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v4 parser: 

* added an embryonic checking pass after parsing
* modified the decision of which derivatives to compute:
  - if a simul statement is present, compute the jacobian vs endogenous variables only, and no hessian
  - if a stoch_simul/estimation/olr/osr statement is present, compute the jacobian vs all variables, plus the hessian
  - if the two previous conditions are simultaneously fulfilled, abort with an error
  - if none of these two conditions are fulfilled, abort with an error (nothing to compute)
* fixed a minor bug with the size of the jacobian matrix when computing it only vs endogenous variables


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1120 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2006-12-15 11:44:58 +00:00
parent 47ae595059
commit 73d3e17540
10 changed files with 113 additions and 42 deletions
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30
parser.src/ComputingTasks.cc
View File

@ -41,6 +41,12 @@ SimulStatement::SimulStatement(const OptionsList &options_list_arg) :
{
}
void
SimulStatement::checkPass(ModFileStructure &mod_file_struct)
{
mod_file_struct.simul_present = true;
}
void
SimulStatement::writeOutput(ostream &output) const
{
@ -55,6 +61,12 @@ StochSimulStatement::StochSimulStatement(const TmpSymbolTable &tmp_symbol_table_
{
}
void
StochSimulStatement::checkPass(ModFileStructure &mod_file_struct)
{
mod_file_struct.stoch_simul_or_similar_present = true;
}
void
StochSimulStatement::writeOutput(ostream &output) const
{
@ -70,6 +82,12 @@ EstimationStatement::EstimationStatement(const TmpSymbolTable &tmp_symbol_table_
{
}
void
EstimationStatement::checkPass(ModFileStructure &mod_file_struct)
{
mod_file_struct.stoch_simul_or_similar_present = true;
}
void
EstimationStatement::writeOutput(ostream &output) const
{
@ -494,6 +512,12 @@ OsrStatement::OsrStatement(const TmpSymbolTable &tmp_symbol_table_arg,
{
}
void
OsrStatement::checkPass(ModFileStructure &mod_file_struct)
{
mod_file_struct.stoch_simul_or_similar_present = true;
}
void
OsrStatement::writeOutput(ostream &output) const
{
@ -521,6 +545,12 @@ OlrStatement::OlrStatement(const TmpSymbolTable &tmp_symbol_table_arg,
{
}
void
OlrStatement::checkPass(ModFileStructure &mod_file_struct)
{
mod_file_struct.stoch_simul_or_similar_present = true;
}
void
OlrStatement::writeOutput(ostream &output) const
{

3
parser.src/DynareMain.cc
View File

@ -46,6 +46,9 @@ main(int argc, char** argv)
// Launch parsing
ModFile *mod_file = p.parse(argv[1]);
// Run checking pass
mod_file->checkPass();
// FIXME
string basename = argv[1];
basename.erase(basename.size() - 4, 4);

35
parser.src/ModFile.cc
View File

@ -3,7 +3,7 @@
ModFile::ModFile() : symbol_table(model_parameters),
model_tree(symbol_table, model_parameters, num_constants),
order(-1), linear(-1)
linear(false)
{
}
@ -20,6 +20,37 @@ ModFile::addStatement(Statement *st)
statements.push_back(st);
}
void
ModFile::checkPass()
{
for(vector<Statement *>::iterator it = statements.begin();
it != statements.end(); it++)
(*it)->checkPass(mod_file_struct);
if (!mod_file_struct.simul_present
&& !mod_file_struct.stoch_simul_or_similar_present)
{
cerr << "Error: nothing to compute! you must use one of {simul, stoch_simul, estimation, olr, osr}" << endl;
exit(-1);
}
if (mod_file_struct.simul_present
&& mod_file_struct.stoch_simul_or_similar_present)
{
cerr << "Error: a mod file cannot contain both a simul command and one of {stoch_simul, estimation, olr, osr}" << endl;
exit(-1);
}
// Set things to compute
if (mod_file_struct.simul_present)
model_tree.computeJacobian = true;
else
{
model_tree.computeJacobianExo = true;
model_tree.computeHessian = true;
}
}
void
ModFile::writeOutputFiles(const string &basename, bool clear_all)
{
@ -92,7 +123,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all)
if (linear == 1)
mOutputFile << "options_.linear = 1;" << endl;
model_tree.writeOutput(mOutputFile, basename, order, linear);
model_tree.writeOutput(mOutputFile, basename);
// Print statements
for(vector<Statement *>::iterator it = statements.begin();

23
parser.src/ModelTree.cc
View File

@ -40,9 +40,9 @@ ModelTree::ModelTree(SymbolTable &symbol_table_arg,
DataTree(symbol_table_arg, mod_param_arg),
mod_param(mod_param_arg),
num_constants(num_constants_arg),
computeHessian(false),
computeJacobian(false),
computeJacobianExo(false)
computeJacobianExo(false),
computeHessian(false)
{
}
@ -964,7 +964,10 @@ string ModelTree::setDynamicModel(void)
cout << "done \n";
}
int nrows = mod_param.eq_nbr;
int nvars = mod_param.var_endo_nbr + mod_param.exo_nbr + mod_param.exo_det_nbr;
int nvars = mod_param.var_endo_nbr;
if (computeJacobianExo)
nvars += mod_param.exo_nbr + mod_param.exo_det_nbr;
if (offset == 1)
{
DynamicOutput << "global M_ it_\n";
@ -1386,20 +1389,8 @@ inline int ModelTree::optimize(NodeID node)
}
void
ModelTree::writeOutput(ostream &output, const string &basename, int order, int linear)
ModelTree::writeOutput(ostream &output, const string &basename)
{
// Setting flags to compute what is necessary
if (order == 1 || linear == 1)
{
computeJacobianExo = true;
computeJacobian = false;
}
else if (order != -1 && linear != -1)
{
computeHessian = true;
computeJacobianExo = true;
}
ModelInitialization(output);
if (computeHessian)

17
parser.src/ParsingDriver.cc
View File

@ -497,7 +497,6 @@ ParsingDriver::steady()
{
mod_file->addStatement(new SteadyStatement(options_list));
options_list.clear();
mod_file->model_tree.computeJacobian = true;
}
void
@ -527,9 +526,6 @@ ParsingDriver::option_num(const string &name_option, const string &opt)
error("option " + name_option + " declared twice");
options_list.num_options[name_option] = opt;
if (name_option == "order")
mod_file->order = atoi(opt.c_str());
}
void
@ -552,7 +548,7 @@ ParsingDriver::option_str(const string &name_option, const string &opt)
void
ParsingDriver::linear()
{
mod_file->linear = 1;
mod_file->linear = true;
}
void
@ -582,13 +578,6 @@ void ParsingDriver::rplot()
void ParsingDriver::stoch_simul()
{
// If order and linear not set, then set them to default values
if (mod_file->order == -1)
mod_file->order = 2;
if (mod_file->linear == -1)
mod_file->linear = 0;
mod_file->addStatement(new StochSimulStatement(*tmp_symbol_table, options_list));
tmp_symbol_table->clear();
options_list.clear();
@ -599,7 +588,6 @@ ParsingDriver::simul()
{
mod_file->addStatement(new SimulStatement(options_list));
options_list.clear();
mod_file->model_tree.computeJacobian = true;
}
void
@ -607,7 +595,6 @@ ParsingDriver::check()
{
mod_file->addStatement(new CheckStatement(options_list));
options_list.clear();
mod_file->model_tree.computeJacobian = true;
}
void
@ -626,7 +613,6 @@ ParsingDriver::estimated_params()
{
mod_file->addStatement(new EstimatedParamsStatement(estim_params_list, mod_file->symbol_table));
estim_params_list.clear();
mod_file->model_tree.computeJacobianExo = true;
}
void
@ -784,7 +770,6 @@ ParsingDriver::run_osr()
mod_file->addStatement(new OsrStatement(*tmp_symbol_table, options_list));
tmp_symbol_table->clear();
options_list.clear();
mod_file->model_tree.computeJacobianExo = true;
}
void

11
parser.src/Statement.cc
View File

@ -1,9 +1,20 @@
#include "Statement.hh"
ModFileStructure::ModFileStructure() :
simul_present(false),
stoch_simul_or_similar_present(false)
{
}
Statement::~Statement()
{
}
void
Statement::checkPass(ModFileStructure &mod_file_struct)
{
}
NativeStatement::NativeStatement(const string &native_statement_arg) :
native_statement(native_statement_arg)
{

5
parser.src/include/ComputingTasks.hh
View File

@ -31,6 +31,7 @@ private:
const OptionsList options_list;
public:
SimulStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output) const;
};
@ -42,6 +43,7 @@ private:
public:
StochSimulStatement(const TmpSymbolTable &tmp_symbol_table_arg,
const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output) const;
};
@ -92,6 +94,7 @@ private:
public:
EstimationStatement(const TmpSymbolTable &tmp_symbol_table_arg,
const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output) const;
};
@ -156,6 +159,7 @@ private:
public:
OsrStatement(const TmpSymbolTable &tmp_symbol_table_arg,
const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output) const;
};
@ -167,6 +171,7 @@ private:
public:
OlrStatement(const TmpSymbolTable &tmp_symbol_table_arg,
const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output) const;
};

9
parser.src/include/ModFile.hh
View File

@ -26,17 +26,20 @@ public:
NumericalConstants num_constants;
//! Model equations and their derivatives
ModelTree model_tree;
//! Option order
int order;
//! Option linear
int linear;
bool linear;
private:
//! List of statements
vector<Statement *> statements;
//! Structure of the mod file
ModFileStructure mod_file_struct;
public:
//! Add a statement
void addStatement(Statement *st);
//! Do some checking and fills mod_file_struct
void checkPass();
//! Writes Matlab/Scilab output files
/*!
\param basename The base name used for writing output files. Should be the name of the mod file without its extension

10
parser.src/include/ModelTree.hh
View File

@ -60,8 +60,6 @@ private :
/*! Gets expression of part of model tree */
inline std::string getExpression(NodeID StartID, EquationType iEquationType, int iEquationID = -1);
inline int optimize(NodeID id);
/*! When Hessian is writen this flag is set to true */
bool computeHessian;
/*! Opens output M files (1st and 2nd derivatives) */
void OpenMFiles(std::string iModelFileName1, std::string iModelFileName2 = "");
/*! Opens output C files (1st and 2nd derivatives) */
@ -92,12 +90,14 @@ public:
ModelTree(SymbolTable &symbol_table_arg, ModelParameters &mod_param_arg, const NumericalConstants &num_constants);
//! Destructor
~ModelTree();
//! When Jacobian (vs endogenous) is written this flag is set to true
//! Whether Jacobian (vs endogenous) should be written
bool computeJacobian;
//! When Jacobian (vs endogenous and exogenous) is written this flag is set to true
//! Whether Jacobian (vs endogenous and exogenous) should be written
bool computeJacobianExo;
//! Whether Hessian (vs endogenous and exogenous) should be written
bool computeHessian;
//! Writes model initialization to output and uses basename for dumping model static/dynamic files
void writeOutput(std::ostream &output, const std::string &basename, int order, int linear);
void writeOutput(std::ostream &output, const std::string &basename);
};
//------------------------------------------------------------------------------
#endif

12
parser.src/include/Statement.hh
View File

@ -7,10 +7,22 @@ using namespace std;
#include <string>
#include <map>
class ModFileStructure
{
public:
ModFileStructure();
//! Whether a simul statement is present
bool simul_present;
//! Whether a stoch_simul, estimation, olr, osr statement is present
bool stoch_simul_or_similar_present;
};
class Statement
{
public:
virtual ~Statement();
//! Do some internal check, and fill the ModFileStructure class
virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output) const = 0;
};