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Solves issues in deterministic simulation: 

- replaces maximum_endo_(lead|lag) by maximum_(lead|lag) to determine the maximum number of lead and lag in deterministic simulation
- allows to use bytecode in solve_perfect_foresight_model.m
- Adds model information in bytecode
time-shift
ferhat 2014-12-17 09:37:43 +01:00
parent eae9f688c5
commit 24b2993f50
7 changed files with 89 additions and 33 deletions
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6
matlab/make_y_.m
View File

@ -43,14 +43,14 @@ end
if isempty(M_.endo_histval)
if isempty(ys0_)
oo_.endo_simul = [oo_.steady_state*ones(1,M_.maximum_endo_lag+options_.periods+M_.maximum_endo_lead)];
oo_.endo_simul = [oo_.steady_state*ones(1,M_.maximum_lag+options_.periods+M_.maximum_lead)];
else
oo_.endo_simul = [ys0_*ones(1,M_.maximum_endo_lag) oo_.steady_state*ones(1,options_.periods+M_.maximum_endo_lead)];
oo_.endo_simul = [ys0_*ones(1,M_.maximum_lag) oo_.steady_state*ones(1,options_.periods+M_.maximum_lead)];
end
else
if ~isempty(ys0_)
error('histval and endval cannot be used simultaneously')
end
oo_.endo_simul = [M_.endo_histval ...
oo_.steady_state*ones(1,options_.periods+M_.maximum_endo_lead)];
oo_.steady_state*ones(1,options_.periods+M_.maximum_lead)];
end

4
matlab/perfect_foresight_solver.m
View File

@ -53,7 +53,7 @@ if isoctave && options_.stack_solve_algo == 2
end
if isempty(oo_.endo_simul) || any(size(oo_.endo_simul) ~= [ M_.endo_nbr, M_.maximum_endo_lag+options_.periods+M_.maximum_endo_lead ])
if isempty(oo_.endo_simul) || any(size(oo_.endo_simul) ~= [ M_.endo_nbr, M_.maximum_lag+options_.periods+M_.maximum_lead ])
error('PERFECT_FORESIGHT_SOLVER: ''oo_.endo_simul'' has wrong size. Did you run ''perfect_foresight_setup'' ?')
end
@ -91,7 +91,7 @@ else
exosim = oo_.exo_simul;
exoinit = repmat(oo_.exo_steady_state',M_.maximum_lag+options_.periods+M_.maximum_lead,1);
endosim = oo_.endo_simul;
endoinit = repmat(oo_.steady_state, 1,M_.maximum_endo_lag+options_.periods+M_.maximum_endo_lead);
endoinit = repmat(oo_.steady_state, 1,M_.maximum_lag+options_.periods+M_.maximum_lead);
current_weight = 0; % Current weight of target point in convex combination
step = 1;

5
matlab/solve_perfect_foresight_model.m
View File

@ -32,6 +32,11 @@ function [flag,endo_simul,err] = solve_perfect_foresight_model(endo_simul,exo_si
fprintf('\n') ;
end
if pfm.use_bytecode
[flag, endo_simul]=bytecode(Y, exo_simul, pfm.params);
return;
end
z = Y(find(pfm.lead_lag_incidence'));
[d1,jacobian] = model_dynamic(z,exo_simul,pfm.params,pfm.steady_state,2);

11
mex/sources/bytecode/Evaluate.cc
View File

@ -322,7 +322,10 @@ Evaluate::compute_block_time(const int Per_u_, const bool evaluate, /*const int
var = ((FLDV_ *) it_code->second)->get_pos();
lag = ((FLDV_ *) it_code->second)->get_lead_lag();
#ifdef DEBUG
mexPrintf("FLDV y[var=%d, lag=%d, it_=%d], y_size=%d evaluate=%d\n", var, lag, it_, y_size, evaluate);
if (evaluate)
mexPrintf("FLDV y[var=%d, lag=%d, it_=%d], y_size=%d evaluate=%d, ya[%d]=%f\n", var, lag, it_, y_size, evaluate, (it_+lag)*y_size+var, ya[(it_+lag)*y_size+var]);
else
mexPrintf("FLDV y[var=%d, lag=%d, it_=%d], y_size=%d evaluate=%d, y[%d]=%f\n", var, lag, it_, y_size, evaluate, (it_+lag)*y_size+var, y[(it_+lag)*y_size+var]);
#endif
if (evaluate)
Stack.push(ya[(it_+lag)*y_size+var]);
@ -336,8 +339,8 @@ Evaluate::compute_block_time(const int Per_u_, const bool evaluate, /*const int
var = ((FLDV_ *) it_code->second)->get_pos();
lag = ((FLDV_ *) it_code->second)->get_lead_lag();
#ifdef DEBUG
mexPrintf("FLDV x[var=%d, lag=%d, it_=%d], nb_row_x=%d evaluate=%d\n", var, lag, it_, nb_row_x, evaluate);
tmp_out << " x[" << it_+lag << ", " << var << "](" << x[it_+lag+var*nb_row_x] << ")";
mexPrintf("FLDV x[var=%d, lag=%d, it_=%d], nb_row_x=%d evaluate=%d x[%d]=%f\n", var, lag, it_, nb_row_x, evaluate, it_+lag+var*nb_row_x, x[it_+lag+var*nb_row_x]);
//tmp_out << " x[" << it_+lag << ", " << var << "](" << x[it_+lag+var*nb_row_x] << ")";
#endif
Stack.push(x[it_+lag+var*nb_row_x]);
break;
@ -837,7 +840,7 @@ Evaluate::compute_block_time(const int Per_u_, const bool evaluate, /*const int
case oLess:
Stack.push(double (v1 < v2));
#ifdef DEBUG
tmp_out << " |" << v1 << "<" << v2 << "|";
mexPrintf("v1=%f v2=%f v1 < v2 = %f\n",v1,v2,double(v1 < v2));
#endif
break;
case oGreater:

8
mex/sources/bytecode/Interpreter.cc
View File

@ -582,8 +582,8 @@ Interpreter::compute_blocks(string file_name, string bin_basename, bool evaluate
#ifdef DEBUG
mexPrintf("allocates jacobian_exo_block( %d, %d, mxREAL)\n", fb->get_size(), fb->get_exo_size());
#endif
jacobian_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_exo_size(), mxREAL));
jacobian_det_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_det_exo_size(), mxREAL));
jacobian_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_exo_jacob(), mxREAL));
jacobian_det_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_det_exo_jacob(), mxREAL));
jacobian_other_endo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_other_endo_jacob(), mxREAL));
}
if (block >= 0)
@ -598,8 +598,8 @@ Interpreter::compute_blocks(string file_name, string bin_basename, bool evaluate
else
{
#ifdef DEBUG
mexPrintf("endo in block=%d, type=%d, steady_state=%d, print_it=%d, Block_Count=%d, fb->get_is_linear()=%d, fb->get_endo_nbr()=%d, fb->get_Max_Lag()=%d, fb->get_Max_Lead()=%d, fb->get_u_count_int()=%d\n",
fb->get_size(), fb->get_type(), steady_state, print_it, Block_Count, fb->get_is_linear(), fb->get_endo_nbr(), fb->get_Max_Lag(), fb->get_Max_Lead(), fb->get_u_count_int());
mexPrintf("endo in Block_Count=%d, block=%d, type=%d, steady_state=%d, print_it=%d, Block_Count=%d, fb->get_is_linear()=%d, fb->get_endo_nbr()=%d, fb->get_Max_Lag()=%d, fb->get_Max_Lead()=%d, fb->get_u_count_int()=%d\n",
Block_Count, fb->get_size(), fb->get_type(), steady_state, print_it, Block_Count, fb->get_is_linear(), fb->get_endo_nbr(), fb->get_Max_Lag(), fb->get_Max_Lead(), fb->get_u_count_int());
#endif
result = simulate_a_block();
if (result == ERROR_ON_EXIT)

28
preprocessor/CodeInterpreter.hh
View File

@ -20,6 +20,8 @@
#ifndef _CODEINTERPRETER_HH
#define _CODEINTERPRETER_HH
//#define DEBUGL
#include <iostream>
#include <cstdlib>
#include <cstdio>
#include <fstream>
@ -1414,7 +1416,7 @@ private:
int u_count_int;
int nb_col_jacob;
unsigned int det_exo_size, exo_size, other_endo_size;
unsigned int nb_col_other_endo_jacob;
unsigned int nb_col_det_exo_jacob, nb_col_exo_jacob, nb_col_other_endo_jacob;
public:
inline
FBEGINBLOCK_()
@ -1426,7 +1428,7 @@ public:
FBEGINBLOCK_(unsigned int size_arg, BlockSimulationType type_arg, int unsigned first_element, int unsigned block_size,
const vector<int> &variable_arg, const vector<int> &equation_arg,
bool is_linear_arg, int endo_nbr_arg, int Max_Lag_arg, int Max_Lead_arg, int &u_count_int_arg, int nb_col_jacob_arg,
unsigned int det_exo_size_arg, unsigned int exo_size_arg, unsigned int other_endo_size_arg, unsigned int nb_col_other_endo_jacob_arg,
unsigned int det_exo_size_arg, unsigned int nb_col_det_exo_jacob_arg, unsigned int exo_size_arg, unsigned int nb_col_exo_jacob_arg, unsigned int other_endo_size_arg, unsigned int nb_col_other_endo_jacob_arg,
const vector<unsigned int> &det_exogenous_arg, const vector<unsigned int> &exogenous_arg, const vector<unsigned int> &other_endogenous_arg)
{
op_code = FBEGINBLOCK; size = size_arg; type = type_arg;
@ -1436,8 +1438,10 @@ public:
exogenous = vector<unsigned int>(exogenous_arg);
other_endogenous = vector<unsigned int>(other_endogenous_arg);
is_linear = is_linear_arg; endo_nbr = endo_nbr_arg; Max_Lag = Max_Lag_arg; Max_Lead = Max_Lead_arg; u_count_int = u_count_int_arg;
nb_col_jacob = nb_col_jacob_arg; det_exo_size = det_exo_size_arg; exo_size = exo_size_arg; other_endo_size = other_endo_size_arg;
nb_col_other_endo_jacob = nb_col_other_endo_jacob_arg;
nb_col_jacob = nb_col_jacob_arg;
det_exo_size = det_exo_size_arg; nb_col_det_exo_jacob = nb_col_det_exo_jacob_arg;
exo_size = exo_size_arg; nb_col_exo_jacob = nb_col_exo_jacob_arg;
other_endo_size = other_endo_size_arg; nb_col_other_endo_jacob = nb_col_other_endo_jacob_arg;
};
inline
FBEGINBLOCK_(unsigned int size_arg, BlockSimulationType type_arg, int unsigned first_element, int unsigned block_size,
@ -1450,7 +1454,7 @@ public:
is_linear = is_linear_arg; endo_nbr = endo_nbr_arg; Max_Lag = Max_Lag_arg; Max_Lead = Max_Lead_arg; u_count_int = u_count_int_arg;
nb_col_jacob = nb_col_jacob_arg;
det_exo_size = 0; exo_size = 0; other_endo_size = 0;
nb_col_other_endo_jacob = 0;
nb_col_det_exo_jacob = 0;nb_col_exo_jacob = 0;nb_col_other_endo_jacob = 0;
}
inline unsigned int
get_size()
@ -1503,11 +1507,21 @@ public:
return exo_size;
};
inline unsigned int
get_nb_col_exo_jacob()
{
return nb_col_exo_jacob;
};
inline unsigned int
get_det_exo_size()
{
return det_exo_size;
};
inline unsigned int
get_nb_col_det_exo_jacob()
{
return nb_col_det_exo_jacob;
};
inline unsigned int
get_other_endo_size()
{
return other_endo_size;
@ -1539,7 +1553,9 @@ public:
}
CompileCode.write(reinterpret_cast<char *>(&nb_col_jacob), sizeof(nb_col_jacob));
CompileCode.write(reinterpret_cast<char *>(&det_exo_size), sizeof(det_exo_size));
CompileCode.write(reinterpret_cast<char *>(&nb_col_det_exo_jacob), sizeof(nb_col_det_exo_jacob));
CompileCode.write(reinterpret_cast<char *>(&exo_size), sizeof(exo_size));
CompileCode.write(reinterpret_cast<char *>(&nb_col_exo_jacob), sizeof(nb_col_exo_jacob));
CompileCode.write(reinterpret_cast<char *>(&other_endo_size), sizeof(other_endo_size));
CompileCode.write(reinterpret_cast<char *>(&nb_col_other_endo_jacob), sizeof(nb_col_other_endo_jacob));
@ -1577,7 +1593,9 @@ public:
}
memcpy(&nb_col_jacob, code, sizeof(nb_col_jacob)); code += sizeof(nb_col_jacob);
memcpy(&det_exo_size, code, sizeof(det_exo_size)); code += sizeof(det_exo_size);
memcpy(&nb_col_det_exo_jacob, code, sizeof(nb_col_det_exo_jacob)); code += sizeof(nb_col_det_exo_jacob);
memcpy(&exo_size, code, sizeof(exo_size)); code += sizeof(exo_size);
memcpy(&nb_col_exo_jacob, code, sizeof(nb_col_exo_jacob)); code += sizeof(nb_col_exo_jacob);
memcpy(&other_endo_size, code, sizeof(other_endo_size)); code += sizeof(other_endo_size);
memcpy(&nb_col_other_endo_jacob, code, sizeof(nb_col_other_endo_jacob)); code += sizeof(nb_col_other_endo_jacob);

60
preprocessor/DynamicModel.cc
View File

@ -868,6 +868,7 @@ DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basen
prev_lag = -999999999;
int prev_type = -1;
int count_col_exo = 0;
int count_col_det_exo = 0;
for (map<pair< pair<int, int>, pair<int, int> >, expr_t>::const_iterator it = first_derivatives_reordered_exo.begin();
it != first_derivatives_reordered_exo.end(); it++)
@ -880,7 +881,10 @@ DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basen
prev_var = var;
prev_lag = lag;
prev_type = type;
count_col_exo++;
if (type == eExogenous)
count_col_exo++;
else if (type == eExogenousDet)
count_col_det_exo++;
}
}
@ -892,13 +896,15 @@ DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basen
equation_reordered,
false,
symbol_table.endo_nbr(),
0,
0,
max_endo_lag,
max_endo_lead,
u_count_int,
count_col_endo,
symbol_table.exo_det_nbr(),
count_col_det_exo,
symbol_table.exo_nbr(),
count_col_exo,
other_endo_size,
0,
0,
exo_det,
exo,
@ -1101,6 +1107,7 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
unsigned int block_exo_det_size = exo_det_block[block].size();
unsigned int block_other_endo_size = other_endo_block[block].size();
int block_max_lag = max_leadlag_block[block].first;
int block_max_lead = max_leadlag_block[block].second;
if (simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE
|| simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
@ -1135,19 +1142,40 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
count_col_endo++;
}
}
unsigned int count_col_det_exo = 0;
vector<unsigned int> exo_det;
for (lag_var_t::const_iterator it = exo_det_block[block].begin(); it != exo_det_block[block].end(); it++)
exo_det.push_back(it->first);
for (var_t::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
{
count_col_det_exo++;
if (find (exo_det.begin(), exo_det.end(), *it1) == exo_det.end())
exo_det.push_back(*it1);
}
unsigned int count_col_exo = 0;
vector<unsigned int> exo;
for (lag_var_t::const_iterator it = exo_block[block].begin(); it != exo_block[block].end(); it++)
exo.push_back(it->first);
for (var_t::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
{
count_col_exo++;
if (find (exo.begin(), exo.end(), *it1) == exo.end())
exo.push_back(*it1);
}
vector<unsigned int> other_endo;
unsigned int count_col_other_endo = 0;
for (lag_var_t::const_iterator it = other_endo_block[block].begin(); it != other_endo_block[block].end(); it++)
{
other_endo.push_back(it->first);
count_col_other_endo += it->second.size();
}
for (var_t::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
{
count_col_other_endo++;
if (find (exo_det.begin(), exo_det.end(), *it1) == exo_det.end())
{
//other_endo.push_back(it->first);
//count_col_other_endo += it->second.size();
other_endo.push_back(*it1);
}
}
FBEGINBLOCK_ fbeginblock(block_mfs,
simulation_type,
getBlockFirstEquation(block),
@ -1157,19 +1185,21 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
blocks_linear[block],
symbol_table.endo_nbr(),
block_max_lag,
block_max_lag,
block_max_lead,
u_count_int,
count_col_endo,
block_exo_det_size,
exo_det.size(),
count_col_det_exo,
exo.size(),
getBlockExoColSize(block),
block_other_endo_size,
other_endo.size(),
count_col_other_endo,
exo_det,
exo,
other_endo
);
fbeginblock.write(code_file, instruction_number);
// The equations
for (i = 0; i < (int) block_size; i++)
{
@ -1412,7 +1442,7 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
}
prev_var = -1;
prev_lag = -999999999;
int count_col_exo = 0;
count_col_exo = 0;
for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_exo_derivative.begin(); it != tmp_exo_derivative.end(); it++)
{
int lag = it->first.first;