From 53add0b2fe94b8358fd48ecaf939f9ca0de00c3f Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Mon, 28 Nov 2022 13:40:49 +0100
Subject: [PATCH] Block decomposition: when falling back to symbolic
normalization, use contemporaneous symbolic Jacobian
Previously, it would use a symbolic Jacobian where leads and lags were also
taken into account.
---
src/ModelTree.cc | 12 ++++++------
src/ModelTree.hh | 6 ++++--
2 files changed, 10 insertions(+), 8 deletions(-)
diff --git a/src/ModelTree.cc b/src/ModelTree.cc
index ef94feaa..b8fb83fd 100644
--- a/src/ModelTree.cc
+++ b/src/ModelTree.cc
@@ -331,9 +331,8 @@ ModelTree::computeNonSingularNormalization(const jacob_map_t &contemporaneous_ja
{
cout << "Normalization failed with cutoff, trying symbolic normalization..." << endl;
/* If no non-singular normalization can be found, try to find a
- normalization even with a potential singularity.
- TODO: Explain why symbolic_jacobian is not contemporaneous. */
- auto symbolic_jacobian = computeSymbolicJacobian();
+ normalization even with a potential singularity. */
+ auto symbolic_jacobian = computeSymbolicJacobian(true);
found_normalization = computeNormalization(symbolic_jacobian, true);
}
@@ -661,7 +660,7 @@ ModelTree::computeBlockDecomposition(int prologue, int epilogue)
For detecting dependencies between variables, use the symbolic adjacency
matrix */
VariableDependencyGraph G(nb_simvars);
- for (const auto &[key, value] : computeSymbolicJacobian())
+ for (const auto &[key, value] : computeSymbolicJacobian(false))
{
auto [eq, endo] = key;
if (eq_idx_orig2block[eq] >= prologue
@@ -1878,7 +1877,7 @@ ModelTree::collectFirstOrderDerivativesEndogenous()
}
ModelTree::jacob_map_t
-ModelTree::computeSymbolicJacobian() const
+ModelTree::computeSymbolicJacobian(bool contemporaneous_only) const
{
jacob_map_t symbolic_jacobian;
for (int i = 0; i < static_cast<int>(equations.size()); i++)
@@ -1886,7 +1885,8 @@ ModelTree::computeSymbolicJacobian() const
set<pair<int, int>> endos_and_lags;
equations[i]->collectEndogenous(endos_and_lags);
for (const auto &[endo, lag] : endos_and_lags)
- symbolic_jacobian[{ i, endo }] = 1;
+ if (!contemporaneous_only || lag == 0)
+ symbolic_jacobian[{ i, endo }] = 1;
}
return symbolic_jacobian;
}
diff --git a/src/ModelTree.hh b/src/ModelTree.hh
index 8b080513..c6312782 100644
--- a/src/ModelTree.hh
+++ b/src/ModelTree.hh
@@ -424,8 +424,10 @@ private:
static set<filesystem::path> mex_compilation_done;
/* Compute a pseudo-Jacobian whose all elements are either zero or one,
- depending on whether the variable symbolically appears in the equation */
- jacob_map_t computeSymbolicJacobian() const;
+ depending on whether the variable symbolically appears in the equation. If
+ contemporaneous_only=true, only considers contemporaneous occurences of
+ variables; otherwise also considers leads and lags. */
+ jacob_map_t computeSymbolicJacobian(bool contemporaneous_only) const;
// Compute {var,eq}_idx_orig2block from {var,eq}_idx_block2orig
void updateReverseVariableEquationOrderings();
--
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