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Use inplace conversion (#27)
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* Use inplace conversion

* Update inplace_pos.jl

* Update search_and_matching.jl

* Delete src/utils/inplace_pos.jl

* Update positive.jl

* Update BeforeIT.jl

* Update positive.jl
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@Tortar
Tortar authored Nov 4, 2024
1 parent f0bc835 commit 8ec4dc0
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Showing 2 changed files with 50 additions and 36 deletions.
60 changes: 24 additions & 36 deletions src/markets/search_and_matching.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -320,7 +320,6 @@ function initialize_variables_firms_market(firms, rotw, prop)
P_bar_i_g = zeros(G, I)

return a_sg, b_CF_g, P_f, S_f, S_f_, G_f, I_i_g, DM_i_g, P_bar_i_g, P_CF_i_g

end

function perform_firms_market!(
Expand Down Expand Up @@ -362,7 +361,7 @@ function perform_firms_market!(
while length(I_g) != 0 && length(F_g) != 0

# price probability of being selected
pr_price_f = pos(exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))
pr_price_f = pos!(exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))

# size probability of being selected
pr_size_f = @view(S_f[F_g]) ./ sum(@view(S_f[F_g]))
Expand Down Expand Up @@ -390,7 +389,7 @@ function perform_firms_market!(
S_fg[f] = 0
deleteat!(F_g, e)
isempty(F_g) && break
pr_price_f = pos(exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))
pr_price_f = pos!(exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))
pr_size_f = @view(S_f[F_g]) ./ sum(@view(S_f[F_g]))
pr_cum_f_ = (pr_price_f + pr_size_f) ./ sum(pr_price_f + pr_size_f)
end
Expand All @@ -407,7 +406,7 @@ function perform_firms_market!(
deleteat!(F_g, to_delete)

while !isempty(I_g) && !isempty(F_g)
pr_price_f = pos(exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))
pr_price_f = pos!(exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))
pr_size_f = @view(S_f[F_g]) ./ sum(@view(S_f[F_g]))
pr_cum_f_ = (pr_price_f + pr_size_f) ./ sum(pr_price_f + pr_size_f)

Expand All @@ -428,7 +427,7 @@ function perform_firms_market!(
S_fg_[f] = 0
deleteat!(F_g, e)
isempty(F_g) && break
pr_price_f = pos(exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))
pr_price_f = pos!(exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))
pr_size_f = @view(S_f[F_g]) ./ sum(@view(S_f[F_g]))
pr_cum_f_ = (pr_price_f + pr_size_f) ./ sum(pr_price_f + pr_size_f)
end
Expand All @@ -437,20 +436,16 @@ function perform_firms_market!(
end
end

DM_i_g[g, :] .= @view(a_sg[g, firms.G_i]) .* firms.DM_d_i .- pos(DM_d_ig .- b_CF_g[g] .* firms.I_d_i)

I_i_g[g, :] .= pos(b_CF_g[g] .* firms.I_d_i .- DM_d_ig)
a = @view(a_sg[g, firms.G_i]) .* firms.DM_d_i .- pos!(DM_d_ig .- b_CF_g[g] .* firms.I_d_i)
b = pos!(b_CF_g[g] .* firms.I_d_i .- DM_d_ig)
c = @view(a_sg[g, firms.G_i]) .* firms.DM_d_i .+ b_CF_g[g] .* firms.I_d_i .- DM_d_ig

P_bar_i_g[g, :] .= pos(
DM_nominal_ig .* (@view(a_sg[g, firms.G_i]) .* firms.DM_d_i .- pos(DM_d_ig .- b_CF_g[g] .* firms.I_d_i)) ./
(@view(a_sg[g, firms.G_i]) .* firms.DM_d_i .+ b_CF_g[g] .* firms.I_d_i .- DM_d_ig),
)
DM_i_g[g, :] .= a

P_CF_i_g[g, :] .= pos(
DM_nominal_ig .* pos(b_CF_g[g] .* firms.I_d_i .- DM_d_ig) ./
(@view(a_sg[g, firms.G_i]) .* firms.DM_d_i .+ b_CF_g[g] .* firms.I_d_i .- DM_d_ig),
)
I_i_g[g, :] .= b

P_bar_i_g[g, :] .= pos!(DM_nominal_ig .* a ./ c)
P_CF_i_g[g, :] .= pos!(DM_nominal_ig .* b ./ c)
end

function perform_retail_market!(
Expand Down Expand Up @@ -501,9 +496,8 @@ function perform_retail_market!(
to_delete = findall(@view(S_fg[F_g]) .<= 0)
deleteat!(F_g, to_delete)


while !isempty(H_g) && !isempty(F_g)
pr_price_f = pos(exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))
pr_price_f = pos!(exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))
pr_size_f = @view(S_f[F_g]) ./ sum(@view(S_f[F_g]))
pr_cum_f_ = (pr_price_f + pr_size_f) ./ sum(pr_price_f + pr_size_f)

Expand All @@ -524,7 +518,7 @@ function perform_retail_market!(
S_fg[f] = 0
deleteat!(F_g, e)
isempty(F_g) && break
pr_price_f = pos(exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))
pr_price_f = pos!(exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))
pr_size_f = @view(S_f[F_g]) ./ sum(@view(S_f[F_g]))
pr_cum_f_ = (pr_price_f + pr_size_f) ./ sum(pr_price_f + pr_size_f)
end
Expand All @@ -538,7 +532,7 @@ function perform_retail_market!(
F_g = findall(G_f .== g)
F_g = F_g[(@view(S_fg_[F_g]) .> 0) .& (@view(S_f[F_g]) .> 0)]
while !isempty(H_g) && !isempty(F_g)
pr_price_f = pos(exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))
pr_price_f = pos!(exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))
pr_size_f = @view(S_f[F_g]) ./ sum(@view(S_f[F_g]))
pr_cum_f_ = (pr_price_f + pr_size_f) ./ sum(pr_price_f + pr_size_f)

Expand All @@ -558,38 +552,32 @@ function perform_retail_market!(
S_fg_[f] = 0
deleteat!(F_g, e)
isempty(F_g) && break
pr_price_f = max.(0, exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))
pr_price_f[isnan.(pr_price_f)] .= 0.0
pr_price_f = pos!(exp.(-2 .* @view(P_f[F_g])) ./ sum(exp.(-2 .* @view(P_f[F_g]))))
pr_size_f = @view(S_f[F_g]) ./ sum(@view(S_f[F_g]))
pr_cum_f_ = (pr_price_f + pr_size_f) ./ sum(pr_price_f + pr_size_f)

end
end
H_g = findall(C_d_hg_ .> 0)
end
end

a = @view(C_real_hg[1:H])
b = C_d_h .* b_HH_g[g] .- pos!(@view(C_d_hg[1:H]) .- b_CFH_g[g] .* I_d_h)
c = C_d_h .* b_HH_g[g] .+ b_CFH_g[g] .* I_d_h .- @view(C_d_hg[1:H])
d = pos!(b_CFH_g[g] .* I_d_h .- @view(C_d_hg[1:H]))

Q_d_i_g[g, :] .= @view(S_f[1:I]) .- @view(S_fg[1:I])
Q_d_m_g[g, :] .= @view(S_f[(I + 1):end]) .- @view(S_fg[(I + 1):end])

C_h_g[g, :] .= b_HH_g[g] .* C_d_h .- pos(@view(C_d_hg[1:H]) .- b_CFH_g[g] .* I_d_h)
I_h_g[g, :] .= pos(b_CFH_g[g] .* I_d_h .- @view(C_d_hg[1:H]))
C_h_g[g, :] .= b
I_h_g[g, :] .= d

C_j_g[g] = sum(c_G_g[g] .* gov.C_d_j) - sum(@view(C_d_hg[(H + L + 1):(H + L + J)]))
C_l_g[g] = sum(c_E_g[g] .* rotw.C_d_l) - sum(@view(C_d_hg[(H + 1):(H + L)]))

a = sum(@view(C_real_hg[1:H]))
b = sum(C_d_h .* b_HH_g[g] .- pos(@view(C_d_hg[1:H]) .- b_CFH_g[g] .* I_d_h))
c = sum((C_d_h .* b_HH_g[g] .+ b_CFH_g[g] .* I_d_h .- @view(C_d_hg[1:H])))

P_bar_h_g[g] = pos(a * b / c)

P_bar_CF_h_g[g] = pos(
sum(@view(C_real_hg[1:H])) * sum(pos(b_CFH_g[g] .* I_d_h .- @view(C_d_hg[1:H]))) /
sum((C_d_h .* b_HH_g[g] .+ b_CFH_g[g] .* I_d_h .- @view(C_d_hg[1:H]))),
)
P_bar_h_g[g] = pos(sum(a) * sum(b) / sum(c))
P_bar_CF_h_g[g] = pos(sum(a) * sum(d) / sum(c))

P_j_g[g] = sum(@view(C_real_hg[(H + L + 1):(H + L + J)]))
P_l_g[g] = sum(@view(C_real_hg[(H + 1):(H + L)]))

end
26 changes: 26 additions & 0 deletions src/utils/positive.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -37,6 +37,19 @@ function pos(number::T) where {T <: Number}
end
end

"""
pos!(vector) -> vector
In-place version of `pos`. Mimicks max(0, vector) in Matlab.
Returns the updated vector.
"""
function pos!(A)
@simd for i in eachindex(A)
A[i] = ifelse(isnan(A[i]), zero(eltype(A)), max(zero(eltype(A)), A[i]))
end
return A
end

"""
neg(vector) -> vector
Expand Down Expand Up @@ -76,6 +89,19 @@ function neg(number::T) where {T <: Number}
end
end

"""
neg!(vector) -> vector
In-place version of `neg`. Mimicks min(0, vector) in Matlab.
Returns the updated vector.
"""
function neg!(A)
@simd for i in eachindex(A)
A[i] = ifelse(isnan(A[i]), zero(eltype(A)), min(zero(eltype(A)), A[i]))
end
return A
end

# like in the original code
function matlab_round(x)
return Base.round(x, RoundNearestTiesUp)
Expand Down

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