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WIP: Better preconditionners for stack_solve_algo={2,3} (GMRES + BiCGStab solvers)
Implement preconditionners as in UMFITER and ITERSTACK: – For UMFITER, on first iteration, do a full LU decomposition, and use it as a preconditionner in further iterations (similar to UMFITER in TROLL). – For ITERSTACK, build a preconditionner based on small LU decomposition repeated several times across the stack By the way, uniformize the preconditioners for solve_algo={7,8} across the different implementations. TODO: – make sure we have a good default for options_.simul.iter_tol. The gmres and bicgstab functions default to 1e-6. The run_block_bytecode_tests needs 1e-7. And GIMF/GMMET need 1e-12 in the block-decomposed version (partly because tolf=1e-8 there) – add tests for the three preconditioners (and ideally their suboptions) – documentation
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- matlab/default_option_values.m 16 additions, 0 deletionsmatlab/default_option_values.m
- matlab/optimization/dynare_solve.m 2 additions, 2 deletionsmatlab/optimization/dynare_solve.m
- matlab/optimization/iter_solver_error_flag.m 30 additions, 0 deletionsmatlab/optimization/iter_solver_error_flag.m
- matlab/optimization/newton_solve.m 5 additions, 5 deletionsmatlab/optimization/newton_solve.m
- matlab/optimization/solve_one_boundary.m 33 additions, 57 deletionsmatlab/optimization/solve_one_boundary.m
- matlab/perfect-foresight-models/iterstack_preconditioner.m 66 additions, 0 deletionsmatlab/perfect-foresight-models/iterstack_preconditioner.m
- matlab/perfect-foresight-models/sim1.m 35 additions, 10 deletionsmatlab/perfect-foresight-models/sim1.m
- matlab/perfect-foresight-models/solve_block_decomposed_problem.m 3 additions, 3 deletions...perfect-foresight-models/solve_block_decomposed_problem.m
- matlab/perfect-foresight-models/solve_two_boundaries_stacked.m 21 additions, 96 deletions...b/perfect-foresight-models/solve_two_boundaries_stacked.m
- mex/sources/bytecode/Interpreter.cc 101 additions, 259 deletionsmex/sources/bytecode/Interpreter.cc
- mex/sources/bytecode/Interpreter.hh 17 additions, 9 deletionsmex/sources/bytecode/Interpreter.hh
- mex/sources/bytecode/bytecode.cc 32 additions, 2 deletionsmex/sources/bytecode/bytecode.cc
- preprocessor 1 addition, 1 deletionpreprocessor
- tests/block_bytecode/ls2003.mod 5 additions, 1 deletiontests/block_bytecode/ls2003.mod
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