update dynamic model to use multiple dispatch
Houtan Bastani
parent
f2cc9d3899
commit
252688cf4a
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@ -1578,13 +1578,10 @@ DynamicModel::writeDynamicJuliaFile(const string &basename) const
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output << "module " << basename << "Dynamic" << endl << endl
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<< "export getDynamicFunction" << endl << endl
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<< "function getDynamicFunction()" << endl
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<< " dynamic" << endl
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<< "end" << endl << endl
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<< "function dynamic(y, x, params, steady_state, it_)" << endl;
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<< " dynamic!" << endl
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<< "end" << endl << endl;
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writeDynamicModel(output, false, true);
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output << "(residual, g1, g2, g3)" << endl
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<< "end" << endl
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<< "end" << endl;
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output << "end" << endl;
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output.close();
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}
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@ -2113,7 +2110,8 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
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void
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DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia) const
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{
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ostringstream model_output; // Used for storing model equations
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ostringstream model_output; // Used for storing model
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ostringstream model_eq_output; // Used for storing model equations
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ostringstream jacobian_output; // Used for storing jacobian equations
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ostringstream hessian_output; // Used for storing Hessian equations
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ostringstream third_derivatives_output;
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@ -2126,7 +2124,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
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writeTemporaryTerms(temporary_terms, model_output, output_type, tef_terms);
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writeModelEquations(model_output, output_type);
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writeModelEquations(model_eq_output, output_type);
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int nrows = equations.size();
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int hessianColsNbr = dynJacobianColsNbr * dynJacobianColsNbr;
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@ -2249,7 +2247,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
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k += k2;
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}
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if (!use_dll && !julia)
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if (output_type == oMatlabDynamicModel)
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{
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DynamicOutput << "%" << endl
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<< "% Model equations" << endl
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@ -2257,6 +2255,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
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<< endl
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<< "residual = zeros(" << nrows << ", 1);" << endl
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<< model_output.str()
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<< model_eq_output.str()
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// Writing initialization instruction for matrix g1
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<< "if nargout >= 2," << endl
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<< " g1 = zeros(" << nrows << ", " << dynJacobianColsNbr << ");" << endl
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@ -2298,47 +2297,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
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DynamicOutput << "end" << endl;
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}
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else if(julia)
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{
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DynamicOutput << "#" << endl
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<< "# Model equations" << endl
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<< "#" << endl
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<< endl
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<< "residual = zeros(" << nrows << ", 1);" << endl
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<< model_output.str()
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<< "g1 = zeros(" << nrows << ", " << dynJacobianColsNbr << ");" << endl
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<< endl
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<< "#" << endl
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<< "# Jacobian matrix" << endl
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<< "#" << endl
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<< endl
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<< jacobian_output.str()
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<< endl
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<< "#" << endl
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<< "# Hessian matrix" << endl
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<< "#" << endl
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<< endl;
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if (second_derivatives.size())
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DynamicOutput << "v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl
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<< hessian_output.str()
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<< "g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << nrows << "," << hessianColsNbr << ");" << endl;
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else // Either hessian is all zero, or we didn't compute it
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DynamicOutput << "g2 = sparse([],[],[]," << nrows << "," << hessianColsNbr << ");" << endl;
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// Initialize g3 matrix
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DynamicOutput << "#" << endl
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<< "# Third order derivatives" << endl
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<< "#" << endl
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<< endl;
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int ncols = hessianColsNbr * dynJacobianColsNbr;
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if (third_derivatives.size())
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DynamicOutput << "v3 = zeros(" << NNZDerivatives[2] << ",3);" << endl
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<< third_derivatives_output.str()
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<< "g3 = sparse(v3(:,1),v3(:,2),v3(:,3)," << nrows << "," << ncols << ");" << endl;
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else // Either 3rd derivatives is all zero, or we didn't compute it
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DynamicOutput << "g3 = sparse([],[],[]," << nrows << "," << ncols << ");" << endl;
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}
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else
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else if (output_type == oCDynamicModel)
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{
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DynamicOutput << "void Dynamic(double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
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<< "{" << endl
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@ -2346,6 +2305,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
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<< endl
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<< " /* Residual equations */" << endl
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<< model_output.str()
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<< model_eq_output.str()
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<< " /* Jacobian */" << endl
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<< " if (g1 == NULL)" << endl
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<< " return;" << endl
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@ -2374,6 +2334,55 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
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DynamicOutput << "}" << endl << endl;
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}
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else
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{
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DynamicOutput << "function dynamic!(y, x, params, steady_state, it_, residual)" << endl
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<< "#" << endl
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<< "# Model equations" << endl
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<< "#" << endl
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<< "residual = zeros(" << nrows << ", 1);" << endl
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<< model_output.str()
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<< model_eq_output.str()
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<< "end" << endl << endl
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<< "function dynamic!(y, x, params, steady_state, it_, residual, g1)" << endl
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<< " dynamic!(y, x, params, steady_state, it_, residual)" << endl
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<< model_output.str()
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<< " g1 = zeros(" << nrows << ", " << dynJacobianColsNbr << ");" << endl
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<< " #" << endl
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<< " # Jacobian matrix" << endl
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<< " #" << endl
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<< jacobian_output.str()
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<< "end" << endl << endl
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<< "function dynamic!(y, x, params, steady_state, it_, residual, g1, g2)" << endl
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<< " dynamic!(y, x, params, steady_state, it_, residual, g1)" << endl
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<< " #" << endl
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<< " # Hessian matrix" << endl
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<< " #" << endl;
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if (second_derivatives.size())
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DynamicOutput << model_output.str()
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<< " v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl
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<< hessian_output.str()
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<< " g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << nrows << "," << hessianColsNbr << ");" << endl;
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else // Either hessian is all zero, or we didn't compute it
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DynamicOutput << " g2 = sparse([],[],[]," << nrows << "," << hessianColsNbr << ");" << endl;
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// Initialize g3 matrix
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DynamicOutput << "end" << endl << endl
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<< "function dynamic!(y, x, params, steady_state, it_, residual, g1, g2, g3)" << endl
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<< " dynamic!(y, x, params, steady_state, it_, residual, g1, g2)" << endl
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<< " #" << endl
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<< " # Third order derivatives" << endl
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<< " #" << endl;
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int ncols = hessianColsNbr * dynJacobianColsNbr;
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if (third_derivatives.size())
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DynamicOutput << model_output.str()
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<< " v3 = zeros(" << NNZDerivatives[2] << ",3);" << endl
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<< third_derivatives_output.str()
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<< " g3 = sparse(v3(:,1),v3(:,2),v3(:,3)," << nrows << "," << ncols << ");" << endl;
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else // Either 3rd derivatives is all zero, or we didn't compute it
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DynamicOutput << " g3 = sparse([],[],[]," << nrows << "," << ncols << ");" << endl;
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DynamicOutput << "end" << endl;
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}
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}
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void
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