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Block decomposition: in per-block dynamic files, fix nonzero elements for deterministic Jacobians

issue#70
Sébastien Villemot 2020-06-19 15:15:15 +02:00
parent 8ec43b1fb2
commit 93c18d514b
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GPG Key ID: 2CECE9350ECEBE4A
1 changed files with 26 additions and 7 deletions
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33
src/DynamicModel.cc
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@ -231,15 +231,34 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
int nze = blocks_derivatives[blk].size();
int nze_other_endo = blocks_derivatives_other_endo[blk].size();
int nze_exo = blocks_derivatives_exo[blk].size();
int nze_exo_det = blocks_derivatives_exo_det[blk].size();
BlockSimulationType simulation_type = blocks[blk].simulation_type;
int block_size = blocks[blk].size;
int block_mfs_size = blocks[blk].mfs_size;
int block_recursive_size = blocks[blk].getRecursiveSize();
// Number of nonzero derivatives for the various Jacobians
int nze_stochastic = blocks_derivatives[blk].size();
int nze_deterministic = 0;
if (simulation_type == BlockSimulationType::solveTwoBoundariesComplete
|| simulation_type == BlockSimulationType::solveTwoBoundariesSimple)
nze_deterministic = count_if(blocks_derivatives[blk].begin(), blocks_derivatives[blk].end(),
[=](const auto &kv) {
auto [eq, var, lag] = kv.first;
return eq >= block_recursive_size && var >= block_recursive_size;
});
else if (simulation_type == BlockSimulationType::solveBackwardSimple
|| simulation_type == BlockSimulationType::solveForwardSimple
|| simulation_type == BlockSimulationType::solveBackwardComplete
|| simulation_type == BlockSimulationType::solveForwardComplete)
nze_deterministic = count_if(blocks_derivatives[blk].begin(), blocks_derivatives[blk].end(),
[](const auto &kv) {
auto [eq, var, lag] = kv.first;
return lag == 0;
});
int nze_other_endo = blocks_derivatives_other_endo[blk].size();
int nze_exo = blocks_derivatives_exo[blk].size();
int nze_exo_det = blocks_derivatives_exo_det[blk].size();
string filename = packageDir(basename + ".block") + "/dynamic_" + to_string(blk+1) + ".m";
ofstream output;
output.open(filename, ios::out | ios::binary);
@ -263,7 +282,7 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
<< BlockSim(simulation_type) << " //" << endl
<< " % ////////////////////////////////////////////////////////////////////////" << endl
<< " if stochastic_mode" << endl
<< " g1 = spalloc(" << block_size << ", " << blocks_jacob_cols_endo[blk].size() << ", " << nze << ");" << endl
<< " g1 = spalloc(" << block_size << ", " << blocks_jacob_cols_endo[blk].size() << ", " << nze_stochastic << ");" << endl
<< " g1_x = spalloc(" << block_size << ", " << blocks_jacob_cols_exo[blk].size() << ", " << nze_exo << ");" << endl
<< " g1_xd = spalloc(" << block_size << ", " << blocks_jacob_cols_exo_det[blk].size() << ", " << nze_exo_det << ");" << endl
<< " g1_o = spalloc(" << block_size << ", " << blocks_jacob_cols_other_endo[blk].size() << ", " << nze_other_endo << ");" << endl;
@ -271,14 +290,14 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
|| simulation_type == BlockSimulationType::solveTwoBoundariesSimple)
output << " else" << endl
<< " g1 = spalloc(" << block_mfs_size
<< ", " << 3*block_mfs_size << ", " << nze << ");" << endl;
<< ", " << 3*block_mfs_size << ", " << nze_deterministic << ");" << endl;
else if (simulation_type == BlockSimulationType::solveBackwardSimple
|| simulation_type == BlockSimulationType::solveForwardSimple
|| simulation_type == BlockSimulationType::solveBackwardComplete
|| simulation_type == BlockSimulationType::solveForwardComplete)
output << " else" << endl
<< " g1 = spalloc(" << block_mfs_size
<< ", " << block_mfs_size << ", " << nze << ");" << endl;
<< ", " << block_mfs_size << ", " << nze_deterministic << ");" << endl;
output << " end" << endl;
if (simulation_type == BlockSimulationType::solveBackwardSimple