Improve performance on very large models (⩾ 5000 equations).
Note that std::unordered_set cannot be used for the temporary_terms_t type,
because ordering is needed there (for writing the output files).
The first argument to ExprNode::computeTemporaryTerms() is supposed to be a
pair (endo derivation order, param derivation order). The two elements were
interverted in the call. This would not affect the result, because parameter
derivatives are not computed there and what matters is the lexical ordering
which remains the same. But fixing the order is better, for consistency with
the method description.
Previously, the MinGW location was appended multiple times to the PATH
variable, which in some cases would make the variable too long and thus
dysfunctional.
The variable is now initialized once when the worker threads are created.
By the way, move the macOS+Octave environment variable initializations to the
same place, for consistency.
Note that DynamicModel::determineBlockDerivativesType(), it’s legitimate to
replace max_{lead,lag} by max_endo_{lead,lag}, because for exogenous
lag=lead=0, and we no longer compute derivatives w.r.t. to endogenous that do
not belong to the block (so-called “other” endogenous).
— No longer call std::exit() from threads when compilation fails, that function
is marked as not thread-safe under GNU/Linux; and it leads to deadlocks under
Windows. Rather store the list of failed objects, and exit with a message and
an error code from the main thread when that list is not empty at the end of
preprocessing.
– Fix the condition used for waiting until all compilation threads finish;
checking that the queue is empty is not enough, since a compilation may be
ongoing. So also track objects whose compilation is ongoing.
Such a decomposition has to be simulated with periods as the outer loop and
blocks as the inner loop.
It is enabled by default for purely backward/forward/static models, as long as
the “block” option is not given. In that case, “mfs” is also set to 3 by
default (until that value becomes the global default).
M_.time_recursive_block_decomposition is set to “true” when that decomposition
has been performed, “false” otherwise for the traditional decomposition (the
latter has to be simulated with blocks as the outer loop and periods as the
inner loop).
Within a block, if mfs>0, the recursive variables would not appear in recursive
order. This could lead to wrong results in case of dependency relationships
between recursive variables.
The new representation is only supported for MATLAB/Octave, C and Julia output
for the time being. Bytecode and JSON are unsupported.
This commit adds new fields in M_.
This is a preliminary step for dynare#1859.
– print the information only for the final matching (and not the intermediary
ones that may have failed);
– print the equation name next to its number.
In an “evaluate” block, the LHS of a renormalized equation (such as “log(x)=…”)
could be associated to a temporary term that would then be incorrectly
computed: that temporary term would be evaluated *before* (and not after) the
evaluation of the associated variable (“x” in the example).
The previous system would spawn as many threads as there are object files to be
compiled (which could lead to hundreds of threads for large block-decomposed
models). This could pose a memory usage problem (even when not just waiting,
threads require memory for their own stack).
Currently two threads are used (one for the dynamic MEX, one for the static
MEX). When the sparse representation is implemented, four threads will be used.
Closes: #41
This is unsafe since the find() method can return a past-the-end iterator,
which should be tested for.
Replace most instances by calls to the std::map::at() method (which throws if
the key is unknown), and which is incidentally more readable.
Elements of params_derivatives could be accessed without them being defined,
thus causing illegal memory read.
Ensure that these elements always exist. By the way, use std::map::at() instead
of std::map::find() to trigger an exception instead of an illegal memory read
in that case.
When computing the derivatives or block decomposition of the planner objective,
the epilogue or the original Ramsey model, the preprocessor would talk about
dynamic/static model, which was confusing. It now uses the right terminology.
If block decomposition fails, error out if “block” option was passed, but not
otherwise.
This commit does not modify the generated files.
This is a preliminary step for dynare#1859.
– factorize common code between the static and the dynamic version
– reorganise language-specific code into dedicated functions
– use a function template in the main helper to do some computations
at compile-time (using constexpr features)
Sébastien Villemot
MichelJuillard