4355 lines
149 KiB
C++
4355 lines
149 KiB
C++
/*
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* Copyright © 2007-2021 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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*/
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#include <sstream>
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#include <algorithm>
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#include "SparseMatrix.hh"
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dynSparseMatrix::dynSparseMatrix()
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{
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pivotva = nullptr;
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g_save_op = nullptr;
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g_nop_all = 0;
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mem_mngr.init_Mem();
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symbolic = true;
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alt_symbolic = false;
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alt_symbolic_count = 0;
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max_u = 0;
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min_u = 0x7FFFFFFF;
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res1a = 9.0e60;
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tbreak_g = 0;
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start_compare = 0;
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restart = 0;
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IM_i.clear();
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lu_inc_tol = 1e-10;
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Symbolic = nullptr;
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Numeric = nullptr;
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}
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dynSparseMatrix::dynSparseMatrix(int y_size_arg, int y_kmin_arg, int y_kmax_arg, bool print_it_arg, bool steady_state_arg, int periods_arg,
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int minimal_solving_periods_arg, double slowc_arg) :
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Evaluate(y_size_arg, y_kmin_arg, y_kmax_arg, print_it_arg, steady_state_arg, periods_arg, minimal_solving_periods_arg, slowc_arg)
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{
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pivotva = nullptr;
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g_save_op = nullptr;
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g_nop_all = 0;
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mem_mngr.init_Mem();
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symbolic = true;
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alt_symbolic = false;
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alt_symbolic_count = 0;
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max_u = 0;
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min_u = 0x7FFFFFFF;
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res1a = 9.0e60;
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tbreak_g = 0;
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start_compare = 0;
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restart = 0;
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IM_i.clear();
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lu_inc_tol = 1e-10;
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Symbolic = nullptr;
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Numeric = nullptr;
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}
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int
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dynSparseMatrix::NRow(int r) const
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{
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return NbNZRow[r];
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}
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int
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dynSparseMatrix::NCol(int c) const
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{
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return NbNZCol[c];
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}
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int
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dynSparseMatrix::At_Row(int r, NonZeroElem **first) const
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{
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*first = FNZE_R[r];
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return NbNZRow[r];
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}
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int
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dynSparseMatrix::Union_Row(int row1, int row2) const
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{
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NonZeroElem *first1, *first2;
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int n1 = At_Row(row1, &first1);
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int n2 = At_Row(row2, &first2);
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int i1 = 0, i2 = 0, nb_elem = 0;
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while (i1 < n1 && i2 < n2)
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{
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if (first1->c_index == first2->c_index)
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{
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nb_elem++;
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i1++;
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i2++;
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first1 = first1->NZE_R_N;
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first2 = first2->NZE_R_N;
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}
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else if (first1->c_index < first2->c_index)
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{
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nb_elem++;
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i1++;
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first1 = first1->NZE_R_N;
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}
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else
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{
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nb_elem++;
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i2++;
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first2 = first2->NZE_R_N;
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}
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}
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return nb_elem;
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}
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int
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dynSparseMatrix::At_Pos(int r, int c, NonZeroElem **first) const
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{
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*first = FNZE_R[r];
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while ((*first)->c_index != c)
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*first = (*first)->NZE_R_N;
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return NbNZRow[r];
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}
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int
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dynSparseMatrix::At_Col(int c, NonZeroElem **first) const
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{
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*first = FNZE_C[c];
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return NbNZCol[c];
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}
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int
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dynSparseMatrix::At_Col(int c, int lag, NonZeroElem **first) const
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{
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*first = FNZE_C[c];
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int i = 0;
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while ((*first)->lag_index != lag && *first)
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*first = (*first)->NZE_C_N;
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if (*first)
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{
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NonZeroElem *firsta = *first;
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if (!firsta->NZE_C_N)
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i++;
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else
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{
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while (firsta->lag_index == lag && firsta->NZE_C_N)
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{
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firsta = firsta->NZE_C_N;
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i++;
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}
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if (firsta->lag_index == lag)
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i++;
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}
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}
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return i;
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}
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void
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dynSparseMatrix::Delete(int r, int c)
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{
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NonZeroElem *first = FNZE_R[r], *firsta = nullptr;
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while (first->c_index != c)
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{
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firsta = first;
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first = first->NZE_R_N;
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}
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if (firsta)
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firsta->NZE_R_N = first->NZE_R_N;
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if (first == FNZE_R[r])
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FNZE_R[r] = first->NZE_R_N;
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NbNZRow[r]--;
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first = FNZE_C[c];
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firsta = nullptr;
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while (first->r_index != r)
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{
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firsta = first;
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first = first->NZE_C_N;
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}
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if (firsta)
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firsta->NZE_C_N = first->NZE_C_N;
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if (first == FNZE_C[c])
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FNZE_C[c] = first->NZE_C_N;
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u_liste.push_back(first->u_index);
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mem_mngr.mxFree_NZE(first);
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NbNZCol[c]--;
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}
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void
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dynSparseMatrix::Print(int Size, const int *b) const
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{
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mexPrintf(" ");
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for (int k = 0; k < Size*periods; k++)
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mexPrintf("%-2d ", k);
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mexPrintf(" | ");
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for (int k = 0; k < Size*periods; k++)
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mexPrintf("%8d", k);
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mexPrintf("\n");
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for (int i = 0; i < Size*periods; i++)
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{
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NonZeroElem *first = FNZE_R[i];
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int j = NbNZRow[i];
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mexPrintf("%-2d ", i);
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int a = 0;
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for (int k = 0; k < j; k++)
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{
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for (int l = 0; l < (first->c_index-a); l++)
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mexPrintf(" ");
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mexPrintf("%-2d ", first->u_index);
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a = first->c_index+1;
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first = first->NZE_R_N;
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}
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for (int k = a; k < Size*periods; k++)
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mexPrintf(" ");
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mexPrintf("%-2d ", b[i]);
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first = FNZE_R[i];
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j = NbNZRow[i];
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mexPrintf(" | %-2d ", i);
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a = 0;
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for (int k = 0; k < j; k++)
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{
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for (int l = 0; l < (first->c_index-a); l++)
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mexPrintf(" ");
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mexPrintf("%8.4f", static_cast<double>(u[first->u_index]));
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a = first->c_index+1;
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first = first->NZE_R_N;
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}
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for (int k = a; k < Size*periods; k++)
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mexPrintf(" ");
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mexPrintf("%8.4f", static_cast<double>(u[b[i]]));
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mexPrintf("\n");
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}
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}
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void
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dynSparseMatrix::Insert(int r, int c, int u_index, int lag_index)
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{
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NonZeroElem *firstn, *first, *firsta, *a;
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firstn = mem_mngr.mxMalloc_NZE();
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first = FNZE_R[r];
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firsta = nullptr;
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while (first->c_index < c && (a = first->NZE_R_N))
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{
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firsta = first;
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first = a;
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}
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firstn->u_index = u_index;
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firstn->r_index = r;
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firstn->c_index = c;
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firstn->lag_index = lag_index;
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if (first->c_index > c)
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{
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if (first == FNZE_R[r])
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FNZE_R[r] = firstn;
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if (firsta)
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firsta->NZE_R_N = firstn;
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firstn->NZE_R_N = first;
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}
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else
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{
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first->NZE_R_N = firstn;
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firstn->NZE_R_N = nullptr;
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}
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NbNZRow[r]++;
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first = FNZE_C[c];
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firsta = nullptr;
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while (first->r_index < r && (a = first->NZE_C_N))
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{
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firsta = first;
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first = a;
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}
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if (first->r_index > r)
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{
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if (first == FNZE_C[c])
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FNZE_C[c] = firstn;
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if (firsta)
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firsta->NZE_C_N = firstn;
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firstn->NZE_C_N = first;
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}
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else
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{
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first->NZE_C_N = firstn;
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firstn->NZE_C_N = nullptr;
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}
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NbNZCol[c]++;
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}
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void
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dynSparseMatrix::Close_SaveCode()
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{
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SaveCode.close();
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}
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void
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dynSparseMatrix::Read_SparseMatrix(const string &file_name, int Size, int periods, int y_kmin, int y_kmax, bool two_boundaries, int stack_solve_algo, int solve_algo)
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{
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unsigned int eq, var;
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int lag;
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mem_mngr.fixe_file_name(file_name);
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if (!SaveCode.is_open())
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{
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if (steady_state)
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SaveCode.open(file_name + "/model/bytecode/static.bin", ios::in | ios::binary);
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else
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SaveCode.open(file_name + "/model/bytecode/dynamic.bin", ios::in | ios::binary);
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if (!SaveCode.is_open())
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{
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ostringstream tmp;
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if (steady_state)
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tmp << " in Read_SparseMatrix, " << file_name << "/model/bytecode/static.bin cannot be opened\n";
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else
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tmp << " in Read_SparseMatrix, " << file_name << "/model/bytecode/dynamic.bin cannot be opened\n";
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throw FatalExceptionHandling(tmp.str());
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}
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}
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IM_i.clear();
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if (two_boundaries)
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{
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if (stack_solve_algo == 5)
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{
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for (int i = 0; i < u_count_init-Size; i++)
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{
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int val;
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SaveCode.read(reinterpret_cast<char *>(&eq), sizeof(eq));
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SaveCode.read(reinterpret_cast<char *>(&var), sizeof(var));
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SaveCode.read(reinterpret_cast<char *>(&lag), sizeof(lag));
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SaveCode.read(reinterpret_cast<char *>(&val), sizeof(val));
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IM_i[{ eq, var, lag }] = val;
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}
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for (int j = 0; j < Size; j++)
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IM_i[{ j, Size*(periods+y_kmax), 0 }] = j;
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}
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else if (stack_solve_algo >= 0 && stack_solve_algo <= 4)
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{
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for (int i = 0; i < u_count_init-Size; i++)
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{
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int val;
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SaveCode.read(reinterpret_cast<char *>(&eq), sizeof(eq));
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SaveCode.read(reinterpret_cast<char *>(&var), sizeof(var));
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SaveCode.read(reinterpret_cast<char *>(&lag), sizeof(lag));
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SaveCode.read(reinterpret_cast<char *>(&val), sizeof(val));
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IM_i[{ var - lag*Size, -lag, eq }] = val;
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}
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for (int j = 0; j < Size; j++)
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IM_i[{ Size*(periods+y_kmax), 0, j }] = j;
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}
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else if (stack_solve_algo == 7)
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{
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for (int i = 0; i < u_count_init-Size; i++)
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{
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int val;
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SaveCode.read(reinterpret_cast<char *>(&eq), sizeof(eq));
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SaveCode.read(reinterpret_cast<char *>(&var), sizeof(var));
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SaveCode.read(reinterpret_cast<char *>(&lag), sizeof(lag));
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SaveCode.read(reinterpret_cast<char *>(&val), sizeof(val));
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IM_i[{ eq, lag, var - lag * Size }] = val;
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}
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for (int j = 0; j < Size; j++)
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IM_i[{ Size*(periods+y_kmax), 0, j }] = j;
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}
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}
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else
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{
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if ((stack_solve_algo == 5 && !steady_state) || (solve_algo == 5 && steady_state))
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{
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for (int i = 0; i < u_count_init; i++)
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{
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int val;
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SaveCode.read(reinterpret_cast<char *>(&eq), sizeof(eq));
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SaveCode.read(reinterpret_cast<char *>(&var), sizeof(var));
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SaveCode.read(reinterpret_cast<char *>(&lag), sizeof(lag));
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SaveCode.read(reinterpret_cast<char *>(&val), sizeof(val));
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IM_i[{ eq, var, lag }] = val;
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}
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}
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else if (((stack_solve_algo >= 0 || stack_solve_algo <= 4) && !steady_state)
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|| ((solve_algo >= 6 || solve_algo <= 8) && steady_state))
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{
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for (int i = 0; i < u_count_init; i++)
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{
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int val;
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SaveCode.read(reinterpret_cast<char *>(&eq), sizeof(eq));
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SaveCode.read(reinterpret_cast<char *>(&var), sizeof(var));
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SaveCode.read(reinterpret_cast<char *>(&lag), sizeof(lag));
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SaveCode.read(reinterpret_cast<char *>(&val), sizeof(val));
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IM_i[{ var - lag*Size, -lag, eq }] = val;
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}
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}
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}
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index_vara = static_cast<int *>(mxMalloc(Size*(periods+y_kmin+y_kmax)*sizeof(int)));
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test_mxMalloc(index_vara, __LINE__, __FILE__, __func__, Size*(periods+y_kmin+y_kmax)*sizeof(int));
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for (int j = 0; j < Size; j++)
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SaveCode.read(reinterpret_cast<char *>(&index_vara[j]), sizeof(*index_vara));
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if (periods+y_kmin+y_kmax > 1)
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for (int i = 1; i < periods+y_kmin+y_kmax; i++)
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for (int j = 0; j < Size; j++)
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index_vara[j+Size*i] = index_vara[j+Size*(i-1)] + y_size;
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index_equa = static_cast<int *>(mxMalloc(Size*sizeof(int)));
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test_mxMalloc(index_equa, __LINE__, __FILE__, __func__, Size*sizeof(int));
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for (int j = 0; j < Size; j++)
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SaveCode.read(reinterpret_cast<char *>(&index_equa[j]), sizeof(*index_equa));
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}
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void
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dynSparseMatrix::Simple_Init(int Size, const map<tuple<int, int, int>, int> &IM, bool &zero_solution)
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{
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pivot = static_cast<int *>(mxMalloc(Size*sizeof(int)));
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test_mxMalloc(pivot, __LINE__, __FILE__, __func__, Size*sizeof(int));
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pivot_save = static_cast<int *>(mxMalloc(Size*sizeof(int)));
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test_mxMalloc(pivot_save, __LINE__, __FILE__, __func__, Size*sizeof(int));
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pivotk = static_cast<int *>(mxMalloc(Size*sizeof(int)));
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test_mxMalloc(pivotk, __LINE__, __FILE__, __func__, Size*sizeof(int));
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pivotv = static_cast<double *>(mxMalloc(Size*sizeof(double)));
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test_mxMalloc(pivotv, __LINE__, __FILE__, __func__, Size*sizeof(double));
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pivotva = static_cast<double *>(mxMalloc(Size*sizeof(double)));
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test_mxMalloc(pivotva, __LINE__, __FILE__, __func__, Size*sizeof(double));
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b = static_cast<int *>(mxMalloc(Size*sizeof(int)));
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test_mxMalloc(b, __LINE__, __FILE__, __func__, Size*sizeof(int));
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line_done = static_cast<bool *>(mxMalloc(Size*sizeof(bool)));
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test_mxMalloc(line_done, __LINE__, __FILE__, __func__, Size*sizeof(bool));
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mem_mngr.init_CHUNK_BLCK_SIZE(u_count);
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g_save_op = nullptr;
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g_nop_all = 0;
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int i = Size*sizeof(NonZeroElem *);
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FNZE_R = static_cast<NonZeroElem **>(mxMalloc(i));
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test_mxMalloc(FNZE_R, __LINE__, __FILE__, __func__, i);
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FNZE_C = static_cast<NonZeroElem **>(mxMalloc(i));
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test_mxMalloc(FNZE_C, __LINE__, __FILE__, __func__, i);
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auto **temp_NZE_R = static_cast<NonZeroElem **>(mxMalloc(i));
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test_mxMalloc(temp_NZE_R, __LINE__, __FILE__, __func__, i);
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auto **temp_NZE_C = static_cast<NonZeroElem **>(mxMalloc(i));
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test_mxMalloc(temp_NZE_C, __LINE__, __FILE__, __func__, i);
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i = Size*sizeof(int);
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NbNZRow = static_cast<int *>(mxMalloc(i));
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test_mxMalloc(NbNZRow, __LINE__, __FILE__, __func__, i);
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NbNZCol = static_cast<int *>(mxMalloc(i));
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test_mxMalloc(NbNZCol, __LINE__, __FILE__, __func__, i);
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for (i = 0; i < Size; i++)
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{
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line_done[i] = false;
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FNZE_C[i] = nullptr;
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FNZE_R[i] = nullptr;
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temp_NZE_C[i] = nullptr;
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temp_NZE_R[i] = nullptr;
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NbNZRow[i] = 0;
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NbNZCol[i] = 0;
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}
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int u_count1 = Size;
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for (auto &[key, value] : IM)
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{
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auto &[eq, var, lag] = key;
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if (lag == 0) /*Build the index for sparse matrix containing the jacobian : u*/
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{
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NbNZRow[eq]++;
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|
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]);
|
|
}
|
|
if (cum_abs_sum < 1e-20)
|
|
zero_solution = true;
|
|
else
|
|
zero_solution = false;
|
|
|
|
mxFree(temp_NZE_R);
|
|
mxFree(temp_NZE_C);
|
|
u_count = u_count1;
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Init_Matlab_Sparse_Simple(int Size, const map<tuple<int, int, int>, int> &IM, const mxArray *A_m, const mxArray *b_m, bool &zero_solution, const mxArray *x0_m) const
|
|
{
|
|
double *b = mxGetPr(b_m);
|
|
if (!b)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, can't retrieve b vector\n");
|
|
double *x0 = mxGetPr(x0_m);
|
|
if (!x0)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, can't retrieve x0 vector\n");
|
|
mwIndex *Ai = mxGetIr(A_m);
|
|
if (!Ai)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, can't allocate Ai index vector\n");
|
|
mwIndex *Aj = mxGetJc(A_m);
|
|
if (!Aj)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, can't allocate Aj index vector\n");
|
|
double *A = mxGetPr(A_m);
|
|
if (!A)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, can't retrieve A matrix\n");
|
|
|
|
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];
|
|
}
|
|
if (cum_abs_sum < 1e-20)
|
|
zero_solution = true;
|
|
else
|
|
zero_solution = false;
|
|
|
|
Aj[0] = 0;
|
|
last_var = 0;
|
|
for (auto &[key, index] : IM)
|
|
{
|
|
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 FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, index (" + to_string(index)
|
|
+ ") out of range for u vector max = "
|
|
+ to_string(Size+Size*Size)
|
|
+ " allocated = " + to_string(u_count_alloc) + "\n");
|
|
if (NZE >= max_nze)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, exceeds the capacity of A_m sparse matrix\n");
|
|
#endif
|
|
A[NZE] = u[index];
|
|
Ai[NZE] = eq;
|
|
NZE++;
|
|
#ifdef DEBUG
|
|
if (eq < 0 || eq >= Size)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, index (" + to_string(eq)
|
|
+ ") out of range for b vector\n");
|
|
if (var < 0 || var >= Size)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, index (" + to_string(var)
|
|
+ ") out of range for index_vara vector\n");
|
|
if (index_vara[var] < 0 || index_vara[var] >= y_size)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, index ("
|
|
+ to_string(index_vara[var])
|
|
+ ") out of range for y vector max=" + to_string(y_size)
|
|
+" (0)\n");
|
|
#endif
|
|
}
|
|
Aj[Size] = NZE;
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Init_UMFPACK_Sparse_Simple(int Size, const map<tuple<int, int, int>, int> &IM, SuiteSparse_long **Ap, SuiteSparse_long **Ai, double **Ax, double **b, bool &zero_solution, const mxArray *x0_m) const
|
|
{
|
|
*b = static_cast<double *>(mxMalloc(Size * sizeof(double)));
|
|
test_mxMalloc(*b, __LINE__, __FILE__, __func__, Size * sizeof(double));
|
|
if (!(*b))
|
|
throw FatalExceptionHandling(" in Init_UMFPACK_Sparse, can't retrieve b vector\n");
|
|
double *x0 = mxGetPr(x0_m);
|
|
if (!x0)
|
|
throw FatalExceptionHandling(" in Init_UMFPACK_Sparse_Simple, can't retrieve x0 vector\n");
|
|
*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 FatalExceptionHandling(" in Init_UMFPACK_Sparse, can't allocate Ap index vector\n");
|
|
size_t prior_nz = IM.size();
|
|
*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 FatalExceptionHandling(" in Init_UMFPACK_Sparse, can't allocate Ai index vector\n");
|
|
*Ax = static_cast<double *>(mxMalloc(prior_nz * sizeof(double)));
|
|
test_mxMalloc(*Ax, __LINE__, __FILE__, __func__, prior_nz * sizeof(double));
|
|
if (!(*Ax))
|
|
throw FatalExceptionHandling(" in Init_UMFPACK_Sparse, can't retrieve Ax matrix\n");
|
|
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];
|
|
}
|
|
if (cum_abs_sum < 1e-20)
|
|
zero_solution = true;
|
|
else
|
|
zero_solution = false;
|
|
|
|
(*Ap)[0] = 0;
|
|
last_var = 0;
|
|
for (auto &[key, index] : IM)
|
|
{
|
|
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 FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, index (" + to_string(index)
|
|
+ ") out of range for u vector max = "
|
|
+ to_string(Size+Size*Size)
|
|
+ " allocated = " + to_string(u_count_alloc) + "\n");
|
|
if (NZE >= max_nze)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, exceeds the capacity of A_m sparse matrix\n");
|
|
#endif
|
|
(*Ax)[NZE] = u[index];
|
|
(*Ai)[NZE] = eq;
|
|
NZE++;
|
|
#ifdef DEBUG
|
|
if (eq < 0 || eq >= Size)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, index (" + to_string(eq)
|
|
+ ") out of range for b vector\n");
|
|
if (var < 0 || var >= Size)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, index (" + to_string(var)
|
|
+ ") out of range for index_vara vector\n");
|
|
if (index_vara[var] < 0 || index_vara[var] >= y_size)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, index ("
|
|
+ to_string(index_vara[var])
|
|
+ ") out of range for y vector max=" + to_string(y_size)
|
|
+ " (0)\n");
|
|
#endif
|
|
}
|
|
(*Ap)[Size] = NZE;
|
|
}
|
|
|
|
int
|
|
dynSparseMatrix::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
|
|
dynSparseMatrix::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;
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Init_UMFPACK_Sparse(int periods, int y_kmin, int y_kmax, int Size, const map<tuple<int, int, int>, int> &IM, SuiteSparse_long **Ap, SuiteSparse_long **Ai, double **Ax, double **b, const mxArray *x0_m, const vector_table_conditional_local_type &vector_table_conditional_local, int block_num) const
|
|
{
|
|
int n = periods * Size;
|
|
*b = static_cast<double *>(mxMalloc(n * sizeof(double)));
|
|
if (!(*b))
|
|
throw FatalExceptionHandling(" in Init_UMFPACK_Sparse, can't retrieve b vector\n");
|
|
double *x0 = mxGetPr(x0_m);
|
|
if (!x0)
|
|
throw FatalExceptionHandling(" in Init_UMFPACK_Sparse_Simple, can't retrieve x0 vector\n");
|
|
*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 FatalExceptionHandling(" in Init_UMFPACK_Sparse, can't allocate Ap index vector\n");
|
|
size_t prior_nz = IM.size() * periods;
|
|
*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 FatalExceptionHandling(" in Init_UMFPACK_Sparse, can't allocate Ai index vector\n");
|
|
*Ax = static_cast<double *>(mxMalloc(prior_nz * sizeof(double)));
|
|
test_mxMalloc(*Ax, __LINE__, __FILE__, __func__, prior_nz * sizeof(double));
|
|
if (!(*Ax))
|
|
throw FatalExceptionHandling(" in Init_UMFPACK_Sparse, can't retrieve Ax matrix\n");
|
|
for (int i = 0; i < y_size*(periods+y_kmin); i++)
|
|
ya[i] = y[i];
|
|
#ifdef DEBUG
|
|
unsigned int max_nze = prior_nz; //mxGetNzmax(A_m);
|
|
#endif
|
|
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)
|
|
{
|
|
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 FatalExceptionHandling(" in Init_UMFPACK_Sparse, index ("
|
|
+ to_string(local_index)
|
|
+ ") out of range for b vector\n");
|
|
if (k + row_x*flip_exo < 0 || k + row_x*flip_exo >= row_x * col_x)
|
|
throw FatalExceptionHandling(" in Init_UMFPACK_Sparse, index ("
|
|
+ to_string(var+Size*(y_kmin+t+lag))
|
|
+ ") out of range for jacob_exo vector\n");
|
|
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 FatalExceptionHandling(" in Init_UMFPACK_Sparse, 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)
|
|
+ "\n");
|
|
#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 >= max_nze)
|
|
throw FatalExceptionHandling(" in Init_UMFPACK_Sparse, exceeds the capacity of A_m sparse matrix\n");
|
|
#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 FatalExceptionHandling(" in Init_UMFPACK_Sparse, index ("
|
|
+ to_string(eq - lag * Size)
|
|
+ ") out of range for b vector\n");
|
|
if (var+Size*(y_kmin+t) < 0
|
|
|| var+Size*(y_kmin+t) >= Size*(periods+y_kmin+y_kmax))
|
|
throw FatalExceptionHandling(" in Init_UMFPACK_Sparse, index ("
|
|
+ to_string(var+Size*(y_kmin+t))
|
|
+ ") out of range for index_vara vector\n");
|
|
if (index_vara[var+Size*(y_kmin+t)] < 0
|
|
|| index_vara[var+Size*(y_kmin+t)] >= y_size*(periods+y_kmin+y_kmax))
|
|
throw FatalExceptionHandling(" in Init_UMFPACK_Sparse, 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))
|
|
+ "\n");
|
|
#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 FatalExceptionHandling(" in Init_UMFPACK_Sparse, index ("
|
|
+ to_string(eq)
|
|
+ ") out of range for b vector\n");
|
|
if (var+Size*(y_kmin+t+lag) < 0
|
|
|| var+Size*(y_kmin+t+lag) >= Size*(periods+y_kmin+y_kmax))
|
|
throw FatalExceptionHandling(" in Init_UMFPACK_Sparse, index ("
|
|
+ to_string(var+Size*(y_kmin+t+lag))
|
|
+ ") out of range for index_vara vector\n");
|
|
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 FatalExceptionHandling(" in Init_UMFPACK_Sparse, 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)) + "\n");
|
|
#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 FatalExceptionHandling(" in Init_UMFPACK_Sparse, index (" + to_string(index)
|
|
+ ") out of range for u vector\n");
|
|
if (eq < 0 || eq >= (Size*periods))
|
|
throw FatalExceptionHandling(" in Init_UMFPACK_Sparse, index (" + to_string(eq)
|
|
+ ") out of range for b vector\n");
|
|
#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
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::PrintM(int n, const double *Ax, const mwIndex *Ap, const mwIndex *Ai)
|
|
{
|
|
int nnz = Ap[n];
|
|
auto *A = static_cast<double *>(mxMalloc(n * n * sizeof(double)));
|
|
test_mxMalloc(A, __LINE__, __FILE__, __func__, n * n * sizeof(double));
|
|
fill_n(A, n * n, 0);
|
|
int k = 0;
|
|
for (int i = 0; i < n; i++)
|
|
for (int j = Ap[i]; j < static_cast<int>(Ap[i + 1]); j++)
|
|
{
|
|
int row = Ai[j];
|
|
A[row * n + i] = Ax[j];
|
|
k++;
|
|
}
|
|
if (nnz != k)
|
|
mexPrintf("Problem nnz(%d) != number of elements(%d)\n", nnz, k);
|
|
mexPrintf("----------------------\n");
|
|
for (int i = 0; i < n; i++)
|
|
{
|
|
for (int j = 0; j < n; j++)
|
|
mexPrintf("%-6.3f ", A[i * n + j]);
|
|
mexPrintf("\n");
|
|
}
|
|
mxFree(A);
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Init_Matlab_Sparse(int periods, int y_kmin, int y_kmax, int Size, const map<tuple<int, int, int>, int> &IM, mxArray *A_m, mxArray *b_m, const mxArray *x0_m) const
|
|
{
|
|
double *b = mxGetPr(b_m);
|
|
|
|
if (!b)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse, can't retrieve b vector\n");
|
|
double *x0 = mxGetPr(x0_m);
|
|
if (!x0)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse_Simple, can't retrieve x0 vector\n");
|
|
mwIndex *Aj = mxGetJc(A_m);
|
|
if (!Aj)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse, can't allocate Aj index vector\n");
|
|
mwIndex *Ai = mxGetIr(A_m);
|
|
if (!Ai)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse, can't allocate Ai index vector\n");
|
|
double *A = mxGetPr(A_m);
|
|
if (!A)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse, can't retrieve A matrix\n");
|
|
|
|
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;
|
|
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)
|
|
{
|
|
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 FatalExceptionHandling(" in Init_Matlab_Sparse, index (" + to_string(index)
|
|
+ ") out of range for u vector max = "
|
|
+ to_string(Size+Size*Size) + " allocated = "
|
|
+ to_string(u_count_alloc) + "\n");
|
|
if (NZE >= max_nze)
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse, exceeds the capacity of A_m sparse matrix\n");
|
|
#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 FatalExceptionHandling(" in Init_Matlab_Sparse, index (" + to_string(eq)
|
|
+ ") out of range for b vector\n");
|
|
if (var+Size*(y_kmin+t+lag) < 0
|
|
|| var+Size*(y_kmin+t+lag) >= Size*(periods+y_kmin+y_kmax))
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse, index ("
|
|
+ to_string(var+Size*(y_kmin+t+lag))
|
|
+ ") out of range for index_vara vector\n");
|
|
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 FatalExceptionHandling(" in Init_Matlab_Sparse, 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)) + "\n");
|
|
#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 FatalExceptionHandling(" in Init_Matlab_Sparse, index (" + to_string(index)
|
|
+ ") out of range for u vector\n");
|
|
if (eq < 0 || eq >= (Size*periods))
|
|
throw FatalExceptionHandling(" in Init_Matlab_Sparse, index (" + to_string(eq)
|
|
+ ") out of range for b vector\n");
|
|
#endif
|
|
b[eq] += u[index];
|
|
}
|
|
}
|
|
}
|
|
Aj[Size*periods] = NZE;
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Init_GE(int periods, int y_kmin, int y_kmax, int Size, const map<tuple<int, int, int>, int> &IM)
|
|
{
|
|
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);
|
|
g_save_op = nullptr;
|
|
g_nop_all = 0;
|
|
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;
|
|
}
|
|
int nnz = 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)
|
|
{
|
|
int var = get<1>(key);
|
|
if (eq != get<0>(key)+Size*t)
|
|
tmp_b = 0;
|
|
eq = get<0>(key)+Size*t;
|
|
int lag = get<2>(key);
|
|
if (var < (periods+y_kmax)*Size)
|
|
{
|
|
lag = get<2>(key);
|
|
if (lag <= ti_y_kmax && lag >= ti_y_kmin) /*Build the index for sparse matrix containing the jacobian : u*/
|
|
{
|
|
nnz++;
|
|
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
|
|
dynSparseMatrix::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 FatalExceptionHandling(" in Get_u, memory exhausted (realloc("
|
|
+ to_string(u_count_alloc*sizeof(double)) + "))\n");
|
|
int i = u_count;
|
|
u_count++;
|
|
return i;
|
|
}
|
|
}
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Delete_u(int pos)
|
|
{
|
|
u_liste.push_back(pos);
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Clear_u()
|
|
{
|
|
u_liste.clear();
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Print_u() const
|
|
{
|
|
for (int i : u_liste)
|
|
mexPrintf("%d ", i);
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::End_GE(int Size)
|
|
{
|
|
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
|
|
dynSparseMatrix::compare(int *save_op, int *save_opa, int *save_opaa, int beg_t, int periods, long nop4, int Size)
|
|
{
|
|
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)
|
|
{
|
|
t_save_op_s *save_op_s = reinterpret_cast<t_save_op_s *>(&save_op[i]);
|
|
t_save_op_s *save_opa_s = reinterpret_cast<t_save_op_s *>(&save_opa[i]);
|
|
t_save_op_s *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 FatalExceptionHandling(" in compare, unknown operator = "
|
|
+ to_string(save_op_s->operat) + "\n");
|
|
}
|
|
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 FatalExceptionHandling(" in compare, memory exhausted (realloc("
|
|
+ to_string(u_count_alloc*sizeof(double)) + "))\n");
|
|
}
|
|
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
|
|
dynSparseMatrix::complete(int beg_t, int Size, int periods, int *b)
|
|
{
|
|
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 = At_Row(pos, &first);
|
|
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 = At_Row(pos, &first);
|
|
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
|
|
dynSparseMatrix::bksub(int tbreak, int last_period, int Size, double slowc_l)
|
|
{
|
|
for (int i = 0; i < y_size*(periods+y_kmin); i++)
|
|
y[i] = ya[i];
|
|
if (symbolic && tbreak)
|
|
last_period = complete(tbreak, Size, periods, b);
|
|
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];
|
|
NonZeroElem *first;
|
|
int nb_var = At_Row(pos, &first);
|
|
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_l*yy;
|
|
}
|
|
}
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::simple_bksub(int it_, int Size, double slowc_l)
|
|
{
|
|
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];
|
|
NonZeroElem *first;
|
|
int nb_var = At_Row(pos, &first);
|
|
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_l*yy;
|
|
}
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::CheckIt(int y_size, int y_kmin, int y_kmax, int Size, int periods)
|
|
{
|
|
constexpr double epsilon = 1e-7;
|
|
fstream SaveResult;
|
|
ostringstream out;
|
|
out << "Result" << iter;
|
|
SaveResult.open(out.str(), ios::in);
|
|
if (!SaveResult.is_open())
|
|
throw FatalExceptionHandling(" in CheckIt, Result file cannot be opened\n");
|
|
mexPrintf("Reading Result...");
|
|
int row, col;
|
|
SaveResult >> row;
|
|
mexPrintf("row=%d\n", row);
|
|
SaveResult >> col;
|
|
mexPrintf("col=%d\n", col);
|
|
mexPrintf("Allocated\n");
|
|
for (int j = 0; j < col; j++)
|
|
{
|
|
mexPrintf("j=%d ", j);
|
|
NonZeroElem *first;
|
|
int nb_equ = At_Col(j, &first);
|
|
mexPrintf("nb_equ=%d\n", nb_equ);
|
|
int line;
|
|
if (first)
|
|
line = first->r_index;
|
|
else
|
|
line = -9999999;
|
|
for (int i = 0; i < row; i++)
|
|
{
|
|
double G1a;
|
|
SaveResult >> G1a;
|
|
if (line == i)
|
|
{
|
|
if (abs(u[first->u_index]/G1a-1) > epsilon)
|
|
mexPrintf("Problem at r=%d c=%d u[first->u_index]=%5.14f G1a[i][j]=%5.14f %f\n", i, j, u[first->u_index], G1a, u[first->u_index]/G1a-1);
|
|
first = first->NZE_C_N;
|
|
if (first)
|
|
line = first->r_index;
|
|
else
|
|
line = -9999999;
|
|
}
|
|
else
|
|
{
|
|
if (G1a != 0.0)
|
|
mexPrintf("Problem at r=%d c=%d G1a[i][j]=%f\n", i, j, G1a);
|
|
}
|
|
}
|
|
}
|
|
SaveResult >> row;
|
|
mexPrintf("row(2)=%d\n", row);
|
|
double *B = static_cast<double *>(mxMalloc(row*sizeof(double)));
|
|
test_mxMalloc(B, __LINE__, __FILE__, __func__, row*sizeof(double));
|
|
for (int i = 0; i < row; i++)
|
|
SaveResult >> B[i];
|
|
SaveResult.close();
|
|
mexPrintf("done\n");
|
|
mexPrintf("Comparing...");
|
|
for (int i = 0; i < row; i++)
|
|
if (abs(u[b[i]]+B[i]) > epsilon)
|
|
mexPrintf("Problem at i=%d u[b[i]]=%f B[i]=%f\n", i, u[b[i]], B[i]);
|
|
mxFree(B);
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Check_the_Solution(int periods, int y_kmin, int y_kmax, int Size, double *u, int *pivot, int *b)
|
|
{
|
|
constexpr double epsilon = 1e-10;
|
|
Init_GE(periods, y_kmin, y_kmax, Size, IM_i);
|
|
int cal_y = y_kmin*Size;
|
|
mexPrintf(" ");
|
|
for (int i = 0; i < Size; i++)
|
|
mexPrintf(" %8d", i);
|
|
mexPrintf("\n");
|
|
for (int t = y_kmin; t < periods+y_kmin; t++)
|
|
{
|
|
mexPrintf("t=%5d", t);
|
|
for (int i = 0; i < Size; i++)
|
|
mexPrintf(" %d %1.6f", t*y_size+index_vara[i], y[t*y_size+index_vara[i]]);
|
|
mexPrintf("\n");
|
|
}
|
|
for (int i = 0; i < Size*periods; i++)
|
|
{
|
|
double res = 0;
|
|
int pos = pivot[i];
|
|
mexPrintf("pos[%d]=%d", i, pos);
|
|
NonZeroElem *first;
|
|
int nb_var = At_Row(pos, &first);
|
|
mexPrintf(" nb_var=%d\n", nb_var);
|
|
for (int j = 0; j < nb_var; j++)
|
|
{
|
|
mexPrintf("(y[%d]=%f)*(u[%d]=%f)(r=%d, c=%d)\n", index_vara[first->c_index]+cal_y, y[index_vara[first->c_index]+cal_y], first->u_index, u[first->u_index], first->r_index, first->c_index);
|
|
res += y[index_vara[first->c_index]+cal_y]*u[first->u_index];
|
|
first = first->NZE_R_N;
|
|
}
|
|
double tmp_ = res;
|
|
res += u[b[pos]];
|
|
if (abs(res) > epsilon)
|
|
mexPrintf("Error for equation %d => res=%f y[%d]=%f u[b[%d]]=%f somme(y*u)=%f\n", pos, res, pos, y[index_vara[pos]], pos, u[b[pos]], tmp_);
|
|
}
|
|
}
|
|
|
|
mxArray *
|
|
dynSparseMatrix::substract_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 *
|
|
dynSparseMatrix::Sparse_substract_A_SB(const mxArray *A_m, const mxArray *B_m)
|
|
{
|
|
size_t n_B = mxGetN(B_m);
|
|
size_t m_B = mxGetM(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 = mxDuplicateArray(A_m);
|
|
double *C_d = mxGetPr(C_m);
|
|
unsigned int nze_B = 0;
|
|
unsigned int B_col = 0;
|
|
while (nze_B < total_nze_B)
|
|
{
|
|
while (nze_B >= static_cast<unsigned int>(B_j[B_col+1]) && (nze_B < total_nze_B))
|
|
B_col++;
|
|
C_d[B_col*m_B+B_i[nze_B]] -= B_d[nze_B];
|
|
nze_B++;
|
|
}
|
|
return C_m;
|
|
}
|
|
|
|
mxArray *
|
|
dynSparseMatrix::Sparse_substract_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 *
|
|
dynSparseMatrix::mult_SAT_B(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);
|
|
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_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 *
|
|
dynSparseMatrix::Sparse_mult_SAT_B(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);
|
|
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(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_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 *
|
|
dynSparseMatrix::Sparse_mult_SAT_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);
|
|
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(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);
|
|
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 *
|
|
dynSparseMatrix::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;
|
|
}
|
|
|
|
bool
|
|
dynSparseMatrix::mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc)
|
|
{
|
|
constexpr double GOLD = 1.618034;
|
|
constexpr double GLIMIT = 100.0;
|
|
constexpr double TINY = 1.0e-20;
|
|
|
|
auto sign = [](double a, double b) { return b >= 0.0 ? fabs(a) : -fabs(a); };
|
|
|
|
mexPrintf("bracketing *ax=%f, *bx=%f\n", *ax, *bx);
|
|
if (!compute_complete(*ax, fa))
|
|
return false;
|
|
if (!compute_complete(*bx, fb))
|
|
return false;
|
|
if (*fb > *fa)
|
|
{
|
|
swap(*ax, *bx);
|
|
swap(*fa, *fb);
|
|
}
|
|
*cx = (*bx)+GOLD*(*bx-*ax);
|
|
if (!compute_complete(*cx, fc))
|
|
return false;
|
|
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)
|
|
{
|
|
if (!compute_complete(u, &fu))
|
|
return false;
|
|
if (fu < *fc)
|
|
{
|
|
*ax = (*bx);
|
|
*bx = u;
|
|
*fa = (*fb);
|
|
*fb = fu;
|
|
return true;
|
|
}
|
|
else if (fu > *fb)
|
|
{
|
|
*cx = u;
|
|
*fc = fu;
|
|
return true;
|
|
}
|
|
u = (*cx)+GOLD*(*cx-*bx);
|
|
if (!compute_complete(u, &fu))
|
|
return false;
|
|
}
|
|
else if ((*cx-u)*(u-ulim) > 0.0)
|
|
{
|
|
if (!compute_complete(u, &fu))
|
|
return false;
|
|
if (fu < *fc)
|
|
{
|
|
*bx = *cx;
|
|
*cx = u;
|
|
u = *cx+GOLD*(*cx-*bx);
|
|
*fb = *fc;
|
|
*fc = fu;
|
|
if (!compute_complete(u, &fu))
|
|
return false;
|
|
}
|
|
}
|
|
else if ((u-ulim)*(ulim-*cx) >= 0.0)
|
|
{
|
|
u = ulim;
|
|
if (!compute_complete(u, &fu))
|
|
return false;
|
|
}
|
|
else
|
|
{
|
|
u = (*cx)+GOLD*(*cx-*bx);
|
|
if (!compute_complete(u, &fu))
|
|
return false;
|
|
}
|
|
*ax = *bx;
|
|
*bx = *cx;
|
|
*cx = u;
|
|
*fa = *fb;
|
|
*fb = *fc;
|
|
*fc = fu;
|
|
}
|
|
return true;
|
|
}
|
|
|
|
bool
|
|
dynSparseMatrix::golden(double ax, double bx, double cx, double tol, double solve_tolf, double *xmin)
|
|
{
|
|
const double R = 0.61803399;
|
|
const double C = (1.0-R);
|
|
mexPrintf("golden\n");
|
|
int iter = 0, max_iter = 100;
|
|
double f1, f2, 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);
|
|
}
|
|
if (!compute_complete(x1, &f1))
|
|
return false;
|
|
if (!compute_complete(x2, &f2))
|
|
return false;
|
|
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;
|
|
if (!compute_complete(x2, &f2))
|
|
return false;
|
|
}
|
|
else
|
|
{
|
|
x3 = x2;
|
|
x2 = x1;
|
|
x1 = R*x2+C*x0;
|
|
f2 = f1;
|
|
if (!compute_complete(x1, &f1))
|
|
return false;
|
|
}
|
|
iter++;
|
|
}
|
|
if (f1 < f2)
|
|
{
|
|
*xmin = x1;
|
|
return true;
|
|
}
|
|
else
|
|
{
|
|
*xmin = x2;
|
|
return true;
|
|
}
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Solve_Matlab_Relaxation(mxArray *A_m, mxArray *b_m, unsigned int Size, double slowc_l, bool is_two_boundaries, int it_)
|
|
{
|
|
double *b_m_d = mxGetPr(b_m);
|
|
if (!b_m_d)
|
|
throw FatalExceptionHandling(" in Solve_Matlab_Relaxation, can't retrieve b_m vector\n");
|
|
mwIndex *A_m_i = mxGetIr(A_m);
|
|
if (!A_m_i)
|
|
throw FatalExceptionHandling(" in Solve_Matlab_Relaxation, can't allocate A_m_i index vector\n");
|
|
mwIndex *A_m_j = mxGetJc(A_m);
|
|
if (!A_m_j)
|
|
throw FatalExceptionHandling(" in Solve_Matlab_Relaxation, can't allocate A_m_j index vector\n");
|
|
double *A_m_d = mxGetPr(A_m);
|
|
if (!A_m_d)
|
|
throw FatalExceptionHandling(" in Solve_Matlab_Relaxation, can't retrieve A matrix\n");
|
|
size_t max_nze = A_m_j[Size*periods];
|
|
unsigned nze = 0;
|
|
size_t var = A_m_j[nze];
|
|
mxArray *B1 = mxCreateSparse(Size, Size, Size*Size, mxREAL);
|
|
mwIndex *B1_i = mxGetIr(B1);
|
|
mwIndex *B1_j = mxGetJc(B1);
|
|
double *B1_d = mxGetPr(B1);
|
|
unsigned B1_nze = 0, B1_var = 0;
|
|
B1_i[B1_nze] = 0;
|
|
B1_j[B1_var] = 0;
|
|
mxArray *C1 = mxCreateSparse(Size, Size, Size*Size, mxREAL);
|
|
mwIndex *C1_i = mxGetIr(C1);
|
|
mwIndex *C1_j = mxGetJc(C1);
|
|
double *C1_d = mxGetPr(C1);
|
|
unsigned C1_nze = 0, C1_var = 0;
|
|
C1_i[C1_nze] = 0;
|
|
C1_j[C1_var] = 0;
|
|
mxArray *A2 = mxCreateSparse(Size, Size, Size*Size, mxREAL);
|
|
mwIndex *A2_i = mxGetIr(A2);
|
|
mwIndex *A2_j = mxGetJc(A2);
|
|
double *A2_d = mxGetPr(A2);
|
|
unsigned A2_nze = 0, A2_var = 0;
|
|
A2_i[A2_nze] = 0;
|
|
A2_j[A2_var] = 0;
|
|
mxArray *B2 = mxCreateSparse(Size, Size, Size*Size, mxREAL);
|
|
mwIndex *B2_i = mxGetIr(B2);
|
|
mwIndex *B2_j = mxGetJc(B2);
|
|
double *B2_d = mxGetPr(B2);
|
|
unsigned B2_nze = 0, B2_var = 0;
|
|
B2_i[B2_nze] = 0;
|
|
B2_j[B2_var] = 0;
|
|
mxArray *A3 = mxCreateSparse(Size, Size, Size*Size, mxREAL);
|
|
mwIndex *A3_i = mxGetIr(A3);
|
|
mwIndex *A3_j = mxGetJc(A3);
|
|
double *A3_d = mxGetPr(A3);
|
|
unsigned A3_nze = 0, A3_var = 0;
|
|
A3_i[A3_nze] = 0;
|
|
A3_j[A3_var] = 0;
|
|
mxArray *b1 = mxCreateDoubleMatrix(Size, 1, mxREAL);
|
|
double *b1_d = mxGetPr(b1);
|
|
mxArray *b2 = mxCreateDoubleMatrix(Size, 1, mxREAL);
|
|
double *b2_d = mxGetPr(b2);
|
|
size_t eq = 0;
|
|
/*B1 C1
|
|
A2 B2
|
|
A3*/
|
|
while (var < 2*Size && nze < max_nze)
|
|
{
|
|
if (static_cast<unsigned int>(A_m_j[var+1]) <= nze)
|
|
{
|
|
if (var < Size)
|
|
b1_d[var] = b_m_d[var];
|
|
else
|
|
b2_d[var - Size] = b_m_d[var];
|
|
var++;
|
|
}
|
|
eq = A_m_i[nze];
|
|
if (var < Size)
|
|
{
|
|
if (eq < Size)
|
|
{
|
|
while (B1_var < var)
|
|
B1_j[++B1_var] = B1_nze;
|
|
B1_i[B1_nze] = eq;
|
|
B1_d[B1_nze] = A_m_d[nze];
|
|
B1_nze++;
|
|
}
|
|
else
|
|
{
|
|
while (A2_var < var)
|
|
A2_j[++A2_var] = A2_nze;
|
|
A2_i[A2_nze] = eq - Size;
|
|
A2_d[A2_nze] = A_m_d[nze];
|
|
A2_nze++;
|
|
}
|
|
}
|
|
else if (var < 2*Size)
|
|
{
|
|
if (eq < Size)
|
|
{
|
|
while (C1_var < var - Size)
|
|
C1_j[++C1_var] = C1_nze;
|
|
C1_i[C1_nze] = eq;
|
|
C1_d[C1_nze] = A_m_d[nze];
|
|
C1_nze++;
|
|
}
|
|
else if (eq < 2*Size)
|
|
{
|
|
while (B2_var < var - Size)
|
|
B2_j[++B2_var] = B2_nze;
|
|
B2_i[B2_nze] = eq - Size;
|
|
B2_d[B2_nze] = A_m_d[nze];
|
|
B2_nze++;
|
|
}
|
|
else
|
|
{
|
|
while (A3_var < var - Size)
|
|
A3_j[++A3_var] = A3_nze;
|
|
A3_i[A3_nze] = eq - 2*Size;
|
|
A3_d[A3_nze] = A_m_d[nze];
|
|
A3_nze++;
|
|
}
|
|
}
|
|
nze++;
|
|
}
|
|
while (B1_var < Size)
|
|
B1_j[++B1_var] = B1_nze;
|
|
while (C1_var < Size)
|
|
C1_j[++C1_var] = C1_nze;
|
|
while (A2_var < Size)
|
|
A2_j[++A2_var] = A2_nze;
|
|
while (B2_var < Size)
|
|
B2_j[++B2_var] = B2_nze;
|
|
while (A3_var < Size)
|
|
A3_j[++A3_var] = A3_nze;
|
|
mxArray *d1 = nullptr;
|
|
vector<pair<mxArray *, mxArray *>> triangular_form;
|
|
double sumc = 0, C_sumc = 1000;
|
|
mxArray *B1_inv = nullptr;
|
|
mxArray *B1_inv_t = nullptr;
|
|
for (int t = 1; t <= periods; t++)
|
|
{
|
|
if (abs(sumc / C_sumc -1) > 1e-10*res1)
|
|
{
|
|
C_sumc = sumc;
|
|
if (B1_inv)
|
|
mxDestroyArray(B1_inv);
|
|
mexCallMATLAB(1, &B1_inv, 1, &B1, "inv");
|
|
mwIndex *B_inv_j = mxGetJc(B1_inv);
|
|
size_t B_inv_nze = B_inv_j[Size];
|
|
double *B_inv_d = mxGetPr(B1_inv);
|
|
sumc = 0;
|
|
for (unsigned int i = 0; i < B_inv_nze; i++)
|
|
sumc += fabs(B_inv_d[i]);
|
|
}
|
|
B1_inv_t = Sparse_transpose(B1_inv);
|
|
mxArray *S1 = Sparse_mult_SAT_SB(B1_inv_t, C1);
|
|
|
|
d1 = mult_SAT_B(B1_inv_t, b1);
|
|
if (t < periods)
|
|
//Computation for the next lines
|
|
{
|
|
mxDestroyArray(B1_inv_t);
|
|
mxArray *A2_t = Sparse_transpose(A2);
|
|
mxDestroyArray(A2);
|
|
|
|
mxArray *tmp = Sparse_mult_SAT_SB(A2_t, S1);
|
|
mxDestroyArray(B1);
|
|
B1 = Sparse_substract_SA_SB(B2, tmp);
|
|
mxDestroyArray(tmp);
|
|
|
|
tmp = mult_SAT_B(A2_t, d1);
|
|
b1 = substract_A_B(b2, tmp);
|
|
mxDestroyArray(tmp);
|
|
|
|
triangular_form.emplace_back(S1, d1);
|
|
mxDestroyArray(A2_t);
|
|
}
|
|
A2 = mxDuplicateArray(A3);
|
|
|
|
//I S1
|
|
//0 B1 C1 =>B1 =
|
|
// A2 B2 => A2 = A3
|
|
// A3
|
|
C1_nze = B2_nze = A3_nze = 0;
|
|
C1_var = B2_var = A3_var = 0;
|
|
|
|
if (nze < max_nze)
|
|
nze--;
|
|
while (var < (t+2)*Size && nze < max_nze)
|
|
{
|
|
if (static_cast<unsigned int>(A_m_j[var+1]) <= nze)
|
|
{
|
|
b2_d[var - (t+1) * Size] = b_m_d[var];
|
|
var++;
|
|
}
|
|
eq = A_m_i[nze];
|
|
if (eq < (t+1) * Size)
|
|
{
|
|
C1_d[C1_nze] = A_m_d[nze];
|
|
C1_nze++;
|
|
}
|
|
else if (eq < (t+2)*Size)
|
|
{
|
|
B2_d[B2_nze] = A_m_d[nze];
|
|
B2_nze++;
|
|
}
|
|
else
|
|
{
|
|
A3_d[A3_nze] = A_m_d[nze];
|
|
A3_nze++;
|
|
}
|
|
nze++;
|
|
}
|
|
}
|
|
double *d1_d = mxGetPr(d1);
|
|
for (unsigned i = 0; i < Size; i++)
|
|
{
|
|
int eq = index_vara[i+Size*(y_kmin+periods-1)];
|
|
double yy = -(d1_d[i] + y[eq]);
|
|
direction[eq] = yy;
|
|
y[eq] += slowc_l * yy;
|
|
}
|
|
|
|
pair<mxArray *, mxArray *> tf;
|
|
for (int t = periods-2; t >= 0; t--)
|
|
{
|
|
mxArray *tmp;
|
|
tf = triangular_form.back();
|
|
triangular_form.pop_back();
|
|
mxArray *tf_first_t = Sparse_transpose(tf.first);
|
|
mxDestroyArray(tf.first);
|
|
tmp = mult_SAT_B(tf_first_t, d1);
|
|
d1 = substract_A_B(tf.second, tmp);
|
|
d1_d = mxGetPr(d1);
|
|
mxDestroyArray(tmp);
|
|
for (unsigned i = 0; i < Size; i++)
|
|
{
|
|
int eq = index_vara[i+Size*(y_kmin+t)];
|
|
double yy = -(d1_d[i] + y[eq]);
|
|
direction[eq] = yy;
|
|
y[eq] += slowc_l * yy;
|
|
}
|
|
mxDestroyArray(tf_first_t);
|
|
mxDestroyArray(tf.second);
|
|
}
|
|
mxDestroyArray(B1);
|
|
mxDestroyArray(C1);
|
|
mxDestroyArray(A2);
|
|
mxDestroyArray(B2);
|
|
mxDestroyArray(A3);
|
|
mxDestroyArray(b1);
|
|
mxDestroyArray(b2);
|
|
mxDestroyArray(A_m);
|
|
mxDestroyArray(b_m);
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Solve_Matlab_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_)
|
|
{
|
|
size_t n = mxGetM(A_m);
|
|
mxArray *z;
|
|
mxArray *rhs[2] = { A_m, b_m };
|
|
mexCallMATLAB(1, &z, 2, rhs, "mldivide");
|
|
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_l * 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_l * yy;
|
|
}
|
|
mxDestroyArray(A_m);
|
|
mxDestroyArray(b_m);
|
|
mxDestroyArray(z);
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::End_Matlab_LU_UMFPack()
|
|
{
|
|
if (Symbolic)
|
|
umfpack_dl_free_symbolic(&Symbolic);
|
|
if (Numeric)
|
|
umfpack_dl_free_numeric(&Numeric);
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::End_Solver()
|
|
{
|
|
if (((stack_solve_algo == 0 || stack_solve_algo == 4) && !steady_state)
|
|
|| (solve_algo == 6 && steady_state))
|
|
End_Matlab_LU_UMFPack();
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Printfull_UMFPack(const SuiteSparse_long *Ap, const SuiteSparse_long *Ai, const double *Ax, const double *b, int n)
|
|
{
|
|
double A[n*n];
|
|
for (int i = 0; i < n*n; i++)
|
|
A[i] = 0;
|
|
int k = 0;
|
|
for (int i = 0; i < n; i++)
|
|
for (int j = Ap[i]; j < Ap[i+1]; j++)
|
|
A[Ai[j] * n + i] = Ax[k++];
|
|
for (int i = 0; i < n; i++)
|
|
{
|
|
for (int j = 0; j < n; j++)
|
|
mexPrintf("%4.1f ", A[i*n+j]);
|
|
mexPrintf(" %6.3f\n", b[i]);
|
|
}
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Print_UMFPack(const SuiteSparse_long *Ap, const SuiteSparse_long *Ai, const double *Ax, int n)
|
|
{
|
|
int k = 0;
|
|
for (int i = 0; i < n; i++)
|
|
for (int j = Ap[i]; j < Ap[i+1]; j++)
|
|
mexPrintf("(%d, %d) %f\n", Ai[j]+1, i+1, Ax[k++]);
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_, const vector_table_conditional_local_type &vector_table_conditional_local)
|
|
{
|
|
SuiteSparse_long sys = 0;
|
|
double Control[UMFPACK_CONTROL], Info[UMFPACK_INFO], res[n];
|
|
|
|
umfpack_dl_defaults(Control);
|
|
Control[UMFPACK_PRL] = 5;
|
|
SuiteSparse_long status = 0;
|
|
if (iter == 0)
|
|
{
|
|
status = umfpack_dl_symbolic(n, n, Ap, Ai, Ax, &Symbolic, Control, Info);
|
|
if (status < 0)
|
|
{
|
|
umfpack_dl_report_info(Control, Info);
|
|
umfpack_dl_report_status(Control, status);
|
|
throw FatalExceptionHandling(" umfpack_dl_symbolic failed\n");
|
|
}
|
|
}
|
|
if (iter > 0)
|
|
umfpack_dl_free_numeric(&Numeric);
|
|
status = umfpack_dl_numeric(Ap, Ai, Ax, Symbolic, &Numeric, Control, Info);
|
|
if (status < 0)
|
|
{
|
|
umfpack_dl_report_info(Control, Info);
|
|
umfpack_dl_report_status(Control, status);
|
|
throw FatalExceptionHandling(" umfpack_dl_numeric failed\n");
|
|
}
|
|
status = umfpack_dl_solve(sys, Ap, Ai, Ax, res, b, Numeric, Control, Info);
|
|
if (status != UMFPACK_OK)
|
|
{
|
|
umfpack_dl_report_info(Control, Info);
|
|
umfpack_dl_report_status(Control, status);
|
|
throw FatalExceptionHandling(" umfpack_dl_solve failed\n");
|
|
}
|
|
|
|
if (vector_table_conditional_local.size())
|
|
{
|
|
if (is_two_boundaries)
|
|
for (int t = 0; t < n / Size; 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_l * yy;
|
|
}
|
|
else
|
|
{
|
|
int eq = index_vara[i+Size*(y_kmin)];
|
|
double yy = -(res[i] + y[eq]);
|
|
direction[eq] = yy;
|
|
y[eq] += slowc_l * 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_l * yy;
|
|
}
|
|
}
|
|
else
|
|
for (int i = 0; i < 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_l * yy;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (is_two_boundaries)
|
|
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_l * yy;
|
|
}
|
|
else
|
|
for (int i = 0; i < 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_l * yy;
|
|
}
|
|
}
|
|
|
|
mxFree(Ap);
|
|
mxFree(Ai);
|
|
mxFree(Ax);
|
|
mxFree(b);
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_)
|
|
{
|
|
SuiteSparse_long sys = 0;
|
|
double Control[UMFPACK_CONTROL], Info[UMFPACK_INFO], res[n];
|
|
|
|
umfpack_dl_defaults(Control);
|
|
Control[UMFPACK_PRL] = 5;
|
|
SuiteSparse_long status = 0;
|
|
if (iter == 0)
|
|
{
|
|
status = umfpack_dl_symbolic(n, n, Ap, Ai, Ax, &Symbolic, Control, Info);
|
|
if (status < 0)
|
|
{
|
|
umfpack_dl_report_info(Control, Info);
|
|
umfpack_dl_report_status(Control, status);
|
|
throw FatalExceptionHandling(" umfpack_dl_symbolic failed\n");
|
|
}
|
|
}
|
|
if (iter > 0)
|
|
umfpack_dl_free_numeric(&Numeric);
|
|
status = umfpack_dl_numeric(Ap, Ai, Ax, Symbolic, &Numeric, Control, Info);
|
|
if (status < 0)
|
|
{
|
|
umfpack_dl_report_info(Control, Info);
|
|
umfpack_dl_report_status(Control, status);
|
|
throw FatalExceptionHandling(" umfpack_dl_numeric failed\n");
|
|
}
|
|
status = umfpack_dl_solve(sys, Ap, Ai, Ax, res, b, Numeric, Control, Info);
|
|
if (status != UMFPACK_OK)
|
|
{
|
|
umfpack_dl_report_info(Control, Info);
|
|
umfpack_dl_report_status(Control, status);
|
|
throw FatalExceptionHandling(" umfpack_dl_solve failed\n");
|
|
}
|
|
|
|
if (is_two_boundaries)
|
|
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_l * yy;
|
|
}
|
|
else
|
|
for (int i = 0; i < 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_l * yy;
|
|
}
|
|
mxFree(Ap);
|
|
mxFree(Ai);
|
|
mxFree(Ax);
|
|
mxFree(b);
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Solve_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_)
|
|
{
|
|
SuiteSparse_long n = mxGetM(A_m);
|
|
|
|
auto *Ap = reinterpret_cast<SuiteSparse_long *>(mxGetJc(A_m));
|
|
|
|
auto *Ai = reinterpret_cast<SuiteSparse_long *>(mxGetIr(A_m));
|
|
double *Ax = mxGetPr(A_m);
|
|
double *B = mxGetPr(b_m);
|
|
SuiteSparse_long status, sys = 0;
|
|
double Control[UMFPACK_CONTROL], Info[UMFPACK_INFO], res[n];
|
|
void *Symbolic, *Numeric;
|
|
umfpack_dl_defaults(Control);
|
|
|
|
status = umfpack_dl_symbolic(n, n, Ap, Ai, Ax, &Symbolic, Control, Info);
|
|
if (status != UMFPACK_OK)
|
|
umfpack_dl_report_info(nullptr, Info);
|
|
|
|
status = umfpack_dl_numeric(Ap, Ai, Ax, Symbolic, &Numeric, Control, Info);
|
|
if (status != UMFPACK_OK)
|
|
umfpack_dl_report_info(nullptr, Info);
|
|
|
|
status = umfpack_dl_solve(sys, Ap, Ai, Ax, res, B, Numeric, Control, Info);
|
|
if (status != UMFPACK_OK)
|
|
umfpack_dl_report_info(nullptr, Info);
|
|
|
|
if (is_two_boundaries)
|
|
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_l * yy;
|
|
}
|
|
else
|
|
for (int i = 0; i < 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_l * yy;
|
|
}
|
|
mxDestroyArray(A_m);
|
|
mxDestroyArray(b_m);
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Solve_Matlab_GMRES(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, mxArray *x0_m)
|
|
{
|
|
size_t n = mxGetM(A_m);
|
|
const char *field_names[] = {"droptol", "type"};
|
|
mwSize dims[1] = { 1 };
|
|
mxArray *Setup = mxCreateStructArray(1, dims, 2, field_names);
|
|
mxSetFieldByNumber(Setup, 0, 0, mxCreateDoubleScalar(lu_inc_tol));
|
|
mxSetFieldByNumber(Setup, 0, 1, mxCreateString("ilutp"));
|
|
mxArray *lhs0[2];
|
|
mxArray *rhs0[2] = { A_m, Setup };
|
|
if (mexCallMATLAB(2, lhs0, 2, rhs0, "ilu"))
|
|
throw FatalExceptionHandling("In GMRES, the incomplet LU decomposition (ilu) ahs failed.");
|
|
mxArray *L1 = lhs0[0];
|
|
mxArray *U1 = lhs0[1];
|
|
/*[za,flag1] = gmres(g1a,b,Blck_size,1e-6,Blck_size*periods,L1,U1);*/
|
|
mxArray *rhs[8] = { A_m, b_m, mxCreateDoubleScalar(Size), mxCreateDoubleScalar(1e-6),
|
|
mxCreateDoubleScalar(static_cast<double>(n)), L1, U1, x0_m };
|
|
mxArray *lhs[2];
|
|
mexCallMATLAB(2, lhs, 8, rhs, "gmres");
|
|
mxArray *z = lhs[0];
|
|
mxArray *flag = lhs[1];
|
|
double *flag1 = mxGetPr(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+1)).c_str());
|
|
else if (*flag1 == 2)
|
|
mexWarnMsgTxt(("Error in bytecode: Preconditioner is ill-conditioned, in block "
|
|
+ to_string(block+1)).c_str());
|
|
else if (*flag1 == 3)
|
|
mexWarnMsgTxt(("Error in bytecode: GMRES stagnated (Two consecutive iterates were the same.), in block "
|
|
+ to_string(block+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(z);
|
|
mxDestroyArray(flag);
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Solve_Matlab_BiCGStab(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, mxArray *x0_m, int 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)
|
|
{
|
|
mxArray *lhs0[1];
|
|
mxArray *rhs0[2] = { A_m, mxCreateDoubleScalar(0) };
|
|
mexCallMATLAB(1, lhs0, 2, rhs0, "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=;*/
|
|
const char *field_names[] = {"type", "droptol", "milu", "udiag", "thresh"};
|
|
const int type = 0, droptol = 1, milu = 2, udiag = 3, thresh = 4;
|
|
mwSize dims[1] = { static_cast<mwSize>(1) };
|
|
mxArray *Setup = mxCreateStructArray(1, dims, 5, field_names);
|
|
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));
|
|
mxArray *lhs0[2];
|
|
mxArray *rhs0[2] = { A_m, Setup };
|
|
if (mexCallMATLAB(2, lhs0, 2, rhs0, "ilu"))
|
|
throw FatalExceptionHandling(" In BiCGStab, the incomplet LU decomposition (ilu) ahs failed.\n");
|
|
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];
|
|
mxArray *lhs[1];
|
|
mxArray *rhs[2] = { L1, res };
|
|
mexCallMATLAB(1, lhs, 2, rhs, "mldivide");
|
|
mxArray *rhs2[2] = { U1, lhs[0] };
|
|
mexCallMATLAB(1, lhs, 2, rhs2, "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);*/
|
|
mxArray *rhs[5] = { A_m, b_m, mxCreateDoubleScalar(1e-6),
|
|
mxCreateDoubleScalar(static_cast<double>(n)), Diag };
|
|
mxArray *lhs[2];
|
|
mexCallMATLAB(2, lhs, 5, rhs, "bicgstab");
|
|
z = lhs[0];
|
|
mxArray *flag = lhs[1];
|
|
double *flag1 = mxGetPr(flag);
|
|
flags = flag1[0];
|
|
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);*/
|
|
mxArray *rhs[7] = { A_m, b_m, mxCreateDoubleScalar(1e-6),
|
|
mxCreateDoubleScalar(static_cast<double>(n)), L1, U1, x0_m };
|
|
mxArray *lhs[2];
|
|
mexCallMATLAB(2, lhs, 7, rhs, "bicgstab");
|
|
z = lhs[0];
|
|
mxArray *flag = lhs[1];
|
|
double *flag1 = mxGetPr(flag);
|
|
flags = flag1[0];
|
|
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+1)).c_str());
|
|
else if (flags == 2)
|
|
mexWarnMsgTxt(("Error in bytecode: Preconditioner is ill-conditioned, in block "
|
|
+ to_string(block+1)).c_str());
|
|
else if (flags == 3)
|
|
mexWarnMsgTxt(("Error in bytecode: BiCGStab stagnated (Two consecutive iterates were the same.), in block "
|
|
+ to_string(block+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(z);
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Singular_display(int block, int Size)
|
|
{
|
|
bool zero_solution;
|
|
Simple_Init(Size, IM_i, zero_solution);
|
|
mxArray *rhs[1] = { 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++)
|
|
{
|
|
NonZeroElem *first;
|
|
int nb_eq = At_Col(ii, &first);
|
|
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;
|
|
}
|
|
}
|
|
mxArray *lhs[3];
|
|
mexCallMATLAB(3, lhs, 1, rhs, "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 > 1)
|
|
throw FatalExceptionHandling(" in Solve_ByteCode_Sparse_GaussianElimination, singular system in block "
|
|
+ to_string(block+1) + "\n");
|
|
else
|
|
throw FatalExceptionHandling(" in Solve_ByteCode_Sparse_GaussianElimination, singular system\n");
|
|
}
|
|
|
|
bool
|
|
dynSparseMatrix::Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, int it_)
|
|
{
|
|
int pivj = 0, pivk = 0;
|
|
NonZeroElem **bc = static_cast<NonZeroElem **>(mxMalloc(Size*sizeof(*bc)));
|
|
test_mxMalloc(bc, __LINE__, __FILE__, __func__, Size*sizeof(*bc));
|
|
double *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;
|
|
NonZeroElem *first;
|
|
int nb_eq = At_Col(i, &first);
|
|
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 (blck > 1)
|
|
mexPrintf("Error: singular system in Simulate_NG in block %d\n", blck+1);
|
|
else
|
|
mexPrintf("Error: singular system in Simulate_NG\n");
|
|
return true;
|
|
}
|
|
else
|
|
{
|
|
if (blck > 1)
|
|
throw FatalExceptionHandling(" in Solve_ByteCode_Sparse_GaussianElimination, singular system in block "
|
|
+ to_string(blck+1) + "\n");
|
|
else
|
|
throw FatalExceptionHandling(" in Solve_ByteCode_Sparse_GaussianElimination, singular system\n");
|
|
}
|
|
}
|
|
double markovitz = 0, markovitz_max = -9e70;
|
|
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;
|
|
}
|
|
}
|
|
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;
|
|
}
|
|
}
|
|
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 = At_Row(pivj, &first);
|
|
for (int j = 0; j < nb_var; j++)
|
|
{
|
|
u[first->u_index] /= piv;
|
|
first = first->NZE_R_N;
|
|
}
|
|
u[b[pivj]] /= piv;
|
|
/*substract the elements on the non treated lines*/
|
|
nb_eq = At_Col(i, &first);
|
|
NonZeroElem *first_piva;
|
|
int nb_var_piva = At_Row(pivj, &first_piva);
|
|
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;
|
|
NonZeroElem *first_sub;
|
|
int nb_var_sub = At_Row(row, &first_sub);
|
|
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;
|
|
}
|
|
}
|
|
double slowc_lbx = slowc;
|
|
for (int i = 0; i < y_size; i++)
|
|
ya[i+it_*y_size] = y[i+it_*y_size];
|
|
|
|
slowc_save = slowc;
|
|
simple_bksub(it_, Size, slowc_lbx);
|
|
End_GE(Size);
|
|
mxFree(piv_v);
|
|
mxFree(pivj_v);
|
|
mxFree(pivk_v);
|
|
mxFree(NR);
|
|
mxFree(bc);
|
|
return false;
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Solve_ByteCode_Symbolic_Sparse_GaussianElimination(int Size, bool symbolic, int Block_number)
|
|
{
|
|
/*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;
|
|
|
|
double *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));
|
|
NonZeroElem **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 UserExceptionHandling();
|
|
#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;
|
|
NonZeroElem *first;
|
|
int nb_eq = At_Col(i, 0, &first);
|
|
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)
|
|
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)
|
|
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;
|
|
At_Pos(pivj, i, &first);
|
|
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)));
|
|
}
|
|
t_save_op_s *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_number > 1)
|
|
throw FatalExceptionHandling(" in Solve_ByteCode_Symbolic_Sparse_GaussianElimination, singular system in block "
|
|
+ to_string(Block_number+1) + "\n");
|
|
else
|
|
throw FatalExceptionHandling(" in Solve_ByteCode_Symbolic_Sparse_GaussianElimination, singular system\n");
|
|
}
|
|
/*divide all the non zeros elements of the line pivj by the max_pivot*/
|
|
int nb_var = At_Row(pivj, &first);
|
|
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;
|
|
// Substract the elements on the non treated lines
|
|
nb_eq = At_Col(i, &first);
|
|
NonZeroElem *first_piva;
|
|
int nb_var_piva = At_Row(pivj, &first_piva);
|
|
|
|
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;
|
|
NonZeroElem *first_sub;
|
|
int nb_var_sub = At_Row(row, &first_sub);
|
|
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_number > 1)
|
|
throw FatalExceptionHandling(" in Solve_ByteCode_Symbolic_Sparse_GaussianElimination, singular system in block "
|
|
+ to_string(Block_number+1) + "\n");
|
|
else
|
|
throw FatalExceptionHandling(" in Solve_ByteCode_Symbolic_Sparse_GaussianElimination, singular system\n");
|
|
}
|
|
// Divide all the non zeros elements of the line pivj by the max_pivot
|
|
int nb_var = At_Row(pivj, &first);
|
|
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;
|
|
// Substract the elements on the non treated lines
|
|
nb_eq = At_Col(i, &first);
|
|
NonZeroElem *first_piva;
|
|
int nb_var_piva = At_Row(pivj, &first_piva);
|
|
|
|
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;
|
|
NonZeroElem *first_sub;
|
|
int nb_var_sub = At_Row(row, &first_sub);
|
|
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, periods, nop, Size))
|
|
{
|
|
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;
|
|
}
|
|
}
|
|
}
|
|
nop2 = nop1;
|
|
nop1 = nop;
|
|
}
|
|
}
|
|
mxFree(bc);
|
|
mxFree(piv_v);
|
|
mxFree(pivj_v);
|
|
mxFree(pivk_v);
|
|
mxFree(NR);
|
|
nop_all += nop;
|
|
if (symbolic)
|
|
{
|
|
if (save_op)
|
|
mxFree(save_op);
|
|
if (save_opa)
|
|
mxFree(save_opa);
|
|
if (save_opaa)
|
|
mxFree(save_opaa);
|
|
}
|
|
|
|
// The backward substitution
|
|
double slowc_lbx = slowc;
|
|
for (int i = 0; i < y_size*(periods+y_kmin); i++)
|
|
ya[i] = y[i];
|
|
slowc_save = slowc;
|
|
bksub(tbreak, last_period, Size, slowc_lbx);
|
|
End_GE(Size);
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Check_and_Correct_Previous_Iteration(int block_num, int y_size, int size, double crit_opt_old)
|
|
{
|
|
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, res1, res2, max_res, max_res_idx);
|
|
}
|
|
|
|
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, res1, res2, max_res, max_res_idx);
|
|
}
|
|
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, res1, res2, max_res, max_res_idx);
|
|
}
|
|
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
|
|
dynSparseMatrix::Simulate_One_Boundary(int block_num, int y_size, int y_kmin, int y_kmax, int size, bool cvg)
|
|
{
|
|
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 (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 FatalExceptionHandling(" in Simulate_One_Boundary, The initial values of endogenous variables are too far from the solution.\nChange them!\n");
|
|
else
|
|
throw FatalExceptionHandling(" 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)
|
|
+ "%d)\n");
|
|
}
|
|
}
|
|
if (print_it)
|
|
{
|
|
if (steady_state)
|
|
{
|
|
switch (solve_algo)
|
|
{
|
|
case 0:
|
|
mexPrintf("MODEL STEADY STATE: MATLAB fsolve\n");
|
|
break;
|
|
case 1:
|
|
mexPrintf("MODEL STEADY STATE: MATLAB solve1\n");
|
|
break;
|
|
case 2:
|
|
case 4:
|
|
mexPrintf("MODEL STEADY STATE: block decomposition + MATLAB solve1\n");
|
|
break;
|
|
case 3:
|
|
mexPrintf("MODEL STEADY STATE: MATLAB csolve\n");
|
|
break;
|
|
case 5:
|
|
mexPrintf("MODEL STEADY STATE: (method=ByteCode own solver)\n");
|
|
break;
|
|
case 6:
|
|
mexPrintf("MODEL STEADY STATE: 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;
|
|
default:
|
|
mexPrintf("MODEL STEADY STATE: (method=Unknown - %d - )\n", stack_solve_algo);
|
|
}
|
|
}
|
|
|
|
mexPrintf("-----------------------------------\n");
|
|
mexPrintf(" Simulate iteration no %d \n", iter+1);
|
|
mexPrintf(" max. error=%.10e \n", static_cast<double>(max_res));
|
|
mexPrintf(" sqr. error=%.10e \n", static_cast<double>(res2));
|
|
mexPrintf(" abs. error=%.10e \n", static_cast<double>(res1));
|
|
mexPrintf("-----------------------------------\n");
|
|
}
|
|
bool zero_solution;
|
|
|
|
if ((solve_algo == 5 && steady_state) || (stack_solve_algo == 5 && !steady_state))
|
|
Simple_Init(size, IM_i, zero_solution);
|
|
else
|
|
{
|
|
b_m = mxCreateDoubleMatrix(size, 1, mxREAL);
|
|
if (!b_m)
|
|
throw FatalExceptionHandling(" in Simulate_One_Boundary, can't allocate b_m vector\n");
|
|
A_m = mxCreateSparse(size, size, min(static_cast<int>(IM_i.size()*2), size * size), mxREAL);
|
|
if (!A_m)
|
|
throw FatalExceptionHandling(" in Simulate_One_Boundary, can't allocate A_m matrix\n");
|
|
x0_m = mxCreateDoubleMatrix(size, 1, mxREAL);
|
|
if (!x0_m)
|
|
throw FatalExceptionHandling(" in Simulate_One_Boundary, can't allocate x0_m vector\n");
|
|
if (!((solve_algo == 6 && steady_state)
|
|
|| ((stack_solve_algo == 0 || stack_solve_algo == 4) && !steady_state)))
|
|
{
|
|
Init_Matlab_Sparse_Simple(size, IM_i, A_m, b_m, zero_solution, x0_m);
|
|
A_m_save = mxDuplicateArray(A_m);
|
|
b_m_save = mxDuplicateArray(b_m);
|
|
}
|
|
else
|
|
{
|
|
Init_UMFPACK_Sparse_Simple(size, IM_i, &Ap, &Ai, &Ax, &b, zero_solution, 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(size, block_num, it_);
|
|
else if ((solve_algo == 7 && steady_state) || (stack_solve_algo == 2 && !steady_state))
|
|
Solve_Matlab_GMRES(A_m, b_m, size, slowc, block_num, false, it_, x0_m);
|
|
else if ((solve_algo == 8 && steady_state) || (stack_solve_algo == 3 && !steady_state))
|
|
Solve_Matlab_BiCGStab(A_m, b_m, size, slowc, block_num, false, it_, x0_m, preconditioner);
|
|
else if ((solve_algo == 6 && steady_state) || ((stack_solve_algo == 0 || stack_solve_algo == 1 || stack_solve_algo == 4) && !steady_state))
|
|
Solve_LU_UMFPack(Ap, Ai, Ax, b, size, size, slowc, true, 0);
|
|
}
|
|
return singular_system;
|
|
}
|
|
|
|
bool
|
|
dynSparseMatrix::solve_linear(int block_num, int y_size, int y_kmin, int y_kmax, int size, int iter)
|
|
{
|
|
bool cvg = false;
|
|
double crit_opt_old = res2/2;
|
|
compute_complete(false, res1, res2, max_res, max_res_idx);
|
|
cvg = (max_res < solve_tolf);
|
|
if (!cvg || isnan(res1) || isinf(res1))
|
|
{
|
|
if (iter)
|
|
Check_and_Correct_Previous_Iteration(block_num, y_size, size, crit_opt_old);
|
|
bool singular_system = Simulate_One_Boundary(block_num, y_size, y_kmin, y_kmax, size, cvg);
|
|
if (singular_system)
|
|
Singular_display(block_num, size);
|
|
}
|
|
return cvg;
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::solve_non_linear(int block_num, int y_size, int y_kmin, int y_kmax, int size)
|
|
{
|
|
max_res_idx = 0;
|
|
bool cvg = false;
|
|
iter = 0;
|
|
glambda2 = g0 = very_big;
|
|
while (!cvg && iter < maxit_)
|
|
{
|
|
cvg = solve_linear(block_num, y_size, y_kmin, y_kmax, size, iter);
|
|
g0 = res2;
|
|
iter++;
|
|
}
|
|
if (!cvg)
|
|
{
|
|
if (steady_state)
|
|
throw FatalExceptionHandling(" in Solve Forward complete, convergence not achieved in block "
|
|
+ to_string(block_num+1) + ", after " + to_string(iter)
|
|
+ " iterations\n");
|
|
else
|
|
throw FatalExceptionHandling(" in Solve Forward complete, convergence not achieved in block "
|
|
+ to_string(block_num+1) + ", at time " + to_string(it_)
|
|
+ ", after " + to_string(iter) + " iterations\n");
|
|
}
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::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) && !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(block_num, y_size, 0, 0, size);
|
|
else
|
|
solve_linear(block_num, y_size, 0, 0, size, 0);
|
|
}
|
|
else if (forward)
|
|
{
|
|
if (!is_linear)
|
|
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
|
|
solve_non_linear(block_num, y_size, y_kmin, y_kmax, size);
|
|
else
|
|
for (int it_ = y_kmin; it_ < periods+y_kmin; it_++)
|
|
solve_linear(block_num, y_size, y_kmin, y_kmax, size, 0);
|
|
}
|
|
else
|
|
{
|
|
if (!is_linear)
|
|
for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
|
|
solve_non_linear(block_num, y_size, y_kmin, y_kmax, size);
|
|
else
|
|
for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
|
|
solve_linear(block_num, y_size, y_kmin, y_kmax, size, 0);
|
|
}
|
|
if ((solve_algo == 6 && steady_state)
|
|
|| ((stack_solve_algo == 0 || stack_solve_algo == 1 || stack_solve_algo == 4) && !steady_state))
|
|
{
|
|
mxFree(Ap_save);
|
|
mxFree(Ai_save);
|
|
mxFree(Ax_save);
|
|
mxFree(b_save);
|
|
}
|
|
mxFree(g1);
|
|
mxFree(r);
|
|
}
|
|
|
|
string
|
|
dynSparseMatrix::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("incomplet lutp on static jacobian");
|
|
else
|
|
tmp.append("incomplet lu0 on dynamic jacobian");
|
|
break;
|
|
case 2:
|
|
tmp.append("incomplet lutp on dynamic jacobian");
|
|
break;
|
|
case 3:
|
|
tmp.append("lu on static jacobian");
|
|
break;
|
|
}
|
|
s.insert(n - 2, tmp);
|
|
return s;
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::Simulate_Newton_Two_Boundaries(int blck, int y_size, int y_kmin, int y_kmax,int Size, int periods, bool cvg, int minimal_solving_periods, int stack_solve_algo, unsigned int endo_name_length, const char *P_endo_names, 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;
|
|
clock_t t1 = clock();
|
|
nop1 = 0;
|
|
mxArray *b_m = nullptr, *A_m = nullptr, *x0_m = nullptr;
|
|
double *Ax = nullptr, *b;
|
|
SuiteSparse_long *Ap = nullptr, *Ai = nullptr;
|
|
|
|
if (iter > 0)
|
|
{
|
|
if (print_it)
|
|
{
|
|
mexPrintf("Sim : %f ms\n", (1000.0*(static_cast<double>(clock())-static_cast<double>(time00)))/static_cast<double>(CLOCKS_PER_SEC));
|
|
mexEvalString("drawnow;");
|
|
}
|
|
time00 = clock();
|
|
}
|
|
if (isnan(res1) || isinf(res1) || (res2 > 12*g0 && iter > 0))
|
|
{
|
|
if (iter == 0 || fabs(slowc_save) < 1e-8)
|
|
{
|
|
mexPrintf("res1 = %f, res2 = %f g0 = %f iter = %d\n", res1, res2, g0, iter);
|
|
for (int j = 0; j < y_size; j++)
|
|
{
|
|
ostringstream res;
|
|
for (unsigned int i = 0; i < endo_name_length; i++)
|
|
if (P_endo_names[CHAR_LENGTH*(j+i*y_size)] != ' ')
|
|
res << P_endo_names[CHAR_LENGTH*(j+i*y_size)];
|
|
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", res.str().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", res.str().c_str(), j+1, it_, y[j+it_*y_size], direction[j+it_*y_size]);
|
|
}
|
|
if (iter == 0)
|
|
throw FatalExceptionHandling(" in Simulate_Newton_Two_Boundaries, the initial values of endogenous variables are too far from the solution.\nChange them!\n");
|
|
else
|
|
throw FatalExceptionHandling(" in Simulate_Newton_Two_Boundaries, dynare cannot improve the simulation in block "
|
|
+ to_string(blck+1) + " at time " + to_string(it_+1)
|
|
+ " (variable " + to_string(index_vara[max_res_idx]+1)
|
|
+ " = " + to_string(max_res) + ")\n");
|
|
}
|
|
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 (print_it)
|
|
{
|
|
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)
|
|
{
|
|
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)
|
|
{
|
|
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
|
|
{
|
|
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 (print_it)
|
|
{
|
|
if (iter == 0)
|
|
{
|
|
switch (stack_solve_algo)
|
|
{
|
|
case 0:
|
|
mexPrintf("MODEL SIMULATION: (method=Sparse LU)\n");
|
|
break;
|
|
case 1:
|
|
mexPrintf("MODEL SIMULATION: (method=Relaxation)\n");
|
|
break;
|
|
case 2:
|
|
mexPrintf(preconditioner_print_out("MODEL SIMULATION: (method=GMRES)\n", preconditioner, false).c_str());
|
|
break;
|
|
case 3:
|
|
mexPrintf(preconditioner_print_out("MODEL SIMULATION: (method=BiCGStab)\n", preconditioner, false).c_str());
|
|
break;
|
|
case 4:
|
|
mexPrintf("MODEL SIMULATION: (method=Sparse LU & optimal path length)\n");
|
|
break;
|
|
case 5:
|
|
mexPrintf("MODEL SIMULATION: (method=ByteCode own solver)\n");
|
|
break;
|
|
case 7:
|
|
mexPrintf(preconditioner_print_out("MODEL SIMULATION: (method=GPU BiCGStab)\n", preconditioner, false).c_str());
|
|
break;
|
|
default:
|
|
mexPrintf("MODEL SIMULATION: (method=Unknown - %d - )\n", stack_solve_algo);
|
|
}
|
|
}
|
|
mexPrintf("-----------------------------------\n");
|
|
mexPrintf(" Simulate iteration no %d \n", iter+1);
|
|
mexPrintf(" max. error=%.10e \n", static_cast<double>(max_res));
|
|
mexPrintf(" sqr. error=%.10e \n", static_cast<double>(res2));
|
|
mexPrintf(" abs. error=%.10e \n", static_cast<double>(res1));
|
|
mexPrintf("-----------------------------------\n");
|
|
mexEvalString("drawnow;");
|
|
}
|
|
if (cvg)
|
|
return;
|
|
else
|
|
{
|
|
if (stack_solve_algo == 5)
|
|
Init_GE(periods, y_kmin, y_kmax, Size, IM_i);
|
|
else
|
|
{
|
|
b_m = mxCreateDoubleMatrix(periods*Size, 1, mxREAL);
|
|
if (!b_m)
|
|
throw FatalExceptionHandling(" in Simulate_Newton_Two_Boundaries, can't allocate b_m vector\n");
|
|
x0_m = mxCreateDoubleMatrix(periods*Size, 1, mxREAL);
|
|
if (!x0_m)
|
|
throw FatalExceptionHandling(" in Simulate_Newton_Two_Boundaries, can't allocate x0_m vector\n");
|
|
if (stack_solve_algo != 0 && stack_solve_algo != 4 && stack_solve_algo != 7)
|
|
{
|
|
A_m = mxCreateSparse(periods*Size, periods*Size, IM_i.size()* periods*2, mxREAL);
|
|
if (!A_m)
|
|
throw FatalExceptionHandling(" in Simulate_Newton_Two_Boundaries, can't allocate A_m matrix\n");
|
|
}
|
|
if (stack_solve_algo == 0 || stack_solve_algo == 4)
|
|
Init_UMFPACK_Sparse(periods, y_kmin, y_kmax, Size, IM_i, &Ap, &Ai, &Ax, &b, x0_m, vector_table_conditional_local, blck);
|
|
else
|
|
Init_Matlab_Sparse(periods, y_kmin, y_kmax, Size, IM_i, A_m, b_m, x0_m);
|
|
|
|
}
|
|
if (stack_solve_algo == 0 || stack_solve_algo == 4)
|
|
Solve_LU_UMFPack(Ap, Ai, Ax, b, Size * periods, Size, slowc, true, 0, vector_table_conditional_local);
|
|
else if (stack_solve_algo == 1)
|
|
Solve_Matlab_Relaxation(A_m, b_m, Size, slowc, true, 0);
|
|
else if (stack_solve_algo == 2)
|
|
Solve_Matlab_GMRES(A_m, b_m, Size, slowc, blck, true, 0, x0_m);
|
|
else if (stack_solve_algo == 3)
|
|
Solve_Matlab_BiCGStab(A_m, b_m, Size, slowc, blck, true, 0, x0_m, 1);
|
|
else if (stack_solve_algo == 5)
|
|
Solve_ByteCode_Symbolic_Sparse_GaussianElimination(Size, symbolic, blck);
|
|
}
|
|
if (print_it)
|
|
{
|
|
clock_t t2 = clock();
|
|
mexPrintf("(** %f milliseconds **)\n", 1000.0*(static_cast<double>(t2) - static_cast<double>(t1))/static_cast<double>(CLOCKS_PER_SEC));
|
|
mexEvalString("drawnow;");
|
|
}
|
|
if (!steady_state && stack_solve_algo == 4)
|
|
{
|
|
clock_t t2 = clock();
|
|
double ax = -0.1, bx = 1.1, cx = 0.5, fa, fb, fc, xmin;
|
|
|
|
if (!mnbrak(&ax, &bx, &cx, &fa, &fb, &fc))
|
|
return;
|
|
if (!golden(ax, bx, cx, 1e-1, solve_tolf, &xmin))
|
|
return;
|
|
slowc = xmin;
|
|
clock_t t3 = clock();
|
|
mexPrintf("(** %f milliseconds **)\n", 1000.0*(static_cast<double>(t3) - static_cast<double>(t2))/static_cast<double>(CLOCKS_PER_SEC));
|
|
mexEvalString("drawnow;");
|
|
}
|
|
time00 = clock();
|
|
if (tbreak_g == 0)
|
|
tbreak_g = periods;
|
|
}
|
|
|
|
void
|
|
dynSparseMatrix::fixe_u(double **u, int u_count_int, int max_lag_plus_max_lead_plus_1)
|
|
{
|
|
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 = max_lag_plus_max_lead_plus_1;
|
|
}
|