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robertdkirkbyrobertdkirkby
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+121
-60
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3 files changed

+121
-60
lines changed

‎ValueFnIter/FHorz/SemiExo/DivideAndConquer/ValueFnIter_Case1_FHorz_SemiExo_DC1_e_raw.m

Lines changed: 1 addition & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -29,11 +29,7 @@
2929
else
3030
eind=shiftdim((0:1:N_e-1),-2); % already includes -1
3131
end
32-
if vfoptions.lowmemory>1
33-
special_n_bothz=ones(1,length(n_z)+length(n_semiz));
34-
else
35-
bothzind=shiftdim((0:1:N_bothz-1),-1);
36-
end
32+
bothzind=shiftdim((0:1:N_bothz-1),-1);
3733
bothz_gridvals_J=[repmat(semiz_gridvals_J,N_z,1,1),repelem(z_gridvals_J,N_semiz,1,1)];
3834

3935
% Preallocate

‎ValueFnIter/FHorz/SemiExo/ValueFnIter_Case1_FHorz_SemiExo.m

Lines changed: 114 additions & 54 deletions
Original file line numberDiff line numberDiff line change
@@ -8,6 +8,13 @@
88
N_e=0;
99
end
1010

11+
if ~isfield(vfoptions,'pard2')
12+
vfoptions.pard2=0;
13+
end
14+
if ~isfield(vfoptions,'gridinterplayer')
15+
vfoptions.interpgridlayer=0;
16+
end
17+
1118
if vfoptions.divideandconquer==1
1219
if ~isfield(vfoptions,'level1n')
1320
vfoptions.level1n=max(ceil(n_a(1)/50),5); % minimum of 5
@@ -21,86 +28,139 @@
2128
end
2229
end
2330

24-
if N_d1==0
25-
if N_e==0
26-
if vfoptions.divideandconquer==0
27-
if N_z==0
28-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_nod1_noz_raw(n_d2,n_a,n_semiz, N_j, d2_grid, a_grid, semiz_gridvals_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
29-
else
30-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_nod1_raw(n_d2,n_a,n_z,n_semiz, N_j, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, pi_z_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
31+
if vfoptions.pard2==0
32+
if N_d1==0
33+
if N_e==0
34+
if vfoptions.divideandconquer==0
35+
if N_z==0
36+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_nod1_noz_raw(n_d2,n_a,n_semiz, N_j, d2_grid, a_grid, semiz_gridvals_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
37+
else
38+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_nod1_raw(n_d2,n_a,n_z,n_semiz, N_j, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, pi_z_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
39+
end
40+
elseif vfoptions.divideandconquer==1
41+
if N_z==0
42+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_nod1_noz_raw(n_d2,n_a,n_semiz, N_j, d2_grid, a_grid, semiz_gridvals_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
43+
else
44+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_nod1_raw(n_d2,n_a,n_z,n_semiz, N_j, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, pi_z_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
45+
end
3146
end
32-
elseif vfoptions.divideandconquer==1
33-
if N_z==0
34-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_nod1_noz_raw(n_d2,n_a,n_semiz, N_j, d2_grid, a_grid, semiz_gridvals_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
35-
else
36-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_nod1_raw(n_d2,n_a,n_z,n_semiz, N_j, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, pi_z_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
47+
else
48+
if vfoptions.divideandconquer==0
49+
if N_z==0
50+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_nod1_noz_e_raw(n_d2,n_a,n_semiz, vfoptions.n_e, N_j, d2_grid, a_grid, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
51+
else
52+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_nod1_e_raw(n_d2,n_a,n_z,n_semiz, vfoptions.n_e, N_j, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_z_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
53+
end
54+
elseif vfoptions.divideandconquer==1
55+
if N_z==0
56+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_nod1_noz_e_raw(n_d2,n_a,n_semiz, vfoptions.n_e, N_j, d2_grid, a_grid, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
57+
else
58+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_nod1_e_raw(n_d2,n_a,n_z,n_semiz, vfoptions.n_e, N_j, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_z_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
59+
end
3760
end
3861
end
3962
else
40-
if vfoptions.divideandconquer==0
41-
if N_z==0
42-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_nod1_noz_e_raw(n_d2,n_a,n_semiz, vfoptions.n_e, N_j, d2_grid, a_grid, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
43-
else
44-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_nod1_e_raw(n_d2,n_a,n_z,n_semiz, vfoptions.n_e, N_j, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_z_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
63+
if N_e==0
64+
if vfoptions.divideandconquer==0
65+
if N_z==0
66+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_noz_raw(n_d1,n_d2,n_a,n_semiz, N_j, d1_grid, d2_grid, a_grid, semiz_gridvals_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
67+
else
68+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_raw(n_d1,n_d2,n_a,n_z,n_semiz, N_j, d1_grid, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, pi_z_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
69+
end
70+
elseif vfoptions.divideandconquer==1
71+
if N_z==0
72+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_noz_raw(n_d1, n_d2,n_a,n_semiz, N_j, d1_grid, d2_grid, a_grid, semiz_gridvals_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
73+
else
74+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_raw(n_d1, n_d2,n_a,n_z,n_semiz, N_j, d1_grid, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, pi_z_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
75+
end
4576
end
46-
elseif vfoptions.divideandconquer==1
47-
if N_z==0
48-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_nod1_noz_e_raw(n_d2,n_a,n_semiz, vfoptions.n_e, N_j, d2_grid, a_grid, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
49-
else
50-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_nod1_e_raw(n_d2,n_a,n_z,n_semiz, vfoptions.n_e, N_j, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_z_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
77+
else
78+
if vfoptions.divideandconquer==0
79+
if N_z==0
80+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_noz_e_raw(n_d1,n_d2,n_a,vfoptions.n_semiz, vfoptions.n_e, N_j, d1_grid, d2_grid, a_grid, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
81+
else
82+
if vfoptions.gridinterplayer==0
83+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_e_raw(n_d1,n_d2,n_a,n_z,vfoptions.n_semiz, vfoptions.n_e, N_j, d1_grid, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_z_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
84+
elseif vfoptions.gridinterplayer==1
85+
[VKron, Policy]=ValueFnIter_Case1_FHorz_SemiExo_GI_e_raw(n_d1,n_d2,n_a,n_z,vfoptions.n_semiz, vfoptions.n_e, N_j, d1_grid, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_z_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
86+
end
87+
end
88+
elseif vfoptions.divideandconquer==1
89+
if N_z==0
90+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_noz_e_raw(n_d1,n_d2,n_a,vfoptions.n_semiz, vfoptions.n_e, N_j, d1_grid, d2_grid, a_grid, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
91+
else
92+
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_e_raw(n_d1,n_d2,n_a,n_z,vfoptions.n_semiz, vfoptions.n_e, N_j, d1_grid, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_z_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
93+
end
5194
end
5295
end
5396
end
54-
else
55-
if N_e==0
56-
if vfoptions.divideandconquer==0
57-
if N_z==0
58-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_noz_raw(n_d1,n_d2,n_a,n_semiz, N_j, d1_grid, d2_grid, a_grid, semiz_gridvals_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
59-
else
60-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_raw(n_d1,n_d2,n_a,n_z,n_semiz, N_j, d1_grid, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, pi_z_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
61-
end
62-
elseif vfoptions.divideandconquer==1
63-
if N_z==0
64-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_noz_raw(n_d1, n_d2,n_a,n_semiz, N_j, d1_grid, d2_grid, a_grid, semiz_gridvals_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
65-
else
66-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_raw(n_d1, n_d2,n_a,n_z,n_semiz, N_j, d1_grid, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, pi_z_J, pi_semiz_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
67-
end
68-
end
97+
98+
elseif vfoptions.pard2==1
99+
if N_d1==0
100+
69101
else
70-
if vfoptions.divideandconquer==0
71-
if N_z==0
72-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_noz_e_raw(n_d1,n_d2,n_a,vfoptions.n_semiz, vfoptions.n_e, N_j, d1_grid, d2_grid, a_grid, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
73-
else
74-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_e_raw(n_d1,n_d2,n_a,n_z,vfoptions.n_semiz, vfoptions.n_e, N_j, d1_grid, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_z_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
75-
end
76-
elseif vfoptions.divideandconquer==1
77-
if N_z==0
78-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_noz_e_raw(n_d1,n_d2,n_a,vfoptions.n_semiz, vfoptions.n_e, N_j, d1_grid, d2_grid, a_grid, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
79-
else
80-
[VKron, Policy3]=ValueFnIter_Case1_FHorz_SemiExo_DC1_e_raw(n_d1,n_d2,n_a,n_z,vfoptions.n_semiz, vfoptions.n_e, N_j, d1_grid, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_z_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
102+
if N_e==0
103+
104+
else
105+
if vfoptions.divideandconquer==0
106+
if N_z==0
107+
108+
else
109+
[VKron, Policy]=ValueFnIter_Case1_FHorz_SemiExo_pard2_e_raw(n_d1,n_d2,n_a,n_z,vfoptions.n_semiz, vfoptions.n_e, N_j, d1_grid, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_z_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
110+
end
111+
elseif vfoptions.divideandconquer==1
112+
if N_z==0
113+
114+
else
115+
[VKron, Policy]=ValueFnIter_Case1_FHorz_SemiExo_DC1_pard2_e_raw(n_d1,n_d2,n_a,n_z,vfoptions.n_semiz, vfoptions.n_e, N_j, d1_grid, d2_grid, a_grid, z_gridvals_J, semiz_gridvals_J, vfoptions.e_gridvals_J, pi_z_J, pi_semiz_J, vfoptions.pi_e_J, ReturnFn, Parameters, DiscountFactorParamNames, ReturnFnParamNames, vfoptions);
116+
end
81117
end
82118
end
83119
end
84120
end
85121

86-
87-
%Transforming Value Fn and Optimal Policy Indexes matrices back out of Kronecker Form
122+
% Transforming Value Fn and Optimal Policy Indexes matrices back out of Kronecker Form
123+
n_d=[n_d1,n_d2];
124+
if vfoptions.pard2==1
125+
N_a=prod(n_a);
126+
N_semiz=prod(n_semiz);
127+
end
88128
if vfoptions.outputkron==0
89129
if isfield(vfoptions,'n_e')
90130
if N_z==0
91131
V=reshape(VKron,[n_a,vfoptions.n_semiz, vfoptions.n_e,N_j]);
92-
Policy=UnKronPolicyIndexes_Case1_FHorz_semiz_e(Policy3, n_d1,n_d2, n_a, vfoptions.n_semiz, vfoptions.n_e, N_j, vfoptions);
132+
if vfoptions.pard2==0
133+
Policy=UnKronPolicyIndexes_Case1_FHorz_semiz_e(Policy3, n_d1,n_d2, n_a, vfoptions.n_semiz, vfoptions.n_e, N_j, vfoptions);
134+
elseif vfoptions.pard2==1
135+
Policy=UnKronPolicyIndexes_Case1_FHorz_e(Policy, n_d, n_a, vfoptions.n_semiz, vfoptions.n_e, N_j, vfoptions);
136+
end
93137
else
94138
V=reshape(VKron,[n_a,vfoptions.n_semiz,n_z,vfoptions.n_e,N_j]);
95-
Policy=UnKronPolicyIndexes_Case1_FHorz_semiz_e(Policy3, n_d1,n_d2, n_a, [vfoptions.n_semiz,n_z], vfoptions.n_e, N_j, vfoptions);
139+
if vfoptions.pard2==0
140+
if vfoptions.gridinterplayer==0
141+
Policy=UnKronPolicyIndexes_Case1_FHorz_semiz_e(Policy3, n_d1,n_d2, n_a, [vfoptions.n_semiz,n_z], vfoptions.n_e, N_j, vfoptions);
142+
elseif vfoptions.gridinterplayer==1
143+
Policy=UnKronPolicyIndexes_Case2_FHorz_e(Policy, [n_d,n_a,vfoptions.ngridinterp], n_a, [vfoptions.n_semiz,n_z], vfoptions.n_e, N_j, vfoptions);
144+
end
145+
elseif vfoptions.pard2==1
146+
Policy=UnKronPolicyIndexes_Case2_FHorz_e(reshape(Policy,[N_a,N_semiz*N_z,N_e,N_j]), [n_d,n_a], n_a, [vfoptions.n_semiz,n_z], vfoptions.n_e, N_j, vfoptions);
147+
end
96148
end
97149
else
98150
if N_z==0
99151
V=reshape(VKron,[n_a,vfoptions.n_semiz,N_j]);
100-
Policy=UnKronPolicyIndexes_Case1_FHorz_semiz(Policy3, n_d1, n_d2, n_a, vfoptions.n_semiz, N_j, vfoptions);
152+
if vfoptions.pard2==0
153+
Policy=UnKronPolicyIndexes_Case1_FHorz_semiz(Policy3, n_d1, n_d2, n_a, vfoptions.n_semiz, N_j, vfoptions);
154+
elseif vfoptions.pard2==1
155+
Policy=UnKronPolicyIndexes_Case1_FHorz(Policy, n_d, n_a, vfoptions.n_semiz, N_j, vfoptions);
156+
end
101157
else
102158
V=reshape(VKron,[n_a,vfoptions.n_semiz,n_z,N_j]);
103-
Policy=UnKronPolicyIndexes_Case1_FHorz_semiz(Policy3, n_d1, n_d2, n_a, [vfoptions.n_semiz,n_z], N_j, vfoptions);
159+
if vfoptions.pard2==0
160+
Policy=UnKronPolicyIndexes_Case1_FHorz_semiz(Policy3, n_d1, n_d2, n_a, [vfoptions.n_semiz,n_z], N_j, vfoptions);
161+
elseif vfoptions.pard2==1
162+
Policy=UnKronPolicyIndexes_Case2_FHorz(reshape(Policy,[N_a,N_semiz*N_z,N_e,N_j]), [n_d,n_a], n_a, [vfoptions.n_semiz,n_z], N_j, vfoptions);
163+
end
104164
end
105165
end
106166
else

‎ValueFnIter/ValueFnIter_Case1.m

Lines changed: 6 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -209,7 +209,12 @@
209209

210210
%% Switch to z_gridvals
211211
if vfoptions.alreadygridvals==0
212-
[z_gridvals, pi_z, vfoptions]=ExogShockSetup(n_z,z_grid,pi_z,Parameters,vfoptions,3);
212+
if vfoptions.parallel<2
213+
% only basics allowed with cpu
214+
z_gridvals=z_grid;
215+
else
216+
[z_gridvals, pi_z, vfoptions]=ExogShockSetup(n_z,z_grid,pi_z,Parameters,vfoptions,3);
217+
end
213218
elseif vfoptions.alreadygridvals==1
214219
z_gridvals=z_grid;
215220
end

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