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Design and performance improvement to solve_algo={12,14}
Use the new time-recursive block decomposition computed by the preprocessor for: - the simulation of backward models with “simul_backward” - the perfect foresight simulation of purely backward/forward/static models Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it minimizes the set of feedback variables and tries to renormalize equations). This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus an ad hoc identification of some equations that can be evaluated (those with a LHS equal to a variable, the log of a variable, or the diff-log of a variable). By the way, the block_trust_region MEX has been modified so that it accepts a boolean argument to decide whether it performs a Dulmage-Mendelsohn decomposition (if not, then it performs a simple trust region on the whole nonlinear system). This provides a significant performance improvement (of almost an order of magnitude for solve_algo=14 on a 700 equations model).
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- doc/manual/source/the-model-file.rst 18 additions, 18 deletionsdoc/manual/source/the-model-file.rst
- matlab/backward/simul_backward_model.m 1 addition, 5 deletionsmatlab/backward/simul_backward_model.m
- matlab/backward/simul_backward_nonlinear_model_.m 46 additions, 15 deletionsmatlab/backward/simul_backward_nonlinear_model_.m
- matlab/dynare_solve.m 39 additions, 103 deletionsmatlab/dynare_solve.m
- matlab/perfect-foresight-models/perfect_foresight_solver_core.m 3 additions, 0 deletions.../perfect-foresight-models/perfect_foresight_solver_core.m
- matlab/perfect-foresight-models/setup_time_recursive_block_simul.m 40 additions, 0 deletions...rfect-foresight-models/setup_time_recursive_block_simul.m
- matlab/perfect-foresight-models/sim1_purely_backward.m 50 additions, 17 deletionsmatlab/perfect-foresight-models/sim1_purely_backward.m
- matlab/perfect-foresight-models/sim1_purely_forward.m 51 additions, 14 deletionsmatlab/perfect-foresight-models/sim1_purely_forward.m
- matlab/perfect-foresight-models/sim1_purely_static.m 48 additions, 15 deletionsmatlab/perfect-foresight-models/sim1_purely_static.m
- matlab/setup_solvers.m 0 additions, 97 deletionsmatlab/setup_solvers.m
- mex/sources/block_trust_region/mexFunction.f08 63 additions, 150 deletionsmex/sources/block_trust_region/mexFunction.f08
- preprocessor 1 addition, 1 deletionpreprocessor
- tests/Makefile.am 47 additions, 2 deletionstests/Makefile.am
- tests/nonlinearsolvers.m 1 addition, 3 deletionstests/nonlinearsolvers.m
- tests/solve_algo_12_14/backward_model.inc 28 additions, 0 deletionstests/solve_algo_12_14/backward_model.inc
- tests/solve_algo_12_14/purely_backward_12.mod 13 additions, 0 deletionstests/solve_algo_12_14/purely_backward_12.mod
- tests/solve_algo_12_14/purely_backward_14.mod 13 additions, 0 deletionstests/solve_algo_12_14/purely_backward_14.mod
- tests/solve_algo_12_14/purely_backward_common.inc 34 additions, 0 deletionstests/solve_algo_12_14/purely_backward_common.inc
- tests/solve_algo_12_14/purely_backward_reference.mod 5 additions, 0 deletionstests/solve_algo_12_14/purely_backward_reference.mod
- tests/solve_algo_12_14/purely_forward_12.mod 13 additions, 0 deletionstests/solve_algo_12_14/purely_forward_12.mod
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