dynare/matlab/backward
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
..
backward_model_forecast.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
backward_model_inversion.m Ensure that the ordering of the exogenous variables is correct... 2022-06-17 17:48:00 +02:00
backward_model_irf.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
calibrateresiduals.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
checkdatabase.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
checkdatabaseforinversion.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
dynamic_backward_model_for_inversion.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
dynamic_backward_model_for_simulation.m Add routine description in headers. 2022-04-10 21:22:51 +02:00
get_lags_on_endogenous_variables.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
get_lags_on_exogenous_variables.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
shock_decomposition_backward.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
simul_backward_linear_model.m Fix headers. 2022-03-03 09:35:30 +01:00
simul_backward_linear_model_.m Fix headers. 2022-03-03 09:35:30 +01:00
simul_backward_model.m Design and performance improvement to solve_algo={12,14} 2022-11-30 14:47:57 +01:00
simul_backward_model_init.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
simul_backward_nonlinear_model.m model_inversion: Header cosmetics 2022-09-15 10:16:05 +02:00
simul_backward_nonlinear_model_.m Design and performance improvement to solve_algo={12,14} 2022-11-30 14:47:57 +01:00