Block decomposition: simplify DynamicModel::writeDynamicBlockMFile()

issue#70
Sébastien Villemot 2020-05-29 16:48:38 +02:00
parent 7b11898689
commit 2caad3ee84
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
1 changed files with 118 additions and 159 deletions

View File

@ -1340,9 +1340,7 @@ DynamicModel::writeBlockBytecodeBinFile(const string &basename, int num, int &u_
void
DynamicModel::writeDynamicBlockMFile(const string &basename) const
{
string sp;
ofstream mDynamicModelFile;
ostringstream tmp, tmp1, tmp_eq;
string filename = packageDir(basename) + "/dynamic.m";
mDynamicModelFile.open(filename, ios::out | ios::binary);
if (!mDynamicModelFile.is_open())
@ -1355,13 +1353,11 @@ DynamicModel::writeDynamicBlockMFile(const string &basename) const
<< "%" << endl
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl
<< "%/" << endl;
int Nb_SGE = 0;
bool open_par = false;
mDynamicModelFile << "function [varargout] = dynamic(options_, M_, oo_, varargin)" << endl
<< " g2=[];g3=[];" << endl;
<< "%" << endl
<< endl
<< "function [varargout] = dynamic(options_, M_, oo_, varargin)" << endl
<< " g2=[];" << endl
<< " g3=[];" << endl;
if (blocks_temporary_terms_idxs.size() > 0)
mDynamicModelFile << " T=NaN(" << blocks_temporary_terms_idxs.size()
@ -1370,8 +1366,8 @@ DynamicModel::writeDynamicBlockMFile(const string &basename) const
mDynamicModelFile << " y_kmin=M_.maximum_lag;" << endl
<< " y_kmax=M_.maximum_lead;" << endl
<< " y_size=M_.endo_nbr;" << endl
<< " if(length(varargin)>0)" << endl
<< " %it is a simple evaluation of the dynamic model for time _it" << endl
<< " if length(varargin)>0" << endl
<< " % It is a simple evaluation of the dynamic model for period 'it_'" << endl
<< " y=varargin{1};" << endl
<< " x=varargin{2};" << endl
<< " params=varargin{3};" << endl
@ -1381,87 +1377,71 @@ DynamicModel::writeDynamicBlockMFile(const string &basename) const
<< " Per_u_=0;" << endl
<< " Per_y_=it_*y_size;" << endl
<< " ys=y(it_,:);" << endl;
tmp.str("");
tmp_eq.str("");
int nb_blocks = blocks.size();
int block = 0;
for (int count_call = 1; block < nb_blocks; block++, count_call++)
{
int block_size = blocks[block].size,
block_recursive = blocks[block].getRecursiveSize();
BlockSimulationType simulation_type = blocks[block].simulation_type;
if (simulation_type == BlockSimulationType::evaluateForward
|| simulation_type == BlockSimulationType::evaluateBackward)
{
for (int ik = 0; ik < block_size; ik++)
{
tmp << " " << getBlockVariableID(block, ik)+1;
tmp_eq << " " << getBlockEquationID(block, ik)+1;
}
}
else
{
for (int ik = block_recursive; ik < block_size; ik++)
{
tmp << " " << getBlockVariableID(block, ik)+1;
tmp_eq << " " << getBlockEquationID(block, ik)+1;
}
}
mDynamicModelFile << " y_index_eq=[" << tmp_eq.str() << "];" << endl
<< " y_index=[" << tmp.str() << "];" << endl;
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
int block_size = blocks[blk].size,
block_recursive_size = blocks[blk].getRecursiveSize();
BlockSimulationType simulation_type = blocks[blk].simulation_type;
mDynamicModelFile << " y_index_eq=[";
for (int eq = (simulation_type == BlockSimulationType::evaluateForward
|| simulation_type == BlockSimulationType::evaluateBackward)
? 0 : block_recursive_size; eq < block_size; eq++)
mDynamicModelFile << " " << getBlockEquationID(blk, eq)+1;
mDynamicModelFile << "];" << endl
<< " y_index=[";
for (int var = (simulation_type == BlockSimulationType::evaluateForward
|| simulation_type == BlockSimulationType::evaluateBackward)
? 0 : block_recursive_size; var < block_size; var++)
mDynamicModelFile << " " << getBlockVariableID(blk, var)+1;
mDynamicModelFile << "];" << endl;
switch (simulation_type)
{
case BlockSimulationType::evaluateForward:
case BlockSimulationType::evaluateBackward:
mDynamicModelFile << " [y, T, dr(" << count_call << ").g1, dr(" << count_call << ").g2, dr(" << count_call << ").g3, dr(" << count_call << ").g1_x, dr(" << count_call << ").g1_xd, dr(" << count_call << ").g1_o]=" << basename << ".block.dynamic_" << block + 1 << "(y, x, params, steady_state, T, true, it_-1, 1);" << endl
mDynamicModelFile << " [y, T, dr(" << blk + 1 << ").g1, dr(" << blk + 1 << ").g2, dr(" << blk + 1 << ").g3, dr(" << blk + 1 << ").g1_x, dr(" << blk + 1 << ").g1_xd, dr(" << blk + 1 << ").g1_o]=" << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, true, it_-1, 1);" << endl
<< " residual(y_index_eq)=ys(y_index)-y(it_, y_index);" << endl;
break;
case BlockSimulationType::solveForwardSimple:
case BlockSimulationType::solveBackwardSimple:
mDynamicModelFile << " [r, y, T, dr(" << count_call << ").g1, dr(" << count_call << ").g2, dr(" << count_call << ").g3, dr(" << count_call << ").g1_x, dr(" << count_call << ").g1_xd, dr(" << count_call << ").g1_o]=" << basename << ".block.dynamic_" << block + 1 << "(y, x, params, steady_state, T, it_, true);" << endl
mDynamicModelFile << " [r, y, T, dr(" << blk + 1 << ").g1, dr(" << blk + 1 << ").g2, dr(" << blk + 1 << ").g3, dr(" << blk + 1 << ").g1_x, dr(" << blk + 1 << ").g1_xd, dr(" << blk + 1 << ").g1_o]=" << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, it_, true);" << endl
<< " residual(y_index_eq)=r;" << endl;
break;
case BlockSimulationType::solveForwardComplete:
case BlockSimulationType::solveBackwardComplete:
mDynamicModelFile << " [r, y, T, dr(" << count_call << ").g1, dr(" << count_call << ").g2, dr(" << count_call << ").g3, dr(" << count_call << ").g1_x, dr(" << count_call << ").g1_xd, dr(" << count_call << ").g1_o]=" << basename << ".block.dynamic_" << block + 1 << "(y, x, params, steady_state, T, it_, true);" << endl
mDynamicModelFile << " [r, y, T, dr(" << blk + 1 << ").g1, dr(" << blk + 1 << ").g2, dr(" << blk + 1 << ").g3, dr(" << blk + 1 << ").g1_x, dr(" << blk + 1 << ").g1_xd, dr(" << blk + 1 << ").g1_o]=" << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, it_, true);" << endl
<< " residual(y_index_eq)=r;" << endl;
break;
case BlockSimulationType::solveTwoBoundariesComplete:
case BlockSimulationType::solveTwoBoundariesSimple:
mDynamicModelFile << " [r, y, T, dr(" << count_call << ").g1, dr(" << count_call << ").g2, dr(" << count_call << ").g3, b, dr(" << count_call << ").g1_x, dr(" << count_call << ").g1_xd, dr(" << count_call << ").g1_o]=" << basename << ".block.dynamic_" << block + 1 << "(y, x, params, steady_state, T, it_-" << max_lag << ", true, " << max_lag << ", " << block_recursive << "," << "options_.periods" << ");" << endl
mDynamicModelFile << " [r, y, T, dr(" << blk + 1 << ").g1, dr(" << blk + 1 << ").g2, dr(" << blk + 1 << ").g3, b, dr(" << blk + 1 << ").g1_x, dr(" << blk + 1 << ").g1_xd, dr(" << blk + 1 << ").g1_o]=" << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, it_-" << max_lag << ", true, " << max_lag << ", " << block_recursive_size << "," << "options_.periods" << ");" << endl
<< " residual(y_index_eq)=r(:,M_.maximum_lag+1);" << endl;
break;
default:
break;
}
tmp_eq.str("");
tmp.str("");
}
if (tmp1.str().length())
{
mDynamicModelFile << tmp1.str();
tmp1.str("");
}
mDynamicModelFile << " varargout{1}=residual;" << endl
<< " varargout{2}=dr;" << endl
<< " return;" << endl
<< " end;" << endl
<< " %it is the deterministic simulation of the block decomposed dynamic model" << endl
<< " if(options_.stack_solve_algo==0)" << endl
<< " return" << endl
<< " end" << endl
<< " % It is the deterministic simulation of the block decomposed dynamic model" << endl
<< " if options_.stack_solve_algo==0" << endl
<< " mthd='Sparse LU';" << endl
<< " elseif(options_.stack_solve_algo==1)" << endl
<< " elseif options_.stack_solve_algo==1" << endl
<< " mthd='Relaxation';" << endl
<< " elseif(options_.stack_solve_algo==2)" << endl
<< " elseif options_.stack_solve_algo==2" << endl
<< " mthd='GMRES';" << endl
<< " elseif(options_.stack_solve_algo==3)" << endl
<< " elseif options_.stack_solve_algo==3" << endl
<< " mthd='BICGSTAB';" << endl
<< " elseif(options_.stack_solve_algo==4)" << endl
<< " elseif options_.stack_solve_algo==4" << endl
<< " mthd='OPTIMPATH';" << endl
<< " else" << endl
<< " mthd='UNKNOWN';" << endl
<< " end;" << endl
<< " end" << endl
<< " if options_.verbosity" << endl
<< " printline(41)" << endl
<< " disp(sprintf('MODEL SIMULATION (method=%s):',mthd))" << endl
@ -1475,166 +1455,145 @@ DynamicModel::writeDynamicBlockMFile(const string &basename) const
<< " params=M_.params;" << endl
<< " steady_state=oo_.steady_state;" << endl
<< " oo_.deterministic_simulation.status = 0;" << endl;
for (block = 0; block < nb_blocks; block++)
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
int block_size = blocks[block].size;
int block_recursive = blocks[block].getRecursiveSize();
BlockSimulationType simulation_type = blocks[block].simulation_type;
int block_size = blocks[blk].size;
int block_recursive_size = blocks[blk].getRecursiveSize();
BlockSimulationType simulation_type = blocks[blk].simulation_type;
if (simulation_type == BlockSimulationType::evaluateForward && block_size)
{
if (open_par)
mDynamicModelFile << " end" << endl;
mDynamicModelFile << " oo_.deterministic_simulation.status = 1;" << endl
<< " oo_.deterministic_simulation.error = 0;" << endl
<< " oo_.deterministic_simulation.iterations = 0;" << endl
<< " if(isfield(oo_.deterministic_simulation,'block'))" << endl
<< " blck_num = length(oo_.deterministic_simulation.block)+1;" << endl
<< " blk = length(oo_.deterministic_simulation.block)+1;" << endl
<< " else" << endl
<< " blck_num = 1;" << endl
<< " end;" << endl
<< " oo_.deterministic_simulation.block(blck_num).status = 1;" << endl
<< " oo_.deterministic_simulation.block(blck_num).error = 0;" << endl
<< " oo_.deterministic_simulation.block(blck_num).iterations = 0;" << endl
<< " blk = 1;" << endl
<< " end" << endl
<< " oo_.deterministic_simulation.block(blk).status = 1;" << endl
<< " oo_.deterministic_simulation.block(blk).error = 0;" << endl
<< " oo_.deterministic_simulation.block(blk).iterations = 0;" << endl
<< " g1=[];g2=[];g3=[];" << endl
<< " [y, T] = " << basename << ".block.dynamic_" << block + 1 << "(y, x, params, steady_state, T, false, y_kmin, periods);" << endl
<< " tmp = y(:,M_.block_structure.block(" << block + 1 << ").variable);" << endl
<< " [y, T] = " << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, false, y_kmin, periods);" << endl
<< " tmp = y(:,M_.block_structure.block(" << blk + 1 << ").variable);" << endl
<< " if any(isnan(tmp) | isinf(tmp))" << endl
<< " disp(['Inf or Nan value during the evaluation of block " << block <<"']);" << endl
<< " disp(['Inf or Nan value during the evaluation of block " << blk <<"']);" << endl
<< " oo_.deterministic_simulation.status = 0;" << endl
<< " oo_.deterministic_simulation.error = 100;" << endl
<< " varargout{1} = oo_;" << endl
<< " return;" << endl
<< " end;" << endl;
<< " return" << endl
<< " end" << endl;
}
else if (simulation_type == BlockSimulationType::evaluateBackward && block_size)
{
if (open_par)
mDynamicModelFile << " end" << endl;
mDynamicModelFile << " oo_.deterministic_simulation.status = 1;" << endl
<< " oo_.deterministic_simulation.error = 0;" << endl
<< " oo_.deterministic_simulation.iterations = 0;" << endl
<< " if(isfield(oo_.deterministic_simulation,'block'))" << endl
<< " blck_num = length(oo_.deterministic_simulation.block)+1;" << endl
<< " if isfield(oo_.deterministic_simulation,'block')" << endl
<< " blk = length(oo_.deterministic_simulation.block)+1;" << endl
<< " else" << endl
<< " blck_num = 1;" << endl
<< " end;" << endl
<< " oo_.deterministic_simulation.block(blck_num).status = 1;" << endl
<< " oo_.deterministic_simulation.block(blck_num).error = 0;" << endl
<< " oo_.deterministic_simulation.block(blck_num).iterations = 0;" << endl
<< " blk = 1;" << endl
<< " end" << endl
<< " oo_.deterministic_simulation.block(blk).status = 1;" << endl
<< " oo_.deterministic_simulation.block(blk).error = 0;" << endl
<< " oo_.deterministic_simulation.block(blk).iterations = 0;" << endl
<< " g1=[];g2=[];g3=[];" << endl
<< " [y, T] = " << basename << ".block.dynamic_" << block + 1 << "(y, x, params, steady_state, T, false, y_kmin, periods);" << endl
<< " tmp = y(:,M_.block_structure.block(" << block + 1 << ").variable);" << endl
<< " [y, T] = " << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, false, y_kmin, periods);" << endl
<< " tmp = y(:,M_.block_structure.block(" << blk + 1 << ").variable);" << endl
<< " if any(isnan(tmp) | isinf(tmp))" << endl
<< " disp(['Inf or Nan value during the evaluation of block " << block <<"']);" << endl
<< " disp(['Inf or Nan value during the evaluation of block " << blk <<"']);" << endl
<< " oo_.deterministic_simulation.status = 0;" << endl
<< " oo_.deterministic_simulation.error = 100;" << endl
<< " varargout{1} = oo_;" << endl
<< " return;" << endl
<< " end;" << endl;
<< " return" << endl
<< " end" << endl;
}
else if ((simulation_type == BlockSimulationType::solveForwardComplete
|| simulation_type == BlockSimulationType::solveForwardSimple) && block_size)
{
if (open_par)
mDynamicModelFile << " end" << endl;
open_par = false;
mDynamicModelFile << " g1=0;" << endl
<< " r=0;" << endl;
tmp.str("");
for (int ik = block_recursive; ik < block_size; ik++)
tmp << " " << getBlockVariableID(block, ik)+1;
mDynamicModelFile << " y_index = [" << tmp.str() << "];" << endl;
int nze = blocks_derivatives[block].size();
mDynamicModelFile << " if(isfield(oo_.deterministic_simulation,'block'))" << endl
<< " blck_num = length(oo_.deterministic_simulation.block)+1;" << endl
<< " r=0;" << endl
<< " y_index = [";
for (int var = block_recursive_size; var < block_size; var++)
mDynamicModelFile << " " << getBlockVariableID(blk, var)+1;
mDynamicModelFile << "];" << endl
<< " if isfield(oo_.deterministic_simulation,'block')" << endl
<< " blk = length(oo_.deterministic_simulation.block)+1;" << endl
<< " else" << endl
<< " blck_num = 1;" << endl
<< " end;" << endl
<< " [y, T] = solve_one_boundary('" << basename << ".block.dynamic_" << block + 1 << "'"
<< ", y, x, params, steady_state, T, y_index, " << nze
<< ", options_.periods, " << (blocks[block].linear ? "true" : "false")
<< ", blck_num, y_kmin, options_.simul.maxit, options_.solve_tolf, options_.slowc, " << cutoff << ", options_.stack_solve_algo, true, true, false, M_, options_, oo_);" << endl
<< " tmp = y(:,M_.block_structure.block(" << block + 1 << ").variable);" << endl
<< " blk = 1;" << endl
<< " end" << endl
<< " [y, T] = solve_one_boundary('" << basename << ".block.dynamic_" << blk + 1 << "'"
<< ", y, x, params, steady_state, T, y_index, " << blocks_derivatives[blk].size()
<< ", options_.periods, " << (blocks[blk].linear ? "true" : "false")
<< ", blk, y_kmin, options_.simul.maxit, options_.solve_tolf, options_.slowc, " << cutoff << ", options_.stack_solve_algo, true, true, false, M_, options_, oo_);" << endl
<< " tmp = y(:,M_.block_structure.block(" << blk + 1 << ").variable);" << endl
<< " if any(isnan(tmp) | isinf(tmp))" << endl
<< " disp(['Inf or Nan value during the resolution of block " << block <<"']);" << endl
<< " disp(['Inf or Nan value during the resolution of block " << blk <<"']);" << endl
<< " oo_.deterministic_simulation.status = 0;" << endl
<< " oo_.deterministic_simulation.error = 100;" << endl
<< " varargout{1} = oo_;" << endl
<< " return;" << endl
<< " end;" << endl;
<< " return" << endl
<< " end" << endl;
}
else if ((simulation_type == BlockSimulationType::solveBackwardComplete
|| simulation_type == BlockSimulationType::solveBackwardSimple) && block_size)
{
if (open_par)
mDynamicModelFile << " end" << endl;
open_par = false;
mDynamicModelFile << " g1=0;" << endl
<< " r=0;" << endl;
tmp.str("");
for (int ik = block_recursive; ik < block_size; ik++)
tmp << " " << getBlockVariableID(block, ik)+1;
mDynamicModelFile << " y_index = [" << tmp.str() << "];" << endl;
int nze = blocks_derivatives[block].size();
mDynamicModelFile << " if(isfield(oo_.deterministic_simulation,'block'))" << endl
<< " blck_num = length(oo_.deterministic_simulation.block)+1;" << endl
<< " r=0;" << endl
<< " y_index = [";
for (int var = block_recursive_size; var < block_size; var++)
mDynamicModelFile << " " << getBlockVariableID(blk, var)+1;
mDynamicModelFile << "];" << endl
<< " if isfield(oo_.deterministic_simulation,'block')" << endl
<< " blk = length(oo_.deterministic_simulation.block)+1;" << endl
<< " else" << endl
<< " blck_num = 1;" << endl
<< " end;" << endl
<< " [y, T] = solve_one_boundary('" << basename << ".block.dynamic_" << block + 1 << "'"
<<", y, x, params, steady_state, T, y_index, " << nze
<<", options_.periods, " << (blocks[block].linear ? "true" : "false")
<<", blck_num, y_kmin, options_.simul.maxit, options_.solve_tolf, options_.slowc, " << cutoff << ", options_.stack_solve_algo, true, true, false, M_, options_, oo_);" << endl
<< " tmp = y(:,M_.block_structure.block(" << block + 1 << ").variable);" << endl
<< " blk = 1;" << endl
<< " end" << endl
<< " [y, T] = solve_one_boundary('" << basename << ".block.dynamic_" << blk + 1 << "'"
<< ", y, x, params, steady_state, T, y_index, " << blocks_derivatives[blk].size()
<< ", options_.periods, " << (blocks[blk].linear ? "true" : "false")
<< ", blk, y_kmin, options_.simul.maxit, options_.solve_tolf, options_.slowc, " << cutoff << ", options_.stack_solve_algo, true, true, false, M_, options_, oo_);" << endl
<< " tmp = y(:,M_.block_structure.block(" << blk + 1 << ").variable);" << endl
<< " if any(isnan(tmp) | isinf(tmp))" << endl
<< " disp(['Inf or Nan value during the resolution of block " << block <<"']);" << endl
<< " disp(['Inf or Nan value during the resolution of block " << blk <<"']);" << endl
<< " oo_.deterministic_simulation.status = 0;" << endl
<< " oo_.deterministic_simulation.error = 100;" << endl
<< " varargout{1} = oo_;" << endl
<< " return;" << endl
<< " end;" << endl;
<< " return" << endl
<< " end" << endl;
}
else if ((simulation_type == BlockSimulationType::solveTwoBoundariesComplete
|| simulation_type == BlockSimulationType::solveTwoBoundariesSimple) && block_size)
{
if (open_par)
mDynamicModelFile << " end" << endl;
open_par = false;
Nb_SGE++;
int nze = blocks_derivatives[block].size();
mDynamicModelFile << " y_index=[";
for (int ik = block_recursive; ik < block_size; ik++)
mDynamicModelFile << " " << getBlockVariableID(block, ik)+1;
mDynamicModelFile << " y_index = [";
for (int var = block_recursive_size; var < block_size; var++)
mDynamicModelFile << " " << getBlockVariableID(blk, var)+1;
mDynamicModelFile << " ];" << endl
<< " if(isfield(oo_.deterministic_simulation,'block'))" << endl
<< " blck_num = length(oo_.deterministic_simulation.block)+1;" << endl
<< " if isfield(oo_.deterministic_simulation,'block')" << endl
<< " blk = length(oo_.deterministic_simulation.block)+1;" << endl
<< " else" << endl
<< " blck_num = 1;" << endl
<< " end;" << endl
<< " [y, T, oo_] = solve_two_boundaries('" << basename << ".block.dynamic_" << block + 1 << "'"
<<", y, x, params, steady_state, T, y_index, " << nze
<<", options_.periods, " << blocks[block].max_lag
<<", " << blocks[block].max_lead
<<", " << (blocks[block].linear ? "true" : "false")
<<", blck_num, y_kmin, options_.simul.maxit, options_.solve_tolf, options_.slowc, " << cutoff << ", options_.stack_solve_algo, options_, M_, oo_);" << endl
<< " tmp = y(:,M_.block_structure.block(" << block + 1 << ").variable);" << endl
<< " blk = 1;" << endl
<< " end" << endl
<< " [y, T, oo_] = solve_two_boundaries('" << basename << ".block.dynamic_" << blk + 1 << "'"
<< ", y, x, params, steady_state, T, y_index, " << blocks_derivatives[blk].size()
<< ", options_.periods, " << blocks[blk].max_lag
<< ", " << blocks[blk].max_lead
<< ", " << (blocks[blk].linear ? "true" : "false")
<< ", blk, y_kmin, options_.simul.maxit, options_.solve_tolf, options_.slowc, " << cutoff << ", options_.stack_solve_algo, options_, M_, oo_);" << endl
<< " tmp = y(:,M_.block_structure.block(" << blk + 1 << ").variable);" << endl
<< " if any(isnan(tmp) | isinf(tmp))" << endl
<< " disp(['Inf or Nan value during the resolution of block " << block <<"']);" << endl
<< " disp(['Inf or Nan value during the resolution of block " << blk <<"']);" << endl
<< " oo_.deterministic_simulation.status = 0;" << endl
<< " oo_.deterministic_simulation.error = 100;" << endl
<< " varargout{1} = oo_;" << endl
<< " return;" << endl
<< " end;" << endl;
<< " return" << endl
<< " end" << endl;
}
}
if (open_par)
mDynamicModelFile << " end;" << endl;
open_par = false;
mDynamicModelFile << " oo_.endo_simul = y';" << endl
<< " varargout{1} = oo_;" << endl
<< "return;" << endl
<< " return" << endl
<< "end" << endl;
mDynamicModelFile.close();