Speedup algorithm: error bounds

 

We add the same algorithm as yesterday’s to the aggregate cases as in 0820 and 0821.

 

The modified portions are:

 

(1)   Add opt and tol to the inputs in the procedures.

(2)   Declare v1_1, bd, and bu locally at the beginning.

(3)   Add the line of v1_1=v1; in the t-loop.

(4)   Add the following lines after the calculation of v1:

 

      if abs(v1-v1_1)<tol;

         print/rz "t=" t;

         break;

      endif;

      if opt==1;

         bu=beta/(1-beta)*maxc(v1-v1_1);

         bd=beta/(1-beta)*minc(v1-v1_1);

         v1=v1+(bu+bd)/2;

      endif;

 

That are exactly the same as yesterday’s.