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extended-preprocessor: starting a C interface (not finished)

time-shift
Michel Juillard 2014-03-15 21:07:09 +01:00
parent 1f2b847a45
commit 0983ca78f7
9 changed files with 332 additions and 30 deletions
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32
others/C/dynare_driver.h Normal file
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@ -0,0 +1,32 @@
/*
* Copyright (C) 2011-2012 Houtan Bastani, Daniel Waggoner, Tao Zha
*
* This is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This code is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* More information is available at <http://www.gnu.org/licenses/>.
*/
#ifndef _DYNARE_C_DRIVER_H
#define _DYNARE_C_DRIVER_H
#include <cstdlib>
#include <vector>
#include <string>
#include <map>
#include <limits>
using namespace std;
struct aux_vars_t {
int endo_index, type, orig_index, orig_lead_lag;
} ;
#endif // ! _DYNARE_C_DRIVER_H

105
preprocessor/DynamicModel.cc
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@ -2958,6 +2958,99 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
void
DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present) const
{
int lag_presence[3];
// Loop on endogenous variables
vector<int> zeta_back, zeta_mixed, zeta_fwrd, zeta_static;
for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
{
int varID;
// Loop on periods
for (int lag = 0; lag <= 2; lag++)
{
lag_presence[lag] = 1;
try
{
varID = getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
}
catch (UnknownDerivIDException &e)
{
lag_presence[lag] = 0;
}
}
if (lag_presence[0] == 1)
if (lag_presence[2] == 1)
zeta_mixed.push_back(endoID);
else
zeta_back.push_back(endoID);
else if (lag_presence[2] == 1)
zeta_fwrd.push_back(endoID);
else
zeta_static.push_back(endoID);
}
output << "nstatic = " << zeta_static.size() << ";" << endl
<< "nfwrd = " << zeta_fwrd.size() << ";" << endl
<< "nback = " << zeta_back.size() << ";" << endl
<< "nmixed = " << zeta_mixed.size() << ";" << endl;
output << "zeta_static[" << zeta_static.size() << "] = {";
for (vector<int>::iterator i = zeta_static.begin(); i != zeta_static.end(); ++i)
{
if ( i != zeta_static.begin() )
output << ",";
output << *i;
}
output << "};" << endl;
output << "zeta_back[" << zeta_back.size() << "] = {";
for (vector<int>::iterator i = zeta_back.begin(); i != zeta_back.end(); ++i)
{
if ( i != zeta_back.begin() )
output << ",";
output << *i;
}
output << "};" << endl;
output << "zeta_fwrd[" << zeta_fwrd.size() << "] = {";
for (vector<int>::iterator i = zeta_fwrd.begin(); i != zeta_fwrd.end(); ++i)
{
if ( i != zeta_fwrd.begin() )
output << ",";
output << *i;
}
output << "};" << endl;
output << "zeta_mixed[" << zeta_mixed.size() << "] = {";
for (vector<int>::iterator i = zeta_mixed.begin(); i != zeta_mixed.end(); ++i)
{
if ( i != zeta_mixed.begin() )
output << ",";
output << *i;
}
output << "};" << endl;
// Write number of non-zero derivatives
// Use -1 if the derivatives have not been computed
output << "int *NNZDerivatives[3] = {";
switch (order)
{
case 0:
output << NNZDerivativs[0] << ",-1,-1};" << endl;
break;
case 1:
output << NNZDerivativs[0] << "," << NNZDerivatives[1] << ",-1};" << endl;
break;
case 2:
output << NNZDerivativs[0] << "," << NNZDerivatives[1] << "," << NNZDerivatives[2] << "};" << endl;
break;
default:
cerr << "Order larger than 3 not implemented" << endl;
exit(EXIT_FAILURE);
}
}
void
DynamicModel::writeCCOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present) const
{
int lag_presence[3];
// Loop on endogenous variables
@ -4339,9 +4432,9 @@ DynamicModel::dynamicOnlyEquationsNbr() const
}
void
DynamicModel::writeFirstDerivativesCC(const string &basename, bool cuda) const
DynamicModel::writeFirstDerivativesC(const string &basename, bool cuda) const
{
string filename = basename + "_first_derivatives.cc";
string filename = basename + "_first_derivatives.c";
ofstream mDynamicModelFile, mDynamicMexFile;
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
@ -4396,10 +4489,10 @@ DynamicModel::writeFirstDerivativesCC(const string &basename, bool cuda) const
// using compressed sparse row format (CSR)
void
DynamicModel::writeSecondDerivativesCC_csr(const string &basename, bool cuda) const
DynamicModel::writeSecondDerivativesC_csr(const string &basename, bool cuda) const
{
string filename = basename + "_second_derivatives.cc";
string filename = basename + "_second_derivatives.c";
ofstream mDynamicModelFile, mDynamicMexFile;
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
@ -4490,9 +4583,9 @@ DynamicModel::writeSecondDerivativesCC_csr(const string &basename, bool cuda) co
}
void
DynamicModel::writeThirdDerivativesCC_csr(const string &basename, bool cuda) const
DynamicModel::writeThirdDerivativesC_csr(const string &basename, bool cuda) const
{
string filename = basename + "_third_derivatives.cc";
string filename = basename + "_third_derivatives.c";
ofstream mDynamicModelFile, mDynamicMexFile;
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);

8
preprocessor/DynamicModel.hh
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@ -215,6 +215,8 @@ public:
void writeOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
//! Writes model initialization and lead/lag incidence matrix to C output
void writeCOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
//! Writes model initialization and lead/lag incidence matrix to Cpp output
void writeCCOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
//! Adds informations for simulation in a binary file
void Write_Inf_To_Bin_File_Block(const string &dynamic_basename, const string &bin_basename,
@ -224,11 +226,11 @@ public:
//! Writes file containing parameters derivatives
void writeParamsDerivativesFile(const string &basename) const;
//! Writes CC file containing first order derivatives of model evaluated at steady state
void writeFirstDerivativesCC(const string &basename, bool cuda) const;
void writeFirstDerivativesC(const string &basename, bool cuda) const;
//! Writes CC file containing second order derivatives of model evaluated at steady state (compressed sparse column)
void writeSecondDerivativesCC_csr(const string &basename, bool cuda) const;
void writeSecondDerivativesC_csr(const string &basename, bool cuda) const;
//! Writes CC file containing third order derivatives of model evaluated at steady state (compressed sparse column)
void writeThirdDerivativesCC_csr(const string &basename, bool cuda) const;
void writeThirdDerivativesC_csr(const string &basename, bool cuda) const;
//! Converts to static model (only the equations)
/*! It assumes that the static model given in argument has just been allocated */
void toStatic(StaticModel &static_model) const;

108
preprocessor/ModFile.cc
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@ -815,9 +815,9 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, b
}
void
ModFile::writeModelCC(const string &basename, bool cuda) const
ModFile::writeModelC(const string &basename, bool cuda) const
{
string filename = basename + ".cc";
string filename = basename + ".c";
ofstream mDriverCFile;
mDriverCFile.open(filename.c_str(), ios::out | ios::binary);
@ -828,15 +828,15 @@ ModFile::writeModelCC(const string &basename, bool cuda) const
}
mDriverCFile << "/*" << endl
<< " * " << filename << " : Driver file for MS-DSGE code" << endl
<< " * " << filename << " : Driver file for Dynare C code" << endl
<< " *" << endl
<< " * Warning : this file is generated automatically by Dynare" << endl
<< " * from model file (.mod)" << endl
<< " */" << endl
<< endl
<< "#include \"dynare_cpp_driver.hh\"" << endl
<< "#include \"dynare_driver.h\"" << endl
<< endl
<< "DynareInfo::DynareInfo(void)" << endl
<< "struct" << endl
<< "{" << endl;
// Write basic info
@ -856,7 +856,7 @@ ModFile::writeModelCC(const string &basename, bool cuda) const
it != statements.end(); it++)
(*it)->writeCOutput(mDriverCFile, basename);
mDriverCFile << "}" << endl;
mDriverCFile << "} DynareInfo;" << endl;
mDriverCFile.close();
// Write informational m file
@ -886,6 +886,82 @@ ModFile::writeModelCC(const string &basename, bool cuda) const
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl
<< "disp('The following C file was successfully created:');" << endl
<< "ls preprocessorOutput.c" << endl << endl;
mOutputFile.close();
}
void
ModFile::writeModelCC(const string &basename, bool cuda) const
{
string filename = basename + ".cc";
ofstream mDriverCFile;
mDriverCFile.open(filename.c_str(), ios::out | ios::binary);
if (!mDriverCFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
mDriverCFile << "/*" << endl
<< " * " << filename << " : Driver file for Dynare C++ code" << endl
<< " *" << endl
<< " * Warning : this file is generated automatically by Dynare" << endl
<< " * from model file (.mod)" << endl
<< " */" << endl
<< endl
<< "#include \"dynare_cpp_driver.hh\"" << endl
<< endl
<< "DynareInfo::DynareInfo(void)" << endl
<< "{" << endl;
// Write basic info
symbol_table.writeCCOutput(mDriverCFile);
mDriverCFile << endl << "params.resize(param_nbr);" << endl;
if (dynamic_model.equation_number() > 0)
{
dynamic_model.writeCOutput(mDriverCFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
// if (!no_static)
// static_model.writeCOutput(mOutputFile, block);
}
// Print statements
for (vector<Statement *>::const_iterator it = statements.begin();
it != statements.end(); it++)
(*it)->writeCOutput(mDriverCFile, basename);
mDriverCFile << "};" << endl;
mDriverCFile.close();
// Write informational m file
ofstream mOutputFile;
if (basename.size())
{
string fname(basename);
fname += ".m";
mOutputFile.open(fname.c_str(), ios::out | ios::binary);
if (!mOutputFile.is_open())
{
cerr << "ERROR: Can't open file " << fname
<< " for writing" << endl;
exit(EXIT_FAILURE);
}
}
else
{
cerr << "ERROR: Missing file name" << endl;
exit(EXIT_FAILURE);
}
mOutputFile << "%" << endl
<< "% Status : informational m file" << endl
<< "%" << endl
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl
<< "disp('The following C++ file was successfully created:');" << endl
<< "ls preprocessorOutput.cc" << endl << endl;
mOutputFile.close();
}
@ -893,8 +969,8 @@ ModFile::writeModelCC(const string &basename, bool cuda) const
void
ModFile::writeExternalFiles(const string &basename, FileOutputType output, bool cuda) const
{
writeModelCC(basename, cuda);
steady_state_model.writeSteadyStateFileCC(basename, mod_file_struct.ramsey_model_present, cuda);
writeModelC(basename, cuda);
steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present, cuda);
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
@ -903,18 +979,18 @@ ModFile::writeExternalFiles(const string &basename, FileOutputType output, bool
// static_model.writeStaticCFile(basename, block, byte_code, use_dll);
// static_model.writeParamsDerivativesFileCC(basename, cuda);
// static_model.writeAuxVarInitvalCC(mOutputFile, oMatlabOutsideModel, cuda);
// static_model.writeParamsDerivativesFileC(basename, cuda);
// static_model.writeAuxVarInitvalC(mOutputFile, oMatlabOutsideModel, cuda);
// dynamic_model.writeResidualsCC(basename, cuda);
// dynamic_model.writeParamsDerivativesFileCC(basename, cuda);
dynamic_model.writeFirstDerivativesCC(basename, cuda);
// dynamic_model.writeResidualsC(basename, cuda);
// dynamic_model.writeParamsDerivativesFileC(basename, cuda);
dynamic_model.writeFirstDerivativesC(basename, cuda);
if (output == second)
dynamic_model.writeSecondDerivativesCC_csr(basename, cuda);
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
else if (output == third)
{
dynamic_model.writeSecondDerivativesCC_csr(basename, cuda);
dynamic_model.writeThirdDerivativesCC_csr(basename, cuda);
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
dynamic_model.writeThirdDerivativesC_csr(basename, cuda);
}
}

2
preprocessor/ModFile.hh
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@ -140,7 +140,7 @@ public:
) const;
//! Writes C output files only => No further Matlab processing
void writeCOutputFiles(const string &basename) const;
void writeModelCC(const string &basename, bool cuda) const;
void writeModelC(const string &basename, bool cuda) const;
void writeExternalFiles(const string &basename, FileOutputType output, bool cuda) const;
};

4
preprocessor/SteadyStateModel.cc
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@ -153,9 +153,9 @@ SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model
}
void
SteadyStateModel::writeSteadyStateFileCC(const string &basename, bool ramsey_model, bool cuda) const
SteadyStateModel::writeSteadyStateFileC(const string &basename, bool ramsey_model, bool cuda) const
{
string filename = basename + "_steadystate.cc";
string filename = basename + "_steadystate.c";
ofstream output;
output.open(filename.c_str(), ios::out | ios::binary);

2
preprocessor/SteadyStateModel.hh
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@ -49,7 +49,7 @@ public:
\param[in] ramsey_model Is there a Ramsey model in the MOD file? If yes, then use the "ys" in argument of the steady state file as initial values
*/
void writeSteadyStateFile(const string &basename, bool ramsey_model) const;
void writeSteadyStateFileCC(const string &basename, bool ramsey_model, bool cuda) const;
void writeSteadyStateFileC(const string &basename, bool ramsey_model, bool cuda) const;
};
#endif

99
preprocessor/SymbolTable.cc
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@ -288,6 +288,103 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
void
SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
{
if (!frozen)
throw NotYetFrozenException();
output << endl
<< "int exo_nbr = " << exo_nbr() << ";" << endl;
if (exo_nbr() > 0)
{
output << "char *exo_names[" << exo_nbr() << "];" << endl;
for (int id = 0; id < exo_nbr(); id++)
output << "exo_names[" << id << "] = \"" << getName(exo_ids[id]) << "\";" << endl;
}
output << endl
<< "int exo_det_nbr = " << exo_det_nbr() << ";" << endl;
if (exo_det_nbr() > 0)
{
output << "char *exo_det_names[" << exo_det_nbr() << "];" << endl;
for (int id = 0; id < exo_det_nbr(); id++)
output << "exo_det_names[" << id << "] = \"" << getName(exo_det_ids[id]) << "\";" << endl;
}
output << endl
<< "int endo_nbr = " << endo_nbr() << ";" << endl;
if (endo_nbr() > 0)
{
output << "char *endo_names[" << endo_nbr() << "];" << endl;
for (int id = 0; id < endo_nbr(); id++)
output << "endo_names[" << id << "] = \"" << getName(endo_ids[id]) << "\";" << endl;
}
output << endl
<< "int param_nbr = " << param_nbr() << ";" << endl;
if (param_nbr() > 0)
{
output << "char *param_names[" << param_nbr() << "];" << endl;
for (int id = 0; id < param_nbr(); id++)
output << "param_names[" << id << "] = \"" << getName(param_ids[id]) << "\";" << endl;
}
// Write the auxiliary variable table
output << "int aux_var_nbr = " << aux_vars.size() << ";" << endl;
if (aux_vars.size() > 0)
{
output << "struct aux_vars_t *av[" << aux_vars.size() << "];" << endl;
for (int i = 0; i < (int) aux_vars.size(); i++)
{
output << "av[" << i << "].endo_index = " << getTypeSpecificID(aux_vars[i].get_symb_id()) << ";" << endl
<< "av[" << i << "].type = " << aux_vars[i].get_type() << ";" << endl;
switch (aux_vars[i].get_type())
{
case avEndoLead:
case avExoLead:
case avExpectation:
case avMultiplier:
case avDiffForward:
break;
case avEndoLag:
case avExoLag:
output << "av[" << i << "].orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
<< "av[" << i << "].orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
break;
}
}
}
output << "int predeterminedNbr = " << predeterminedNbr() << ";" << endl;
if (predeterminedNbr() > 0)
{
output << "int predetermined_variables[" << predeterminedNbr() << "] = {";
for (set<int>::const_iterator it = predetermined_variables.begin();
it != predetermined_variables.end(); it++)
{
if ( it != predetermined_variables.begin() )
output << ",";
output << getTypeSpecificID(*it);
}
output << "};" << endl;
}
output << "int observedVariablesNbr = " << observedVariablesNbr() << ";" << endl;
if (observedVariablesNbr() > 0)
{
output << "int varobs[" << observedVariablesNbr() << "] = {";
for (vector<int>::const_iterator it = varobs.begin();
it != varobs.end(); it++)
{
if ( it != varobs.begin() )
output << ",";
output << getTypeSpecificID(*it);
}
output << "};" << endl;
}
}
void
SymbolTable::writeCCOutput(ostream &output) const throw (NotYetFrozenException)
{
if (!frozen)
throw NotYetFrozenException();
@ -596,7 +693,7 @@ SymbolTable::getEndogenous() const
bool
SymbolTable::isAuxiliaryVariable(int symb_id) const
{
for (int i = 0; i < aux_vars.size(); i++)
for (int i = 0; i < (int) aux_vars.size(); i++)
if (aux_vars[i].get_symb_id() == symb_id)
return true;
return false;

2
preprocessor/SymbolTable.hh
View File

@ -278,6 +278,8 @@ public:
void writeOutput(ostream &output) const throw (NotYetFrozenException);
//! Write C output of this class
void writeCOutput(ostream &output) const throw (NotYetFrozenException);
//! Write CC output of this class
void writeCCOutput(ostream &output) const throw (NotYetFrozenException);
//! Mark a symbol as predetermined variable
void markPredetermined(int symb_id) throw (UnknownSymbolIDException, FrozenException);
//! Test if a given symbol is a predetermined variable