterpret_cast<char*>(&eq), sizeof(eq));
SaveCode.read(reinterpret_cast<char*>(&var), sizeof(var));
SaveCode.read(reinterpret_cast<char*>(&lag), sizeof(lag));
SaveCode.read(reinterpret_cast<char*>(&val), sizeof(val));
IM_i[{var - lag * size, -lag, eq}] = val;
}
}
else
throw FatalException {"Invalid value for solve_algo or stack_solve_algo"};
}
int index_vara_size {size * (two_boundaries ? periods + y_kmin + y_kmax : 1)};
index_vara = static_cast<int*>(mxMalloc(index_vara_size * sizeof(int)));
test_mxMalloc(index_vara, __LINE__, __FILE__, __func__, index_vara_size * sizeof(int));
for (int j = 0; j < size; j++)
SaveCode.read(reinterpret_cast<char*>(&index_vara[j]), sizeof(*index_vara));
if (two_boundaries)
for (int i = 1; i < periods + y_kmin + y_kmax; i++)
for (int j = 0; j < size; j++)
index_vara[j + size * i] = index_vara[j + size * (i - 1)] + y_size;
index_equa = static_cast<int*>(mxMalloc(size * sizeof(int)));
test_mxMalloc(index_equa, __LINE__, __FILE__, __func__, size * sizeof(int));
for (int j = 0; j < size; j++)
SaveCode.read(reinterpret_cast<char*>(&index_equa[j]), sizeof(*index_equa));
}
bool
Interpreter::Simple_Init()
{
pivot = static_cast<int*>(mxMalloc(size * sizeof(int)));
test_mxMalloc(pivot, __LINE__, __FILE__, __func__, size * sizeof(int));
pivot_save = static_cast<int*>(mxMalloc(size * sizeof(int)));
test_mxMalloc(pivot_save, __LINE__, __FILE__, __func__, size * sizeof(int));
pivotk = static_cast<int*>(mxMalloc(size * sizeof(int)));
test_mxMalloc(pivotk, __LINE__, __FILE__, __func__, size * sizeof(int));
pivotv = static_cast<double*>(mxMalloc(size * sizeof(double)));
test_mxMalloc(pivotv, __LINE__, __FILE__, __func__, size * sizeof(double));
pivotva = static_cast<double*>(mxMalloc(size * sizeof(double)));
test_mxMalloc(pivotva, __LINE__, __FILE__, __func__, size * sizeof(double));
b = static_cast<int*>(mxMalloc(size * sizeof(int)));
test_mxMalloc(b, __LINE__, __FILE__, __func__, size * sizeof(int));
line_done = static_cast<bool*>(mxMalloc(size * sizeof(bool)));
test_mxMalloc(line_done, __LINE__, __FILE__, __func__, size * sizeof(bool));
mem_mngr.init_CHUNK_BLCK_SIZE(u_count);
int i = size * sizeof(NonZeroElem*);
FNZE_R = static_cast<NonZeroElem**>(mxMalloc(i));
test_mxMalloc(FNZE_R, __LINE__, __FILE__, __func__, i);
FNZE_C = static_cast<NonZeroElem**>(mxMalloc(i));
test_mxMalloc(FNZE_C, __LINE__, __FILE__, __func__, i);
auto** temp_NZE_R = static_cast<NonZeroElem**>(mxMalloc(i));
test_mxMalloc(temp_NZE_R, __LINE__, __FILE__, __func__, i);
auto** temp_NZE_C = static_cast<NonZeroElem**>(mxMalloc(i));
test_mxMalloc(temp_NZE_C, __LINE__, __FILE__, __func__, i);
i = size * sizeof(int);
NbNZRow = static_cast<int*>(mxMalloc(i));
test_mxMalloc(NbNZRow, __LINE__, __FILE__, __func__, i);
NbNZCol = static_cast<int*>(mxMalloc(i));
test_mxMalloc(NbNZCol, __LINE__, __FILE__, __func__, i);
for (i = 0; i < size; i++)
{
line_done[i] = false;
FNZE_C[i] = nullptr;
FNZE_R[i] = nullptr;
temp_NZE_C[i] = nullptr;
temp_NZE_R[i] = nullptr;
NbNZRow[i] = 0;
NbNZCol[i] = 0;
}
int u_count1 = size;
for (auto& [key, value] : IM_i)
{
auto& [eq, var, lag] = key;
if (lag == 0) /*Build the index for sparse matrix containing the jacobian : u*/
{
NbNZRow[eq]++;
NbNZCol[var]++;
NonZeroElem* first = mem_mngr.mxMalloc_NZE();
first->NZE_C_N = nullptr;
first->NZE_R_N = nullptr;
first->u_index = u_count1;
first->r_index = eq;
first->c_index = var;
first->lag_index = lag;
if (!FNZE_R[eq])
FNZE_R[eq] = first;
if (!FNZE_C[var])
FNZE_C[var] = first;
if (temp_NZE_R[eq])
temp_NZE_R[eq]->NZE_R_N = first;
if (temp_NZE_C[var])
temp_NZE_C[var]->NZE_C_N = first;
temp_NZE_R[eq] = first;
temp_NZE_C[var] = first;
u_count1++;
}
}
double cum_abs_sum = 0;
for (int i = 0; i < size; i++)
{
b[i] = i;
cum_abs_sum += fabs(u[i]);
}
bool zero_solution {cum_abs_sum < 1e-20};
mxFree(temp_NZE_R);
mxFree(temp_NZE_C);
u_count = u_count1;
return zero_solution;
}
bool
Interpreter::Init_Matlab_Sparse_One_Boundary(const mxArray* A_m, const mxArray* b_m,
const mxArray* x0_m) const
{
double* b = mxGetPr(b_m);
if (!b)
throw FatalException {"In Init_Matlab_Sparse_One_Boundary, can't retrieve b vector"};
double* x0 = mxGetPr(x0_m);
if (!x0)
throw FatalException {"In Init_Matlab_Sparse_One_Boundary, can't retrieve x0 vector"};
mwIndex* Ai = mxGetIr(A_m);
if (!Ai)
throw FatalException {"In Init_Matlab_Sparse_One_Boundary, can't allocate Ai index vector"};
mwIndex* Aj = mxGetJc(A_m);
if (!Aj)
throw FatalException {"In Init_Matlab_Sparse_One_Boundary, can't allocate Aj index vector"};
double* A = mxGetPr(A_m);
if (!A)
throw FatalException {"In Init_Matlab_Sparse_One_Boundary, can't retrieve A matrix"};
for (int i = 0; i < y_size * (periods + y_kmin); i++)
ya[i] = y[i];
#ifdef DEBUG
unsigned int max_nze = mxGetNzmax(A_m);
#endif
unsigned int NZE = 0;
int last_var = 0;
double cum_abs_sum = 0;
for (int i = 0; i < size; i++)
{
b[i] = u[i];
cum_abs_sum += fabs(b[i]);
x0[i] = y[i];
}
bool zero_solution {cum_abs_sum < 1e-20};
Aj[0] = 0;
last_var = 0;
for (auto& [key, index] : IM_i)
{
auto& [var, ignore, eq] = key;
if (var != last_var)
{
Aj[1 + last_var] = NZE;
last_var = var;
}
#ifdef DEBUG
if (index < 0 || index >= u_count_alloc || index > size + size * size)
throw FatalException {"In Init_Matlab_Sparse_One_Boundary, index (" + to_string(index)
+ ") out of range for u vector max = " + to_string(size + size * size)
+ " allocated = " + to_string(u_count_alloc)};
if (NZE >= max_nze)
throw FatalException {
"In Init_Matlab_Sparse_One_Boundary, exceeds the capacity of A_m sparse matrix"};
#endif
A[NZE] = u[index];
Ai[NZE] = eq;
NZE++;
#ifdef DEBUG
if (eq < 0 || eq >= size)
throw FatalException {"In Init_Matlab_Sparse_One_Boundary, index (" + to_string(eq)
+ ") out of range for b vector"};
if (var < 0 || var >= size)
throw FatalException {"In Init_Matlab_Sparse_One_Boundary, index (" + to_string(var)
+ ") out of range for index_vara vector"};
if (index_vara[var] < 0 || index_vara[var] >= y_size)
throw FatalException {"In Init_Matlab_Sparse_One_Boundary, index ("
+ to_string(index_vara[var])
+ ") out of range for y vector max=" + to_string(y_size) + " (0)"};
#endif
}
Aj[size] = NZE;
return zero_solution;
}
tuple<bool, SuiteSparse_long*, SuiteSparse_long*, double*, double*>
Interpreter::Init_UMFPACK_Sparse_One_Boundary(const mxArray* x0_m) const
{
auto* b = static_cast<double*>(mxMalloc(size * sizeof(double)));
test_mxMalloc(b, __LINE__, __FILE__, __func__, size * sizeof(double));
if (!b)
throw FatalException {"In Init_UMFPACK_Sparse_One_Boundary, can't retrieve b vector"};
double* x0 = mxGetPr(x0_m);
if (!x0)
throw FatalException {"In Init_UMFPACK_Sparse_One_Boundary, can't retrieve x0 vector"};
SuiteSparse_long* Ap
= static_cast<SuiteSparse_long*>(mxMalloc((size + 1) * sizeof(SuiteSparse_long)));
test_mxMalloc(Ap, __LINE__, __FILE__, __func__, (size + 1) * sizeof(SuiteSparse_long));
if (!Ap)
throw FatalException {"In Init_UMFPACK_Sparse_One_Boundary, can't allocate Ap index vector"};
size_t prior_nz = IM_i.size();
SuiteSparse_long* Ai
= static_cast<SuiteSparse_long*>(mxMalloc(prior_nz * sizeof(SuiteSparse_long)));
test_mxMalloc(Ai, __LINE__, __FILE__, __func__, prior_nz * sizeof(SuiteSparse_long));
if (!Ai)
throw FatalException {"In Init_UMFPACK_Sparse_One_Boundary, can't allocate Ai index vector"};
auto* Ax = static_cast<double*>(mxMalloc(prior_nz * sizeof(double)));
test_mxMalloc(Ax, __LINE__, __FILE__, __func__, prior_nz * sizeof(double));
if (!Ax)
throw FatalException {"In Init_UMFPACK_Sparse_One_Boundary, can't retrieve Ax matrix"};
for (int i = 0; i < size; i++)
{
int eq = index_vara[i];
ya[eq + it_ * y_size] = y[eq + it_ * y_size];
}
#ifdef DEBUG
unsigned int max_nze = prior_nz; // mxGetNzmax(A_m);
#endif
unsigned int NZE = 0;
int last_var = 0;
double cum_abs_sum = 0;
for (int i = 0; i < size; i++)
{
b[i] = u[i];
cum_abs_sum += fabs(b[i]);
x0[i] = y[i];
}
bool zero_solution {cum_abs_sum < 1e-20};
Ap[0] = 0;
last_var = 0;
for (auto& [key, index] : IM_i)
{
auto& [var, ignore, eq] = key;
if (var != last_var)
{
Ap[1 + last_var] = NZE;
last_var = var;
}
#ifdef DEBUG
if (index < 0 || index >= u_count_alloc || index > size + size * size)
throw FatalException {"In Init_UMFPACK_Sparse_One_Boundary, index (" + to_string(index)
+ ") out of range for u vector max = " + to_string(size + size * size)
+ " allocated = " + to_string(u_count_alloc)};
if (NZE >= max_nze)
throw FatalException {
"In Init_UMFPACK_Sparse_One_Boundary, exceeds the capacity of A_m sparse matrix"};
#endif
Ax[NZE] = u[index];
Ai[NZE] = eq;
NZE++;
#ifdef DEBUG
if (eq < 0 || eq >= size)
throw FatalException {"In Init_UMFPACK_Sparse_One_Boundary, index (" + to_string(eq)
+ ") out of range for b vector"};
if (var < 0 || var >= size)
throw FatalException {"In Init_UMFPACK_Sparse_One_Boundary, index (" + to_string(var)
+ ") out of range for index_vara vector"};
if (index_vara[var] < 0 || index_vara[var] >= y_size)
throw FatalException {"In Init_UMFPACK_Sparse_One_Boundary, index ("
+ to_string(index_vara[var])
+ ") out of range for y vector max=" + to_string(y_size) + " (0)"};
#endif
}
Ap[size] = NZE;
return {zero_solution, Ap, Ai, Ax, b};
}
int
Interpreter::find_exo_num(const vector<s_plan>& sconstrained_extended_path, int value)
{
auto it = find_if(sconstrained_extended_path.begin(), sconstrained_extended_path.end(),
[=](auto v) { return v.exo_num == value; });
if (it != sconstrained_extended_path.end())
return it - sconstrained_extended_path.begin();
else
return -1;
}
int
Interpreter::find_int_date(const vector<pair<int, double>>& per_value, int value)
{
auto it = find_if(per_value.begin(), per_value.end(), [=](auto v) { return v.first == value; });
if (it != per_value.end())
return it - per_value.begin();
else
return -1;
}
tuple<SuiteSparse_long*, SuiteSparse_long*, double*, double*>
Interpreter::Init_UMFPACK_Sparse_Two_Boundaries(
const mxArray* x0_m,
const vector_table_conditional_local_type& vector_table_conditional_local) const
{
int n = periods * size;
auto* b = static_cast<double*>(mxMalloc(n * sizeof(double)));
if (!b)
throw FatalException {"In Init_UMFPACK_Sparse_Two_Boundaries, can't retrieve b vector"};
double* x0 = mxGetPr(x0_m);
if (!x0)
throw FatalException {"In Init_UMFPACK_Sparse_Two_Boundaries, can't retrieve x0 vector"};
SuiteSparse_long* Ap
= static_cast<SuiteSparse_long*>(mxMalloc((n + 1) * sizeof(SuiteSparse_long)));
test_mxMalloc(Ap, __LINE__, __FILE__, __func__, (n + 1) * sizeof(SuiteSparse_long));
if (!Ap)
throw FatalException {"In Init_UMFPACK_Sparse_Two_Boundaries, can't allocate Ap index vector"};
size_t prior_nz = IM_i.size() * periods;
SuiteSparse_long* Ai
= static_cast<SuiteSparse_long*>(mxMalloc(prior_nz * sizeof(SuiteSparse_long)));
test_mxMalloc(Ai, __LINE__, __FILE__, __func__, prior_nz * sizeof(SuiteSparse_long));
if (!Ai)
throw FatalException {"In Init_UMFPACK_Sparse_Two_Boundaries, can't allocate Ai index vector"};
auto* Ax = static_cast<double*>(mxMalloc(prior_nz * sizeof(double)));
test_mxMalloc(Ax, __LINE__, __FILE__, __func__, prior_nz * sizeof(double));
if (!Ax)
throw FatalException {"In Init_UMFPACK_Sparse_Two_Boundaries, can't retrieve Ax matrix"};
for (int i = 0; i < y_size * (periods + y_kmin); i++)
ya[i] = y[i];
unsigned int NZE = 0;
int last_var = 0;
for (int i = 0; i < periods * size; i++)
{
b[i] = 0;
x0[i] = y[index_vara[size * y_kmin + i]];
}
double* jacob_exo;
int row_x = 0;
#ifdef DEBUG
int col_x;
#endif
if (vector_table_conditional_local.size())
{
jacob_exo = mxGetPr(jacobian_exo_block[block_num]);
row_x = mxGetM(jacobian_exo_block[block_num]);
#ifdef DEBUG
col_x = mxGetN(jacobian_exo_block[block_num]);
#endif
}
else
jacob_exo = nullptr;
#ifdef DEBUG
int local_index;
#endif
bool fliped = false;
bool fliped_exogenous_derivatives_updated = false;
int flip_exo;
Ap[0] = 0;
for (int t = 0; t < periods; t++)
{
last_var = -1;
int var = 0;
for (auto& [key, value] : IM_i)
{
var = get<0>(key);
int eq = get<2>(key) + size * t;
int lag = -get<1>(key);
int index = value + (t - lag) * u_count_init;
if (var != last_var)
{
Ap[1 + last_var + t * size] = NZE;
last_var = var;
if (var < size * (periods + y_kmax))
{
if (t == 0 && vector_table_conditional_local.size())
{
fliped = vector_table_conditional_local[var].is_cond;
fliped_exogenous_derivatives_updated = false;
}
else
fliped = false;
}
else
fliped = false;
}
if (fliped)
{
if (t == 0 && var < (periods + y_kmax) * size && lag == 0
&& vector_table_conditional_local.size())
{
flip_exo = vector_table_conditional_local[var].var_exo;
#ifdef DEBUG
local_index = eq;
#endif
if (!fliped_exogenous_derivatives_updated)
{
fliped_exogenous_derivatives_updated = true;
for (int k = 0; k < row_x; k++)
{
if (jacob_exo[k + row_x * flip_exo] != 0)
{
Ax[NZE] = jacob_exo[k + row_x * flip_exo];
Ai[NZE] = k;
NZE++;
#ifdef DEBUG
if (local_index < 0 || local_index >= size * periods)
throw FatalException {
"In Init_UMFPACK_Sparse_Two_Boundaries, index ("
+ to_string(local_index) + ") out of range for b vector"};
if (k + row_x * flip_exo < 0 || k + row_x * flip_exo >= row_x * col_x)
throw FatalException {
"In Init_UMFPACK_Sparse_Two_Boundaries, index ("
+ to_string(var + size * (y_kmin + t + lag))
+ ") out of range for jacob_exo vector"};
if (t + y_kmin + flip_exo * nb_row_x < 0
|| t + y_kmin + flip_exo * nb_row_x >= nb_row_x * this->col_x)
throw FatalException {
"In Init_UMFPACK_Sparse_Two_Boundaries, index ("
+ to_string(index_vara[var + size * (y_kmin + t + lag)])
+ ") out of range for x vector max="
+ to_string(nb_row_x * this->col_x)};
#endif
u[k] -= jacob_exo[k + row_x * flip_exo]
* x[t + y_kmin + flip_exo * nb_row_x];
}
}
}
}
}
if (var < (periods + y_kmax) * size)
{
int ti_y_kmin = -min(t, y_kmin);
int ti_y_kmax = min(periods - (t + 1), y_kmax);
int ti_new_y_kmax = min(t, y_kmax);
int ti_new_y_kmin = -min(periods - (t + 1), y_kmin);
if (lag <= ti_new_y_kmax && lag >= ti_new_y_kmin) /*Build the index for sparse matrix
containing the jacobian : u*/
{
#ifdef DEBUG
if (NZE >= prior_nz)
throw FatalException {"In Init_UMFPACK_Sparse_Two_Boundaries, exceeds the "
"capacity of allocated sparse matrix"};
#endif
if (!fliped)
{
Ax[NZE] = u[index];
Ai[NZE] = eq - lag * size;
NZE++;
}
else /*if (fliped)*/
{
#ifdef DEBUG
if (eq - lag * size < 0 || eq - lag * size >= size * periods)
throw FatalException {"In Init_UMFPACK_Sparse_Two_Boundaries, index ("
+ to_string(eq - lag * size)
+ ") out of range for b vector"};
if (var + size * (y_kmin + t) < 0
|| var + size * (y_kmin + t) >= size * (periods + y_kmin + y_kmax))
throw FatalException {"In Init_UMFPACK_Sparse_Two_Boundaries, index ("
+ to_string(var + size * (y_kmin + t))
+ ") out of range for index_vara vector"};
if (index_vara[var + size * (y_kmin + t)] < 0
|| index_vara[var + size * (y_kmin + t)]
>= y_size * (periods + y_kmin + y_kmax))
throw FatalException {"In Init_UMFPACK_Sparse_Two_Boundaries, index ("
+ to_string(index_vara[var + size * (y_kmin + t)])
+ ") out of range for y vector max="
+ to_string(y_size * (periods + y_kmin + y_kmax))};
#endif
b[eq - lag * size] += u[index] * y[index_vara[var + size * (y_kmin + t)]];
}
}
if (lag > ti_y_kmax || lag < ti_y_kmin)
{
#ifdef DEBUG
if (eq < 0 || eq >= size * periods)
throw FatalException {"In Init_UMFPACK_Sparse_Two_Boundaries, index ("
+ to_string(eq) + ") out of range for b vector"};
if (var + size * (y_kmin + t + lag) < 0
|| var + size * (y_kmin + t + lag) >= size * (periods + y_kmin + y_kmax))
throw FatalException {"In Init_UMFPACK_Sparse_Two_Boundaries, index ("
+ to_string(var + size * (y_kmin + t + lag))
+ ") out of range for index_vara vector"};
if (index_vara[var + size * (y_kmin + t + lag)] < 0
|| index_vara[var + size * (y_kmin + t + lag)]
>= y_size * (periods + y_kmin + y_kmax))
throw FatalException {"In Init_UMFPACK_Sparse_Two_Boundaries, index ("
+ to_string(index_vara[var + size * (y_kmin + t + lag)])
+ ") out of range for y vector max="
+ to_string(y_size * (periods + y_kmin + y_kmax))};
#endif
b[eq] += u[index + lag * u_count_init]
* y[index_vara[var + size * (y_kmin + t + lag)]];
}
}
else /* ...and store it in the u vector*/
{
#ifdef DEBUG
if (index < 0 || index >= u_count_alloc)
throw FatalException {"In Init_UMFPACK_Sparse_Two_Boundaries, index ("
+ to_string(index) + ") out of range for u vector"};
if (eq < 0 || eq >= (size * periods))
throw FatalException {"In Init_UMFPACK_Sparse_Two_Boundaries, index ("
+ to_string(eq) + ") out of range for b vector"};
#endif
b[eq] += u[index];
}
}
}
Ap[size * periods] = NZE;
#ifdef DEBUG
mexPrintf("Ax = [");
for (int i = 0; i < static_cast<int>(NZE); i++)
mexPrintf("%f ", Ax[i]);
mexPrintf("]\n");
mexPrintf("Ap = [");
for (int i = 0; i < n + 1; i++)
mexPrintf("%d ", Ap[i]);
mexPrintf("]\n");
mexPrintf("Ai = [");
for (int i = 0; i < static_cast<int>(NZE); i++)
mexPrintf("%d ", Ai[i]);
mexPrintf("]\n");
#endif
return {Ap, Ai, Ax, b};
}
void
Interpreter::Init_Matlab_Sparse_Two_Boundaries(const mxArray* A_m, const mxArray* b_m,
const mxArray* x0_m) const
{
double* b = mxGetPr(b_m);
if (!b)
throw FatalException {"In Init_Matlab_Sparse_Two_Boundaries, can't retrieve b vector"};
double* x0 = mxGetPr(x0_m);
if (!x0)
throw FatalException {"In Init_Matlab_Sparse_Two_Boundaries, can't retrieve x0 vector"};
mwIndex* Aj = mxGetJc(A_m);
if (!Aj)
throw FatalException {"In Init_Matlab_Sparse_Two_Boundaries, can't allocate Aj index vector"};
mwIndex* Ai = mxGetIr(A_m);
if (!Ai)
throw FatalException {"In Init_Matlab_Sparse_Two_Boundaries, can't allocate Ai index vector"};
double* A = mxGetPr(A_m);
if (!A)
throw FatalException {"In Init_Matlab_Sparse_Two_Boundaries, can't retrieve A matrix"};
for (int i = 0; i < y_size * (periods + y_kmin); i++)
ya[i] = y[i];
unsigned int NZE = 0;
int last_var = 0;
for (int i = 0; i < periods * size; i++)
{
b[i] = 0;
x0[i] = y[index_vara[size * y_kmin + i]];
}
Aj[0] = 0;
for (int t = 0; t < periods; t++)
{
last_var = 0;
for (auto& [key, value] : IM_i)
{
int var = get<0>(key);
if (var != last_var)
{
Aj[1 + last_var + t * size] = NZE;
last_var = var;
}
int eq = get<2>(key) + size * t;
int lag = -get<1>(key);
int index = value + (t - lag) * u_count_init;
if (var < (periods + y_kmax) * size)
{
int ti_y_kmin = -min(t, y_kmin);
int ti_y_kmax = min(periods - (t + 1), y_kmax);
int ti_new_y_kmax = min(t, y_kmax);
int ti_new_y_kmin = -min(periods - (t + 1), y_kmin);
if (lag <= ti_new_y_kmax && lag >= ti_new_y_kmin) /*Build the index for sparse matrix
containing the jacobian : u*/
{
#ifdef DEBUG
if (index < 0 || index >= u_count_alloc || index > size + size * size)
throw FatalException {"In Init_Matlab_Sparse_Two_Boundaries, index ("
+ to_string(index) + ") out of range for u vector max = "
+ to_string(size + size * size)
+ " allocated = " + to_string(u_count_alloc)};
if (NZE >= prior_nz)
throw FatalException {"In Init_Matlab_Sparse_Two_Boundaries, exceeds the "
"capacity of allocated sparse matrix"};
#endif
A[NZE] = u[index];
Ai[NZE] = eq - lag * size;
NZE++;
}
if (lag > ti_y_kmax || lag < ti_y_kmin)
{
#ifdef DEBUG
if (eq < 0 || eq >= size * periods)
throw FatalException {"In Init_Matlab_Sparse_Two_Boundaries, index ("
+ to_string(eq) + ") out of range for b vector"};
if (var + size * (y_kmin + t + lag) < 0
|| var + size * (y_kmin + t + lag) >= size * (periods + y_kmin + y_kmax))
throw FatalException {"In Init_Matlab_Sparse_Two_Boundaries, index ("
+ to_string(var + size * (y_kmin + t + lag))
+ ") out of range for index_vara vector"};
if (index_vara[var + size * (y_kmin + t + lag)] < 0
|| index_vara[var + size * (y_kmin + t + lag)]
>= y_size * (periods + y_kmin + y_kmax))
throw FatalException {"In Init_Matlab_Sparse_Two_Boundaries, index ("
+ to_string(index_vara[var + size * (y_kmin + t + lag)])
+ ") out of range for y vector max="
+ to_string(y_size * (periods + y_kmin + y_kmax))};
#endif
b[eq] += u[index + lag * u_count_init]
* y[index_vara[var + size * (y_kmin + t + lag)]];
}
}
else /* ...and store it in the u vector*/
{
#ifdef DEBUG
if (index < 0 || index >= u_count_alloc)
throw FatalException {"In Init_Matlab_Sparse_Two_Boundaries, index ("
+ to_string(index) + ") out of range for u vector"};
if (eq < 0 || eq >= (size * periods))
throw FatalException {"In Init_Matlab_Sparse_Two_Boundaries, index ("
+ to_string(eq) + ") out of range for b vector"};
#endif
b[eq] += u[index];
}
}
}
Aj[size * periods] = NZE;
}
void
Interpreter::Init_Gaussian_Elimination()
{
double tmp_b = 0.0;
pivot = static_cast<int*>(mxMalloc(size * periods * sizeof(int)));
test_mxMalloc(pivot, __LINE__, __FILE__, __func__, size * periods * sizeof(int));
pivot_save = static_cast<int*>(mxMalloc(size * periods * sizeof(int)));
test_mxMalloc(pivot_save, __LINE__, __FILE__, __func__, size * periods * sizeof(int));
pivotk = static_cast<int*>(mxMalloc(size * periods * sizeof(int)));
test_mxMalloc(pivotk, __LINE__, __FILE__, __func__, size * periods * sizeof(int));
pivotv = static_cast<double*>(mxMalloc(size * periods * sizeof(double)));
test_mxMalloc(pivotv, __LINE__, __FILE__, __func__, size * periods * sizeof(double));
pivotva = static_cast<double*>(mxMalloc(size * periods * sizeof(double)));
test_mxMalloc(pivotva, __LINE__, __FILE__, __func__, size * periods * sizeof(double));
b = static_cast<int*>(mxMalloc(size * periods * sizeof(int)));
test_mxMalloc(b, __LINE__, __FILE__, __func__, size * periods * sizeof(int));
line_done = static_cast<bool*>(mxMalloc(size * periods * sizeof(bool)));
test_mxMalloc(line_done, __LINE__, __FILE__, __func__, size * periods * sizeof(bool));
mem_mngr.init_CHUNK_BLCK_SIZE(u_count);
int i = (periods + y_kmax + 1) * size * sizeof(NonZeroElem*);
FNZE_R = static_cast<NonZeroElem**>(mxMalloc(i));
test_mxMalloc(FNZE_R, __LINE__, __FILE__, __func__, i);
FNZE_C = static_cast<NonZeroElem**>(mxMalloc(i));
test_mxMalloc(FNZE_C, __LINE__, __FILE__, __func__, i);
auto** temp_NZE_R = static_cast<NonZeroElem**>(mxMalloc(i));
test_mxMalloc(temp_NZE_R, __LINE__, __FILE__, __func__, i);
auto** temp_NZE_C = static_cast<NonZeroElem**>(mxMalloc(i));
test_mxMalloc(temp_NZE_C, __LINE__, __FILE__, __func__, i);
i = (periods + y_kmax + 1) * size * sizeof(int);
NbNZRow = static_cast<int*>(mxMalloc(i));
test_mxMalloc(NbNZRow, __LINE__, __FILE__, __func__, i);
NbNZCol = static_cast<int*>(mxMalloc(i));
test_mxMalloc(NbNZCol, __LINE__, __FILE__, __func__, i);
for (int i = 0; i < periods * size; i++)
{
b[i] = 0;
line_done[i] = false;
}
for (int i = 0; i < (periods + y_kmax + 1) * size; i++)
{
FNZE_C[i] = nullptr;
FNZE_R[i] = nullptr;
temp_NZE_C[i] = nullptr;
temp_NZE_R[i] = nullptr;
NbNZRow[i] = 0;
NbNZCol[i] = 0;
}
// pragma omp parallel for ordered private(it4, ti_y_kmin, ti_y_kmax, eq, var, lag)
// schedule(dynamic)
for (int t = 0; t < periods; t++)
{
int ti_y_kmin = -min(t, y_kmin);
int ti_y_kmax = min(periods - (t + 1), y_kmax);
int eq = -1;
// pragma omp ordered
for (auto& [key, value] : IM_i)
{
int var = get<1>(key);
if (eq != get<0>(key) + size * t)
tmp_b = 0;
eq = get<0>(key) + size * t;
if (var < (periods + y_kmax) * size)
{
int lag {get<2>(key)};
if (lag <= ti_y_kmax && lag >= ti_y_kmin) /*Build the index for sparse matrix
containing the jacobian : u*/
{
var += size * t;
NbNZRow[eq]++;
NbNZCol[var]++;
NonZeroElem* first = mem_mngr.mxMalloc_NZE();
first->NZE_C_N = nullptr;
first->NZE_R_N = nullptr;
first->u_index = value + u_count_init * t;
first->r_index = eq;
first->c_index = var;
first->lag_index = lag;
if (FNZE_R[eq] == nullptr)
FNZE_R[eq] = first;
if (FNZE_C[var] == nullptr)
FNZE_C[var] = first;
if (temp_NZE_R[eq] != nullptr)
temp_NZE_R[eq]->NZE_R_N = first;
if (temp_NZE_C[var] != nullptr)
temp_NZE_C[var]->NZE_C_N = first;
temp_NZE_R[eq] = first;
temp_NZE_C[var] = first;
}
else /*Build the additive terms ooutside the simulation periods related to the first
lags and the last leads...*/
{
if (lag < ti_y_kmin)
tmp_b += u[value + u_count_init * t] * y[index_vara[var + size * (y_kmin + t)]];
else
tmp_b += u[value + u_count_init * t] * y[index_vara[var + size * (y_kmin + t)]];
}
}
else /* ...and store it in the u vector*/
{
b[eq] = value + u_count_init * t;
u[b[eq]] += tmp_b;
tmp_b = 0;
}
}
}
mxFree(temp_NZE_R);
mxFree(temp_NZE_C);
}
int
Interpreter::Get_u()
{
if (!u_liste.empty())
{
int i = u_liste.back();
u_liste.pop_back();
return i;
}
else
{
if (u_count < u_count_alloc)
{
int i = u_count;
u_count++;
return i;
}
else
{
u_count_alloc += 5 * u_count_alloc_save;
u = static_cast<double*>(mxRealloc(u, u_count_alloc * sizeof(double)));
if (!u)
throw FatalException {"In Get_u, memory exhausted (realloc("
+ to_string(u_count_alloc * sizeof(double)) + "))"};
int i = u_count;
u_count++;
return i;
}
}
}
void
Interpreter::Delete_u(int pos)
{
u_liste.push_back(pos);
}
void
Interpreter::Clear_u()
{
u_liste.clear();
}
void
Interpreter::End_Gaussian_Elimination()
{
mem_mngr.Free_All();
mxFree(FNZE_R);
mxFree(FNZE_C);
mxFree(NbNZRow);
mxFree(NbNZCol);
mxFree(b);
mxFree(line_done);
mxFree(pivot);
mxFree(pivot_save);
mxFree(pivotk);
mxFree(pivotv);
mxFree(pivotva);
}
bool
Interpreter::compare(int* save_op, int* save_opa, int* save_opaa, int beg_t, long nop4)
{
long nop = nop4 / 2;
double r = 0.0;
bool OK = true;
int* diff1 = static_cast<int*>(mxMalloc(nop * sizeof(int)));
test_mxMalloc(diff1, __LINE__, __FILE__, __func__, nop * sizeof(int));
int* diff2 = static_cast<int*>(mxMalloc(nop * sizeof(int)));
test_mxMalloc(diff2, __LINE__, __FILE__, __func__, nop * sizeof(int));
int max_save_ops_first = -1;
long j = 0, i = 0;
while (i < nop4 && OK)
{
auto* save_op_s = reinterpret_cast<t_save_op_s*>(&save_op[i]);
auto* save_opa_s = reinterpret_cast<t_save_op_s*>(&save_opa[i]);
auto* save_opaa_s = reinterpret_cast<t_save_op_s*>(&save_opaa[i]);
diff1[j] = save_op_s->first - save_opa_s->first;
max_save_ops_first = max(max_save_ops_first, save_op_s->first + diff1[j] * (periods - beg_t));
switch (save_op_s->operat)
{
case IFLD:
case IFDIV:
OK = (save_op_s->operat == save_opa_s->operat && save_opa_s->operat == save_opaa_s->operat
&& diff1[j] == (save_opa_s->first - save_opaa_s->first));
i += 2;
break;
case IFLESS:
case IFSUB:
diff2[j] = save_op_s->second - save_opa_s->second;
OK = (save_op_s->operat == save_opa_s->operat && save_opa_s->operat == save_opaa_s->operat
&& diff1[j] == (save_opa_s->first - save_opaa_s->first)
&& diff2[j] == (save_opa_s->second - save_opaa_s->second));
i += 3;
break;
default:
throw FatalException {"In compare, unknown operator = " + to_string(save_op_s->operat)};
}
j++;
}
// the same pivot for all remaining periods
if (OK)
{
for (int i = beg_t; i < periods; i++)
for (int j = 0; j < size; j++)
pivot[i * size + j] = pivot[(i - 1) * size + j] + size;
if (max_save_ops_first >= u_count_alloc)
{
u_count_alloc += max_save_ops_first;
u = static_cast<double*>(mxRealloc(u, u_count_alloc * sizeof(double)));
if (!u)
throw FatalException {"In compare, memory exhausted (realloc("
+ to_string(u_count_alloc * sizeof(double)) + "))"};
}
for (int t = 1; t < periods - beg_t - y_kmax; t++)
{
int i = j = 0;
while (i < nop4)
{
auto* save_op_s = reinterpret_cast<t_save_op_s*>(&save_op[i]);
double* up = &u[save_op_s->first + t * diff1[j]];
switch (save_op_s->operat)
{
case IFLD:
r = *up;
i += 2;
break;
case IFDIV:
*up /= r;
i += 2;
break;
case IFSUB:
*up -= u[save_op_s->second + t * diff2[j]] * r;
;
i += 3;
break;
case IFLESS:
*up = -u[save_op_s->second + t * diff2[j]] * r;
i += 3;
break;
}
j++;
}
}
int t1 = max(1, periods - beg_t - y_kmax);
int periods_beg_t = periods - beg_t;
for (int t = t1; t < periods_beg_t; t++)
{
int i = j = 0;
int gap = periods_beg_t - t;
while (i < nop4)
{
if (auto* save_op_s = reinterpret_cast<t_save_op_s*>(&save_op[i]);
save_op_s->lag < gap)
{
double* up = &u[save_op_s->first + t * diff1[j]];
switch (save_op_s->operat)
{
case IFLD:
r = *up;
i += 2;
break;
case IFDIV:
*up /= r;
i += 2;
break;
case IFSUB:
*up -= u[save_op_s->second + t * diff2[j]] * r;
i += 3;
break;
case IFLESS:
*up = -u[save_op_s->second + t * diff2[j]] * r;
i += 3;
break;
}
}
else
switch (save_op_s->operat)
{
case IFLD:
case IFDIV:
i += 2;
break;
case IFSUB:
case IFLESS:
i += 3;
break;
}
j++;
}
}
}
mxFree(diff1);
mxFree(diff2);
return OK;
}
int
Interpreter::complete(int beg_t)
{
double yy = 0.0;
int size_of_save_code = (1 + y_kmax) * size * (size + 1 + 4) / 2 * 4;
int* save_code = static_cast<int*>(mxMalloc(size_of_save_code * sizeof(int)));
test_mxMalloc(save_code, __LINE__, __FILE__, __func__, size_of_save_code * sizeof(int));
int size_of_diff = (1 + y_kmax) * size * (size + 1 + 4);
int* diff = static_cast<int*>(mxMalloc(size_of_diff * sizeof(int)));
test_mxMalloc(diff, __LINE__, __FILE__, __func__, size_of_diff * sizeof(int));
long cal_y = y_size * y_kmin;
long i = (beg_t + 1) * size - 1;
long nop = 0;
for (long j = i; j > i - size; j--)
{
long pos = pivot[j];
NonZeroElem* first;
long nb_var;
tie(nb_var, first) = At_Row(pos);
first = first->NZE_R_N;
nb_var--;
save_code[nop] = IFLDZ;
save_code[nop + 1] = 0;
save_code[nop + 2] = 0;
save_code[nop + 3] = 0;
#ifdef DEBUG
if ((nop + 3) >= size_of_save_code)
mexPrintf("out of save_code[%d] (bound=%d)\n", nop + 2, size_of_save_code);
#endif
nop += 4;
for (long k = 0; k < nb_var; k++)
{
save_code[nop] = IFMUL;
save_code[nop + 1] = index_vara[first->c_index] + cal_y;
save_code[nop + 2] = first->u_index;
save_code[nop + 3] = first->lag_index;
#ifdef DEBUG
if ((nop + 3) >= size_of_save_code)
mexPrintf("out of save_code[%d] (bound=%d)\n", nop + 2, size_of_save_code);
#endif
nop += 4;
first = first->NZE_R_N;
}
save_code[nop] = IFADD;
save_code[nop + 1] = b[pos];
save_code[nop + 2] = 0;
save_code[nop + 3] = 0;
#ifdef DEBUG
if ((nop + 3) >= size_of_save_code)
mexPrintf("out of save_code[%d] (bound=%d)\n", nop + 2, size_of_save_code);
#endif
nop += 4;
save_code[nop] = IFSTP;
save_code[nop + 1] = index_vara[j] + y_size * y_kmin;
save_code[nop + 2] = 0;
save_code[nop + 3] = 0;
#ifdef DEBUG
if ((nop + 2) >= size_of_save_code)
mexPrintf("out of save_code[%d] (bound=%d)\n", nop + 2, size_of_save_code);
#endif
nop += 4;
}
i = beg_t * size - 1;
long nop1 = 0, nopa = 0;
for (long j = i; j > i - size; j--)
{
long pos = pivot[j];
NonZeroElem* first;
long nb_var;
tie(nb_var, first) = At_Row(pos);
first = first->NZE_R_N;
nb_var--;
diff[nopa] = 0;
diff[nopa + 1] = 0;
nopa += 2;
nop1 += 4;
for (long k = 0; k < nb_var; k++)
{
diff[nopa] = save_code[nop1 + 1] - (index_vara[first->c_index] + cal_y);
diff[nopa + 1] = save_code[nop1 + 2] - (first->u_index);
#ifdef DEBUG
if ((nop1 + 2) >= size_of_save_code)
mexPrintf("out of save_code[%d] (bound=%d)\n", nop1 + 2, size_of_save_code);
if ((nopa + 1) >= size_of_diff)
mexPrintf("out of diff[%d] (bound=%d)\n", nopa + 2, size_of_diff);
#endif
nopa += 2;
nop1 += 4;
first = first->NZE_R_N;
}
diff[nopa] = save_code[nop1 + 1] - (b[pos]);
diff[nopa + 1] = 0;
#ifdef DEBUG
if ((nop1 + 3) >= size_of_save_code)
mexPrintf("out of save_code[%d] (bound=%d)\n", nop1 + 2, size_of_save_code);
if ((nopa + 1) >= size_of_diff)
mexPrintf("out of diff[%d] (bound=%d)\n", nopa + 2, size_of_diff);
#endif
nopa += 2;
nop1 += 4;
diff[nopa] = save_code[nop1 + 1] - (index_vara[j] + y_size * y_kmin);
diff[nopa + 1] = 0;
#ifdef DEBUG
if ((nop1 + 4) >= size_of_save_code)
mexPrintf("out of save_code[%d] (bound=%d)\n", nop1 + 2, size_of_save_code);
if ((nopa + 1) >= size_of_diff)
mexPrintf("out of diff[%d] (bound=%d)\n", nopa + 2, size_of_diff);
#endif
nopa += 2;
nop1 += 4;
}
long max_var = (periods + y_kmin) * y_size;
long min_var = y_kmin * y_size;
for (int t = periods + y_kmin - 1; t >= beg_t + y_kmin; t--)
{
int j = 0, k;
int ti = t - y_kmin - beg_t;
for (int i = 0; i < nop; i += 4)
{
switch (save_code[i])
{
case IFLDZ:
yy = 0;
break;
case IFMUL:
k = save_code[i + 1] + ti * diff[j];
if (k < max_var && k > min_var)
yy += y[k] * u[save_code[i + 2] + ti * diff[j + 1]];
break;
case IFADD:
yy = -(yy + u[save_code[i + 1] + ti * diff[j]]);
break;
case IFSTP:
k = save_code[i + 1] + ti * diff[j];
double err = yy - y[k];
y[k] += slowc * (err);
break;
}
j += 2;
}
}
mxFree(save_code);
mxFree(diff);
return (beg_t);
}
void
Interpreter::bksub(int tbreak, int last_period)
{
for (int i = 0; i < y_size * (periods + y_kmin); i++)
y[i] = ya[i];
if (symbolic && tbreak)
last_period = complete(tbreak);
else
last_period = periods;
for (int t = last_period + y_kmin - 1; t >= y_kmin; t--)
{
int ti = (t - y_kmin) * size;
int cal = y_kmin * size;
int cal_y = y_size * y_kmin;
for (int i = ti - 1; i >= ti - size; i--)
{
int j = i + cal;
int pos = pivot[i + size];
auto [nb_var, first] = At_Row(pos);
first = first->NZE_R_N;
nb_var--;
int eq = index_vara[j] + y_size;
double yy = 0;
for (int k = 0; k < nb_var; k++)
{
yy += y[index_vara[first->c_index] + cal_y] * u[first->u_index];
first = first->NZE_R_N;
}
yy = -(yy + y[eq] + u[b[pos]]);
direction[eq] = yy;
y[eq] += slowc * yy;
}
}
}
void
Interpreter::simple_bksub()
{
for (int i = 0; i < y_size; i++)
y[i + it_ * y_size] = ya[i + it_ * y_size];
for (int i = size - 1; i >= 0; i--)
{
int pos = pivot[i];
auto [nb_var, first] = At_Row(pos);
first = first->NZE_R_N;
nb_var--;
int eq = index_vara[i];
double yy = 0;
for (int k = 0; k < nb_var; k++)
{
yy += y[index_vara[first->c_index] + it_ * y_size] * u[first->u_index];
first = first->NZE_R_N;
}
yy = -(yy + y[eq + it_ * y_size] + u[b[pos]]);
direction[eq + it_ * y_size] = yy;
y[eq + it_ * y_size] += slowc * yy;
}
}
mxArray*
Interpreter::subtract_A_B(const mxArray* A_m, const mxArray* B_m)
{
size_t n_A = mxGetN(A_m);
size_t m_A = mxGetM(A_m);
double* A_d = mxGetPr(A_m);
size_t n_B = mxGetN(B_m);
double* B_d = mxGetPr(B_m);
mxArray* C_m = mxCreateDoubleMatrix(m_A, n_B, mxREAL);
double* C_d = mxGetPr(C_m);
for (int j = 0; j < static_cast<int>(n_A); j++)
for (unsigned int i = 0; i < m_A; i++)
{
size_t index = j * m_A + i;
C_d[index] = A_d[index] - B_d[index];
}
return C_m;
}
mxArray*
Interpreter::Sparse_subtract_SA_SB(const mxArray* A_m, const mxArray* B_m)
{
size_t n_A = mxGetN(A_m);
size_t m_A = mxGetM(A_m);
mwIndex* A_i = mxGetIr(A_m);
mwIndex* A_j = mxGetJc(A_m);
size_t total_nze_A = A_j[n_A];
double* A_d = mxGetPr(A_m);
size_t n_B = mxGetN(B_m);
mwIndex* B_i = mxGetIr(B_m);
mwIndex* B_j = mxGetJc(B_m);
size_t total_nze_B = B_j[n_B];
double* B_d = mxGetPr(B_m);
mxArray* C_m = mxCreateSparse(m_A, n_B, m_A * n_B, mxREAL);
mwIndex* C_i = mxGetIr(C_m);
mwIndex* C_j = mxGetJc(C_m);
double* C_d = mxGetPr(C_m);
unsigned int nze_B = 0, nze_C = 0, nze_A = 0;
unsigned int A_col = 0, B_col = 0, C_col = 0;
C_j[C_col] = 0;
while (nze_A < total_nze_A || nze_B < total_nze_B)
{
while (nze_A >= static_cast<unsigned int>(A_j[A_col + 1]) && (nze_A < total_nze_A))
A_col++;
size_t A_row = A_i[nze_A];
while (nze_B >= static_cast<unsigned int>(B_j[B_col + 1]) && (nze_B < total_nze_B))
B_col++;
size_t B_row = B_i[nze_B];
if (A_col == B_col)
{
if (A_row == B_row && (nze_B < total_nze_B && nze_A < total_nze_A))
{
C_d[nze_C] = A_d[nze_A++] - B_d[nze_B++];
C_i[nze_C] = A_row;
while (C_col < A_col)
C_j[++C_col] = nze_C;
C_j[A_col + 1] = nze_C++;
C_col = A_col;
}
else if ((A_row < B_row && nze_A < total_nze_A) || nze_B == total_nze_B)
{
C_d[nze_C] = A_d[nze_A++];
C_i[nze_C] = A_row;
while (C_col < A_col)
C_j[++C_col] = nze_C;
C_j[A_col + 1] = nze_C++;
C_col = A_col;
}
else
{
C_d[nze_C] = -B_d[nze_B++];
C_i[nze_C] = B_row;
while (C_col < B_col)
C_j[++C_col] = nze_C;
C_j[B_col + 1] = nze_C++;
C_col = B_col;
}
}
else if ((A_col < B_col && nze_A < total_nze_A) || nze_B == total_nze_B)
{
C_d[nze_C] = A_d[nze_A++];
C_i[nze_C] = A_row;
while (C_col < A_col)
C_j[++C_col] = nze_C;
C_j[A_col + 1] = nze_C++;
C_col = A_col;
}
else
{
C_d[nze_C] = -B_d[nze_B++];
C_i[nze_C] = B_row;
while (C_col < B_col)
C_j[++C_col] = nze_C;
C_j[B_col + 1] = nze_C++;
C_col = B_col;
}
}
while (C_col < n_B)
C_j[++C_col] = nze_C;
mxSetNzmax(C_m, nze_C);
return C_m;
}
mxArray*
Interpreter::mult_SAT_B(const mxArray* A_m, const mxArray* B_m)
{
size_t n_A = mxGetN(A_m);
mwIndex* A_i = mxGetIr(A_m);
mwIndex* A_j = mxGetJc(A_m);
double* A_d = mxGetPr(A_m);
size_t n_B = mxGetN(B_m);
double* B_d = mxGetPr(B_m);
mxArray* C_m = mxCreateDoubleMatrix(n_A, n_B, mxREAL);
double* C_d = mxGetPr(C_m);
for (int j = 0; j < static_cast<int>(n_B); j++)
for (unsigned int i = 0; i < n_A; i++)
{
double sum = 0;
size_t nze_A = A_j[i];
while (nze_A < static_cast<unsigned int>(A_j[i + 1]))
{
size_t i_A = A_i[nze_A];
sum += A_d[nze_A++] * B_d[i_A];
}
C_d[j * n_A + i] = sum;
}
return C_m;
}
mxArray*
Interpreter::Sparse_mult_SAT_B(const mxArray* A_m, const mxArray* B_m)
{
size_t n_A = mxGetN(A_m);
mwIndex* A_i = mxGetIr(A_m);
mwIndex* A_j = mxGetJc(A_m);
double* A_d = mxGetPr(A_m);
size_t n_B = mxGetN(B_m);
size_t m_B = mxGetM(B_m);
double* B_d = mxGetPr(B_m);
mxArray* C_m = mxCreateSparse(n_A, n_B, n_A * n_B, mxREAL);
mwIndex* C_i = mxGetIr(C_m);
mwIndex* C_j = mxGetJc(C_m);
double* C_d = mxGetPr(C_m);
unsigned int nze_C = 0;
// unsigned int nze_A = 0;
unsigned int C_col = 0;
C_j[C_col] = 0;
// #pragma omp parallel for
for (unsigned int j = 0; j < n_B; j++)
for (unsigned int i = 0; i < n_A; i++)
{
double sum = 0;
size_t nze_A = A_j[i];
while (nze_A < static_cast<unsigned int>(A_j[i + 1]))
{
size_t i_A = A_i[nze_A];
sum += A_d[nze_A++] * B_d[i_A];
}
if (fabs(sum) > 1e-10)
{
C_d[nze_C] = sum;
C_i[nze_C] = i;
while (C_col < j)
C_j[++C_col] = nze_C;
nze_C++;
}
}
while (C_col < m_B)
C_j[++C_col] = nze_C;
mxSetNzmax(C_m, nze_C);
return C_m;
}
mxArray*
Interpreter::Sparse_mult_SAT_SB(const mxArray* A_m, const mxArray* B_m)
{
size_t n_A = mxGetN(A_m);
mwIndex* A_i = mxGetIr(A_m);
mwIndex* A_j = mxGetJc(A_m);
double* A_d = mxGetPr(A_m);
size_t n_B = mxGetN(B_m);
mwIndex* B_i = mxGetIr(B_m);
mwIndex* B_j = mxGetJc(B_m);
double* B_d = mxGetPr(B_m);
mxArray* C_m = mxCreateSparse(n_A, n_B, n_A * n_B, mxREAL);
mwIndex* C_i = mxGetIr(C_m);
mwIndex* C_j = mxGetJc(C_m);
double* C_d = mxGetPr(C_m);
size_t nze_B = 0, nze_C = 0, nze_A = 0;
unsigned int C_col = 0;
C_j[C_col] = 0;
for (unsigned int j = 0; j < n_B; j++)
for (unsigned int i = 0; i < n_A; i++)
{
double sum = 0;
nze_B = B_j[j];
nze_A = A_j[i];
while (nze_A < static_cast<unsigned int>(A_j[i + 1])
&& nze_B < static_cast<unsigned int>(B_j[j + 1]))
{
size_t i_A = A_i[nze_A];
size_t i_B = B_i[nze_B];
if (i_A == i_B)
sum += A_d[nze_A++] * B_d[nze_B++];
else if (i_A < i_B)
nze_A++;
else
nze_B++;
}
if (fabs(sum) > 1e-10)
{
C_d[nze_C] = sum;
C_i[nze_C] = i;
while (C_col < j)
C_j[++C_col] = nze_C;
nze_C++;
}
}
while (C_col < n_B)
C_j[++C_col] = nze_C;
mxSetNzmax(C_m, nze_C);
return C_m;
}
mxArray*
Interpreter::Sparse_transpose(const mxArray* A_m)
{
size_t n_A = mxGetN(A_m);
size_t m_A = mxGetM(A_m);
mwIndex* A_i = mxGetIr(A_m);
mwIndex* A_j = mxGetJc(A_m);
size_t total_nze_A = A_j[n_A];
double* A_d = mxGetPr(A_m);
mxArray* C_m = mxCreateSparse(n_A, m_A, total_nze_A, mxREAL);
mwIndex* C_i = mxGetIr(C_m);
mwIndex* C_j = mxGetJc(C_m);
double* C_d = mxGetPr(C_m);
unsigned int nze_C = 0, nze_A = 0;
fill_n(C_j, m_A + 1, 0);
map<pair<mwIndex, unsigned int>, double> B2;
for (unsigned int i = 0; i < n_A; i++)
while (nze_A < static_cast<unsigned int>(A_j[i + 1]))
{
C_j[A_i[nze_A] + 1]++;
B2[{A_i[nze_A], i}] = A_d[nze_A];
nze_A++;
}
for (unsigned int i = 0; i < m_A; i++)
C_j[i + 1] += C_j[i];
for (auto& [key, val] : B2)
{
C_d[nze_C] = val;
C_i[nze_C++] = key.second;
}
return C_m;
}
void
Interpreter::compute_block_time(int my_Per_u_, bool evaluate, bool no_derivatives)
{
#ifdef DEBUG
mexPrintf("compute_block_time\n");
#endif
double *jacob {nullptr}, *jacob_exo {nullptr}, *jacob_exo_det {nullptr};
if (evaluate)
{
jacob = mxGetPr(jacobian_block[block_num]);
if (!steady_state)
{
jacob_exo = mxGetPr(jacobian_exo_block[block_num]);
jacob_exo_det = mxGetPr(jacobian_det_exo_block[block_num]);
}
}
try
{
evaluator.evaluateBlock(it_, y_kmin, y, y_size, x, nb_row_x, params, steady_y, u, my_Per_u_,
T, periods, TEF, TEFD, TEFDD, r, g1, jacob, jacob_exo, jacob_exo_det,
evaluate, no_derivatives);
}
catch (FloatingPointException& e)
{
res1 = numeric_limits<double>::quiet_NaN();
if (verbosity >= 2)
mexPrintf("%s\n %s\n", e.message.c_str(), e.location.c_str());
}
}
bool
Interpreter::compute_complete(bool no_derivatives)
{
bool result;
res1 = 0;
compute_block_time(0, false, no_derivatives);
if (!(isnan(res1) || isinf(res1)))
{
res1 = 0;
res2 = 0;
max_res = 0;
for (int i = 0; i < size; i++)
{
double rr;
rr = r[i];
if (max_res < fabs(rr))
{
max_res = fabs(rr);
max_res_idx = i;
}
res2 += rr * rr;
res1 += fabs(rr);
}
result = true;
}
else
result = false;
return result;
}
pair<bool, double>
Interpreter::compute_complete(double lambda)
{
double res2_ = 0, max_res_ = 0;
int max_res_idx_ = 0;
if (steady_state)
{
it_ = 0;
for (int i = 0; i < size; i++)
{
int eq = index_vara[i];
y[eq] = ya[eq] + lambda * direction[eq];
}
Per_u_ = 0;
Per_y_ = 0;
if (compute_complete(true))
res2_ = res2;
else
return {false, numeric_limits<double>::quiet_NaN()};
}
else
{
for (int it = y_kmin; it < periods + y_kmin; it++)
for (int i = 0; i < size; i++)
{
int eq = index_vara[i];
y[eq + it * y_size] = ya[eq + it * y_size] + lambda * direction[eq + it * y_size];
}
for (it_ = y_kmin; it_ < periods + y_kmin; it_++)
{
Per_u_ = (it_ - y_kmin) * u_count_int;
Per_y_ = it_ * y_size;
if (compute_complete(true))
{
res2_ += res2;
if (max_res > max_res_)
{
max_res = max_res_;
max_res_idx = max_res_idx_;
}
}
else
return {false, numeric_limits<double>::quiet_NaN()};
}
it_ = periods + y_kmin - 1; // Do not leave it_ in inconsistent state
}
if (verbosity >= 2)
mexPrintf(" lambda=%e, res2=%e\n", lambda, res2_);
double crit {res2_ / 2};
return {true, crit};
}
tuple<bool, double, double, double, double>
Interpreter::mnbrak(double& ax, double& bx)
{
constexpr double GOLD = 1.618034;
constexpr double GLIMIT = 100.0;
constexpr double TINY = 1.0e-20;
constexpr tuple failval
= {false, numeric_limits<double>::quiet_NaN(), numeric_limits<double>::quiet_NaN(),
numeric_limits<double>::quiet_NaN(), numeric_limits<double>::quiet_NaN()};
auto sign = [](double a, double b) { return b >= 0.0 ? fabs(a) : -fabs(a); };
if (verbosity >= 2)
mexPrintf("bracketing ax=%f, bx=%f\n", ax, bx);
auto [success, fa] = compute_complete(ax);
if (!success)
return failval;
auto [success2, fb] = compute_complete(bx);
if (!success2)
return failval;
if (fb > fa)
{
swap(ax, bx);
swap(fa, fb);
}
double cx = bx + GOLD * (bx - ax);
auto [success3, fc] = compute_complete(cx);
if (!success3)
return failval;
while (fb > fc)
{
double r = (bx - ax) * (fb - fc);
double q = (bx - cx) * (fb - fa);
double u
= bx - ((bx - cx) * q - (bx - ax) * r) / (2.0 * sign(fmax(fabs(q - r), TINY), q - r));
double ulim = bx + GLIMIT * (cx - bx);
double fu;
if ((bx - u) * (u - cx) > 0.0)
{
tie(success, fu) = compute_complete(u);
if (!success)
return failval;
if (fu < fc)
{
ax = bx;
bx = u;
fa = fb;
fb = fu;
goto success;
}
else if (fu > fb)
{
cx = u;
fc = fu;
goto success;
}
u = cx + GOLD * (cx - bx);
tie(success, fu) = compute_complete(u);
if (!success)
return failval;
}
else if ((cx - u) * (u - ulim) > 0.0)
{
tie(success, fu) = compute_complete(u);
if (!success)
return failval;
if (fu < fc)
{
bx = cx;
cx = u;
u = cx + GOLD * (cx - bx);
fb = fc;
fc = fu;
tie(success, fu) = compute_complete(u);
if (!success)
return failval;
}
}
else if ((u - ulim) * (ulim - cx) >= 0.0)
{
u = ulim;
tie(success, fu) = compute_complete(u);
if (!success)
return failval;
}
else
{
u = cx + GOLD * (cx - bx);
tie(success, fu) = compute_complete(u);
if (!success)
return failval;
}
ax = bx;
bx = cx;
cx = u;
fa = fb;
fb = fc;
fc = fu;
}
success:
return {true, cx, fa, fb, fc};
}
pair<bool, double>
Interpreter::golden(double ax, double bx, double cx, double tol)
{
constexpr pair failval = {false, numeric_limits<double>::quiet_NaN()};
const double R = 0.61803399;
const double C = (1.0 - R);
if (verbosity >= 2)
mexPrintf("golden\n");
int iter = 0, max_iter = 100;
double x1, x2;
double x0 = ax;
double x3 = cx;
if (fabs(cx - bx) > fabs(bx - ax))
{
x1 = bx;
x2 = bx + C * (cx - bx);
}
else
{
x2 = bx;
x1 = bx - C * (bx - ax);
}
auto [success, f1] = compute_complete(x1);
if (!success)
return failval;
auto [success2, f2] = compute_complete(x2);
if (!success2)
return failval;
while (fabs(x3 - x0) > tol * (fabs(x1) + fabs(x2)) && f1 > solve_tolf && f2 > solve_tolf
&& iter < max_iter && abs(x1 - x2) > 1e-4)
{
if (f2 < f1)
{
x0 = x1;
x1 = x2;
x2 = R * x1 + C * x3;
f1 = f2;
tie(success, f2) = compute_complete(x2);
if (!success)
return failval;
}
else
{
x3 = x2;
x2 = x1;
x1 = R * x2 + C * x0;
f2 = f1;
tie(success, f1) = compute_complete(x1);
if (!success)
return failval;
}
iter++;
}
double xmin {f1 < f2 ? x1 : x2};
return {true, xmin};
}
void
Interpreter::End_Solver()
{
if (((stack_solve_algo == 0 || stack_solve_algo == 4) && !steady_state)
|| (solve_algo == 6 && steady_state))
{
if (Symbolic)
{
umfpack_dl_free_symbolic(&Symbolic);
Symbolic = nullptr;
}
if (Numeric)
{
umfpack_dl_free_numeric(&Numeric);
Numeric = nullptr;
}
}
}
void
Interpreter::Solve_LU_UMFPack_Two_Boundaries(
SuiteSparse_long* Ap, SuiteSparse_long* Ai, double* Ax, double* b,
const vector_table_conditional_local_type& vector_table_conditional_local)
{
int n {size * periods};
SuiteSparse_long sys = 0;
std::array<double, UMFPACK_CONTROL> Control;
std::array<double, UMFPACK_INFO> Info;
std::vector<double> res(n);
umfpack_dl_defaults(Control.data());
SuiteSparse_long status = 0;
if (iter == 0)
{
if (Symbolic)
umfpack_dl_free_symbolic(&Symbolic);
status = umfpack_dl_symbolic(n, n, Ap, Ai, Ax, &Symbolic, Control.data(), Info.data());
if (status != UMFPACK_OK)
{
umfpack_dl_report_info(Control.data(), Info.data());
umfpack_dl_report_status(Control.data(), status);
throw FatalException {"umfpack_dl_symbolic failed"};
}
}
if (Numeric)
umfpack_dl_free_numeric(&Numeric);
status = umfpack_dl_numeric(Ap, Ai, Ax, Symbolic, &Numeric, Control.data(), Info.data());
if (status != UMFPACK_OK)
{
umfpack_dl_report_info(Control.data(), Info.data());
umfpack_dl_report_status(Control.data(), status);
throw FatalException {"umfpack_dl_numeric failed"};
}
status = umfpack_dl_solve(sys, Ap, Ai, Ax, res.data(), b, Numeric, Control.data(), Info.data());
if (status != UMFPACK_OK)
{
umfpack_dl_report_info(Control.data(), Info.data());
umfpack_dl_report_status(Control.data(), status);
throw FatalException {"umfpack_dl_solve failed"};
}
if (vector_table_conditional_local.size())
{
for (int t = 0; t < periods; t++)
if (t == 0)
{
for (int i = 0; i < size; i++)
{
bool fliped = vector_table_conditional_local[i].is_cond;
if (fliped)
{
int eq = index_vara[i + size * (y_kmin)];
int flip_exo = vector_table_conditional_local[i].var_exo;
double yy = -(res[i] + x[y_kmin + flip_exo * nb_row_x]);
direction[eq] = 0;
x[flip_exo * nb_row_x + y_kmin] += slowc * yy;
}
else
{
int eq = index_vara[i + size * (y_kmin)];
double yy = -(res[i] + y[eq]);
direction[eq] = yy;
y[eq] += slowc * yy;
}
}
}
else
{
for (int i = 0; i < size; i++)
{
int eq = index_vara[i + size * (t + y_kmin)];
double yy = -(res[i + size * t] + y[eq]);
direction[eq] = yy;
y[eq] += slowc * yy;
}
}
}
else
{
for (int i = 0; i < n; i++)
{
int eq = index_vara[i + size * y_kmin];
double yy = -(res[i] + y[eq]);
direction[eq] = yy;
y[eq] += slowc * yy;
}
}
mxFree(Ap);
mxFree(Ai);
mxFree(Ax);
mxFree(b);
}
void
Interpreter::Solve_LU_UMFPack_One_Boundary(SuiteSparse_long* Ap, SuiteSparse_long* Ai, double* Ax,
double* b)
{
SuiteSparse_long sys = 0;
std::array<double, UMFPACK_CONTROL> Control;
std::array<double, UMFPACK_INFO> Info;
std::vector<double> res(size);
umfpack_dl_defaults(Control.data());
SuiteSparse_long status = 0;
if (iter == 0)
{
if (Symbolic)
umfpack_dl_free_symbolic(&Symbolic);
status = umfpack_dl_symbolic(size, size, Ap, Ai, Ax, &Symbolic, Control.data(), Info.data());
if (status != UMFPACK_OK)
{
umfpack_dl_report_info(Control.data(), Info.data());
umfpack_dl_report_status(Control.data(), status);
throw FatalException {"umfpack_dl_symbolic failed"};
}
}
if (Numeric)
umfpack_dl_free_numeric(&Numeric);
status = umfpack_dl_numeric(Ap, Ai, Ax, Symbolic, &Numeric, Control.data(), Info.data());
if (status != UMFPACK_OK)
{
umfpack_dl_report_info(Control.data(), Info.data());
umfpack_dl_report_status(Control.data(), status);
throw FatalException {"umfpack_dl_numeric failed"};
}
status = umfpack_dl_solve(sys, Ap, Ai, Ax, res.data(), b, Numeric, Control.data(), Info.data());
if (status != UMFPACK_OK)
{
umfpack_dl_report_info(Control.data(), Info.data());
umfpack_dl_report_status(Control.data(), status);
throw FatalException {"umfpack_dl_solve failed"};
}
for (int i = 0; i < size; i++)
{
int eq = index_vara[i];
double yy = -(res[i] + y[eq + it_ * y_size]);
direction[eq] = yy;
y[eq + it_ * y_size] += slowc * yy;
}
mxFree(Ap);
mxFree(Ai);
mxFree(Ax);
mxFree(b);
}
void
Interpreter::Solve_Matlab_GMRES(mxArray* A_m, mxArray* b_m, bool is_two_boundaries, mxArray* x0_m)
{
size_t n = mxGetM(A_m);
std::array field_names {"droptol", "type"};
std::array dims {static_cast<mwSize>(1)};
mxArray* Setup
= mxCreateStructArray(dims.size(), dims.data(), field_names.size(), field_names.data());
mxSetFieldByNumber(Setup, 0, 0, mxCreateDoubleScalar(lu_inc_tol));
mxSetFieldByNumber(Setup, 0, 1, mxCreateString("ilutp"));
std::array<mxArray*, 2> lhs0;
std::array rhs0 {A_m, Setup};
if (mexCallMATLAB(lhs0.size(), lhs0.data(), rhs0.size(), rhs0.data(), "ilu"))
throw FatalException("In GMRES, the incomplete LU decomposition (ilu) has failed");
mxArray* L1 = lhs0[0];
mxArray* U1 = lhs0[1];
/*[za,flag1] = gmres(g1a,b,Blck_size,1e-6,Blck_size*periods,L1,U1);*/
std::array rhs {A_m,
b_m,
mxCreateDoubleScalar(size),
mxCreateDoubleScalar(1e-6),
mxCreateDoubleScalar(static_cast<double>(n)),
L1,
U1,
x0_m};
std::array<mxArray*, 2> lhs;
mexCallMATLAB(lhs.size(), lhs.data(), rhs.size(), rhs.data(), "gmres");
mxArray* z = lhs[0];
mxArray* flag = lhs[1];
double flag1 {mxGetScalar(flag)};
mxDestroyArray(rhs0[1]);
mxDestroyArray(rhs[2]);
mxDestroyArray(rhs[3]);
mxDestroyArray(rhs[4]);
mxDestroyArray(rhs[5]);
mxDestroyArray(rhs[6]);
if (flag1 > 0)
{
if (flag1 == 1)
mexWarnMsgTxt(
("Error in bytecode: No convergence inside GMRES, in block " + to_string(block_num + 1))
.c_str());
else if (flag1 == 2)
mexWarnMsgTxt(("Error in bytecode: Preconditioner is ill-conditioned, in block "
+ to_string(block_num + 1))
.c_str());
else if (flag1 == 3)
mexWarnMsgTxt(("Error in bytecode: GMRES stagnated (Two consecutive iterates were the "
"same.), in block "
+ to_string(block_num + 1))
.c_str());
lu_inc_tol /= 10;
}
else
{
double* res = mxGetPr(z);
if (is_two_boundaries)
for (int i = 0; i < static_cast<int>(n); i++)
{
int eq = index_vara[i + size * y_kmin];
double yy = -(res[i] + y[eq]);
direction[eq] = yy;
y[eq] += slowc * yy;
}
else
for (int i = 0; i < static_cast<int>(n); i++)
{
int eq = index_vara[i];
double yy = -(res[i] + y[eq + it_ * y_size]);
direction[eq] = yy;
y[eq + it_ * y_size] += slowc * yy;
}
}
mxDestroyArray(A_m);
mxDestroyArray(b_m);
mxDestroyArray(x0_m);
mxDestroyArray(z);
mxDestroyArray(flag);
}
void
Interpreter::Solve_Matlab_BiCGStab(mxArray* A_m, mxArray* b_m, bool is_two_boundaries,
mxArray* x0_m, int preconditioner)
{
/* precond = 0 => Jacobi
precond = 1 => Incomplet LU decomposition*/
size_t n = mxGetM(A_m);
mxArray *L1 = nullptr, *U1 = nullptr, *Diag = nullptr;
if (preconditioner == 0)
{
std::array<mxArray*, 1> lhs0;
std::array rhs0 {A_m, mxCreateDoubleScalar(0)};
mexCallMATLAB(lhs0.size(), lhs0.data(), rhs0.size(), rhs0.data(), "spdiags");
mxArray* tmp = lhs0[0];
double* tmp_val = mxGetPr(tmp);
Diag = mxCreateSparse(n, n, n, mxREAL);
mwIndex* Diag_i = mxGetIr(Diag);
mwIndex* Diag_j = mxGetJc(Diag);
double* Diag_val = mxGetPr(Diag);
for (size_t i = 0; i < n; i++)
{
Diag_val[i] = tmp_val[i];
Diag_j[i] = i;
Diag_i[i] = i;
}
Diag_j[n] = n;
}
else if (preconditioner == 1)
{
/*[L1, U1] = ilu(g1a=;*/
std::array field_names {"type", "droptol", "milu", "udiag", "thresh"};
const int type = 0, droptol = 1, milu = 2, udiag = 3, thresh = 4;
std::array dims {static_cast<mwSize>(1)};
mxArray* Setup
= mxCreateStructArray(dims.size(), dims.data(), field_names.size(), field_names.data());
mxSetFieldByNumber(Setup, 0, type, mxCreateString("ilutp"));
mxSetFieldByNumber(Setup, 0, droptol, mxCreateDoubleScalar(lu_inc_tol));
mxSetFieldByNumber(Setup, 0, milu, mxCreateString("off"));
mxSetFieldByNumber(Setup, 0, udiag, mxCreateDoubleScalar(0));
mxSetFieldByNumber(Setup, 0, thresh, mxCreateDoubleScalar(1));
std::array<mxArray*, 2> lhs0;
std::array rhs0 {A_m, Setup};
if (mexCallMATLAB(lhs0.size(), lhs0.data(), rhs0.size(), rhs0.data(), "ilu"))
throw FatalException {"In BiCGStab, the incomplete LU decomposition (ilu) has failed"};
L1 = lhs0[0];
U1 = lhs0[1];
mxDestroyArray(Setup);
}
double flags = 2;
mxArray* z = nullptr;
if (steady_state) /*Octave BicStab algorihtm involves a 0 division in case of a preconditionner
equal to the LU decomposition of A matrix*/
{
mxArray* res = mult_SAT_B(Sparse_transpose(A_m), x0_m);
double* resid = mxGetPr(res);
double* b = mxGetPr(b_m);
for (int i = 0; i < static_cast<int>(n); i++)
resid[i] = b[i] - resid[i];
std::array<mxArray*, 1> lhs;
std::array rhs {L1, res};
mexCallMATLAB(lhs.size(), lhs.data(), rhs.size(), rhs.data(), "mldivide");
std::array rhs2 {U1, lhs[0]};
mexCallMATLAB(lhs.size(), lhs.data(), rhs2.size(), rhs2.data(), "mldivide");
z = lhs[0];
double* phat = mxGetPr(z);
double* x0 = mxGetPr(x0_m);
for (int i = 0; i < static_cast<int>(n); i++)
phat[i] = x0[i] + phat[i];
/*Check the solution*/
res = mult_SAT_B(Sparse_transpose(A_m), z);
resid = mxGetPr(res);
double cum_abs = 0;
for (int i = 0; i < static_cast<int>(n); i++)
{
resid[i] = b[i] - resid[i];
cum_abs += fabs(resid[i]);
}
if (cum_abs > 1e-7)
flags = 2;
else
flags = 0;
mxDestroyArray(res);
}
if (flags == 2)
{
if (preconditioner == 0)
{
/*[za,flag1] = bicgstab(g1a,b,1e-6,Blck_size*periods,L1,U1);*/
std::array rhs {A_m, b_m, mxCreateDoubleScalar(1e-6),
mxCreateDoubleScalar(static_cast<double>(n)), Diag};
std::array<mxArray*, 2> lhs;
mexCallMATLAB(lhs.size(), lhs.data(), rhs.size(), rhs.data(), "bicgstab");
z = lhs[0];
mxArray* flag = lhs[1];
flags = mxGetScalar(flag);
mxDestroyArray(flag);
mxDestroyArray(rhs[2]);
mxDestroyArray(rhs[3]);
mxDestroyArray(rhs[4]);
}
else if (preconditioner == 1)
{
/*[za,flag1] = bicgstab(g1a,b,1e-6,Blck_size*periods,L1,U1);*/
std::array rhs {A_m,
b_m,
mxCreateDoubleScalar(1e-6),
mxCreateDoubleScalar(static_cast<double>(n)),
L1,
U1,
x0_m};
std::array<mxArray*, 2> lhs;
mexCallMATLAB(lhs.size(), lhs.data(), rhs.size(), rhs.data(), "bicgstab");
z = lhs[0];
mxArray* flag = lhs[1];
flags = mxGetScalar(flag);
mxDestroyArray(flag);
mxDestroyArray(rhs[2]);
mxDestroyArray(rhs[3]);
mxDestroyArray(rhs[4]);
mxDestroyArray(rhs[5]);
}
}
if (flags > 0)
{
if (flags == 1)
mexWarnMsgTxt(("Error in bytecode: No convergence inside BiCGStab, in block "
+ to_string(block_num + 1))
.c_str());
else if (flags == 2)
mexWarnMsgTxt(("Error in bytecode: Preconditioner is ill-conditioned, in block "
+ to_string(block_num + 1))
.c_str());
else if (flags == 3)
mexWarnMsgTxt(("Error in bytecode: BiCGStab stagnated (Two consecutive iterates were the "
"same.), in block "
+ to_string(block_num + 1))
.c_str());
lu_inc_tol /= 10;
}
else
{
double* res = mxGetPr(z);
if (is_two_boundaries)
for (int i = 0; i < static_cast<int>(n); i++)
{
int eq = index_vara[i + size * y_kmin];
double yy = -(res[i] + y[eq]);
direction[eq] = yy;
y[eq] += slowc * yy;
}
else
for (int i = 0; i < static_cast<int>(n); i++)
{
int eq = index_vara[i];
double yy = -(res[i] + y[eq + it_ * y_size]);
direction[eq] = yy;
y[eq + it_ * y_size] += slowc * yy;
}
}
mxDestroyArray(A_m);
mxDestroyArray(b_m);
mxDestroyArray(x0_m);
mxDestroyArray(z);
}
void
Interpreter::Singular_display()
{
Simple_Init();
std::array rhs {mxCreateDoubleMatrix(size, size, mxREAL)};
double* pind = mxGetPr(rhs[0]);
for (int j = 0; j < size * size; j++)
pind[j] = 0.0;
for (int ii = 0; ii < size; ii++)
{
auto [nb_eq, first] = At_Col(ii);
for (int j = 0; j < nb_eq; j++)
{
int k = first->u_index;
int jj = first->r_index;
pind[ii * size + jj] = u[k];
first = first->NZE_C_N;
}
}
std::array<mxArray*, 3> lhs;
mexCallMATLAB(lhs.size(), lhs.data(), rhs.size(), rhs.data(), "svd");
mxArray* SVD_u = lhs[0];
mxArray* SVD_s = lhs[1];
double* SVD_ps = mxGetPr(SVD_s);
double* SVD_pu = mxGetPr(SVD_u);
for (int i = 0; i < size; i++)
if (abs(SVD_ps[i * (1 + size)]) < 1e-12)
{
mexPrintf(" The following equations form a linear combination:\n ");
double max_u = 0;
for (int j = 0; j < size; j++)
if (abs(SVD_pu[j + i * size]) > abs(max_u))
max_u = SVD_pu[j + i * size];
vector<int> equ_list;
for (int j = 0; j < size; j++)
{
double rr = SVD_pu[j + i * size] / max_u;
if (rr < -1e-10)
{
equ_list.push_back(j);
if (rr != -1)
mexPrintf(" - %3.2f*Dequ_%d_dy", abs(rr), j + 1);
else
mexPrintf(" - Dequ_%d_dy", j + 1);
}
else if (rr > 1e-10)
{
equ_list.push_back(j);
if (j > 0)
if (rr != 1)
mexPrintf(" + %3.2f*Dequ_%d_dy", rr, j + 1);
else
mexPrintf(" + Dequ_%d_dy", j + 1);
else if (rr != 1)
mexPrintf(" %3.2f*Dequ_%d_dy", rr, j + 1);
else
mexPrintf(" Dequ_%d_dy", j + 1);
}
}
mexPrintf(" = 0\n");
}
mxDestroyArray(lhs[0]);
mxDestroyArray(lhs[1]);
mxDestroyArray(lhs[2]);
if (block_num > 1)
throw FatalException {"In Solve_ByteCode_Sparse_GaussianElimination, singular system in block "
+ to_string(block_num + 1)};
else
throw FatalException {"In Solve_ByteCode_Sparse_GaussianElimination, singular system"};
}
bool
Interpreter::Solve_ByteCode_Sparse_GaussianElimination()
{
int pivj = 0, pivk = 0;
auto** bc = static_cast<NonZeroElem**>(mxMalloc(size * sizeof(NonZeroElem*)));
test_mxMalloc(bc, __LINE__, __FILE__, __func__, size * sizeof(*bc));
auto* piv_v = static_cast<double*>(mxMalloc(size * sizeof(double)));
test_mxMalloc(piv_v, __LINE__, __FILE__, __func__, size * sizeof(double));
int* pivj_v = static_cast<int*>(mxMalloc(size * sizeof(int)));
test_mxMalloc(pivj_v, __LINE__, __FILE__, __func__, size * sizeof(int));
int* pivk_v = static_cast<int*>(mxMalloc(size * sizeof(int)));
test_mxMalloc(pivk_v, __LINE__, __FILE__, __func__, size * sizeof(int));
int* NR = static_cast<int*>(mxMalloc(size * sizeof(int)));
test_mxMalloc(NR, __LINE__, __FILE__, __func__, size * sizeof(int));
for (int i = 0; i < size; i++)
{
/*finding the max-pivot*/
double piv = 0, piv_abs = 0;
auto [nb_eq, first] = At_Col(i);
int l = 0;
int N_max = 0;
bool one = false;
for (int j = 0; j < nb_eq; j++)
{
if (!line_done[first->r_index])
{
int k = first->u_index;
int jj = first->r_index;
int NRow_jj = NRow(jj);
piv_v[l] = u[k];
double piv_fabs = fabs(u[k]);
pivj_v[l] = jj;
pivk_v[l] = k;
NR[l] = NRow_jj;
if (NRow_jj == 1 && !one)
{
one = true;
piv_abs = piv_fabs;
N_max = NRow_jj;
}
if (!one)
{
if (piv_fabs > piv_abs)
piv_abs = piv_fabs;
if (NRow_jj > N_max)
N_max = NRow_jj;
}
else if (NRow_jj == 1)
{
if (piv_fabs > piv_abs)
piv_abs = piv_fabs;
if (NRow_jj > N_max)
N_max = NRow_jj;
}
l++;
}
first = first->NZE_C_N;
}
if (piv_abs < eps)
{
mxFree(piv_v);
mxFree(pivj_v);
mxFree(pivk_v);
mxFree(NR);
mxFree(bc);
if (steady_state)
{
if (verbosity >= 1)
{
if (block_num > 1)
mexPrintf("Error: singular system in Simulate_NG in block %d\n", block_num + 1);
else
mexPrintf("Error: singular system in Simulate_NG");
}
return true;
}
else
{
if (block_num > 1)
throw FatalException {
"In Solve_ByteCode_Sparse_GaussianElimination, singular system in block "
+ to_string(block_num + 1)};
else
throw FatalException {
"In Solve_ByteCode_Sparse_GaussianElimination, singular system"};
}
}
if (!one)
{
double markovitz = 0, markovitz_max = -9e70;
for (int j = 0; j < l; j++)
{
if (N_max > 0 && NR[j] > 0)
{
if (fabs(piv_v[j]) > 0)
{
if (markowitz_c > 0)
markovitz = exp(
log(fabs(piv_v[j]) / piv_abs)
- markowitz_c
* log(static_cast<double>(NR[j]) / static_cast<double>(N_max)));
else
markovitz = fabs(piv_v[j]) / piv_abs;
}
else
markovitz = 0;
}
else
markovitz = fabs(piv_v[j]) / piv_abs;
if (markovitz > markovitz_max)
{
piv = piv_v[j];
pivj = pivj_v[j]; // Line number
pivk = pivk_v[j]; // positi
markovitz_max = markovitz;
}
}
}
else
for (int j = 0; j < l; j++)
{
if (NR[j] == 1)
{
piv = piv_v[j];
pivj = pivj_v[j]; // Line number
pivk = pivk_v[j]; // positi
}
}
pivot[i] = pivj;
pivotk[i] = pivk;
pivotv[i] = piv;
line_done[pivj] = true;
/*divide all the non zeros elements of the line pivj by the max_pivot*/
int nb_var;
tie(nb_var, first) = At_Row(pivj);
for (int j = 0; j < nb_var; j++)
{
u[first->u_index] /= piv;
first = first->NZE_R_N;
}
u[b[pivj]] /= piv;
/*subtract the elements on the non treated lines*/
tie(nb_eq, first) = At_Col(i);
auto [nb_var_piva, first_piva] = At_Row(pivj);
int nb_eq_todo = 0;
for (int j = 0; j < nb_eq && first; j++)
{
if (!line_done[first->r_index])
bc[nb_eq_todo++] = first;
first = first->NZE_C_N;
}
for (int j = 0; j < nb_eq_todo; j++)
{
first = bc[j];
int row = first->r_index;
double first_elem = u[first->u_index];
int nb_var_piv = nb_var_piva;
NonZeroElem* first_piv = first_piva;
auto [nb_var_sub, first_sub] = At_Row(row);
int l_sub = 0, l_piv = 0;
int sub_c_index = first_sub->c_index, piv_c_index = first_piv->c_index;
while (l_sub < nb_var_sub || l_piv < nb_var_piv)
if (l_sub < nb_var_sub && (sub_c_index < piv_c_index || l_piv >= nb_var_piv))
{
first_sub = first_sub->NZE_R_N;
if (first_sub)
sub_c_index = first_sub->c_index;
else
sub_c_index = size;
l_sub++;
}
else if (sub_c_index > piv_c_index || l_sub >= nb_var_sub)
{
int tmp_u_count = Get_u();
Insert(row, first_piv->c_index, tmp_u_count, 0);
u[tmp_u_count] = -u[first_piv->u_index] * first_elem;
first_piv = first_piv->NZE_R_N;
if (first_piv)
piv_c_index = first_piv->c_index;
else
piv_c_index = size;
l_piv++;
}
else
{
if (i == sub_c_index)
{
NonZeroElem* firsta = first;
NonZeroElem* first_suba = first_sub->NZE_R_N;
Delete(first_sub->r_index, first_sub->c_index);
first = firsta->NZE_C_N;
first_sub = first_suba;
if (first_sub)
sub_c_index = first_sub->c_index;
else
sub_c_index = size;
l_sub++;
first_piv = first_piv->NZE_R_N;
if (first_piv)
piv_c_index = first_piv->c_index;
else
piv_c_index = size;
l_piv++;
}
else
{
u[first_sub->u_index] -= u[first_piv->u_index] * first_elem;
first_sub = first_sub->NZE_R_N;
if (first_sub)
sub_c_index = first_sub->c_index;
else
sub_c_index = size;
l_sub++;
first_piv = first_piv->NZE_R_N;
if (first_piv)
piv_c_index = first_piv->c_index;
else
piv_c_index = size;
l_piv++;
}
}
u[b[row]] -= u[b[pivj]] * first_elem;
}
}
for (int i = 0; i < y_size; i++)
ya[i + it_ * y_size] = y[i + it_ * y_size];
slowc_save = slowc;
simple_bksub();
End_Gaussian_Elimination();
mxFree(piv_v);
mxFree(pivj_v);
mxFree(pivk_v);
mxFree(NR);
mxFree(bc);
return false;
}
void
Interpreter::Solve_ByteCode_Symbolic_Sparse_GaussianElimination(bool symbolic)
{
/*Triangularisation at each period of a block using a simple gaussian Elimination*/
int *save_op = nullptr, *save_opa = nullptr, *save_opaa = nullptr;
long int nop = 0, nopa = 0;
bool record = false;
int pivj = 0, pivk = 0;
int tbreak = 0, last_period = periods;
auto* piv_v = static_cast<double*>(mxMalloc(size * sizeof(double)));
test_mxMalloc(piv_v, __LINE__, __FILE__, __func__, size * sizeof(double));
int* pivj_v = static_cast<int*>(mxMalloc(size * sizeof(int)));
test_mxMalloc(pivj_v, __LINE__, __FILE__, __func__, size * sizeof(int));
int* pivk_v = static_cast<int*>(mxMalloc(size * sizeof(int)));
test_mxMalloc(pivk_v, __LINE__, __FILE__, __func__, size * sizeof(int));
int* NR = static_cast<int*>(mxMalloc(size * sizeof(int)));
test_mxMalloc(NR, __LINE__, __FILE__, __func__, size * sizeof(int));
auto** bc = static_cast<NonZeroElem**>(mxMalloc(size * sizeof(NonZeroElem*)));
test_mxMalloc(bc, __LINE__, __FILE__, __func__, size * sizeof(NonZeroElem*));
for (int t = 0; t < periods; t++)
{
#ifdef MATLAB_MEX_FILE
if (utIsInterruptPending())
throw UserException {};
#endif
if (record && symbolic)
{
save_op = static_cast<int*>(mxMalloc(nop * sizeof(int)));
test_mxMalloc(save_op, __LINE__, __FILE__, __func__, nop * sizeof(int));
nopa = nop;
}
nop = 0;
Clear_u();
int ti = t * size;
for (int i = ti; i < size + ti; i++)
{
/*finding the max-pivot*/
double piv = 0, piv_abs = 0;
auto [nb_eq, first] = At_Col(i, 0);
if ((symbolic && t <= start_compare) || !symbolic)
{
int l = 0, N_max = 0;
bool one = false;
piv_abs = 0;
for (int j = 0; j < nb_eq; j++)
{
if (!line_done[first->r_index])
{
int k = first->u_index;
int jj = first->r_index;
int NRow_jj = NRow(jj);
piv_v[l] = u[k];
double piv_fabs = fabs(u[k]);
pivj_v[l] = jj;
pivk_v[l] = k;
NR[l] = NRow_jj;
if (NRow_jj == 1 && !one)
{
one = true;
piv_abs = piv_fabs;
N_max = NRow_jj;
}
if (!one)
{
if (piv_fabs > piv_abs)
piv_abs = piv_fabs;
if (NRow_jj > N_max)
N_max = NRow_jj;
}
else if (NRow_jj == 1)
{
if (piv_fabs > piv_abs)
piv_abs = piv_fabs;
if (NRow_jj > N_max)
N_max = NRow_jj;
}
l++;
}
first = first->NZE_C_N;
}
double markovitz = 0, markovitz_max = -9e70;
int NR_max = 0;
if (!one)
for (int j = 0; j < l; j++)
{
if (N_max > 0 && NR[j] > 0)
{
if (fabs(piv_v[j]) > 0)
{
if (markowitz_c > 0)
markovitz = exp(log(fabs(piv_v[j]) / piv_abs)
- markowitz_c
* log(static_cast<double>(NR[j])
/ static_cast<double>(N_max)));
else
markovitz = fabs(piv_v[j]) / piv_abs;
}
else
markovitz = 0;
}
else
markovitz = fabs(piv_v[j]) / piv_abs;
if (markovitz > markovitz_max)
{
piv = piv_v[j];
pivj = pivj_v[j]; // Line number
pivk = pivk_v[j]; // positi
markovitz_max = markovitz;
NR_max = NR[j];
}
}
else
for (int j = 0; j < l; j++)
{
if (N_max > 0 && NR[j] > 0)
{
if (fabs(piv_v[j]) > 0)
{
if (markowitz_c > 0)
markovitz = exp(log(fabs(piv_v[j]) / piv_abs)
- markowitz_c
* log(static_cast<double>(NR[j])
/ static_cast<double>(N_max)));
else
markovitz = fabs(piv_v[j]) / piv_abs;
}
else
markovitz = 0;
}
else
markovitz = fabs(piv_v[j]) / piv_abs;
if (NR[j] == 1)
{
piv = piv_v[j];
pivj = pivj_v[j]; // Line number
pivk = pivk_v[j]; // positi
markovitz_max = markovitz;
NR_max = NR[j];
}
}
if (fabs(piv) < eps && verbosity >= 1)
mexPrintf(
"==> Error NR_max=%d, N_max=%d and piv=%f, piv_abs=%f, markovitz_max=%f\n",
NR_max, N_max, piv, piv_abs, markovitz_max);
if (NR_max == 0 && verbosity >= 1)
mexPrintf("==> Error NR_max=0 and piv=%f, markovitz_max=%f\n", piv, markovitz_max);
pivot[i] = pivj;
pivot_save[i] = pivj;
pivotk[i] = pivk;
pivotv[i] = piv;
}
else
{
pivj = pivot[i - size] + size;
pivot[i] = pivj;
first = At_Pos(pivj, i);
pivk = first->u_index;
piv = u[pivk];
piv_abs = fabs(piv);
}
line_done[pivj] = true;
if (record && symbolic)
{
if (nop + 1 >= nopa)
{
nopa = static_cast<long>(mem_increasing_factor * static_cast<double>(nopa));
save_op = static_cast<int*>(mxRealloc(save_op, nopa * sizeof(int)));
}
auto* save_op_s = reinterpret_cast<t_save_op_s*>(&save_op[nop]);
save_op_s->operat = IFLD;
save_op_s->first = pivk;
save_op_s->lag = 0;
nop += 2;
if (piv_abs < eps)
{
if (block_num > 1)
throw FatalException {"In Solve_ByteCode_Symbolic_Sparse_GaussianElimination, "
"singular system in block "
+ to_string(block_num + 1)};
else
throw FatalException {
"In Solve_ByteCode_Symbolic_Sparse_GaussianElimination, singular system"};
}
/*divide all the non zeros elements of the line pivj by the max_pivot*/
int nb_var;
tie(nb_var, first) = At_Row(pivj);
for (int j = 0; j < nb_var; j++)
{
u[first->u_index] /= piv;
if (nop + j * 2 + 1 >= nopa)
{
nopa = static_cast<long>(mem_increasing_factor * static_cast<double>(nopa));
save_op = static_cast<int*>(mxRealloc(save_op, nopa * sizeof(int)));
}
save_op_s = reinterpret_cast<t_save_op_s*>(&save_op[nop + j * 2]);
save_op_s->operat = IFDIV;
save_op_s->first = first->u_index;
save_op_s->lag = first->lag_index;
first = first->NZE_R_N;
}
nop += nb_var * 2;
u[b[pivj]] /= piv;
if (nop + 1 >= nopa)
{
nopa = static_cast<long>(mem_increasing_factor * static_cast<double>(nopa));
save_op = static_cast<int*>(mxRealloc(save_op, nopa * sizeof(int)));
}
save_op_s = reinterpret_cast<t_save_op_s*>(&save_op[nop]);
save_op_s->operat = IFDIV;
save_op_s->first = b[pivj];
save_op_s->lag = 0;
nop += 2;
// Subtract the elements on the non treated lines
tie(nb_eq, first) = At_Col(i);
auto [nb_var_piva, first_piva] = At_Row(pivj);
int nb_eq_todo = 0;
for (int j = 0; j < nb_eq && first; j++)
{
if (!line_done[first->r_index])
bc[nb_eq_todo++] = first;
first = first->NZE_C_N;
}
for (int j = 0; j < nb_eq_todo; j++)
{
t_save_op_s* save_op_s_l;
NonZeroElem* first = bc[j];
int row = first->r_index;
double first_elem = u[first->u_index];
if (nop + 1 >= nopa)
{
nopa = static_cast<long>(mem_increasing_factor * static_cast<double>(nopa));
save_op = static_cast<int*>(mxRealloc(save_op, nopa * sizeof(int)));
}
save_op_s_l = reinterpret_cast<t_save_op_s*>(&save_op[nop]);
save_op_s_l->operat = IFLD;
save_op_s_l->first = first->u_index;
save_op_s_l->lag = abs(first->lag_index);
nop += 2;
int nb_var_piv = nb_var_piva;
NonZeroElem* first_piv = first_piva;
auto [nb_var_sub, first_sub] = At_Row(row);
int l_sub = 0;
int l_piv = 0;
int sub_c_index = first_sub->c_index;
int piv_c_index = first_piv->c_index;
int tmp_lag = first_sub->lag_index;
while (l_sub < nb_var_sub /*=NRow(row)*/ || l_piv < nb_var_piv)
{
if (l_sub < nb_var_sub && (sub_c_index < piv_c_index || l_piv >= nb_var_piv))
{
/* There is no nonzero element at row pivot for this
column ⇒ Nothing to do for the current element got to
next column */
first_sub = first_sub->NZE_R_N;
if (first_sub)
sub_c_index = first_sub->c_index;
else
sub_c_index = size * periods;
l_sub++;
}
else if (sub_c_index > piv_c_index || l_sub >= nb_var_sub)
{
// There is an nonzero element at row pivot but not at the current row=>
// insert a negative element in the current row
int tmp_u_count = Get_u();
int lag = first_piv->c_index / size - row / size;
Insert(row, first_piv->c_index, tmp_u_count, lag);
u[tmp_u_count] = -u[first_piv->u_index] * first_elem;
if (nop + 2 >= nopa)
{
nopa = static_cast<long>(mem_increasing_factor
* static_cast<double>(nopa));
save_op = static_cast<int*>(mxRealloc(save_op, nopa * sizeof(int)));
}
save_op_s_l = reinterpret_cast<t_save_op_s*>(&save_op[nop]);
save_op_s_l->operat = IFLESS;
save_op_s_l->first = tmp_u_count;
save_op_s_l->second = first_piv->u_index;
save_op_s_l->lag = max(first_piv->lag_index, abs(tmp_lag));
nop += 3;
first_piv = first_piv->NZE_R_N;
if (first_piv)
piv_c_index = first_piv->c_index;
else
piv_c_index = size * periods;
l_piv++;
}
else /*first_sub->c_index==first_piv->c_index*/
{
if (i == sub_c_index)
{
NonZeroElem* firsta = first;
NonZeroElem* first_suba = first_sub->NZE_R_N;
Delete(first_sub->r_index, first_sub->c_index);
first = firsta->NZE_C_N;
first_sub = first_suba;
if (first_sub)
sub_c_index = first_sub->c_index;
else
sub_c_index = size * periods;
l_sub++;
first_piv = first_piv->NZE_R_N;
if (first_piv)
piv_c_index = first_piv->c_index;
else
piv_c_index = size * periods;
l_piv++;
}
else
{
u[first_sub->u_index] -= u[first_piv->u_index] * first_elem;
if (nop + 3 >= nopa)
{
nopa = static_cast<long>(mem_increasing_factor
* static_cast<double>(nopa));
save_op
= static_cast<int*>(mxRealloc(save_op, nopa * sizeof(int)));
}
save_op_s_l = reinterpret_cast<t_save_op_s*>(&save_op[nop]);
save_op_s_l->operat = IFSUB;
save_op_s_l->first = first_sub->u_index;
save_op_s_l->second = first_piv->u_index;
save_op_s_l->lag = max(abs(tmp_lag), first_piv->lag_index);
nop += 3;
first_sub = first_sub->NZE_R_N;
if (first_sub)
sub_c_index = first_sub->c_index;
else
sub_c_index = size * periods;
l_sub++;
first_piv = first_piv->NZE_R_N;
if (first_piv)
piv_c_index = first_piv->c_index;
else
piv_c_index = size * periods;
l_piv++;
}
}
}
u[b[row]] -= u[b[pivj]] * first_elem;
if (nop + 3 >= nopa)
{
nopa = static_cast<long>(mem_increasing_factor * static_cast<double>(nopa));
save_op = static_cast<int*>(mxRealloc(save_op, nopa * sizeof(int)));
}
save_op_s_l = reinterpret_cast<t_save_op_s*>(&save_op[nop]);
save_op_s_l->operat = IFSUB;
save_op_s_l->first = b[row];
save_op_s_l->second = b[pivj];
save_op_s_l->lag = abs(tmp_lag);
nop += 3;
}
}
else if (symbolic)
{
nop += 2;
if (piv_abs < eps)
{
if (block_num > 1)
throw FatalException {"In Solve_ByteCode_Symbolic_Sparse_GaussianElimination, "
"singular system in block "
+ to_string(block_num + 1)};
else
throw FatalException {
"In Solve_ByteCode_Symbolic_Sparse_GaussianElimination, singular system"};
}
// Divide all the non zeros elements of the line pivj by the max_pivot
int nb_var;
tie(nb_var, first) = At_Row(pivj);
for (int j = 0; j < nb_var; j++)
{
u[first->u_index] /= piv;
first = first->NZE_R_N;
}
nop += nb_var * 2;
u[b[pivj]] /= piv;
nop += 2;
// Subtract the elements on the non treated lines
tie(nb_eq, first) = At_Col(i);
auto [nb_var_piva, first_piva] = At_Row(pivj);
int nb_eq_todo = 0;
for (int j = 0; j < nb_eq && first; j++)
{
if (!line_done[first->r_index])
bc[nb_eq_todo++] = first;
first = first->NZE_C_N;
}
for (int j = 0; j < nb_eq_todo; j++)
{
NonZeroElem* first = bc[j];
int row = first->r_index;
double first_elem = u[first->u_index];
nop += 2;
int nb_var_piv = nb_var_piva;
NonZeroElem* first_piv = first_piva;
auto [nb_var_sub, first_sub] = At_Row(row);
int l_sub = 0;
int l_piv = 0;
int sub_c_index = first_sub->c_index;
int piv_c_index = first_piv->c_index;
while (l_sub < nb_var_sub /*= NRow(row)*/ || l_piv < nb_var_piv)
{
if (l_sub < nb_var_sub && (sub_c_index < piv_c_index || l_piv >= nb_var_piv))
{
/* There is no nonzero element at row pivot for this
column ⇒ Nothing to do for the current element got to
next column */
first_sub = first_sub->NZE_R_N;
if (first_sub)
sub_c_index = first_sub->c_index;
else
sub_c_index = size * periods;
l_sub++;
}
else if (sub_c_index > piv_c_index || l_sub >= nb_var_sub)
{
/* There is an nonzero element at row pivot but not
at the current row ⇒ insert a negative element in the
current row */
int tmp_u_count = Get_u();
int lag = first_piv->c_index / size - row / size;
Insert(row, first_piv->c_index, tmp_u_count, lag);
u[tmp_u_count] = -u[first_piv->u_index] * first_elem;
nop += 3;
first_piv = first_piv->NZE_R_N;
if (first_piv)
piv_c_index = first_piv->c_index;
else
piv_c_index = size * periods;
l_piv++;
}
else /*first_sub->c_index==first_piv->c_index*/
{
if (i == sub_c_index)
{
NonZeroElem* firsta = first;
NonZeroElem* first_suba = first_sub->NZE_R_N;
Delete(first_sub->r_index, first_sub->c_index);
first = firsta->NZE_C_N;
first_sub = first_suba;
if (first_sub)
sub_c_index = first_sub->c_index;
else
sub_c_index = size * periods;
l_sub++;
first_piv = first_piv->NZE_R_N;
if (first_piv)
piv_c_index = first_piv->c_index;
else
piv_c_index = size * periods;
l_piv++;
}
else
{
u[first_sub->u_index] -= u[first_piv->u_index] * first_elem;
nop += 3;
first_sub = first_sub->NZE_R_N;
if (first_sub)
sub_c_index = first_sub->c_index;
else
sub_c_index = size * periods;
l_sub++;
first_piv = first_piv->NZE_R_N;
if (first_piv)
piv_c_index = first_piv->c_index;
else
piv_c_index = size * periods;
l_piv++;
}
}
}
u[b[row]] -= u[b[pivj]] * first_elem;
nop += 3;
}
}
}
if (symbolic)
{
if (t > static_cast<int>(periods * 0.35))
{
symbolic = false;
mxFree(save_opaa);
mxFree(save_opa);
mxFree(save_op);
}
else if (record && nop == nop1)
{
if (t > static_cast<int>(periods * 0.35))
{
symbolic = false;
if (save_opaa)
{
mxFree(save_opaa);
save_opaa = nullptr;
}
if (save_opa)
{
mxFree(save_opa);
save_opa = nullptr;
}
if (save_op)
{
mxFree(save_op);
save_op = nullptr;
}
}
else if (save_opa && save_opaa)
{
if (compare(save_op, save_opa, save_opaa, t, nop))
{
tbreak = t;
tbreak_g = tbreak;
break;
}
}
if (save_opa)
{
if (save_opaa)
{
mxFree(save_opaa);
save_opaa = nullptr;
}
save_opaa = save_opa;
}
save_opa = save_op;
}
else
{
if (nop == nop1)
record = true;
else
{
record = false;
if (save_opa)
{
mxFree(save_opa);
save_opa = nullptr;
}
if (save_opaa)
{
mxFree(save_opaa);
save_opaa = nullptr;
}
}
}
nop1 = nop;
}
}
mxFree(bc);
mxFree(piv_v);
mxFree(pivj_v);
mxFree(pivk_v);
mxFree(NR);
if (symbolic)
{
if (save_op)
mxFree(save_op);
if (save_opa)
mxFree(save_opa);
if (save_opaa)
mxFree(save_opaa);
}
// The backward substitution
for (int i = 0; i < y_size * (periods + y_kmin); i++)
ya[i] = y[i];
slowc_save = slowc;
bksub(tbreak, last_period);
End_Gaussian_Elimination();
}
void
Interpreter::Check_and_Correct_Previous_Iteration()
{
if (isnan(res1) || isinf(res1) || (res2 > g0 && iter > 0))
{
while (isnan(res1) || isinf(res1))
{
prev_slowc_save = slowc_save;
slowc_save /= 1.1;
for (int i = 0; i < size; i++)
{
int eq = index_vara[i];
y[eq + it_ * y_size]
= ya[eq + it_ * y_size] + slowc_save * direction[eq + it_ * y_size];
}
compute_complete(true);
}
while (res2 > g0 && slowc_save > 1e-1)
{
prev_slowc_save = slowc_save;
slowc_save /= 1.5;
for (int i = 0; i < size; i++)
{
int eq = index_vara[i];
y[eq + it_ * y_size]
= ya[eq + it_ * y_size] + slowc_save * direction[eq + it_ * y_size];
}
compute_complete(true);
}
if (verbosity >= 2)
mexPrintf("Error: Simulation diverging, trying to correct it using slowc=%f\n", slowc_save);
for (int i = 0; i < size; i++)
{
int eq = index_vara[i];
y[eq + it_ * y_size] = ya[eq + it_ * y_size] + slowc_save * direction[eq + it_ * y_size];
}
compute_complete(false);
}
else
for (int i = 0; i < size; i++)
{
int eq = index_vara[i];
y[eq + it_ * y_size] = ya[eq + it_ * y_size] + slowc_save * direction[eq + it_ * y_size];
}
slowc_save = slowc;
}
bool
Interpreter::Simulate_One_Boundary()
{
mxArray *b_m = nullptr, *A_m = nullptr, *x0_m = nullptr;
SuiteSparse_long *Ap = nullptr, *Ai = nullptr;
double *Ax = nullptr, *b = nullptr;
int preconditioner = 1;
try_at_iteration = 0;
Clear_u();
bool singular_system = false;
u_count_alloc_save = u_count_alloc;
if (isnan(res1) || isinf(res1))
{
#ifdef DEBUG
for (int j = 0; j < y_size; j++)
{
bool select = false;
for (int i = 0; i < size; i++)
if (j == index_vara[i])
{
select = true;
break;
}
if (select)
mexPrintf("-> variable %s (%d) at time %d = %f direction = %f\n",
get_variable(SymbolType::endogenous, j).c_str(), j + 1, it_,
y[j + it_ * y_size], direction[j + it_ * y_size]);
else
mexPrintf(" variable %s (%d) at time %d = %f direction = %f\n",
get_variable(SymbolType::endogenous, j).c_str(), j + 1, it_,
y[j + it_ * y_size], direction[j + it_ * y_size]);
}
#endif
if (steady_state)
{
if (verbosity >= 1)
{
if (iter == 0)
mexPrintf(" the initial values of endogenous variables are too far from the "
"solution.\nChange them!\n");
else
mexPrintf(
" dynare cannot improve the simulation in block %d at time %d (variable %d)\n",
block_num + 1, it_ + 1, index_vara[max_res_idx] + 1);
mexEvalString("drawnow;");
}
}
else
{
if (iter == 0)
throw FatalException {"In Simulate_One_Boundary, The initial values of endogenous "
"variables are too far from the solution. Change them!"};
else
throw FatalException {
"In Simulate_One_Boundary, Dynare cannot improve the simulation in block "
+ to_string(block_num + 1) + " at time " + to_string(it_ + 1) + " (variable "
+ to_string(index_vara[max_res_idx] + 1)};
}
}
if (verbosity >= 1)
{
if (steady_state)
{
switch (solve_algo)
{
case 5:
mexPrintf("MODEL STEADY STATE: (method=Sparse Gaussian Elimination)\n");
break;
case 6:
mexPrintf("MODEL STEADY STATE: (method=Sparse LU)\n");
break;
case 7:
mexPrintf(preconditioner_print_out("MODEL STEADY STATE: (method=GMRES)\n",
preconditioner, true)
.c_str());
break;
case 8:
mexPrintf(preconditioner_print_out("MODEL STEADY STATE: (method=BiCGStab)\n",
preconditioner, true)
.c_str());
break;
}
}
mexPrintf("------------------------------------\n");
mexPrintf(" Iteration no. %d\n", iter + 1);
mexPrintf(" Inf-norm error = %.3e\n", static_cast<double>(max_res));
mexPrintf(" 2-norm error = %.3e\n", static_cast<double>(sqrt(res2)));
mexPrintf(" 1-norm error = %.3e\n", static_cast<double>(res1));
mexPrintf("------------------------------------\n");
}
bool zero_solution;
if ((solve_algo == 5 && steady_state) || (stack_solve_algo == 5 && !steady_state))
zero_solution = Simple_Init();
else
{
x0_m = mxCreateDoubleMatrix(size, 1, mxREAL);
if (!x0_m)
throw FatalException {"In Simulate_One_Boundary, can't allocate x0_m vector"};
if (!((solve_algo == 6 && steady_state)
|| ((stack_solve_algo == 0 || stack_solve_algo == 1 || stack_solve_algo == 4
|| stack_solve_algo == 6)
&& !steady_state)))
{
b_m = mxCreateDoubleMatrix(size, 1, mxREAL);
if (!b_m)
throw FatalException {"In Simulate_One_Boundary, can't allocate b_m vector"};
A_m = mxCreateSparse(size, size, min(static_cast<int>(IM_i.size() * 2), size * size),
mxREAL);
if (!A_m)
throw FatalException {"In Simulate_One_Boundary, can't allocate A_m matrix"};
zero_solution = Init_Matlab_Sparse_One_Boundary(A_m, b_m, x0_m);
}
else
{
tie(zero_solution, Ap, Ai, Ax, b) = Init_UMFPACK_Sparse_One_Boundary(x0_m);
if (Ap_save[size] != Ap[size])
{
mxFree(Ai_save);
mxFree(Ax_save);
Ai_save
= static_cast<SuiteSparse_long*>(mxMalloc(Ap[size] * sizeof(SuiteSparse_long)));
test_mxMalloc(Ai_save, __LINE__, __FILE__, __func__,
Ap[size] * sizeof(SuiteSparse_long));
Ax_save = static_cast<double*>(mxMalloc(Ap[size] * sizeof(double)));
test_mxMalloc(Ax_save, __LINE__, __FILE__, __func__, Ap[size] * sizeof(double));
}
copy_n(Ap, size + 1, Ap_save);
copy_n(Ai, Ap[size], Ai_save);
copy_n(Ax, Ap[size], Ax_save);
copy_n(b, size, b_save);
}
}
if (zero_solution)
for (int i = 0; i < size; i++)
{
int eq = index_vara[i];
double yy = -(y[eq + it_ * y_size]);
direction[eq] = yy;
y[eq + it_ * y_size] += slowc * yy;
}
else
{
if ((solve_algo == 5 && steady_state) || (stack_solve_algo == 5 && !steady_state))
singular_system = Solve_ByteCode_Sparse_GaussianElimination();
else if ((solve_algo == 7 && steady_state) || (stack_solve_algo == 2 && !steady_state))
Solve_Matlab_GMRES(A_m, b_m, false, x0_m);
else if ((solve_algo == 8 && steady_state) || (stack_solve_algo == 3 && !steady_state))
Solve_Matlab_BiCGStab(A_m, b_m, false, x0_m, preconditioner);
else if ((solve_algo == 6 && steady_state)
|| ((stack_solve_algo == 0 || stack_solve_algo == 1 || stack_solve_algo == 4
|| stack_solve_algo == 6)
&& !steady_state))
{
Solve_LU_UMFPack_One_Boundary(Ap, Ai, Ax, b);
mxDestroyArray(x0_m);
}
}
return singular_system;
}
bool
Interpreter::solve_linear(bool do_check_and_correct)
{
bool cvg = false;
compute_complete(false);
cvg = (max_res < solve_tolf);
if (!cvg || isnan(res1) || isinf(res1))
{
if (do_check_and_correct)
Check_and_Correct_Previous_Iteration();
bool singular_system = Simulate_One_Boundary();
if (singular_system && verbosity >= 1)
Singular_display();
}
return cvg;
}
void
Interpreter::solve_non_linear()
{
max_res_idx = 0;
bool cvg = false;
iter = 0;
glambda2 = g0 = very_big;
while (!cvg && iter < maxit_)
{
cvg = solve_linear(iter > 0);
g0 = res2;
iter++;
}
if (!cvg)
{
if (steady_state)
throw FatalException {
"In Solve Forward/Backward Complete, convergence not achieved in block "
+ to_string(block_num + 1) + ", after " + to_string(iter) + " iterations"};
else
throw FatalException {
"In Solve Forward/Backward Complete, convergence not achieved in block "
+ to_string(block_num + 1) + ", at time " + to_string(it_) + ", after "
+ to_string(iter) + " iterations"};
}
}
void
Interpreter::Simulate_Newton_One_Boundary(bool forward)
{
g1 = static_cast<double*>(mxMalloc(size * size * sizeof(double)));
test_mxMalloc(g1, __LINE__, __FILE__, __func__, size * size * sizeof(double));
r = static_cast<double*>(mxMalloc(size * sizeof(double)));
test_mxMalloc(r, __LINE__, __FILE__, __func__, size * sizeof(double));
iter = 0;
if ((solve_algo == 6 && steady_state)
|| ((stack_solve_algo == 0 || stack_solve_algo == 1 || stack_solve_algo == 4
|| stack_solve_algo == 6)
&& !steady_state))
{
Ap_save = static_cast<SuiteSparse_long*>(mxMalloc((size + 1) * sizeof(SuiteSparse_long)));
test_mxMalloc(Ap_save, __LINE__, __FILE__, __func__, (size + 1) * sizeof(SuiteSparse_long));
Ap_save[size] = 0;
Ai_save = static_cast<SuiteSparse_long*>(mxMalloc(1 * sizeof(SuiteSparse_long)));
test_mxMalloc(Ai_save, __LINE__, __FILE__, __func__, 1 * sizeof(SuiteSparse_long));
Ax_save = static_cast<double*>(mxMalloc(1 * sizeof(double)));
test_mxMalloc(Ax_save, __LINE__, __FILE__, __func__, 1 * sizeof(double));
b_save = static_cast<double*>(mxMalloc((size) * sizeof(SuiteSparse_long)));
test_mxMalloc(b_save, __LINE__, __FILE__, __func__, (size) * sizeof(SuiteSparse_long));
}
if (steady_state)
{
it_ = 0;
if (!is_linear)
solve_non_linear();
else
solve_linear(false);
}
else if (forward)
{
if (!is_linear)
for (it_ = y_kmin; it_ < periods + y_kmin; it_++)
solve_non_linear();
else
for (it_ = y_kmin; it_ < periods + y_kmin; it_++)
solve_linear(false);
}
else
{
if (!is_linear)
for (it_ = periods + y_kmin - 1; it_ >= y_kmin; it_--)
solve_non_linear();
else
for (it_ = periods + y_kmin - 1; it_ >= y_kmin; it_--)
solve_linear(false);
}
if ((solve_algo == 6 && steady_state)
|| ((stack_solve_algo == 0 || stack_solve_algo == 1 || stack_solve_algo == 4
|| stack_solve_algo == 6)
&& !steady_state))
{
mxFree(Ap_save);
mxFree(Ai_save);
mxFree(Ax_save);
mxFree(b_save);
}
mxFree(g1);
mxFree(r);
}
string
Interpreter::preconditioner_print_out(string s, int preconditioner, bool ss)
{
int n = s.length();
string tmp = ", preconditioner=";
switch (preconditioner)
{
case 0:
if (ss)
tmp.append("Jacobi on static jacobian");
else
tmp.append("Jacobi on dynamic jacobian");
break;
case 1:
if (ss)
tmp.append("incomplete lutp on static jacobian");
else
tmp.append("incomplete lu0 on dynamic jacobian");
break;
case 2:
tmp.append("incomplete lutp on dynamic jacobian");
break;
case 3:
tmp.append("lu on static jacobian");
break;
}
s.insert(n - 2, tmp);
return s;
}
void
Interpreter::Simulate_Newton_Two_Boundaries(
bool cvg, const vector_table_conditional_local_type& vector_table_conditional_local)
{
double top = 0.5;
double bottom = 0.1;
int preconditioner = 2;
if (start_compare == 0)
start_compare = y_kmin;
u_count_alloc_save = u_count_alloc;
auto t1 {chrono::high_resolution_clock::now()};
nop1 = 0;
mxArray *b_m = nullptr, *A_m = nullptr, *x0_m = nullptr;
double *Ax {nullptr}, *b {nullptr};
SuiteSparse_long *Ap = nullptr, *Ai = nullptr;
assert(stack_solve_algo == 0 || stack_solve_algo == 2 || stack_solve_algo == 3
|| stack_solve_algo == 4 || stack_solve_algo == 5);
if (isnan(res1) || isinf(res1) || (res2 > 12 * g0 && iter > 0))
{
if (iter == 0 || fabs(slowc_save) < 1e-8)
{
if (verbosity >= 2)
mexPrintf("res1 = %f, res2 = %f g0 = %f iter = %d\n", res1, res2, g0, iter);
for (int j = 0; j < y_size; j++)
{
bool select = false;
for (int i = 0; i < size; i++)
if (j == index_vara[i])
{
select = true;
break;
}
if (verbosity >= 2)
{
if (select)
mexPrintf("-> variable %s (%d) at time %d = %f direction = %f\n",
symbol_table.getName(SymbolType::endogenous, j).c_str(), j + 1, it_,
y[j + it_ * y_size], direction[j + it_ * y_size]);
else
mexPrintf(" variable %s (%d) at time %d = %f direction = %f\n",
symbol_table.getName(SymbolType::endogenous, j).c_str(), j + 1, it_,
y[j + it_ * y_size], direction[j + it_ * y_size]);
}
}
if (iter == 0)
throw FatalException {
"In Simulate_Newton_Two_Boundaries, the initial values of endogenous variables are "
"too far from the solution. Change them!"};
else
throw FatalException {
"In Simulate_Newton_Two_Boundaries, dynare cannot improve the simulation in block "
+ to_string(block_num + 1) + " at time " + to_string(it_ + 1) + " (variable "
+ to_string(index_vara[max_res_idx] + 1) + " = " + to_string(max_res) + ")"};
}
if (!(isnan(res1) || isinf(res1)) && !(isnan(g0) || isinf(g0))
&& (stack_solve_algo == 4 || stack_solve_algo == 5))
{
if (try_at_iteration == 0)
{
prev_slowc_save = slowc_save;
slowc_save = max(-gp0 / (2 * (res2 - g0 - gp0)), bottom);
}
else
{
double t1 = res2 - gp0 * slowc_save - g0;
double t2 = glambda2 - gp0 * prev_slowc_save - g0;
double a = (1 / (slowc_save * slowc_save) * t1
- 1 / (prev_slowc_save * prev_slowc_save) * t2)
/ (slowc_save - prev_slowc_save);
double b = (-prev_slowc_save / (slowc_save * slowc_save) * t1
+ slowc_save / (prev_slowc_save * prev_slowc_save) * t2)
/ (slowc_save - prev_slowc_save);
prev_slowc_save = slowc_save;
slowc_save = max(min(-b + sqrt(b * b - 3 * a * gp0) / (3 * a), top * slowc_save),
bottom * slowc_save);
}
glambda2 = res2;
try_at_iteration++;
if (slowc_save <= bottom)
{
for (int i = 0; i < y_size * (periods + y_kmin); i++)
y[i] = ya[i] + direction[i];
g0 = res2;
gp0 = -res2;
try_at_iteration = 0;
iter--;
return;
}
}
else
{
prev_slowc_save = slowc_save;
slowc_save /= 1.05;
}
if (verbosity >= 2)
{
if (isnan(res1) || isinf(res1))
mexPrintf("The model cannot be evaluated, trying to correct it using slowc=%f\n",
slowc_save);
else
mexPrintf("Simulation diverging, trying to correct it using slowc=%f\n", slowc_save);
}
for (int i = 0; i < y_size * (periods + y_kmin); i++)
y[i] = ya[i] + slowc_save * direction[i];
iter--;
return;
}
u_count += u_count_init;
if (stack_solve_algo == 5)
{
if (alt_symbolic && alt_symbolic_count < alt_symbolic_count_max)
{
if (verbosity >= 2)
mexPrintf("Pivoting method will be applied only to the first periods.\n");
alt_symbolic = false;
symbolic = true;
markowitz_c = markowitz_c_s;
alt_symbolic_count++;
}
if (res1 / res1a - 1 > -0.3 && symbolic && iter > 0)
{
if (restart > 2)
{
if (verbosity >= 2)
mexPrintf("Divergence or slowdown occurred during simulation.\nIn the next "
"iteration, pivoting method will be applied to all periods.\n");
symbolic = false;
alt_symbolic = true;
markowitz_c_s = markowitz_c;
markowitz_c = 0;
}
else
{
if (verbosity >= 2)
mexPrintf("Divergence or slowdown occurred during simulation.\nIn the next "
"iteration, pivoting method will be applied for a longer period.\n");
start_compare = min(tbreak_g, periods);
restart++;
}
}
else
{
start_compare = max(y_kmin, minimal_solving_periods);
restart = 0;
}
}
res1a = res1;
if (verbosity >= 1)
{
if (iter == 0)
{
switch (stack_solve_algo)
{
case 0:
mexPrintf("MODEL SIMULATION: (method=Sparse LU solver on stacked system)\n");
break;
case 2:
mexPrintf(
preconditioner_print_out("MODEL SIMULATION: (method=GMRES on stacked system)\n",
preconditioner, false)
.c_str());
break;
case 3:
mexPrintf(preconditioner_print_out(
"MODEL SIMULATION: (method=BiCGStab on stacked system)\n",
preconditioner, false)
.c_str());
break;
case 4:
mexPrintf("MODEL SIMULATION: (method=Sparse LU solver with optimal path length on "
"stacked system)\n");
break;
case 5:
mexPrintf("MODEL SIMULATION: (method=LBJ with Sparse Gaussian Elimination)\n");
break;
}
}
mexPrintf("------------------------------------\n");
mexPrintf(" Iteration no. %d\n", iter + 1);
mexPrintf(" Inf-norm error = %.3e\n", static_cast<double>(max_res));
mexPrintf(" 2-norm error = %.3e\n", static_cast<double>(sqrt(res2)));
mexPrintf(" 1-norm error = %.3e\n", static_cast<double>(res1));
mexPrintf("------------------------------------\n");
mexEvalString("drawnow;");
}
if (cvg)
return;
else
{
if (stack_solve_algo == 5)
Init_Gaussian_Elimination();
else
{
x0_m = mxCreateDoubleMatrix(periods * size, 1, mxREAL);
if (!x0_m)
throw FatalException {"In Simulate_Newton_Two_Boundaries, can't allocate x0_m vector"};
if (stack_solve_algo == 0 || stack_solve_algo == 4)
tie(Ap, Ai, Ax, b)
= Init_UMFPACK_Sparse_Two_Boundaries(x0_m, vector_table_conditional_local);
else
{
b_m = mxCreateDoubleMatrix(periods * size, 1, mxREAL);
if (!b_m)
throw FatalException {
"In Simulate_Newton_Two_Boundaries, can't allocate b_m vector"};
if (stack_solve_algo != 0 && stack_solve_algo != 4)
{
A_m = mxCreateSparse(periods * size, periods * size, IM_i.size() * periods * 2,
mxREAL);
if (!A_m)
throw FatalException {
"In Simulate_Newton_Two_Boundaries, can't allocate A_m matrix"};
}
Init_Matlab_Sparse_Two_Boundaries(A_m, b_m, x0_m);
}
}
if (stack_solve_algo == 0 || stack_solve_algo == 4)
{
Solve_LU_UMFPack_Two_Boundaries(Ap, Ai, Ax, b, vector_table_conditional_local);
mxDestroyArray(x0_m);
}
else if (stack_solve_algo == 2)
Solve_Matlab_GMRES(A_m, b_m, true, x0_m);
else if (stack_solve_algo == 3)
Solve_Matlab_BiCGStab(A_m, b_m, true, x0_m, 1);
else if (stack_solve_algo == 5)
Solve_ByteCode_Symbolic_Sparse_GaussianElimination(symbolic);
}
using FloatSeconds = chrono::duration<double, chrono::seconds::period>;
auto t2 {chrono::high_resolution_clock::now()};
if (verbosity >= 1)
{
mexPrintf("(** %.2f seconds **)\n", FloatSeconds {t2 - t1}.count());
mexEvalString("drawnow;");
}
if (!steady_state && stack_solve_algo == 4)
{
double ax = -0.1, bx = 1.1;
auto [success, cx, fa, fb, fc] = mnbrak(ax, bx);
if (!success)
return;
auto [success2, xmin] = golden(ax, bx, cx, 1e-1);
if (!success2)
return;
slowc = xmin;
if (verbosity >= 1)
{
auto t3 {chrono::high_resolution_clock::now()};
mexPrintf("(** %.2f seconds **)\n", FloatSeconds {t3 - t2}.count());
mexEvalString("drawnow;");
}
}
if (tbreak_g == 0)
tbreak_g = periods;
}
void
Interpreter::fixe_u()
{
u_count = u_count_int * periods;
u_count_alloc = 2 * u_count;
#ifdef DEBUG
mexPrintf("fixe_u : alloc(%d double)\n", u_count_alloc);
#endif
u = static_cast<double*>(mxMalloc(u_count_alloc * sizeof(double)));
test_mxMalloc(u, __LINE__, __FILE__, __func__, u_count_alloc * sizeof(double));
#ifdef DEBUG
mexPrintf("u=%d\n", u);
#endif
fill_n(u, u_count_alloc, 0);
u_count_init = u_count_int;
}
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