preprocessor: rework temporary terms
Houtan Bastani
parent
6c34da5c12
commit
dc441b41b8
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@ -2116,21 +2116,17 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
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ostringstream model_output; // Used for storing model temp vars and 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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ostringstream third_derivatives_output; // Used for storing third order derivatives equations
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ExprNodeOutputType output_type = (use_dll ? oCDynamicModel :
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julia ? oJuliaDynamicModel : oMatlabDynamicModel);
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deriv_node_temp_terms_t tef_terms;
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temporary_terms_t temp_terms;
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if (julia)
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temp_terms = temporary_terms_res;
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else
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temp_terms = temporary_terms;
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temporary_terms_t temp_term_union = temporary_terms_res;
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writeModelLocalVariables(model_local_vars_output, output_type, tef_terms);
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writeTemporaryTerms(temp_terms, model_output, output_type, tef_terms);
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writeTemporaryTerms(temporary_terms_res, model_output, output_type, tef_terms);
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writeModelEquations(model_output, output_type);
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@ -2138,12 +2134,12 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
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int hessianColsNbr = dynJacobianColsNbr * dynJacobianColsNbr;
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// Writing Jacobian
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if (julia)
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{
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temp_terms = temporary_terms_g1;
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if (!first_derivatives.empty())
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writeTemporaryTerms(temp_terms, jacobian_output, output_type, tef_terms);
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}
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temp_term_union.insert(temporary_terms_g1.cbegin(), temporary_terms_g1.cend());
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if (!first_derivatives.empty())
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if (julia)
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writeTemporaryTerms(temp_term_union, jacobian_output, output_type, tef_terms);
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else
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writeTemporaryTerms(temporary_terms_g1, jacobian_output, output_type, tef_terms);
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for (first_derivatives_t::const_iterator it = first_derivatives.begin();
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it != first_derivatives.end(); it++)
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{
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@ -2153,17 +2149,17 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
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jacobianHelper(jacobian_output, eq, getDynJacobianCol(var), output_type);
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jacobian_output << "=";
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d1->writeOutput(jacobian_output, output_type, temp_terms, tef_terms);
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d1->writeOutput(jacobian_output, output_type, temp_term_union, tef_terms);
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jacobian_output << ";" << endl;
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}
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// Writing Hessian
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if (julia)
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{
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temp_terms = temporary_terms_g2;
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if (!second_derivatives.empty())
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writeTemporaryTerms(temp_terms, hessian_output, output_type, tef_terms);
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}
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temp_term_union.insert(temporary_terms_g2.cbegin(), temporary_terms_g2.cend());
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if (!second_derivatives.empty())
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if (julia)
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writeTemporaryTerms(temp_term_union, hessian_output, output_type, tef_terms);
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else
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writeTemporaryTerms(temporary_terms_g2, hessian_output, output_type, tef_terms);
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int k = 0; // Keep the line of a 2nd derivative in v2
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for (second_derivatives_t::const_iterator it = second_derivatives.begin();
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it != second_derivatives.end(); it++)
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@ -2184,7 +2180,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
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{
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for_sym << "g2[" << eq + 1 << "," << col_nb + 1 << "]";
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hessian_output << " @inbounds " << for_sym.str() << " = ";
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d2->writeOutput(hessian_output, output_type, temp_terms, tef_terms);
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d2->writeOutput(hessian_output, output_type, temp_term_union, tef_terms);
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hessian_output << endl;
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}
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else
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@ -2197,7 +2193,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
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sparseHelper(2, hessian_output, k, 2, output_type);
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hessian_output << "=";
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d2->writeOutput(hessian_output, output_type, temp_terms, tef_terms);
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d2->writeOutput(hessian_output, output_type, temp_term_union, tef_terms);
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hessian_output << ";" << endl;
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k++;
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@ -2226,12 +2222,12 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
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}
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// Writing third derivatives
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if (julia)
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{
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temp_terms = temporary_terms_g3;
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if (!third_derivatives.empty())
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writeTemporaryTerms(temp_terms, third_derivatives_output, output_type, tef_terms);
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}
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temp_term_union.insert(temporary_terms_g3.cbegin(), temporary_terms_g3.cend());
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if (!third_derivatives.empty())
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if (julia)
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writeTemporaryTerms(temp_term_union, third_derivatives_output, output_type, tef_terms);
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else
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writeTemporaryTerms(temporary_terms_g3, third_derivatives_output, output_type, tef_terms);
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k = 0; // Keep the line of a 3rd derivative in v3
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for (third_derivatives_t::const_iterator it = third_derivatives.begin();
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it != third_derivatives.end(); it++)
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@ -2254,7 +2250,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
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{
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for_sym << "g3[" << eq + 1 << "," << ref_col + 1 << "]";
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third_derivatives_output << " @inbounds " << for_sym.str() << " = ";
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d3->writeOutput(third_derivatives_output, output_type, temp_terms, tef_terms);
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d3->writeOutput(third_derivatives_output, output_type, temp_term_union, tef_terms);
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third_derivatives_output << endl;
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}
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else
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@ -2267,7 +2263,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
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sparseHelper(3, third_derivatives_output, k, 2, output_type);
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third_derivatives_output << "=";
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d3->writeOutput(third_derivatives_output, output_type, temp_terms, tef_terms);
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d3->writeOutput(third_derivatives_output, output_type, temp_term_union, tef_terms);
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third_derivatives_output << ";" << endl;
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}
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@ -74,7 +74,21 @@ ExprNode::precedence(ExprNodeOutputType output_type, const temporary_terms_t &te
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}
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int
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ExprNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) const
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ExprNode::cost(int cost, bool is_matlab) const
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{
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// For a terminal node, the cost is null
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return 0;
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}
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int
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ExprNode::cost(const temporary_terms_t &temp_terms_map, bool is_matlab) const
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{
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// For a terminal node, the cost is null
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return 0;
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}
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int
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ExprNode::cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const
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{
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// For a terminal node, the cost is null
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return 0;
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@ -111,10 +125,7 @@ ExprNode::collectExogenous(set<pair<int, int> > &result) const
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void
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ExprNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
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temporary_terms_t &temporary_terms_res,
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temporary_terms_t &temporary_terms_g1,
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temporary_terms_t &temporary_terms_g2,
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temporary_terms_t &temporary_terms_g3,
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map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
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bool is_matlab, NodeTreeReference tr) const
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{
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// Nothing to do for a terminal node
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@ -1592,16 +1603,31 @@ UnaryOpNode::computeDerivative(int deriv_id)
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return composeDerivatives(darg, deriv_id);
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}
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int
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UnaryOpNode::cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const
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{
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// For a temporary term, the cost is null
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for (map<NodeTreeReference, temporary_terms_t>::const_iterator it = temp_terms_map.cbegin();
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it != temp_terms_map.cend(); it++)
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if (it->second.find(const_cast<UnaryOpNode *>(this)) != it->second.end())
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return 0;
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return cost(arg->cost(temp_terms_map, is_matlab), is_matlab);
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}
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int
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UnaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) const
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{
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// For a temporary term, the cost is null
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temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<UnaryOpNode *>(this));
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if (it != temporary_terms.end())
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if (temporary_terms.find(const_cast<UnaryOpNode *>(this)) != temporary_terms.end())
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return 0;
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int cost = arg->cost(temporary_terms, is_matlab);
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return cost(arg->cost(temporary_terms, is_matlab), is_matlab);
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}
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int
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UnaryOpNode::cost(int cost, bool is_matlab) const
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{
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if (is_matlab)
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// Cost for Matlab files
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switch (op_code)
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@ -1689,16 +1715,12 @@ UnaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) cons
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case oExpectation:
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return cost;
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}
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// Suppress GCC warning
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exit(EXIT_FAILURE);
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}
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void
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UnaryOpNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
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temporary_terms_t &temporary_terms_res,
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temporary_terms_t &temporary_terms_g1,
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temporary_terms_t &temporary_terms_g2,
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temporary_terms_t &temporary_terms_g3,
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map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
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bool is_matlab, NodeTreeReference tr) const
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{
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expr_t this2 = const_cast<UnaryOpNode *>(this);
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@ -1707,32 +1729,13 @@ UnaryOpNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &r
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if (it == reference_count.end())
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{
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reference_count[this2] = make_pair(1, tr);
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arg->computeTemporaryTerms(reference_count,
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temporary_terms_res, temporary_terms_g1,
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temporary_terms_g2, temporary_terms_g3,
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is_matlab, tr);
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arg->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
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}
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else
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{
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reference_count[this2] = make_pair(it->second.first++, it->second.second);
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if (it->second.first * cost(temporary_terms, is_matlab) > MIN_COST(is_matlab))
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switch (it->second.second)
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{
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case eResiduals:
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temporary_terms_res.insert(this2);
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case eFirstDeriv:
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temporary_terms_g1.insert(this2);
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case eSecondDeriv:
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temporary_terms_g2.insert(this2);
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case eThirdDeriv:
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temporary_terms_g3.insert(this2);
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case eResidualsParamsDeriv:
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case eJacobianParamsDeriv:
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case eResidualsParamsSecondDeriv:
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case eJacobianParamsSecondDeriv:
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case eHessianParamsDeriv:
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temporary_terms_res.insert(this2);
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}
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reference_count[this2] = make_pair(it->second.first + 1, it->second.second);
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if (reference_count[this2].first * cost(temp_terms_map, is_matlab) > MIN_COST(is_matlab))
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temp_terms_map[reference_count[this2].second].insert(this2);
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}
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}
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@ -2717,17 +2720,35 @@ BinaryOpNode::precedence(ExprNodeOutputType output_type, const temporary_terms_t
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exit(EXIT_FAILURE);
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}
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int
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BinaryOpNode::cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const
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{
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// For a temporary term, the cost is null
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for (map<NodeTreeReference, temporary_terms_t>::const_iterator it = temp_terms_map.cbegin();
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it != temp_terms_map.cend(); it++)
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if (it->second.find(const_cast<BinaryOpNode *>(this)) != it->second.end())
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return 0;
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int arg_cost = arg1->cost(temp_terms_map, is_matlab) + arg2->cost(temp_terms_map, is_matlab);
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return cost(arg_cost, is_matlab);
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}
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int
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BinaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) const
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{
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temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<BinaryOpNode *>(this));
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// For a temporary term, the cost is null
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if (it != temporary_terms.end())
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if (temporary_terms.find(const_cast<BinaryOpNode *>(this)) != temporary_terms.end())
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return 0;
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int cost = arg1->cost(temporary_terms, is_matlab);
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cost += arg2->cost(temporary_terms, is_matlab);
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int arg_cost = arg1->cost(temporary_terms, is_matlab) + arg2->cost(temporary_terms, is_matlab);
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return cost(arg_cost, is_matlab);
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}
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int
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BinaryOpNode::cost(int cost, bool is_matlab) const
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{
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if (is_matlab)
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// Cost for Matlab files
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switch (op_code)
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@ -2787,7 +2808,7 @@ BinaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) con
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void
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BinaryOpNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
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temporary_terms_t &temporary_terms,
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map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
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bool is_matlab, NodeTreeReference tr) const
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{
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expr_t this2 = const_cast<BinaryOpNode *>(this);
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@ -2797,40 +2818,18 @@ BinaryOpNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &
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// If this node has never been encountered, set its ref count to one,
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// and travel through its children
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reference_count[this2] = make_pair(1, tr);
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arg1->computeTemporaryTerms(reference_count,
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temporary_terms_res, temporary_terms_g1,
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temporary_terms_g2, temporary_terms_g3,
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is_matlab, tr);
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arg2->computeTemporaryTerms(reference_count,
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temporary_terms_res, temporary_terms_g1,
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temporary_terms_g2, temporary_terms_g3,
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is_matlab, tr);
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arg1->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
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arg2->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
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}
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else
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{
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/* If the node has already been encountered, increment its ref count
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and declare it as a temporary term if it is too costly (except if it is
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an equal node: we don't want them as temporary terms) */
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reference_count[this2] = make_pair(it->second.first++, it->second.second);;
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if (it->second.first * cost(temporary_terms, is_matlab) > MIN_COST(is_matlab)
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reference_count[this2] = make_pair(it->second.first + 1, it->second.second);;
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if (reference_count[this2].first * cost(temp_terms_map, is_matlab) > MIN_COST(is_matlab)
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&& op_code != oEqual)
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switch (it->second.second)
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{
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case eResiduals:
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temporary_terms_res.insert(this2);
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case eFirstDeriv:
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temporary_terms_g1.insert(this2);
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case eSecondDeriv:
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temporary_terms_g2.insert(this2);
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case eThirdDeriv:
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temporary_terms_g3.insert(this2);
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case eResidualsParamsDeriv:
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case eJacobianParamsDeriv:
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case eResidualsParamsSecondDeriv:
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case eJacobianParamsSecondDeriv:
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case eHessianParamsDeriv:
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temporary_terms_res.insert(this2);
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}
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temp_terms_map[reference_count[this2].second].insert(this2);
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}
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}
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@ -3909,17 +3908,39 @@ TrinaryOpNode::precedence(ExprNodeOutputType output_type, const temporary_terms_
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exit(EXIT_FAILURE);
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}
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int
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TrinaryOpNode::cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const
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{
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// For a temporary term, the cost is null
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for (map<NodeTreeReference, temporary_terms_t>::const_iterator it = temp_terms_map.cbegin();
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it != temp_terms_map.cend(); it++)
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if (it->second.find(const_cast<TrinaryOpNode *>(this)) != it->second.end())
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return 0;
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int arg_cost = arg1->cost(temp_terms_map, is_matlab)
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+ arg2->cost(temp_terms_map, is_matlab)
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+ arg3->cost(temp_terms_map, is_matlab);
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return cost(arg_cost, is_matlab);
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}
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int
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TrinaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) const
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{
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temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<TrinaryOpNode *>(this));
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// For a temporary term, the cost is null
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if (it != temporary_terms.end())
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if (temporary_terms.find(const_cast<TrinaryOpNode *>(this)) != temporary_terms.end())
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return 0;
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int cost = arg1->cost(temporary_terms, is_matlab);
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cost += arg2->cost(temporary_terms, is_matlab);
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int arg_cost = arg1->cost(temporary_terms, is_matlab)
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+ arg2->cost(temporary_terms, is_matlab)
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+ arg3->cost(temporary_terms, is_matlab);
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return cost(arg_cost, is_matlab);
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}
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int
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TrinaryOpNode::cost(int cost, bool is_matlab) const
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{
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if (is_matlab)
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// Cost for Matlab files
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switch (op_code)
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@ -3942,7 +3963,7 @@ TrinaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) co
|
|||
|
||||
void
|
||||
TrinaryOpNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
||||
temporary_terms_t &temporary_terms,
|
||||
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
||||
bool is_matlab, NodeTreeReference tr) const
|
||||
{
|
||||
expr_t this2 = const_cast<TrinaryOpNode *>(this);
|
||||
|
|
@ -3952,42 +3973,17 @@ TrinaryOpNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> >
|
|||
// If this node has never been encountered, set its ref count to one,
|
||||
// and travel through its children
|
||||
reference_count[this2] = make_pair(1, tr);
|
||||
arg1->computeTemporaryTerms(reference_count,
|
||||
temporary_terms_res, temporary_terms_g1,
|
||||
temporary_terms_g2, temporary_terms_g3,
|
||||
is_matlab, tr);
|
||||
arg2->computeTemporaryTerms(reference_count,
|
||||
temporary_terms_res, temporary_terms_g1,
|
||||
temporary_terms_g2, temporary_terms_g3,
|
||||
is_matlab, tr);
|
||||
arg3->computeTemporaryTerms(reference_count,
|
||||
temporary_terms_res, temporary_terms_g1,
|
||||
temporary_terms_g2, temporary_terms_g3,
|
||||
is_matlab, tr);
|
||||
arg1->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
|
||||
arg2->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
|
||||
arg3->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
|
||||
}
|
||||
else
|
||||
{
|
||||
// If the node has already been encountered, increment its ref count
|
||||
// and declare it as a temporary term if it is too costly
|
||||
reference_count[this2] = make_pair(it->second.first++, it->second.second);;
|
||||
if (it->second.first * cost(temporary_terms, is_matlab) > MIN_COST(is_matlab))
|
||||
switch (it->second.second)
|
||||
{
|
||||
case eResiduals:
|
||||
temporary_terms_res.insert(this2);
|
||||
case eFirstDeriv:
|
||||
temporary_terms_g1.insert(this2);
|
||||
case eSecondDeriv:
|
||||
temporary_terms_g2.insert(this2);
|
||||
case eThirdDeriv:
|
||||
temporary_terms_g3.insert(this2);
|
||||
case eResidualsParamsDeriv:
|
||||
case eJacobianParamsDeriv:
|
||||
case eResidualsParamsSecondDeriv:
|
||||
case eJacobianParamsSecondDeriv:
|
||||
case eHessianParamsDeriv:
|
||||
temporary_terms_res.insert(this2);
|
||||
}
|
||||
reference_count[this2] = make_pair(it->second.first + 1, it->second.second);;
|
||||
if (reference_count[this2].first * cost(temp_terms_map, is_matlab) > MIN_COST(is_matlab))
|
||||
temp_terms_map[reference_count[this2].second].insert(this2);
|
||||
}
|
||||
}
|
||||
|
||||
|
|
@ -4791,10 +4787,10 @@ ExternalFunctionNode::composeDerivatives(const vector<expr_t> &dargs)
|
|||
|
||||
void
|
||||
ExternalFunctionNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
||||
temporary_terms_t &temporary_terms,
|
||||
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
||||
bool is_matlab, NodeTreeReference tr) const
|
||||
{
|
||||
temporary_terms.insert(const_cast<ExternalFunctionNode *>(this));
|
||||
temp_terms_map[tr].insert(const_cast<ExternalFunctionNode *>(this));
|
||||
}
|
||||
|
||||
void
|
||||
|
|
@ -5046,10 +5042,10 @@ FirstDerivExternalFunctionNode::FirstDerivExternalFunctionNode(DataTree &datatre
|
|||
|
||||
void
|
||||
FirstDerivExternalFunctionNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
||||
temporary_terms_t &temporary_terms,
|
||||
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
||||
bool is_matlab, NodeTreeReference tr) const
|
||||
{
|
||||
temporary_terms.insert(const_cast<FirstDerivExternalFunctionNode *>(this));
|
||||
temp_terms_map[tr].insert(const_cast<FirstDerivExternalFunctionNode *>(this));
|
||||
}
|
||||
|
||||
void
|
||||
|
|
@ -5354,10 +5350,10 @@ SecondDerivExternalFunctionNode::SecondDerivExternalFunctionNode(DataTree &datat
|
|||
|
||||
void
|
||||
SecondDerivExternalFunctionNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
||||
temporary_terms_t &temporary_terms,
|
||||
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
||||
bool is_matlab, NodeTreeReference tr) const
|
||||
{
|
||||
temporary_terms.insert(const_cast<SecondDerivExternalFunctionNode *>(this));
|
||||
temp_terms_map[tr].insert(const_cast<SecondDerivExternalFunctionNode *>(this));
|
||||
}
|
||||
|
||||
void
|
||||
|
|
|
|||
|
|
@ -159,7 +159,9 @@ protected:
|
|||
|
||||
//! Cost of computing current node
|
||||
/*! Nodes included in temporary_terms are considered having a null cost */
|
||||
virtual int cost(int cost, bool is_matlab) const;
|
||||
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
|
||||
virtual int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
|
||||
|
||||
public:
|
||||
ExprNode(DataTree &datatree_arg);
|
||||
|
|
@ -187,10 +189,7 @@ public:
|
|||
//! Fills temporary_terms set, using reference counts
|
||||
/*! A node will be marked as a temporary term if it is referenced at least two times (i.e. has at least two parents), and has a computing cost (multiplied by reference count) greater to datatree.min_cost */
|
||||
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
||||
temporary_terms_t &temporary_terms_res,
|
||||
temporary_terms_t &temporary_terms_g1,
|
||||
temporary_terms_t &temporary_terms_g2,
|
||||
temporary_terms_t &temporary_terms_g3,
|
||||
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
||||
bool is_matlab, NodeTreeReference tr) const;
|
||||
|
||||
//! Writes output of node, using a Txxx notation for nodes in temporary_terms, and specifiying the set of already written external functions
|
||||
|
|
@ -564,17 +563,16 @@ private:
|
|||
const int param1_symb_id, param2_symb_id;
|
||||
const UnaryOpcode op_code;
|
||||
virtual expr_t computeDerivative(int deriv_id);
|
||||
virtual int cost(int cost, bool is_matlab) const;
|
||||
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
|
||||
virtual int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
|
||||
//! Returns the derivative of this node if darg is the derivative of the argument
|
||||
expr_t composeDerivatives(expr_t darg, int deriv_id);
|
||||
public:
|
||||
UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const expr_t arg_arg, int expectation_information_set_arg, int param1_symb_id_arg, int param2_symb_id_arg);
|
||||
virtual void prepareForDerivation();
|
||||
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
||||
temporary_terms_t &temporary_terms_res,
|
||||
temporary_terms_t &temporary_terms_g1,
|
||||
temporary_terms_t &temporary_terms_g2,
|
||||
temporary_terms_t &temporary_terms_g3,
|
||||
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
||||
bool is_matlab, NodeTreeReference tr) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
||||
virtual bool containsExternalFunction() const;
|
||||
|
|
@ -643,7 +641,9 @@ private:
|
|||
const expr_t arg1, arg2;
|
||||
const BinaryOpcode op_code;
|
||||
virtual expr_t computeDerivative(int deriv_id);
|
||||
virtual int cost(int cost, bool is_matlab) const;
|
||||
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
|
||||
virtual int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
|
||||
//! Returns the derivative of this node if darg1 and darg2 are the derivatives of the arguments
|
||||
expr_t composeDerivatives(expr_t darg1, expr_t darg2);
|
||||
const int powerDerivOrder;
|
||||
|
|
@ -655,10 +655,7 @@ public:
|
|||
virtual void prepareForDerivation();
|
||||
virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
|
||||
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
||||
temporary_terms_t &temporary_terms_res,
|
||||
temporary_terms_t &temporary_terms_g1,
|
||||
temporary_terms_t &temporary_terms_g2,
|
||||
temporary_terms_t &temporary_terms_g3,
|
||||
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
||||
bool is_matlab, NodeTreeReference tr) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
||||
virtual bool containsExternalFunction() const;
|
||||
|
|
@ -746,7 +743,9 @@ private:
|
|||
const expr_t arg1, arg2, arg3;
|
||||
const TrinaryOpcode op_code;
|
||||
virtual expr_t computeDerivative(int deriv_id);
|
||||
virtual int cost(int cost, bool is_matlab) const;
|
||||
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
|
||||
virtual int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
|
||||
//! Returns the derivative of this node if darg1, darg2 and darg3 are the derivatives of the arguments
|
||||
expr_t composeDerivatives(expr_t darg1, expr_t darg2, expr_t darg3);
|
||||
public:
|
||||
|
|
@ -755,10 +754,7 @@ public:
|
|||
virtual void prepareForDerivation();
|
||||
virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
|
||||
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
||||
temporary_terms_t &temporary_terms_res,
|
||||
temporary_terms_t &temporary_terms_g1,
|
||||
temporary_terms_t &temporary_terms_g2,
|
||||
temporary_terms_t &temporary_terms_g3,
|
||||
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
||||
bool is_matlab, NodeTreeReference tr) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
||||
virtual bool containsExternalFunction() const;
|
||||
|
|
@ -832,10 +828,7 @@ public:
|
|||
const vector<expr_t> &arguments_arg);
|
||||
virtual void prepareForDerivation();
|
||||
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
||||
temporary_terms_t &temporary_terms_res,
|
||||
temporary_terms_t &temporary_terms_g1,
|
||||
temporary_terms_t &temporary_terms_g2,
|
||||
temporary_terms_t &temporary_terms_g3,
|
||||
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
||||
bool is_matlab, NodeTreeReference tr) const = 0;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const = 0;
|
||||
virtual bool containsExternalFunction() const;
|
||||
|
|
@ -897,10 +890,7 @@ public:
|
|||
ExternalFunctionNode(DataTree &datatree_arg, int symb_id_arg,
|
||||
const vector<expr_t> &arguments_arg);
|
||||
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
||||
temporary_terms_t &temporary_terms_res,
|
||||
temporary_terms_t &temporary_terms_g1,
|
||||
temporary_terms_t &temporary_terms_g2,
|
||||
temporary_terms_t &temporary_terms_g3,
|
||||
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
||||
bool is_matlab, NodeTreeReference tr) const;
|
||||
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
||||
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
||||
|
|
@ -933,10 +923,7 @@ public:
|
|||
const vector<expr_t> &arguments_arg,
|
||||
int inputIndex_arg);
|
||||
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
||||
temporary_terms_t &temporary_terms_res,
|
||||
temporary_terms_t &temporary_terms_g1,
|
||||
temporary_terms_t &temporary_terms_g2,
|
||||
temporary_terms_t &temporary_terms_g3,
|
||||
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
||||
bool is_matlab, NodeTreeReference tr) const;
|
||||
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count,
|
||||
temporary_terms_t &temporary_terms,
|
||||
|
|
@ -974,10 +961,7 @@ public:
|
|||
int inputIndex1_arg,
|
||||
int inputIndex2_arg);
|
||||
virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference> > &reference_count,
|
||||
temporary_terms_t &temporary_terms_res,
|
||||
temporary_terms_t &temporary_terms_g1,
|
||||
temporary_terms_t &temporary_terms_g2,
|
||||
temporary_terms_t &temporary_terms_g3,
|
||||
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
|
||||
bool is_matlab, NodeTreeReference tr) const;
|
||||
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count,
|
||||
temporary_terms_t &temporary_terms,
|
||||
|
|
|
|||
|
|
@ -1098,34 +1098,44 @@ ModelTree::computeTemporaryTerms(bool is_matlab)
|
|||
temporary_terms_g1.clear();
|
||||
temporary_terms_g2.clear();
|
||||
temporary_terms_g3.clear();
|
||||
map<NodeTreeReference, temporary_terms_t> temp_terms_map;
|
||||
temp_terms_map[eResiduals]=temporary_terms_res;
|
||||
temp_terms_map[eFirstDeriv]=temporary_terms_g1;
|
||||
temp_terms_map[eSecondDeriv]=temporary_terms_g2;
|
||||
temp_terms_map[eThirdDeriv]=temporary_terms_g3;
|
||||
|
||||
for (vector<BinaryOpNode *>::iterator it = equations.begin();
|
||||
it != equations.end(); it++)
|
||||
(*it)->computeTemporaryTerms(reference_count,
|
||||
temporary_terms_res, temporary_terms_g1,
|
||||
temporary_terms_g2, temporary_terms_g3,
|
||||
temp_terms_map,
|
||||
is_matlab, eResiduals);
|
||||
|
||||
for (first_derivatives_t::iterator it = first_derivatives.begin();
|
||||
it != first_derivatives.end(); it++)
|
||||
it->second->computeTemporaryTerms(reference_count,
|
||||
temporary_terms_res, temporary_terms_g1,
|
||||
temporary_terms_g2, temporary_terms_g3,
|
||||
temp_terms_map,
|
||||
is_matlab, eFirstDeriv);
|
||||
|
||||
for (second_derivatives_t::iterator it = second_derivatives.begin();
|
||||
it != second_derivatives.end(); it++)
|
||||
it->second->computeTemporaryTerms(reference_count,
|
||||
temporary_terms_res, temporary_terms_g1,
|
||||
temporary_terms_g2, temporary_terms_g3,
|
||||
is_matlab, eSecondDeriv);
|
||||
temp_terms_map,
|
||||
is_matlab, eSecondDeriv);
|
||||
|
||||
for (third_derivatives_t::iterator it = third_derivatives.begin();
|
||||
it != third_derivatives.end(); it++)
|
||||
it->second->computeTemporaryTerms(reference_count,
|
||||
temporary_terms_res, temporary_terms_g1,
|
||||
temporary_terms_g2, temporary_terms_g3,
|
||||
temp_terms_map,
|
||||
is_matlab, eThirdDeriv);
|
||||
|
||||
for (map<NodeTreeReference, temporary_terms_t>::const_iterator it = temp_terms_map.begin();
|
||||
it != temp_terms_map.end(); it++)
|
||||
temporary_terms.insert(it->second.cbegin(), it->second.cend());
|
||||
|
||||
temporary_terms_res = temp_terms_map[eResiduals];
|
||||
temporary_terms_g1 = temp_terms_map[eFirstDeriv];
|
||||
temporary_terms_g2 = temp_terms_map[eSecondDeriv];
|
||||
temporary_terms_g3 = temp_terms_map[eThirdDeriv];
|
||||
}
|
||||
|
||||
void
|
||||
|
|
@ -1603,41 +1613,52 @@ ModelTree::computeParamsDerivativesTemporaryTerms()
|
|||
{
|
||||
map<expr_t, pair<int, NodeTreeReference > > reference_count;
|
||||
params_derivs_temporary_terms.clear();
|
||||
map<NodeTreeReference, temporary_terms_t> temp_terms_map;
|
||||
temp_terms_map[eResidualsParamsDeriv]=params_derivs_temporary_terms_res;
|
||||
temp_terms_map[eJacobianParamsDeriv]=params_derivs_temporary_terms_g1;
|
||||
temp_terms_map[eResidualsParamsSecondDeriv]=params_derivs_temporary_terms_res2;
|
||||
temp_terms_map[eJacobianParamsSecondDeriv]=params_derivs_temporary_terms_g12;
|
||||
temp_terms_map[eHessianParamsDeriv]=params_derivs_temporary_terms_g2;
|
||||
|
||||
for (first_derivatives_t::iterator it = residuals_params_derivatives.begin();
|
||||
it != residuals_params_derivatives.end(); it++)
|
||||
it->second->computeTemporaryTerms(reference_count,
|
||||
params_derivs_temporary_terms, params_derivs_temporary_terms,
|
||||
params_derivs_temporary_terms, params_derivs_temporary_terms,
|
||||
temp_terms_map,
|
||||
true, eResidualsParamsDeriv);
|
||||
|
||||
for (second_derivatives_t::iterator it = jacobian_params_derivatives.begin();
|
||||
it != jacobian_params_derivatives.end(); it++)
|
||||
it->second->computeTemporaryTerms(reference_count,
|
||||
params_derivs_temporary_terms, params_derivs_temporary_terms,
|
||||
params_derivs_temporary_terms, params_derivs_temporary_terms,
|
||||
temp_terms_map,
|
||||
true, eJacobianParamsDeriv);
|
||||
|
||||
for (second_derivatives_t::const_iterator it = residuals_params_second_derivatives.begin();
|
||||
it != residuals_params_second_derivatives.end(); ++it)
|
||||
it->second->computeTemporaryTerms(reference_count,
|
||||
params_derivs_temporary_terms, params_derivs_temporary_terms,
|
||||
params_derivs_temporary_terms, params_derivs_temporary_terms,
|
||||
temp_terms_map,
|
||||
true, eResidualsParamsSecondDeriv);
|
||||
|
||||
for (third_derivatives_t::const_iterator it = jacobian_params_second_derivatives.begin();
|
||||
it != jacobian_params_second_derivatives.end(); ++it)
|
||||
it->second->computeTemporaryTerms(reference_count,
|
||||
params_derivs_temporary_terms, params_derivs_temporary_terms,
|
||||
params_derivs_temporary_terms, params_derivs_temporary_terms,
|
||||
temp_terms_map,
|
||||
true, eJacobianParamsSecondDeriv);
|
||||
|
||||
for (third_derivatives_t::const_iterator it = hessian_params_derivatives.begin();
|
||||
it != hessian_params_derivatives.end(); ++it)
|
||||
it->second->computeTemporaryTerms(reference_count,
|
||||
params_derivs_temporary_terms, params_derivs_temporary_terms,
|
||||
params_derivs_temporary_terms, params_derivs_temporary_terms,
|
||||
temp_terms_map,
|
||||
true, eHessianParamsDeriv);
|
||||
|
||||
for (map<NodeTreeReference, temporary_terms_t>::const_iterator it = temp_terms_map.begin();
|
||||
it != temp_terms_map.end(); it++)
|
||||
params_derivs_temporary_terms.insert(it->second.cbegin(), it->second.cend());
|
||||
|
||||
params_derivs_temporary_terms_res = temp_terms_map[eResidualsParamsDeriv];
|
||||
params_derivs_temporary_terms_g1 = temp_terms_map[eJacobianParamsDeriv];
|
||||
params_derivs_temporary_terms_res2 = temp_terms_map[eResidualsParamsSecondDeriv];
|
||||
params_derivs_temporary_terms_g12 = temp_terms_map[eJacobianParamsSecondDeriv];
|
||||
params_derivs_temporary_terms_g2 = temp_terms_map[eHessianParamsDeriv];
|
||||
}
|
||||
|
||||
bool ModelTree::isNonstationary(int symb_id) const
|
||||
|
|
|
|||
|
|
@ -137,6 +137,11 @@ protected:
|
|||
|
||||
//! Temporary terms for the file containing parameters derivatives
|
||||
temporary_terms_t params_derivs_temporary_terms;
|
||||
temporary_terms_t params_derivs_temporary_terms_res;
|
||||
temporary_terms_t params_derivs_temporary_terms_g1;
|
||||
temporary_terms_t params_derivs_temporary_terms_res2;
|
||||
temporary_terms_t params_derivs_temporary_terms_g12;
|
||||
temporary_terms_t params_derivs_temporary_terms_g2;
|
||||
|
||||
|
||||
//! Trend variables and their growth factors
|
||||
|
|
|
|||
|
|
@ -1183,27 +1183,35 @@ StaticModel::writeStaticMFile(const string &func_name) const
|
|||
void
|
||||
StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) const
|
||||
{
|
||||
ostringstream model_output; // Used for storing model
|
||||
ostringstream model_eq_output; // Used for storing model equations
|
||||
ostringstream jacobian_output; // Used for storing jacobian equations
|
||||
ostringstream hessian_output; // Used for storing Hessian equations
|
||||
ostringstream model_local_vars_output; // Used for storing model local vars
|
||||
ostringstream model_output; // Used for storing model
|
||||
ostringstream jacobian_output; // Used for storing jacobian equations
|
||||
ostringstream hessian_output; // Used for storing Hessian equations
|
||||
ostringstream third_derivatives_output; // Used for storing third order derivatives equations
|
||||
ostringstream for_sym;
|
||||
ExprNodeOutputType output_type = (use_dll ? oCStaticModel :
|
||||
julia ? oJuliaStaticModel : oMatlabStaticModel);
|
||||
|
||||
deriv_node_temp_terms_t tef_terms;
|
||||
writeModelLocalVariables(model_output, output_type, tef_terms);
|
||||
temporary_terms_t temp_term_union = temporary_terms_res;
|
||||
|
||||
writeTemporaryTerms(temporary_terms, model_output, output_type, tef_terms);
|
||||
writeModelLocalVariables(model_local_vars_output, output_type, tef_terms);
|
||||
|
||||
writeModelEquations(model_eq_output, output_type);
|
||||
writeTemporaryTerms(temporary_terms_res, model_output, output_type, tef_terms);
|
||||
|
||||
writeModelEquations(model_output, output_type);
|
||||
|
||||
int nrows = equations.size();
|
||||
int JacobianColsNbr = symbol_table.endo_nbr();
|
||||
int hessianColsNbr = JacobianColsNbr*JacobianColsNbr;
|
||||
|
||||
// Write Jacobian w.r. to endogenous only
|
||||
temp_term_union.insert(temporary_terms_g1.cbegin(), temporary_terms_g1.cend());
|
||||
if (!first_derivatives.empty())
|
||||
if (julia)
|
||||
writeTemporaryTerms(temp_term_union, jacobian_output, output_type, tef_terms);
|
||||
else
|
||||
writeTemporaryTerms(temporary_terms_g1, jacobian_output, output_type, tef_terms);
|
||||
for (first_derivatives_t::const_iterator it = first_derivatives.begin();
|
||||
it != first_derivatives.end(); it++)
|
||||
{
|
||||
|
|
@ -1213,12 +1221,18 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
|
|||
|
||||
jacobianHelper(jacobian_output, eq, symbol_table.getTypeSpecificID(symb_id), output_type);
|
||||
jacobian_output << "=";
|
||||
d1->writeOutput(jacobian_output, output_type, temporary_terms, tef_terms);
|
||||
d1->writeOutput(jacobian_output, output_type, temp_term_union, tef_terms);
|
||||
jacobian_output << ";" << endl;
|
||||
}
|
||||
|
||||
int g2ncols = symbol_table.endo_nbr() * symbol_table.endo_nbr();
|
||||
// Write Hessian w.r. to endogenous only (only if 2nd order derivatives have been computed)
|
||||
temp_term_union.insert(temporary_terms_g2.cbegin(), temporary_terms_g2.cend());
|
||||
if (!second_derivatives.empty())
|
||||
if (julia)
|
||||
writeTemporaryTerms(temp_term_union, hessian_output, output_type, tef_terms);
|
||||
else
|
||||
writeTemporaryTerms(temporary_terms_g2, hessian_output, output_type, tef_terms);
|
||||
int k = 0; // Keep the line of a 2nd derivative in v2
|
||||
for (second_derivatives_t::const_iterator it = second_derivatives.begin();
|
||||
it != second_derivatives.end(); it++)
|
||||
|
|
@ -1238,7 +1252,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
|
|||
{
|
||||
for_sym << "g2[" << eq + 1 << "," << col_nb + 1 << "]";
|
||||
hessian_output << " @inbounds " << for_sym.str() << " = ";
|
||||
d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
|
||||
d2->writeOutput(hessian_output, output_type, temp_term_union, tef_terms);
|
||||
hessian_output << endl;
|
||||
}
|
||||
else
|
||||
|
|
@ -1251,7 +1265,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
|
|||
|
||||
sparseHelper(2, hessian_output, k, 2, output_type);
|
||||
hessian_output << "=";
|
||||
d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
|
||||
d2->writeOutput(hessian_output, output_type, temp_term_union, tef_terms);
|
||||
hessian_output << ";" << endl;
|
||||
|
||||
k++;
|
||||
|
|
@ -1280,6 +1294,12 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
|
|||
}
|
||||
|
||||
// Writing third derivatives
|
||||
temp_term_union.insert(temporary_terms_g3.cbegin(), temporary_terms_g3.cend());
|
||||
if (!third_derivatives.empty())
|
||||
if (julia)
|
||||
writeTemporaryTerms(temp_term_union, third_derivatives_output, output_type, tef_terms);
|
||||
else
|
||||
writeTemporaryTerms(temporary_terms_g3, third_derivatives_output, output_type, tef_terms);
|
||||
k = 0; // Keep the line of a 3rd derivative in v3
|
||||
for (third_derivatives_t::const_iterator it = third_derivatives.begin();
|
||||
it != third_derivatives.end(); it++)
|
||||
|
|
@ -1302,7 +1322,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
|
|||
{
|
||||
for_sym << "g3[" << eq + 1 << "," << ref_col + 1 << "]";
|
||||
third_derivatives_output << " @inbounds " << for_sym.str() << " = ";
|
||||
d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
|
||||
d3->writeOutput(third_derivatives_output, output_type, temp_term_union, tef_terms);
|
||||
third_derivatives_output << endl;
|
||||
}
|
||||
else
|
||||
|
|
@ -1315,7 +1335,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
|
|||
|
||||
sparseHelper(3, third_derivatives_output, k, 2, output_type);
|
||||
third_derivatives_output << "=";
|
||||
d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
|
||||
d3->writeOutput(third_derivatives_output, output_type, temp_term_union, tef_terms);
|
||||
third_derivatives_output << ";" << endl;
|
||||
}
|
||||
|
||||
|
|
@ -1358,8 +1378,8 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
|
|||
<< "%" << endl
|
||||
<< "% Model equations" << endl
|
||||
<< "%" << endl << endl
|
||||
<< model_local_vars_output.str()
|
||||
<< model_output.str()
|
||||
<< model_eq_output.str()
|
||||
<< "if ~isreal(residual)" << endl
|
||||
<< " residual = real(residual)+imag(residual).^2;" << endl
|
||||
<< "end" << endl
|
||||
|
|
@ -1407,8 +1427,8 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
|
|||
<< " double lhs, rhs;" << endl
|
||||
<< endl
|
||||
<< " /* Residual equations */" << endl
|
||||
<< model_local_vars_output.str()
|
||||
<< model_output.str()
|
||||
<< model_eq_output.str()
|
||||
<< " /* Jacobian */" << endl
|
||||
<< " if (g1 == NULL)" << endl
|
||||
<< " return;" << endl
|
||||
|
|
@ -1460,8 +1480,8 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
|
|||
<< " #" << endl
|
||||
<< " # Model equations" << endl
|
||||
<< " #" << endl
|
||||
<< model_local_vars_output.str()
|
||||
<< model_output.str()
|
||||
<< model_eq_output.str()
|
||||
<< "if ~isreal(residual)" << endl
|
||||
<< " residual = real(residual)+imag(residual).^2;" << endl
|
||||
<< "end" << endl
|
||||
|
|
@ -1479,7 +1499,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
|
|||
<< ")" << endl
|
||||
<< " fill!(g1, 0.0)" << endl
|
||||
<< " static!(y, x, params, residual)" << endl
|
||||
<< model_output.str()
|
||||
<< model_local_vars_output.str()
|
||||
<< " #" << endl
|
||||
<< " # Jacobian matrix" << endl
|
||||
<< " #" << endl
|
||||
|
|
@ -1501,7 +1521,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
|
|||
<< " @assert size(g2) == (" << equations.size() << ", " << g2ncols << ")" << endl
|
||||
<< " static!(y, x, params, residual, g1)" << endl;
|
||||
if (second_derivatives.size())
|
||||
StaticOutput << model_output.str()
|
||||
StaticOutput << model_local_vars_output.str()
|
||||
<< " #" << endl
|
||||
<< " # Hessian matrix" << endl
|
||||
<< " #" << endl
|
||||
|
|
@ -1524,7 +1544,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
|
|||
<< " @assert size(g3) == (" << nrows << ", " << ncols << ")" << endl
|
||||
<< " static!(y, x, params, residual, g1, g2)" << endl;
|
||||
if (third_derivatives.size())
|
||||
StaticOutput << model_output.str()
|
||||
StaticOutput << model_local_vars_output.str()
|
||||
<< " #" << endl
|
||||
<< " # Third order derivatives" << endl
|
||||
<< " #" << endl
|
||||
|
|
|
|||
Loading…
Reference in New Issue