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* Added new option stack_solve_algo to simul 

* Added solve_algo=5 for steady
* Remove obsolete method option of simul
* Added various checks to avoid unimplemented combinations of bytecode/block/solve_algo/stack_solve_algo


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2882 ac1d8469-bf42-47a9-8791-bf33cf982152
issue#70
sebastien 2009-09-02 16:34:48 +00:00
parent ceae389dff
commit 5dc82b4eed
5 changed files with 21 additions and 202 deletions
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14
DynamicModel.cc
View File

@ -1483,12 +1483,14 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
mDynamicModelFile << " return;\n";
mDynamicModelFile << " end;\n";
mDynamicModelFile << " %it is the deterministic simulation of the block decomposed dynamic model\n";
mDynamicModelFile << " if(options_.simulation_method==0)\n";
mDynamicModelFile << " if(options_.stack_solve_algo==1)\n";
mDynamicModelFile << " mthd='Sparse LU';\n";
mDynamicModelFile << " elseif(options_.simulation_method==2)\n";
mDynamicModelFile << " elseif(options_.stack_solve_algo==2)\n";
mDynamicModelFile << " mthd='GMRES';\n";
mDynamicModelFile << " elseif(options_.simulation_method==3)\n";
mDynamicModelFile << " elseif(options_.stack_solve_algo==3)\n";
mDynamicModelFile << " mthd='BICGSTAB';\n";
mDynamicModelFile << " elseif(options_.stack_solve_algo==4)\n";
mDynamicModelFile << " mthd='OPTIMPATH';\n";
mDynamicModelFile << " else\n";
mDynamicModelFile << " mthd='UNKNOWN';\n";
mDynamicModelFile << " end;\n";
@ -1594,7 +1596,7 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
mDynamicModelFile << " y = solve_one_boundary('" << dynamic_basename << "_" << i + 1 << "'" <<
", y, x, params, y_index, " << nze <<
", options_.periods, " << block_triangular.ModelBlock->Block_List[i].is_linear <<
", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method, 1, 1, 0);\n";
", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.stack_solve_algo, 1, 1, 0);\n";
mDynamicModelFile << " tmp = y(:,M_.block_structure.block(" << i + 1 << ").variable);\n";
mDynamicModelFile << " if(isnan(tmp) | isinf(tmp))\n";
mDynamicModelFile << " disp(['Inf or Nan value during the resolution of block " << i <<"']);\n";
@ -1625,7 +1627,7 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
mDynamicModelFile << " y = solve_one_boundary('" << dynamic_basename << "_" << i + 1 << "'" <<
", y, x, params, y_index, " << nze <<
", options_.periods, " << block_triangular.ModelBlock->Block_List[i].is_linear <<
", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method, 1, 1, 0);\n";
", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.stack_solve_algo, 1, 1, 0);\n";
mDynamicModelFile << " tmp = y(:,M_.block_structure.block(" << i + 1 << ").variable);\n";
mDynamicModelFile << " if(isnan(tmp) | isinf(tmp))\n";
mDynamicModelFile << " disp(['Inf or Nan value during the resolution of block " << i <<"']);\n";
@ -1657,7 +1659,7 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
", options_.periods, " << block_triangular.ModelBlock->Block_List[i].Max_Lag <<
", " << block_triangular.ModelBlock->Block_List[i].Max_Lead <<
", " << block_triangular.ModelBlock->Block_List[i].is_linear <<
", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method);\n";
", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.stack_solve_algo);\n";
mDynamicModelFile << " tmp = y(:,M_.block_structure.block(" << i + 1 << ").variable);\n";
mDynamicModelFile << " if(isnan(tmp) | isinf(tmp))\n";
mDynamicModelFile << " disp(['Inf or Nan value during the resolution of block " << i <<"']);\n";

18
DynareBison.yy
View File

@ -87,7 +87,7 @@ class ParsingDriver;
%}
%token AR AUTOCORR
%token BAYESIAN_IRF BETA_PDF BICGSTAB BLOCK
%token BAYESIAN_IRF BETA_PDF BLOCK
%token BVAR_DENSITY BVAR_FORECAST
%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA
%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN
@ -98,15 +98,15 @@ class ParsingDriver;
%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS
%token <string_val> FLOAT_NUMBER
%token FORECAST
%token GAMMA_PDF GAUSSIAN_ELIMINATION GMRES GRAPH
%token GAMMA_PDF GRAPH
%token HISTVAL HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HP_FILTER HP_NGRID
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE
%token <string_val> INT_NUMBER
%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF
%token KALMAN_ALGO KALMAN_TOL
%token LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LU
%token LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR
%token MARKOWITZ MARGINAL_DENSITY MAX
%token METHOD MFS MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER MIN
%token MFS MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER MIN
%token MODE_CHECK MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS
%token MODIFIEDHARMONICMEAN MOMENTS_VARENDO DIFFUSE_FILTER
%token <string_val> NAME
@ -118,7 +118,7 @@ class ParsingDriver;
%token <string_val> QUOTED_STRING
%token QZ_CRITERIUM
%token RELATIVE_IRF REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE
%token SHOCKS SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER SOLVE_ALGO
%token SHOCKS SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER STACK_SOLVE_ALGO SOLVE_ALGO
%token STDERR STEADY STOCH_SIMUL
%token TEX RAMSEY_POLICY PLANNER_DISCOUNT
%token <string_val> TEX_NAME
@ -678,7 +678,7 @@ simul_options_list : simul_options_list COMMA simul_options
simul_options : o_periods
| o_datafile
| o_method
| o_stack_solve_algo
| o_markowitz
;
@ -1497,6 +1497,7 @@ o_dr_algo : DR_ALGO EQUAL INT_NUMBER {
}
o_solve_algo : SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("solve_algo", $3); };
o_simul_algo : SIMUL_ALGO EQUAL INT_NUMBER { driver.option_num("simul_algo", $3); };
o_stack_solve_algo : STACK_SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("stack_solve_algo", $3); };
o_linear : LINEAR { driver.linear(); };
o_order : ORDER EQUAL INT_NUMBER { driver.option_num("order", $3); };
o_replic : REPLIC EQUAL INT_NUMBER { driver.option_num("replic", $3); };
@ -1511,11 +1512,6 @@ o_hp_ngrid : HP_NGRID EQUAL INT_NUMBER { driver.option_num("hp_ngrid", $3); };
o_periods : PERIODS EQUAL INT_NUMBER
{ driver.option_num("periods", $3); driver.option_num("simul", "1"); };
o_cutoff : CUTOFF EQUAL number { driver.option_num("cutoff", $3); }
o_method : METHOD EQUAL INT_NUMBER { driver.option_num("simulation_method",$3);}
| METHOD EQUAL LU { driver.option_num("simulation_method", "0"); }
| METHOD EQUAL GAUSSIAN_ELIMINATION { driver.option_num("simulation_method", "1"); }
| METHOD EQUAL GMRES { driver.option_num("simulation_method", "2"); }
| METHOD EQUAL BICGSTAB { driver.option_num("simulation_method", "3"); };
o_markowitz : MARKOWITZ EQUAL number { driver.option_num("markowitz", $3); };
o_mfs : MFS EQUAL number { driver.option_num("mfs", $3); };
o_simul : SIMUL { driver.option_num("simul", "1"); };

14
DynareFlex.ll
View File

@ -168,7 +168,6 @@ int sigma_e = 0;
/* Inside of a Dynare statement */
<DYNARE_STATEMENT>datafile {return token::DATAFILE;}
<DYNARE_STATEMENT>method {return token::METHOD;}
<DYNARE_STATEMENT>nobs {return token::NOBS;}
<DYNARE_STATEMENT>first_obs {return token::FIRST_OBS;}
<DYNARE_STATEMENT>prefilter {return token::PREFILTER;}
@ -332,6 +331,7 @@ int sigma_e = 0;
<DYNARE_STATEMENT>solve_algo {return token::SOLVE_ALGO;}
<DYNARE_STATEMENT>dr_algo {return token::DR_ALGO;}
<DYNARE_STATEMENT>simul_algo {return token::SIMUL_ALGO;}
<DYNARE_STATEMENT>stack_solve_algo {return token::STACK_SOLVE_ALGO;}
<DYNARE_STATEMENT>drop {return token::DROP;}
<DYNARE_STATEMENT>order {return token::ORDER;}
<DYNARE_STATEMENT>replic {return token::REPLIC;}
@ -353,14 +353,12 @@ int sigma_e = 0;
<DYNARE_STATEMENT>[\\] {return Dynare::parser::token_type (yytext[0]);}
<DYNARE_STATEMENT>[\'] {return Dynare::parser::token_type (yytext[0]);}
<DYNARE_STATEMENT,DYNARE_BLOCK>use_dll {return token::USE_DLL;}
<DYNARE_STATEMENT,DYNARE_BLOCK>lu {return token::LU;}
<DYNARE_STATEMENT,DYNARE_BLOCK>gaussian_elimination {return token::GAUSSIAN_ELIMINATION;}
<DYNARE_STATEMENT,DYNARE_BLOCK>gmres {return token::GMRES;}
<DYNARE_STATEMENT,DYNARE_BLOCK>bicgstab {return token::BICGSTAB;}
<DYNARE_STATEMENT,DYNARE_BLOCK>block {return token::BLOCK;}
<DYNARE_STATEMENT,DYNARE_BLOCK>bytecode {return token::BYTECODE;}
<DYNARE_BLOCK>use_dll {return token::USE_DLL;}
<DYNARE_BLOCK>block {return token::BLOCK;}
<DYNARE_BLOCK>bytecode {return token::BYTECODE;}
<DYNARE_STATEMENT,DYNARE_BLOCK>linear {return token::LINEAR;}
<DYNARE_STATEMENT,DYNARE_BLOCK>[,] {return token::COMMA;}
<DYNARE_STATEMENT,DYNARE_BLOCK>[:] {return Dynare::parser::token_type (yytext[0]);}
<DYNARE_STATEMENT,DYNARE_BLOCK>[\(\)] {return Dynare::parser::token_type (yytext[0]);}

175
StaticDllModel.cc
View File

@ -645,181 +645,6 @@ StaticDllModel::Write_Inf_To_Bin_File(const string &static_basename, const strin
SaveCode.close();
}
void
StaticDllModel::writeSparseStaticMFile(const string &static_basename, const string &basename, const int mode) const
{
string sp;
ofstream mStaticModelFile;
ostringstream tmp, tmp1, tmp_eq;
int prev_Simulation_Type;
//SymbolicGaussElimination SGE;
bool OK;
chdir(basename.c_str());
string filename = static_basename + ".m";
mStaticModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mStaticModelFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
mStaticModelFile << "%\n";
mStaticModelFile << "% " << filename << " : Computes static model for Dynare\n";
mStaticModelFile << "%\n";
mStaticModelFile << "% Warning : this file is generated automatically by Dynare\n";
mStaticModelFile << "% from model file (.mod)\n\n";
mStaticModelFile << "%/\n";
int i, k;
mStaticModelFile << "function [varargout] = " << static_basename << "(varargin)\n";
mStaticModelFile << " global oo_ options_ M_ ;\n";
//Temporary variables declaration
OK=true;
ostringstream tmp_output;
for (temporary_terms_type::const_iterator it = temporary_terms.begin();
it != temporary_terms.end(); it++)
{
if (OK)
OK=false;
else
tmp_output << " ";
(*it)->writeOutput(tmp_output, oMatlabStaticModelSparse, temporary_terms);
}
if (tmp_output.str().length()>0)
mStaticModelFile << " global " << tmp_output.str() << " M_ ;\n";
mStaticModelFile << " T_init=0;\n";
tmp_output.str("");
for (temporary_terms_type::const_iterator it = temporary_terms.begin();
it != temporary_terms.end(); it++)
{
tmp_output << " ";
(*it)->writeOutput(tmp_output, oMatlabStaticModel, temporary_terms);
tmp_output << "=T_init;\n";
}
if (tmp_output.str().length()>0)
mStaticModelFile << tmp_output.str();
mStaticModelFile << " y_size=M_.endo_nbr;\n";
mStaticModelFile << " %it is the deterministic simulation of the block decomposed static model\n";
mStaticModelFile << " maxit_=options_.maxit_;\n";
mStaticModelFile << " solve_tolf=options_.solve_tolf;\n";
mStaticModelFile << " y=oo_.steady_state';\n";
mStaticModelFile << " x=[oo_.exo_steady_state oo_.exo_det_steady_state];\n";
prev_Simulation_Type=-1;
mStaticModelFile << " params=M_.params;\n";
mStaticModelFile << " oo_.deterministic_simulation.status = 0;\n";
for (i = 0;i < block_triangular.ModelBlock->Size;i++)
{
k = block_triangular.ModelBlock->Block_List[i].Simulation_Type;
if ((k == EVALUATE_FORWARD) && (block_triangular.ModelBlock->Block_List[i].Size))
{
mStaticModelFile << " oo_.deterministic_simulation.status = 1;\n";
mStaticModelFile << " oo_.deterministic_simulation.error = 0;\n";
mStaticModelFile << " oo_.deterministic_simulation.iterations = 0;\n";
mStaticModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
mStaticModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
mStaticModelFile << " else\n";
mStaticModelFile << " blck_num = 1;\n";
mStaticModelFile << " end;\n";
mStaticModelFile << " oo_.deterministic_simulation.block(blck_num).status = 1;\n";
mStaticModelFile << " oo_.deterministic_simulation.block(blck_num).error = 0;\n";
mStaticModelFile << " oo_.deterministic_simulation.block(blck_num).iterations = 0;\n";
//mStaticModelFile << " for it_ = y_kmin+1:(periods+y_kmin)\n";
mStaticModelFile << " y=" << static_basename << "_" << i + 1 << "(y, x, params);\n";
mStaticModelFile << " tmp = y(:,M_.block_structure.block(" << i + 1 << ").variable);\n";
mStaticModelFile << " if(isnan(tmp) | isinf(tmp))\n";
mStaticModelFile << " disp(['Inf or Nan value during the evaluation of block " << i <<"']);\n";
mStaticModelFile << " return;\n";
mStaticModelFile << " end;\n";
}
else if ((k == EVALUATE_BACKWARD) && (block_triangular.ModelBlock->Block_List[i].Size))
{
mStaticModelFile << " oo_.deterministic_simulation.status = 1;\n";
mStaticModelFile << " oo_.deterministic_simulation.error = 0;\n";
mStaticModelFile << " oo_.deterministic_simulation.iterations = 0;\n";
mStaticModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
mStaticModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
mStaticModelFile << " else\n";
mStaticModelFile << " blck_num = 1;\n";
mStaticModelFile << " end;\n";
mStaticModelFile << " oo_.deterministic_simulation.block(blck_num).status = 1;\n";
mStaticModelFile << " oo_.deterministic_simulation.block(blck_num).error = 0;\n";
mStaticModelFile << " oo_.deterministic_simulation.block(blck_num).iterations = 0;\n";
mStaticModelFile << " " << static_basename << "_" << i + 1 << "(y, x, params);\n";
mStaticModelFile << " tmp = y(:,M_.block_structure.block(" << i + 1 << ").variable);\n";
mStaticModelFile << " if(isnan(tmp) | isinf(tmp))\n";
mStaticModelFile << " disp(['Inf or Nan value during the evaluation of block " << i <<"']);\n";
mStaticModelFile << " return;\n";
mStaticModelFile << " end;\n";
}
else if ((k == SOLVE_FORWARD_COMPLETE || k == SOLVE_FORWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
/*mStaticModelFile << " g1=0;\n";
mStaticModelFile << " r=0;\n";*/
tmp.str("");
for (int ik=block_triangular.ModelBlock->Block_List[i].Nb_Recursives ;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
{
tmp << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
}
mStaticModelFile << " y_index = [" << tmp.str() << "];\n";
/*int nze, m;
for (nze=0,m=0;m<=block_triangular.ModelBlock->Block_List[i].Max_Lead+block_triangular.ModelBlock->Block_List[i].Max_Lag;m++)*/
int nze=block_triangular.ModelBlock->Block_List[i].IM_lead_lag[0].size;
mStaticModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
mStaticModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
mStaticModelFile << " else\n";
mStaticModelFile << " blck_num = 1;\n";
mStaticModelFile << " end;\n";
mStaticModelFile << " y = solve_one_boundary('" << static_basename << "_" << i + 1 << "'" <<
", y, x, params, y_index, " << nze <<
", 1, " << block_triangular.ModelBlock->Block_List[i].is_linear <<
", blck_num, 0, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method, 1, 0, 0);\n";
mStaticModelFile << " tmp = y(:,M_.block_structure.block(" << i + 1 << ").variable);\n";
mStaticModelFile << " if(isnan(tmp) | isinf(tmp))\n";
mStaticModelFile << " disp(['Inf or Nan value during the resolution of block " << i <<"']);\n";
mStaticModelFile << " return;\n";
mStaticModelFile << " end;\n";
}
else if ((k == SOLVE_BACKWARD_COMPLETE || k == SOLVE_BACKWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
/*mStaticModelFile << " g1=0;\n";
mStaticModelFile << " r=0;\n";*/
tmp.str("");
for (int ik=block_triangular.ModelBlock->Block_List[i].Nb_Recursives ;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
{
tmp << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
}
mStaticModelFile << " y_index = [" << tmp.str() << "];\n";
/*int nze, m;
for (nze=0,m=0;m<=block_triangular.ModelBlock->Block_List[i].Max_Lead+block_triangular.ModelBlock->Block_List[i].Max_Lag;m++)*/
int nze=block_triangular.ModelBlock->Block_List[i].IM_lead_lag[0].size;
mStaticModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
mStaticModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
mStaticModelFile << " else\n";
mStaticModelFile << " blck_num = 1;\n";
mStaticModelFile << " end;\n";
mStaticModelFile << " y = solve_one_boundary('" << static_basename << "_" << i + 1 << "'" <<
", y, x, params, y_index, " << nze <<
", 0, " << block_triangular.ModelBlock->Block_List[i].is_linear <<
", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method, 1, 0, 0);\n";
mStaticModelFile << " tmp = y(:,M_.block_structure.block(" << i + 1 << ").variable);\n";
mStaticModelFile << " if(isnan(tmp) | isinf(tmp))\n";
mStaticModelFile << " disp(['Inf or Nan value during the resolution of block " << i <<"']);\n";
mStaticModelFile << " return;\n";
mStaticModelFile << " end;\n";
}
}
mStaticModelFile << " oo_.steady_state = y';\n";
mStaticModelFile << "return;\n";
mStaticModelFile.close();
writeModelEquationsOrdered_M( block_triangular.ModelBlock, static_basename);
chdir("..");
}
void
StaticDllModel::evaluateJacobian(const eval_context_type &eval_context, jacob_map *j_m, bool dynamic)

2
StaticDllModel.hh
View File

@ -77,8 +77,6 @@ private:
//! Writes static model file (C version)
/*! \todo add third derivatives handling */
void writeStaticCFile(const string &static_basename) const;
//! Writes static model file when SparseDLL option is on
void writeSparseStaticMFile(const string &static_basename, const string &basename, const int mode) const;
//! Writes the Block reordred structure of the model in M output
void writeModelEquationsOrdered_M(Model_Block *ModelBlock, const string &static_basename) const;
//! Writes the code of the Block reordred structure of the model in virtual machine bytecode