diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc index 444c3ae534bae527cc67653d624c783d7e01d3d1..e65073c1637fb19d57b1d1dceb9f004b8477e3a7 100644 --- a/src/DynamicModel.cc +++ b/src/DynamicModel.cc @@ -1355,9 +1355,7 @@ DynamicModel::writeDynamicBlockMFile(const string &basename) const << "% from model file (.mod)" << endl << endl << "%" << endl << endl - << "function [varargout] = dynamic(options_, M_, oo_, varargin)" << endl - << " g2=[];" << endl - << " g3=[];" << endl; + << "function [residual, dr] = dynamic(options_, M_, oo_, y, x, params, steady_state, it_, dr)" << endl; if (blocks_temporary_terms_idxs.size() > 0) mDynamicModelFile << " T=NaN(" << blocks_temporary_terms_idxs.size() @@ -1366,17 +1364,9 @@ DynamicModel::writeDynamicBlockMFile(const string &basename) const mDynamicModelFile << " y_kmin=M_.maximum_lag;" << endl << " y_kmax=M_.maximum_lead;" << endl << " y_size=M_.endo_nbr;" << endl - << " if length(varargin)>0" << endl - << " % It is a simple evaluation of the dynamic model for period 'it_'" << endl - << " y=varargin{1};" << endl - << " x=varargin{2};" << endl - << " params=varargin{3};" << endl - << " steady_state=varargin{4};" << endl - << " it_=varargin{5};" << endl - << " dr=varargin{6};" << endl - << " Per_u_=0;" << endl - << " Per_y_=it_*y_size;" << endl - << " ys=y(it_,:);" << endl; + << " Per_u_=0;" << endl + << " Per_y_=it_*y_size;" << endl + << " ys=y(it_,:);" << endl; for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++) { @@ -1384,13 +1374,13 @@ DynamicModel::writeDynamicBlockMFile(const string &basename) const block_recursive_size = blocks[blk].getRecursiveSize(); BlockSimulationType simulation_type = blocks[blk].simulation_type; - mDynamicModelFile << " y_index_eq=["; + mDynamicModelFile << " y_index_eq=["; for (int eq = (simulation_type == BlockSimulationType::evaluateForward || simulation_type == BlockSimulationType::evaluateBackward) ? 0 : block_recursive_size; eq < block_size; eq++) mDynamicModelFile << " " << getBlockEquationID(blk, eq)+1; mDynamicModelFile << "];" << endl - << " y_index=["; + << " y_index=["; for (int var = (simulation_type == BlockSimulationType::evaluateForward || simulation_type == BlockSimulationType::evaluateBackward) ? 0 : block_recursive_size; var < block_size; var++) @@ -1401,200 +1391,27 @@ DynamicModel::writeDynamicBlockMFile(const string &basename) const { case BlockSimulationType::evaluateForward: case BlockSimulationType::evaluateBackward: - mDynamicModelFile << " [y, T, dr(" << blk + 1 << ").g1, dr(" << blk + 1 << ").g2, dr(" << blk + 1 << ").g3, dr(" << blk + 1 << ").g1_x, dr(" << blk + 1 << ").g1_xd, dr(" << blk + 1 << ").g1_o]=" << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, true, it_-1, 1);" << endl - << " residual(y_index_eq)=ys(y_index)-y(it_, y_index);" << endl; + mDynamicModelFile << " [y, T, dr(" << blk + 1 << ").g1, dr(" << blk + 1 << ").g2, dr(" << blk + 1 << ").g3, dr(" << blk + 1 << ").g1_x, dr(" << blk + 1 << ").g1_xd, dr(" << blk + 1 << ").g1_o]=" << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, true, it_-1, 1);" << endl + << " residual(y_index_eq)=ys(y_index)-y(it_, y_index);" << endl; break; case BlockSimulationType::solveForwardSimple: case BlockSimulationType::solveBackwardSimple: - mDynamicModelFile << " [r, y, T, dr(" << blk + 1 << ").g1, dr(" << blk + 1 << ").g2, dr(" << blk + 1 << ").g3, dr(" << blk + 1 << ").g1_x, dr(" << blk + 1 << ").g1_xd, dr(" << blk + 1 << ").g1_o]=" << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, it_, true);" << endl - << " residual(y_index_eq)=r;" << endl; - break; case BlockSimulationType::solveForwardComplete: case BlockSimulationType::solveBackwardComplete: - mDynamicModelFile << " [r, y, T, dr(" << blk + 1 << ").g1, dr(" << blk + 1 << ").g2, dr(" << blk + 1 << ").g3, dr(" << blk + 1 << ").g1_x, dr(" << blk + 1 << ").g1_xd, dr(" << blk + 1 << ").g1_o]=" << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, it_, true);" << endl - << " residual(y_index_eq)=r;" << endl; + mDynamicModelFile << " [r, y, T, dr(" << blk + 1 << ").g1, dr(" << blk + 1 << ").g2, dr(" << blk + 1 << ").g3, dr(" << blk + 1 << ").g1_x, dr(" << blk + 1 << ").g1_xd, dr(" << blk + 1 << ").g1_o]=" << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, it_, true);" << endl + << " residual(y_index_eq)=r;" << endl; break; case BlockSimulationType::solveTwoBoundariesComplete: case BlockSimulationType::solveTwoBoundariesSimple: - mDynamicModelFile << " [r, y, T, dr(" << blk + 1 << ").g1, dr(" << blk + 1 << ").g2, dr(" << blk + 1 << ").g3, b, dr(" << blk + 1 << ").g1_x, dr(" << blk + 1 << ").g1_xd, dr(" << blk + 1 << ").g1_o]=" << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, it_-" << max_lag << ", true, " << max_lag << ", " << block_recursive_size << "," << "options_.periods" << ");" << endl - << " residual(y_index_eq)=r(:,M_.maximum_lag+1);" << endl; + mDynamicModelFile << " [r, y, T, dr(" << blk + 1 << ").g1, dr(" << blk + 1 << ").g2, dr(" << blk + 1 << ").g3, b, dr(" << blk + 1 << ").g1_x, dr(" << blk + 1 << ").g1_xd, dr(" << blk + 1 << ").g1_o]=" << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, it_-" << max_lag << ", true, " << max_lag << ", " << block_recursive_size << "," << "options_.periods" << ");" << endl + << " residual(y_index_eq)=r(:,M_.maximum_lag+1);" << endl; break; default: break; } } - mDynamicModelFile << " varargout{1}=residual;" << endl - << " varargout{2}=dr;" << endl - << " return" << endl - << " end" << endl - << " % It is the deterministic simulation of the block decomposed dynamic model" << endl - << " if options_.stack_solve_algo==0" << endl - << " mthd='Sparse LU';" << endl - << " elseif options_.stack_solve_algo==1" << endl - << " mthd='Relaxation';" << endl - << " elseif options_.stack_solve_algo==2" << endl - << " mthd='GMRES';" << endl - << " elseif options_.stack_solve_algo==3" << endl - << " mthd='BICGSTAB';" << endl - << " elseif options_.stack_solve_algo==4" << endl - << " mthd='OPTIMPATH';" << endl - << " else" << endl - << " mthd='UNKNOWN';" << endl - << " end" << endl - << " if options_.verbosity" << endl - << " printline(41)" << endl - << " disp(sprintf('MODEL SIMULATION (method=%s):',mthd))" << endl - << " skipline()" << endl - << " end" << endl - << " periods=options_.periods;" << endl - << " maxit_=options_.simul.maxit;" << endl - << " solve_tolf=options_.solve_tolf;" << endl - << " y=oo_.endo_simul';" << endl - << " x=oo_.exo_simul;" << endl - << " params=M_.params;" << endl - << " steady_state=oo_.steady_state;" << endl - << " oo_.deterministic_simulation.status = 0;" << endl; - for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++) - { - int block_size = blocks[blk].size; - int block_recursive_size = blocks[blk].getRecursiveSize(); - BlockSimulationType simulation_type = blocks[blk].simulation_type; - - if (simulation_type == BlockSimulationType::evaluateForward && block_size) - { - mDynamicModelFile << " oo_.deterministic_simulation.status = 1;" << endl - << " oo_.deterministic_simulation.error = 0;" << endl - << " oo_.deterministic_simulation.iterations = 0;" << endl - << " if(isfield(oo_.deterministic_simulation,'block'))" << endl - << " blk = length(oo_.deterministic_simulation.block)+1;" << endl - << " else" << endl - << " blk = 1;" << endl - << " end" << endl - << " oo_.deterministic_simulation.block(blk).status = 1;" << endl - << " oo_.deterministic_simulation.block(blk).error = 0;" << endl - << " oo_.deterministic_simulation.block(blk).iterations = 0;" << endl - << " g1=[];g2=[];g3=[];" << endl - << " [y, T] = " << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, false, y_kmin, periods);" << endl - << " tmp = y(:,M_.block_structure.block(" << blk + 1 << ").variable);" << endl - << " if any(isnan(tmp) | isinf(tmp))" << endl - << " disp(['Inf or Nan value during the evaluation of block " << blk <<"']);" << endl - << " oo_.deterministic_simulation.status = 0;" << endl - << " oo_.deterministic_simulation.error = 100;" << endl - << " varargout{1} = oo_;" << endl - << " return" << endl - << " end" << endl; - } - else if (simulation_type == BlockSimulationType::evaluateBackward && block_size) - { - mDynamicModelFile << " oo_.deterministic_simulation.status = 1;" << endl - << " oo_.deterministic_simulation.error = 0;" << endl - << " oo_.deterministic_simulation.iterations = 0;" << endl - << " if isfield(oo_.deterministic_simulation,'block')" << endl - << " blk = length(oo_.deterministic_simulation.block)+1;" << endl - << " else" << endl - << " blk = 1;" << endl - << " end" << endl - << " oo_.deterministic_simulation.block(blk).status = 1;" << endl - << " oo_.deterministic_simulation.block(blk).error = 0;" << endl - << " oo_.deterministic_simulation.block(blk).iterations = 0;" << endl - << " g1=[];g2=[];g3=[];" << endl - << " [y, T] = " << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, false, y_kmin, periods);" << endl - << " tmp = y(:,M_.block_structure.block(" << blk + 1 << ").variable);" << endl - << " if any(isnan(tmp) | isinf(tmp))" << endl - << " disp(['Inf or Nan value during the evaluation of block " << blk <<"']);" << endl - << " oo_.deterministic_simulation.status = 0;" << endl - << " oo_.deterministic_simulation.error = 100;" << endl - << " varargout{1} = oo_;" << endl - << " return" << endl - << " end" << endl; - } - else if ((simulation_type == BlockSimulationType::solveForwardComplete - || simulation_type == BlockSimulationType::solveForwardSimple) && block_size) - { - mDynamicModelFile << " g1=0;" << endl - << " r=0;" << endl - << " y_index = ["; - for (int var = block_recursive_size; var < block_size; var++) - mDynamicModelFile << " " << getBlockVariableID(blk, var)+1; - mDynamicModelFile << "];" << endl - << " if isfield(oo_.deterministic_simulation,'block')" << endl - << " blk = length(oo_.deterministic_simulation.block)+1;" << endl - << " else" << endl - << " blk = 1;" << endl - << " end" << endl - << " [y, T] = solve_one_boundary('" << basename << ".block.dynamic_" << blk + 1 << "'" - << ", y, x, params, steady_state, T, y_index, " << blocks_derivatives[blk].size() - << ", options_.periods, " << (blocks[blk].linear ? "true" : "false") - << ", blk, y_kmin, options_.simul.maxit, options_.solve_tolf, options_.slowc, " << cutoff << ", options_.stack_solve_algo, true, true, false, M_, options_, oo_);" << endl - << " tmp = y(:,M_.block_structure.block(" << blk + 1 << ").variable);" << endl - << " if any(isnan(tmp) | isinf(tmp))" << endl - << " disp(['Inf or Nan value during the resolution of block " << blk <<"']);" << endl - << " oo_.deterministic_simulation.status = 0;" << endl - << " oo_.deterministic_simulation.error = 100;" << endl - << " varargout{1} = oo_;" << endl - << " return" << endl - << " end" << endl; - } - else if ((simulation_type == BlockSimulationType::solveBackwardComplete - || simulation_type == BlockSimulationType::solveBackwardSimple) && block_size) - { - mDynamicModelFile << " g1=0;" << endl - << " r=0;" << endl - << " y_index = ["; - for (int var = block_recursive_size; var < block_size; var++) - mDynamicModelFile << " " << getBlockVariableID(blk, var)+1; - mDynamicModelFile << "];" << endl - << " if isfield(oo_.deterministic_simulation,'block')" << endl - << " blk = length(oo_.deterministic_simulation.block)+1;" << endl - << " else" << endl - << " blk = 1;" << endl - << " end" << endl - << " [y, T] = solve_one_boundary('" << basename << ".block.dynamic_" << blk + 1 << "'" - << ", y, x, params, steady_state, T, y_index, " << blocks_derivatives[blk].size() - << ", options_.periods, " << (blocks[blk].linear ? "true" : "false") - << ", blk, y_kmin, options_.simul.maxit, options_.solve_tolf, options_.slowc, " << cutoff << ", options_.stack_solve_algo, true, true, false, M_, options_, oo_);" << endl - << " tmp = y(:,M_.block_structure.block(" << blk + 1 << ").variable);" << endl - << " if any(isnan(tmp) | isinf(tmp))" << endl - << " disp(['Inf or Nan value during the resolution of block " << blk <<"']);" << endl - << " oo_.deterministic_simulation.status = 0;" << endl - << " oo_.deterministic_simulation.error = 100;" << endl - << " varargout{1} = oo_;" << endl - << " return" << endl - << " end" << endl; - } - else if ((simulation_type == BlockSimulationType::solveTwoBoundariesComplete - || simulation_type == BlockSimulationType::solveTwoBoundariesSimple) && block_size) - { - mDynamicModelFile << " y_index = ["; - for (int var = block_recursive_size; var < block_size; var++) - mDynamicModelFile << " " << getBlockVariableID(blk, var)+1; - mDynamicModelFile << " ];" << endl - << " if isfield(oo_.deterministic_simulation,'block')" << endl - << " blk = length(oo_.deterministic_simulation.block)+1;" << endl - << " else" << endl - << " blk = 1;" << endl - << " end" << endl - << " [y, T, oo_] = solve_two_boundaries('" << basename << ".block.dynamic_" << blk + 1 << "'" - << ", y, x, params, steady_state, T, y_index, " << blocks_derivatives[blk].size() - << ", options_.periods, " << blocks[blk].max_lag - << ", " << blocks[blk].max_lead - << ", " << (blocks[blk].linear ? "true" : "false") - << ", blk, y_kmin, options_.simul.maxit, options_.solve_tolf, options_.slowc, " << cutoff << ", options_.stack_solve_algo, options_, M_, oo_);" << endl - << " tmp = y(:,M_.block_structure.block(" << blk + 1 << ").variable);" << endl - << " if any(isnan(tmp) | isinf(tmp))" << endl - << " disp(['Inf or Nan value during the resolution of block " << blk <<"']);" << endl - << " oo_.deterministic_simulation.status = 0;" << endl - << " oo_.deterministic_simulation.error = 100;" << endl - << " varargout{1} = oo_;" << endl - << " return" << endl - << " end" << endl; - } - } - mDynamicModelFile << " oo_.endo_simul = y';" << endl - << " varargout{1} = oo_;" << endl - << " return" << endl - << "end" << endl; + mDynamicModelFile << "end" << endl; mDynamicModelFile.close(); } @@ -2505,7 +2322,9 @@ DynamicModel::writeBlockDriverOutput(ostream &output, const string &basename, co output << modstruct << "block_structure.block(" << blk+1 << ").n_static = " << blocks[blk].n_static << ";" << endl << modstruct << "block_structure.block(" << blk+1 << ").n_forward = " << blocks[blk].n_forward << ";" << endl << modstruct << "block_structure.block(" << blk+1 << ").n_backward = " << blocks[blk].n_backward << ";" << endl - << modstruct << "block_structure.block(" << blk+1 << ").n_mixed = " << blocks[blk].n_mixed << ";" << endl; + << modstruct << "block_structure.block(" << blk+1 << ").n_mixed = " << blocks[blk].n_mixed << ";" << endl + << modstruct << "block_structure.block(" << blk+1 << ").is_linear = " << (blocks[blk].linear ? "true" : "false" ) << ';' << endl + << modstruct << "block_structure.block(" << blk+1 << ").NNZDerivatives = " << blocks_derivatives[blk].size() << ';' << endl; } output << modstruct << "block_structure.variable_reordered = ["; @@ -2535,6 +2354,7 @@ DynamicModel::writeBlockDriverOutput(ostream &output, const string &basename, co output << " " << eq+1 << " " << var+1 << ";" << endl; output << "];" << endl; } + output << modstruct << "block_structure.dyn_tmp_nbr = " << blocks_temporary_terms.size() << ';' << endl; if (estimation_present) {