stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

modifications in sparse options to support the new variable indexation 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2458 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
ferhat 2009-03-13 13:33:09 +00:00
parent 43d3aebbc4
commit b6636fc799
3 changed files with 44 additions and 32 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

1
mex/sources/simulate/simulate.cc
View File

@ -100,6 +100,7 @@ void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
periods=int(floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"periods"))))));
maxit_=int(floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"maxit_"))))));
slowc=double(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"slowc")))));
mexPrintf("slowc=%f\n",slowc);
slowc_save=slowc;
markowitz_c=double(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"markowitz")))));
nb_row_xd=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"exo_det_nbr"))))));

9
preprocessor/ExprNode.cc
View File

@ -441,10 +441,11 @@ VariableNode::compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType ou
CompileCode.write(&FSTPV, sizeof(FSTPV));
char typel=(char)type;
CompileCode.write(&typel, sizeof(typel));
int tsid = datatree.symbol_table.getTypeSpecificID(symb_id);
switch(type)
{
case eParameter:
i = symb_id + OFFSET(output_type);
i = tsid + OFFSET(output_type);
CompileCode.write(reinterpret_cast<char *>(&i), sizeof(i));
#ifdef DEBUGC
cout << "FLD Param[ " << i << ", symb_id=" << symb_id << "]\n";
@ -452,18 +453,20 @@ VariableNode::compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType ou
break;
case eEndogenous :
i = symb_id + OFFSET(output_type);
printf("endogenous i=%d\n",i);
CompileCode.write(reinterpret_cast<char *>(&i), sizeof(i));
lagl=lag;
CompileCode.write(reinterpret_cast<char *>(&lagl), sizeof(lagl));
break;
case eExogenous :
i = symb_id + OFFSET(output_type);
i = tsid + OFFSET(output_type);
printf("exogenous i=%d\n",i);
CompileCode.write(reinterpret_cast<char *>(&i), sizeof(i));
lagl=lag;
CompileCode.write(reinterpret_cast<char *>(&lagl), sizeof(lagl));
break;
case eExogenousDet:
i = symb_id + datatree.symbol_table.exo_nbr() + OFFSET(output_type);
i = tsid + datatree.symbol_table.exo_nbr() + OFFSET(output_type);
CompileCode.write(reinterpret_cast<char *>(&i), sizeof(i));
lagl=lag;
CompileCode.write(reinterpret_cast<char *>(&lagl), sizeof(lagl));

66
preprocessor/ModelTree.cc
View File

@ -238,7 +238,7 @@ ModelTree::BuildIncidenceMatrix()
Id->collectEndogenous(endogenous);
for (set<pair<int, int> >::iterator it_endogenous=endogenous.begin();it_endogenous!=endogenous.end();it_endogenous++)
{
block_triangular.incidencematrix.fill_IM(eq, it_endogenous->first, it_endogenous->second, eEndogenous);
block_triangular.incidencematrix.fill_IM(eq, symbol_table.getTypeSpecificID(it_endogenous->first), it_endogenous->second, eEndogenous);
}
exogenous.clear();
Id = eq_node->arg1;
@ -247,7 +247,7 @@ ModelTree::BuildIncidenceMatrix()
Id->collectExogenous(exogenous);
for (set<pair<int, int> >::iterator it_exogenous=exogenous.begin();it_exogenous!=exogenous.end();it_exogenous++)
{
block_triangular.incidencematrix.fill_IM(eq, it_exogenous->first, it_exogenous->second, eExogenous);
block_triangular.incidencematrix.fill_IM(eq, symbol_table.getTypeSpecificID(it_exogenous->first), it_exogenous->second, eExogenous);
}
}
}
@ -302,7 +302,8 @@ ModelTree::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eEndogenous, var), lag)));
//it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
}
}
@ -313,7 +314,7 @@ ModelTree::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eExogenous, var), lag)));
it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
}
}
@ -327,7 +328,8 @@ ModelTree::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eEndogenous, var), lag)));
//it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
}
}
@ -348,7 +350,8 @@ ModelTree::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eEndogenous, var), lag)));
//it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
}
}
@ -359,7 +362,8 @@ ModelTree::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eExogenous, var), lag)));
//it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
}
}
@ -373,7 +377,8 @@ ModelTree::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eEndogenous, var), lag)));
//it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
}
}
@ -602,7 +607,7 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
output << " g1(" << eqr+1 << ", " << /*varr+1+(m+variable_table.max_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr*/
varr+1+m*ModelBlock->Block_List[j].Size << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms);
writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
<< "(" << k//variable_table.getLag(variable_table.getSymbolID(ModelBlock->Block_List[j].Variable[0]))
<< ") " << var+1
@ -621,7 +626,7 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous[i];
output << " g1_x(" << eqr+1 << ", "
<< varr+1+(m+variable_table.max_exo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.exo_nbr() << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms);
writeDerivative(output, eq, symbol_table.getID(eExogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
@ -640,7 +645,7 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_other_endo[i];
output << " g1_o(" << eqr+1 << ", "
<< varr+1+(m+variable_table.max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr() << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms);
writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
@ -668,7 +673,7 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
output << " g1(" << eqr+1 << ", " << /*varr+1+(m+variable_table.max_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr*/
varr+1+m*ModelBlock->Block_List[j].Size << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms);
writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
<< "(" << k
<< ") " << var+1
@ -685,7 +690,7 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous[i];
output << " g1_x(" << eqr+1 << ", " << varr+1+(m+variable_table.max_exo_lag-ModelBlock->Block_List[j].Max_Lag)*ModelBlock->Block_List[j].nb_exo << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms);
writeDerivative(output, eq, symbol_table.getID(eExogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
@ -704,7 +709,7 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_other_endo[i];
output << " g1_o(" << eqr+1 << ", "
<< varr+1+(m+variable_table.max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr() << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms);
writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
@ -723,7 +728,7 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
output << " g1(" << eqr+1 << ", " << varr+1 << ") = ";
writeDerivative(output, eq, var, 0, oMatlabDynamicModelSparse, temporary_terms);
writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), 0, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
<< "(" << variable_table.getLag(variable_table.getSymbolID(var)) << ") " << var+1
<< ", equation=" << eq+1 << endl;
@ -758,7 +763,7 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
output << " g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+y_size*(it_+" << k-1 << ")) = ";
else if (k<0)
output << " g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+y_size*(it_" << k-1 << ")) = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms);
writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
@ -804,7 +809,7 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
output << " g1(" << eqr+1 << ", " << varr+1+(m-ModelBlock->Block_List[j].Max_Lag+ModelBlock->Block_List[j].Max_Lag_Endo)*ModelBlock->Block_List[j].Size << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms);
writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
@ -822,7 +827,7 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
output << " g1_x(" << eqr+1 << ", "
<< jacobian_max_endo_col+(m-(ModelBlock->Block_List[j].Max_Lag-ModelBlock->Block_List[j].Max_Lag_Exo))*ModelBlock->Block_List[j].nb_exo+varr+1 << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms);
writeDerivative(output, eq, symbol_table.getID(eExogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable (exogenous)=" << symbol_table.getName(var)
<< "(" << k << ") " << var+1 << " " << varr+1
<< ", equation=" << eq+1 << endl;
@ -841,7 +846,7 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_other_endo[i];
output << " g1_o(" << eqr+1 << ", "
<< varr+1+(m+variable_table.max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr() << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms);
writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
@ -962,7 +967,8 @@ ModelTree::writeModelStaticEquationsOrdered_M(Model_Block *ModelBlock, const str
tt2.insert(*it);
output << ";" << endl;
}
string sModel = symbol_table.getName(ModelBlock->Block_List[j].Variable[i]) ;
//cout << "variable_table.getSymbolID(variable_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i]))=" << variable_table.getSymbolID(variable_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i])) << "\n";
string sModel = symbol_table.getName(symbol_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i]));
output << sps << " % equation " << ModelBlock->Block_List[j].Equation[i]+1 << " variable : "
<< sModel << " (" << ModelBlock->Block_List[j].Variable[i]+1 << ")" << endl;
eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
@ -1017,9 +1023,9 @@ ModelTree::writeModelStaticEquationsOrdered_M(Model_Block *ModelBlock, const str
case EVALUATE_FORWARD_R:
output << " if(jacobian_eval)\n";
output << " g1( " << g1_index << ", " << g1_index << ")=";
writeDerivative(output, ModelBlock->Block_List[j].Equation[0], ModelBlock->Block_List[j].Variable[0], 0, oMatlabStaticModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(ModelBlock->Block_List[j].Variable[0])
<< "(" << variable_table.getLag(variable_table.getSymbolID(ModelBlock->Block_List[j].Variable[0]))
writeDerivative(output, ModelBlock->Block_List[j].Equation[0], symbol_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[0]), 0, oMatlabStaticModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[0]))
<< "(" << variable_table.getLag(symbol_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[0]))
<< ") " << ModelBlock->Block_List[j].Variable[0]+1
<< ", equation=" << ModelBlock->Block_List[j].Equation[0]+1 << endl;
output << " end\n";
@ -1041,8 +1047,8 @@ ModelTree::writeModelStaticEquationsOrdered_M(Model_Block *ModelBlock, const str
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
output << " g1(" << eqr+1 << ", " << varr+1 << ") = g1(" << eqr+1 << ", " << varr+1 << ") + ";
writeDerivative(output, eq, var, k, oMatlabStaticModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabStaticModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
#ifdef CONDITION
@ -2910,6 +2916,7 @@ ModelTree::evaluateJacobian(const eval_context_type &eval_context, jacob_map *j_
for (first_derivatives_type::iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
//cout << "it->first.second=" << it->first.second << " variable_table.getSymbolID(it->first.second)=" << variable_table.getSymbolID(it->first.second) << " Type=" << variable_table.getType(it->first.second) << " eEndogenous=" << eEndogenous << " eExogenous=" << eExogenous << " variable_table.getLag(it->first.second)=" << variable_table.getLag(it->first.second) << "\n";
if (variable_table.getType(it->first.second) == eEndogenous)
{
NodeID Id = it->second;
@ -2926,7 +2933,7 @@ ModelTree::evaluateJacobian(const eval_context_type &eval_context, jacob_map *j_
cerr << "ModelTree::evaluateJacobian: evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getName(variable_table.getSymbolID(it->first.second)) << "(" << variable_table.getLag(it->first.second) << ")!" << endl;
}
int eq=it->first.first;
int var=variable_table.getSymbolID(it->first.second);
int var=symbol_table.getTypeSpecificID(variable_table.getSymbolID(it->first.second));///symbol_table.getID(eEndogenous,it->first.second);//variable_table.getSymbolID(it->first.second);
int k1=variable_table.getLag(it->first.second);
if (a_variable_lag!=k1)
{
@ -2968,7 +2975,8 @@ ModelTree::BlockLinear(Model_Block *ModelBlock)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[ll].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[ll].Var_Index[i];
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(var,0)));
//first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(var,0)));
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eEndogenous, var),0)));
if (it!= first_derivatives.end())
{
NodeID Id = it->second;
@ -2997,7 +3005,8 @@ ModelTree::BlockLinear(Model_Block *ModelBlock)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(var,k1)));
//first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(var,k1)));
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eEndogenous, var),k1)));
NodeID Id = it->second;
if (it!= first_derivatives.end())
{
@ -3057,7 +3066,6 @@ ModelTree::computingPass(const eval_context_type &eval_context, bool no_tmp_term
}
block_triangular.Normalize_and_BlockDecompose_Static_0_Model(j_m, equations);
BlockLinear(block_triangular.ModelBlock);
if (!no_tmp_terms)
computeTemporaryTermsOrdered(order, block_triangular.ModelBlock);
}