From a7d747aedac558d2d70067a284439e0130e40fa9 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Tue, 15 Apr 2025 17:10:05 +0200
Subject: [PATCH] Perfect foresight solver: new options for preconditioners
with iterative solvers
---
src/DynareBison.yy | 23 +++++++++++++++++++++++
src/DynareFlex.ll | 11 +++++++++++
2 files changed, 34 insertions(+)
diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index deabedfa..385b0377 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -221,6 +221,7 @@ str_tolower(string s)
%token HOMOTOPY_LINEARIZATION_FALLBACK HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK HOMOTOPY_EXCLUDE_VAREXO FROM_INITVAL_TO_ENDVAL
%token STATIC_MFS RELATIVE_TO_INITVAL MATCHED_IRFS MATCHED_IRFS_WEIGHTS WEIGHTS PERPENDICULAR
%token HETEROGENEITY HETEROGENEITY_DIMENSION SUM PERFECT_FORESIGHT_CONTROLLED_PATHS EXOGENIZE ENDOGENIZE
+%token PRECONDITIONER UMFITER ITERSTACK ILU ITER_TOL ITER_MAXIT GMRES_RESTART ITERSTACK_MAXLU ITERSTACK_NPERIODS ITERSTACK_NLU ITERSTACK_RELU
%token <vector<string>> SYMBOL_VEC
@@ -1586,6 +1587,14 @@ perfect_foresight_solver_options : o_stack_solve_algo
| o_homotopy_linearization_fallback
| o_homotopy_marginal_linearization_fallback
| o_homotopy_exclude_varexo
+ | o_preconditioner
+ | o_iter_tol
+ | o_iter_maxit
+ | o_gmres_restart
+ | o_iterstack_maxlu
+ | o_iterstack_nperiods
+ | o_iterstack_nlu
+ | o_iterstack_relu
;
perfect_foresight_with_expectation_errors_setup : PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SETUP ';'
@@ -4141,6 +4150,20 @@ o_max_dim_cova_group : MAX_DIM_COVA_GROUP EQUAL INT_NUMBER { driver.option_num("
o_homotopy_mode : HOMOTOPY_MODE EQUAL INT_NUMBER { driver.option_num("homotopy_mode", $3); };
o_homotopy_steps : HOMOTOPY_STEPS EQUAL INT_NUMBER { driver.option_num("homotopy_steps", $3); };
o_homotopy_force_continue: HOMOTOPY_FORCE_CONTINUE EQUAL INT_NUMBER { driver.option_num("homotopy_force_continue", $3); };
+o_preconditioner : PRECONDITIONER EQUAL UMFITER
+ { driver.option_str("simul.preconditioner", "umfiter"); }
+ | PRECONDITIONER EQUAL ITERSTACK
+ { driver.option_str("simul.preconditioner", "iterstack"); }
+ | PRECONDITIONER EQUAL ILU
+ { driver.option_str("simul.preconditioner", "ilu"); };
+ ;
+o_iter_tol : ITER_TOL EQUAL non_negative_number { driver.option_num("simul.iter_tol", $3); };
+o_iter_maxit : ITER_MAXIT EQUAL INT_NUMBER { driver.option_num("simul.iter_maxit", $3); };
+o_gmres_restart : GMRES_RESTART EQUAL INT_NUMBER { driver.option_num("simul.gmres_restart", $3); };
+o_iterstack_maxlu : ITERSTACK_MAXLU EQUAL INT_NUMBER { driver.option_num("simul.iterstack_maxlu", $3); };
+o_iterstack_nperiods : ITERSTACK_NPERIODS EQUAL INT_NUMBER { driver.option_num("simul.iterstack_nperiods", $3); };
+o_iterstack_nlu : ITERSTACK_NLU EQUAL INT_NUMBER { driver.option_num("simul.iterstack_nlu", $3); };
+o_iterstack_relu : ITERSTACK_RELU EQUAL non_negative_number { driver.option_num("simul.iterstack_relu", $3); };
o_nocheck : NOCHECK { driver.option_num("steadystate.nocheck", "true"); };
o_controlled_varexo : CONTROLLED_VAREXO EQUAL '(' symbol_list ')' { driver.option_symbol_list("controlled_varexo", $4); };
diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll
index 8574a94c..68369507 100644
--- a/src/DynareFlex.ll
+++ b/src/DynareFlex.ll
@@ -749,6 +749,17 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4]|[sh][12])
<DYNARE_STATEMENT>with_epilogue {return token::WITH_EPILOGUE;}
<DYNARE_STATEMENT>heteroskedastic_filter {return token::HETEROSKEDASTIC_FILTER;}
<DYNARE_STATEMENT>non_zero {return token::NON_ZERO;}
+<DYNARE_STATEMENT>preconditioner {return token::PRECONDITIONER;}
+<DYNARE_STATEMENT>umfiter {return token::UMFITER;}
+<DYNARE_STATEMENT>iterstack {return token::ITERSTACK;}
+<DYNARE_STATEMENT>ilu {return token::ILU;}
+<DYNARE_STATEMENT>iter_tol {return token::ITER_TOL;}
+<DYNARE_STATEMENT>iter_maxit {return token::ITER_MAXIT;}
+<DYNARE_STATEMENT>gmres_restart {return token::GMRES_RESTART;}
+<DYNARE_STATEMENT>iterstack_maxlu {return token::ITERSTACK_MAXLU;}
+<DYNARE_STATEMENT>iterstack_nperiods {return token::ITERSTACK_NPERIODS;}
+<DYNARE_STATEMENT>iterstack_nlu {return token::ITERSTACK_NLU;}
+<DYNARE_STATEMENT>iterstack_relu {return token::ITERSTACK_RELU;}
<DYNARE_STATEMENT>\$[^$]*\$ {
yylval->emplace<string>(yytext + 1).pop_back();
--
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