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Dóra Kocsis
dynare
Commits
ac632675
Commit
ac632675
authored
Mar 22, 2013
by
Ferhat Mihoubi
Browse files
Adds new preconditioners in iterative solvers
parent
03e487a0
Changes
1
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Inline
Side-by-side
matlab/solve_two_boundaries.m
View file @
ac632675
...
...
@@ -74,69 +74,11 @@ g1=spalloc( Blck_size*periods, Jacobian_Size, nze*periods);
reduced
=
0
;
while
~
(
cvg
==
1
||
iter
>
maxit_
),
[
r
,
y
,
g1
,
g2
,
g3
,
b
]
=
feval
(
fname
,
y
,
x
,
params
,
steady_state
,
periods
,
0
,
y_kmin
,
Blck_size
);
% fjac = zeros(Blck_size, Blck_size*(y_kmin_l+1+y_kmax_l));
% disp(['Blck_size=' int2str(Blck_size) ' size(y_index)=' int2str(size(y_index,2))]);
% dh = max(abs(y(y_kmin+1-y_kmin_l:y_kmin+1+y_kmax_l, y_index)),options_.gstep*ones(y_kmin_l+1+y_kmax_l, Blck_size))*eps^(1/3);
% fvec = r;
% %for i = y_kmin+1-y_kmin_l:y_kmin+1+y_kmax_l
% i = y_kmin+1;
% i
% for j = 1:Blck_size
% ydh = y ;
% ydh(i, y_index(j)) = ydh(i, y_index(j)) + dh(i, j) ;
% if(j==11 && i==2)
% disp(['y(i,y_index(11)=' int2str(y_index(11)) ')= ' num2str(y(i,y_index(11))) ' ydh(i, y_index(j))=' num2str(ydh(i, y_index(j))) ' dh(i,j)= ' num2str(dh(i,j))]);
% end;
% [t, y1, g11, g21, g31, b1]=feval(fname, ydh, x, params, periods, 0, y_kmin, Blck_size);
% fjac(:,j+(i-(y_kmin+1-y_kmin_l))*Blck_size) = (t(:, 1+y_kmin) - fvec(:, 1+y_kmin))./dh(i, j) ;
% if(j==11 && i==2)
% disp(['fjac(:,' int2str(j+(i-(y_kmin+1-y_kmin_l))*Blck_size) ')=']);
% disp([num2str(fjac(:,j+(i-(y_kmin+1-y_kmin_l))*Blck_size))]);
% end;
% end;
% % end
% %diff = g1(1:Blck_size, 1:Blck_size*(y_kmin_l+1+y_kmax_l)) -fjac;
% diff = g1(1:Blck_size, y_kmin_l*Blck_size+1:(y_kmin_l+1)*Blck_size) -fjac(1:Blck_size, y_kmin_l*Blck_size+1:(y_kmin_l+1)*Blck_size);
% disp(diff);
% [c_max, i_c_max] = max(abs(diff));
% [l_c_max, i_r_max] = max(c_max);
% disp(['maximum element row=' int2str(i_c_max(i_r_max)) ' and column=' int2str(i_r_max) ' value = ' num2str(l_c_max)]);
% equation = i_c_max(i_r_max);
% variable = i_r_max;
% variable
% disp(['equation ' int2str(equation) ' and variable ' int2str(y_index(mod(variable, Blck_size))) ' ' M_.endo_names(y_index(mod(variable, Blck_size)), :)]);
% disp(['g1(' int2str(equation) ', ' int2str(variable) ')=' num2str(g1(equation, y_kmin_l*Blck_size+variable),'%3.10f') ' fjac(' int2str(equation) ', ' int2str(variable) ')=' num2str(fjac(equation, y_kmin_l*Blck_size+variable), '%3.10f')]);
% return;
% for i=1:periods;
% disp([sprintf('%5.14f ',[T9025(i) T1149(i) T11905(i)])]);
% end;
% return;
%residual = r(:,y_kmin+1:y_kmin+1+y_kmax_l);
%num2str(residual,' %1.6f')
%jac_ = g1(1:(y_kmin)*Blck_size, 1:(y_kmin+1+y_kmax_l)*Blck_size);
%jac_
preconditioner
=
2
;
g1a
=
g1
(:,
y_kmin
*
Blck_size
+
1
:(
periods
+
y_kmin
)
*
Blck_size
);
term1
=
g1
(:,
1
:
y_kmin_l
*
Blck_size
)
*
reshape
(
y
(
1
+
y_kmin
-
y_kmin_l
:
y_kmin
,
y_index
)
',1,y_kmin_l*Blck_size)'
;
term2
=
g1
(:,
(
periods
+
y_kmin_l
)
*
Blck_size
+
1
:(
periods
+
y_kmin_l
+
y_kmax_l
)
*
Blck_size
)
*
reshape
(
y
(
periods
+
y_kmin
+
1
:
periods
+
y_kmin
+
y_kmax_l
,
y_index
)
',1,y_kmax_l*Blck_size)'
;
b
=
b
-
term1
-
term2
;
% fid = fopen(['result' num2str(iter)],'w');
% fg1a = full(g1a);
% fprintf(fid,'%d\n',size(fg1a,1));
% fprintf(fid,'%d\n',size(fg1a,2));
% fprintf(fid,'%5.14f\n',fg1a);
% fprintf(fid,'%d\n',size(b,1));
% fprintf(fid,'%5.14f\n',b);
% fclose(fid);
% return;
%ipconfigb_ = b(1:(1+y_kmin)*Blck_size);
%b_
[
max_res
,
max_indx
]
=
max
(
max
(
abs
(
r
'
)));
if
(
~
isreal
(
r
))
max_res
=
(
-
max_res
^
2
)
^
0.5
;
...
...
@@ -255,7 +197,33 @@ while ~(cvg==1 || iter>maxit_),
elseif
(
stack_solve_algo
==
2
),
flag1
=
1
;
while
(
flag1
>
0
)
[
L1
,
U1
]
=
luinc
(
g1a
,
luinc_tol
);
if
preconditioner
==
2
[
L1
,
U1
]
=
luinc
(
g1a
,
luinc_tol
);
elseif
preconditioner
==
3
Size
=
Blck_size
;
gss1
=
g1a
(
Size
+
1
:
2
*
Size
,
Size
+
1
:
2
*
Size
)
+
g1a
(
Size
+
1
:
2
*
Size
,
2
*
Size
+
1
:
3
*
Size
);
[
L1
,
U1
]
=
lu
(
gss1
);
L
(
1
:
Size
,
1
:
Size
)
=
L1
;
U
(
1
:
Size
,
1
:
Size
)
=
U1
;
gss2
=
g1a
(
Size
+
1
:
2
*
Size
,
1
:
Size
)
+
g1a
(
Size
+
1
:
2
*
Size
,
Size
+
1
:
2
*
Size
)
+
g1a
(
Size
+
1
:
2
*
Size
,
2
*
Size
+
1
:
3
*
Size
);
[
L2
,
U2
]
=
lu
(
gss2
);
L
(
Size
+
1
:(
periods
-
1
)
*
Size
,
Size
+
1
:(
periods
-
1
)
*
Size
)
=
kron
(
eye
(
periods
-
2
),
L2
);
U
(
Size
+
1
:(
periods
-
1
)
*
Size
,
Size
+
1
:(
periods
-
1
)
*
Size
)
=
kron
(
eye
(
periods
-
2
),
U2
);
gss2
=
g1a
(
Size
+
1
:
2
*
Size
,
1
:
Size
)
+
g1a
(
Size
+
1
:
2
*
Size
,
Size
+
1
:
2
*
Size
);
[
L3
,
U3
]
=
lu
(
gss2
);
L
((
periods
-
1
)
*
Size
+
1
:
periods
*
Size
,(
periods
-
1
)
*
Size
+
1
:
periods
*
Size
)
=
L3
;
U
((
periods
-
1
)
*
Size
+
1
:
periods
*
Size
,(
periods
-
1
)
*
Size
+
1
:
periods
*
Size
)
=
U3
;
L1
=
L
;
U1
=
U
;
elseif
preconditioner
==
4
Size
=
Blck_size
;
gss1
=
g1a
(
1
:
3
*
Size
,
1
:
3
*
Size
);
[
L
,
U
]
=
lu
(
gss1
);
L1
=
kron
(
eye
(
ceil
(
periods
/
3
)),
L
);
U1
=
kron
(
eye
(
ceil
(
periods
/
3
)),
U
);
L1
=
L1
(
1
:
periods
*
Size
,
1
:
periods
*
Size
);
U1
=
U1
(
1
:
periods
*
Size
,
1
:
periods
*
Size
);
end
;
[
za
,
flag1
]
=
gmres
(
g1a
,
b
,
Blck_size
,
1e-6
,
Blck_size
*
periods
,
L1
,
U1
);
if
(
flag1
>
0
||
reduced
)
if
(
flag1
==
1
)
...
...
@@ -276,8 +244,25 @@ while ~(cvg==1 || iter>maxit_),
elseif
(
stack_solve_algo
==
3
),
flag1
=
1
;
while
(
flag1
>
0
)
[
L1
,
U1
]
=
luinc
(
g1a
,
luinc_tol
);
[
za
,
flag1
]
=
bicgstab
(
g1a
,
b
,
1e-7
,
Blck_size
*
periods
,
L1
,
U1
);
if
(
preconditioner
==
3
)
Size
=
Blck_size
;
gss0
=
g1a
(
Size
+
1
:
2
*
Size
,
1
:
Size
)
+
g1a
(
Size
+
1
:
2
*
Size
,
Size
+
1
:
2
*
Size
)
+
g1a
(
Size
+
1
:
2
*
Size
,
2
*
Size
+
1
:
3
*
Size
);
[
L1
,
U1
]
=
lu
(
gss0
);
P1
=
eye
(
size
(
gss0
));
Q1
=
eye
(
size
(
gss0
));
L
=
kron
(
eye
(
periods
),
L1
);
U
=
kron
(
eye
(
periods
),
U1
);
P
=
kron
(
eye
(
periods
),
P1
);
Q
=
kron
(
eye
(
periods
),
Q1
);
[
za
,
flag1
]
=
bicgstab1
(
g1a
,
b
,
1e-7
,
Blck_size
*
periods
,
L
,
U
,
P
,
Q
);
else
Size
=
Blck_size
;
gss0
=
g1a
(
Size
+
1
:
2
*
Size
,
1
:
Size
)
+
g1a
(
Size
+
1
:
2
*
Size
,
Size
+
1
:
2
*
Size
)
+
g1a
(
Size
+
1
:
2
*
Size
,
2
*
Size
+
1
:
3
*
Size
);
[
L1
,
U1
]
=
lu
(
gss0
);
L1
=
kron
(
eye
(
periods
),
L1
);
U1
=
kron
(
eye
(
periods
),
U1
);
[
za
,
flag1
]
=
bicgstab
(
g1a
,
b
,
1e-7
,
Blck_size
*
periods
,
L1
,
U1
);
end
;
if
(
flag1
>
0
||
reduced
)
if
(
flag1
==
1
)
disp
([
'Error in simul: No convergence inside BICGSTAB after '
num2str
(
periods
*
10
,
'%6d'
)
' iterations, in block'
num2str
(
Block_Size
,
'%3d'
)]);
...
...
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