From 63f04636ee848b3c70905e3f78dd51ba25cfc506 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Fri, 3 Nov 2023 12:51:14 +0100
Subject: [PATCH] New structure
M_.block_structure.block().bytecode_jacobs_cols_to_sparse
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit
It maps column indices in the Jacobian returned by bytecode MEX in evaluate
mode (which only contains nonzero columns, but also incorporate recursive
variables), into column indices in the sparse representation (which has 3×n
columns for two-boundaries blocks and n columns for one-boundary blocks).
Columns unused in the sparse representation are indicated by a zero.
---
src/DynamicModel.cc | 27 ++++++++++++++++++++++++++-
1 file changed, 26 insertions(+), 1 deletion(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 8eb6d38e..e76fc950 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -782,7 +782,32 @@ DynamicModel::writeBlockDriverOutput(ostream &output) const
output << " " << getBlockVariableID(blk, var)+1;
output << "];" << endl
<< "M_.block_structure.block(" << blk+1 << ").is_linear = " << boolalpha << blocks[blk].linear << ';' << endl
- << "M_.block_structure.block(" << blk+1 << ").NNZDerivatives = " << blocks_derivatives[blk].size() << ';' << endl;
+ << "M_.block_structure.block(" << blk+1 << ").NNZDerivatives = " << blocks_derivatives[blk].size() << ';' << endl
+ << "M_.block_structure.block(" << blk+1 << ").bytecode_jacob_cols_to_sparse = [";
+ const bool one_boundary {blocks[blk].simulation_type == BlockSimulationType::solveBackwardSimple
+ || blocks[blk].simulation_type == BlockSimulationType::solveForwardSimple
+ || blocks[blk].simulation_type == BlockSimulationType::solveBackwardComplete
+ || blocks[blk].simulation_type == BlockSimulationType::solveForwardComplete};
+ /* bytecode_jacob_cols_to_sparse is an array that maps column indices in
+ the Jacobian returned by bytecode MEX in evaluate mode (which only
+ contains nonzero columns, but also incorporate recursive variables),
+ into column indices in the sparse representiation (which has 3×n
+ columns for two-boundaries blocks and n columns for one-boundary
+ blocks). Columns unused in the sparse representation are indicated by
+ a zero. */
+ vector<int> bytecode_jacob_cols_to_sparse(blocks_jacob_cols_endo[blk].size());
+ for (auto &[key, index] : blocks_jacob_cols_endo[blk])
+ {
+ auto [var, lag] {key};
+ if (var >= blocks[blk].getRecursiveSize() // NB: this check can be removed once Jacobian no longer contains columns for derivatives w.r.t. recursive variables
+ && !(one_boundary && lag != 0))
+ bytecode_jacob_cols_to_sparse[index] = static_cast<int>(!one_boundary)*(lag+1)*blocks[blk].mfs_size + var - blocks[blk].getRecursiveSize();
+ else
+ bytecode_jacob_cols_to_sparse[index] = -1;
+ }
+ for (int i : bytecode_jacob_cols_to_sparse)
+ output << i+1 << " ";
+ output << "];" << endl;
}
writeBlockDriverSparseIndicesHelper<true>(output);
--
GitLab