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fix passing on timer
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@thorek1
thorek1 committed Dec 18, 2024
1 parent d315cb2 commit 0e4aa0f
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Showing 8 changed files with 89 additions and 76 deletions.
40 changes: 20 additions & 20 deletions src/MacroModelling.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -4086,7 +4086,7 @@ function calculate_second_order_stochastic_steady_state(parameters::Vector{M},
tol::AbstractFloat = 1e-12)::Tuple{Vector{M}, Bool, Vector{M}, M, AbstractMatrix{M}, SparseMatrixCSC{M}, AbstractMatrix{M}, SparseMatrixCSC{M}} where M
# @timeit_debug timer "Calculate NSSS" begin

SS_and_pars, (solution_error, iters) = get_NSSS_and_parameters(𝓂, parameters, verbose = verbose, timer = timer)
SS_and_pars, (solution_error, iters) = get_NSSS_and_parameters(𝓂, parameters, verbose = verbose) # , timer = timer)

# end # timeit_debug

Expand Down Expand Up @@ -4133,8 +4133,8 @@ function calculate_second_order_stochastic_steady_state(parameters::Vector{M},
initial_guess = 𝓂.solution.perturbation.second_order_solution,
# sylvester_algorithm = sylvester_algorithm,
sylvester_algorithm = :doubling, # hard code doubling
verbose = verbose,
timer = timer)
# timer = timer,
verbose = verbose)

if eltype(𝐒₂) == Float64 && solved2 𝓂.solution.perturbation.second_order_solution = 𝐒₂ end

Expand Down Expand Up @@ -4179,7 +4179,7 @@ function calculate_second_order_stochastic_steady_state(parameters::Vector{M},
A = 𝐒₁[:,1:𝓂.timings.nPast_not_future_and_mixed]
B̂ = 𝐒₂[:,kron_s⁺_s⁺]

SSSstates, converged = calculate_second_order_stochastic_steady_state(Val(:Newton), 𝐒₁, 𝐒₂, SSSstates, 𝓂, timer = timer)
SSSstates, converged = calculate_second_order_stochastic_steady_state(Val(:Newton), 𝐒₁, 𝐒₂, SSSstates, 𝓂) # , timer = timer)

if !converged
if verbose println("SSS not found") end
Expand Down Expand Up @@ -4419,7 +4419,7 @@ function calculate_third_order_stochastic_steady_state( parameters::Vector{M},
sylvester_algorithm::Symbol = :bicgstab,
# timer::TimerOutput = TimerOutput(),
tol::AbstractFloat = 1e-12)::Tuple{Vector{M}, Bool, Vector{M}, M, AbstractMatrix{M}, SparseMatrixCSC{M}, SparseMatrixCSC{M}, AbstractMatrix{M}, SparseMatrixCSC{M}, SparseMatrixCSC{M}} where M
SS_and_pars, (solution_error, iters) = get_NSSS_and_parameters(𝓂, parameters, verbose = verbose, timer = timer)
SS_and_pars, (solution_error, iters) = get_NSSS_and_parameters(𝓂, parameters, verbose = verbose) # , timer = timer)

if solution_error > tol || isnan(solution_error)
if verbose println("NSSS not found") end
Expand Down Expand Up @@ -4450,9 +4450,9 @@ function calculate_third_order_stochastic_steady_state( parameters::Vector{M},
T = 𝓂.timings, tol = tol,
initial_guess = 𝓂.solution.perturbation.second_order_solution,
# sylvester_algorithm = sylvester_algorithm,
sylvester_algorithm = :doubling, # doubling will always be faster here
verbose= verbose,
timer = timer)
sylvester_algorithm = :doubling, # doubling will always be faster here
# timer = timer,
verbose= verbose)

if !solved2
if verbose println("2nd order solution not found") end
Expand All @@ -4465,7 +4465,7 @@ function calculate_third_order_stochastic_steady_state( parameters::Vector{M},

𝐒₂ = sparse(𝐒₂)

∇₃ = calculate_third_order_derivatives(parameters, SS_and_pars, 𝓂, timer = timer)# * 𝓂.solution.perturbation.third_order_auxilliary_matrices.𝐔∇₃
∇₃ = calculate_third_order_derivatives(parameters, SS_and_pars, 𝓂) #, timer = timer)# * 𝓂.solution.perturbation.third_order_auxilliary_matrices.𝐔∇₃

𝐒₃, solved3 = calculate_third_order_solution(∇₁, ∇₂, ∇₃, 𝐒₁, 𝐒₂,
𝓂.solution.perturbation.second_order_auxilliary_matrices,
Expand All @@ -4474,8 +4474,8 @@ function calculate_third_order_stochastic_steady_state( parameters::Vector{M},
initial_guess = 𝓂.solution.perturbation.third_order_solution,
sylvester_algorithm = sylvester_algorithm,
tol = tol,
verbose = verbose,
timer = timer)
# timer = timer,
verbose = verbose)

if !solved3
if verbose println("3rd order solution not found") end
Expand Down Expand Up @@ -4853,7 +4853,7 @@ function solve!(𝓂::ℳ;
((:third_order == algorithm) && ((:third_order ∈ 𝓂.solution.outdated_algorithms) || (obc && obc_not_solved)))


stochastic_steady_state, converged, SS_and_pars, solution_error, ∇₁, ∇₂, 𝐒₁, 𝐒₂ = calculate_second_order_stochastic_steady_state(𝓂.parameter_values, 𝓂, verbose = verbose, timer = timer)
stochastic_steady_state, converged, SS_and_pars, solution_error, ∇₁, ∇₂, 𝐒₁, 𝐒₂ = calculate_second_order_stochastic_steady_state(𝓂.parameter_values, 𝓂, verbose = verbose) # , timer = timer)

if !converged @warn "Solution does not have a stochastic steady state. Try reducing shock sizes by multiplying them with a number < 1." end

Expand Down Expand Up @@ -4886,7 +4886,7 @@ function solve!(𝓂::ℳ;
if ((:pruned_second_order == algorithm) && ((:pruned_second_order ∈ 𝓂.solution.outdated_algorithms) || (obc && obc_not_solved))) ||
((:pruned_third_order == algorithm) && ((:pruned_third_order ∈ 𝓂.solution.outdated_algorithms) || (obc && obc_not_solved)))

stochastic_steady_state, converged, SS_and_pars, solution_error, ∇₁, ∇₂, 𝐒₁, 𝐒₂ = calculate_second_order_stochastic_steady_state(𝓂.parameter_values, 𝓂, verbose = verbose, pruning = true, timer = timer)
stochastic_steady_state, converged, SS_and_pars, solution_error, ∇₁, ∇₂, 𝐒₁, 𝐒₂ = calculate_second_order_stochastic_steady_state(𝓂.parameter_values, 𝓂, verbose = verbose, pruning = true) # , timer = timer)

if !converged @warn "Solution does not have a stochastic steady state. Try reducing shock sizes by multiplying them with a number < 1." end

Expand Down Expand Up @@ -6377,7 +6377,7 @@ end
function rrule(::typeof(calculate_third_order_derivatives), parameters, SS_and_pars, 𝓂) # ;
# timer::TimerOutput = TimerOutput())
# @timeit_debug timer "3rd order derivatives - forward" begin
third_order_derivatives = calculate_third_order_derivatives(parameters, SS_and_pars, 𝓂, timer = timer)
third_order_derivatives = calculate_third_order_derivatives(parameters, SS_and_pars, 𝓂) #, timer = timer)
# end # timeit_debug

function calculate_third_order_derivatives_pullback(∂∇₁)
Expand Down Expand Up @@ -7289,7 +7289,7 @@ function get_relevant_steady_state_and_state_update(::Val{:second_order},
verbose::Bool = false) where S <: Real
sss, converged, SS_and_pars, solution_error, ∇₁, ∇₂, 𝐒₁, 𝐒₂ = calculate_second_order_stochastic_steady_state(parameter_values,
𝓂,
timer = timer,
# timer = timer,
quadratic_matrix_equation_solver = quadratic_matrix_equation_solver,
sylvester_algorithm = sylvester_algorithm,
verbose = verbose)
Expand Down Expand Up @@ -7321,7 +7321,7 @@ function get_relevant_steady_state_and_state_update(::Val{:pruned_second_order},
sss, converged, SS_and_pars, solution_error, ∇₁, ∇₂, 𝐒₁, 𝐒₂ = calculate_second_order_stochastic_steady_state(parameter_values,
𝓂,
pruning = true,
timer = timer,
# timer = timer,
quadratic_matrix_equation_solver = quadratic_matrix_equation_solver,
sylvester_algorithm = sylvester_algorithm,
verbose = verbose)
Expand Down Expand Up @@ -7353,7 +7353,7 @@ function get_relevant_steady_state_and_state_update(::Val{:third_order},
verbose::Bool = false) where S <: Real
sss, converged, SS_and_pars, solution_error, ∇₁, ∇₂, ∇₃, 𝐒₁, 𝐒₂, 𝐒₃ = calculate_third_order_stochastic_steady_state(parameter_values,
𝓂,
timer = timer,
# timer = timer,
quadratic_matrix_equation_solver = quadratic_matrix_equation_solver,
sylvester_algorithm = sylvester_algorithm,
verbose = verbose)
Expand Down Expand Up @@ -7385,7 +7385,7 @@ function get_relevant_steady_state_and_state_update(::Val{:pruned_third_order},
sss, converged, SS_and_pars, solution_error, ∇₁, ∇₂, ∇₃, 𝐒₁, 𝐒₂, 𝐒₃ = calculate_third_order_stochastic_steady_state(parameter_values,
𝓂,
pruning = true,
timer = timer,
# timer = timer,
quadratic_matrix_equation_solver = quadratic_matrix_equation_solver,
sylvester_algorithm= sylvester_algorithm,
verbose = verbose)
Expand Down Expand Up @@ -7424,12 +7424,12 @@ function get_relevant_steady_state_and_state_update(::Val{:first_order},
return TT, SS_and_pars, zeros(S, 0, 0), [state], solution_error < tol
end

∇₁ = calculate_jacobian(parameter_values, SS_and_pars, 𝓂, timer = timer)# |> Matrix
∇₁ = calculate_jacobian(parameter_values, SS_and_pars, 𝓂) # , timer = timer)# |> Matrix

𝐒₁, qme_sol, solved = calculate_first_order_solution(∇₁;
T = TT,
quadratic_matrix_equation_solver = quadratic_matrix_equation_solver,
timer = timer,
# timer = timer,
initial_guess = 𝓂.solution.perturbation.qme_solution,
verbose = verbose)

Expand Down
12 changes: 6 additions & 6 deletions src/algorithms/lyapunov.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -29,9 +29,9 @@ function solve_lyapunov_equation(A::AbstractMatrix{Float64},
# @timeit_debug timer "Solve" begin

X, i, reached_tol = solve_lyapunov_equation(A, C,
Val(lyapunov_algorithm),
Val(lyapunov_algorithm))#,
# tol = tol,
timer = timer)
# timer = timer)

if verbose
println("Lyapunov equation - converged to tol $tol: $(reached_tol < tol); iterations: $i; reached tol: $reached_tol; algorithm: $lyapunov_algorithm")
Expand All @@ -42,9 +42,9 @@ function solve_lyapunov_equation(A::AbstractMatrix{Float64},
C = collect(C)

X, i, reached_tol = solve_lyapunov_equation(A, C,
Val(:bicgstab),
Val(:bicgstab))#,
# tol = tol,
timer = timer)
# timer = timer)

if verbose
println("Lyapunov equation - converged to tol $tol: $(reached_tol < tol); iterations: $i; reached tol: $reached_tol; algorithm: gmres")
Expand All @@ -55,9 +55,9 @@ function solve_lyapunov_equation(A::AbstractMatrix{Float64},
C = collect(C)

X, i, reached_tol = solve_lyapunov_equation(A, C,
Val(:bartels_stewart),
Val(:bartels_stewart))#,
# tol = tol,
timer = timer)
# timer = timer)

if verbose
println("Lyapunov equation - converged to tol $tol: $(reached_tol < tol); iterations: $i; reached tol: $reached_tol; algorithm: lyapunov")
Expand Down
8 changes: 4 additions & 4 deletions src/algorithms/quadratic_matrix_equation.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -40,7 +40,7 @@ function solve_quadratic_matrix_equation(A::AbstractMatrix{R},
T;
initial_guess = initial_guess,
# tol = tol,
timer = timer,
# timer = timer,
verbose = verbose)

if verbose println("Quadratic matrix equation solver: $quadratic_matrix_equation_solver - converged: $(reached_tol < tol) in $iterations iterations to tolerance: $reached_tol") end
Expand All @@ -52,7 +52,7 @@ function solve_quadratic_matrix_equation(A::AbstractMatrix{R},
T;
initial_guess = initial_guess,
# tol = tol,
timer = timer,
# timer = timer,
verbose = verbose)

if verbose println("Quadratic matrix equation solver: schur - converged: $(reached_tol < tol) in $iterations iterations to tolerance: $reached_tol") end
Expand All @@ -62,7 +62,7 @@ function solve_quadratic_matrix_equation(A::AbstractMatrix{R},
T;
initial_guess = initial_guess,
# tol = tol,
timer = timer,
# timer = timer,
verbose = verbose)

if verbose println("Quadratic matrix equation solver: doubling - converged: $(reached_tol < tol) in $iterations iterations to tolerance: $reached_tol") end
Expand Down Expand Up @@ -522,7 +522,7 @@ function solve_quadratic_matrix_equation(A::AbstractMatrix{ℱ.Dual{Z,S,N}},
T;
tol = tol,
initial_guess = initial_guess,
timer = timer,
# timer = timer,
verbose = verbose)

AXB = Â * X + B̂
Expand Down
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