From dd09264b03ee9a7534c8532d2fa119da81a710f4 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Tue, 2 Apr 2019 16:39:32 +0200
Subject: [PATCH] k-order DLL: return unfolded matrices in 5th output argument
Thus we can remove unfolding code from k_order_pert.m.
---
matlab/k_order_pert.m | 81 ++-----------------
.../k_order_perturbation.cc | 11 ++-
2 files changed, 15 insertions(+), 77 deletions(-)
diff --git a/matlab/k_order_pert.m b/matlab/k_order_pert.m
index 596dc100fd..892cec68b1 100644
--- a/matlab/k_order_pert.m
+++ b/matlab/k_order_pert.m
@@ -59,15 +59,13 @@ switch(order)
dr.g_2 = g_2;
case 3
if options.pruning
- [err, g_0, g_1, g_2, g_3, derivs] = k_order_perturbation(dr, ...
- M,options);
+ [err, g_0, g_1, g_2, g_3, derivs] = k_order_perturbation(dr,M,options);
if err
info(1)=9;
return
end
else
- [err, g_0, g_1, g_2, g_3] = k_order_perturbation(dr, ...
- M,options);
+ [err, g_0, g_1, g_2, g_3] = k_order_perturbation(dr,M,options);
if err
info(1)=9;
return
@@ -86,14 +84,14 @@ end
if options.pruning && order == 3
dr.ghx = derivs.gy;
dr.ghu = derivs.gu;
- dr.ghxx = unfold2(derivs.gyy,nspred);
+ dr.ghxx = derivs.gyy;
dr.ghxu = derivs.gyu;
- dr.ghuu = unfold2(derivs.guu,exo_nbr);
+ dr.ghuu = derivs.guu;
dr.ghs2 = derivs.gss;
- dr.ghxxx = unfold3(derivs.gyyy,nspred);
- dr.ghxxu = unfold21(derivs.gyyu,nspred,exo_nbr);
- dr.ghxuu = unfold12(derivs.gyuu,nspred,exo_nbr);
- dr.ghuuu = unfold3(derivs.guuu,exo_nbr);
+ dr.ghxxx = derivs.gyyy;
+ dr.ghxxu = derivs.gyyu;
+ dr.ghxuu = derivs.gyuu;
+ dr.ghuuu = derivs.guuu;
dr.ghxss = derivs.gyss;
dr.ghuss = derivs.guss;
else
@@ -145,66 +143,3 @@ else
dr.ghuu = ghuu;
end
end
-
-function y = unfold2(x,n)
-y=zeros(size(x,1),n*n);
-m = 1;
-for i=1:n
- for j=i:n
- y(:,(i-1)*n+j)=x(:,m);
- if j ~= i
- y(:,(j-1)*n+i)=x(:,m);
- end
- m = m+1;
- end
-end
-
-function y = unfold3(x,n)
-y = zeros(size(x,1),n*n*n);
-m = 1;
-for i=1:n
- for j=i:n
- for k=j:n
- xx = x(:,m);
- y(:,(i-1)*n*n+(j-1)*n+k) = xx;
- y(:,(i-1)*n*n+(k-1)*n+j) = xx;
- y(:,(j-1)*n*n+(k-1)*n+i) = xx;
- y(:,(j-1)*n*n+(i-1)*n+k) = xx;
- y(:,(k-1)*n*n+(i-1)*n+j) = xx;
- y(:,(k-1)*n*n+(j-1)*n+i) = xx;
- m = m + 1;
- end
- end
-end
-
-function y = unfold21(x,n1,n2)
-y = zeros(size(x,1),n1*n1*n2);
-m = 1;
-for i=1:n1
- for j=i:n1
- for k=1:n2
- xx = x(:,m);
- y(:,(i-1)*n1*n2+(j-1)*n2+k) = xx;
- if j ~= i
- y(:,(j-1)*n1*n2+(i-1)*n2+k) = xx;
- end
- m = m + 1;
- end
- end
-end
-
-function y = unfold12(x,n1,n2)
-y = zeros(size(x,1),n1*n2*n2);
-m = 1;
-for i=1:n1
- for j=1:n2
- for k=j:n2
- xx = x(:,m);
- y(:,(i-1)*n2*n2+(j-1)*n2+k) = xx;
- if k ~= j
- y(:,(i-1)*n2*n2+(k-1)*n2+j) = xx;
- end
- m = m + 1;
- end
- end
-end
diff --git a/mex/sources/k_order_perturbation/k_order_perturbation.cc b/mex/sources/k_order_perturbation/k_order_perturbation.cc
index 19fc3bbfe4..27da80e9ab 100644
--- a/mex/sources/k_order_perturbation/k_order_perturbation.cc
+++ b/mex/sources/k_order_perturbation/k_order_perturbation.cc
@@ -59,11 +59,12 @@ DynareMxArrayToString(const mxArray *mxFldp, int len, int width, std::vector<std
void
copy_derivatives(mxArray *destin, const Symmetry &sym, const FGSContainer &derivs, const std::string &fieldname)
{
- const TwoDMatrix &x = derivs.get(sym);
- int n = x.numRows();
- int m = x.numCols();
+ const FGSTensor &x = derivs.get(sym);
+ auto x_unfolded = x.unfold();
+ int n = x_unfolded->numRows();
+ int m = x_unfolded->numCols();
mxArray *tmp = mxCreateDoubleMatrix(n, m, mxREAL);
- std::copy_n(x.getData().base(), n*m, mxGetPr(tmp));
+ std::copy_n(x_unfolded->getData().base(), n*m, mxGetPr(tmp));
mxSetField(destin, 0, fieldname.c_str(), tmp);
}
@@ -259,6 +260,8 @@ extern "C" {
}
if (kOrder == 3 && nlhs > 5)
{
+ /* Return as 5th argument a struct containing *unfolded* matrices
+ for 3rd order decision rule */
const FGSContainer &derivs = app.get_rule_ders();
const std::string fieldnames[] = {"gy", "gu", "gyy", "gyu", "guu", "gss",
"gyyy", "gyyu", "gyuu", "guuu", "gyss", "guss"};
--
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