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

matlab/make_y_.m

@@ -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

matlab/perfect_foresight_solver.m

@@ -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;

matlab/solve_perfect_foresight_model.m

@@ -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);
 

mex/sources/bytecode/Evaluate.cc

@@ -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);
+              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] << ")";
+              //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:

mex/sources/bytecode/Interpreter.cc

@@ -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_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_det_exo_size(), 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",
+                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",
-                          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());
+                          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)

preprocessor/CodeInterpreter.hh

@@ -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_jacob = nb_col_jacob_arg; 
-    nb_col_other_endo_jacob = nb_col_other_endo_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);
 

preprocessor/DynamicModel.cc

@@ -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,
+                           max_endo_lag,
-                           0,
+                           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++)
-        {
+        for (var_t::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
-          other_endo.push_back(it->first);
+          {
-          count_col_other_endo += it->second.size();
+            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;