From 797cc91b388f47e299734f9096c8728735ab8f3c Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Wed, 6 May 2020 18:09:44 +0200
Subject: [PATCH] =?UTF-8?q?Block=20decomposition:=20no=20longer=20compute?=
=?UTF-8?q?=20static=20Jacobian,=20it=E2=80=99s=20not=20used?=
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Also remove a message about elements below the cutoff that was no longer
correct (elements below the cutoff have no impact on the incidence matrix
outside of normalization).
---
src/DynamicModel.cc | 8 ++++----
src/ModelTree.cc | 39 +++++++--------------------------------
src/ModelTree.hh | 6 +++---
src/StaticModel.cc | 4 ++--
4 files changed, 16 insertions(+), 41 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 53cb39ad..fd8a505c 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -4508,10 +4508,10 @@ DynamicModel::computingPass(bool jacobianExo, int derivsOrder, int paramsDerivsO
auto first_order_endo_derivatives = collectFirstOrderDerivativesEndogenous();
equationLinear(first_order_endo_derivatives);
- auto [contemporaneous_jacobian, static_jacobian] = evaluateAndReduceJacobian(eval_context, cutoff, false);
+ auto contemporaneous_jacobian = evaluateAndReduceJacobian(eval_context);
if (!computeNaturalNormalization())
- computeNonSingularNormalization(contemporaneous_jacobian, cutoff, static_jacobian);
+ computeNonSingularNormalization(contemporaneous_jacobian);
select_non_linear_equations_and_variables();
@@ -4531,9 +4531,9 @@ DynamicModel::computingPass(bool jacobianExo, int derivsOrder, int paramsDerivsO
}
else if (block)
{
- auto [contemporaneous_jacobian, static_jacobian] = evaluateAndReduceJacobian(eval_context, cutoff, false);
+ auto contemporaneous_jacobian = evaluateAndReduceJacobian(eval_context);
- computeNonSingularNormalization(contemporaneous_jacobian, cutoff, static_jacobian);
+ computeNonSingularNormalization(contemporaneous_jacobian);
auto [prologue, epilogue] = computePrologueAndEpilogue();
diff --git a/src/ModelTree.cc b/src/ModelTree.cc
index dbad7541..5d102b2b 100644
--- a/src/ModelTree.cc
+++ b/src/ModelTree.cc
@@ -255,7 +255,7 @@ ModelTree::computeNormalization(const jacob_map_t &contemporaneous_jacobian, boo
}
void
-ModelTree::computeNonSingularNormalization(const jacob_map_t &contemporaneous_jacobian, double cutoff, const jacob_map_t &static_jacobian)
+ModelTree::computeNonSingularNormalization(const jacob_map_t &contemporaneous_jacobian)
{
cout << "Normalizing the model..." << endl;
@@ -317,12 +317,10 @@ ModelTree::computeNonSingularNormalization(const jacob_map_t &contemporaneous_ja
}
}
-pair<ModelTree::jacob_map_t, ModelTree::jacob_map_t>
-ModelTree::evaluateAndReduceJacobian(const eval_context_t &eval_context, double cutoff, bool verbose) const
+ModelTree::jacob_map_t
+ModelTree::evaluateAndReduceJacobian(const eval_context_t &eval_context) const
{
- jacob_map_t contemporaneous_jacobian, static_jacobian;
- int nb_elements_contemporaneous_jacobian = 0;
- set<vector<int>> jacobian_elements_to_delete;
+ jacob_map_t contemporaneous_jacobian;
for (const auto &[indices, d1] : derivatives[1])
{
int deriv_id = indices[1];
@@ -348,35 +346,12 @@ ModelTree::evaluateAndReduceJacobian(const eval_context_t &eval_context, double
cerr << endl;
exit(EXIT_FAILURE);
}
- if (fabs(val) < cutoff)
- {
- if (verbose)
- cout << "The coefficient related to variable " << var << " with lag " << lag << " in equation " << eq << " is equal to " << val << " and is set to 0 in the incidence matrix (size=" << symbol_table.endo_nbr() << ")." << endl;
- jacobian_elements_to_delete.insert({ eq, deriv_id });
- }
- else
- {
- if (lag == 0)
- {
- nb_elements_contemporaneous_jacobian++;
- contemporaneous_jacobian[{ eq, var }] = val;
- }
-
- if (static_jacobian.find({ eq, var }) != static_jacobian.end())
- static_jacobian[{ eq, var }] += val;
- else
- static_jacobian[{ eq, var }] = val;
- }
+ if (lag == 0)
+ contemporaneous_jacobian[{ eq, var }] = val;
}
}
- if (jacobian_elements_to_delete.size() > 0)
- {
- cout << jacobian_elements_to_delete.size() << " elements among " << derivatives[1].size() << " in the incidence matrices are below the cutoff (" << cutoff << ") and are discarded." << endl
- << "The contemporaneous incidence matrix has " << nb_elements_contemporaneous_jacobian << " elements." << endl;
- }
-
- return { contemporaneous_jacobian, static_jacobian };
+ return contemporaneous_jacobian;
}
void
diff --git a/src/ModelTree.hh b/src/ModelTree.hh
index d2131d49..47d5c794 100644
--- a/src/ModelTree.hh
+++ b/src/ModelTree.hh
@@ -279,13 +279,13 @@ protected:
If no matching is found with a zero cutoff, an error message is printed.
The resulting normalization is stored in endo2eq.
*/
- void computeNonSingularNormalization(const jacob_map_t &contemporaneous_jacobian, double cutoff, const jacob_map_t &static_jacobian);
+ void computeNonSingularNormalization(const jacob_map_t &contemporaneous_jacobian);
//! Try to find a natural normalization if all equations are matched to an endogenous variable on the LHS
bool computeNaturalNormalization();
//! Evaluate the jacobian (w.r.t. endogenous) and suppress all the elements below the cutoff
- /*! Returns a pair (contemporaneous_jacobian, static_jacobian).
+ /*! Returns the contemporaneous_jacobian.
Elements below the cutoff are discarded. External functions are evaluated to 1. */
- pair<jacob_map_t, jacob_map_t> evaluateAndReduceJacobian(const eval_context_t &eval_context, double cutoff, bool verbose) const;
+ jacob_map_t evaluateAndReduceJacobian(const eval_context_t &eval_context) const;
//! Select and reorder the non linear equations of the model
void select_non_linear_equations_and_variables();
/* Search the equations and variables belonging to the prologue and the
diff --git a/src/StaticModel.cc b/src/StaticModel.cc
index d7a07050..e22a137d 100644
--- a/src/StaticModel.cc
+++ b/src/StaticModel.cc
@@ -1064,9 +1064,9 @@ StaticModel::computingPass(int derivsOrder, int paramsDerivsOrder, const eval_co
if (block)
{
- auto [contemporaneous_jacobian, static_jacobian] = evaluateAndReduceJacobian(eval_context, cutoff, false);
+ auto contemporaneous_jacobian = evaluateAndReduceJacobian(eval_context);
- computeNonSingularNormalization(contemporaneous_jacobian, cutoff, static_jacobian);
+ computeNonSingularNormalization(contemporaneous_jacobian);
auto [prologue, epilogue] = computePrologueAndEpilogue();
--
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