diff --git a/tests/.gitignore b/tests/.gitignore
index 355c011cf96a51aae73316261c0dd3868ba50815..cad54782c7f45f38957888a755d50e19881f54b7 100644
--- a/tests/.gitignore
+++ b/tests/.gitignore
@@ -95,7 +95,6 @@ wsOct
!/kalman_filter_smoother/testsmoother.m
!/kalman_steady_state/test1.m
!/kronecker/nash_matrices.mat
-!/kronecker/small_matrices.mat
!/kronecker/test_kron.m
!/load_octave_packages.m
!/ls2003/data_ca1.m
@@ -152,6 +151,7 @@ wsOct
!/run_all_unitary_tests.m
!/run_block_byte_tests_matlab.m
!/run_block_byte_tests_octave.m
+!/run_kronecker_tests.m
!/run_m_script.m
!/run_o_script.m
!/run_reporting_test_matlab.m
diff --git a/tests/Makefile.am b/tests/Makefile.am
index ae05fc9292d72fe934b84b5f06c0e1d1ff016958..38ab3118e066ade3dc2dcb08d9ced09c3672953a 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -1075,7 +1075,8 @@ M_TRS_FILES += run_block_byte_tests_matlab.m.trs \
run_all_unitary_tests.m.trs \
histval_initval_file_unit_tests.m.trs \
test_aggregate_routine_1_2.m.trs \
- test_aggregate_routine_1_2_3.m.trs
+ test_aggregate_routine_1_2_3.m.trs \
+ run_kronecker_tests.m.trs
M_XFAIL_TRS_FILES = $(patsubst %.mod, %.m.trs, $(XFAIL_MODFILES))
@@ -1085,7 +1086,8 @@ O_TRS_FILES += $(patsubst %.mod, %.o.trs, $(PARTICLEFILES))
O_TRS_FILES += run_block_byte_tests_octave.o.trs \
run_reporting_test_octave.o.trs \
run_all_unitary_tests.o.trs \
- histval_initval_file_unit_tests.o.trs
+ histval_initval_file_unit_tests.o.trs \
+ run_kronecker_tests.o.trs
O_XFAIL_TRS_FILES = $(patsubst %.mod, %.o.trs, $(XFAIL_MODFILES))
@@ -1255,7 +1257,10 @@ EXTRA_DIST = \
histval_initval_file/my_assert.m \
histval_initval_file/ramst_data.xls \
histval_initval_file/ramst_data.xlsx \
- histval_initval_file/ramst_initval_file_data.m
+ histval_initval_file/ramst_initval_file_data.m \
+ run_kronecker_tests.m \
+ kronecker/test_kron.m \
+ kronecker/nash_matrices.mat
if ENABLE_MATLAB
check-local: check-matlab
diff --git a/tests/kronecker/small_matrices.mat b/tests/kronecker/small_matrices.mat
deleted file mode 100644
index 498427c6e9262438a7ed391521e00440a680b7d5..0000000000000000000000000000000000000000
Binary files a/tests/kronecker/small_matrices.mat and /dev/null differ
diff --git a/tests/kronecker/test_kron.m b/tests/kronecker/test_kron.m
index 956e69652c9184502ba85cf5c380d62423fbf3fd..f25776e23a2686235004ff689b202176a06ba8d8 100644
--- a/tests/kronecker/test_kron.m
+++ b/tests/kronecker/test_kron.m
@@ -1,5 +1,5 @@
function info = test_kron(test,number_of_threads)
-% Copyright (C) 2007-2020 Dynare Team
+% Copyright (C) 2007-2021 Dynare Team
%
% This file is part of Dynare.
%
@@ -28,10 +28,11 @@ if test == 1
disp('')
disp('I''m building the test problem...')
tic
- percentage_of_non_zero_elements = 10e-4;
- NumberOfVariables = 549;%100;
- NumberOfEquations = 256;%50
- NumberOfColsInB = 50 ;
+ percentage_of_non_zero_elements = 1e-3;
+ NumberOfVariables = 120;
+ NumberOfEquations = 70;
+ NumberOfColsInB = 50;
+ NumberOfColsInC = 60;
A = zeros(NumberOfEquations,NumberOfVariables^2);
for i = 1:NumberOfEquations
for j = 1:NumberOfVariables
@@ -47,38 +48,50 @@ if test == 1
end
A = sparse(A);
B = randn(NumberOfVariables,NumberOfColsInB);
+ C = randn(NumberOfVariables,NumberOfColsInC);
disp('Done!')
toc
disp('')
- disp('Computation of A*kron(B,B) with the mex file (v1):')
+ disp('Computation of A*kron(B,B) with the mex file:')
tic
D1 = sparse_hessian_times_B_kronecker_C(A,B,number_of_threads);
toc
- disp('')
- disp('Computation of A*kron(B,B) with the mex file (v2):')
+ disp('Computation of A*kron(B,B) with two nested loops:')
tic
- D2 = sparse_hessian_times_B_kronecker_C(A,B,B,number_of_threads);
+ D2 = zeros(NumberOfEquations,NumberOfColsInB*NumberOfColsInB);
+ k = 1;
+ for i1 = 1:NumberOfColsInB
+ for i2 = 1:NumberOfColsInB
+ D2(:,k) = A*kron(B(:,i1),B(:,i2));
+ k = k+1;
+ end
+ end
toc
disp('');
disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
- if max(max(abs(D1-D2)))>1e-10
+ if max(max(abs(D1-D2)))>1e-13
test1_1=0;
end
- disp(' ')
- disp('Computation of A*kron(B,B) with two nested loops:')
+ disp('')
+ disp('Computation of A*kron(B,C) with the mex file:')
tic
- D3 = zeros(NumberOfEquations,NumberOfColsInB*NumberOfColsInB);
+ D3 = sparse_hessian_times_B_kronecker_C(A,B,C,number_of_threads);
+ toc
+ disp('Computation of A*kron(B,C) with two nested loops:')
+ tic
+ D4 = zeros(NumberOfEquations,NumberOfColsInB*NumberOfColsInC);
k = 1;
for i1 = 1:NumberOfColsInB
- for i2 = 1:NumberOfColsInB
- D3(:,k) = A*kron(B(:,i1),B(:,i2));
+ for i2 = 1:NumberOfColsInC
+ D4(:,k) = A*kron(B(:,i1),C(:,i2));
k = k+1;
end
end
toc
+ disp(' ')
disp('');
- disp(['Difference between D1 and D3 = ' num2str(max(max(abs(D1-D3))))]);
- if max(max(abs(D1-D3)))>1e-10
+ disp(['Difference between D3 and D4 = ' num2str(max(max(abs(D3-D4))))]);
+ if max(max(abs(D3-D4)))>1e-13
test1_2=0;
end
% $$$ FOR THE DIMENSIONS CONSIDERED HERE THIS PART WILL RESULT IN A OUT OF MEMORY ERROR.
@@ -163,7 +176,7 @@ if test==3
disp('Test with full format matrix -- 1(a)')
D1 = A*kron(B,C);
tic
- D2 = A_times_B_kronecker_C(A,B,C,number_of_threads);
+ D2 = A_times_B_kronecker_C(A,B,C);
toc
disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
if max(max(abs(D1-D2)))>1e-10
@@ -172,7 +185,7 @@ if test==3
disp('Test with full format matrix -- 1(b)')
D1 = A*kron(B,B);
tic
- D2 = A_times_B_kronecker_C(A,B,number_of_threads);
+ D2 = A_times_B_kronecker_C(A,B);
toc
disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
if max(max(abs(D1-D2)))>1e-10
diff --git a/tests/run_kronecker_tests.m b/tests/run_kronecker_tests.m
new file mode 100644
index 0000000000000000000000000000000000000000..01cf38c964883b39962b2356bc3773c5874282ee
--- /dev/null
+++ b/tests/run_kronecker_tests.m
@@ -0,0 +1,56 @@
+% Copyright (C) 2021 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
+
+top_test_dir = getenv('TOP_TEST_DIR');
+addpath([top_test_dir filesep '..' filesep 'matlab']);
+dynare_config
+
+cd kronecker
+
+disp('**** Testing sparse_hessian_times_B_kronecker_C MEX...')
+disp('')
+disp('** Test 1')
+info(1) = test_kron(1, num_procs);
+disp('')
+disp('** Test 2')
+info(2) = test_kron(2, num_procs);
+disp('')
+disp('**** Testing A_times_B_kronecker_C MEX...')
+info(3) = test_kron(3, num_procs);
+
+cd ..
+
+if isoctave
+ ext = '.o.trs';
+else
+ ext = '.m.trs';
+end
+fid = fopen([ 'run_kronecker_tests' ext ], 'w+');
+num_failed_tests = sum(~info);
+tests = { 'sparse1', 'sparse2', 'dense' };
+failed_tests = tests(find(~info));
+if num_failed_tests > 0
+ fprintf(fid,':test-result: FAIL\n');
+ fprintf(fid,':number-tests: 3\n');
+ fprintf(fid,':number-failed-tests: %d\n', num_failed_tests);
+ fprintf(fid,':list-of-failed-tests: %s\n', failed_tests{:});
+else
+ fprintf(fid,':test-result: PASS\n');
+ fprintf(fid,':number-tests: 3\n');
+ fprintf(fid,':number-failed-tests: 0\n');
+end
+fclose(fid);