/* * Copyright (C) 2010 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 . */ /////////////////////////////////////////////////////////// // ModelSolution.cpp // Implementation of the Class ModelSolution // Created on: 02-Feb-2010 13:06:35 /////////////////////////////////////////////////////////// #include #include "ModelSolution.hh" /** * compute the steady state (2nd stage), and computes first order approximation */ ModelSolution::ModelSolution(const std::string& dynamicDllFile, size_t n_endo_arg, size_t n_exo_arg, 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 INqz_criterium) : n_endo(n_endo_arg), n_exo(n_exo_arg), // n_jcols = Num of Jacobian columns = nStat+2*nPred+3*nBoth+2*nForw+nExog n_jcols (n_exo+n_endo+ zeta_back_arg.size() /*nsPred*/ + zeta_fwrd_arg.size() /*nsForw*/ +2*zeta_mixed_arg.size()), jacobian (n_endo,n_jcols), residual(n_endo), Mx(2,n_exo), decisionRules ( n_endo_arg, n_exo_arg, zeta_fwrd_arg, zeta_back_arg, zeta_mixed_arg, zeta_static_arg, INqz_criterium), dynamicDLLp(dynamicDllFile, n_endo, n_jcols, /* nMax_lag= */ 1, n_exo), llXsteadyState(n_jcols-n_exo) { Mx.setAll(0.0); jacobian.setAll(0.0); set_union(zeta_fwrd_arg.begin(), zeta_fwrd_arg.end(), zeta_mixed_arg.begin(), zeta_mixed_arg.end(), back_inserter(zeta_fwrd_mixed)); set_union(zeta_back_arg.begin(), zeta_back_arg.end(), zeta_mixed_arg.begin(), zeta_mixed_arg.end(), back_inserter(zeta_back_mixed)); } void ModelSolution::compute(VectorView& steadyState, const Vector& deepParams, Matrix& ghx, Matrix& ghu) throw (DecisionRules::BlanchardKahnException, GeneralizedSchurDecomposition::GSDException) { // compute Steady State ComputeSteadyState(steadyState, deepParams); // then get jacobian and ComputeModelSolution( steadyState, deepParams, ghx, ghu); } void ModelSolution::ComputeModelSolution(VectorView &steadyState, const Vector& deepParams, Matrix& ghx, Matrix& 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, 1, residual, &jacobian, NULL, NULL); //compute rules decisionRules.compute(jacobian,ghx, ghu); } void ModelSolution::ComputeSteadyState(VectorView& steadyState, const Vector& deepParams) { // does nothig for time being. }