237 lines
9.8 KiB
C++
237 lines
9.8 KiB
C++
/*
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* Copyright © 2007-2023 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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#ifndef _SPARSEMATRIX_HH
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#define _SPARSEMATRIX_HH
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#include <utility>
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#include <vector>
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#include <map>
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#include <tuple>
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#include <stack>
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#include <fstream>
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#include <string>
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#include "dynumfpack.h"
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#include "dynmex.h"
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#include "Mem_Mngr.hh"
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#include "Evaluate.hh"
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using namespace std;
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struct t_save_op_s
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{
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short int lag, operat;
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int first, second;
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};
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struct s_plan
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{
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string var, exo;
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int var_num, exo_num;
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vector<pair<int, double>> per_value;
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vector<double> value;
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};
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struct table_conditional_local_type
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{
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bool is_cond;
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int var_exo, var_endo;
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double constrained_value;
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};
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using vector_table_conditional_local_type = vector<table_conditional_local_type>;
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using table_conditional_global_type = map<int, vector_table_conditional_local_type>;
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constexpr int IFLD = 0, IFDIV = 1, IFLESS = 2, IFSUB = 3, IFLDZ = 4, IFMUL = 5, IFSTP = 6, IFADD = 7;
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constexpr double eps = 1e-15, very_big = 1e24;
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constexpr int alt_symbolic_count_max = 1;
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constexpr double mem_increasing_factor = 1.1;
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class dynSparseMatrix
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{
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public:
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dynSparseMatrix(Evaluate &evaluator_arg, int y_size_arg, int y_kmin_arg, int y_kmax_arg, bool steady_state_arg, bool block_decomposed_arg, int periods_arg, int minimal_solving_periods_arg, const BasicSymbolTable &symbol_table_arg, int verbosity_arg);
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void Simulate_Newton_Two_Boundaries(int blck, int y_size, int y_kmin, int y_kmax, int Size, int periods, bool cvg, int minimal_solving_periods, int stack_solve_algo, const vector_table_conditional_local_type &vector_table_conditional_local);
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void Simulate_Newton_One_Boundary(bool forward);
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void fixe_u(double **u, int u_count_int, int max_lag_plus_max_lead_plus_1);
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void Read_SparseMatrix(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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void Close_SaveCode();
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void Singular_display(int block, int Size);
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void End_Solver();
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double g0, gp0, glambda2;
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int try_at_iteration;
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static int find_exo_num(const vector<s_plan> &sconstrained_extended_path, int value);
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static int find_int_date(const vector<pair<int, double>> &per_value, int value);
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private:
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void Init_GE(int periods, int y_kmin, int y_kmax, int Size, const map<tuple<int, int, int>, int> &IM);
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void 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;
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void 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;
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void 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;
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void 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;
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void Simple_Init(int Size, const map<tuple<int, int, int>, int> &IM, bool &zero_solution);
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void End_GE();
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bool mnbrak(double *ax, double *bx, double *cx, double *fa, double *fb, double *fc);
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bool golden(double ax, double bx, double cx, double tol, double solve_tolf, double *xmin);
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void Solve_ByteCode_Symbolic_Sparse_GaussianElimination(int Size, bool symbolic, int Block_number);
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bool Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, int it_);
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void Solve_Matlab_Relaxation(mxArray *A_m, mxArray *b_m, unsigned int Size, double slowc_l);
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static void Print_UMFPack(const SuiteSparse_long *Ap, const SuiteSparse_long *Ai, const double *Ax, int n);
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static void Printfull_UMFPack(const SuiteSparse_long *Ap, const SuiteSparse_long *Ai, const double *Ax, const double *b, int n);
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static void PrintM(int n, const double *Ax, const mwIndex *Ap, const mwIndex *Ai);
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void Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_, const vector_table_conditional_local_type &vector_table_conditional_local);
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void Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_);
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void End_Matlab_LU_UMFPack();
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void Solve_Matlab_GMRES(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, mxArray *x0_m);
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void Solve_Matlab_BiCGStab(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, mxArray *x0_m, int precond);
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void Check_and_Correct_Previous_Iteration(int y_size, int size);
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bool Simulate_One_Boundary(int blck, int y_size, int size);
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bool solve_linear(int block_num, int y_size, int size, int iter);
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void solve_non_linear(int block_num, int y_size, int size);
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string preconditioner_print_out(string s, int preconditioner, bool ss);
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bool compare(int *save_op, int *save_opa, int *save_opaa, int beg_t, int periods, long nop4, int Size);
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void Insert(int r, int c, int u_index, int lag_index);
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void Delete(int r, int c);
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int At_Row(int r, NonZeroElem **first) const;
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int At_Pos(int r, int c, NonZeroElem **first) const;
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int At_Col(int c, NonZeroElem **first) const;
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int At_Col(int c, int lag, NonZeroElem **first) const;
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int NRow(int r) const;
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int NCol(int c) const;
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int Union_Row(int row1, int row2) const;
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int Get_u();
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void Delete_u(int pos);
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void Clear_u();
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void *Symbolic {nullptr}, *Numeric {nullptr};
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int complete(int beg_t, int Size, int periods, int *b);
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void bksub(int tbreak, int last_period, int Size, double slowc_l);
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void simple_bksub(int it_, int Size, double slowc_l);
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// Computes Aᵀ where A is are sparse. The result is sparse.
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static mxArray *Sparse_transpose(const mxArray *A_m);
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// Computes Aᵀ·B where A and B are sparse. The result is sparse.
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static mxArray *Sparse_mult_SAT_SB(const mxArray *A_m, const mxArray *B_m);
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// Computes Aᵀ·B where A is sparse and B is dense. The result is sparse.
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static mxArray *Sparse_mult_SAT_B(const mxArray *A_m, const mxArray *B_m);
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// Computes Aᵀ·B where A is sparse and B is dense. The result is dense.
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static mxArray *mult_SAT_B(const mxArray *A_m, const mxArray *B_m);
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// Computes A−B where A and B are sparse. The result is sparse.
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static mxArray *Sparse_subtract_SA_SB(const mxArray *A_m, const mxArray *B_m);
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// Computes A−B where A and B are dense. The result is dense.
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static mxArray *subtract_A_B(const mxArray *A_m, const mxArray *B_m);
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protected:
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const BasicSymbolTable &symbol_table;
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const bool steady_state; // Whether this is a static or dynamic model
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// Whether to use the block-decomposed version of the bytecode file
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bool block_decomposed;
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Evaluate &evaluator;
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stack<double> Stack;
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int nb_prologue_table_u, nb_first_table_u, nb_middle_table_u, nb_last_table_u;
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int nb_prologue_table_y, nb_first_table_y, nb_middle_table_y, nb_last_table_y;
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int middle_count_loop;
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fstream SaveCode;
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string filename;
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int max_u, min_u;
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Mem_Mngr mem_mngr;
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vector<int> u_liste;
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map<pair<int, int>, NonZeroElem *> Mapped_Array;
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int *NbNZRow, *NbNZCol;
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NonZeroElem **FNZE_R, **FNZE_C;
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int u_count_init;
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int *pivot, *pivotk, *pivot_save;
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double *pivotv, *pivotva;
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int *b;
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bool *line_done;
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bool symbolic, alt_symbolic;
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int alt_symbolic_count;
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int *g_save_op;
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int first_count_loop;
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int g_nop_all;
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double markowitz_c_s;
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double res1a;
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long int nop_all, nop1, nop2;
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map<tuple<int, int, int>, int> IM_i;
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int u_count_alloc, u_count_alloc_save;
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vector<double *> jac;
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double *jcb;
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double slowc, slowc_save, prev_slowc_save, markowitz_c;
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int y_decal;
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int *index_equa;
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int u_count, tbreak_g;
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int iter;
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int start_compare;
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int restart;
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double g_lambda1, g_lambda2, gp_0;
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double lu_inc_tol;
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SuiteSparse_long *Ap_save, *Ai_save;
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double *Ax_save, *b_save;
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mxArray *A_m_save, *b_m_save;
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int stack_solve_algo, solve_algo;
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int minimal_solving_periods;
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int Per_u_, Per_y_;
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int maxit_;
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double *direction;
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double solve_tolf;
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// 1-norm error, square of 2-norm error, ∞-norm error
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double res1, res2, max_res;
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int max_res_idx;
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int *index_vara;
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double *y, *ya;
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int y_size;
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double *T;
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int nb_row_x;
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int y_kmin, y_kmax, periods;
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double *x, *params;
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double *u;
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double *steady_y;
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double *g1, *r, *res;
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vector<mxArray *> jacobian_block, jacobian_exo_block, jacobian_det_exo_block;
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mxArray *GlobalTemporaryTerms;
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int it_;
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map<int, double> TEF;
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map<pair<int, int>, double> TEFD;
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map<tuple<int, int, int>, double> TEFDD;
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// Information about the current block
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int block_num; // Index of the current block
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int size; // Size of the current block
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BlockSimulationType type;
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bool is_linear;
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int u_count_int;
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vector<Block_contain_type> Block_Contain;
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int verbosity; // Corresponds to options_.verbosity
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void compute_block_time(int Per_u_, bool evaluate, bool no_derivatives);
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bool compute_complete(bool no_derivatives, double &res1, double &res2, double &max_res, int &max_res_idx);
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bool compute_complete(double lambda, double *crit);
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};
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#endif // _SPARSEMATRIX_HH
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