Allow temporary terms to work with external functions
Houtan Bastani
parent
38640c4af8
commit
30ea396a08
|
|
@ -1,61 +0,0 @@
|
|||
function deriv = subscript_get(nargsout, func, args, varargin)
|
||||
% function deriv = subscript_get(nargsout, func, args, varargin)
|
||||
% returns the appropriate entry of the return argument from a user-defined function
|
||||
% which returns either the jacobian or hessian (or both)
|
||||
%
|
||||
% INPUTS
|
||||
% nargsout [int] integer indicating the number of the return argument containing the jac/hess
|
||||
% func [function handle] associated with the function
|
||||
% args [cell array] arguments provided to func
|
||||
% varargin [cell array] arguments showing the index (or indices) of the element to be returned
|
||||
%
|
||||
% OUTPUTS
|
||||
% deriv [double] the (element1,element2) entry of the hessian
|
||||
%
|
||||
% SPECIAL REQUIREMENTS
|
||||
% none
|
||||
|
||||
% Copyright (C) 2010 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare is free software: you can redistribute it and/or modify
|
||||
% it under the terms of the GNU General Public License as published by
|
||||
% the Free Software Foundation, either version 3 of the License, or
|
||||
% (at your option) any later version.
|
||||
%
|
||||
% Dynare is distributed in the hope that it will be useful,
|
||||
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
% GNU General Public License for more details.
|
||||
%
|
||||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
switch size(varargin,2)
|
||||
case 1 %first deriv
|
||||
switch nargsout
|
||||
case 1
|
||||
[outargs{1}] = func(args{:});
|
||||
deriv = outargs{1}(varargin{1});
|
||||
case 2
|
||||
[outargs{1} outargs{2}] = func(args{:});
|
||||
deriv = outargs{2}(varargin{1});
|
||||
otherwise
|
||||
error('Wrong number of output arguments (%d) passed to subscript_get().',nargsout);
|
||||
end
|
||||
case 2 %second deriv
|
||||
switch nargsout
|
||||
case 1
|
||||
[outargs{1}] = func(args{:});
|
||||
deriv = outargs{1}(varargin{1},varargin{2});
|
||||
case 3
|
||||
[outargs{1} outargs{2} outargs{3}] = func(args{:});
|
||||
deriv = outargs{3}(varargin{1},varargin{2});
|
||||
otherwise
|
||||
error('Wrong number of output arguments (%d) passed to subscript_get().',nargsout);
|
||||
end
|
||||
otherwise
|
||||
error('Wrong number of indices (%d) was passed to subscript_get().',size(varargin,2));
|
||||
end
|
||||
end
|
||||
|
|
@ -144,6 +144,21 @@ ExprNode::writeOutput(ostream &output)
|
|||
writeOutput(output, oMatlabOutsideModel, temporary_terms_type());
|
||||
}
|
||||
|
||||
void
|
||||
ExprNode::writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const
|
||||
{
|
||||
deriv_node_temp_terms_type tef_terms;
|
||||
writeOutput(output, output_type, temporary_terms, tef_terms);
|
||||
}
|
||||
|
||||
void
|
||||
ExprNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
// Nothing to do
|
||||
}
|
||||
|
||||
VariableNode *
|
||||
ExprNode::createEndoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
|
||||
{
|
||||
|
|
@ -247,7 +262,8 @@ NumConstNode::collectTemporary_terms(const temporary_terms_type &temporary_terms
|
|||
|
||||
void
|
||||
NumConstNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms) const
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
temporary_terms_type::const_iterator it = temporary_terms.find(const_cast<NumConstNode *>(this));
|
||||
if (it != temporary_terms.end())
|
||||
|
|
@ -433,7 +449,8 @@ VariableNode::collectTemporary_terms(const temporary_terms_type &temporary_terms
|
|||
|
||||
void
|
||||
VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms) const
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
// If node is a temporary term
|
||||
temporary_terms_type::const_iterator it = temporary_terms.find(const_cast<VariableNode *>(this));
|
||||
|
|
@ -1234,7 +1251,8 @@ UnaryOpNode::collectTemporary_terms(const temporary_terms_type &temporary_terms,
|
|||
|
||||
void
|
||||
UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms) const
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
// If node is a temporary term
|
||||
temporary_terms_type::const_iterator it = temporary_terms.find(const_cast<UnaryOpNode *>(this));
|
||||
|
|
@ -1359,6 +1377,14 @@ UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
|||
output << RIGHT_PAR(output_type);
|
||||
}
|
||||
|
||||
void
|
||||
UnaryOpNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
arg->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
|
||||
}
|
||||
|
||||
double
|
||||
UnaryOpNode::eval_opcode(UnaryOpcode op_code, double v) throw (EvalException)
|
||||
{
|
||||
|
|
@ -2126,9 +2152,17 @@ BinaryOpNode::collectTemporary_terms(const temporary_terms_type &temporary_terms
|
|||
}
|
||||
}
|
||||
|
||||
void
|
||||
BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const
|
||||
{
|
||||
deriv_node_temp_terms_type tef_terms;
|
||||
writeOutput(output, output_type, temporary_terms, tef_terms);
|
||||
}
|
||||
|
||||
void
|
||||
BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms) const
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
// If current node is a temporary term
|
||||
temporary_terms_type::const_iterator it = temporary_terms.find(const_cast<BinaryOpNode *>(this));
|
||||
|
|
@ -2286,6 +2320,15 @@ BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
|||
output << RIGHT_PAR(output_type);
|
||||
}
|
||||
|
||||
void
|
||||
BinaryOpNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
arg1->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
|
||||
arg2->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
|
||||
}
|
||||
|
||||
void
|
||||
BinaryOpNode::collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const
|
||||
{
|
||||
|
|
@ -3005,7 +3048,8 @@ TrinaryOpNode::collectTemporary_terms(const temporary_terms_type &temporary_term
|
|||
|
||||
void
|
||||
TrinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms) const
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
// If current node is a temporary term
|
||||
temporary_terms_type::const_iterator it = temporary_terms.find(const_cast<TrinaryOpNode *>(this));
|
||||
|
|
@ -3043,6 +3087,16 @@ TrinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
|||
}
|
||||
}
|
||||
|
||||
void
|
||||
TrinaryOpNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
arg1->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
|
||||
arg2->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
|
||||
arg3->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
|
||||
}
|
||||
|
||||
void
|
||||
TrinaryOpNode::collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const
|
||||
{
|
||||
|
|
@ -3242,22 +3296,81 @@ ExternalFunctionNode::computeTemporaryTerms(map<NodeID, int> &reference_count,
|
|||
temporary_terms_type &temporary_terms,
|
||||
bool is_matlab) const
|
||||
{
|
||||
temporary_terms.insert(const_cast<ExternalFunctionNode *>(this));
|
||||
}
|
||||
|
||||
void
|
||||
ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms) const
|
||||
ExternalFunctionNode::writeExternalFunctionArguments(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
output << datatree.symbol_table.getName(symb_id) << "(";
|
||||
for (vector<NodeID>::const_iterator it = arguments.begin();
|
||||
it != arguments.end(); it++)
|
||||
{
|
||||
if (it != arguments.begin())
|
||||
output << ",";
|
||||
|
||||
(*it)->writeOutput(output, output_type, temporary_terms);
|
||||
(*it)->writeOutput(output, output_type, temporary_terms, tef_terms);
|
||||
}
|
||||
}
|
||||
|
||||
void
|
||||
ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
if (output_type == oMatlabOutsideModel)
|
||||
{
|
||||
output << datatree.symbol_table.getName(symb_id) << "(";
|
||||
writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
|
||||
output << ")";
|
||||
return;
|
||||
}
|
||||
|
||||
temporary_terms_type::const_iterator it = temporary_terms.find(const_cast<ExternalFunctionNode *>(this));
|
||||
if (it != temporary_terms.end())
|
||||
{
|
||||
if (output_type == oMatlabDynamicModelSparse)
|
||||
output << "T" << idx << "(it_)";
|
||||
else
|
||||
output << "T" << idx;
|
||||
return;
|
||||
}
|
||||
|
||||
output << "TEF_" << getIndxInTefTerms(symb_id, tef_terms);
|
||||
}
|
||||
|
||||
void
|
||||
ExternalFunctionNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
int first_deriv_symb_id = datatree.external_functions_table.getFirstDerivSymbID(symb_id);
|
||||
assert(first_deriv_symb_id != eExtFunSetButNoNameProvided);
|
||||
|
||||
for (vector<NodeID>::const_iterator it = arguments.begin();
|
||||
it != arguments.end(); it++)
|
||||
(*it)->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
|
||||
|
||||
if (!alreadyWrittenAsTefTerm(symb_id, tef_terms))
|
||||
{
|
||||
tef_terms[make_pair(symb_id, arguments)] = (int) tef_terms.size();
|
||||
int indx = getIndxInTefTerms(symb_id, tef_terms);
|
||||
int second_deriv_symb_id = datatree.external_functions_table.getSecondDerivSymbID(symb_id);
|
||||
assert(second_deriv_symb_id != eExtFunSetButNoNameProvided);
|
||||
|
||||
if (symb_id == first_deriv_symb_id &&
|
||||
symb_id == second_deriv_symb_id)
|
||||
output << "[TEF_" << indx << " TEFD_"<< indx << " TEFDD_"<< indx << "] = ";
|
||||
else if (symb_id == first_deriv_symb_id)
|
||||
output << "[TEF_" << indx << " TEFD_"<< indx << "] = ";
|
||||
else
|
||||
output << "TEF_" << indx << " = ";
|
||||
|
||||
output << datatree.symbol_table.getName(symb_id) << "(";
|
||||
writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
|
||||
output << ");" << endl;
|
||||
}
|
||||
output << ")";
|
||||
}
|
||||
|
||||
void
|
||||
|
|
@ -3423,6 +3536,24 @@ ExternalFunctionNode::buildSimilarExternalFunctionNode(vector<NodeID> &alt_args,
|
|||
return alt_datatree.AddExternalFunction(symb_id, alt_args);
|
||||
}
|
||||
|
||||
bool
|
||||
ExternalFunctionNode::alreadyWrittenAsTefTerm(int the_symb_id, deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
deriv_node_temp_terms_type::const_iterator it = tef_terms.find(make_pair(the_symb_id, arguments));
|
||||
if (it != tef_terms.end())
|
||||
return true;
|
||||
return false;
|
||||
}
|
||||
|
||||
int
|
||||
ExternalFunctionNode::getIndxInTefTerms(int the_symb_id, deriv_node_temp_terms_type &tef_terms) const throw (UnknownFunctionNameAndArgs)
|
||||
{
|
||||
deriv_node_temp_terms_type::const_iterator it = tef_terms.find(make_pair(the_symb_id, arguments));
|
||||
if (it != tef_terms.end())
|
||||
return it->second;
|
||||
throw UnknownFunctionNameAndArgs();
|
||||
}
|
||||
|
||||
FirstDerivExternalFunctionNode::FirstDerivExternalFunctionNode(DataTree &datatree_arg,
|
||||
int top_level_symb_id_arg,
|
||||
const vector<NodeID> &arguments_arg,
|
||||
|
|
@ -3434,6 +3565,26 @@ FirstDerivExternalFunctionNode::FirstDerivExternalFunctionNode(DataTree &datatre
|
|||
datatree.first_deriv_external_function_node_map[make_pair(make_pair(arguments,inputIndex),symb_id)] = this;
|
||||
}
|
||||
|
||||
void
|
||||
FirstDerivExternalFunctionNode::computeTemporaryTerms(map<NodeID, int> &reference_count,
|
||||
temporary_terms_type &temporary_terms,
|
||||
bool is_matlab) const
|
||||
{
|
||||
temporary_terms.insert(const_cast<FirstDerivExternalFunctionNode *>(this));
|
||||
}
|
||||
|
||||
void
|
||||
FirstDerivExternalFunctionNode::computeTemporaryTerms(map<NodeID, int> &reference_count,
|
||||
temporary_terms_type &temporary_terms,
|
||||
map<NodeID, pair<int, int> > &first_occurence,
|
||||
int Curr_block,
|
||||
vector< vector<temporary_terms_type> > &v_temporary_terms,
|
||||
int equation) const
|
||||
{
|
||||
cerr << "FirstDerivExternalFunctionNode::computeTemporaryTerms: not implemented" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
|
||||
NodeID
|
||||
FirstDerivExternalFunctionNode::composeDerivatives(const vector<NodeID> &dargs)
|
||||
{
|
||||
|
|
@ -3442,7 +3593,6 @@ FirstDerivExternalFunctionNode::composeDerivatives(const vector<NodeID> &dargs)
|
|||
if (dargs.at(i) != 0)
|
||||
dNodes.push_back(datatree.AddTimes(dargs.at(i),
|
||||
datatree.AddSecondDerivExternalFunctionNode(symb_id, arguments, inputIndex, i+1)));
|
||||
|
||||
NodeID theDeriv = datatree.Zero;
|
||||
for (vector<NodeID>::const_iterator it = dNodes.begin(); it != dNodes.end(); it++)
|
||||
theDeriv = datatree.AddPlus(theDeriv, *it);
|
||||
|
|
@ -3451,40 +3601,63 @@ FirstDerivExternalFunctionNode::composeDerivatives(const vector<NodeID> &dargs)
|
|||
|
||||
void
|
||||
FirstDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms) const
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
int first_deriv_symb_id = datatree.external_functions_table.getFirstDerivSymbID(symb_id);
|
||||
switch (first_deriv_symb_id)
|
||||
assert(output_type != oMatlabOutsideModel);
|
||||
|
||||
// If current node is a temporary term
|
||||
temporary_terms_type::const_iterator it = temporary_terms.find(const_cast<FirstDerivExternalFunctionNode *>(this));
|
||||
if (it != temporary_terms.end())
|
||||
{
|
||||
case eExtFunSetButNoNameProvided:
|
||||
cerr << "ERROR in: FirstDerivExternalFunctionNode::writeOutput(). Please inform Dynare Team." << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
case eExtFunNotSet:
|
||||
output << "jacob_element(@" << datatree.symbol_table.getName(symb_id) << ","
|
||||
<< inputIndex << ",{";
|
||||
break;
|
||||
default:
|
||||
int numOutArgs;
|
||||
if (first_deriv_symb_id==symb_id)
|
||||
numOutArgs = 2; // means that the external function also returns at least the first derivative
|
||||
if (output_type == oMatlabDynamicModelSparse)
|
||||
output << "T" << idx << "(it_)";
|
||||
else
|
||||
numOutArgs = 1; // means that there is a function that returns only the second derivative
|
||||
output << "subscript_get(" << numOutArgs << ",@" << datatree.symbol_table.getName(first_deriv_symb_id) << ",{";
|
||||
output << "T" << idx;
|
||||
return;
|
||||
}
|
||||
|
||||
for (vector<NodeID>::const_iterator it = arguments.begin();
|
||||
it != arguments.end(); it++)
|
||||
int first_deriv_symb_id = datatree.external_functions_table.getFirstDerivSymbID(symb_id);
|
||||
assert(first_deriv_symb_id != eExtFunSetButNoNameProvided);
|
||||
|
||||
if (first_deriv_symb_id == symb_id)
|
||||
output << "TEFD_" << getIndxInTefTerms(symb_id, tef_terms) << "(" << inputIndex << ")";
|
||||
else if (first_deriv_symb_id == eExtFunNotSet)
|
||||
output << "TEFD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex;
|
||||
else
|
||||
output << "TEFD_def_" << getIndxInTefTerms(first_deriv_symb_id, tef_terms)
|
||||
<< "(" << inputIndex << ")";
|
||||
}
|
||||
|
||||
void
|
||||
FirstDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
assert(output_type != oMatlabOutsideModel);
|
||||
int first_deriv_symb_id = datatree.external_functions_table.getFirstDerivSymbID(symb_id);
|
||||
assert(first_deriv_symb_id != eExtFunSetButNoNameProvided);
|
||||
|
||||
if (!alreadyWrittenAsTefTerm(first_deriv_symb_id, tef_terms))
|
||||
{
|
||||
if (it != arguments.begin())
|
||||
output << ",";
|
||||
if (first_deriv_symb_id == symb_id)
|
||||
return;
|
||||
else if (first_deriv_symb_id == eExtFunNotSet)
|
||||
output << "TEFD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex << " = jacob_element(@"
|
||||
<< datatree.symbol_table.getName(symb_id) << "," << inputIndex << ",{";
|
||||
else
|
||||
{
|
||||
tef_terms[make_pair(first_deriv_symb_id, arguments)] = (int) tef_terms.size();
|
||||
output << "TEFD_def_" << getIndxInTefTerms(first_deriv_symb_id, tef_terms)
|
||||
<< " = " << datatree.symbol_table.getName(first_deriv_symb_id) << "(";
|
||||
}
|
||||
|
||||
(*it)->writeOutput(output, output_type, temporary_terms);
|
||||
writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
|
||||
|
||||
if (first_deriv_symb_id == eExtFunNotSet)
|
||||
output << "}";
|
||||
output << ");" << endl;
|
||||
}
|
||||
|
||||
output << "}";
|
||||
if (first_deriv_symb_id!=eExtFunNotSet)
|
||||
output << "," << inputIndex;
|
||||
output << ")";
|
||||
}
|
||||
|
||||
SecondDerivExternalFunctionNode::SecondDerivExternalFunctionNode(DataTree &datatree_arg,
|
||||
|
|
@ -3500,6 +3673,26 @@ SecondDerivExternalFunctionNode::SecondDerivExternalFunctionNode(DataTree &datat
|
|||
datatree.second_deriv_external_function_node_map[make_pair(make_pair(arguments,make_pair(inputIndex1,inputIndex2)),symb_id)] = this;
|
||||
}
|
||||
|
||||
void
|
||||
SecondDerivExternalFunctionNode::computeTemporaryTerms(map<NodeID, int> &reference_count,
|
||||
temporary_terms_type &temporary_terms,
|
||||
bool is_matlab) const
|
||||
{
|
||||
temporary_terms.insert(const_cast<SecondDerivExternalFunctionNode *>(this));
|
||||
}
|
||||
|
||||
void
|
||||
SecondDerivExternalFunctionNode::computeTemporaryTerms(map<NodeID, int> &reference_count,
|
||||
temporary_terms_type &temporary_terms,
|
||||
map<NodeID, pair<int, int> > &first_occurence,
|
||||
int Curr_block,
|
||||
vector< vector<temporary_terms_type> > &v_temporary_terms,
|
||||
int equation) const
|
||||
{
|
||||
cerr << "SecondDerivExternalFunctionNode::computeTemporaryTerms: not implemented" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
|
||||
NodeID
|
||||
SecondDerivExternalFunctionNode::computeDerivative(int deriv_id)
|
||||
{
|
||||
|
|
@ -3509,37 +3702,62 @@ SecondDerivExternalFunctionNode::computeDerivative(int deriv_id)
|
|||
|
||||
void
|
||||
SecondDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms) const
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
int second_deriv_symb_id = datatree.external_functions_table.getSecondDerivSymbID(symb_id);
|
||||
switch (second_deriv_symb_id)
|
||||
assert(output_type != oMatlabOutsideModel);
|
||||
|
||||
// If current node is a temporary term
|
||||
temporary_terms_type::const_iterator it = temporary_terms.find(const_cast<SecondDerivExternalFunctionNode *>(this));
|
||||
if (it != temporary_terms.end())
|
||||
{
|
||||
case eExtFunSetButNoNameProvided:
|
||||
cerr << "ERROR in: FirstDerivExternalFunctionNode::writeOutput(). Please inform Dynare Team." << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
case eExtFunNotSet:
|
||||
output << "hess_element(@" << datatree.symbol_table.getName(symb_id) << ","
|
||||
<< inputIndex1 << "," << inputIndex2 << ",{";
|
||||
break;
|
||||
default:
|
||||
int numOutArgs;
|
||||
if (second_deriv_symb_id==symb_id)
|
||||
numOutArgs = 3; // means that the external function also returns the first and second derivatives
|
||||
if (output_type == oMatlabDynamicModelSparse)
|
||||
output << "T" << idx << "(it_)";
|
||||
else
|
||||
numOutArgs = 1; // means that there is a function that returns only the second derivative
|
||||
output << "subscript_get(" << numOutArgs << ",@" << datatree.symbol_table.getName(second_deriv_symb_id) << ",{";
|
||||
output << "T" << idx;
|
||||
return;
|
||||
}
|
||||
|
||||
for (vector<NodeID>::const_iterator it = arguments.begin();
|
||||
it != arguments.end(); it++)
|
||||
{
|
||||
if (it != arguments.begin())
|
||||
output << ",";
|
||||
(*it)->writeOutput(output, output_type, temporary_terms);
|
||||
}
|
||||
int second_deriv_symb_id = datatree.external_functions_table.getSecondDerivSymbID(symb_id);
|
||||
assert(second_deriv_symb_id != eExtFunSetButNoNameProvided);
|
||||
|
||||
output << "}";
|
||||
if (second_deriv_symb_id!=eExtFunNotSet)
|
||||
output << "," << inputIndex1 << "," << inputIndex2;
|
||||
output << ")";
|
||||
if (second_deriv_symb_id == symb_id)
|
||||
output << "TEFDD_" << getIndxInTefTerms(symb_id, tef_terms) << "(" << inputIndex1 << "," << inputIndex2 << ")";
|
||||
else if (second_deriv_symb_id == eExtFunNotSet)
|
||||
output << "TEFDD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex1 << "_" << inputIndex2;
|
||||
else
|
||||
output << "TEFDD_def_" << getIndxInTefTerms(second_deriv_symb_id, tef_terms)
|
||||
<< "(" << inputIndex1 << "," << inputIndex2 << ")";
|
||||
}
|
||||
|
||||
void
|
||||
SecondDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const
|
||||
{
|
||||
assert(output_type != oMatlabOutsideModel);
|
||||
int second_deriv_symb_id = datatree.external_functions_table.getSecondDerivSymbID(symb_id);
|
||||
assert(second_deriv_symb_id != eExtFunSetButNoNameProvided);
|
||||
|
||||
if (!alreadyWrittenAsTefTerm(second_deriv_symb_id, tef_terms))
|
||||
{
|
||||
if (second_deriv_symb_id == symb_id)
|
||||
return;
|
||||
else if (second_deriv_symb_id == eExtFunNotSet)
|
||||
output << "TEFDD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex1 << "_" << inputIndex2
|
||||
<< " = hess_element(@" << datatree.symbol_table.getName(symb_id) << ","
|
||||
<< inputIndex1 << "," << inputIndex2 << ",{";
|
||||
else
|
||||
{
|
||||
tef_terms[make_pair(second_deriv_symb_id, arguments)] = (int) tef_terms.size();
|
||||
output << "TEFDD_def_" << getIndxInTefTerms(second_deriv_symb_id, tef_terms)
|
||||
<< " = " << datatree.symbol_table.getName(second_deriv_symb_id) << "(";
|
||||
}
|
||||
|
||||
writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
|
||||
|
||||
if (second_deriv_symb_id == eExtFunNotSet)
|
||||
output << "}";
|
||||
output << ");" << endl;
|
||||
}
|
||||
}
|
||||
|
|
|
|||
|
|
@ -54,6 +54,9 @@ typedef map<int, int> map_idx_type;
|
|||
/*! The key is a symbol id. Lags are assumed to be null */
|
||||
typedef map<int, double> eval_context_type;
|
||||
|
||||
//! Type for tracking first/second derivative functions that have already been written as temporary terms
|
||||
typedef map<pair<int, vector<NodeID> >, int> deriv_node_temp_terms_type;
|
||||
|
||||
//! Possible types of output when writing ExprNode(s)
|
||||
enum ExprNodeOutputType
|
||||
{
|
||||
|
|
@ -170,11 +173,19 @@ public:
|
|||
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const;
|
||||
|
||||
//! Writes output of node, using a Txxx notation for nodes in temporary_terms
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const = 0;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, deriv_node_temp_terms_type &tef_terms) const = 0;
|
||||
|
||||
//! Writes output of node (with no temporary terms and with "outside model" output type)
|
||||
void writeOutput(ostream &output);
|
||||
|
||||
//! Overloads main writeOutput method to pass an empty value to the tef_terms argument
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
|
||||
|
||||
//! Writes the output for an external function, ensuring that the external function is called as few times as possible using temporary terms
|
||||
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const;
|
||||
|
||||
//! Computes the set of all variables of a given symbol type in the expression
|
||||
/*!
|
||||
Variables are stored as integer pairs of the form (symb_id, lag).
|
||||
|
|
@ -341,7 +352,7 @@ public:
|
|||
return id;
|
||||
};
|
||||
virtual void prepareForDerivation();
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, deriv_node_temp_terms_type &tef_terms) const;
|
||||
virtual void collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
||||
virtual void collectTemporary_terms(const temporary_terms_type &temporary_terms, temporary_terms_inuse_type &temporary_terms_inuse, int Curr_Block) const;
|
||||
virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
|
||||
|
|
@ -372,7 +383,7 @@ private:
|
|||
public:
|
||||
VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg);
|
||||
virtual void prepareForDerivation();
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, deriv_node_temp_terms_type &tef_terms) const;
|
||||
virtual void collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
||||
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count,
|
||||
temporary_terms_type &temporary_terms,
|
||||
|
|
@ -421,7 +432,10 @@ public:
|
|||
UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const NodeID arg_arg, const int expectation_information_set_arg, const string &expectation_information_set_name_arg);
|
||||
virtual void prepareForDerivation();
|
||||
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, deriv_node_temp_terms_type &tef_terms) const;
|
||||
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const;
|
||||
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count,
|
||||
temporary_terms_type &temporary_terms,
|
||||
map<NodeID, pair<int, int> > &first_occurence,
|
||||
|
|
@ -478,6 +492,10 @@ public:
|
|||
virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
|
||||
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, deriv_node_temp_terms_type &tef_terms) const;
|
||||
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const;
|
||||
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count,
|
||||
temporary_terms_type &temporary_terms,
|
||||
map<NodeID, pair<int, int> > &first_occurence,
|
||||
|
|
@ -541,7 +559,10 @@ public:
|
|||
virtual void prepareForDerivation();
|
||||
virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
|
||||
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, deriv_node_temp_terms_type &tef_terms) const;
|
||||
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const;
|
||||
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count,
|
||||
temporary_terms_type &temporary_terms,
|
||||
map<NodeID, pair<int, int> > &first_occurence,
|
||||
|
|
@ -576,14 +597,27 @@ private:
|
|||
virtual NodeID computeDerivative(int deriv_id);
|
||||
virtual NodeID composeDerivatives(const vector<NodeID> &dargs);
|
||||
protected:
|
||||
//! Thrown when trying to access an unknown entry in external_function_node_map
|
||||
class UnknownFunctionNameAndArgs
|
||||
{
|
||||
};
|
||||
const int symb_id;
|
||||
const vector<NodeID> arguments;
|
||||
//! Returns true if the given external function has been written as a temporary term
|
||||
bool alreadyWrittenAsTefTerm(int the_symb_id, deriv_node_temp_terms_type &tef_terms) const;
|
||||
//! Returns the index in the tef_terms map of this external function
|
||||
int getIndxInTefTerms(int the_symb_id, deriv_node_temp_terms_type &tef_terms) const throw (UnknownFunctionNameAndArgs);
|
||||
//! Helper function to write output arguments of any given external function
|
||||
void writeExternalFunctionArguments(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, deriv_node_temp_terms_type &tef_terms) const;
|
||||
public:
|
||||
ExternalFunctionNode(DataTree &datatree_arg, int symb_id_arg,
|
||||
const vector<NodeID> &arguments_arg);
|
||||
virtual void prepareForDerivation();
|
||||
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, deriv_node_temp_terms_type &tef_terms) const;
|
||||
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const;
|
||||
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count,
|
||||
temporary_terms_type &temporary_terms,
|
||||
map<NodeID, pair<int, int> > &first_occurence,
|
||||
|
|
@ -619,7 +653,17 @@ public:
|
|||
int top_level_symb_id_arg,
|
||||
const vector<NodeID> &arguments_arg,
|
||||
int inputIndex_arg);
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
|
||||
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const;
|
||||
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count,
|
||||
temporary_terms_type &temporary_terms,
|
||||
map<NodeID, pair<int, int> > &first_occurence,
|
||||
int Curr_block,
|
||||
vector< vector<temporary_terms_type> > &v_temporary_terms,
|
||||
int equation) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, deriv_node_temp_terms_type &tef_terms) const;
|
||||
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const;
|
||||
};
|
||||
|
||||
class SecondDerivExternalFunctionNode : public ExternalFunctionNode
|
||||
|
|
@ -634,7 +678,17 @@ public:
|
|||
const vector<NodeID> &arguments_arg,
|
||||
int inputIndex1_arg,
|
||||
int inputIndex2_arg);
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
|
||||
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const;
|
||||
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count,
|
||||
temporary_terms_type &temporary_terms,
|
||||
map<NodeID, pair<int, int> > &first_occurence,
|
||||
int Curr_block,
|
||||
vector< vector<temporary_terms_type> > &v_temporary_terms,
|
||||
int equation) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, deriv_node_temp_terms_type &tef_terms) const;
|
||||
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
const temporary_terms_type &temporary_terms,
|
||||
deriv_node_temp_terms_type &tef_terms) const;
|
||||
};
|
||||
|
||||
#endif
|
||||
|
|
|
|||
|
|
@ -992,6 +992,9 @@ ModelTree::writeTemporaryTerms(const temporary_terms_type &tt, ostream &output,
|
|||
// Local var used to keep track of temp nodes already written
|
||||
temporary_terms_type tt2;
|
||||
|
||||
// To store the functions that have already been written in the form TEF* = ext_fun();
|
||||
deriv_node_temp_terms_type tef_terms;
|
||||
|
||||
if (tt.size() > 0 && (IS_C(output_type)))
|
||||
output << "double" << endl;
|
||||
|
||||
|
|
@ -1001,10 +1004,13 @@ ModelTree::writeTemporaryTerms(const temporary_terms_type &tt, ostream &output,
|
|||
if (IS_C(output_type) && it != tt.begin())
|
||||
output << "," << endl;
|
||||
|
||||
(*it)->writeOutput(output, output_type, tt);
|
||||
if (dynamic_cast<ExternalFunctionNode *>(*it) != NULL)
|
||||
(*it)->writeExternalFunctionOutput(output, output_type, tt2, tef_terms);
|
||||
|
||||
(*it)->writeOutput(output, output_type, tt, tef_terms);
|
||||
output << " = ";
|
||||
|
||||
(*it)->writeOutput(output, output_type, tt2);
|
||||
(*it)->writeOutput(output, output_type, tt2, tef_terms);
|
||||
|
||||
// Insert current node into tt2
|
||||
tt2.insert(*it);
|
||||
|
|
|
|||
Loading…
Reference in New Issue