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Block decomposition: when falling back to symbolic normalization, use contemporaneous symbolic Jacobian 

Previously, it would use a symbolic Jacobian where leads and lags were also
taken into account.
master
Sébastien Villemot 2022-11-28 13:40:49 +01:00
parent f725c534ef
commit 53add0b2fe
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
2 changed files with 10 additions and 8 deletions
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12
src/ModelTree.cc
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@ -331,9 +331,8 @@ ModelTree::computeNonSingularNormalization(const jacob_map_t &contemporaneous_ja
{
cout << "Normalization failed with cutoff, trying symbolic normalization..." << endl;
/* If no non-singular normalization can be found, try to find a
normalization even with a potential singularity.
TODO: Explain why symbolic_jacobian is not contemporaneous. */
auto symbolic_jacobian = computeSymbolicJacobian();
normalization even with a potential singularity. */
auto symbolic_jacobian = computeSymbolicJacobian(true);
found_normalization = computeNormalization(symbolic_jacobian, true);
}
@ -661,7 +660,7 @@ ModelTree::computeBlockDecomposition(int prologue, int epilogue)
For detecting dependencies between variables, use the symbolic adjacency
matrix */
VariableDependencyGraph G(nb_simvars);
for (const auto &[key, value] : computeSymbolicJacobian())
for (const auto &[key, value] : computeSymbolicJacobian(false))
{
auto [eq, endo] = key;
if (eq_idx_orig2block[eq] >= prologue
@ -1878,7 +1877,7 @@ ModelTree::collectFirstOrderDerivativesEndogenous()
}
ModelTree::jacob_map_t
ModelTree::computeSymbolicJacobian() const
ModelTree::computeSymbolicJacobian(bool contemporaneous_only) const
{
jacob_map_t symbolic_jacobian;
for (int i = 0; i < static_cast<int>(equations.size()); i++)
@ -1886,7 +1885,8 @@ ModelTree::computeSymbolicJacobian() const
set<pair<int, int>> endos_and_lags;
equations[i]->collectEndogenous(endos_and_lags);
for (const auto &[endo, lag] : endos_and_lags)
symbolic_jacobian[{ i, endo }] = 1;
if (!contemporaneous_only || lag == 0)
symbolic_jacobian[{ i, endo }] = 1;
}
return symbolic_jacobian;
}

6
src/ModelTree.hh
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@ -424,8 +424,10 @@ private:
static set<filesystem::path> mex_compilation_done;
/* Compute a pseudo-Jacobian whose all elements are either zero or one,
depending on whether the variable symbolically appears in the equation */
jacob_map_t computeSymbolicJacobian() const;
depending on whether the variable symbolically appears in the equation. If
contemporaneous_only=true, only considers contemporaneous occurences of
variables; otherwise also considers leads and lags. */
jacob_map_t computeSymbolicJacobian(bool contemporaneous_only) const;
// Compute {var,eq}_idx_orig2block from {var,eq}_idx_block2orig
void updateReverseVariableEquationOrderings();