From a376d8c9fe9409d609d08e06df6f94d2afbdd96a Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Thu, 17 Feb 2022 17:00:53 +0100
Subject: [PATCH] =?UTF-8?q?Fix=20steady=20state=20computation=20with=20byt?=
=?UTF-8?q?ecode+block=20and=20solve=5Falgo=20=E2=A9=BD=204=20or=20?=
=?UTF-8?q?=E2=A9=BE=209?=
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– Temporary terms were not correctly passed between blocks
– solve_algo ⩾ 9 was incorrectly passed through bytecode own’s solver instead
of through dynare_solve
---
matlab/block_bytecode_mfs_steadystate.m | 6 +++---
matlab/dynare_solve_block_or_bytecode.m | 27 +++++++++++++------------
mex/sources/bytecode/SparseMatrix.cc | 16 +--------------
mex/sources/bytecode/bytecode.cc | 5 ++++-
tests/run_block_byte_tests_matlab.m | 4 ++--
tests/run_block_byte_tests_octave.m | 4 ++--
6 files changed, 26 insertions(+), 36 deletions(-)
diff --git a/matlab/block_bytecode_mfs_steadystate.m b/matlab/block_bytecode_mfs_steadystate.m
index 1747edd2a7..d9e275b76e 100644
--- a/matlab/block_bytecode_mfs_steadystate.m
+++ b/matlab/block_bytecode_mfs_steadystate.m
@@ -1,8 +1,8 @@
-function [r, g1] = block_bytecode_mfs_steadystate(y, b, y_all, exo, params, M)
+function [r, g1] = block_bytecode_mfs_steadystate(y, b, y_all, exo, params, T, M)
% Wrapper around the *_static.m file, for use with dynare_solve,
% when block_mfs option is given to steady.
-% Copyright (C) 2009-2020 Dynare Team
+% Copyright (C) 2009-2022 Dynare Team
%
% This file is part of Dynare.
%
@@ -21,4 +21,4 @@ function [r, g1] = block_bytecode_mfs_steadystate(y, b, y_all, exo, params, M)
indx = M.block_structure_stat.block(b).variable;
y_all(indx) = y;
-[r, g1] = bytecode( y_all, exo, params, y_all, 1, y_all, 'evaluate', 'static', ['block = ' int2str(b) ]);
+[r, g1] = bytecode(y_all, exo, params, y_all, 1, y_all, T, 'evaluate', 'static', ['block = ' int2str(b) ]);
diff --git a/matlab/dynare_solve_block_or_bytecode.m b/matlab/dynare_solve_block_or_bytecode.m
index cb8df7a9be..ca5125ac3c 100644
--- a/matlab/dynare_solve_block_or_bytecode.m
+++ b/matlab/dynare_solve_block_or_bytecode.m
@@ -1,5 +1,5 @@
function [x,info] = dynare_solve_block_or_bytecode(y, exo, params, options, M)
-% Copyright (C) 2010-2020 Dynare Team
+% Copyright (C) 2010-2022 Dynare Team
%
% This file is part of Dynare.
%
@@ -52,7 +52,7 @@ if options.block && ~options.bytecode
[~, x, T, g1] = feval([M.fname '.static'], b, ss, exo, params, T);
end
elseif options.bytecode
- if options.solve_algo > 4
+ if options.solve_algo >= 5 && options.solve_algo <= 8
try
x = bytecode('static', x, exo, params);
catch ME
@@ -61,13 +61,14 @@ elseif options.bytecode
return
end
elseif options.block
+ T = NaN(M.block_structure_stat.tmp_nbr, 1);
for b = 1:length(M.block_structure_stat.block)
if M.block_structure_stat.block(b).Simulation_Type ~= 1 && ...
M.block_structure_stat.block(b).Simulation_Type ~= 2
[y, check] = dynare_solve('block_bytecode_mfs_steadystate', ...
x(M.block_structure_stat ...
.block(b).variable), ...
- options, b, x, exo, params, M);
+ options, b, x, exo, params, T, M);
if check
% error(['STEADY: convergence problems in block '
% int2str(b)])
@@ -75,16 +76,16 @@ elseif options.bytecode
return
end
x(M.block_structure_stat.block(b).variable) = y;
- else
- try
- [nulldev, nulldev1, x] = bytecode(x, exo, params, ...
- x, 1, x, 'evaluate', 'static', ...
- ['block = ' int2str(b)]);
- catch ME
- disp(ME.message);
- info = 1;
- return
- end
+ end
+ % Compute endogenous if the block is of type evaluate forward/backward
+ % Also update the temporary terms vector (needed for the dynare_solve case)
+ try
+ [~, ~, x, T] = bytecode(x, exo, params, x, 1, x, T, 'evaluate', 'static', ...
+ ['block = ' int2str(b)]);
+ catch ME
+ disp(ME.message);
+ info = 1;
+ return
end
end
else
diff --git a/mex/sources/bytecode/SparseMatrix.cc b/mex/sources/bytecode/SparseMatrix.cc
index 76bc87b1be..4214d1c679 100644
--- a/mex/sources/bytecode/SparseMatrix.cc
+++ b/mex/sources/bytecode/SparseMatrix.cc
@@ -3787,25 +3787,13 @@ dynSparseMatrix::Simulate_One_Boundary(int block_num, int y_size, int y_kmin, in
+ "%d)\n");
}
}
+
if (print_it)
{
if (steady_state)
{
switch (solve_algo)
{
- case 0:
- mexPrintf("MODEL STEADY STATE: MATLAB fsolve\n");
- break;
- case 1:
- mexPrintf("MODEL STEADY STATE: MATLAB solve1\n");
- break;
- case 2:
- case 4:
- mexPrintf("MODEL STEADY STATE: block decomposition + MATLAB solve1\n");
- break;
- case 3:
- mexPrintf("MODEL STEADY STATE: MATLAB csolve\n");
- break;
case 5:
mexPrintf("MODEL STEADY STATE: (method=ByteCode own solver)\n");
break;
@@ -3818,8 +3806,6 @@ dynSparseMatrix::Simulate_One_Boundary(int block_num, int y_size, int y_kmin, in
case 8:
mexPrintf(preconditioner_print_out("MODEL STEADY STATE: (method=BiCGStab)\n", preconditioner, true).c_str());
break;
- default:
- mexPrintf("MODEL STEADY STATE: (method=Unknown - %d - )\n", stack_solve_algo);
}
}
diff --git a/mex/sources/bytecode/bytecode.cc b/mex/sources/bytecode/bytecode.cc
index 2ab41b4561..d2f0f5d8e1 100644
--- a/mex/sources/bytecode/bytecode.cc
+++ b/mex/sources/bytecode/bytecode.cc
@@ -1,5 +1,5 @@
/*
- * Copyright © 2007-2021 Dynare Team
+ * Copyright © 2007-2022 Dynare Team
*
* This file is part of Dynare.
*
@@ -686,6 +686,9 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
if (stack_solve_algo == 7 && !steady_state)
mexErrMsgTxt("Bytecode: Can't use option stack_solve_algo=7\n");
+ if (steady_state && !evaluate && (solve_algo < 5 || solve_algo > 8))
+ mexErrMsgTxt("Bytecode: solve_algo must be between 5 and 8 when using the internal steady state solver\n");
+
size_t size_of_direction = col_y*row_y*sizeof(double);
auto *y = static_cast<double *>(mxMalloc(size_of_direction));
error_msg.test_mxMalloc(y, __LINE__, __FILE__, __func__, size_of_direction);
diff --git a/tests/run_block_byte_tests_matlab.m b/tests/run_block_byte_tests_matlab.m
index 5fe94b3d2a..de922c0322 100644
--- a/tests/run_block_byte_tests_matlab.m
+++ b/tests/run_block_byte_tests_matlab.m
@@ -1,4 +1,4 @@
-% Copyright (C) 2011-2020 Dynare Team
+% Copyright (C) 2011-2022 Dynare Team
%
% This file is part of Dynare.
%
@@ -50,7 +50,7 @@ for blockFlag = 0:1
solve_algos = [1:4 6:9];
stack_solve_algos = 0:4;
else
- solve_algos = 1:8;
+ solve_algos = 1:9;
stack_solve_algos = 0:5;
end
if has_optimization_toolbox
diff --git a/tests/run_block_byte_tests_octave.m b/tests/run_block_byte_tests_octave.m
index 9c52eebbd1..b6319ca272 100644
--- a/tests/run_block_byte_tests_octave.m
+++ b/tests/run_block_byte_tests_octave.m
@@ -1,4 +1,4 @@
-## Copyright (C) 2009-2020 Dynare Team
+## Copyright (C) 2009-2022 Dynare Team
##
## This file is part of Dynare.
##
@@ -52,7 +52,7 @@ for blockFlag = 0:1
solve_algos = [0:4 6:9];
stack_solve_algos = 0:4;
else
- solve_algos = 0:8;
+ solve_algos = 0:9;
stack_solve_algos = 0:5;
endif
--
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