update static model to use multiple dispatch
Houtan Bastani
parent
252688cf4a
commit
2e7e9bc8f0
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@ -1183,7 +1183,8 @@ StaticModel::writeStaticMFile(const string &func_name) const
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void
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StaticModel::writeStaticModel(ostream &StaticOutput, 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; // Used for storing third order derivatives equations
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@ -1195,7 +1196,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
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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 JacobianColsNbr = symbol_table.endo_nbr();
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@ -1321,13 +1322,14 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
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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 == oMatlabStaticModel)
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{
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StaticOutput << "residual = zeros( " << equations.size() << ", 1);" << endl << endl
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<< "%" << endl
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<< "% Model equations" << endl
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<< "%" << endl << endl
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<< model_output.str()
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<< model_eq_output.str()
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<< "if ~isreal(residual)" << endl
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<< " residual = real(residual)+imag(residual).^2;" << endl
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<< "end" << endl
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@ -1368,52 +1370,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
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else // Either 3rd derivatives is all zero, or we didn't compute it
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StaticOutput << " g3 = sparse([],[],[]," << nrows << "," << ncols << ");" << endl;
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}
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else if (julia)
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{
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StaticOutput << "residual = zeros( " << equations.size() << ", 1)" << endl << endl
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<< "#" << endl
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<< "# Model equations" << endl
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<< "#" << endl << endl
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<< model_output.str()
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<< "if ~isreal(residual)" << endl
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<< " residual = real(residual)+imag(residual).^2;" << endl
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<< "end" << endl
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<< "g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ");"
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<< endl << endl
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<< "#" << endl
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<< "# Jacobian matrix" << endl
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<< "#" << endl << endl
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<< jacobian_output.str()
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<< "if ~isreal(g1)" << endl
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<< " g1 = real(g1)+2*imag(g1);" << endl
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<< "end" << 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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StaticOutput << "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)," << equations.size() << ","
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<< g2ncols << ");" << endl;
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else
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StaticOutput << "g2 = sparse([],[],[]," << equations.size() << "," << g2ncols << ");" << endl;
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// Initialize g3 matrix
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StaticOutput << "#" << endl
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<< "# Third order derivatives" << endl
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<< "#" << endl;
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int ncols = hessianColsNbr * JacobianColsNbr;
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if (third_derivatives.size())
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StaticOutput << "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 << ");"
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<< endl;
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else // Either 3rd derivatives is all zero, or we didn't compute it
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StaticOutput << "g3 = sparse([],[],[]," << nrows << "," << ncols << ");" << endl;
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}
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else if (use_dll)
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else if (output_type == oCStaticModel)
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{
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StaticOutput << "void Static(double *y, double *x, int nb_row_x, double *params, double *residual, double *g1, double *v2)" << endl
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<< "{" << endl
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@ -1421,6 +1378,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
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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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@ -1446,6 +1404,65 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
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<< third_derivatives_output.str()
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<< " }" << endl;
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}
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else
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{
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StaticOutput << "function static!(y, x, params, residual)" << endl
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<< "residual = zeros( " << equations.size() << ", 1)" << endl
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<< "#" << endl
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<< "# Model equations" << endl
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<< "#" << endl
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<< model_output.str()
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<< model_eq_output.str()
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<< "if ~isreal(residual)" << endl
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<< " residual = real(residual)+imag(residual).^2;" << endl
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<< "end" << endl
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<< "end" << endl << endl
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<< "function static!(y, x, params, residual, g1)" << endl
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<< " static!(y, x, params, residual)" << endl
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<< model_output.str()
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<< " g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ");" << endl
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<< " #" << endl
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<< " # Jacobian matrix" << endl
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<< " #" << endl << endl
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<< jacobian_output.str()
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<< " if ~isreal(g1)" << endl
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<< " g1 = real(g1)+2*imag(g1);" << endl
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<< " end" << endl
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<< "end" << endl << endl
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<< "function static!(y, x, params, residual, g1, g2)" << endl
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<< " static!(y, x, params, 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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StaticOutput << 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)," << equations.size() << ","
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<< g2ncols << ");" << endl;
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else
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StaticOutput << " g2 = sparse([],[],[]," << equations.size() << "," << g2ncols << ");" << endl;
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// Initialize g3 matrix
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StaticOutput << "end" << endl << endl
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<< "function static!(y, x, params, residual, g1, g2, g3)" << endl
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<< " static!(y, x, params, 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 * JacobianColsNbr;
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if (third_derivatives.size())
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StaticOutput << 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 << ");"
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<< endl;
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else // Either 3rd derivatives is all zero, or we didn't compute it
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StaticOutput << " g3 = sparse([],[],[]," << nrows << "," << ncols << ");" << endl;
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StaticOutput << "end" << endl;
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}
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}
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void
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@ -1574,13 +1591,10 @@ StaticModel::writeStaticJuliaFile(const string &basename) const
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output << "module " << basename << "Static" << endl << endl
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<< "export getStaticFunction" << endl << endl
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<< "function getStaticFunction()" << endl
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<< " static" << endl
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<< "end" << endl << endl
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<< "function static(y, x, params)" << endl;
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<< " static!" << endl
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<< "end" << endl << endl;
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writeStaticModel(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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}
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void
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