k_order_welfare MEX: drop ObjectiveAC abstract class, it has a single subclass
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@ -1,5 +1,5 @@
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/*
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* Copyright © 2021-2023 Dynare Team
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* Copyright © 2021-2024 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -18,13 +18,12 @@
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*/
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#include "k_ord_objective.hh"
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#include "objective_abstract_class.hh"
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#include <cassert>
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#include <utility>
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KordwDynare::KordwDynare(KordpDynare& m, ConstVector& NNZD_arg, Journal& jr, Vector& inParams,
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std::unique_ptr<ObjectiveAC> objectiveFile_arg,
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std::unique_ptr<ObjectiveMFile> objectiveFile_arg,
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const std::vector<int>& dr_order) :
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model {m},
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NNZD {NNZD_arg},
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/*
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* Copyright © 2021-2023 Dynare Team
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* Copyright © 2021-2024 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -21,7 +21,7 @@
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#define K_ORD_OBJECTIVE_HH
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#include "k_ord_dynare.hh"
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#include "objective_abstract_class.hh"
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#include "objective_m.hh"
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class KordwDynare;
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@ -38,11 +38,11 @@ private:
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TensorContainer<FSSparseTensor> ud; // planner's objective derivatives, in Dynare++ form
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std::vector<int> dynppToDyn; // Maps Dynare++ jacobian variable indices to Dynare ones
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std::vector<int> dynToDynpp; // Maps Dynare jacobian variable indices to Dynare++ ones
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std::unique_ptr<ObjectiveAC> objectiveFile;
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std::unique_ptr<ObjectiveMFile> objectiveFile;
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public:
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KordwDynare(KordpDynare& m, ConstVector& NNZD_arg, Journal& jr, Vector& inParams,
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std::unique_ptr<ObjectiveAC> objectiveFile_arg, const std::vector<int>& varOrder);
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std::unique_ptr<ObjectiveMFile> objectiveFile_arg, const std::vector<int>& varOrder);
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void calcDerivativesAtSteady();
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void populateDerivativesContainer(const std::vector<TwoDMatrix>& dyn_ud, int ord);
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[[nodiscard]] const TensorContainer<FSSparseTensor>&
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@ -1,5 +1,5 @@
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/*
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* Copyright © 2021-2022 Dynare Team
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* Copyright © 2021-2024 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -87,8 +87,8 @@ The routine proceeds in several steps:
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to the approxAtSteady method in the ApproximationWelfare class carries out the necessary
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operation
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- Importing the derivatives of the felicity function with the calcDerivativesAtSteady() method of
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the KordwDynare class. It relies on the Matlab-generated files, which are handled by the
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ObjectiveAC and ObjectiveMFile classes
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the KordwDynare class. It relies on the MATLAB-generated files, which are handled by the
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ObjectiveMFile class
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- Pinpointing the derivatives of the felicity and welfare functions. The performStep method of
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the KOrderWelfare class carries out the calculations,resorting to the FaaDiBruno class and its
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methods to get the needed intermediary results.
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@ -301,7 +301,7 @@ extern "C"
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mxGetPr(objective_tmp_nbr_mx) + kOrder + 1, 0);
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// Getting derivatives of the planner's objective function
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std::unique_ptr<ObjectiveAC> objectiveFile;
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std::unique_ptr<ObjectiveMFile> objectiveFile;
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objectiveFile = std::make_unique<ObjectiveMFile>(fname, ntt_objective);
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// make KordwDynare object
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@ -1,38 +0,0 @@
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/*
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* Copyright © 2021-2023 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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*/
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#ifndef OBJECTIVE_ABSTRACT_CLASS_HH
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#define OBJECTIVE_ABSTRACT_CLASS_HH
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#include <vector>
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#include "twod_matrix.hh"
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class ObjectiveAC
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{
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protected:
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int ntt; // Size of vector of temporary terms
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public:
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ObjectiveAC(int ntt_arg) : ntt {ntt_arg} {};
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virtual ~ObjectiveAC() = default;
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virtual void eval(const Vector& y, const Vector& x, const Vector& params, Vector& residual,
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std::vector<TwoDMatrix>& md)
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= 0;
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};
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#endif
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@ -1,5 +1,5 @@
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/*
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* Copyright © 2021-2023 Dynare Team
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* Copyright © 2021-2024 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -27,7 +27,7 @@
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#include "objective_m.hh"
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ObjectiveMFile::ObjectiveMFile(const std::string& modName, int ntt_arg) :
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ObjectiveAC(ntt_arg), ObjectiveMFilename {modName + ".objective.static"}
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ntt {ntt_arg}, ObjectiveMFilename {modName + ".objective.static"}
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{
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}
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@ -1,5 +1,5 @@
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/*
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* Copyright © 2021-2023 Dynare Team
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* Copyright © 2021-2024 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -20,24 +20,23 @@
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#ifndef OBJECTIVE_M_HH
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#define OBJECTIVE_M_HH
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#include "objective_abstract_class.hh"
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#include <vector>
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#include "mex.h"
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#include <dynmex.h>
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/**
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* handles calls to <model>/+objective/static.m
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*
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**/
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class ObjectiveMFile : public ObjectiveAC
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#include "twod_matrix.hh"
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// Handles calls to <model>/+objective/static.m
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class ObjectiveMFile
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{
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private:
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int ntt; // Size of vector of temporary terms
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const std::string ObjectiveMFilename;
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static void unpackSparseMatrixAndCopyIntoTwoDMatData(mxArray* sparseMat, TwoDMatrix& tdm);
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public:
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explicit ObjectiveMFile(const std::string& modName, int ntt_arg);
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void eval(const Vector& y, const Vector& x, const Vector& params, Vector& residual,
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std::vector<TwoDMatrix>& md) override;
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std::vector<TwoDMatrix>& md);
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};
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#endif
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