3415 lines
108 KiB
C++
3415 lines
108 KiB
C++
/*
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* Copyright (C) 2007-2012 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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//#define _GLIBCXX_USE_C99_FENV_TR1 1
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//#include <cfenv>
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#include <cstring>
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#include <ctime>
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#include <sstream>
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#include "SparseMatrix.hh"
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SparseMatrix::SparseMatrix()
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{
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pivotva = NULL;
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g_save_op = NULL;
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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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}
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int
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SparseMatrix::NRow(int r)
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{
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return NbNZRow[r];
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}
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int
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SparseMatrix::NCol(int c)
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{
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return NbNZCol[c];
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}
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int
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SparseMatrix::At_Row(int r, NonZeroElem **first)
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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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SparseMatrix::Union_Row(int row1, int row2)
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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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SparseMatrix::At_Pos(int r, int c, NonZeroElem **first)
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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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SparseMatrix::At_Col(int c, NonZeroElem **first)
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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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SparseMatrix::At_Col(int c, int lag, NonZeroElem **first)
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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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SparseMatrix::Delete(const int r, const int c)
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{
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NonZeroElem *first = FNZE_R[r], *firsta = NULL;
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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 != NULL)
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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 = NULL;
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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 != NULL)
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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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SparseMatrix::Print(int Size, int *b)
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{
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int a, i, j, k, l;
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mexPrintf(" ");
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for (k = 0; k < Size*periods; k++)
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mexPrintf("%-2d ", k);
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mexPrintf(" | ");
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for (k = 0; k < Size*periods; k++)
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mexPrintf("%8d", k);
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mexPrintf("\n");
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for (i = 0; i < Size*periods; i++)
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{
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NonZeroElem *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 (k = 0; k < j; k++)
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{
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for (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 (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 (k = 0; k < j; k++)
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{
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for (l = 0; l < (first->c_index-a); l++)
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mexPrintf(" ");
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mexPrintf("%8.4f", 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 (k = a; k < Size*periods; k++)
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mexPrintf(" ");
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mexPrintf("%8.4f", 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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SparseMatrix::Insert(const int r, const int c, const int u_index, const 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 = NULL;
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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 != NULL)
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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 = NULL;
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}
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NbNZRow[r]++;
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first = FNZE_C[c];
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firsta = NULL;
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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 != NULL)
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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 = NULL;
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}
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NbNZCol[c]++;
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}
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void
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SparseMatrix::Read_SparseMatrix(string file_name, const int Size, int periods, int y_kmin, int y_kmax, bool steady_state, 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 i, j, lag;
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filename = file_name;
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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 + "_static.bin").c_str(), ios::in | ios::binary);
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else
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SaveCode.open((file_name + "_dynamic.bin").c_str(), 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 << "_static.bin cannot be opened\n";
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else
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tmp << " in Read_SparseMatrix, " << file_name << "_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 (i = 0; i < u_count_init-Size; i++)
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{
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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 *>(&j), sizeof(j));
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IM_i[make_pair(make_pair(eq, var), lag)] = j;
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}
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for (j = 0; j < Size; j++)
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IM_i[make_pair(make_pair(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 (i = 0; i < u_count_init-Size; i++)
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{
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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 *>(&j), sizeof(j));
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IM_i[make_pair(make_pair(var - lag*Size, -lag), eq)] = j;
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}
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for (j = 0; j < Size; j++)
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IM_i[make_pair(make_pair(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 (i = 0; i < u_count_init; i++)
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{
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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 *>(&j), sizeof(j));
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IM_i[make_pair(make_pair(eq, var), lag)] = j;
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}
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}
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else if (((stack_solve_algo >= 0 || stack_solve_algo <= 4) && !steady_state) || ((solve_algo >= 6 || solve_algo <= 8) && steady_state))
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{
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for (i = 0; i < u_count_init; i++)
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{
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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 *>(&j), sizeof(j));
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IM_i[make_pair(make_pair(var - lag*Size, -lag), eq)] = j;
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}
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}
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}
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index_vara = (int *) mxMalloc(Size*(periods+y_kmin+y_kmax)*sizeof(int));
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for (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 (i = 1; i < periods+y_kmin+y_kmax; i++)
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for (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 = (int *) mxMalloc(Size*sizeof(int));
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for (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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SparseMatrix::Simple_Init(int Size, map<pair<pair<int, int>, int>, int> &IM, bool &zero_solution)
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{
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int i, eq, var, lag;
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map<pair<pair<int, int>, int>, int>::iterator it4;
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NonZeroElem *first;
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pivot = (int *) mxMalloc(Size*sizeof(int));
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pivot_save = (int *) mxMalloc(Size*sizeof(int));
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pivotk = (int *) mxMalloc(Size*sizeof(int));
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pivotv = (double *) mxMalloc(Size*sizeof(double));
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pivotva = (double *) mxMalloc(Size*sizeof(double));
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b = (int *) mxMalloc(Size*sizeof(int));
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line_done = (bool *) mxMalloc(Size*sizeof(bool));
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mem_mngr.init_CHUNK_BLCK_SIZE(u_count);
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g_save_op = NULL;
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g_nop_all = 0;
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i = Size*sizeof(NonZeroElem *);
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FNZE_R = (NonZeroElem **) mxMalloc(i);
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FNZE_C = (NonZeroElem **) mxMalloc(i);
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NonZeroElem **temp_NZE_R = (NonZeroElem **) mxMalloc(i);
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NonZeroElem **temp_NZE_C = (NonZeroElem **) mxMalloc(i);
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i = Size*sizeof(int);
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NbNZRow = (int *) mxMalloc(i);
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NbNZCol = (int *) mxMalloc(i);
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it4 = IM.begin();
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eq = -1;
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//#pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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for (i = 0; i < Size; i++)
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{
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line_done[i] = 0;
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FNZE_C[i] = 0;
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FNZE_R[i] = 0;
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temp_NZE_C[i] = 0;
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temp_NZE_R[i] = 0;
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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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while (it4 != IM.end())
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{
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var = it4->first.first.second;
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eq = it4->first.first.first;
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lag = it4->first.second;
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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]++;
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first = mem_mngr.mxMalloc_NZE();
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first->NZE_C_N = NULL;
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first->NZE_R_N = NULL;
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first->u_index = u_count1;
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first->r_index = eq;
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first->c_index = var;
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first->lag_index = lag;
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if (FNZE_R[eq] == NULL)
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FNZE_R[eq] = first;
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if (FNZE_C[var] == NULL)
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FNZE_C[var] = first;
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if (temp_NZE_R[eq] != NULL)
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temp_NZE_R[eq]->NZE_R_N = first;
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if (temp_NZE_C[var] != NULL)
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temp_NZE_C[var]->NZE_C_N = first;
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temp_NZE_R[eq] = first;
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temp_NZE_C[var] = first;
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u_count1++;
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}
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it4++;
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}
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//#pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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double cum_abs_sum = 0;
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for (i = 0; i < Size; i++)
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{
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b[i] = i;
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cum_abs_sum += fabs(u[i]);
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}
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if (cum_abs_sum < 1e-20)
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zero_solution = true;
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else
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zero_solution = false;
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mxFree(temp_NZE_R);
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mxFree(temp_NZE_C);
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u_count = u_count1;
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}
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void
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SparseMatrix::Init_Matlab_Sparse_Simple(int Size, map<pair<pair<int, int>, int>, int> &IM, mxArray *A_m, mxArray *b_m, bool &zero_solution, mxArray *x0_m)
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{
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int i, eq, var;
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double *b = mxGetPr(b_m);
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if (!b)
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{
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ostringstream tmp;
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tmp << " in Init_Matlab_Sparse_Simple, can't retrieve b vector\n";
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throw FatalExceptionHandling(tmp.str());
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}
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double *x0 = mxGetPr(x0_m);
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if (!x0)
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{
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ostringstream tmp;
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tmp << " in Init_Matlab_Sparse_Simple, can't retrieve x0 vector\n";
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throw FatalExceptionHandling(tmp.str());
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}
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mwIndex *Ai = mxGetIr(A_m);
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if (!Ai)
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{
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ostringstream tmp;
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tmp << " in Init_Matlab_Sparse_Simple, can't allocate Ai index vector\n";
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throw FatalExceptionHandling(tmp.str());
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}
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mwIndex *Aj = mxGetJc(A_m);
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if (!Aj)
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|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse_Simple, can't allocate Aj index vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
double *A = mxGetPr(A_m);
|
|
if (!A)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse_Simple, can't retrieve A matrix\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
map<pair<pair<int, int>, int>, int>::iterator it4;
|
|
for (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 (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 = -1;
|
|
it4 = IM.begin();
|
|
while (it4 != IM.end())
|
|
{
|
|
var = it4->first.first.first;
|
|
if (var != last_var)
|
|
{
|
|
Aj[1+last_var ] = NZE;
|
|
last_var = var;
|
|
}
|
|
eq = it4->first.second;
|
|
int index = it4->second;
|
|
#ifdef DEBUG
|
|
if (index < 0 || index >= u_count_alloc || index > Size + Size*Size)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse_Simple, index (" << index << ") out of range for u vector max = " << Size+Size*Size << " allocated = " << u_count_alloc << "\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
if (NZE >= max_nze)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse_Simple, exceeds the capacity of A_m sparse matrix\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
#endif
|
|
A[NZE] = u[index];
|
|
Ai[NZE] = eq;
|
|
NZE++;
|
|
#ifdef DEBUG
|
|
if (eq < 0 || eq >= Size)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse_Simple, index (" << eq << ") out of range for b vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
if (var < 0 || var >= Size)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse_Simple, index (" << var << ") out of range for index_vara vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
if (index_vara[var] < 0 || index_vara[var] >= y_size)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse_Simple, index (" << index_vara[var] << ") out of range for y vector max=" << y_size << " (0)\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
#endif
|
|
it4++;
|
|
}
|
|
Aj[Size] = NZE;
|
|
}
|
|
|
|
void
|
|
SparseMatrix::Init_Matlab_Sparse(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int>, int>, int> &IM, mxArray *A_m, mxArray *b_m, mxArray *x0_m)
|
|
{
|
|
int t, i, eq, var, lag, ti_y_kmin, ti_y_kmax;
|
|
double *b = mxGetPr(b_m);
|
|
if (!b)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse, can't retrieve b vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
double *x0 = mxGetPr(x0_m);
|
|
if (!x0)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse_Simple, can't retrieve x0 vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
mwIndex *Ai = mxGetIr(A_m);
|
|
if (!Ai)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse, can't allocate Ai index vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
mwIndex *Aj = mxGetJc(A_m);
|
|
if (!Aj)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse, can't allocate Aj index vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
double *A = mxGetPr(A_m);
|
|
if (!A)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse, can't retrieve A matrix\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
map<pair<pair<int, int>, int>, int>::iterator it4;
|
|
for (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 (i = 0; i < periods*Size; i++)
|
|
{
|
|
b[i] = 0;
|
|
x0[i] = y[index_vara[Size*y_kmin+i]];
|
|
}
|
|
Aj[0] = 0;
|
|
for (t = 0; t < periods; t++)
|
|
{
|
|
last_var = 0;
|
|
it4 = IM.begin();
|
|
while (it4 != IM.end())
|
|
{
|
|
var = it4->first.first.first;
|
|
if (var != last_var)
|
|
{
|
|
Aj[1+last_var + t * Size] = NZE;
|
|
last_var = var;
|
|
}
|
|
eq = it4->first.second+Size*t;
|
|
lag = -it4->first.first.second;
|
|
int index = it4->second+ (t-lag) * u_count_init;
|
|
if (var < (periods+y_kmax)*Size)
|
|
{
|
|
ti_y_kmin = -min(t, y_kmin);
|
|
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)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse, index (" << index << ") out of range for u vector max = " << Size+Size*Size << " allocated = " << u_count_alloc << "\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
if (NZE >= max_nze)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse, exceeds the capacity of A_m sparse matrix\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
#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)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse, index (" << eq << ") out of range for b vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
if (var+Size*(y_kmin+t+lag) < 0 || var+Size*(y_kmin+t+lag) >= Size*(periods+y_kmin+y_kmax))
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse, index (" << var+Size*(y_kmin+t+lag) << ") out of range for index_vara vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
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))
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse, index (" << index_vara[var+Size*(y_kmin+t+lag)] << ") out of range for y vector max=" << y_size*(periods+y_kmin+y_kmax) << "\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
#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)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse, index (" << index << ") out of range for u vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
if (eq < 0 || eq >= (Size*periods))
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Init_Matlab_Sparse, index (" << eq << ") out of range for b vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
#endif
|
|
b[eq] += u[index];
|
|
}
|
|
it4++;
|
|
}
|
|
}
|
|
Aj[Size*periods] = NZE;
|
|
}
|
|
|
|
void
|
|
SparseMatrix::Init_GE(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int>, int>, int> &IM)
|
|
{
|
|
int t, i, eq, var, lag, ti_y_kmin, ti_y_kmax;
|
|
double tmp_b = 0.0;
|
|
map<pair<pair<int, int>, int>, int>::iterator it4;
|
|
NonZeroElem *first;
|
|
pivot = (int *) mxMalloc(Size*periods*sizeof(int));
|
|
pivot_save = (int *) mxMalloc(Size*periods*sizeof(int));
|
|
pivotk = (int *) mxMalloc(Size*periods*sizeof(int));
|
|
pivotv = (double *) mxMalloc(Size*periods*sizeof(double));
|
|
pivotva = (double *) mxMalloc(Size*periods*sizeof(double));
|
|
b = (int *) mxMalloc(Size*periods*sizeof(int));
|
|
line_done = (bool *) mxMalloc(Size*periods*sizeof(bool));
|
|
mem_mngr.init_CHUNK_BLCK_SIZE(u_count);
|
|
g_save_op = NULL;
|
|
g_nop_all = 0;
|
|
i = (periods+y_kmax+1)*Size*sizeof(NonZeroElem *);
|
|
FNZE_R = (NonZeroElem **) mxMalloc(i);
|
|
FNZE_C = (NonZeroElem **) mxMalloc(i);
|
|
NonZeroElem **temp_NZE_R = (NonZeroElem **) mxMalloc(i);
|
|
NonZeroElem **temp_NZE_C = (NonZeroElem **) mxMalloc(i);
|
|
i = (periods+y_kmax+1)*Size*sizeof(int);
|
|
NbNZRow = (int *) mxMalloc(i);
|
|
NbNZCol = (int *) mxMalloc(i);
|
|
|
|
//#pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
|
|
for (i = 0; i < periods*Size; i++)
|
|
{
|
|
b[i] = 0;
|
|
line_done[i] = 0;
|
|
}
|
|
//#pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
|
|
for (i = 0; i < (periods+y_kmax+1)*Size; i++)
|
|
{
|
|
FNZE_C[i] = 0;
|
|
FNZE_R[i] = 0;
|
|
temp_NZE_C[i] = NULL;
|
|
temp_NZE_R[i] = NULL;
|
|
NbNZRow[i] = 0;
|
|
NbNZCol[i] = 0;
|
|
}
|
|
|
|
//#pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS"))) ordered private(it4, ti_y_kmin, ti_y_kmax, eq, var, lag) schedule(dynamic)
|
|
for (t = 0; t < periods; t++)
|
|
{
|
|
ti_y_kmin = -min(t, y_kmin);
|
|
ti_y_kmax = min(periods-(t+1), y_kmax);
|
|
it4 = IM.begin();
|
|
eq = -1;
|
|
//#pragma omp ordered
|
|
while (it4 != IM.end())
|
|
{
|
|
var = it4->first.first.second;
|
|
if (eq != it4->first.first.first+Size*t)
|
|
tmp_b = 0;
|
|
eq = it4->first.first.first+Size*t;
|
|
lag = it4->first.second;
|
|
if (var < (periods+y_kmax)*Size)
|
|
{
|
|
lag = it4->first.second;
|
|
if (lag <= ti_y_kmax && lag >= ti_y_kmin) /*Build the index for sparse matrix containing the jacobian : u*/
|
|
{
|
|
var += Size*t;
|
|
NbNZRow[eq]++;
|
|
NbNZCol[var]++;
|
|
first = mem_mngr.mxMalloc_NZE();
|
|
first->NZE_C_N = NULL;
|
|
first->NZE_R_N = NULL;
|
|
first->u_index = it4->second+u_count_init*t;
|
|
first->r_index = eq;
|
|
first->c_index = var;
|
|
first->lag_index = lag;
|
|
if (FNZE_R[eq] == NULL)
|
|
FNZE_R[eq] = first;
|
|
if (FNZE_C[var] == NULL)
|
|
FNZE_C[var] = first;
|
|
if (temp_NZE_R[eq] != NULL)
|
|
temp_NZE_R[eq]->NZE_R_N = first;
|
|
if (temp_NZE_C[var] != NULL)
|
|
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[it4->second+u_count_init*t]*y[index_vara[var+Size*(y_kmin+t)]];
|
|
}
|
|
else
|
|
{
|
|
tmp_b += u[it4->second+u_count_init*t]*y[index_vara[var+Size*(y_kmin+t)]];
|
|
|
|
}
|
|
}
|
|
}
|
|
else /* ...and store it in the u vector*/
|
|
{
|
|
b[eq] = it4->second+u_count_init*t;
|
|
u[b[eq]] += tmp_b;
|
|
tmp_b = 0;
|
|
}
|
|
it4++;
|
|
}
|
|
}
|
|
mxFree(temp_NZE_R);
|
|
mxFree(temp_NZE_C);
|
|
}
|
|
|
|
int
|
|
SparseMatrix::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 = (double *) mxRealloc(u, u_count_alloc*sizeof(double));
|
|
if (!u)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Get_u, memory exhausted (realloc(" << u_count_alloc*sizeof(double) << "))\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
int i = u_count;
|
|
u_count++;
|
|
return i;
|
|
}
|
|
}
|
|
}
|
|
|
|
void
|
|
SparseMatrix::Delete_u(int pos)
|
|
{
|
|
u_liste.push_back(pos);
|
|
}
|
|
|
|
void
|
|
SparseMatrix::Clear_u()
|
|
{
|
|
u_liste.clear();
|
|
}
|
|
|
|
void
|
|
SparseMatrix::Print_u()
|
|
{
|
|
for (unsigned int i = 0; i < u_liste.size(); i++)
|
|
mexPrintf("%d ", u_liste[i]);
|
|
}
|
|
|
|
void
|
|
SparseMatrix::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
|
|
SparseMatrix::compare(int *save_op, int *save_opa, int *save_opaa, int beg_t, int periods, long int nop4, int Size)
|
|
{
|
|
long int i, j, nop = nop4/2, t, k;
|
|
double r = 0.0;
|
|
bool OK = true;
|
|
t_save_op_s *save_op_s, *save_opa_s, *save_opaa_s;
|
|
int *diff1, *diff2;
|
|
diff1 = (int *) mxMalloc(nop*sizeof(int));
|
|
diff2 = (int *) mxMalloc(nop*sizeof(int));
|
|
int max_save_ops_first = -1;
|
|
j = k = i = 0;
|
|
while (i < nop4 && OK)
|
|
{
|
|
save_op_s = (t_save_op_s *) &(save_op[i]);
|
|
save_opa_s = (t_save_op_s *) &(save_opa[i]);
|
|
save_opaa_s = (t_save_op_s *) &(save_opaa[i]);
|
|
diff1[j] = save_op_s->first-save_opa_s->first;
|
|
if (max_save_ops_first < save_op_s->first+diff1[j]*(periods-beg_t))
|
|
{
|
|
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:
|
|
ostringstream tmp;
|
|
tmp << " in compare, unknown operator = " << save_op_s->operat << "\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
j++;
|
|
}
|
|
// the same pivot for all remaining periods
|
|
if (OK)
|
|
{
|
|
//#pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS"))) ordered private(j) schedule(dynamic)
|
|
for (i = beg_t; i < periods; i++)
|
|
{
|
|
for (j = 0; j < Size; j++)
|
|
{
|
|
///#pragma omp ordered
|
|
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 = (double *) mxRealloc(u, u_count_alloc*sizeof(double));
|
|
if (!u)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in compare, memory exhausted (realloc(" << u_count_alloc*sizeof(double) << "))\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
double *up;
|
|
for (t = 1; t < periods-beg_t-y_kmax; t++)
|
|
{
|
|
i = j = 0;
|
|
while (i < nop4)
|
|
{
|
|
save_op_s = (t_save_op_s *) (&(save_op[i]));
|
|
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 (t = t1; t < periods_beg_t; t++)
|
|
{
|
|
i = j = 0;
|
|
while (i < nop4)
|
|
{
|
|
save_op_s = (t_save_op_s *) (&(save_op[i]));
|
|
if (save_op_s->lag < (periods_beg_t-t))
|
|
{
|
|
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
|
|
SparseMatrix::complete(int beg_t, int Size, int periods, int *b)
|
|
{
|
|
long int i, j, k, nop, nopa, nop1, cal_y, nb_var, pos, t, ti, max_var, min_var;
|
|
NonZeroElem *first;
|
|
int *save_code;
|
|
int *diff;
|
|
double yy = 0.0, err;
|
|
|
|
int size_of_save_code = (1+y_kmax)*Size*(Size+1+4)/2*4;
|
|
save_code = (int *) mxMalloc(size_of_save_code*sizeof(int));
|
|
int size_of_diff = (1+y_kmax)*Size*(Size+1+4);
|
|
diff = (int *) mxMalloc(size_of_diff*sizeof(int));
|
|
cal_y = y_size*y_kmin;
|
|
|
|
i = (beg_t+1)*Size-1;
|
|
nop = 0;
|
|
for (j = i; j > i-Size; j--)
|
|
{
|
|
pos = pivot[j];
|
|
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;
|
|
if ((nop+3) >= size_of_save_code)
|
|
mexPrintf("out of save_code[%d] (bound=%d)\n", nop+2, size_of_save_code);
|
|
nop += 4;
|
|
for (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;
|
|
if ((nop+3) >= size_of_save_code)
|
|
mexPrintf("out of save_code[%d] (bound=%d)\n", nop+2, size_of_save_code);
|
|
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;
|
|
if ((nop+3) >= size_of_save_code)
|
|
mexPrintf("out of save_code[%d] (bound=%d)\n", nop+2, size_of_save_code);
|
|
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;
|
|
if ((nop+2) >= size_of_save_code)
|
|
mexPrintf("out of save_code[%d] (bound=%d)\n", nop+2, size_of_save_code);
|
|
nop += 4;
|
|
}
|
|
i = beg_t*Size-1;
|
|
nop1 = nopa = 0;
|
|
for (j = i; j > i-Size; j--)
|
|
{
|
|
pos = pivot[j];
|
|
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 (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);
|
|
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);
|
|
nopa += 2;
|
|
nop1 += 4;
|
|
first = first->NZE_R_N;
|
|
}
|
|
diff[nopa] = save_code[nop1+1]-(b[pos]);
|
|
diff[nopa+1] = 0;
|
|
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);
|
|
nopa += 2;
|
|
nop1 += 4;
|
|
diff[nopa] = save_code[nop1+1]-(index_vara[j]+y_size*y_kmin);
|
|
diff[nopa+1] = 0;
|
|
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);
|
|
nopa += 2;
|
|
nop1 += 4;
|
|
}
|
|
max_var = (periods+y_kmin)*y_size;
|
|
min_var = y_kmin*y_size;
|
|
for (t = periods+y_kmin-1; t >= beg_t+y_kmin; t--)
|
|
{
|
|
j = 0;
|
|
ti = t-y_kmin-beg_t;
|
|
for (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];
|
|
err = yy - y[k];
|
|
y[k] += slowc*(err);
|
|
break;
|
|
}
|
|
j += 2;
|
|
}
|
|
}
|
|
mxFree(save_code);
|
|
mxFree(diff);
|
|
return (beg_t);
|
|
}
|
|
|
|
void
|
|
SparseMatrix::bksub(int tbreak, int last_period, int Size, double slowc_l)
|
|
{
|
|
NonZeroElem *first;
|
|
int i, j, k;
|
|
double yy;
|
|
for (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 (i = ti-1; i >= ti-Size; i--)
|
|
{
|
|
j = i+cal;
|
|
int pos = pivot[i+Size];
|
|
int nb_var = At_Row(pos, &first);
|
|
first = first->NZE_R_N;
|
|
nb_var--;
|
|
int eq = index_vara[j]+y_size;
|
|
yy = 0;
|
|
for (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
|
|
SparseMatrix::simple_bksub(int it_, int Size, double slowc_l)
|
|
{
|
|
int i, k;
|
|
double yy;
|
|
NonZeroElem *first;
|
|
for (i = 0; i < y_size; i++)
|
|
y[i+it_*y_size] = ya[i+it_*y_size];
|
|
for (i = Size-1; i >= 0; i--)
|
|
{
|
|
int pos = pivot[i];
|
|
int nb_var = At_Row(pos, &first);
|
|
first = first->NZE_R_N;
|
|
nb_var--;
|
|
int eq = index_vara[i];
|
|
yy = 0;
|
|
for (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
|
|
SparseMatrix::CheckIt(int y_size, int y_kmin, int y_kmax, int Size, int periods, int iter)
|
|
{
|
|
const double epsilon = 1e-7;
|
|
fstream SaveResult;
|
|
ostringstream out;
|
|
out << "Result" << iter;
|
|
SaveResult.open(out.str().c_str(), ios::in);
|
|
if (!SaveResult.is_open())
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in CheckIt, Result file cannot be opened\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
mexPrintf("Reading Result...");
|
|
int row, col;
|
|
SaveResult >> row;
|
|
mexPrintf("row=%d\n", row);
|
|
SaveResult >> col;
|
|
mexPrintf("col=%d\n", col);
|
|
double G1a;
|
|
mexPrintf("Allocated\n");
|
|
NonZeroElem *first;
|
|
for (int j = 0; j < col; j++)
|
|
{
|
|
mexPrintf("j=%d ", j);
|
|
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++)
|
|
{
|
|
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);
|
|
}
|
|
}
|
|
}
|
|
mexPrintf("G1a red done\n");
|
|
SaveResult >> row;
|
|
mexPrintf("row(2)=%d\n", row);
|
|
double *B;
|
|
B = (double *) mxMalloc(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
|
|
SparseMatrix::Check_the_Solution(int periods, int y_kmin, int y_kmax, int Size, double *u, int *pivot, int *b)
|
|
{
|
|
const double epsilon = 1e-10;
|
|
Init_GE(periods, y_kmin, y_kmax, Size, IM_i);
|
|
NonZeroElem *first;
|
|
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);
|
|
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 *
|
|
SparseMatrix::substract_A_B(mxArray *A_m, mxArray *B_m)
|
|
{
|
|
unsigned int n_A = mxGetN(A_m);
|
|
unsigned int m_A = mxGetM(A_m);
|
|
double *A_d = mxGetPr(A_m);
|
|
unsigned int 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 (unsigned int j = 0; j < n_A; j++)
|
|
for (unsigned int i = 0; i < m_A; i++)
|
|
{
|
|
unsigned int index = j*m_A+i;
|
|
C_d[index] = A_d[index] - B_d[index];
|
|
}
|
|
return C_m;
|
|
}
|
|
|
|
mxArray *
|
|
SparseMatrix::Sparse_substract_A_SB(mxArray *A_m, mxArray *B_m)
|
|
{
|
|
unsigned int n_B = mxGetN(B_m);
|
|
unsigned int m_B = mxGetM(B_m);
|
|
mwIndex *B_i = mxGetIr(B_m);
|
|
mwIndex *B_j = mxGetJc(B_m);
|
|
unsigned int 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 >= (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 *
|
|
SparseMatrix::Sparse_substract_SA_SB(mxArray *A_m, mxArray *B_m)
|
|
{
|
|
unsigned int n_A = mxGetN(A_m);
|
|
unsigned int m_A = mxGetM(A_m);
|
|
mwIndex *A_i = mxGetIr(A_m);
|
|
mwIndex *A_j = mxGetJc(A_m);
|
|
unsigned int total_nze_A = A_j[n_A];
|
|
double *A_d = mxGetPr(A_m);
|
|
unsigned int n_B = mxGetN(B_m);
|
|
mwIndex *B_i = mxGetIr(B_m);
|
|
mwIndex *B_j = mxGetJc(B_m);
|
|
unsigned int 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 >= (unsigned int) A_j[A_col+1] && (nze_A < total_nze_A))
|
|
A_col++;
|
|
int A_row = A_i[nze_A];
|
|
while (nze_B >= (unsigned int) B_j[B_col+1] && (nze_B < total_nze_B))
|
|
B_col++;
|
|
int 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_B >= total_nze_B && nze_A < total_nze_A))
|
|
{
|
|
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_B >= total_nze_B && nze_A < total_nze_A))
|
|
{
|
|
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 *
|
|
SparseMatrix::mult_SAT_B(mxArray *A_m, mxArray *B_m)
|
|
{
|
|
unsigned int n_A = mxGetN(A_m);
|
|
unsigned int m_A = mxGetM(A_m);
|
|
mwIndex *A_i = mxGetIr(A_m);
|
|
mwIndex *A_j = mxGetJc(A_m);
|
|
double *A_d = mxGetPr(A_m);
|
|
unsigned int 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);
|
|
unsigned int nze_A = 0;
|
|
for (unsigned int j = 0; j < n_B; j++)
|
|
{
|
|
for (unsigned int i = 0; i < n_A; i++)
|
|
{
|
|
double sum = 0;
|
|
nze_A = A_j[i];
|
|
while (nze_A < (unsigned int) A_j[i+1])
|
|
{
|
|
unsigned int 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 *
|
|
SparseMatrix::Sparse_mult_SAT_B(mxArray *A_m, mxArray *B_m)
|
|
{
|
|
unsigned int n_A = mxGetN(A_m);
|
|
unsigned int m_A = mxGetM(A_m);
|
|
mwIndex *A_i = mxGetIr(A_m);
|
|
mwIndex *A_j = mxGetJc(A_m);
|
|
double *A_d = mxGetPr(A_m);
|
|
unsigned int n_B = mxGetN(B_m);
|
|
unsigned int 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, 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_A = A_j[i];
|
|
while (nze_A < (unsigned int) A_j[i+1])
|
|
{
|
|
unsigned int 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 *
|
|
SparseMatrix::Sparse_mult_SAT_SB(mxArray *A_m, mxArray *B_m)
|
|
{
|
|
unsigned int n_A = mxGetN(A_m);
|
|
unsigned int m_A = mxGetM(A_m);
|
|
mwIndex *A_i = mxGetIr(A_m);
|
|
mwIndex *A_j = mxGetJc(A_m);
|
|
double *A_d = mxGetPr(A_m);
|
|
unsigned int 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);
|
|
unsigned int 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 < (unsigned int) A_j[i+1] && nze_B < (unsigned int) B_j[j+1])
|
|
{
|
|
unsigned int i_A = A_i[nze_A];
|
|
unsigned int 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 *
|
|
SparseMatrix::Sparse_transpose(mxArray *A_m)
|
|
{
|
|
unsigned int n_A = mxGetN(A_m);
|
|
unsigned int m_A = mxGetM(A_m);
|
|
mwIndex *A_i = mxGetIr(A_m);
|
|
mwIndex *A_j = mxGetJc(A_m);
|
|
unsigned int 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;
|
|
memset(C_j, 0, m_A);
|
|
map<pair<unsigned int, unsigned int>, double> B2;
|
|
for (unsigned int i = 0; i < n_A; i++)
|
|
{
|
|
while (nze_A < (unsigned int) A_j[i+1])
|
|
{
|
|
C_j[A_i[nze_A]+1]++;
|
|
B2[make_pair(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 (map<pair<unsigned int, unsigned int>, double>::const_iterator it = B2.begin(); it != B2.end(); it++)
|
|
{
|
|
C_d[nze_C] = it->second;
|
|
C_i[nze_C++] = it->first.second;
|
|
}
|
|
return C_m;
|
|
}
|
|
|
|
void
|
|
SparseMatrix::Solve_Matlab_Relaxation(mxArray *A_m, mxArray *b_m, unsigned int Size, double slowc_l, bool is_two_boundaries, int it_)
|
|
{
|
|
mxArray *B1, *C1, *A2, *B2, *A3, *b1, *b2;
|
|
double *b_m_d = mxGetPr(b_m);
|
|
if (!b_m_d)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Solve_Matlab_Relaxation, can't retrieve b_m vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
mwIndex *A_m_i = mxGetIr(A_m);
|
|
if (!A_m_i)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Solve_Matlab_Relaxation, can't allocate A_m_i index vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
mwIndex *A_m_j = mxGetJc(A_m);
|
|
if (!A_m_j)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Solve_Matlab_Relaxation, can't allocate A_m_j index vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
double *A_m_d = mxGetPr(A_m);
|
|
if (!A_m_d)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Solve_Matlab_Relaxation, can't retrieve A matrix\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
unsigned int max_nze = A_m_j[Size*periods];
|
|
unsigned int nze = 0;
|
|
unsigned int var = A_m_j[nze];
|
|
B1 = mxCreateSparse(Size, Size, Size*Size, mxREAL);
|
|
mwIndex *B1_i = mxGetIr(B1);
|
|
mwIndex *B1_j = mxGetJc(B1);
|
|
double *B1_d = mxGetPr(B1);
|
|
unsigned int B1_nze = 0;
|
|
unsigned int B1_var = 0;
|
|
B1_i[B1_nze] = 0;
|
|
B1_j[B1_var] = 0;
|
|
C1 = mxCreateSparse(Size, Size, Size*Size, mxREAL);
|
|
mwIndex *C1_i = mxGetIr(C1);
|
|
mwIndex *C1_j = mxGetJc(C1);
|
|
double *C1_d = mxGetPr(C1);
|
|
unsigned int C1_nze = 0;
|
|
unsigned int C1_var = 0;
|
|
C1_i[C1_nze] = 0;
|
|
C1_j[C1_var] = 0;
|
|
A2 = mxCreateSparse(Size, Size, Size*Size, mxREAL);
|
|
mwIndex *A2_i = mxGetIr(A2);
|
|
mwIndex *A2_j = mxGetJc(A2);
|
|
double *A2_d = mxGetPr(A2);
|
|
unsigned int A2_nze = 0;
|
|
unsigned int A2_var = 0;
|
|
A2_i[A2_nze] = 0;
|
|
A2_j[A2_var] = 0;
|
|
B2 = mxCreateSparse(Size, Size, Size*Size, mxREAL);
|
|
mwIndex *B2_i = mxGetIr(B2);
|
|
mwIndex *B2_j = mxGetJc(B2);
|
|
double *B2_d = mxGetPr(B2);
|
|
unsigned int B2_nze = 0;
|
|
unsigned int B2_var = 0;
|
|
B2_i[B2_nze] = 0;
|
|
B2_j[B2_var] = 0;
|
|
A3 = mxCreateSparse(Size, Size, Size*Size, mxREAL);
|
|
mwIndex *A3_i = mxGetIr(A3);
|
|
mwIndex *A3_j = mxGetJc(A3);
|
|
double *A3_d = mxGetPr(A3);
|
|
unsigned int A3_nze = 0;
|
|
unsigned int A3_var = 0;
|
|
A3_i[A3_nze] = 0;
|
|
A3_j[A3_var] = 0;
|
|
b1 = mxCreateDoubleMatrix(Size, 1, mxREAL);
|
|
double *b1_d = mxGetPr(b1);
|
|
b2 = mxCreateDoubleMatrix(Size, 1, mxREAL);
|
|
double *b2_d = mxGetPr(b2);
|
|
unsigned int eq = 0;
|
|
/*B1 C1
|
|
A2 B2
|
|
A3*/
|
|
while (var < 2*Size && nze < max_nze)
|
|
{
|
|
if ((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 = NULL;
|
|
vector<pair<mxArray *, mxArray *> > triangular_form;
|
|
double sumc = 0, C_sumc = 1000;
|
|
mxArray *B1_inv = NULL;
|
|
mxArray *B1_inv_t = NULL;
|
|
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);
|
|
unsigned int 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.push_back(make_pair(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 ((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
|
|
SparseMatrix::Solve_Matlab_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_)
|
|
{
|
|
int n = mxGetM(A_m);
|
|
mxArray *z;
|
|
mxArray *rhs[2];
|
|
rhs[0] = A_m;
|
|
rhs[1] = b_m;
|
|
mexCallMATLAB(1, &z, 2, rhs, "mldivide");
|
|
double *res = mxGetPr(z);
|
|
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);
|
|
mxDestroyArray(z);
|
|
}
|
|
|
|
void
|
|
SparseMatrix::Solve_Matlab_GMRES(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, bool steady_state, mxArray *x0_m)
|
|
{
|
|
#ifdef OCTAVE_MEX_FILE
|
|
ostringstream tmp;
|
|
if (steady_state)
|
|
tmp << " GMRES method is not implemented in Octave. You cannot use solve_algo=7, change solve_algo.\n";
|
|
else
|
|
tmp << " GMRES method is not implemented in Octave. You cannot use stack_solve_algo=2, change stack_solve_algo.\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
#endif
|
|
int n = mxGetM(A_m);
|
|
mxArray *lhs0[2];
|
|
mxArray *rhs0[2];
|
|
rhs0[0] = A_m;
|
|
rhs0[1] = mxCreateDoubleScalar(lu_inc_tol);
|
|
mexCallMATLAB(2, lhs0, 2, rhs0, "luinc");
|
|
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];
|
|
rhs[0] = A_m;
|
|
rhs[1] = b_m;
|
|
rhs[2] = mxCreateDoubleScalar(Size);
|
|
rhs[3] = mxCreateDoubleScalar(1e-6);
|
|
rhs[4] = mxCreateDoubleScalar(n);
|
|
rhs[5] = L1;
|
|
rhs[6] = U1;
|
|
rhs[7] = 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)
|
|
{
|
|
ostringstream tmp;
|
|
if (*flag1 == 1)
|
|
{
|
|
tmp << "Error in bytecode: No convergence inside GMRES, in block " << block+1;
|
|
mexWarnMsgTxt(tmp.str().c_str());
|
|
}
|
|
else if (*flag1 == 2)
|
|
{
|
|
tmp << "Error in bytecode: Preconditioner is ill-conditioned, in block " << block+1;
|
|
mexWarnMsgTxt(tmp.str().c_str());
|
|
}
|
|
else if (*flag1 == 3)
|
|
{
|
|
tmp << "Error in bytecode: GMRES stagnated (Two consecutive iterates were the same.), in block " << block+1;
|
|
mexWarnMsgTxt(tmp.str().c_str());
|
|
}
|
|
lu_inc_tol /= 10;
|
|
}
|
|
else
|
|
{
|
|
double *res = mxGetPr(z);
|
|
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 * 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 * yy;
|
|
}
|
|
}
|
|
mxDestroyArray(A_m);
|
|
mxDestroyArray(b_m);
|
|
mxDestroyArray(z);
|
|
mxDestroyArray(flag);
|
|
}
|
|
|
|
void
|
|
SparseMatrix::Solve_Matlab_BiCGStab(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, mxArray *x0_m, bool steady_state)
|
|
{
|
|
unsigned int n = mxGetM(A_m);
|
|
/*[L1, U1]=luinc(g1a,luinc_tol);*/
|
|
mxArray *lhs0[2];
|
|
mxArray *rhs0[2];
|
|
rhs0[0] = A_m;
|
|
rhs0[1] = mxCreateDoubleScalar(lu_inc_tol);
|
|
mexCallMATLAB(2, lhs0, 2, rhs0, "luinc");
|
|
mxArray *L1 = lhs0[0];
|
|
mxArray *U1 = lhs0[1];
|
|
double flags = 2;
|
|
mxArray *z;
|
|
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 (unsigned int i = 0; i < n; i++)
|
|
resid[i] = b[i] - resid[i];
|
|
mxArray *rhs[2];
|
|
mxArray *lhs[1];
|
|
rhs[0] = L1;
|
|
rhs[1] = res;
|
|
mexCallMATLAB(1, lhs, 2, rhs, "mldivide");
|
|
rhs[0] = U1;
|
|
rhs[1] = lhs[0];
|
|
mexCallMATLAB(1, lhs, 2, rhs, "mldivide");
|
|
z = lhs[0];
|
|
double *phat = mxGetPr(z);
|
|
double *x0 = mxGetPr(x0_m);
|
|
for (unsigned int i = 0; i < 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 (unsigned int i = 0; i < n; i++)
|
|
{
|
|
resid[i] = b[i] - resid[i];
|
|
cum_abs += fabs(resid[i]);
|
|
}
|
|
//mexPrintf("cum_abs=%g\n", cum_abs);
|
|
if (cum_abs > 1e-7)
|
|
flags = 2;
|
|
else
|
|
flags = 0;
|
|
mxDestroyArray(res);
|
|
}
|
|
//else
|
|
if (flags == 2)
|
|
{
|
|
/*[za,flag1] = bicgstab(g1a,b,1e-6,Blck_size*periods,L1,U1);*/
|
|
mxArray *rhs[7];
|
|
rhs[0] = A_m;
|
|
rhs[1] = b_m;
|
|
rhs[2] = mxCreateDoubleScalar(1e-6);
|
|
rhs[3] = mxCreateDoubleScalar(n);
|
|
rhs[4] = L1;
|
|
rhs[5] = U1;
|
|
rhs[6] = 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]);
|
|
}
|
|
/*mexPrintf("z");
|
|
mexCallMATLAB(0, NULL, 1, &z, "disp");*/
|
|
mxDestroyArray(rhs0[1]);
|
|
|
|
if (flags > 0)
|
|
{
|
|
ostringstream tmp;
|
|
if (flags == 1)
|
|
{
|
|
tmp << "Error in bytecode: No convergence inside BiCGStab, in block " << block+1;
|
|
mexWarnMsgTxt(tmp.str().c_str());
|
|
}
|
|
else if (flags == 2)
|
|
{
|
|
tmp << "Error in bytecode: Preconditioner is ill-conditioned, in block " << block+1;
|
|
mexWarnMsgTxt(tmp.str().c_str());
|
|
}
|
|
else if (flags == 3)
|
|
{
|
|
tmp << "Error in bytecode: BiCGStab stagnated (Two consecutive iterates were the same.), in block " << block+1;
|
|
mexWarnMsgTxt(tmp.str().c_str());
|
|
}
|
|
lu_inc_tol /= 10;
|
|
}
|
|
else
|
|
{
|
|
double *res = mxGetPr(z);
|
|
if (is_two_boundaries)
|
|
for (unsigned int i = 0; i < n; i++)
|
|
{
|
|
int eq = index_vara[i+Size*y_kmin];
|
|
double yy = -(res[i] + y[eq]);
|
|
direction[eq] = yy;
|
|
y[eq] += slowc * yy;
|
|
}
|
|
else
|
|
for (unsigned 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 * yy;
|
|
}
|
|
}
|
|
mxDestroyArray(A_m);
|
|
mxDestroyArray(b_m);
|
|
mxDestroyArray(z);
|
|
}
|
|
|
|
void
|
|
SparseMatrix::Singular_display(int block, int Size, bool steady_state, it_code_type it_code)
|
|
{
|
|
bool zero_solution;
|
|
Simple_Init(Size, IM_i, zero_solution);
|
|
NonZeroElem *first;
|
|
mxArray *rhs[1];
|
|
rhs[0] = mxCreateDoubleMatrix(Size, Size, mxREAL);
|
|
double *pind;
|
|
pind = mxGetPr(rhs[0]);
|
|
for (int j = 0; j < Size * Size; j++)
|
|
pind[j] = 0.0;
|
|
for (int ii = 0; ii < Size; ii++)
|
|
{
|
|
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];
|
|
//mxArray* SVD_v = lhs[2];
|
|
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");
|
|
/*mexPrintf(" with:\n");
|
|
it_code = get_begin_block(block);
|
|
for (int j=0; j < Size; j++)
|
|
{
|
|
if (find(equ_list.begin(), equ_list.end(), j) != equ_list.end())
|
|
mexPrintf(" equ_%d: %s\n",j, print_expression(it_code_expr, false, Size, block, steady_state, 0, 0, it_code, true).c_str());
|
|
}*/
|
|
}
|
|
}
|
|
mxDestroyArray(lhs[0]);
|
|
mxDestroyArray(lhs[1]);
|
|
mxDestroyArray(lhs[2]);
|
|
ostringstream tmp;
|
|
if (block > 1)
|
|
tmp << " in Solve_ByteCode_Sparse_GaussianElimination, singular system in block " << block+1 << "\n";
|
|
else
|
|
tmp << " in Solve_ByteCode_Sparse_GaussianElimination, singular system\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
|
|
|
|
bool
|
|
SparseMatrix::Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, bool steady_state, int it_)
|
|
{
|
|
bool one;
|
|
int pivj = 0, pivk = 0;
|
|
double *piv_v;
|
|
int *pivj_v, *pivk_v, *NR;
|
|
int l, N_max;
|
|
NonZeroElem *first, *firsta, *first_suba;
|
|
double piv_abs;
|
|
NonZeroElem **bc;
|
|
bc = (NonZeroElem **) mxMalloc(Size*sizeof(*bc));
|
|
piv_v = (double *) mxMalloc(Size*sizeof(double));
|
|
pivj_v = (int *) mxMalloc(Size*sizeof(int));
|
|
pivk_v = (int *) mxMalloc(Size*sizeof(int));
|
|
NR = (int *) mxMalloc(Size*sizeof(int));
|
|
|
|
for (int i = 0; i < Size; i++)
|
|
{
|
|
/*finding the max-pivot*/
|
|
double piv = piv_abs = 0;
|
|
int nb_eq = At_Col(i, &first);
|
|
l = 0; N_max = 0;
|
|
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;
|
|
}
|
|
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
|
|
{
|
|
ostringstream tmp;
|
|
if (blck > 1)
|
|
tmp << " in Solve_ByteCode_Sparse_GaussianElimination, singular system in block " << blck+1 << "\n";
|
|
else
|
|
tmp << " in Solve_ByteCode_Sparse_GaussianElimination, singular system\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
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(double (NR[j])/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(double (NR[j])/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;
|
|
}
|
|
//#pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
|
|
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)
|
|
{
|
|
firsta = first;
|
|
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
|
|
SparseMatrix::Solve_ByteCode_Symbolic_Sparse_GaussianElimination(int Size, bool symbolic, int Block_number)
|
|
{
|
|
/*Triangularisation at each period of a block using a simple gaussian Elimination*/
|
|
t_save_op_s *save_op_s;
|
|
int *save_op = NULL, *save_opa = NULL, *save_opaa = NULL;
|
|
long int nop = 0, nopa = 0;
|
|
bool record = false;
|
|
double *piv_v;
|
|
double piv_abs;
|
|
int *pivj_v, *pivk_v, *NR;
|
|
int pivj = 0, pivk = 0;
|
|
NonZeroElem *first;
|
|
int tmp_u_count, lag;
|
|
int tbreak = 0, last_period = periods;
|
|
|
|
piv_v = (double *) mxMalloc(Size*sizeof(double));
|
|
pivj_v = (int *) mxMalloc(Size*sizeof(int));
|
|
pivk_v = (int *) mxMalloc(Size*sizeof(int));
|
|
NR = (int *) mxMalloc(Size*sizeof(int));
|
|
|
|
for (int t = 0; t < periods; t++)
|
|
{
|
|
if (record && symbolic)
|
|
{
|
|
if (save_op)
|
|
{
|
|
mxFree(save_op);
|
|
save_op = NULL;
|
|
}
|
|
save_op = (int *) mxMalloc(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 = piv_abs = 0;
|
|
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(double (NR[j])/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(double (NR[j])/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 (symbolic)
|
|
{
|
|
if (record)
|
|
{
|
|
if (nop+1 >= nopa)
|
|
{
|
|
nopa = long (mem_increasing_factor*(double) nopa);
|
|
save_op = (int *) mxRealloc(save_op, nopa*sizeof(int));
|
|
}
|
|
save_op_s = (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)
|
|
{
|
|
ostringstream tmp;
|
|
if (Block_number > 1)
|
|
tmp << " in Solve_ByteCode_Symbolic_Sparse_GaussianElimination, singular system in block " << Block_number+1 << "\n";
|
|
else
|
|
tmp << " in Solve_ByteCode_Symbolic_Sparse_GaussianElimination, singular system\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
/*divide all the non zeros elements of the line pivj by the max_pivot*/
|
|
int nb_var = At_Row(pivj, &first);
|
|
NonZeroElem **bb;
|
|
bb = (NonZeroElem **) mxMalloc(nb_var*sizeof(first));
|
|
for (int j = 0; j < nb_var; j++)
|
|
{
|
|
bb[j] = first;
|
|
first = first->NZE_R_N;
|
|
}
|
|
|
|
for (int j = 0; j < nb_var; j++)
|
|
{
|
|
first = bb[j];
|
|
u[first->u_index] /= piv;
|
|
if (symbolic)
|
|
{
|
|
if (record)
|
|
{
|
|
if (nop+j*2+1 >= nopa)
|
|
{
|
|
nopa = long (mem_increasing_factor*(double) nopa);
|
|
save_op = (int *) mxRealloc(save_op, nopa*sizeof(int));
|
|
}
|
|
save_op_s = (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;
|
|
}
|
|
}
|
|
}
|
|
mxFree(bb);
|
|
nop += nb_var*2;
|
|
u[b[pivj]] /= piv;
|
|
if (symbolic)
|
|
{
|
|
if (record)
|
|
{
|
|
if (nop+1 >= nopa)
|
|
{
|
|
nopa = long (mem_increasing_factor*(double) nopa);
|
|
save_op = (int *) mxRealloc(save_op, nopa*sizeof(int));
|
|
}
|
|
save_op_s = (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);
|
|
|
|
NonZeroElem **bc;
|
|
bc = (NonZeroElem **) mxMalloc(nb_eq*sizeof(first));
|
|
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;
|
|
}
|
|
//#pragma omp parallel for num_threads(2) shared(nb_var_piva, first_piva, nopa, nop, save_op, record)
|
|
for (int j = 0; j < nb_eq_todo; j++)
|
|
{
|
|
t_save_op_s *save_op_s_l;
|
|
first = bc[j];
|
|
int row = first->r_index;
|
|
double first_elem = u[first->u_index];
|
|
if (symbolic)
|
|
{
|
|
if (record)
|
|
{
|
|
if (nop+1 >= nopa)
|
|
{
|
|
nopa = long (mem_increasing_factor*(double) nopa);
|
|
save_op = (int *) mxRealloc(save_op, nopa*sizeof(int));
|
|
}
|
|
save_op_s_l = (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 || 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
|
|
tmp_u_count = Get_u();
|
|
lag = first_piv->c_index/Size-row/Size;
|
|
//#pragma omp critical
|
|
{
|
|
Insert(row, first_piv->c_index, tmp_u_count, lag);
|
|
}
|
|
u[tmp_u_count] = -u[first_piv->u_index]*first_elem;
|
|
if (symbolic)
|
|
{
|
|
if (record)
|
|
{
|
|
if (nop+2 >= nopa)
|
|
{
|
|
nopa = long (mem_increasing_factor*(double) nopa);
|
|
save_op = (int *) mxRealloc(save_op, nopa*sizeof(int));
|
|
}
|
|
save_op_s_l = (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 (symbolic)
|
|
{
|
|
if (record)
|
|
{
|
|
if (nop+3 >= nopa)
|
|
{
|
|
nopa = long (mem_increasing_factor*(double) nopa);
|
|
save_op = (int *) mxRealloc(save_op, nopa*sizeof(int));
|
|
}
|
|
save_op_s_l = (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 (symbolic)
|
|
{
|
|
if (record)
|
|
{
|
|
if (nop+3 >= nopa)
|
|
{
|
|
nopa = long (mem_increasing_factor*(double) nopa);
|
|
save_op = (int *) mxRealloc(save_op, nopa*sizeof(int));
|
|
}
|
|
save_op_s_l = (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;
|
|
}
|
|
}
|
|
mxFree(bc);
|
|
}
|
|
if (symbolic)
|
|
{
|
|
if (record && (nop == nop1))
|
|
{
|
|
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 = NULL;
|
|
}
|
|
save_opaa = (int *) mxMalloc(nop1*sizeof(int));
|
|
memcpy(save_opaa, save_opa, nop1*sizeof(int));
|
|
}
|
|
if (save_opa)
|
|
{
|
|
mxFree(save_opa);
|
|
save_opa = NULL;
|
|
}
|
|
save_opa = (int *) mxMalloc(nop*sizeof(int));
|
|
memcpy(save_opa, save_op, nop*sizeof(int));
|
|
}
|
|
else
|
|
{
|
|
if (nop == nop1)
|
|
record = true;
|
|
else
|
|
{
|
|
record = false;
|
|
if (save_opa)
|
|
{
|
|
mxFree(save_opa);
|
|
save_opa = NULL;
|
|
}
|
|
if (save_opaa)
|
|
{
|
|
mxFree(save_opaa);
|
|
save_opaa = NULL;
|
|
}
|
|
}
|
|
}
|
|
nop2 = nop1;
|
|
nop1 = nop;
|
|
}
|
|
}
|
|
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);
|
|
}
|
|
|
|
bool
|
|
SparseMatrix::Simulate_Newton_One_Boundary(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, bool print_it, bool cvg, int &iter, bool steady_state, int stack_solve_algo, int solve_algo)
|
|
{
|
|
int i, j;
|
|
mxArray *b_m = NULL, *A_m = NULL, *x0_m = NULL;
|
|
Clear_u();
|
|
error_not_printed = true;
|
|
bool singular_system = false;
|
|
u_count_alloc_save = u_count_alloc;
|
|
if (isnan(res1) || isinf(res1) || (res2 > 12*g0 && iter > 0))
|
|
{
|
|
if (iter == 0 || fabs(slowc_save) < 1e-8)
|
|
{
|
|
for (j = 0; j < y_size; j++)
|
|
{
|
|
#ifdef DEBUG
|
|
bool select = false;
|
|
#endif
|
|
for (int i = 0; i < Size; i++)
|
|
if (j == index_vara[i])
|
|
{
|
|
#ifdef DEBUG
|
|
select = true;
|
|
#endif
|
|
break;
|
|
}
|
|
#ifdef DEBUG
|
|
if (select)
|
|
mexPrintf("-> variable %s (%d) at time %d = %f direction = %f\n", get_variable(eEndogenous, 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(eEndogenous, 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", blck+1, it_+1, index_vara[max_res_idx]+1);
|
|
mexEvalString("drawnow;");
|
|
return singular_system;
|
|
}
|
|
else
|
|
{
|
|
ostringstream tmp;
|
|
if (iter == 0)
|
|
tmp << " in Simulate_Newton_One_Boundary, The initial values of endogenous variables are too far from the solution.\nChange them!\n";
|
|
else
|
|
tmp << " in Simulate_Newton_One_Boundary, Dynare cannot improve the simulation in block " << blck+1 << " at time " << it_+1 << " (variable " << index_vara[max_res_idx]+1 << "%d)\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
if (!(isnan(res1) || isinf(res1)) && !(isnan(g0) || isinf(g0)))
|
|
{
|
|
if (try_at_iteration == 0)
|
|
{
|
|
prev_slowc_save = slowc_save;
|
|
slowc_save = max(-gp0 / (2 * (res2 - g0 - gp0)), 0.1);
|
|
}
|
|
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), 0.5 * slowc_save), 0.1 * slowc_save);
|
|
}
|
|
glambda2 = res2;
|
|
try_at_iteration++;
|
|
}
|
|
else
|
|
{
|
|
prev_slowc_save = slowc_save;
|
|
slowc_save /= 1.1;
|
|
}
|
|
if (print_it)
|
|
mexPrintf("Error: Simulation diverging, trying to correct it using slowc=%f\n", slowc_save);
|
|
for (i = 0; i < y_size; i++)
|
|
y[i+it_*y_size] = ya[i+it_*y_size] + slowc_save*direction[i+it_*y_size];
|
|
iter--;
|
|
return singular_system;
|
|
}
|
|
if (cvg)
|
|
{
|
|
return singular_system;
|
|
}
|
|
if (print_it)
|
|
{
|
|
//mexPrintf("solwc=%f g0=%f res2=%f glambda2=%f\n",slowc_save,g0, res2, glambda2);
|
|
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("MODEL STEADY STATE: (method=GMRES)\n");
|
|
break;
|
|
case 8:
|
|
mexPrintf("MODEL STEADY STATE: (method=BiCGStab)\n");
|
|
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", double (max_res));
|
|
mexPrintf(" sqr. error=%.10e \n", double (res2));
|
|
mexPrintf(" abs. error=%.10e \n", 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)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Simulate_Newton_One_Boundary, can't allocate b_m vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
A_m = mxCreateSparse(Size, Size, min(int (IM_i.size()*2), Size*Size), mxREAL);
|
|
if (!A_m)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Simulate_Newton_One_Boundary, can't allocate A_m matrix\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
x0_m = mxCreateDoubleMatrix(Size, 1, mxREAL);
|
|
if (!x0_m)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Simulate_Newton_One_Boundary, can't allocate x0_m vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
Init_Matlab_Sparse_Simple(Size, IM_i, A_m, b_m, zero_solution, x0_m);
|
|
}
|
|
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, blck, steady_state, it_);
|
|
else if ((solve_algo == 7 && steady_state) || (stack_solve_algo == 2 && !steady_state))
|
|
Solve_Matlab_GMRES(A_m, b_m, Size, slowc, blck, false, it_, steady_state, x0_m);
|
|
else if ((solve_algo == 8 && steady_state) || (stack_solve_algo == 3 && !steady_state))
|
|
Solve_Matlab_BiCGStab(A_m, b_m, Size, slowc, blck, false, it_, x0_m, steady_state);
|
|
else if ((solve_algo == 6 && steady_state) || ((stack_solve_algo == 0 || stack_solve_algo == 1) && !steady_state))
|
|
Solve_Matlab_LU_UMFPack(A_m, b_m, Size, slowc, false, it_);
|
|
}
|
|
return singular_system;
|
|
}
|
|
|
|
void
|
|
SparseMatrix::Simulate_Newton_Two_Boundaries(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, int periods, bool print_it, bool cvg, int &iter, int minimal_solving_periods, int stack_solve_algo, unsigned int endo_name_length, char *P_endo_names)
|
|
{
|
|
if (start_compare == 0)
|
|
start_compare = y_kmin;
|
|
u_count_alloc_save = u_count_alloc;
|
|
clock_t t1 = clock();
|
|
nop1 = 0;
|
|
error_not_printed = true;
|
|
mxArray *b_m = NULL, *A_m = NULL, *x0_m = NULL;
|
|
if (iter > 0)
|
|
{
|
|
if (print_it)
|
|
{
|
|
mexPrintf("Sim : %f ms\n", (1000.0*(double (clock())-double (time00)))/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)
|
|
{
|
|
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]);
|
|
}
|
|
ostringstream Error;
|
|
if (iter == 0)
|
|
Error << " in Simulate_Newton_Two_Boundaries, the initial values of endogenous variables are too far from the solution.\nChange them!\n";
|
|
else
|
|
Error << " in Simulate_Newton_Two_Boundaries, dynare cannot improve the simulation in block " << blck+1 << " at time " << it_+1 << " (variable " << index_vara[max_res_idx]+1 << ")\n";
|
|
//Error << filename << " stopped";
|
|
throw FatalExceptionHandling(Error.str());
|
|
}
|
|
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)), 0.1);
|
|
}
|
|
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), 0.5 * slowc_save), 0.1 * slowc_save);
|
|
}
|
|
glambda2 = res2;
|
|
try_at_iteration++;
|
|
if (slowc_save <= 0.1)
|
|
{
|
|
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 /= 1.1;
|
|
}
|
|
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 occured 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 occured 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("MODEL SIMULATION: (method=GMRES)\n");
|
|
break;
|
|
case 3:
|
|
mexPrintf("MODEL SIMULATION: (method=BiCGStab)\n");
|
|
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;
|
|
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", double (max_res));
|
|
mexPrintf(" sqr. error=%.10e \n", double (res2));
|
|
mexPrintf(" abs. error=%.10e \n", 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)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Simulate_Newton_Two_Boundaries, can't allocate b_m vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
x0_m = mxCreateDoubleMatrix(periods*Size, 1, mxREAL);
|
|
if (!x0_m)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Simulate_Newton_Two_Boundaries, can't allocate x0_m vector\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
A_m = mxCreateSparse(periods*Size, periods*Size, IM_i.size()* periods*2, mxREAL);
|
|
if (!A_m)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Simulate_Newton_Two_Boundaries, can't allocate A_m matrix\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
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_Matlab_LU_UMFPack(A_m, b_m, Size, slowc, true, 0);
|
|
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, false, x0_m);
|
|
else if (stack_solve_algo == 3)
|
|
Solve_Matlab_BiCGStab(A_m, b_m, Size, slowc, blck, true, 0, x0_m, false);
|
|
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*(double (t2) - double (t1))/double (CLOCKS_PER_SEC));
|
|
mexEvalString("drawnow;");
|
|
}
|
|
|
|
time00 = clock();
|
|
if (tbreak_g == 0)
|
|
tbreak_g = periods;
|
|
return;
|
|
}
|
|
|
|
void
|
|
SparseMatrix::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) = (double *) mxMalloc(u_count_alloc*sizeof(double));
|
|
#ifdef DEBUG
|
|
mexPrintf("*u=%d\n", *u);
|
|
#endif
|
|
memset((*u), 0, u_count_alloc*sizeof(double));
|
|
u_count_init = max_lag_plus_max_lead_plus_1;
|
|
}
|
|
|