dynare/doc
Sébastien Villemot d574705b4a
Design and performance improvement to solve_algo={12,14}
Use the new time-recursive block decomposition computed by the preprocessor
for:
- the simulation of backward models with “simul_backward”
- the perfect foresight simulation of purely backward/forward/static models

Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it
minimizes the set of feedback variables and tries to renormalize equations).

This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus
an ad hoc identification of some equations that can be evaluated (those with a
LHS equal to a variable, the log of a variable, or the diff-log of a variable).

By the way, the block_trust_region MEX has been modified so that it accepts a
boolean argument to decide whether it performs a Dulmage-Mendelsohn
decomposition (if not, then it performs a simple trust region on the whole
nonlinear system).

This provides a significant performance improvement (of almost an order of
magnitude for solve_algo=14 on a 700 equations model).
2022-11-30 14:47:57 +01:00
..
AIM capitalize Cepremap and Matlab, uncapitalize DYNARE 2019-10-02 14:09:21 +02:00
dseries-and-reporting Build system: by default, error out if some dependency is missing 2019-11-26 13:53:42 +01:00
dynare.plots Updated manual. Description of the methods for the @dseries class. 2013-11-14 14:32:57 +01:00
gsa Further set of documentation fixes 2021-08-17 11:13:24 +02:00
internals Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
manual Design and performance improvement to solve_algo={12,14} 2022-11-30 14:47:57 +01:00
parallel Documentation: various LaTeX modernizations 2021-08-16 11:25:39 +02:00
Makefile.am Build system: by default, error out if some dependency is missing 2019-11-26 13:53:42 +01:00
bibmad.sty v4: branching out /doc 2006-02-14 14:45:14 +00:00
bvar-a-la-sims.tex Documentation: various LaTeX modernizations 2021-08-16 11:25:39 +02:00
dr.bib Further set of documentation fixes 2021-08-17 11:13:24 +02:00
dr.tex Further set of documentation fixes 2021-08-17 11:13:24 +02:00
guide.bbl v4: branching out /doc 2006-02-14 14:45:14 +00:00
guide.tex Documentation: various LaTeX modernizations 2021-08-16 11:25:39 +02:00