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Better preconditioners for stack_solve_algo={2,3} (GMRES + BiCGStab solvers)
Implement preconditioners as in UMFITER and ITERSTACK: – For UMFITER, on first iteration, do a full LU decomposition, and use it as a preconditioner in further iterations (similar to UMFITER in TROLL). – For ITERSTACK, build a preconditioner based on a small LU decomposition repeated several times across the stack By the way, uniformize the preconditioners for solve_algo={7,8} across the different implementations.
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- doc/manual/source/the-model-file.rst 112 additions, 2 deletionsdoc/manual/source/the-model-file.rst
- 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/newton_solve.m 5 additions, 5 deletionsmatlab/optimization/newton_solve.m
- matlab/optimization/solve_one_boundary.m 34 additions, 57 deletionsmatlab/optimization/solve_one_boundary.m
- matlab/perfect-foresight-models/iter_solver_error_flag.m 30 additions, 0 deletionsmatlab/perfect-foresight-models/iter_solver_error_flag.m
- matlab/perfect-foresight-models/iter_solver_params.m 33 additions, 0 deletionsmatlab/perfect-foresight-models/iter_solver_params.m
- matlab/perfect-foresight-models/iterstack_preconditioner.m 66 additions, 0 deletionsmatlab/perfect-foresight-models/iterstack_preconditioner.m
- matlab/perfect-foresight-models/sim1.m 36 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 23 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 15 additions, 1 deletiontests/block_bytecode/ls2003.mod
- tests/block_bytecode/run_ls2003.m 13 additions, 7 deletionstests/block_bytecode/run_ls2003.m
- tests/run_block_bytecode_tests.m 35 additions, 24 deletionstests/run_block_bytecode_tests.m
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