diff --git a/ModFile.cc b/ModFile.cc
index f0d064250cb2a6fa3d0a82870b607a394d9d8bc1..7b3d432254652d44a0ee5cb66ea912f9b1a5666f 100644
--- a/ModFile.cc
+++ b/ModFile.cc
@@ -170,6 +170,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all) const
mOutputFile << "logname_ = '" << basename << ".log';" << endl;
mOutputFile << "diary " << basename << ".log" << endl;
mOutputFile << "options_.model_mode = " << model_tree.mode << ";\n";
+ mOutputFile << "addpath " << basename << ";\n";
if (model_tree.equation_number() > 0)
@@ -213,6 +214,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all) const
mOutputFile << "save('" << basename << "_results.mat', 'oo_');" << endl;
mOutputFile << "diary off" << endl;
+ mOutputFile << "rmpath " << basename << ";\n";
mOutputFile << endl << "disp(['Total computing time : ' dynsec2hms(toc) ]);" << endl;
mOutputFile.close();
diff --git a/ModelTree.cc b/ModelTree.cc
index ee7fd9db06cb518bfb86172b55ec3d88d0632b68..02f9ae966597e0a6cd222871e0bf08987a2ef81e 100644
--- a/ModelTree.cc
+++ b/ModelTree.cc
@@ -23,6 +23,7 @@
#include <sstream>
#include <cstring>
#include <cmath>
+#include <direct.h>
#include "ModelTree.hh"
@@ -370,11 +371,11 @@ ModelTree::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
}
void
-ModelTree::writeModelEquationsOrdered_M(ostream &output, Model_Block *ModelBlock, const string &dynamic_basename) const
+ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &dynamic_basename) const
{
int i,j,k,m;
string tmp_s, sps;
- ostringstream tmp_output, global_output;
+ ostringstream tmp_output, tmp1_output, global_output;
NodeID lhs=NULL, rhs=NULL;
BinaryOpNode *eq_node;
bool OK, lhs_rhs_done, skip_the_head;
@@ -382,6 +383,7 @@ ModelTree::writeModelEquationsOrdered_M(ostream &output, Model_Block *ModelBlock
map<NodeID, int> reference_count;
int prev_Simulation_Type=-1, count_derivates=0;
int jacobian_max_endo_col;
+ ofstream output;
temporary_terms_type::const_iterator it_temp=temporary_terms.begin();
//----------------------------------------------------------------------
//Temporary variables declaration
@@ -428,10 +430,20 @@ ModelTree::writeModelEquationsOrdered_M(ostream &output, Model_Block *ModelBlock
gen_blocks++;
if (j>0)
{
- output << "return;\n\n\n";
+ output << "return;\n";
+ output.close();
}
- else
- output << "\n\n";
+ tmp1_output.str("");
+ tmp1_output << dynamic_basename << "_" << j+1 << ".m";
+ output.open(tmp1_output.str().c_str(), ios::out | ios::binary);
+ output << "%\n";
+ output << "% " << tmp1_output.str() << " : Computes dynamic model for Dynare\n";
+ output << "%\n";
+ output << "% Warning : this file is generated automatically by Dynare\n";
+ output << "% from model file (.mod)\n\n";
+ output << "%/\n";
+ /*else
+ output << "\n\n";*/
if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R
@@ -776,7 +788,8 @@ ModelTree::writeModelEquationsOrdered_M(ostream &output, Model_Block *ModelBlock
}
prev_Simulation_Type=ModelBlock->Block_List[j].Simulation_Type;
}
- output << "return;\n\n\n";
+ output << "return;\n";
+ output.close();
}
void
@@ -2001,7 +2014,11 @@ ModelTree::writeSparseStaticMFile(const string &static_basename, const string &b
mStaticModelFile << " iter=iter+1;\n";
mStaticModelFile << " end\n";
mStaticModelFile << " if cvg==0\n";
- mStaticModelFile << " fprintf('Convergence not achieved in block " << i << ", after %d iterations. Increase \"options_.maxit_\".\\n',iter);\n";
+ mStaticModelFile << " if(options_.cutoff == 0)\n";
+ mStaticModelFile << " fprintf('Error in steady: Convergence not achieved in block " << i+1 << ", after %d iterations.\\n Increase \"options_.maxit_\".\\n',iter);\n";
+ mStaticModelFile << " else\n";
+ mStaticModelFile << " fprintf('Error in steady: Convergence not achieved in block " << i+1 << ", after %d iterations.\\n Increase \"options_.maxit_\" or set \"cutoff=0\" in model options.\\n',iter);\n";
+ mStaticModelFile << " end;\n";
mStaticModelFile << " return;\n";
mStaticModelFile << " end\n";
}
@@ -2040,7 +2057,11 @@ ModelTree::writeSparseStaticMFile(const string &static_basename, const string &b
mStaticModelFile << " disp(['iter=' num2str(iter,'%d') ' err=' num2str(max_res,'%f')]);\n";
mStaticModelFile << " end\n";
mStaticModelFile << " if cvg==0\n";
- mStaticModelFile << " fprintf('Error in steady: Convergence not achieved in block " << i << ", after %d iterations. Increase \"options_.maxit_\".\\n',iter);\n";
+ mStaticModelFile << " if(options_.cutoff == 0)\n";
+ mStaticModelFile << " fprintf('Error in steady: Convergence not achieved in block " << i+1 << ", after %d iterations.\\n Increase \"options_.maxit_\".\\n',iter);\n";
+ mStaticModelFile << " else\n";
+ mStaticModelFile << " fprintf('Error in steady: Convergence not achieved in block " << i+1 << ", after %d iterations.\\n Increase \"options_.maxit_\" or set \"cutoff=0\" in model options.\\n',iter);\n";
+ mStaticModelFile << " end;\n";
mStaticModelFile << " return;\n";
mStaticModelFile << " else\n";
mStaticModelFile << " fprintf('convergence achieved after %d iterations\\n',iter);\n";
@@ -2072,6 +2093,7 @@ ModelTree::writeSparseDynamicMFile(const string &dynamic_basename, const string
int prev_Simulation_Type, tmp_i;
SymbolicGaussElimination SGE;
bool OK;
+ chdir(basename.c_str());
string filename = dynamic_basename + ".m";
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mDynamicModelFile.is_open())
@@ -2262,6 +2284,7 @@ ModelTree::writeSparseDynamicMFile(const string &dynamic_basename, const string
mDynamicModelFile << " x=oo_.exo_simul;\n";
}
prev_Simulation_Type=-1;
+ mDynamicModelFile << " oo_.deterministic_simulation.status = 0;\n";
for(i = 0;i < block_triangular.ModelBlock->Size;i++)
{
k = block_triangular.ModelBlock->Block_List[i].Simulation_Type;
@@ -2278,10 +2301,19 @@ ModelTree::writeSparseDynamicMFile(const string &dynamic_basename, const string
{
mDynamicModelFile << " end\n";
}
- mDynamicModelFile << " Per_u_=0;\n";
+ mDynamicModelFile << " oo_.deterministic_simulation.status = 1;\n";
+ mDynamicModelFile << " oo_.deterministic_simulation.error = 0;\n";
+ mDynamicModelFile << " oo_.deterministic_simulation.iterations = 0;\n";
+ mDynamicModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
+ mDynamicModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
+ mDynamicModelFile << " else\n";
+ mDynamicModelFile << " blck_num = 1;\n";
+ mDynamicModelFile << " end;\n";
+ mDynamicModelFile << " oo_.deterministic_simulation.block(blck_num).status = 1;% Convergency failed.\n";
+ mDynamicModelFile << " oo_.deterministic_simulation.block(blck_num).error = 0;\n";
+ mDynamicModelFile << " oo_.deterministic_simulation.block(blck_num).iterations = 0;\n";
+ mDynamicModelFile << " g1=[];g2=[];g3=[];\n";
mDynamicModelFile << " for it_ = y_kmin+1:(periods+y_kmin)\n";
- mDynamicModelFile << " Per_y_=it_*y_size;\n";
- mDynamicModelFile << " g1=[];g2=[];g3=[];\n";
mDynamicModelFile << " y=" << dynamic_basename << "_" << i + 1 << "(y, x, it_, 0, g1, g2, g3);\n";
}
open_par=true;
@@ -2294,60 +2326,24 @@ ModelTree::writeSparseDynamicMFile(const string &dynamic_basename, const string
{
mDynamicModelFile << " end\n";
}
- mDynamicModelFile << " Per_u_=0;\n";
+ mDynamicModelFile << " oo_.deterministic_simulation.status = 1;\n";
+ mDynamicModelFile << " oo_.deterministic_simulation.error = 0;\n";
+ mDynamicModelFile << " oo_.deterministic_simulation.iterations = 0;\n";
+ mDynamicModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
+ mDynamicModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
+ mDynamicModelFile << " else\n";
+ mDynamicModelFile << " blck_num = 1;\n";
+ mDynamicModelFile << " end;\n";
+ mDynamicModelFile << " oo_.deterministic_simulation.block(blck_num).status = 1;% Convergency failed.\n";
+ mDynamicModelFile << " oo_.deterministic_simulation.block(blck_num).error = 0;\n";
+ mDynamicModelFile << " oo_.deterministic_simulation.block(blck_num).iterations = 0;\n";
+ mDynamicModelFile << " g1=[];g2=[];g3=[];\n";
mDynamicModelFile << " for it_ = y_kmin+1:(periods+y_kmin)\n";
- mDynamicModelFile << " Per_y_=it_*y_size;\n";
mDynamicModelFile << " " << dynamic_basename << "_" << i + 1 << "(y, x, it_, 0, g1, g2, g3);\n";
}
open_par=true;
}
- else if ((k == SOLVE_FORWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
- {
- if (open_par)
- mDynamicModelFile << " end\n";
- open_par=false;
- mDynamicModelFile << " g1=0;\n";
- mDynamicModelFile << " r=0;\n";
- mDynamicModelFile << " for it_=y_kmin+1:periods+y_kmin\n";
- mDynamicModelFile << " cvg=0;\n";
- mDynamicModelFile << " iter=0;\n";
- mDynamicModelFile << " Per_y_=it_*y_size;\n";
- mDynamicModelFile << " while ~(cvg==1 | iter>maxit_),\n";
- mDynamicModelFile << " [r, g1] = " << dynamic_basename << "_" << i + 1 << "(y, x, it_, 0, g1, g2, g3);\n";
- mDynamicModelFile << " y(it_, " << block_triangular.ModelBlock->Block_List[i].Variable[0]+1 << ") = y(it_, " << block_triangular.ModelBlock->Block_List[i].Variable[0]+1 << ")-r/g1;\n";
- mDynamicModelFile << " cvg=((r*r)<solve_tolf);\n";
- mDynamicModelFile << " iter=iter+1;\n";
- mDynamicModelFile << " end\n";
- mDynamicModelFile << " if cvg==0\n";
- mDynamicModelFile << " fprintf('Convergence not achieved in block " << i << ", at time %d after %d iterations\\n',it_,iter);\n";
- mDynamicModelFile << " return;\n";
- mDynamicModelFile << " end\n";
- mDynamicModelFile << " end\n";
- }
- else if ((k == SOLVE_BACKWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
- {
- if (open_par)
- mDynamicModelFile << " end\n";
- open_par=false;
- mDynamicModelFile << " g1=0;\n";
- mDynamicModelFile << " r=0;\n";
- mDynamicModelFile << " for it_=periods+y_kmin:-1:y_kmin+1\n";
- mDynamicModelFile << " cvg=0;\n";
- mDynamicModelFile << " iter=0;\n";
- mDynamicModelFile << " Per_y_=it_*y_size;\n";
- mDynamicModelFile << " while ~(cvg==1 | iter>maxit_),\n";
- mDynamicModelFile << " [r, g1] = " << dynamic_basename << "_" << i + 1 << "(y, x, it_, 0, g1, g2, g3);\n";
- mDynamicModelFile << " y(it_, " << block_triangular.ModelBlock->Block_List[i].Variable[0]+1 << ") = y(it_, " << block_triangular.ModelBlock->Block_List[i].Variable[0]+1 << ")-r/g1;\n";
- mDynamicModelFile << " cvg=((r*r)<solve_tolf);\n";
- mDynamicModelFile << " iter=iter+1;\n";
- mDynamicModelFile << " end\n";
- mDynamicModelFile << " if cvg==0\n";
- mDynamicModelFile << " fprintf('Convergence not achieved in block " << i << ", at time %d after %d iterations\\n',it_,iter);\n";
- mDynamicModelFile << " return;\n";
- mDynamicModelFile << " end\n";
- mDynamicModelFile << " end\n";
- }
- else if ((k == SOLVE_FORWARD_COMPLETE) && (block_triangular.ModelBlock->Block_List[i].Size))
+ else if ((k == SOLVE_FORWARD_COMPLETE || k == SOLVE_FORWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (open_par)
mDynamicModelFile << " end\n";
@@ -2360,24 +2356,21 @@ ModelTree::writeSparseDynamicMFile(const string &dynamic_basename, const string
tmp_eq << " " << block_triangular.ModelBlock->Block_List[i].Equation[ik]+1;
}
mDynamicModelFile << " y_index_eq = [" << tmp_eq.str() << "];\n";
- mDynamicModelFile << " for it_=periods+y_kmin:-1:y_kmin+1\n";
- mDynamicModelFile << " cvg=0;\n";
- mDynamicModelFile << " iter=0;\n";
- mDynamicModelFile << " Per_y_=it_*y_size;\n";
- mDynamicModelFile << " while ~(cvg==1 | iter>maxit_),\n";
- mDynamicModelFile << " [r, g1] = " << dynamic_basename << "_" << i + 1 << "(y, x, it_, 0, g1, g2, g3);\n";
- mDynamicModelFile << " y(it_, y_index_eq) = y(it_, y_index_eq)-r/g1;\n";
- mDynamicModelFile << " cvg=((r'*r)<solve_tolf);\n";
- mDynamicModelFile << " iter=iter+1;\n";
- mDynamicModelFile << " end\n";
- mDynamicModelFile << " if cvg==0\n";
- mDynamicModelFile << " fprintf('Convergence not achieved in block " << i << ", at time %d after %d iterations\\n',it_,iter);\n";
- mDynamicModelFile << " return;\n";
- mDynamicModelFile << " end\n";
- mDynamicModelFile << " end\n";
+ int nze, m;
+ for(nze=0,m=0;m<=block_triangular.ModelBlock->Block_List[i].Max_Lead+block_triangular.ModelBlock->Block_List[i].Max_Lag;m++)
+ nze+=block_triangular.ModelBlock->Block_List[i].IM_lead_lag[m].size;
+ mDynamicModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
+ mDynamicModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
+ mDynamicModelFile << " else\n";
+ mDynamicModelFile << " blck_num = 1;\n";
+ mDynamicModelFile << " end;\n";
+ mDynamicModelFile << " y = solve_one_boundary('" << dynamic_basename << "_" << i + 1 << "'" <<
+ ", y, x, y_index_eq, " << nze <<
+ ", options_.periods, " << block_triangular.ModelBlock->Block_List[i].is_linear <<
+ ", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method, 1);\n";
}
- else if ((k == SOLVE_BACKWARD_COMPLETE) && (block_triangular.ModelBlock->Block_List[i].Size))
+ else if ((k == SOLVE_BACKWARD_COMPLETE || k == SOLVE_BACKWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (open_par)
mDynamicModelFile << " end\n";
@@ -2390,21 +2383,18 @@ ModelTree::writeSparseDynamicMFile(const string &dynamic_basename, const string
tmp_eq << " " << block_triangular.ModelBlock->Block_List[i].Equation[ik]+1;
}
mDynamicModelFile << " y_index_eq = [" << tmp_eq.str() << "];\n";
- mDynamicModelFile << " for it_=periods+y_kmin:-1:y_kmin+1\n";
- mDynamicModelFile << " cvg=0;\n";
- mDynamicModelFile << " iter=0;\n";
- mDynamicModelFile << " Per_y_=it_*y_size;\n";
- mDynamicModelFile << " while ~(cvg==1 | iter>maxit_),\n";
- mDynamicModelFile << " [r, g1] = " << dynamic_basename << "_" << i + 1 << "(y, x, it_, 0, g1, g2, g3);\n";
- mDynamicModelFile << " y(it_, y_index_eq) = y(it_, y_index_eq)-r/g1;\n";
- mDynamicModelFile << " cvg=((r'*r)<solve_tolf);\n";
- mDynamicModelFile << " iter=iter+1;\n";
- mDynamicModelFile << " end\n";
- mDynamicModelFile << " if cvg==0\n";
- mDynamicModelFile << " fprintf('Convergence not achieved in block " << i << ", at time %d after %d iterations\\n',it_,iter);\n";
- mDynamicModelFile << " return;\n";
- mDynamicModelFile << " end\n";
- mDynamicModelFile << " end\n";
+ int nze, m;
+ for(nze=0,m=0;m<=block_triangular.ModelBlock->Block_List[i].Max_Lead+block_triangular.ModelBlock->Block_List[i].Max_Lag;m++)
+ nze+=block_triangular.ModelBlock->Block_List[i].IM_lead_lag[m].size;
+ mDynamicModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
+ mDynamicModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
+ mDynamicModelFile << " else\n";
+ mDynamicModelFile << " blck_num = 1;\n";
+ mDynamicModelFile << " end;\n";
+ mDynamicModelFile << " y = solve_one_boundary('" << dynamic_basename << "_" << i + 1 << "'" <<
+ ", y, x, y_index_eq, " << nze <<
+ ", options_.periods, " << block_triangular.ModelBlock->Block_List[i].is_linear <<
+ ", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method, 0);\n";
}
else if ((k == SOLVE_TWO_BOUNDARIES_COMPLETE || k == SOLVE_TWO_BOUNDARIES_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
@@ -2416,154 +2406,28 @@ ModelTree::writeSparseDynamicMFile(const string &dynamic_basename, const string
printed = true;
}
Nb_SGE++;
-
- mDynamicModelFile << " cvg=0;\n";
- mDynamicModelFile << " iter=0;\n";
- mDynamicModelFile << " Per_u_=0;\n";
+ int nze, m;
+ for(nze=0,m=0;m<=block_triangular.ModelBlock->Block_List[i].Max_Lead+block_triangular.ModelBlock->Block_List[i].Max_Lag;m++)
+ nze+=block_triangular.ModelBlock->Block_List[i].IM_lead_lag[m].size;
mDynamicModelFile << " y_index=[";
for(int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
{
mDynamicModelFile << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
}
mDynamicModelFile << " ];\n";
- mDynamicModelFile << " Blck_size=" << block_triangular.ModelBlock->Block_List[i].Size << ";\n";
- mDynamicModelFile << " y_kmin_l=" << block_triangular.ModelBlock->Block_List[i].Max_Lag << ";\n";
- mDynamicModelFile << " y_kmax_l=" << block_triangular.ModelBlock->Block_List[i].Max_Lead << ";\n";
- mDynamicModelFile << " lambda=options_.slowc;\n";
- mDynamicModelFile << " correcting_factor=0.01;\n";
- mDynamicModelFile << " luinc_tol=1e-10;\n";
- mDynamicModelFile << " max_resa=1e100;\n";
- int nze, m;
- for(nze=0,m=0;m<=block_triangular.ModelBlock->Block_List[i].Max_Lead+block_triangular.ModelBlock->Block_List[i].Max_Lag;m++)
- nze+=block_triangular.ModelBlock->Block_List[i].IM_lead_lag[m].size;
- mDynamicModelFile << " Jacobian_Size=" << block_triangular.ModelBlock->Block_List[i].Size << "*(y_kmin+" << block_triangular.ModelBlock->Block_List[i].Max_Lead << " +periods);\n";
- mDynamicModelFile << " g1=spalloc( length(y_index)*periods, Jacobian_Size, " << nze << "*periods" << ");\n";
- mDynamicModelFile << sp << " reduced = 0;\n";
- if (!block_triangular.ModelBlock->Block_List[i].is_linear)
- {
- sp=" ";
- mDynamicModelFile << " while ~(cvg==1 | iter>maxit_),\n";
- }
- else
- {
- sp="";
- }
- mDynamicModelFile << sp << " [r, g1, g2, g3, b]=" << dynamic_basename << "_" << i + 1 << "(y, x, periods, 0, g1, g2, g3, y_kmin, Blck_size);\n";
- mDynamicModelFile << sp << " g1a=g1(:, y_kmin*Blck_size+1:(periods+y_kmin)*Blck_size);\n";
- mDynamicModelFile << sp << " b = b' -g1(:, 1+(y_kmin-y_kmin_l)*Blck_size:y_kmin*Blck_size)*reshape(y(1+y_kmin-y_kmin_l:y_kmin,y_index)',1,y_kmin_l*Blck_size)'-g1(:, (periods+y_kmin)*Blck_size+1:(periods+y_kmin+y_kmax_l)*Blck_size)*reshape(y(periods+y_kmin+1:periods+y_kmin+y_kmax_l,y_index)',1,y_kmax_l*Blck_size)';\n";
- mDynamicModelFile << sp << " if(~isreal(r))\n";
- mDynamicModelFile << sp << " max_res=(-(max(max(abs(r))))^2)^0.5;\n";
- mDynamicModelFile << sp << " else\n";
- mDynamicModelFile << sp << " max_res=max(max(abs(r)));\n";
- mDynamicModelFile << sp << " end;\n";
- mDynamicModelFile << sp << " if(iter>0)\n";
- mDynamicModelFile << sp << " if(~isreal(max_res) | isnan(max_res) | (max_resa<max_res && iter>1))\n";
- mDynamicModelFile << sp << " if(isnan(max_res))\n";
- mDynamicModelFile << sp << " detJ=det(g1aa);\n";
- mDynamicModelFile << sp << " if(abs(detJ)<1e-7)\n";
- mDynamicModelFile << sp << " max_factor=max(max(abs(g1aa)));\n";
- mDynamicModelFile << sp << " ze_elem=sum(diag(g1aa)<options_.cutoff);\n";
- mDynamicModelFile << sp << " disp([num2str(full(ze_elem),'%d') ' elements on the Jacobian diagonal are below the cutoff (' num2str(options_.cutoff,'%f') ')']);\n";
- mDynamicModelFile << sp << " if(correcting_factor<max_factor)\n";
- mDynamicModelFile << sp << " correcting_factor=correcting_factor*4;\n";
- mDynamicModelFile << sp << " disp(['The Jacobain matrix is singular, det(Jacobian)=' num2str(detJ,'%f') '.']);\n";
- mDynamicModelFile << sp << " disp([' trying to correct the Jacobian matrix:']);\n";
- mDynamicModelFile << sp << " disp([' correcting_factor=' num2str(correcting_factor,'%f') ' max(Jacobian)=' num2str(full(max_factor),'%f')]);\n";
- mDynamicModelFile << sp << " dx = (g1aa+correcting_factor*speye(periods*Blck_size))\\ba- ya;\n";
- mDynamicModelFile << sp << " y(1+y_kmin:periods+y_kmin,y_index)=reshape((ya_save+lambda*dx)',length(y_index),periods)';\n";
- if (!block_triangular.ModelBlock->Block_List[i].is_linear)
- mDynamicModelFile << sp << " continue;\n";
- mDynamicModelFile << sp << " else\n";
- mDynamicModelFile << sp << " disp('The singularity of the jacobian matrix could not be corrected');\n";
- mDynamicModelFile << sp << " return;\n";
- mDynamicModelFile << sp << " end;\n";
- mDynamicModelFile << sp << " end;\n";
- mDynamicModelFile << sp << " elseif(lambda>1e-8)\n";
- mDynamicModelFile << sp << " lambda=lambda/2;\n";
- mDynamicModelFile << sp << " reduced = 1;\n";
- mDynamicModelFile << sp << " disp(['reducing the path length: lambda=' num2str(lambda,'%f')]);\n";
- mDynamicModelFile << sp << " y(1+y_kmin:periods+y_kmin,y_index)=reshape((ya_save+lambda*dx)',length(y_index),periods)';\n";
- if (!block_triangular.ModelBlock->Block_List[i].is_linear)
- mDynamicModelFile << sp << " continue;\n";
- mDynamicModelFile << sp << " else\n";
- mDynamicModelFile << sp << " disp(['No convergence after ' num2str(iter,'%d') ' iterations']);\n";
- mDynamicModelFile << sp << " return;\n";
- mDynamicModelFile << sp << " end;\n";
- mDynamicModelFile << sp << " else\n";
- mDynamicModelFile << sp << " if(lambda<1)\n";
- mDynamicModelFile << sp << " lambda=max(lambda*2, 1);\n";
- mDynamicModelFile << sp << " end;\n";
- mDynamicModelFile << sp << " end;\n";
- mDynamicModelFile << sp << " end;\n";
-
- mDynamicModelFile << sp << " ya = reshape(y(y_kmin+1:y_kmin+periods,y_index)',1,periods*Blck_size)';\n";
- mDynamicModelFile << sp << " ya_save=ya;\n";
- mDynamicModelFile << sp << " g1aa=g1a;\n";
- mDynamicModelFile << sp << " ba=b;\n";
- mDynamicModelFile << sp << " max_resa=max_res;\n";
- mDynamicModelFile << sp << " if(options_.simulation_method==0),\n";
- mDynamicModelFile << sp << " dx = g1a\\b- ya;\n";
- mDynamicModelFile << sp << " ya = ya + lambda*dx;\n";
- mDynamicModelFile << sp << " y(1+y_kmin:periods+y_kmin,y_index)=reshape(ya',length(y_index),periods)';\n";
- mDynamicModelFile << sp << " elseif(options_.simulation_method==2),\n";
- mDynamicModelFile << sp << " flag1=1;\n";
- mDynamicModelFile << sp << " while(flag1>0)\n";
- mDynamicModelFile << sp << " [L1, U1]=luinc(g1a,luinc_tol);\n";
- mDynamicModelFile << sp << " [za,flag1] = gmres(g1a,b," << block_triangular.ModelBlock->Block_List[i].Size << ",1e-6," << block_triangular.ModelBlock->Block_List[i].Size << "*periods,L1,U1);\n";
- mDynamicModelFile << sp << " if (flag1>0 | reduced)\n";
- mDynamicModelFile << sp << " if(flag1==1)\n";
- mDynamicModelFile << sp << " disp(['No convergence inside GMRES after ' num2str(periods*" << block_triangular.ModelBlock->Block_List[i].Size << ",'%6d') ' iterations']);\n";
- mDynamicModelFile << sp << " elseif(flag1==2)\n";
- mDynamicModelFile << sp << " disp(['Preconditioner is ill-conditioned ']);\n";
- mDynamicModelFile << sp << " elseif(flag1==3)\n";
- mDynamicModelFile << sp << " disp(['GMRES stagnated. (Two consecutive iterates were the same.)']);\n";
- mDynamicModelFile << sp << " end;\n";
- mDynamicModelFile << sp << " luinc_tol = luinc_tol/10;\n";
- mDynamicModelFile << sp << " reduced = 0;\n";
- mDynamicModelFile << sp << " else\n";
- mDynamicModelFile << sp << " dx = za - ya;\n";
- mDynamicModelFile << sp << " ya = ya + lambda*dx;\n";
- mDynamicModelFile << sp << " y(1+y_kmin:periods+y_kmin,y_index)=reshape(ya',length(y_index),periods)';\n";
- mDynamicModelFile << sp << " end;\n";
- mDynamicModelFile << sp << " end;\n";
- mDynamicModelFile << sp << " elseif(options_.simulation_method==3),\n";
- mDynamicModelFile << sp << " flag1=1;\n";
- mDynamicModelFile << sp << " while(flag1>0)\n";
- mDynamicModelFile << sp << " [L1, U1]=luinc(g1a,luinc_tol);\n";
- mDynamicModelFile << sp << " [za,flag1] = bicgstab(g1a,b,1e-7," << block_triangular.ModelBlock->Block_List[i].Size << "*periods,L1,U1);\n";
- mDynamicModelFile << sp << " if (flag1>0 | reduced)\n";
- mDynamicModelFile << sp << " if(flag1==1)\n";
- mDynamicModelFile << sp << " disp(['No convergence inside BICGSTAB after ' num2str(periods*" << block_triangular.ModelBlock->Block_List[i].Size << ",'%6d') ' iterations']);\n";
- mDynamicModelFile << sp << " elseif(flag1==2)\n";
- mDynamicModelFile << sp << " disp(['Preconditioner is ill-conditioned ']);\n";
- mDynamicModelFile << sp << " elseif(flag1==3)\n";
- mDynamicModelFile << sp << " disp(['BICGSTAB stagnated. (Two consecutive iterates were the same.)']);\n";
- mDynamicModelFile << sp << " end;\n";
- mDynamicModelFile << sp << " luinc_tol = luinc_tol/10;\n";
- mDynamicModelFile << sp << " reduced = 0;\n";
- mDynamicModelFile << sp << " else\n";
- mDynamicModelFile << sp << " dx = za - ya;\n";
- mDynamicModelFile << sp << " ya = ya + lambda*dx;\n";
- mDynamicModelFile << sp << " y(1+y_kmin:periods+y_kmin,y_index)=reshape(ya',length(y_index),periods)';\n";
- mDynamicModelFile << sp << " end;\n";
- mDynamicModelFile << sp << " end;\n";
- mDynamicModelFile << sp << " end;\n";
- if(!block_triangular.ModelBlock->Block_List[i].is_linear)
- {
- mDynamicModelFile << " cvg=(max_res<solve_tolf);\n";
- mDynamicModelFile << " iter=iter+1;\n";
- }
- mDynamicModelFile << " disp(['iteration: ' num2str(iter,'%d') ' error: ' num2str(max_res,'%e')]);\n";
- if(!block_triangular.ModelBlock->Block_List[i].is_linear)
- {
- mDynamicModelFile << " end\n";
- mDynamicModelFile << " if (iter>maxit_)\n";
- mDynamicModelFile << " disp(['No convergence after ' num2str(iter,'%4d') ' iterations']);\n";
- mDynamicModelFile << " return;\n";
- mDynamicModelFile << " end;\n";
- }
- }
+ mDynamicModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
+ mDynamicModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
+ mDynamicModelFile << " else\n";
+ mDynamicModelFile << " blck_num = 1;\n";
+ mDynamicModelFile << " end;\n";
+ mDynamicModelFile << " y = solve_two_boundaries('" << dynamic_basename << "_" << i + 1 << "'" <<
+ ", y, x, y_index, " << nze <<
+ ", options_.periods, " << block_triangular.ModelBlock->Block_List[i].Max_Lag <<
+ ", " << block_triangular.ModelBlock->Block_List[i].Max_Lead <<
+ ", " << block_triangular.ModelBlock->Block_List[i].is_linear <<
+ ", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method);\n";
+ }
prev_Simulation_Type=k;
}
if(open_par)
@@ -2572,10 +2436,11 @@ ModelTree::writeSparseDynamicMFile(const string &dynamic_basename, const string
mDynamicModelFile << " oo_.endo_simul = y';\n";
mDynamicModelFile << "return;\n";
- writeModelEquationsOrdered_M(mDynamicModelFile, block_triangular.ModelBlock, dynamic_basename);
-
mDynamicModelFile.close();
+ writeModelEquationsOrdered_M( block_triangular.ModelBlock, dynamic_basename);
+
+ chdir("..");
if (printed)
cout << "done\n";
}
@@ -3266,6 +3131,7 @@ ModelTree::writeDynamicFile(const string &basename) const
writeDynamicMFile(basename + "_dynamic");
break;
case eSparseMode:
+ mkdir(basename.c_str()/*, 0775*/); // create a directory to store all the files
writeSparseDynamicMFile(basename + "_dynamic", basename, mode);
block_triangular.Free_Block(block_triangular.ModelBlock);
block_triangular.incidencematrix.Free_IM();
@@ -3275,6 +3141,7 @@ ModelTree::writeDynamicFile(const string &basename) const
writeDynamicCFile(basename + "_dynamic");
break;
case eSparseDLLMode:
+ mkdir(basename.c_str()/*, 0775*/); // create a directory to store all the files
writeModelEquationsCodeOrdered(basename + "_dynamic", block_triangular.ModelBlock, basename, oCDynamicModelSparseDLL);
block_triangular.Free_Block(block_triangular.ModelBlock);
block_triangular.incidencematrix.Free_IM();
diff --git a/include/ModelTree.hh b/include/ModelTree.hh
index 058bb91753b508d456379dbbec9435661afb42ac..a88158c829fa699e2a98326da5292467e983b062 100644
--- a/include/ModelTree.hh
+++ b/include/ModelTree.hh
@@ -105,7 +105,7 @@ private:
/*! \todo add third derivatives handling in C output */
void writeDynamicModel(ostream &DynamicOutput) const;
//! Writes the Block reordred structure of the model in M output
- void writeModelEquationsOrdered_M(ostream &output, Model_Block *ModelBlock, const string &dynamic_basename) const;
+ void writeModelEquationsOrdered_M(Model_Block *ModelBlock, const string &dynamic_basename) const;
//! Writes the Block reordred structure of the static model in M output
void writeModelStaticEquationsOrdered_M(ostream &output, Model_Block *ModelBlock, const string &static_basename) const;
//! Writes the code of the Block reordred structure of the model in virtual machine bytecode