diff --git a/mex/sources/bytecode/Interpreter.cc b/mex/sources/bytecode/Interpreter.cc
index d8dc69987276d48f8be780e71d25a4a75d02dc03..276a2b72ddcab83161523de949adbd86a6120805 100644
--- a/mex/sources/bytecode/Interpreter.cc
+++ b/mex/sources/bytecode/Interpreter.cc
@@ -71,7 +71,7 @@ double
Interpreter::pow1(double a, double b)
{
double r = pow_(a, b);
- if (isnan(r))
+ if (isnan(r)
{
res1 = NAN;
r = 0.0000000000000000000000001;
@@ -1718,6 +1718,16 @@ Interpreter::evaluate_a_block(const int size, const int type, string bin_basenam
}
}
+
+void
+Interpreter::SingularDisplay(int Per_u_, bool evaluate, int Block_Count, int size, bool steady_state, it_code_type begining)
+{
+ it_code = begining;
+ compute_block_time(Per_u_, evaluate, Block_Count, size, steady_state);
+ Singular_display(Block_Count, size, steady_state, begining);
+}
+
+
int
Interpreter::simulate_a_block(const int size, const int type, string file_name, string bin_basename, bool Gaussian_Elimination, bool steady_state, bool print_it, int block_num,
const bool is_linear, const int symbol_table_endo_nbr, const int Block_List_Max_Lag, const int Block_List_Max_Lead, const int u_count_int)
@@ -1726,6 +1736,7 @@ Interpreter::simulate_a_block(const int size, const int type, string file_name,
int i;
bool cvg;
bool result = true;
+ bool singular_system;
double *y_save;
res1 = 0;
#ifdef DEBUG
@@ -1979,7 +1990,10 @@ Interpreter::simulate_a_block(const int size, const int type, string file_name,
if (cvg)
continue;
int prev_iter = iter;
- Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
+ singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
+ if (singular_system)
+ SingularDisplay(0, false, block_num, size, steady_state, begining);
+
iter++;
if (iter > prev_iter)
{
@@ -2024,7 +2038,9 @@ Interpreter::simulate_a_block(const int size, const int type, string file_name,
}
else
cvg = false;
- Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
+ singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
+ if (singular_system)
+ SingularDisplay(0, false, block_num, size, steady_state, begining);
if (!result)
{
mexPrintf(" in Solve Forward complete, convergence not achieved in block %d\n", Block_Count+1);
@@ -2076,7 +2092,9 @@ Interpreter::simulate_a_block(const int size, const int type, string file_name,
if (cvg)
continue;
int prev_iter = iter;
- Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
+ singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
+ if (singular_system)
+ SingularDisplay(0, false, block_num, size, steady_state, begining);
iter++;
if (iter > prev_iter)
{
@@ -2123,7 +2141,9 @@ Interpreter::simulate_a_block(const int size, const int type, string file_name,
}
else
cvg = false;
- Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
+ singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
+ if (singular_system)
+ SingularDisplay(0, false, block_num, size, steady_state, begining);
}
}
}
@@ -2181,7 +2201,9 @@ Interpreter::simulate_a_block(const int size, const int type, string file_name,
if (cvg)
continue;
int prev_iter = iter;
- Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
+ singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
+ if (singular_system)
+ SingularDisplay(0, false, block_num, size, steady_state, begining);
iter++;
if (iter > prev_iter)
{
@@ -2225,7 +2247,9 @@ Interpreter::simulate_a_block(const int size, const int type, string file_name,
}
else
cvg = false;
- Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
+ singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
+ if (singular_system)
+ SingularDisplay(0, false, block_num, size, steady_state, begining);
if (!result)
{
mexPrintf(" in Solve Backward complete, convergence not achieved in block %d\n", Block_Count+1);
@@ -2277,7 +2301,9 @@ Interpreter::simulate_a_block(const int size, const int type, string file_name,
if (cvg)
continue;
int prev_iter = iter;
- Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
+ singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
+ if (singular_system)
+ SingularDisplay(0, false, block_num, size, steady_state, begining);
iter++;
if (iter > prev_iter)
{
@@ -2320,7 +2346,9 @@ Interpreter::simulate_a_block(const int size, const int type, string file_name,
}
else
cvg = false;
- Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
+ singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
+ if (singular_system)
+ SingularDisplay(0, false, block_num, size, steady_state, begining);
}
}
}
diff --git a/mex/sources/bytecode/Interpreter.hh b/mex/sources/bytecode/Interpreter.hh
index 8b971e22710697e16e2b9e5e76273bfee7c1538e..22778b14dbaf97193635c1db1e513e20e1111353 100644
--- a/mex/sources/bytecode/Interpreter.hh
+++ b/mex/sources/bytecode/Interpreter.hh
@@ -61,6 +61,7 @@ protected:
void print_a_block(const int size, const int type, string bin_basename, bool steady_state, int block_num,
const bool is_linear, const int symbol_table_endo_nbr, const int Block_List_Max_Lag,
const int Block_List_Max_Lead, const int u_count_int, int block);
+ void SingularDisplay(int Per_u_, bool evaluate, int Block_Count, int size, bool steady_state, it_code_type begining);
vector<Block_contain_type> Block_Contain;
code_liste_type code_liste;
it_code_type it_code;
diff --git a/mex/sources/bytecode/SparseMatrix.cc b/mex/sources/bytecode/SparseMatrix.cc
index a7cf3769882b27ab9ee1014ac0ef4dc6208a9b39..db577ac11b97f2c87d7e885f022bdc805d6b0c67 100644
--- a/mex/sources/bytecode/SparseMatrix.cc
+++ b/mex/sources/bytecode/SparseMatrix.cc
@@ -366,7 +366,7 @@ SparseMatrix::Read_SparseMatrix(string file_name, const int Size, int periods, i
}
void
-SparseMatrix::Simple_Init(int it_, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int>, int>, int> &IM, bool &zero_solution)
+SparseMatrix::Simple_Init(int Size, map<pair<pair<int, int>, int>, int> &IM, bool &zero_solution)
{
int i, eq, var, lag;
map<pair<pair<int, int>, int>, int>::iterator it4;
@@ -2153,6 +2153,94 @@ SparseMatrix::Solve_Matlab_BiCGStab(mxArray *A_m, mxArray *b_m, int Size, double
}
void
+SparseMatrix::Singular_display(int block, int Size, bool steady_state, it_code_type it_code)
+{
+ bool zero_solution;
+ Simple_Init(Size, IM_i, zero_solution);
+ NonZeroElem *first;
+ mxArray *rhs[1];
+ rhs[0] = mxCreateDoubleMatrix(Size, Size, mxREAL);
+ double *pind;
+ pind = mxGetPr(rhs[0]);
+ for (int j = 0; j < Size * Size; j++)
+ pind[j] = 0.0;
+ for (int ii = 0; ii < Size; ii++)
+ {
+ int nb_eq = At_Col(ii, &first);
+ for (int j = 0; j < nb_eq; j++)
+ {
+ int k = first->u_index;
+ int jj = first->r_index;
+ pind[ii * Size + jj ] = u[k];
+ first = first->NZE_C_N;
+ }
+ }
+ mxArray *lhs[3];
+ mexCallMATLAB(3, lhs, 1, rhs, "svd");
+ mxArray* SVD_u = lhs[0];
+ mxArray* SVD_s = lhs[1];
+ mxArray* SVD_v = lhs[2];
+ double *SVD_ps = mxGetPr(SVD_s);
+ double *SVD_pu = mxGetPr(SVD_u);
+ for (int i = 0; i < Size; i++)
+ {
+ if (abs(SVD_ps[i * (1 + Size)]) < 1e-12)
+ {
+ mexPrintf(" The following equations form a linear combination:\n ");
+ double max_u = 0;
+ for (int j = 0; j < Size; j++)
+ if (abs(SVD_pu[j + i * Size]) > abs(max_u))
+ max_u = SVD_pu[j + i * Size];
+ vector<int> equ_list;
+ for (int j = 0; j < Size; j++)
+ {
+ double rr = SVD_pu[j + i * Size] / max_u;
+ if ( rr < -1e-10)
+ {
+ equ_list.push_back(j);
+ if (rr != -1)
+ mexPrintf(" - %3.2f*Dequ_%d_dy",abs(rr),j+1);
+ else
+ mexPrintf(" - Dequ_%d_dy",j+1);
+ }
+ else if (rr > 1e-10)
+ {
+ equ_list.push_back(j);
+ if (j > 0)
+ if (rr != 1)
+ mexPrintf(" + %3.2f*Dequ_%d_dy",rr,j+1);
+ else
+ mexPrintf(" + Dequ_%d_dy",j+1);
+ else
+ if (rr != 1)
+ mexPrintf(" %3.2f*Dequ_%d_dy",rr,j+1);
+ else
+ mexPrintf(" Dequ_%d_dy",j+1);
+ }
+ }
+ mexPrintf(" = 0\n");
+ /*mexPrintf(" with:\n");
+ it_code = get_begin_block(block);
+ for (int j=0; j < Size; j++)
+ {
+ if (find(equ_list.begin(), equ_list.end(), j) != equ_list.end())
+ mexPrintf(" equ_%d: %s\n",j, print_expression(it_code_expr, false, Size, block, steady_state, 0, 0, it_code, true).c_str());
+ }*/
+ }
+ }
+ mxDestroyArray(lhs[0]);
+ mxDestroyArray(lhs[1]);
+ mxDestroyArray(lhs[2]);
+ ostringstream tmp;
+ if (block > 1)
+ tmp << " in Solve_ByteCode_Sparse_GaussianElimination, singular system in block " << block+1 << "\n";
+ else
+ tmp << " in Solve_ByteCode_Sparse_GaussianElimination, singular system\n";
+ throw FatalExceptionHandling(tmp.str());
+}
+
+
+bool
SparseMatrix::Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, bool steady_state, int it_)
{
bool one;
@@ -2219,7 +2307,6 @@ SparseMatrix::Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, bool
}
if (piv_abs < eps)
{
- mexEvalString("drawnow;");
mxFree(piv_v);
mxFree(pivj_v);
mxFree(pivk_v);
@@ -2231,7 +2318,7 @@ SparseMatrix::Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, bool
mexPrintf("Error: singular system in Simulate_NG in block %d\n", blck+1);
else
mexPrintf("Error: singular system in Simulate_NG\n");
- return;
+ return true;
}
else
{
@@ -2411,6 +2498,7 @@ SparseMatrix::Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, bool
mxFree(pivk_v);
mxFree(NR);
mxFree(bc);
+ return false;
}
void
@@ -2898,13 +2986,14 @@ SparseMatrix::Solve_ByteCode_Symbolic_Sparse_GaussianElimination(int Size, bool
End_GE(Size);
}
-void
+bool
SparseMatrix::Simulate_Newton_One_Boundary(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, bool print_it, bool cvg, int &iter, bool steady_state, int stack_solve_algo, int solve_algo)
{
int i, j;
mxArray *b_m = NULL, *A_m = NULL, *x0_m = NULL;
Clear_u();
error_not_printed = true;
+ bool singular_system = false;
u_count_alloc_save = u_count_alloc;
if (isnan(res1) || isinf(res1) || (res2 > 12*g0 && iter > 0))
{
@@ -2931,7 +3020,7 @@ SparseMatrix::Simulate_Newton_One_Boundary(int blck, int y_size, int it_, int y_
else
mexPrintf(" dynare cannot improve the simulation in block %d at time %d (variable %d)\n", blck+1, it_+1, index_vara[max_res_idx]+1);
mexEvalString("drawnow;");
- return;
+ return singular_system;
}
else
{
@@ -2972,11 +3061,11 @@ SparseMatrix::Simulate_Newton_One_Boundary(int blck, int y_size, int it_, int y_
for (i = 0; i < y_size; i++)
y[i+it_*y_size] = ya[i+it_*y_size] + slowc_save*direction[i+it_*y_size];
iter--;
- return;
+ return singular_system;
}
if (cvg)
{
- return;
+ return singular_system;
}
if (print_it)
{
@@ -3024,7 +3113,7 @@ SparseMatrix::Simulate_Newton_One_Boundary(int blck, int y_size, int it_, int y_
}
bool zero_solution;
if ((solve_algo == 5 && steady_state) || (stack_solve_algo == 5 && !steady_state))
- Simple_Init(it_, y_kmin, y_kmax, Size, IM_i, zero_solution);
+ Simple_Init(Size, IM_i, zero_solution);
else
{
b_m = mxCreateDoubleMatrix(Size, 1, mxREAL);
@@ -3063,7 +3152,7 @@ SparseMatrix::Simulate_Newton_One_Boundary(int blck, int y_size, int it_, int y_
else
{
if ((solve_algo == 5 && steady_state) || (stack_solve_algo == 5 && !steady_state))
- Solve_ByteCode_Sparse_GaussianElimination(Size, blck, steady_state, it_);
+ singular_system = Solve_ByteCode_Sparse_GaussianElimination(Size, blck, steady_state, it_);
else if ((solve_algo == 7 && steady_state) || (stack_solve_algo == 2 && !steady_state))
Solve_Matlab_GMRES(A_m, b_m, Size, slowc, blck, false, it_, steady_state, x0_m);
else if ((solve_algo == 8 && steady_state) || (stack_solve_algo == 3 && !steady_state))
@@ -3071,7 +3160,7 @@ SparseMatrix::Simulate_Newton_One_Boundary(int blck, int y_size, int it_, int y_
else if ((solve_algo == 6 && steady_state) || ((stack_solve_algo == 0 || stack_solve_algo == 1) && !steady_state))
Solve_Matlab_LU_UMFPack(A_m, b_m, Size, slowc, false, it_);
}
- return;
+ return singular_system;
}
void
diff --git a/mex/sources/bytecode/SparseMatrix.hh b/mex/sources/bytecode/SparseMatrix.hh
index dc7bb3861d28396df2b020cc3f994707f4b1b3f7..e6df80e9492ae7c159b6b6f81009ba104d648d88 100644
--- a/mex/sources/bytecode/SparseMatrix.hh
+++ b/mex/sources/bytecode/SparseMatrix.hh
@@ -63,21 +63,22 @@ class SparseMatrix : public ErrorMsg
public:
SparseMatrix();
void Simulate_Newton_Two_Boundaries(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, int periods, bool print_it, bool cvg, int &iter, int minimal_solving_periods, int stack_solve_algo, unsigned int endo_name_length, char *P_endo_names) /*throw(ErrorHandlingException)*/;
- void Simulate_Newton_One_Boundary(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, bool print_it, bool cvg, int &iter, bool steady_state, int stack_solve_algo, int solve_algo);
+ bool Simulate_Newton_One_Boundary(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, bool print_it, bool cvg, int &iter, bool steady_state, int stack_solve_algo, int solve_algo);
void Direct_Simulate(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, int periods, bool print_it, int iter);
void fixe_u(double **u, int u_count_int, int max_lag_plus_max_lead_plus_1);
void Read_SparseMatrix(string file_name, const int Size, int periods, int y_kmin, int y_kmax, bool steady_state, bool two_boundaries, int stack_solve_algo, int solve_algo);
void Read_file(string file_name, int periods, int u_size1, int y_size, int y_kmin, int y_kmax, int &nb_endo, int &u_count, int &u_count_init, double *u);
+ void Singular_display(int block, int Size, bool steady_state, it_code_type it_code);
double g0, gp0, glambda2, try_at_iteration;
private:
void Init_GE(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int>, int>, int> &IM);
void Init_Matlab_Sparse(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int>, int>, int> &IM, mxArray *A_m, mxArray *b_m, mxArray *x0_m);
void Init_Matlab_Sparse_Simple(int Size, map<pair<pair<int, int>, int>, int> &IM, mxArray *A_m, mxArray *b_m, bool &zero_solution, mxArray *x0_m);
- void Simple_Init(int it_, int y_kmin, int y_kmax, int Size, std::map<std::pair<std::pair<int, int>, int>, int> &IM, bool &zero_solution);
+ void Simple_Init(int Size, std::map<std::pair<std::pair<int, int>, int>, int> &IM, bool &zero_solution);
void End_GE(int Size);
void Solve_ByteCode_Symbolic_Sparse_GaussianElimination(int Size, bool symbolic, int Block_number);
- void Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, bool steady_state, int it_);
+ bool Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, bool steady_state, int it_);
void Solve_Matlab_Relaxation(mxArray *A_m, mxArray *b_m, unsigned int Size, double slowc_l, bool is_two_boundaries, int it_);
void Solve_Matlab_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_);
void Solve_Matlab_GMRES(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, bool steady_state, mxArray *x0_m);