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Merge branch 'temporary_terms' 

Do not evaluate unnecessary temporary variables (for instance those
used in the evaluation of the jacobian matrix when we only compute the
residuals of the dynamic equations).
time-shift
Stéphane Adjemian (Hermes) 2016-03-09 17:53:33 +01:00
parent 38b21feb3e ae8d5774b7
commit 127637ffd6
7 changed files with 357 additions and 149 deletions
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13
preprocessor/CodeInterpreter.hh
View File

@ -252,6 +252,19 @@ enum PriorDistributions
eWeibull = 8
};
enum NodeTreeReference
{
eResiduals = 0,
eFirstDeriv = 1,
eSecondDeriv = 2,
eThirdDeriv = 3,
eResidualsParamsDeriv = 4,
eJacobianParamsDeriv = 5,
eResidualsParamsSecondDeriv = 6,
eJacobianParamsSecondDeriv = 7,
eHessianParamsDeriv = 8
};
struct Block_contain_type
{
int Equation, Variable, Own_Derivative;

82
preprocessor/DynamicModel.cc
View File

@ -2112,26 +2112,34 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
void
DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia) const
{
ostringstream model_output; // Used for storing model
ostringstream model_eq_output; // Used for storing model equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream third_derivatives_output;
ostringstream model_local_vars_output; // Used for storing model local vars
ostringstream model_output; // Used for storing model temp vars and equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream third_derivatives_output; // Used for storing third order derivatives equations
ExprNodeOutputType output_type = (use_dll ? oCDynamicModel :
julia ? oJuliaDynamicModel : oMatlabDynamicModel);
deriv_node_temp_terms_t tef_terms;
writeModelLocalVariables(model_output, output_type, tef_terms);
temporary_terms_t temp_term_union = temporary_terms_res;
writeTemporaryTerms(temporary_terms, model_output, output_type, tef_terms);
writeModelLocalVariables(model_local_vars_output, output_type, tef_terms);
writeModelEquations(model_eq_output, output_type);
writeTemporaryTerms(temporary_terms_res, model_output, output_type, tef_terms);
writeModelEquations(model_output, output_type);
int nrows = equations.size();
int hessianColsNbr = dynJacobianColsNbr * dynJacobianColsNbr;
// Writing Jacobian
temp_term_union.insert(temporary_terms_g1.begin(), temporary_terms_g1.end());
if (!first_derivatives.empty())
if (julia)
writeTemporaryTerms(temp_term_union, jacobian_output, output_type, tef_terms);
else
writeTemporaryTerms(temporary_terms_g1, jacobian_output, output_type, tef_terms);
for (first_derivatives_t::const_iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
@ -2141,11 +2149,17 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
jacobianHelper(jacobian_output, eq, getDynJacobianCol(var), output_type);
jacobian_output << "=";
d1->writeOutput(jacobian_output, output_type, temporary_terms, tef_terms);
d1->writeOutput(jacobian_output, output_type, temp_term_union, tef_terms);
jacobian_output << ";" << endl;
}
// Writing Hessian
temp_term_union.insert(temporary_terms_g2.begin(), temporary_terms_g2.end());
if (!second_derivatives.empty())
if (julia)
writeTemporaryTerms(temp_term_union, hessian_output, output_type, tef_terms);
else
writeTemporaryTerms(temporary_terms_g2, hessian_output, output_type, tef_terms);
int k = 0; // Keep the line of a 2nd derivative in v2
for (second_derivatives_t::const_iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
@ -2166,7 +2180,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
{
for_sym << "g2[" << eq + 1 << "," << col_nb + 1 << "]";
hessian_output << " @inbounds " << for_sym.str() << " = ";
d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
d2->writeOutput(hessian_output, output_type, temp_term_union, tef_terms);
hessian_output << endl;
}
else
@ -2179,7 +2193,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "=";
d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
d2->writeOutput(hessian_output, output_type, temp_term_union, tef_terms);
hessian_output << ";" << endl;
k++;
@ -2208,6 +2222,12 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
}
// Writing third derivatives
temp_term_union.insert(temporary_terms_g3.begin(), temporary_terms_g3.end());
if (!third_derivatives.empty())
if (julia)
writeTemporaryTerms(temp_term_union, third_derivatives_output, output_type, tef_terms);
else
writeTemporaryTerms(temporary_terms_g3, third_derivatives_output, output_type, tef_terms);
k = 0; // Keep the line of a 3rd derivative in v3
for (third_derivatives_t::const_iterator it = third_derivatives.begin();
it != third_derivatives.end(); it++)
@ -2230,7 +2250,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
{
for_sym << "g3[" << eq + 1 << "," << ref_col + 1 << "]";
third_derivatives_output << " @inbounds " << for_sym.str() << " = ";
d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
d3->writeOutput(third_derivatives_output, output_type, temp_term_union, tef_terms);
third_derivatives_output << endl;
}
else
@ -2243,7 +2263,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
sparseHelper(3, third_derivatives_output, k, 2, output_type);
third_derivatives_output << "=";
d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
d3->writeOutput(third_derivatives_output, output_type, temp_term_union, tef_terms);
third_derivatives_output << ";" << endl;
}
@ -2287,8 +2307,8 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< "%" << endl
<< endl
<< "residual = zeros(" << nrows << ", 1);" << endl
<< model_local_vars_output.str()
<< model_output.str()
<< model_eq_output.str()
// Writing initialization instruction for matrix g1
<< "if nargout >= 2," << endl
<< " g1 = zeros(" << nrows << ", " << dynJacobianColsNbr << ");" << endl
@ -2298,10 +2318,10 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " %" << endl
<< endl
<< jacobian_output.str()
<< "end" << endl;
<< endl
// Initialize g2 matrix
DynamicOutput << "if nargout >= 3," << endl
<< "if nargout >= 3," << endl
<< " %" << endl
<< " % Hessian matrix" << endl
<< " %" << endl
@ -2312,7 +2332,6 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << nrows << "," << hessianColsNbr << ");" << endl;
else // Either hessian is all zero, or we didn't compute it
DynamicOutput << " g2 = sparse([],[],[]," << nrows << "," << hessianColsNbr << ");" << endl;
DynamicOutput << "end" << endl;
// Initialize g3 matrix
DynamicOutput << "if nargout >= 4," << endl
@ -2328,7 +2347,9 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
else // Either 3rd derivatives is all zero, or we didn't compute it
DynamicOutput << " g3 = sparse([],[],[]," << nrows << "," << ncols << ");" << endl;
DynamicOutput << "end" << endl;
DynamicOutput << "end" << endl
<< "end" << endl
<< "end" << endl;
}
else if (output_type == oCDynamicModel)
{
@ -2337,33 +2358,30 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " double lhs, rhs;" << endl
<< endl
<< " /* Residual equations */" << endl
<< model_local_vars_output.str()
<< model_output.str()
<< model_eq_output.str()
<< " /* Jacobian */" << endl
<< " if (g1 == NULL)" << endl
<< " return;" << endl
<< " else" << endl
<< " {" << endl
<< endl
<< jacobian_output.str()
<< " }" << endl;
<< endl;
if (second_derivatives.size())
DynamicOutput << " /* Hessian for endogenous and exogenous variables */" << endl
<< " if (v2 == NULL)" << endl
<< " return;" << endl
<< " else" << endl
<< " {" << endl
<< endl
<< hessian_output.str()
<< " }" << endl;
<< endl;
if (third_derivatives.size())
DynamicOutput << " /* Third derivatives for endogenous and exogenous variables */" << endl
<< " if (v3 == NULL)" << endl
<< " return;" << endl
<< " else" << endl
<< " {" << endl
<< endl
<< third_derivatives_output.str()
<< " }" << endl;
<< endl;
DynamicOutput << "}" << endl << endl;
}
@ -2396,8 +2414,8 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " #" << endl
<< " # Model equations" << endl
<< " #" << endl
<< model_local_vars_output.str()
<< model_output.str()
<< model_eq_output.str()
<< "end" << endl << endl
<< "function dynamic!(y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}," << endl
@ -2413,7 +2431,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " @assert size(g1) == (" << nrows << ", " << dynJacobianColsNbr << ")" << endl
<< " fill!(g1, 0.0)" << endl
<< " dynamic!(y, x, params, steady_state, it_, residual)" << endl
<< model_output.str()
<< model_local_vars_output.str()
<< " #" << endl
<< " # Jacobian matrix" << endl
<< " #" << endl
@ -2433,7 +2451,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " @assert size(g2) == (" << nrows << ", " << hessianColsNbr << ")" << endl
<< " dynamic!(y, x, params, steady_state, it_, residual, g1)" << endl;
if (second_derivatives.size())
DynamicOutput << model_output.str()
DynamicOutput << model_local_vars_output.str()
<< " #" << endl
<< " # Hessian matrix" << endl
<< " #" << endl
@ -2456,7 +2474,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " @assert size(g3) == (" << nrows << ", " << ncols << ")" << endl
<< " dynamic!(y, x, params, steady_state, it_, residual, g1, g2)" << endl;
if (third_derivatives.size())
DynamicOutput << model_output.str()
DynamicOutput << model_local_vars_output.str()
<< " #" << endl
<< " # Third order derivatives" << endl
<< " #" << endl

190
preprocessor/ExprNode.cc
View File

@ -74,7 +74,21 @@ ExprNode::precedence(ExprNodeOutputType output_type, const temporary_terms_t &te
}
int
ExprNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) const
ExprNode::cost(int cost, bool is_matlab) const
{
// For a terminal node, the cost is null
return 0;
}
int
ExprNode::cost(const temporary_terms_t &temp_terms_map, bool is_matlab) const
{
// For a terminal node, the cost is null
return 0;
}
int
ExprNode::cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const
{
// For a terminal node, the cost is null
return 0;
@ -110,9 +124,9 @@ ExprNode::collectExogenous(set<pair<int, int> > &result) const
}
void
ExprNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
bool is_matlab) const
ExprNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const
{
// Nothing to do for a terminal node
}
@ -1621,16 +1635,31 @@ UnaryOpNode::computeDerivative(int deriv_id)
return composeDerivatives(darg, deriv_id);
}
int
UnaryOpNode::cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const
{
// For a temporary term, the cost is null
for (map<NodeTreeReference, temporary_terms_t>::const_iterator it = temp_terms_map.begin();
it != temp_terms_map.end(); it++)
if (it->second.find(const_cast<UnaryOpNode *>(this)) != it->second.end())
return 0;
return cost(arg->cost(temp_terms_map, is_matlab), is_matlab);
}
int
UnaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) const
{
// For a temporary term, the cost is null
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<UnaryOpNode *>(this));
if (it != temporary_terms.end())
if (temporary_terms.find(const_cast<UnaryOpNode *>(this)) != temporary_terms.end())
return 0;
int cost = arg->cost(temporary_terms, is_matlab);
return cost(arg->cost(temporary_terms, is_matlab), is_matlab);
}
int
UnaryOpNode::cost(int cost, bool is_matlab) const
{
if (is_matlab)
// Cost for Matlab files
switch (op_code)
@ -1718,28 +1747,27 @@ UnaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) cons
case oExpectation:
return cost;
}
// Suppress GCC warning
exit(EXIT_FAILURE);
}
void
UnaryOpNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
bool is_matlab) const
UnaryOpNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const
{
expr_t this2 = const_cast<UnaryOpNode *>(this);
map<expr_t, int>::iterator it = reference_count.find(this2);
map<expr_t, pair<int, NodeTreeReference > >::iterator it = reference_count.find(this2);
if (it == reference_count.end())
{
reference_count[this2] = 1;
arg->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
reference_count[this2] = make_pair(1, tr);
arg->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
}
else
{
reference_count[this2]++;
if (reference_count[this2] * cost(temporary_terms, is_matlab) > MIN_COST(is_matlab))
temporary_terms.insert(this2);
reference_count[this2] = make_pair(it->second.first + 1, it->second.second);
if (reference_count[this2].first * cost(temp_terms_map, is_matlab) > MIN_COST(is_matlab))
temp_terms_map[reference_count[this2].second].insert(this2);
}
}
@ -2730,17 +2758,35 @@ BinaryOpNode::precedence(ExprNodeOutputType output_type, const temporary_terms_t
exit(EXIT_FAILURE);
}
int
BinaryOpNode::cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const
{
// For a temporary term, the cost is null
for (map<NodeTreeReference, temporary_terms_t>::const_iterator it = temp_terms_map.begin();
it != temp_terms_map.end(); it++)
if (it->second.find(const_cast<BinaryOpNode *>(this)) != it->second.end())
return 0;
int arg_cost = arg1->cost(temp_terms_map, is_matlab) + arg2->cost(temp_terms_map, is_matlab);
return cost(arg_cost, is_matlab);
}
int
BinaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) const
{
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<BinaryOpNode *>(this));
// For a temporary term, the cost is null
if (it != temporary_terms.end())
if (temporary_terms.find(const_cast<BinaryOpNode *>(this)) != temporary_terms.end())
return 0;
int cost = arg1->cost(temporary_terms, is_matlab);
cost += arg2->cost(temporary_terms, is_matlab);
int arg_cost = arg1->cost(temporary_terms, is_matlab) + arg2->cost(temporary_terms, is_matlab);
return cost(arg_cost, is_matlab);
}
int
BinaryOpNode::cost(int cost, bool is_matlab) const
{
if (is_matlab)
// Cost for Matlab files
switch (op_code)
@ -2763,7 +2809,7 @@ BinaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) con
return cost + 990;
case oPower:
case oPowerDeriv:
return cost + 1160;
return cost + (MIN_COST_MATLAB/2+1);
case oEqual:
return cost;
}
@ -2788,8 +2834,9 @@ BinaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) con
case oDivide:
return cost + 15;
case oPower:
case oPowerDeriv:
return cost + 520;
case oPowerDeriv:
return cost + (MIN_COST_C/2+1);;
case oEqual:
return cost;
}
@ -2798,29 +2845,29 @@ BinaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) con
}
void
BinaryOpNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
bool is_matlab) const
BinaryOpNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const
{
expr_t this2 = const_cast<BinaryOpNode *>(this);
map<expr_t, int>::iterator it = reference_count.find(this2);
map<expr_t, pair<int, NodeTreeReference > >::iterator it = reference_count.find(this2);
if (it == reference_count.end())
{
// If this node has never been encountered, set its ref count to one,
// and travel through its children
reference_count[this2] = 1;
arg1->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
arg2->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
reference_count[this2] = make_pair(1, tr);
arg1->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
arg2->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
}
else
{
/* If the node has already been encountered, increment its ref count
and declare it as a temporary term if it is too costly (except if it is
an equal node: we don't want them as temporary terms) */
reference_count[this2]++;
if (reference_count[this2] * cost(temporary_terms, is_matlab) > MIN_COST(is_matlab)
reference_count[this2] = make_pair(it->second.first + 1, it->second.second);;
if (reference_count[this2].first * cost(temp_terms_map, is_matlab) > MIN_COST(is_matlab)
&& op_code != oEqual)
temporary_terms.insert(this2);
temp_terms_map[reference_count[this2].second].insert(this2);
}
}
@ -3906,18 +3953,39 @@ TrinaryOpNode::precedence(ExprNodeOutputType output_type, const temporary_terms_
exit(EXIT_FAILURE);
}
int
TrinaryOpNode::cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const
{
// For a temporary term, the cost is null
for (map<NodeTreeReference, temporary_terms_t>::const_iterator it = temp_terms_map.begin();
it != temp_terms_map.end(); it++)
if (it->second.find(const_cast<TrinaryOpNode *>(this)) != it->second.end())
return 0;
int arg_cost = arg1->cost(temp_terms_map, is_matlab)
+ arg2->cost(temp_terms_map, is_matlab)
+ arg3->cost(temp_terms_map, is_matlab);
return cost(arg_cost, is_matlab);
}
int
TrinaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) const
{
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<TrinaryOpNode *>(this));
// For a temporary term, the cost is null
if (it != temporary_terms.end())
if (temporary_terms.find(const_cast<TrinaryOpNode *>(this)) != temporary_terms.end())
return 0;
int cost = arg1->cost(temporary_terms, is_matlab);
cost += arg2->cost(temporary_terms, is_matlab);
cost += arg3->cost(temporary_terms, is_matlab);
int arg_cost = arg1->cost(temporary_terms, is_matlab)
+ arg2->cost(temporary_terms, is_matlab)
+ arg3->cost(temporary_terms, is_matlab);
return cost(arg_cost, is_matlab);
}
int
TrinaryOpNode::cost(int cost, bool is_matlab) const
{
if (is_matlab)
// Cost for Matlab files
switch (op_code)
@ -3939,28 +4007,28 @@ TrinaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) co
}
void
TrinaryOpNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
bool is_matlab) const
TrinaryOpNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const
{
expr_t this2 = const_cast<TrinaryOpNode *>(this);
map<expr_t, int>::iterator it = reference_count.find(this2);
map<expr_t, pair<int, NodeTreeReference > >::iterator it = reference_count.find(this2);
if (it == reference_count.end())
{
// If this node has never been encountered, set its ref count to one,
// and travel through its children
reference_count[this2] = 1;
arg1->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
arg2->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
arg3->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
reference_count[this2] = make_pair(1, tr);
arg1->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
arg2->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
arg3->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
}
else
{
// If the node has already been encountered, increment its ref count
// and declare it as a temporary term if it is too costly
reference_count[this2]++;
if (reference_count[this2] * cost(temporary_terms, is_matlab) > MIN_COST(is_matlab))
temporary_terms.insert(this2);
reference_count[this2] = make_pair(it->second.first + 1, it->second.second);;
if (reference_count[this2].first * cost(temp_terms_map, is_matlab) > MIN_COST(is_matlab))
temp_terms_map[reference_count[this2].second].insert(this2);
}
}
@ -4771,11 +4839,11 @@ ExternalFunctionNode::composeDerivatives(const vector<expr_t> &dargs)
}
void
ExternalFunctionNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
bool is_matlab) const
ExternalFunctionNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const
{
temporary_terms.insert(const_cast<ExternalFunctionNode *>(this));
temp_terms_map[tr].insert(const_cast<ExternalFunctionNode *>(this));
}
void
@ -5035,11 +5103,11 @@ FirstDerivExternalFunctionNode::FirstDerivExternalFunctionNode(DataTree &datatre
}
void
FirstDerivExternalFunctionNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
bool is_matlab) const
FirstDerivExternalFunctionNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const
{
temporary_terms.insert(const_cast<FirstDerivExternalFunctionNode *>(this));
temp_terms_map[tr].insert(const_cast<FirstDerivExternalFunctionNode *>(this));
}
void
@ -5352,11 +5420,11 @@ SecondDerivExternalFunctionNode::SecondDerivExternalFunctionNode(DataTree &datat
}
void
SecondDerivExternalFunctionNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
bool is_matlab) const
SecondDerivExternalFunctionNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const
{
temporary_terms.insert(const_cast<SecondDerivExternalFunctionNode *>(this));
temp_terms_map[tr].insert(const_cast<SecondDerivExternalFunctionNode *>(this));
}
void

42
preprocessor/ExprNode.hh
View File

@ -157,7 +157,9 @@ protected:
//! Cost of computing current node
/*! Nodes included in temporary_terms are considered having a null cost */
virtual int cost(int cost, bool is_matlab) const;
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
//! For creating equation cross references
struct EquationInfo
@ -193,7 +195,9 @@ public:
//! Fills temporary_terms set, using reference counts
/*! A node will be marked as a temporary term if it is referenced at least two times (i.e. has at least two parents), and has a computing cost (multiplied by reference count) greater to datatree.min_cost */
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
//! Writes output of node, using a Txxx notation for nodes in temporary_terms, and specifiying the set of already written external functions
/*!
@ -516,7 +520,7 @@ public:
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual bool containsExternalFunction() const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count,
virtual void computeTemporaryTerms(map<expr_t, int > &reference_count,
temporary_terms_t &temporary_terms,
map<expr_t, pair<int, int> > &first_occurence,
int Curr_block,
@ -574,13 +578,17 @@ private:
const int param1_symb_id, param2_symb_id;
const UnaryOpcode op_code;
virtual expr_t computeDerivative(int deriv_id);
virtual int cost(int cost, bool is_matlab) const;
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
//! Returns the derivative of this node if darg is the derivative of the argument
expr_t composeDerivatives(expr_t darg, int deriv_id);
public:
UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const expr_t arg_arg, int expectation_information_set_arg, int param1_symb_id_arg, int param2_symb_id_arg);
virtual void prepareForDerivation();
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
@ -649,7 +657,9 @@ private:
const expr_t arg1, arg2;
const BinaryOpcode op_code;
virtual expr_t computeDerivative(int deriv_id);
virtual int cost(int cost, bool is_matlab) const;
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
//! Returns the derivative of this node if darg1 and darg2 are the derivatives of the arguments
expr_t composeDerivatives(expr_t darg1, expr_t darg2);
const int powerDerivOrder;
@ -660,7 +670,9 @@ public:
BinaryOpcode op_code_arg, const expr_t arg2_arg, int powerDerivOrder);
virtual void prepareForDerivation();
virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
@ -748,7 +760,9 @@ private:
const expr_t arg1, arg2, arg3;
const TrinaryOpcode op_code;
virtual expr_t computeDerivative(int deriv_id);
virtual int cost(int cost, bool is_matlab) const;
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
//! Returns the derivative of this node if darg1, darg2 and darg3 are the derivatives of the arguments
expr_t composeDerivatives(expr_t darg1, expr_t darg2, expr_t darg3);
public:
@ -756,7 +770,9 @@ public:
TrinaryOpcode op_code_arg, const expr_t arg2_arg, const expr_t arg3_arg);
virtual void prepareForDerivation();
virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
@ -829,7 +845,9 @@ public:
AbstractExternalFunctionNode(DataTree &datatree_arg, int symb_id_arg,
const vector<expr_t> &arguments_arg);
virtual void prepareForDerivation();
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const = 0;
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const = 0;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const = 0;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
@ -890,7 +908,9 @@ private:
public:
ExternalFunctionNode(DataTree &datatree_arg, int symb_id_arg,
const vector<expr_t> &arguments_arg);
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
@ -922,7 +942,9 @@ public:
int top_level_symb_id_arg,
const vector<expr_t> &arguments_arg,
int inputIndex_arg);
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
map<expr_t, pair<int, int> > &first_occurence,
@ -959,7 +981,9 @@ public:
const vector<expr_t> &arguments_arg,
int inputIndex1_arg,
int inputIndex2_arg);
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
map<expr_t, pair<int, int> > &first_occurence,

87
preprocessor/ModelTree.cc
View File

@ -1189,24 +1189,50 @@ ModelTree::computeThirdDerivatives(const set<int> &vars)
void
ModelTree::computeTemporaryTerms(bool is_matlab)
{
map<expr_t, int> reference_count;
map<expr_t, pair<int, NodeTreeReference> > reference_count;
temporary_terms.clear();
temporary_terms_res.clear();
temporary_terms_g1.clear();
temporary_terms_g2.clear();
temporary_terms_g3.clear();
map<NodeTreeReference, temporary_terms_t> temp_terms_map;
temp_terms_map[eResiduals]=temporary_terms_res;
temp_terms_map[eFirstDeriv]=temporary_terms_g1;
temp_terms_map[eSecondDeriv]=temporary_terms_g2;
temp_terms_map[eThirdDeriv]=temporary_terms_g3;
for (vector<BinaryOpNode *>::iterator it = equations.begin();
it != equations.end(); it++)
(*it)->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
(*it)->computeTemporaryTerms(reference_count,
temp_terms_map,
is_matlab, eResiduals);
for (first_derivatives_t::iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
it->second->computeTemporaryTerms(reference_count,
temp_terms_map,
is_matlab, eFirstDeriv);
for (second_derivatives_t::iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
it->second->computeTemporaryTerms(reference_count,
temp_terms_map,
is_matlab, eSecondDeriv);
for (third_derivatives_t::iterator it = third_derivatives.begin();
it != third_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
it->second->computeTemporaryTerms(reference_count,
temp_terms_map,
is_matlab, eThirdDeriv);
for (map<NodeTreeReference, temporary_terms_t>::const_iterator it = temp_terms_map.begin();
it != temp_terms_map.end(); it++)
temporary_terms.insert(it->second.begin(), it->second.end());
temporary_terms_res = temp_terms_map[eResiduals];
temporary_terms_g1 = temp_terms_map[eFirstDeriv];
temporary_terms_g2 = temp_terms_map[eSecondDeriv];
temporary_terms_g3 = temp_terms_map[eThirdDeriv];
}
void
@ -1215,7 +1241,6 @@ ModelTree::writeTemporaryTerms(const temporary_terms_t &tt, ostream &output,
{
// Local var used to keep track of temp nodes already written
temporary_terms_t tt2;
for (temporary_terms_t::const_iterator it = tt.begin();
it != tt.end(); it++)
{
@ -1310,6 +1335,12 @@ ModelTree::writeModelLocalVariables(ostream &output, ExprNodeOutputType output_t
void
ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type) const
{
temporary_terms_t temp_terms;
if (IS_JULIA(output_type))
temp_terms = temporary_terms_res;
else
temp_terms = temporary_terms;
for (int eq = 0; eq < (int) equations.size(); eq++)
{
BinaryOpNode *eq_node = equations[eq];
@ -1331,13 +1362,13 @@ ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type)
if (IS_JULIA(output_type))
output << " @inbounds ";
output << "lhs =";
lhs->writeOutput(output, output_type, temporary_terms);
lhs->writeOutput(output, output_type, temp_terms);
output << ";" << endl;
if (IS_JULIA(output_type))
output << " @inbounds ";
output << "rhs =";
rhs->writeOutput(output, output_type, temporary_terms);
rhs->writeOutput(output, output_type, temp_terms);
output << ";" << endl;
if (IS_JULIA(output_type))
@ -1355,7 +1386,7 @@ ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type)
<< eq + ARRAY_SUBSCRIPT_OFFSET(output_type)
<< RIGHT_ARRAY_SUBSCRIPT(output_type)
<< " = ";
lhs->writeOutput(output, output_type, temporary_terms);
lhs->writeOutput(output, output_type, temp_terms);
output << ";" << endl;
}
}
@ -1677,28 +1708,54 @@ ModelTree::computeParamsDerivatives()
void
ModelTree::computeParamsDerivativesTemporaryTerms()
{
map<expr_t, int> reference_count;
map<expr_t, pair<int, NodeTreeReference > > reference_count;
params_derivs_temporary_terms.clear();
map<NodeTreeReference, temporary_terms_t> temp_terms_map;
temp_terms_map[eResidualsParamsDeriv]=params_derivs_temporary_terms_res;
temp_terms_map[eJacobianParamsDeriv]=params_derivs_temporary_terms_g1;
temp_terms_map[eResidualsParamsSecondDeriv]=params_derivs_temporary_terms_res2;
temp_terms_map[eJacobianParamsSecondDeriv]=params_derivs_temporary_terms_g12;
temp_terms_map[eHessianParamsDeriv]=params_derivs_temporary_terms_g2;
for (first_derivatives_t::iterator it = residuals_params_derivatives.begin();
it != residuals_params_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
it->second->computeTemporaryTerms(reference_count,
temp_terms_map,
true, eResidualsParamsDeriv);
for (second_derivatives_t::iterator it = jacobian_params_derivatives.begin();
it != jacobian_params_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
it->second->computeTemporaryTerms(reference_count,
temp_terms_map,
true, eJacobianParamsDeriv);
for (second_derivatives_t::const_iterator it = residuals_params_second_derivatives.begin();
it != residuals_params_second_derivatives.end(); ++it)
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
it->second->computeTemporaryTerms(reference_count,
temp_terms_map,
true, eResidualsParamsSecondDeriv);
for (third_derivatives_t::const_iterator it = jacobian_params_second_derivatives.begin();
it != jacobian_params_second_derivatives.end(); ++it)
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
it->second->computeTemporaryTerms(reference_count,
temp_terms_map,
true, eJacobianParamsSecondDeriv);
for (third_derivatives_t::const_iterator it = hessian_params_derivatives.begin();
it != hessian_params_derivatives.end(); ++it)
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
it->second->computeTemporaryTerms(reference_count,
temp_terms_map,
true, eHessianParamsDeriv);
for (map<NodeTreeReference, temporary_terms_t>::const_iterator it = temp_terms_map.begin();
it != temp_terms_map.end(); it++)
params_derivs_temporary_terms.insert(it->second.begin(), it->second.end());
params_derivs_temporary_terms_res = temp_terms_map[eResidualsParamsDeriv];
params_derivs_temporary_terms_g1 = temp_terms_map[eJacobianParamsDeriv];
params_derivs_temporary_terms_res2 = temp_terms_map[eResidualsParamsSecondDeriv];
params_derivs_temporary_terms_g12 = temp_terms_map[eJacobianParamsSecondDeriv];
params_derivs_temporary_terms_g2 = temp_terms_map[eHessianParamsDeriv];
}
bool ModelTree::isNonstationary(int symb_id) const

9
preprocessor/ModelTree.hh
View File

@ -137,9 +137,18 @@ protected:
//! Temporary terms for the static/dynamic file (those which will be noted Txxxx)
temporary_terms_t temporary_terms;
temporary_terms_t temporary_terms_res;
temporary_terms_t temporary_terms_g1;
temporary_terms_t temporary_terms_g2;
temporary_terms_t temporary_terms_g3;
//! Temporary terms for the file containing parameters derivatives
temporary_terms_t params_derivs_temporary_terms;
temporary_terms_t params_derivs_temporary_terms_res;
temporary_terms_t params_derivs_temporary_terms_g1;
temporary_terms_t params_derivs_temporary_terms_res2;
temporary_terms_t params_derivs_temporary_terms_g12;
temporary_terms_t params_derivs_temporary_terms_g2;
//! Trend variables and their growth factors

83
preprocessor/StaticModel.cc
View File

@ -1183,27 +1183,35 @@ StaticModel::writeStaticMFile(const string &func_name) const
void
StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) const
{
ostringstream model_output; // Used for storing model
ostringstream model_eq_output; // Used for storing model equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream model_local_vars_output; // Used for storing model local vars
ostringstream model_output; // Used for storing model
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream third_derivatives_output; // Used for storing third order derivatives equations
ostringstream for_sym;
ExprNodeOutputType output_type = (use_dll ? oCStaticModel :
julia ? oJuliaStaticModel : oMatlabStaticModel);
deriv_node_temp_terms_t tef_terms;
writeModelLocalVariables(model_output, output_type, tef_terms);
temporary_terms_t temp_term_union = temporary_terms_res;
writeTemporaryTerms(temporary_terms, model_output, output_type, tef_terms);
writeModelLocalVariables(model_local_vars_output, output_type, tef_terms);
writeModelEquations(model_eq_output, output_type);
writeTemporaryTerms(temporary_terms_res, model_output, output_type, tef_terms);
writeModelEquations(model_output, output_type);
int nrows = equations.size();
int JacobianColsNbr = symbol_table.endo_nbr();
int hessianColsNbr = JacobianColsNbr*JacobianColsNbr;
// Write Jacobian w.r. to endogenous only
temp_term_union.insert(temporary_terms_g1.begin(), temporary_terms_g1.end());
if (!first_derivatives.empty())
if (julia)
writeTemporaryTerms(temp_term_union, jacobian_output, output_type, tef_terms);
else
writeTemporaryTerms(temporary_terms_g1, jacobian_output, output_type, tef_terms);
for (first_derivatives_t::const_iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
@ -1213,12 +1221,18 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
jacobianHelper(jacobian_output, eq, symbol_table.getTypeSpecificID(symb_id), output_type);
jacobian_output << "=";
d1->writeOutput(jacobian_output, output_type, temporary_terms, tef_terms);
d1->writeOutput(jacobian_output, output_type, temp_term_union, tef_terms);
jacobian_output << ";" << endl;
}
int g2ncols = symbol_table.endo_nbr() * symbol_table.endo_nbr();
// Write Hessian w.r. to endogenous only (only if 2nd order derivatives have been computed)
temp_term_union.insert(temporary_terms_g2.begin(), temporary_terms_g2.end());
if (!second_derivatives.empty())
if (julia)
writeTemporaryTerms(temp_term_union, hessian_output, output_type, tef_terms);
else
writeTemporaryTerms(temporary_terms_g2, hessian_output, output_type, tef_terms);
int k = 0; // Keep the line of a 2nd derivative in v2
for (second_derivatives_t::const_iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
@ -1238,7 +1252,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
{
for_sym << "g2[" << eq + 1 << "," << col_nb + 1 << "]";
hessian_output << " @inbounds " << for_sym.str() << " = ";
d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
d2->writeOutput(hessian_output, output_type, temp_term_union, tef_terms);
hessian_output << endl;
}
else
@ -1251,7 +1265,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "=";
d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
d2->writeOutput(hessian_output, output_type, temp_term_union, tef_terms);
hessian_output << ";" << endl;
k++;
@ -1280,6 +1294,12 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
}
// Writing third derivatives
temp_term_union.insert(temporary_terms_g3.begin(), temporary_terms_g3.end());
if (!third_derivatives.empty())
if (julia)
writeTemporaryTerms(temp_term_union, third_derivatives_output, output_type, tef_terms);
else
writeTemporaryTerms(temporary_terms_g3, third_derivatives_output, output_type, tef_terms);
k = 0; // Keep the line of a 3rd derivative in v3
for (third_derivatives_t::const_iterator it = third_derivatives.begin();
it != third_derivatives.end(); it++)
@ -1302,7 +1322,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
{
for_sym << "g3[" << eq + 1 << "," << ref_col + 1 << "]";
third_derivatives_output << " @inbounds " << for_sym.str() << " = ";
d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
d3->writeOutput(third_derivatives_output, output_type, temp_term_union, tef_terms);
third_derivatives_output << endl;
}
else
@ -1315,7 +1335,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
sparseHelper(3, third_derivatives_output, k, 2, output_type);
third_derivatives_output << "=";
d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
d3->writeOutput(third_derivatives_output, output_type, temp_term_union, tef_terms);
third_derivatives_output << ";" << endl;
}
@ -1358,8 +1378,8 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
<< "%" << endl
<< "% Model equations" << endl
<< "%" << endl << endl
<< model_local_vars_output.str()
<< model_output.str()
<< model_eq_output.str()
<< "if ~isreal(residual)" << endl
<< " residual = real(residual)+imag(residual).^2;" << endl
<< "end" << endl
@ -1372,7 +1392,6 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
<< " if ~isreal(g1)" << endl
<< " g1 = real(g1)+2*imag(g1);" << endl
<< " end" << endl
<< "end" << endl
<< "if nargout >= 3," << endl
<< " %" << endl
<< " % Hessian matrix" << endl
@ -1385,7 +1404,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
<< " g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << equations.size() << "," << g2ncols << ");" << endl;
else
StaticOutput << " g2 = sparse([],[],[]," << equations.size() << "," << g2ncols << ");" << endl;
StaticOutput << "end" << endl;
// Initialize g3 matrix
StaticOutput << "if nargout >= 4," << endl
<< " %" << endl
@ -1399,6 +1418,9 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
<< " g3 = sparse(v3(:,1),v3(:,2),v3(:,3)," << nrows << "," << ncols << ");" << endl;
else // Either 3rd derivatives is all zero, or we didn't compute it
StaticOutput << " g3 = sparse([],[],[]," << nrows << "," << ncols << ");" << endl;
StaticOutput << "end" << endl
<< "end" << endl
<< "end" << endl;
}
else if (output_type == oCStaticModel)
{
@ -1407,32 +1429,29 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
<< " double lhs, rhs;" << endl
<< endl
<< " /* Residual equations */" << endl
<< model_local_vars_output.str()
<< model_output.str()
<< model_eq_output.str()
<< " /* Jacobian */" << endl
<< " if (g1 == NULL)" << endl
<< " return;" << endl
<< " else" << endl
<< " {" << endl
<< endl
<< jacobian_output.str()
<< " }" << endl;
<< endl;
if (second_derivatives.size())
StaticOutput << " /* Hessian for endogenous and exogenous variables */" << endl
<< " if (v2 == NULL)" << endl
<< " return;" << endl
<< " else" << endl
<< " {" << endl
<< endl
<< hessian_output.str()
<< " }" << endl;
<< endl;
if (third_derivatives.size())
StaticOutput << " /* Third derivatives for endogenous and exogenous variables */" << endl
<< " if (v3 == NULL)" << endl
<< " return;" << endl
<< " else" << endl
<< " {" << endl
<< third_derivatives_output.str()
<< " }" << endl;
<< " if (v3 == NULL)" << endl
<< " return;" << endl
<< endl
<< third_derivatives_output.str()
<< endl;
}
else
{
@ -1460,8 +1479,8 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
<< " #" << endl
<< " # Model equations" << endl
<< " #" << endl
<< model_local_vars_output.str()
<< model_output.str()
<< model_eq_output.str()
<< "if ~isreal(residual)" << endl
<< " residual = real(residual)+imag(residual).^2;" << endl
<< "end" << endl
@ -1479,7 +1498,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
<< ")" << endl
<< " fill!(g1, 0.0)" << endl
<< " static!(y, x, params, residual)" << endl
<< model_output.str()
<< model_local_vars_output.str()
<< " #" << endl
<< " # Jacobian matrix" << endl
<< " #" << endl
@ -1501,7 +1520,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
<< " @assert size(g2) == (" << equations.size() << ", " << g2ncols << ")" << endl
<< " static!(y, x, params, residual, g1)" << endl;
if (second_derivatives.size())
StaticOutput << model_output.str()
StaticOutput << model_local_vars_output.str()
<< " #" << endl
<< " # Hessian matrix" << endl
<< " #" << endl
@ -1524,7 +1543,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
<< " @assert size(g3) == (" << nrows << ", " << ncols << ")" << endl
<< " static!(y, x, params, residual, g1, g2)" << endl;
if (third_derivatives.size())
StaticOutput << model_output.str()
StaticOutput << model_local_vars_output.str()
<< " #" << endl
<< " # Third order derivatives" << endl
<< " #" << endl