Skip to content

switched off bounds checking in inner loop; added makefile; used curr… #26

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
floswald wants to merge 1 commit into
base: master
Choose a base branch
from
Open

switched off bounds checking in inner loop; added makefile; used curr… #26

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
21 changes: 21 additions & 0 deletions Makefile
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -0,0 +1,21 @@
all: testc testf
@echo RUNNING ALL TESTS
@echo
@echo FORTRAN:
./testf
@echo
@echo C++:
./testc
@echo
@echo JULIA v0.6:
julia6 RBC_Julia.jl

testc:
g++ -o testc -O3 RBC_CPP.cpp

testf:
gfortran -o testf -O3 RBC_F90.f90

clean:
rm -rf testc testf

14 changes: 11 additions & 3 deletions RBC_Julia.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -51,6 +51,7 @@ function main()
maxDifference = 10.0
tolerance = 0.0000001
iteration = 0
consumption = 0.0

while(maxDifference > tolerance)
expectedValueFunction = mValueFunction*mTransition';
Expand All @@ -60,12 +61,12 @@ function main()
# We start from previous choice (monotonicity of policy function)
gridCapitalNextPeriod = 1

for nCapital = 1:nGridCapital
@inbounds for nCapital = 1:nGridCapital

valueHighSoFar = -1000.0
capitalChoice = vGridCapital[1]

for nCapitalNextPeriod = gridCapitalNextPeriod:nGridCapital
@inbounds for nCapitalNextPeriod = gridCapitalNextPeriod:nGridCapital

consumption = mOutput[nCapital,nProductivity]-vGridCapital[nCapitalNextPeriod]
valueProvisional = (1-bbeta)*log(consumption)+bbeta*expectedValueFunction[nCapitalNextPeriod,nProductivity]
Expand All @@ -87,7 +88,7 @@ function main()

end

maxDifference = maximum(abs(mValueFunctionNew-mValueFunction))
maxDifference = maximum(abs.(mValueFunctionNew-mValueFunction))
mValueFunction = mValueFunctionNew
mValueFunctionNew = zeros(nGridCapital,nGridProductivity)

Expand All @@ -103,3 +104,10 @@ function main()
println(" My check = ", mPolicyFunction[1000,3])

end

# warm up
main();
gc()
println("running timing now:")
sleep(2)
@time main()
140 changes: 140 additions & 0 deletions log.txt
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -0,0 +1,140 @@
g++ -o testc -O3 RBC_CPP.cpp
gfortran -o testf -O3 RBC_F90.f90
RUNNING ALL TESTS

FORTRAN:
./testf
Steady State values
Output: 0.56273142426227074 Capital: 0.17819828742434793 Consumption: 0.38453313683792278
Iteration: 1 Sup Diff: 5.2741607134075871E-002
Iteration: 10 Sup Diff: 3.1346953831200064E-002
Iteration: 20 Sup Diff: 1.8703460152962759E-002
Iteration: 30 Sup Diff: 1.1165510606509832E-002
Iteration: 40 Sup Diff: 6.6685398355890158E-003
Iteration: 50 Sup Diff: 3.9842909760740008E-003
Iteration: 60 Sup Diff: 2.3813103290404314E-003
Iteration: 70 Sup Diff: 1.4236575018528042E-003
Iteration: 80 Sup Diff: 8.5133892789679422E-004
Iteration: 90 Sup Diff: 5.0920456767089561E-004
Iteration: 100 Sup Diff: 3.0462281856558082E-004
Iteration: 110 Sup Diff: 1.8226456357595122E-004
Iteration: 120 Sup Diff: 1.0906931033871636E-004
Iteration: 130 Sup Diff: 6.5276304536787677E-005
Iteration: 140 Sup Diff: 3.9070994080292465E-005
Iteration: 150 Sup Diff: 2.3388019260051074E-005
Iteration: 160 Sup Diff: 1.4008591582403973E-005
Iteration: 170 Sup Diff: 8.3912834882848841E-006
Iteration: 180 Sup Diff: 5.0264531857857619E-006
Iteration: 190 Sup Diff: 3.0108863812161601E-006
Iteration: 200 Sup Diff: 1.8035437577834657E-006
Iteration: 210 Sup Diff: 1.0803355822153193E-006
Iteration: 220 Sup Diff: 6.4712835090574572E-007
Iteration: 230 Sup Diff: 3.8763410237230289E-007
Iteration: 240 Sup Diff: 2.3219527311990618E-007
Iteration: 250 Sup Diff: 1.3908639506787779E-007
Iteration: 257 Sup Diff: 9.7159772005639411E-008

My check: 0.14654914390886931

Elapsed time is 0.559226036

C++:
./testc
Output = 0.562731, Capital = 0.178198, Consumption = 0.384533
Iteration = 1, Sup Diff = 0.0527416
Iteration = 10, Sup Diff = 0.0313469
Iteration = 20, Sup Diff = 0.0187035
Iteration = 30, Sup Diff = 0.0111655
Iteration = 40, Sup Diff = 0.00666854
Iteration = 50, Sup Diff = 0.00398429
Iteration = 60, Sup Diff = 0.00238131
Iteration = 70, Sup Diff = 0.00142366
Iteration = 80, Sup Diff = 0.00085134
Iteration = 90, Sup Diff = 0.000509205
Iteration = 100, Sup Diff = 0.000304623
Iteration = 110, Sup Diff = 0.000182265
Iteration = 120, Sup Diff = 0.00010907
Iteration = 130, Sup Diff = 6.52764e-05
Iteration = 140, Sup Diff = 3.90711e-05
Iteration = 150, Sup Diff = 2.33881e-05
Iteration = 160, Sup Diff = 1.40086e-05
Iteration = 170, Sup Diff = 8.39132e-06
Iteration = 180, Sup Diff = 5.02647e-06
Iteration = 190, Sup Diff = 3.0109e-06
Iteration = 200, Sup Diff = 1.80355e-06
Iteration = 210, Sup Diff = 1.08034e-06
Iteration = 220, Sup Diff = 6.47132e-07
Iteration = 230, Sup Diff = 3.87636e-07
Iteration = 240, Sup Diff = 2.32197e-07
Iteration = 250, Sup Diff = 1.39087e-07
Iteration = 257, Sup Diff = 9.71604e-08

My check = 0.146549

Elapsed time is = 0.584746


JULIA v0.6:
julia6 RBC_Julia.jl
Output = 0.5627314338711378 Capital = 0.178198287392527 Consumption = 0.3845331464786108
Iteration = 1 Sup Diff = 0.05274159340733661
Iteration = 10 Sup Diff = 0.031346949265852075
Iteration = 20 Sup Diff = 0.01870345989335709
Iteration = 30 Sup Diff = 0.01116551203397076
Iteration = 40 Sup Diff = 0.00666854170813258
Iteration = 50 Sup Diff = 0.003984292748717033
Iteration = 60 Sup Diff = 0.0023813118039327508
Iteration = 70 Sup Diff = 0.0014236586450983024
Iteration = 80 Sup Diff = 0.0008513397747205165
Iteration = 90 Sup Diff = 0.0005092051752288995
Iteration = 100 Sup Diff = 0.00030462324421465237
Iteration = 110 Sup Diff = 0.00018226485632300005
Iteration = 120 Sup Diff = 0.00010906950872624499
Iteration = 130 Sup Diff = 6.527643736320421e-5
Iteration = 140 Sup Diff = 3.907108211997912e-5
Iteration = 150 Sup Diff = 2.3388077119990136e-5
Iteration = 160 Sup Diff = 1.4008644637186762e-5
Iteration = 170 Sup Diff = 8.391317202871562e-6
Iteration = 180 Sup Diff = 5.026474537817016e-6
Iteration = 190 Sup Diff = 3.010899863653549e-6
Iteration = 200 Sup Diff = 1.8035522479920019e-6
Iteration = 210 Sup Diff = 1.080340915837752e-6
Iteration = 220 Sup Diff = 6.471316943423844e-7
Iteration = 230 Sup Diff = 3.876361938104367e-7
Iteration = 240 Sup Diff = 2.3219657907525004e-7
Iteration = 250 Sup Diff = 1.3908720941646635e-7
Iteration = 257 Sup Diff = 9.716035664908418e-8

My check = 0.1465491436962635
running timing now:
Output = 0.5627314338711378 Capital = 0.178198287392527 Consumption = 0.3845331464786108
Iteration = 1 Sup Diff = 0.05274159340733661
Iteration = 10 Sup Diff = 0.031346949265852075
Iteration = 20 Sup Diff = 0.01870345989335709
Iteration = 30 Sup Diff = 0.01116551203397076
Iteration = 40 Sup Diff = 0.00666854170813258
Iteration = 50 Sup Diff = 0.003984292748717033
Iteration = 60 Sup Diff = 0.0023813118039327508
Iteration = 70 Sup Diff = 0.0014236586450983024
Iteration = 80 Sup Diff = 0.0008513397747205165
Iteration = 90 Sup Diff = 0.0005092051752288995
Iteration = 100 Sup Diff = 0.00030462324421465237
Iteration = 110 Sup Diff = 0.00018226485632300005
Iteration = 120 Sup Diff = 0.00010906950872624499
Iteration = 130 Sup Diff = 6.527643736320421e-5
Iteration = 140 Sup Diff = 3.907108211997912e-5
Iteration = 150 Sup Diff = 2.3388077119990136e-5
Iteration = 160 Sup Diff = 1.4008644637186762e-5
Iteration = 170 Sup Diff = 8.391317202871562e-6
Iteration = 180 Sup Diff = 5.026474537817016e-6
Iteration = 190 Sup Diff = 3.010899863653549e-6
Iteration = 200 Sup Diff = 1.8035522479920019e-6
Iteration = 210 Sup Diff = 1.080340915837752e-6
Iteration = 220 Sup Diff = 6.471316943423844e-7
Iteration = 230 Sup Diff = 3.876361938104367e-7
Iteration = 240 Sup Diff = 2.3219657907525004e-7
Iteration = 250 Sup Diff = 1.3908720941646635e-7
Iteration = 257 Sup Diff = 9.716035664908418e-8

My check = 0.1465491436962635
1.164491 seconds (2.47 k allocations: 703.290 MiB, 3.21% gc time)