From ffb578276ebd0150a1d54a25a7d16a2e311e88f3 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Fri, 5 Jan 2024 15:05:09 +0100
Subject: [PATCH] Improve naming and description of various stack_solve_algo
values
Also minor improvements to solve_algo description.
---
doc/manual/source/the-model-file.rst | 74 ++++++++++---------
.../solve_block_decomposed_problem.m | 29 ++++----
mex/sources/bytecode/Interpreter.cc | 21 +++---
3 files changed, 67 insertions(+), 57 deletions(-)
diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst
index 55a52d85fa..8e9ad56445 100644
--- a/doc/manual/source/the-model-file.rst
+++ b/doc/manual/source/the-model-file.rst
@@ -2945,8 +2945,8 @@ Finding the steady state with Dynare nonlinear solver
``5``
- Newton algorithm with a sparse Gaussian elimination
- (SPE) (requires ``bytecode`` option, see
+ Newton algorithm with a sparse Gaussian elimination (SPE)
+ solver at each iteration (requires ``bytecode`` option, see
:ref:`model-decl`).
``6``
@@ -2964,7 +2964,7 @@ Finding the steady state with Dynare nonlinear solver
``8``
Newton algorithm with a Stabilized Bi-Conjugate
- Gradient (BICGSTAB) solver at each iteration (requires
+ Gradient (BiCGStab) solver at each iteration (requires
bytecode and/or block option, see :ref:`model-decl`).
``9``
@@ -3680,60 +3680,64 @@ speed-up on large models.
``0``
Use a Newton algorithm with a direct sparse LU solver at each
- iteration, applied on the stacked system of all the equations at
- every period (Default).
+ iteration, applied to the stacked system of all equations in all
+ periods (Default).
``1``
Use the Laffargue-Boucekkine-Juillard (LBJ) algorithm proposed
- in *Juillard (1996)*. It is slower than ``stack_solve_algo=0``,
- but may be less memory consuming on big models. Note that if the
- ``block`` option is used (see :ref:`model-decl`), a simple
- Newton algorithm with sparse matrices is used for blocks which
- are purely backward or forward (of type ``SOLVE BACKWARD`` or
- ``SOLVE FORWARD``, see :comm:`model_info`), since LBJ only makes
- sense on blocks with both leads and lags (of type ``SOLVE TWO
- BOUNDARIES``).
+ in *Juillard (1996)* on top of a LU solver. It is slower
+ than ``stack_solve_algo=0``, but may be less memory consuming on
+ big models. Note that if the ``block`` option is used (see
+ :ref:`model-decl`), a simple Newton algorithm with sparse
+ matrices, applied to the stacked system of all block equations
+ in all periods, is used for blocks which are purely backward or
+ forward (of type ``SOLVE BACKWARD`` or ``SOLVE FORWARD``, see
+ :comm:`model_info`), since LBJ only makes sense on blocks with
+ both leads and lags (of type ``SOLVE TWO BOUNDARIES``).
``2``
- Use a Newton algorithm with a Generalized Minimal
- Residual (GMRES) solver at each iteration (requires
- ``bytecode`` and/or ``block`` option, see
- :ref:`model-decl`)
+ Use a Newton algorithm with a Generalized Minimal Residual
+ (GMRES) solver at each iteration, applied on the stacked system
+ of all equations in all periods (requires ``bytecode`` and/or
+ ``block`` option, see :ref:`model-decl`)
``3``
- Use a Newton algorithm with a Stabilized Bi-Conjugate
- Gradient (BICGSTAB) solver at each iteration (requires
- ``bytecode`` and/or ``block`` option, see
- :ref:`model-decl`).
+ Use a Newton algorithm with a Stabilized Bi-Conjugate Gradient
+ (BiCGStab) solver at each iteration, applied on the stacked
+ system of all equations in all periods (requires ``bytecode``
+ and/or ``block`` option, see :ref:`model-decl`).
``4``
- Use a Newton algorithm with an optimal path length at
- each iteration (requires ``bytecode`` and/or ``block``
- option, see :ref:`model-decl`).
+ Use a Newton algorithm with a direct sparse LU solver and an
+ optimal path length at each iteration, applied on the stacked
+ system of all equations in all periods (requires ``bytecode``
+ and/or ``block`` option, see :ref:`model-decl`).
``5``
- Use a Newton algorithm with a sparse Gaussian
- elimination (SPE) solver at each iteration (requires
- ``bytecode`` option, see :ref:`model-decl`).
+ Use the Laffargue-Boucekkine-Juillard (LBJ) algorithm proposed
+ in *Juillard (1996)* on top of a sparse Gaussian elimination
+ (SPE) solver. The latter takes advantage of the similarity of
+ the Jacobian across periods when searching for the pivots
+ (requires ``bytecode`` option, see :ref:`model-decl`).
``6``
- Synonymous for ``stack_solve_algo=1``. Kept for historical
- reasons.
+ Synonymous for ``stack_solve_algo=1``. Kept for backward
+ compatibility.
``7``
- Allows the user to solve the perfect foresight model
- with the solvers available through option
- ``solve_algo`` (See :ref:`solve_algo <solvalg>` for a
- list of possible values, note that values 5, 6, 7 and
- 8, which require ``bytecode`` and/or ``block`` options,
- are not allowed). For instance, the following
+ Allows the user to solve the perfect foresight model with the
+ solvers available through option ``solve_algo``, applied on the
+ stacked system of all equations in all periods (See
+ :ref:`solve_algo <solvalg>` for a list of possible values, note
+ that values 5, 6, 7 and 8, which require ``bytecode`` and/or
+ ``block`` options, are not allowed). For instance, the following
commands::
perfect_foresight_setup(periods=400);
diff --git a/matlab/perfect-foresight-models/solve_block_decomposed_problem.m b/matlab/perfect-foresight-models/solve_block_decomposed_problem.m
index 38aa374ad0..d7524d7cef 100644
--- a/matlab/perfect-foresight-models/solve_block_decomposed_problem.m
+++ b/matlab/perfect-foresight-models/solve_block_decomposed_problem.m
@@ -14,7 +14,7 @@ function [y, success, maxerror, per_block_status] = solve_block_decomposed_probl
% maxerror [double] ∞-norm of the residual
% per_block_status [struct] vector structure with per-block information about convergence
-% Copyright © 2020-2023 Dynare Team
+% Copyright © 2020-2024 Dynare Team
%
% This file is part of Dynare.
%
@@ -33,18 +33,21 @@ function [y, success, maxerror, per_block_status] = solve_block_decomposed_probl
cutoff = 1e-15;
-if options_.stack_solve_algo==0
- mthd='Sparse LU';
-elseif options_.stack_solve_algo==1 || options_.stack_solve_algo==6
- mthd='LBJ';
-elseif options_.stack_solve_algo==2
- mthd='GMRES';
-elseif options_.stack_solve_algo==3
- mthd='BICGSTAB';
-elseif options_.stack_solve_algo==4
- mthd='OPTIMPATH';
-else
- mthd='UNKNOWN';
+switch options_.stack_solve_algo
+ case 0
+ mthd='Sparse LU on stacked system';
+ case {1,6}
+ mthd='LBJ with LU solver';
+ case 2
+ mthd='GMRES on stacked system';
+ case 3
+ mthd='BiCGStab on stacked system';
+ case 4
+ mthd='Sparse LU solver with optimal path length on stacked system';
+ case 7
+ mthd='Solver from solve_algo option on stacked system'
+ otherwise
+ error('Unsupported stack_solve_algo value')
end
if options_.verbosity
printline(41)
diff --git a/mex/sources/bytecode/Interpreter.cc b/mex/sources/bytecode/Interpreter.cc
index deaea53bf8..559e27e283 100644
--- a/mex/sources/bytecode/Interpreter.cc
+++ b/mex/sources/bytecode/Interpreter.cc
@@ -1,5 +1,5 @@
/*
- * Copyright © 2007-2023 Dynare Team
+ * Copyright © 2007-2024 Dynare Team
*
* This file is part of Dynare.
*
@@ -4710,23 +4710,26 @@ Interpreter::Simulate_Newton_Two_Boundaries(
switch (stack_solve_algo)
{
case 0:
- mexPrintf("MODEL SIMULATION: (method=Sparse LU)\n");
+ mexPrintf("MODEL SIMULATION: (method=Sparse LU solver on stacked system)\n");
break;
case 2:
- mexPrintf(preconditioner_print_out("MODEL SIMULATION: (method=GMRES)\n",
- preconditioner, false)
- .c_str());
+ mexPrintf(
+ preconditioner_print_out("MODEL SIMULATION: (method=GMRES on stacked system)\n",
+ preconditioner, false)
+ .c_str());
break;
case 3:
- mexPrintf(preconditioner_print_out("MODEL SIMULATION: (method=BiCGStab)\n",
- preconditioner, false)
+ mexPrintf(preconditioner_print_out(
+ "MODEL SIMULATION: (method=BiCGStab on stacked system)\n",
+ preconditioner, false)
.c_str());
break;
case 4:
- mexPrintf("MODEL SIMULATION: (method=Sparse LU & optimal path length)\n");
+ mexPrintf("MODEL SIMULATION: (method=Sparse LU solver with optimal path length on "
+ "stacked system)\n");
break;
case 5:
- mexPrintf("MODEL SIMULATION: (method=Sparse Gaussian Elimination)\n");
+ mexPrintf("MODEL SIMULATION: (method=LBJ with Sparse Gaussian Elimination)\n");
break;
}
}
--
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