Re: Optimising the Keen-Minsky Model

[c.]

On 25 May 2012, at 21:18, richard wrote:

> Hi c. 
> please find attached the Keen-Minsky Model ver02 written in
> Octave. I trust you will find that the earlier cut down 
> code simplifies the task of optimising the program without 
> the complication of the full model 
> 
> HTH
> 
> Richard A Lough

Richard,

Here is a modified version of your code, I could get a ~ x2 speed up by 
refactoring and partial vectorization
plus a further ~ x2 speedup by running in parallel with parcellfun (I only have 
2 cores, if you have more that could be better for you).

>> clear all, close all, tic, KeenMinsky02_refactored, toc
parcellfun: 10/10 jobs done
parcellfun: 10/10 jobs done
Firms Loan:   0.9504
Bank Vault: 331644.3730
Firms Deposit: -11.2287
Bank Capital:   0.1791
Workers Deposit:   0.0000
wage :   0.0000
Capital = : 4236.8343
Alpha = :   4.4807
Beta =:   7.3866
change of Price Level (inflation):   0.0000
Employment ratio :   0.1422
Elapsed time is 39 seconds.

>> clear all, close all, tic, KeenMinsky02, toc
Firms Loan:   0.9504
Bank Vault: 331644.3730
Firms Deposit: -11.2287
Bank Capital:   0.1791
Workers Deposit:   0.0000
wage :   0.0000
Capital = : 4236.8343
Alpha = :   4.4807
Beta =:   7.3866
change of Price Level (inflation):   0.0000
Employment ratio :   0.1422
Elapsed time is 163.1 seconds.

Anyway it looks like you are solving an ODE system, maybe you should look at 
LSODE 

HTH,
c.


P.S. I noticed the 12th row of X is filled but never used ... maybe that is a 
bug?

KeenMinsky02_refactored.m
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increment.m
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postprocess.m
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