// Copyright (C) 2006-2011, Ondra Kamenik #include "forw_subst_builder.h" using namespace ogdyn; ForwSubstBuilder::ForwSubstBuilder(DynareModel& m) : model(m) { info.num_new_terms -= model.getParser().getTree().get_num_op(); // go through all equations int neq = model.eqs.nformulas(); for (int i = 0; i < neq; i++) { int ft = model.eqs.formula(i); int mlead, mlag; model.termspan(ft, mlead, mlag); // if equation is too forward looking if (mlead > 1) { info.num_affected_equations++; // break it to non-linear terms unordered_set nlt = model.get_nonlinear_subterms(ft); int j = 0; // indexes subterms // and make substitutions for all these non-linear subterms for (unordered_set::const_iterator it = nlt.begin(); it != nlt.end(); ++it, ++j) substitute_for_term(*it, i, j); } } // unassign all variables with lead greater than 1 unassign_gt_1_leads(); // forget the derivatives in the tree because some variables could // have been unassigned model.eqs.getTree().forget_derivative_maps(); info.num_new_terms += model.getParser().getTree().get_num_op(); } void ForwSubstBuilder::substitute_for_term(int t, int i, int j) { int mlead, mlag; model.termspan(t, mlead, mlag); if (mlead > 1) { info.num_subst_terms++; // Example for comments: let t = f(x(+4)) // first make lagsubst be substitution setting f(x(+4)) to f(x(+1)) // this is lag = -3 (1-mlead) map lagsubst; unordered_set nult = model.eqs.nulary_of_term(t);// make copy of nult! model.variable_shift_map(nult, 1-mlead, lagsubst); int lagt = model.eqs.add_substitution(t, lagsubst); // now maxlead of lagt is +1 // add AUXLD_*_*_1 = f(x(+1)) to the model char name[100]; sprintf(name, "AUXLD_%d_%d_%d", i, j, 1); model.atoms.register_uniq_endo(name); info.num_aux_variables++; const char* ss = model.atoms.get_name_storage().query(name); int auxt = model.eqs.add_nulary(name); model.eqs.add_formula(model.eqs.add_binary(ogp::MINUS, auxt, lagt)); aux_map.insert(Tsubstmap::value_type(ss, lagt)); // now add variables and equations // AUXLD_*_*_2 = AUXLD_*_*_1(+1) through // AUXLD_*_*_{mlead-1} = AUXLD_*_*_{mlead-2}(+1) for (int ll = 1; ll <= mlead-2; ll++) { // create AUXLD_*_*_{ll}(+1) sprintf(name, "AUXLD_%d_%d_%d(+1)", i, j, ll); int lastauxt_lead = model.eqs.add_nulary(name); // create AUXLD_*_*{ll+1} sprintf(name, "AUXLD_%d_%d_%d", i, j, ll+1); model.atoms.register_uniq_endo(name); info.num_aux_variables++; ss = model.atoms.get_name_storage().query(name); auxt = model.eqs.add_nulary(name); // add AUXLD_*_*_{ll+1} = AUXLD_*_*_{ll}(+1) model.eqs.add_formula(model.eqs.add_binary(ogp::MINUS, auxt, lastauxt_lead)); // add substitution to the map; todo: this // works well because in the context where // aux_map is used the timing doesn't matter, // however, it is misleading, needs to be // changed aux_map.insert(Tsubstmap::value_type(ss, lagt)); } // now we have to substitute AUXLD_*_*{mlead-1}(+1) for t sprintf(name, "AUXLD_%d_%d_%d", i, j, mlead-1); ss = model.atoms.get_name_storage().query(name); model.substitute_atom_for_term(ss, +1, t); } } void ForwSubstBuilder::unassign_gt_1_leads(const char* name) { const char* ss = model.atoms.get_name_storage().query(name); int mlead, mlag; model.atoms.varspan(name, mlead, mlag); for (int ll = 2; ll <= mlead; ll++) { int t = model.atoms.index(ss, ll); if (t != -1) model.atoms.unassign_variable(ss, ll, t); } } void ForwSubstBuilder::unassign_gt_1_leads() { const vector& endovars = model.atoms.get_endovars(); for (unsigned int i = 0; i < endovars.size(); i++) unassign_gt_1_leads(endovars[i]); const vector& exovars = model.atoms.get_exovars(); for (unsigned int i = 0; i < exovars.size(); i++) unassign_gt_1_leads(exovars[i]); } ForwSubstBuilder::ForwSubstBuilder(const ForwSubstBuilder& b, DynareModel& m) : model(m) { for (Tsubstmap::const_iterator it = b.aux_map.begin(); it != b.aux_map.end(); ++it) { const char* ss = m.atoms.get_name_storage().query((*it).first); aux_map.insert(Tsubstmap::value_type(ss, (*it).second)); } }