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Block decomposition: for “solve two-boundaries” blocks, move the iteration loop outside the dynamic file

issue#70
Sébastien Villemot 2020-06-16 15:34:45 +02:00
parent 85b900363d
commit 379be6ccef
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
1 changed files with 31 additions and 67 deletions
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98
src/DynamicModel.cc
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@ -253,13 +253,8 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
if (simulation_type == BlockSimulationType::evaluateBackward
|| simulation_type == BlockSimulationType::evaluateForward)
output << "function [y, T, g1, varargout] = dynamic_" << blk+1 << "(y, x, params, steady_state, T, it_, jacobian_eval)" << endl;
else if (simulation_type == BlockSimulationType::solveForwardComplete
|| simulation_type == BlockSimulationType::solveBackwardComplete
|| simulation_type == BlockSimulationType::solveBackwardSimple
|| simulation_type == BlockSimulationType::solveForwardSimple)
output << "function [residual, T, g1, varargout] = dynamic_" << blk+1 << "(y, x, params, steady_state, T, it_, jacobian_eval)" << endl;
else
output << "function [residual, T, g1, varargout] = dynamic_" << blk+1 << "(y, x, params, steady_state, T, periods, jacobian_eval, y_kmin, y_size)" << endl;
output << "function [residual, T, g1, varargout] = dynamic_" << blk+1 << "(y, x, params, steady_state, T, it_, jacobian_eval)" << endl;
output << " % ////////////////////////////////////////////////////////////////////////" << endl
<< " % //" << string(" Block ").substr(static_cast<int>(log10(blk + 1))) << blk+1
@ -288,9 +283,8 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
<< " else" << endl;
if (simulation_type == BlockSimulationType::solveTwoBoundariesComplete
|| simulation_type == BlockSimulationType::solveTwoBoundariesSimple)
output << " g1 = spalloc(" << block_mfs_size << "*periods, "
<< block_mfs_size << "*(periods+" << blocks[blk].max_lag+blocks[blk].max_lead+1 << ")"
<< ", " << nze << "*periods);" << endl;
output << " g1 = spalloc(" << block_mfs_size
<< ", " << 3*block_mfs_size << ", " << nze << ");" << endl;
else
output << " g1 = spalloc(" << block_mfs_size
<< ", " << block_mfs_size << ", " << nze << ");" << endl;
@ -300,23 +294,10 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
if (simulation_type == BlockSimulationType::solveBackwardSimple
|| simulation_type == BlockSimulationType::solveForwardSimple
|| simulation_type == BlockSimulationType::solveBackwardComplete
|| simulation_type == BlockSimulationType::solveForwardComplete)
|| simulation_type == BlockSimulationType::solveForwardComplete
|| simulation_type == BlockSimulationType::solveTwoBoundariesComplete
|| simulation_type == BlockSimulationType::solveTwoBoundariesSimple)
output << " residual=zeros(" << block_mfs_size << ",1);" << endl;
else if (simulation_type == BlockSimulationType::solveTwoBoundariesComplete
|| simulation_type == BlockSimulationType::solveTwoBoundariesSimple)
output << " residual=zeros(" << block_mfs_size << ",y_kmin+periods);" << endl;
if (simulation_type == BlockSimulationType::solveTwoBoundariesComplete
|| simulation_type == BlockSimulationType::solveTwoBoundariesSimple)
output << " for it_ = y_kmin+1:(periods+y_kmin)" << endl
<< " Per_y_=it_*y_size;" << endl
<< " Per_J_=(it_-y_kmin-1)*y_size;" << endl
<< " Per_K_=(it_-1)*y_size;" << endl;
string indent_prefix = " ";
if (simulation_type == BlockSimulationType::solveTwoBoundariesComplete
|| simulation_type == BlockSimulationType::solveTwoBoundariesSimple)
indent_prefix += " ";
deriv_node_temp_terms_t tef_terms;
@ -327,7 +308,7 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
if (dynamic_cast<AbstractExternalFunctionNode *>(it))
it->writeExternalFunctionOutput(output, local_output_type, temporary_terms, blocks_temporary_terms_idxs, tef_terms);
output << indent_prefix;
output << " ";
it->writeOutput(output, local_output_type, blocks_temporary_terms[blk][eq], blocks_temporary_terms_idxs, tef_terms);
output << " = ";
it->writeOutput(output, local_output_type, temporary_terms, blocks_temporary_terms_idxs, tef_terms);
@ -360,7 +341,7 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
cerr << "Type mismatch for equation " << getBlockEquationID(blk, eq)+1 << endl;
exit(EXIT_FAILURE);
}
output << indent_prefix;
output << " ";
lhs->writeOutput(output, local_output_type, temporary_terms, blocks_temporary_terms_idxs);
output << " = ";
rhs->writeOutput(output, local_output_type, temporary_terms, blocks_temporary_terms_idxs);
@ -370,15 +351,11 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
case BlockSimulationType::solveForwardSimple:
case BlockSimulationType::solveBackwardComplete:
case BlockSimulationType::solveForwardComplete:
if (eq < block_recursive_size)
goto evaluation;
output << indent_prefix << "residual(" << eq+1-block_recursive_size << ") = (";
goto end;
case BlockSimulationType::solveTwoBoundariesComplete:
case BlockSimulationType::solveTwoBoundariesSimple:
if (eq < block_recursive_size)
goto evaluation;
output << indent_prefix << "residual(" << eq+1-block_recursive_size << ", it_) = (";
output << " residual(" << eq+1-block_recursive_size << ") = (";
goto end;
default:
end:
@ -394,14 +371,13 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
// Write temporary terms for derivatives
write_eq_tt(blocks[blk].size);
output << indent_prefix << "% Jacobian" << endl
<< indent_prefix << "if jacobian_eval" << endl;
indent_prefix += " ";
output << " % Jacobian" << endl
<< " if jacobian_eval" << endl;
for (const auto &[indices, d] : blocks_derivatives[blk])
{
auto [eq, var, lag] = indices;
int jacob_col = blocks_jacob_cols_endo[blk].at({ var, lag });
output << indent_prefix << "g1(" << eq+1 << ", " << jacob_col+1 << ") = ";
output << " g1(" << eq+1 << ", " << jacob_col+1 << ") = ";
d->writeOutput(output, local_output_type, temporary_terms, blocks_temporary_terms_idxs);
output << ";" << endl;
}
@ -409,7 +385,7 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
{
auto [eq, var, lag] = indices;
int jacob_col = blocks_jacob_cols_exo[blk].at({ var, lag });
output << indent_prefix << "g1_x(" << eq+1 << ", " << jacob_col+1 << ") = ";
output << " g1_x(" << eq+1 << ", " << jacob_col+1 << ") = ";
d->writeOutput(output, local_output_type, temporary_terms, blocks_temporary_terms_idxs);
output << ";" << endl;
}
@ -417,7 +393,7 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
{
auto [eq, var, lag] = indices;
int jacob_col = blocks_jacob_cols_exo_det[blk].at({ var, lag });
output << indent_prefix << "g1_xd(" << eq+1 << ", " << jacob_col+1 << ") = ";
output << " g1_xd(" << eq+1 << ", " << jacob_col+1 << ") = ";
d->writeOutput(output, local_output_type, temporary_terms, blocks_temporary_terms_idxs);
output << ";" << endl;
}
@ -425,13 +401,13 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
{
auto [eq, var, lag] = indices;
int jacob_col = blocks_jacob_cols_other_endo[blk].at({ var, lag });
output << indent_prefix << "g1_o(" << eq+1 << ", " << jacob_col+1 << ") = ";
output << " g1_o(" << eq+1 << ", " << jacob_col+1 << ") = ";
d->writeOutput(output, local_output_type, temporary_terms, blocks_temporary_terms_idxs);
output << ";" << endl;
}
output << indent_prefix << "varargout{1}=g1_x;" << endl
<< indent_prefix << "varargout{2}=g1_xd;" << endl
<< indent_prefix << "varargout{3}=g1_o;" << endl;
output << " varargout{1}=g1_x;" << endl
<< " varargout{2}=g1_xd;" << endl
<< " varargout{3}=g1_o;" << endl;
switch (simulation_type)
{
@ -458,32 +434,28 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
break;
case BlockSimulationType::solveTwoBoundariesSimple:
case BlockSimulationType::solveTwoBoundariesComplete:
output << " else" << endl;
output << " else" << endl;
for (const auto &[indices, d] : blocks_derivatives[blk])
{
auto [eq, var, lag] = indices;
assert(lag >= -1 && lag <= 1);
if (eq >= block_recursive_size && var >= block_recursive_size)
{
output << " ";
if (lag == 0)
output << " g1(" << eq+1-block_recursive_size << "+Per_J_, "
<< var+1-block_recursive_size << "+Per_K_) = ";
output << " g1(" << eq+1-block_recursive_size << ", "
<< var+1-block_recursive_size+block_mfs_size << ") = ";
else if (lag == 1)
output << " g1(" << eq+1-block_recursive_size << "+Per_J_, "
<< var+1-block_recursive_size << "+Per_y_) = ";
else if (lag > 0)
output << " g1(" << eq+1-block_recursive_size << "+Per_J_, "
<< var+1-block_recursive_size << "+y_size*(it_+" << lag-1 << ")) = ";
else if (lag < 0)
output << " g1(" << eq+1-block_recursive_size << "+Per_J_, "
<< var+1-block_recursive_size << "+y_size*(it_" << lag-1 << ")) = ";
output << " g1(" << eq+1-block_recursive_size << ", "
<< var+1-block_recursive_size+2*block_mfs_size << ") = ";
else
output << " g1(" << eq+1-block_recursive_size << ", "
<< var+1-block_recursive_size << ") = ";
d->writeOutput(output, local_output_type, temporary_terms, blocks_temporary_terms_idxs);
output << ";" << endl;
}
}
output << " end" << endl
<< " end" << endl;
output << " end" << endl;
break;
default:
break;
@ -1325,12 +1297,7 @@ DynamicModel::writeDynamicBlockMFile(const string &basename) const
mDynamicModelFile << " T=NaN(" << blocks_temporary_terms_idxs.size()
<< ",options_.periods+M_.maximum_lag+M_.maximum_lead);" << endl;
mDynamicModelFile << " y_kmin=M_.maximum_lag;" << endl
<< " y_kmax=M_.maximum_lead;" << endl
<< " y_size=M_.endo_nbr;" << endl
<< " Per_u_=0;" << endl
<< " Per_y_=it_*y_size;" << endl
<< " ys=y(it_,:);" << endl;
mDynamicModelFile << " ys=y(it_,:);" << endl;
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
@ -1362,13 +1329,10 @@ DynamicModel::writeDynamicBlockMFile(const string &basename) const
case BlockSimulationType::solveBackwardSimple:
case BlockSimulationType::solveForwardComplete:
case BlockSimulationType::solveBackwardComplete:
mDynamicModelFile << " [r, T, dr(" << blk + 1 << ").g1, 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, T, dr(" << blk + 1 << ").g1, 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 << ");" << endl
<< " residual(y_index_eq)=r(:,M_.maximum_lag+1);" << endl;
mDynamicModelFile << " [r, T, dr(" << blk + 1 << ").g1, 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;
default:
break;