/* * Copyright (C) 2010-2013 Dynare Team * * This file is part of Dynare. * * Dynare is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * Dynare is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with Dynare. If not, see . */ /////////////////////////////////////////////////////////// // ComputeModelSolution.h // Implementation of the Class ModelSolution // Created on: 15-Jan-2010 07:37:47 /////////////////////////////////////////////////////////// #if !defined(ModelSolution_5ADFF920_9C74_46f5_9FE9_88AD4D4BBF19__INCLUDED_) #define ModelSolution_5ADFF920_9C74_46f5_9FE9_88AD4D4BBF19__INCLUDED_ #include "DecisionRules.hh" #include "SteadyStateSolver.hh" #include "dynamic_dll.hh" /** * compute the steady state (2nd stage), and * computes first order approximation * */ class ModelSolution { public: ModelSolution(const std::string &basename, size_t n_endo, size_t n_exo, const std::vector &zeta_fwrd_arg, const std::vector &zeta_back_arg, const std::vector &zeta_mixed_arg, const std::vector &zeta_static_arg, double qz_criterium); virtual ~ModelSolution() {}; template void compute(Vec1 &steadyState, const Vec2 &deepParams, Mat1 &ghx, Mat2 &ghu) throw (DecisionRules::BlanchardKahnException, GeneralizedSchurDecomposition::GSDException, SteadyStateSolver::SteadyStateException) { // compute Steady State steadyStateSolver.compute(steadyState, Mx, deepParams); // then get jacobian and ComputeModelSolution(steadyState, deepParams, ghx, ghu); } private: const size_t n_endo; const size_t n_exo; const size_t n_jcols; // Num of Jacobian columns std::vector zeta_fwrd_mixed, zeta_back_mixed; Matrix jacobian; Vector residual; Matrix Mx; DecisionRules decisionRules; DynamicModelDLL dynamicDLLp; SteadyStateSolver steadyStateSolver; Vector llXsteadyState; //Matrix jacobian; template void ComputeModelSolution(Vec1 &steadyState, const Vec2 &deepParams, Mat1 &ghx, Mat2 &ghu) throw (DecisionRules::BlanchardKahnException, GeneralizedSchurDecomposition::GSDException) { // set extended Steady State for (size_t i = 0; i < zeta_back_mixed.size(); i++) llXsteadyState(i) = steadyState(zeta_back_mixed[i]); for (size_t i = 0; i < n_endo; i++) llXsteadyState(zeta_back_mixed.size() + i) = steadyState(i); for (size_t i = 0; i < zeta_fwrd_mixed.size(); i++) llXsteadyState(zeta_back_mixed.size() + n_endo + i) = steadyState(zeta_fwrd_mixed[i]); //get jacobian dynamicDLLp.eval(llXsteadyState, Mx, deepParams, steadyState, residual, &jacobian, NULL, NULL); //compute rules decisionRules.compute(jacobian, ghx, ghu); } }; #endif // !defined(5ADFF920_9C74_46f5_9FE9_88AD4D4BBF19__INCLUDED_)