4306 lines
142 KiB
C++
4306 lines
142 KiB
C++
/*
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* Copyright (C) 2007-2010 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include <iostream>
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#include <iterator>
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#include <algorithm>
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// For select1st()
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#ifdef __GNUC__
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# include <ext/functional>
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using namespace __gnu_cxx;
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#endif
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#include <cassert>
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#include <cmath>
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#include "ExprNode.hh"
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#include "DataTree.hh"
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#include "ModFile.hh"
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ExprNode::ExprNode(DataTree &datatree_arg) : datatree(datatree_arg), preparedForDerivation(false)
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{
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// Add myself to datatree
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datatree.node_list.push_back(this);
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// Set my index and increment counter
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idx = datatree.node_counter++;
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}
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ExprNode::~ExprNode()
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{
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}
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expr_t
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ExprNode::getDerivative(int deriv_id)
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{
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if (!preparedForDerivation)
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prepareForDerivation();
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// Return zero if derivative is necessarily null (using symbolic a priori)
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set<int>::const_iterator it = non_null_derivatives.find(deriv_id);
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if (it == non_null_derivatives.end())
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return datatree.Zero;
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// If derivative is stored in cache, use the cached value, otherwise compute it (and cache it)
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map<int, expr_t>::const_iterator it2 = derivatives.find(deriv_id);
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if (it2 != derivatives.end())
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return it2->second;
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else
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{
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expr_t d = computeDerivative(deriv_id);
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derivatives[deriv_id] = d;
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return d;
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}
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}
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int
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ExprNode::precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const
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{
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// For a constant, a variable, or a unary op, the precedence is maximal
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return 100;
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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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{
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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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void
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ExprNode::collectEndogenous(set<pair<int, int> > &result) const
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{
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set<pair<int, int> > symb_ids;
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collectVariables(eEndogenous, symb_ids);
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for (set<pair<int, int> >::const_iterator it = symb_ids.begin();
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it != symb_ids.end(); it++)
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result.insert(make_pair(datatree.symbol_table.getTypeSpecificID(it->first), it->second));
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}
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void
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ExprNode::collectExogenous(set<pair<int, int> > &result) const
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{
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set<pair<int, int> > symb_ids;
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collectVariables(eExogenous, symb_ids);
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for (set<pair<int, int> >::const_iterator it = symb_ids.begin();
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it != symb_ids.end(); it++)
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result.insert(make_pair(datatree.symbol_table.getTypeSpecificID(it->first), it->second));
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}
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void
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ExprNode::collectModelLocalVariables(set<int> &result) const
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{
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set<pair<int, int> > symb_ids;
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collectVariables(eModelLocalVariable, symb_ids);
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transform(symb_ids.begin(), symb_ids.end(), inserter(result, result.begin()),
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select1st<pair<int, int> >());
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}
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void
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ExprNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
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temporary_terms_t &temporary_terms,
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bool is_matlab) const
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{
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// Nothing to do for a terminal node
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}
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void
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ExprNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
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temporary_terms_t &temporary_terms,
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map<expr_t, pair<int, int> > &first_occurence,
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int Curr_block,
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vector<vector<temporary_terms_t> > &v_temporary_terms,
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int equation) const
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{
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// Nothing to do for a terminal node
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}
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pair<int, expr_t >
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ExprNode::normalizeEquation(int var_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const
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{
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return (make_pair(0, (expr_t) NULL));
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}
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void
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ExprNode::writeOutput(ostream &output) const
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{
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writeOutput(output, oMatlabOutsideModel, temporary_terms_t());
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}
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void
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ExprNode::writeOutput(ostream &output, ExprNodeOutputType output_type) const
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{
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writeOutput(output, output_type, temporary_terms_t());
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}
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void
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ExprNode::writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const
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{
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deriv_node_temp_terms_t tef_terms;
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writeOutput(output, output_type, temporary_terms, tef_terms);
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}
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void
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ExprNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
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const temporary_terms_t &temporary_terms,
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deriv_node_temp_terms_t &tef_terms) const
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{
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// Nothing to do
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}
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VariableNode *
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ExprNode::createEndoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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int n = maxEndoLead();
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assert(n >= 2);
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subst_table_t::const_iterator it = subst_table.find(this);
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if (it != subst_table.end())
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return const_cast<VariableNode *>(it->second);
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expr_t substexpr = decreaseLeadsLags(n-1);
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int lag = n-2;
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// Each iteration tries to create an auxvar such that auxvar(+1)=expr(-lag)
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// At the beginning (resp. end) of each iteration, substexpr is an expression (possibly an auxvar) equivalent to expr(-lag-1) (resp. expr(-lag))
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while (lag >= 0)
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{
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expr_t orig_expr = decreaseLeadsLags(lag);
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it = subst_table.find(orig_expr);
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if (it == subst_table.end())
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{
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int symb_id = datatree.symbol_table.addEndoLeadAuxiliaryVar(orig_expr->idx);
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neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(datatree.AddVariable(symb_id, 0), substexpr)));
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substexpr = datatree.AddVariable(symb_id, +1);
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assert(dynamic_cast<VariableNode *>(substexpr) != NULL);
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subst_table[orig_expr] = dynamic_cast<VariableNode *>(substexpr);
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}
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else
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substexpr = const_cast<VariableNode *>(it->second);
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lag--;
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}
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return dynamic_cast<VariableNode *>(substexpr);
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}
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VariableNode *
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ExprNode::createExoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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int n = maxExoLead();
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assert(n >= 1);
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subst_table_t::const_iterator it = subst_table.find(this);
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if (it != subst_table.end())
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return const_cast<VariableNode *>(it->second);
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expr_t substexpr = decreaseLeadsLags(n);
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int lag = n-1;
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// Each iteration tries to create an auxvar such that auxvar(+1)=expr(-lag)
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// At the beginning (resp. end) of each iteration, substexpr is an expression (possibly an auxvar) equivalent to expr(-lag-1) (resp. expr(-lag))
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while (lag >= 0)
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{
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expr_t orig_expr = decreaseLeadsLags(lag);
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it = subst_table.find(orig_expr);
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if (it == subst_table.end())
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{
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int symb_id = datatree.symbol_table.addExoLeadAuxiliaryVar(orig_expr->idx);
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neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(datatree.AddVariable(symb_id, 0), substexpr)));
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substexpr = datatree.AddVariable(symb_id, +1);
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assert(dynamic_cast<VariableNode *>(substexpr) != NULL);
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subst_table[orig_expr] = dynamic_cast<VariableNode *>(substexpr);
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}
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else
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substexpr = const_cast<VariableNode *>(it->second);
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lag--;
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}
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return dynamic_cast<VariableNode *>(substexpr);
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}
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bool
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ExprNode::isNumConstNodeEqualTo(double value) const
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{
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return false;
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}
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bool
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ExprNode::isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const
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{
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return false;
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}
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NumConstNode::NumConstNode(DataTree &datatree_arg, int id_arg) :
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ExprNode(datatree_arg),
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id(id_arg)
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{
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// Add myself to the num const map
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datatree.num_const_node_map[id] = this;
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}
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void
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NumConstNode::prepareForDerivation()
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{
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preparedForDerivation = true;
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// All derivatives are null, so non_null_derivatives is left empty
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}
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expr_t
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NumConstNode::computeDerivative(int deriv_id)
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{
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return datatree.Zero;
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}
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void
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NumConstNode::collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const
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{
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temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<NumConstNode *>(this));
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if (it != temporary_terms.end())
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temporary_terms_inuse.insert(idx);
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}
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void
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NumConstNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
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const temporary_terms_t &temporary_terms,
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deriv_node_temp_terms_t &tef_terms) const
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{
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temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<NumConstNode *>(this));
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if (it != temporary_terms.end())
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if (output_type == oMatlabDynamicModelSparse)
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output << "T" << idx << "(it_)";
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else
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output << "T" << idx;
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else
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output << datatree.num_constants.get(id);
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}
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double
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NumConstNode::eval(const eval_context_t &eval_context) const throw (EvalException)
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{
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return (datatree.num_constants.getDouble(id));
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}
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void
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NumConstNode::compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic) const
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{
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FLDC_ fldc(datatree.num_constants.getDouble(id));
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fldc.write(CompileCode, instruction_number);
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}
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void
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NumConstNode::collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const
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{
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}
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pair<int, expr_t >
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NumConstNode::normalizeEquation(int var_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const
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{
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return (make_pair(0, datatree.AddNumConstant(datatree.num_constants.get(id))));
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}
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expr_t
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NumConstNode::getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables)
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{
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return datatree.Zero;
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}
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expr_t
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NumConstNode::toStatic(DataTree &static_datatree) const
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{
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return static_datatree.AddNumConstant(datatree.num_constants.get(id));
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}
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int
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NumConstNode::maxEndoLead() const
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{
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return 0;
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}
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int
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NumConstNode::maxExoLead() const
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{
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return 0;
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}
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int
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NumConstNode::maxEndoLag() const
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{
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return 0;
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}
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int
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NumConstNode::maxExoLag() const
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{
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return 0;
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}
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expr_t
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NumConstNode::decreaseLeadsLags(int n) const
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{
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return const_cast<NumConstNode *>(this);
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}
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expr_t
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NumConstNode::decreaseLeadsLagsPredeterminedVariables() const
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{
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return const_cast<NumConstNode *>(this);
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}
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expr_t
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NumConstNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
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{
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return const_cast<NumConstNode *>(this);
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}
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expr_t
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NumConstNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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return const_cast<NumConstNode *>(this);
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}
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expr_t
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NumConstNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
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{
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return const_cast<NumConstNode *>(this);
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}
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expr_t
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NumConstNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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return const_cast<NumConstNode *>(this);
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}
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expr_t
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NumConstNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
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{
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return const_cast<NumConstNode *>(this);
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}
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VariableNode::VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg) :
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ExprNode(datatree_arg),
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symb_id(symb_id_arg),
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type(datatree.symbol_table.getType(symb_id_arg)),
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lag(lag_arg)
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{
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// Add myself to the variable map
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datatree.variable_node_map[make_pair(symb_id, lag)] = this;
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// It makes sense to allow a lead/lag on parameters: during steady state calibration, endogenous and parameters can be swapped
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assert(type != eExternalFunction
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&& (lag == 0 || (type != eModelLocalVariable && type != eModFileLocalVariable)));
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}
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bool
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NumConstNode::isNumConstNodeEqualTo(double value) const
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{
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if (datatree.num_constants.getDouble(id) == value)
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return true;
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else
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return false;
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}
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bool
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NumConstNode::isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const
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{
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return false;
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}
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void
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VariableNode::prepareForDerivation()
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{
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if (preparedForDerivation)
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return;
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preparedForDerivation = true;
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// Fill in non_null_derivatives
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switch (type)
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{
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case eEndogenous:
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case eExogenous:
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case eExogenousDet:
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case eParameter:
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// For a variable or a parameter, the only non-null derivative is with respect to itself
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non_null_derivatives.insert(datatree.getDerivID(symb_id, lag));
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break;
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case eModelLocalVariable:
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datatree.local_variables_table[symb_id]->prepareForDerivation();
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// Non null derivatives are those of the value of the local parameter
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non_null_derivatives = datatree.local_variables_table[symb_id]->non_null_derivatives;
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break;
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case eModFileLocalVariable:
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// Such a variable is never derived
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break;
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case eExternalFunction:
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cerr << "VariableNode::prepareForDerivation: impossible case" << endl;
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exit(EXIT_FAILURE);
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}
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}
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expr_t
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VariableNode::computeDerivative(int deriv_id)
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{
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switch (type)
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{
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case eEndogenous:
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case eExogenous:
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case eExogenousDet:
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case eParameter:
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if (deriv_id == datatree.getDerivID(symb_id, lag))
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return datatree.One;
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else
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return datatree.Zero;
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case eModelLocalVariable:
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return datatree.local_variables_table[symb_id]->getDerivative(deriv_id);
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case eModFileLocalVariable:
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cerr << "ModFileLocalVariable is not derivable" << endl;
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exit(EXIT_FAILURE);
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case eExternalFunction:
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cerr << "Impossible case!" << endl;
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exit(EXIT_FAILURE);
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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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VariableNode::collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const
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{
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temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<VariableNode *>(this));
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if (it != temporary_terms.end())
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temporary_terms_inuse.insert(idx);
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if (type == eModelLocalVariable)
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datatree.local_variables_table[symb_id]->collectTemporary_terms(temporary_terms, temporary_terms_inuse, Curr_Block);
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}
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void
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VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
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const temporary_terms_t &temporary_terms,
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deriv_node_temp_terms_t &tef_terms) const
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{
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// If node is a temporary term
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temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<VariableNode *>(this));
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if (it != temporary_terms.end())
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{
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if (output_type == oMatlabDynamicModelSparse)
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output << "T" << idx << "(it_)";
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else
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output << "T" << idx;
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return;
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}
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if (IS_LATEX(output_type))
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{
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|
if (output_type == oLatexDynamicSteadyStateOperator)
|
|
output << "\\bar{";
|
|
output << datatree.symbol_table.getTeXName(symb_id);
|
|
if (output_type == oLatexDynamicModel
|
|
&& (type == eEndogenous || type == eExogenous || type == eExogenousDet || type == eModelLocalVariable))
|
|
{
|
|
output << "_{t";
|
|
if (lag != 0)
|
|
{
|
|
if (lag > 0)
|
|
output << "+";
|
|
output << lag;
|
|
}
|
|
output << "}";
|
|
}
|
|
else if (output_type == oLatexDynamicSteadyStateOperator)
|
|
output << "}";
|
|
return;
|
|
}
|
|
|
|
int i;
|
|
int tsid = datatree.symbol_table.getTypeSpecificID(symb_id);
|
|
switch (type)
|
|
{
|
|
case eParameter:
|
|
if (output_type == oMatlabOutsideModel || output_type == oSteadyStateFile)
|
|
output << "M_.params" << "(" << tsid + 1 << ")";
|
|
else
|
|
output << "params" << LEFT_ARRAY_SUBSCRIPT(output_type) << tsid + ARRAY_SUBSCRIPT_OFFSET(output_type) << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
break;
|
|
|
|
case eModelLocalVariable:
|
|
if (output_type == oMatlabDynamicModelSparse || output_type == oMatlabStaticModelSparse)
|
|
{
|
|
output << "(";
|
|
datatree.local_variables_table[symb_id]->writeOutput(output, output_type, temporary_terms);
|
|
output << ")";
|
|
}
|
|
else
|
|
output << datatree.symbol_table.getName(symb_id);
|
|
break;
|
|
|
|
case eModFileLocalVariable:
|
|
output << datatree.symbol_table.getName(symb_id);
|
|
break;
|
|
|
|
case eEndogenous:
|
|
switch (output_type)
|
|
{
|
|
case oMatlabDynamicModel:
|
|
case oCDynamicModel:
|
|
i = datatree.getDynJacobianCol(datatree.getDerivID(symb_id, lag)) + ARRAY_SUBSCRIPT_OFFSET(output_type);
|
|
output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
break;
|
|
case oMatlabStaticModel:
|
|
case oMatlabStaticModelSparse:
|
|
i = tsid + ARRAY_SUBSCRIPT_OFFSET(output_type);
|
|
output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
break;
|
|
case oMatlabDynamicModelSparse:
|
|
i = tsid + ARRAY_SUBSCRIPT_OFFSET(output_type);
|
|
if (lag > 0)
|
|
output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_+" << lag << ", " << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
else if (lag < 0)
|
|
output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_" << lag << ", " << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
else
|
|
output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_, " << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
break;
|
|
case oMatlabOutsideModel:
|
|
output << "oo_.steady_state(" << tsid + 1 << ")";
|
|
break;
|
|
case oMatlabDynamicSteadyStateOperator:
|
|
case oMatlabDynamicSparseSteadyStateOperator:
|
|
output << "oo_.steady_state(" << tsid + 1 << ")";
|
|
break;
|
|
case oCDynamicSteadyStateOperator:
|
|
output << "steady_state[" << tsid << "]";
|
|
break;
|
|
case oSteadyStateFile:
|
|
output << "ys_(" << tsid + 1 << ")";
|
|
break;
|
|
default:
|
|
assert(false);
|
|
}
|
|
break;
|
|
|
|
case eExogenous:
|
|
i = tsid + ARRAY_SUBSCRIPT_OFFSET(output_type);
|
|
switch (output_type)
|
|
{
|
|
case oMatlabDynamicModel:
|
|
case oMatlabDynamicModelSparse:
|
|
if (lag > 0)
|
|
output << "x(it_+" << lag << ", " << i << ")";
|
|
else if (lag < 0)
|
|
output << "x(it_" << lag << ", " << i << ")";
|
|
else
|
|
output << "x(it_, " << i << ")";
|
|
break;
|
|
case oCDynamicModel:
|
|
if (lag == 0)
|
|
output << "x[it_+" << i << "*nb_row_x]";
|
|
else if (lag > 0)
|
|
output << "x[it_+" << lag << "+" << i << "*nb_row_x]";
|
|
else
|
|
output << "x[it_" << lag << "+" << i << "*nb_row_x]";
|
|
break;
|
|
case oMatlabStaticModel:
|
|
case oMatlabStaticModelSparse:
|
|
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
break;
|
|
case oMatlabOutsideModel:
|
|
assert(lag == 0);
|
|
output << "oo_.exo_steady_state(" << i << ")";
|
|
break;
|
|
case oMatlabDynamicSteadyStateOperator:
|
|
output << "oo_.exo_steady_state(" << i << ")";
|
|
break;
|
|
case oSteadyStateFile:
|
|
output << "exo_(" << i << ")";
|
|
break;
|
|
default:
|
|
assert(false);
|
|
}
|
|
break;
|
|
|
|
case eExogenousDet:
|
|
i = tsid + datatree.symbol_table.exo_nbr() + ARRAY_SUBSCRIPT_OFFSET(output_type);
|
|
switch (output_type)
|
|
{
|
|
case oMatlabDynamicModel:
|
|
case oMatlabDynamicModelSparse:
|
|
if (lag > 0)
|
|
output << "x(it_+" << lag << ", " << i << ")";
|
|
else if (lag < 0)
|
|
output << "x(it_" << lag << ", " << i << ")";
|
|
else
|
|
output << "x(it_, " << i << ")";
|
|
break;
|
|
case oCDynamicModel:
|
|
if (lag == 0)
|
|
output << "x[it_+" << i << "*nb_row_xd]";
|
|
else if (lag > 0)
|
|
output << "x[it_+" << lag << "+" << i << "*nb_row_xd]";
|
|
else
|
|
output << "x[it_" << lag << "+" << i << "*nb_row_xd]";
|
|
break;
|
|
case oMatlabStaticModel:
|
|
case oMatlabStaticModelSparse:
|
|
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
break;
|
|
case oMatlabOutsideModel:
|
|
assert(lag == 0);
|
|
output << "oo_.exo_det_steady_state(" << tsid + 1 << ")";
|
|
break;
|
|
case oMatlabDynamicSteadyStateOperator:
|
|
output << "oo_.exo_det_steady_state(" << tsid + 1 << ")";
|
|
break;
|
|
case oSteadyStateFile:
|
|
output << "exo_(" << i << ")";
|
|
break;
|
|
default:
|
|
assert(false);
|
|
}
|
|
break;
|
|
|
|
case eExternalFunction:
|
|
cerr << "Impossible case" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
|
|
double
|
|
VariableNode::eval(const eval_context_t &eval_context) const throw (EvalException)
|
|
{
|
|
eval_context_t::const_iterator it = eval_context.find(symb_id);
|
|
if (it == eval_context.end())
|
|
throw EvalException();
|
|
|
|
return it->second;
|
|
}
|
|
|
|
void
|
|
VariableNode::compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic) const
|
|
{
|
|
if (type == eModelLocalVariable || type == eModFileLocalVariable)
|
|
datatree.local_variables_table[symb_id]->compile(CompileCode, instruction_number, lhs_rhs, temporary_terms, map_idx, dynamic, steady_dynamic);
|
|
else
|
|
{
|
|
int tsid = datatree.symbol_table.getTypeSpecificID(symb_id);
|
|
if (type == eExogenousDet)
|
|
tsid += datatree.symbol_table.exo_nbr();
|
|
if (!lhs_rhs)
|
|
{
|
|
if (dynamic)
|
|
{
|
|
if (steady_dynamic) // steady state values in a dynamic model
|
|
{
|
|
FLDVS_ fldvs(type, tsid);
|
|
fldvs.write(CompileCode, instruction_number);
|
|
}
|
|
else
|
|
{
|
|
if (type == eParameter)
|
|
{
|
|
FLDV_ fldv(type, tsid);
|
|
fldv.write(CompileCode, instruction_number);
|
|
}
|
|
else
|
|
{
|
|
FLDV_ fldv(type, tsid, lag);
|
|
fldv.write(CompileCode, instruction_number);
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
FLDSV_ fldsv(type, tsid);
|
|
fldsv.write(CompileCode, instruction_number);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (dynamic)
|
|
{
|
|
if (steady_dynamic) // steady state values in a dynamic model
|
|
{
|
|
cerr << "Impossible case: steady_state in rhs of equation" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
else
|
|
{
|
|
if (type == eParameter)
|
|
{
|
|
FSTPV_ fstpv(type, tsid);
|
|
fstpv.write(CompileCode, instruction_number);
|
|
}
|
|
else
|
|
{
|
|
FSTPV_ fstpv(type, tsid, lag);
|
|
fstpv.write(CompileCode, instruction_number);
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
FSTPSV_ fstpsv(type, tsid);
|
|
fstpsv.write(CompileCode, instruction_number);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
void
|
|
VariableNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int> > &first_occurence,
|
|
int Curr_block,
|
|
vector<vector<temporary_terms_t> > &v_temporary_terms,
|
|
int equation) const
|
|
{
|
|
if (type == eModelLocalVariable)
|
|
datatree.local_variables_table[symb_id]->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, Curr_block, v_temporary_terms, equation);
|
|
}
|
|
|
|
void
|
|
VariableNode::collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const
|
|
{
|
|
if (type == type_arg)
|
|
result.insert(make_pair(symb_id, lag));
|
|
if (type == eModelLocalVariable)
|
|
datatree.local_variables_table[symb_id]->collectVariables(type_arg, result);
|
|
}
|
|
|
|
pair<int, expr_t>
|
|
VariableNode::normalizeEquation(int var_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const
|
|
{
|
|
if (type == eEndogenous)
|
|
{
|
|
if (datatree.symbol_table.getTypeSpecificID(symb_id) == var_endo && lag == 0)
|
|
return (make_pair(1, (expr_t) NULL));
|
|
else
|
|
return (make_pair(0, datatree.AddVariableInternal(symb_id, lag)));
|
|
}
|
|
else
|
|
{
|
|
if (type == eParameter)
|
|
return (make_pair(0, datatree.AddVariableInternal(symb_id, 0)));
|
|
else
|
|
return (make_pair(0, datatree.AddVariableInternal(symb_id, lag)));
|
|
}
|
|
}
|
|
|
|
expr_t
|
|
VariableNode::getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables)
|
|
{
|
|
switch (type)
|
|
{
|
|
case eEndogenous:
|
|
case eExogenous:
|
|
case eExogenousDet:
|
|
case eParameter:
|
|
if (deriv_id == datatree.getDerivID(symb_id, lag))
|
|
return datatree.One;
|
|
else
|
|
{
|
|
//if there is in the equation a recursive variable we could use a chaine rule derivation
|
|
map<int, expr_t>::const_iterator it = recursive_variables.find(datatree.getDerivID(symb_id, lag));
|
|
if (it != recursive_variables.end())
|
|
{
|
|
map<int, expr_t>::const_iterator it2 = derivatives.find(deriv_id);
|
|
if (it2 != derivatives.end())
|
|
return it2->second;
|
|
else
|
|
{
|
|
map<int, expr_t> recursive_vars2(recursive_variables);
|
|
recursive_vars2.erase(it->first);
|
|
//expr_t c = datatree.AddNumConstant("1");
|
|
expr_t d = datatree.AddUMinus(it->second->getChainRuleDerivative(deriv_id, recursive_vars2));
|
|
//d = datatree.AddTimes(c, d);
|
|
derivatives[deriv_id] = d;
|
|
return d;
|
|
}
|
|
}
|
|
else
|
|
return datatree.Zero;
|
|
}
|
|
case eModelLocalVariable:
|
|
return datatree.local_variables_table[symb_id]->getChainRuleDerivative(deriv_id, recursive_variables);
|
|
case eModFileLocalVariable:
|
|
cerr << "ModFileLocalVariable is not derivable" << endl;
|
|
exit(EXIT_FAILURE);
|
|
case eExternalFunction:
|
|
cerr << "Impossible case!" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
expr_t
|
|
VariableNode::toStatic(DataTree &static_datatree) const
|
|
{
|
|
return static_datatree.AddVariable(symb_id);
|
|
}
|
|
|
|
int
|
|
VariableNode::maxEndoLead() const
|
|
{
|
|
switch (type)
|
|
{
|
|
case eEndogenous:
|
|
return max(lag, 0);
|
|
case eModelLocalVariable:
|
|
return datatree.local_variables_table[symb_id]->maxEndoLead();
|
|
default:
|
|
return 0;
|
|
}
|
|
}
|
|
|
|
int
|
|
VariableNode::maxExoLead() const
|
|
{
|
|
switch (type)
|
|
{
|
|
case eExogenous:
|
|
return max(lag, 0);
|
|
case eModelLocalVariable:
|
|
return datatree.local_variables_table[symb_id]->maxExoLead();
|
|
default:
|
|
return 0;
|
|
}
|
|
}
|
|
|
|
int
|
|
VariableNode::maxEndoLag() const
|
|
{
|
|
switch (type)
|
|
{
|
|
case eEndogenous:
|
|
return max(-lag, 0);
|
|
case eModelLocalVariable:
|
|
return datatree.local_variables_table[symb_id]->maxEndoLag();
|
|
default:
|
|
return 0;
|
|
}
|
|
}
|
|
|
|
int
|
|
VariableNode::maxExoLag() const
|
|
{
|
|
switch (type)
|
|
{
|
|
case eExogenous:
|
|
return max(-lag, 0);
|
|
case eModelLocalVariable:
|
|
return datatree.local_variables_table[symb_id]->maxExoLag();
|
|
default:
|
|
return 0;
|
|
}
|
|
}
|
|
|
|
expr_t
|
|
VariableNode::decreaseLeadsLags(int n) const
|
|
{
|
|
switch (type)
|
|
{
|
|
case eEndogenous:
|
|
case eExogenous:
|
|
case eExogenousDet:
|
|
return datatree.AddVariable(symb_id, lag-n);
|
|
case eModelLocalVariable:
|
|
return datatree.local_variables_table[symb_id]->decreaseLeadsLags(n);
|
|
default:
|
|
return const_cast<VariableNode *>(this);
|
|
}
|
|
}
|
|
|
|
expr_t
|
|
VariableNode::decreaseLeadsLagsPredeterminedVariables() const
|
|
{
|
|
if (datatree.symbol_table.isPredetermined(symb_id))
|
|
return decreaseLeadsLags(1);
|
|
else
|
|
return const_cast<VariableNode *>(this);
|
|
}
|
|
|
|
expr_t
|
|
VariableNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
|
|
{
|
|
expr_t value;
|
|
switch (type)
|
|
{
|
|
case eEndogenous:
|
|
if (lag <= 1)
|
|
return const_cast<VariableNode *>(this);
|
|
else
|
|
return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
|
|
case eModelLocalVariable:
|
|
value = datatree.local_variables_table[symb_id];
|
|
if (value->maxEndoLead() <= 1)
|
|
return const_cast<VariableNode *>(this);
|
|
else
|
|
return value->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
|
|
default:
|
|
return const_cast<VariableNode *>(this);
|
|
}
|
|
}
|
|
|
|
expr_t
|
|
VariableNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
|
|
{
|
|
VariableNode *substexpr;
|
|
expr_t value;
|
|
subst_table_t::const_iterator it;
|
|
int cur_lag;
|
|
switch (type)
|
|
{
|
|
case eEndogenous:
|
|
if (lag >= -1)
|
|
return const_cast<VariableNode *>(this);
|
|
|
|
it = subst_table.find(this);
|
|
if (it != subst_table.end())
|
|
return const_cast<VariableNode *>(it->second);
|
|
|
|
substexpr = datatree.AddVariable(symb_id, -1);
|
|
cur_lag = -2;
|
|
|
|
// Each iteration tries to create an auxvar such that auxvar(-1)=curvar(cur_lag)
|
|
// At the beginning (resp. end) of each iteration, substexpr is an expression (possibly an auxvar) equivalent to curvar(cur_lag+1) (resp. curvar(cur_lag))
|
|
while (cur_lag >= lag)
|
|
{
|
|
VariableNode *orig_expr = datatree.AddVariable(symb_id, cur_lag);
|
|
it = subst_table.find(orig_expr);
|
|
if (it == subst_table.end())
|
|
{
|
|
int aux_symb_id = datatree.symbol_table.addEndoLagAuxiliaryVar(symb_id, cur_lag+1);
|
|
neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(datatree.AddVariable(aux_symb_id, 0), substexpr)));
|
|
substexpr = datatree.AddVariable(aux_symb_id, -1);
|
|
subst_table[orig_expr] = substexpr;
|
|
}
|
|
else
|
|
substexpr = const_cast<VariableNode *>(it->second);
|
|
|
|
cur_lag--;
|
|
}
|
|
return substexpr;
|
|
|
|
case eModelLocalVariable:
|
|
value = datatree.local_variables_table[symb_id];
|
|
if (value->maxEndoLag() <= 1)
|
|
return const_cast<VariableNode *>(this);
|
|
else
|
|
return value->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
|
|
default:
|
|
return const_cast<VariableNode *>(this);
|
|
}
|
|
}
|
|
|
|
expr_t
|
|
VariableNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
|
|
{
|
|
expr_t value;
|
|
switch (type)
|
|
{
|
|
case eExogenous:
|
|
if (lag <= 0)
|
|
return const_cast<VariableNode *>(this);
|
|
else
|
|
return createExoLeadAuxiliaryVarForMyself(subst_table, neweqs);
|
|
case eModelLocalVariable:
|
|
value = datatree.local_variables_table[symb_id];
|
|
if (value->maxExoLead() == 0)
|
|
return const_cast<VariableNode *>(this);
|
|
else
|
|
return value->substituteExoLead(subst_table, neweqs, deterministic_model);
|
|
default:
|
|
return const_cast<VariableNode *>(this);
|
|
}
|
|
}
|
|
|
|
expr_t
|
|
VariableNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
|
|
{
|
|
VariableNode *substexpr;
|
|
expr_t value;
|
|
subst_table_t::const_iterator it;
|
|
int cur_lag;
|
|
switch (type)
|
|
{
|
|
case eExogenous:
|
|
if (lag >= 0)
|
|
return const_cast<VariableNode *>(this);
|
|
|
|
it = subst_table.find(this);
|
|
if (it != subst_table.end())
|
|
return const_cast<VariableNode *>(it->second);
|
|
|
|
substexpr = datatree.AddVariable(symb_id, 0);
|
|
cur_lag = -1;
|
|
|
|
// Each iteration tries to create an auxvar such that auxvar(-1)=curvar(cur_lag)
|
|
// At the beginning (resp. end) of each iteration, substexpr is an expression (possibly an auxvar) equivalent to curvar(cur_lag+1) (resp. curvar(cur_lag))
|
|
while (cur_lag >= lag)
|
|
{
|
|
VariableNode *orig_expr = datatree.AddVariable(symb_id, cur_lag);
|
|
it = subst_table.find(orig_expr);
|
|
if (it == subst_table.end())
|
|
{
|
|
int aux_symb_id = datatree.symbol_table.addExoLagAuxiliaryVar(symb_id, cur_lag+1);
|
|
neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(datatree.AddVariable(aux_symb_id, 0), substexpr)));
|
|
substexpr = datatree.AddVariable(aux_symb_id, -1);
|
|
subst_table[orig_expr] = substexpr;
|
|
}
|
|
else
|
|
substexpr = const_cast<VariableNode *>(it->second);
|
|
|
|
cur_lag--;
|
|
}
|
|
return substexpr;
|
|
|
|
case eModelLocalVariable:
|
|
value = datatree.local_variables_table[symb_id];
|
|
if (value->maxExoLag() == 0)
|
|
return const_cast<VariableNode *>(this);
|
|
else
|
|
return value->substituteExoLag(subst_table, neweqs);
|
|
default:
|
|
return const_cast<VariableNode *>(this);
|
|
}
|
|
}
|
|
|
|
expr_t
|
|
VariableNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
|
|
{
|
|
return const_cast<VariableNode *>(this);
|
|
}
|
|
|
|
bool
|
|
VariableNode::isNumConstNodeEqualTo(double value) const
|
|
{
|
|
return false;
|
|
}
|
|
|
|
bool
|
|
VariableNode::isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const
|
|
{
|
|
if (type == type_arg && datatree.symbol_table.getTypeSpecificID(symb_id) == variable_id && lag == lag_arg)
|
|
return true;
|
|
else
|
|
return false;
|
|
}
|
|
|
|
UnaryOpNode::UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const expr_t arg_arg, const int expectation_information_set_arg, const string &expectation_information_set_name_arg) :
|
|
ExprNode(datatree_arg),
|
|
arg(arg_arg),
|
|
expectation_information_set(expectation_information_set_arg),
|
|
expectation_information_set_name(expectation_information_set_name_arg),
|
|
op_code(op_code_arg)
|
|
{
|
|
// Add myself to the unary op map
|
|
datatree.unary_op_node_map[make_pair(arg, op_code)] = this;
|
|
}
|
|
|
|
void
|
|
UnaryOpNode::prepareForDerivation()
|
|
{
|
|
if (preparedForDerivation)
|
|
return;
|
|
|
|
preparedForDerivation = true;
|
|
|
|
arg->prepareForDerivation();
|
|
|
|
// Non-null derivatives are those of the argument
|
|
non_null_derivatives = arg->non_null_derivatives;
|
|
}
|
|
|
|
expr_t
|
|
UnaryOpNode::composeDerivatives(expr_t darg)
|
|
{
|
|
expr_t t11, t12, t13;
|
|
|
|
switch (op_code)
|
|
{
|
|
case oUminus:
|
|
return datatree.AddUMinus(darg);
|
|
case oExp:
|
|
return datatree.AddTimes(darg, this);
|
|
case oLog:
|
|
return datatree.AddDivide(darg, arg);
|
|
case oLog10:
|
|
t11 = datatree.AddExp(datatree.One);
|
|
t12 = datatree.AddLog10(t11);
|
|
t13 = datatree.AddDivide(darg, arg);
|
|
return datatree.AddTimes(t12, t13);
|
|
case oCos:
|
|
t11 = datatree.AddSin(arg);
|
|
t12 = datatree.AddUMinus(t11);
|
|
return datatree.AddTimes(darg, t12);
|
|
case oSin:
|
|
t11 = datatree.AddCos(arg);
|
|
return datatree.AddTimes(darg, t11);
|
|
case oTan:
|
|
t11 = datatree.AddTimes(this, this);
|
|
t12 = datatree.AddPlus(t11, datatree.One);
|
|
return datatree.AddTimes(darg, t12);
|
|
case oAcos:
|
|
t11 = datatree.AddSin(this);
|
|
t12 = datatree.AddDivide(darg, t11);
|
|
return datatree.AddUMinus(t12);
|
|
case oAsin:
|
|
t11 = datatree.AddCos(this);
|
|
return datatree.AddDivide(darg, t11);
|
|
case oAtan:
|
|
t11 = datatree.AddTimes(arg, arg);
|
|
t12 = datatree.AddPlus(datatree.One, t11);
|
|
return datatree.AddDivide(darg, t12);
|
|
case oCosh:
|
|
t11 = datatree.AddSinh(arg);
|
|
return datatree.AddTimes(darg, t11);
|
|
case oSinh:
|
|
t11 = datatree.AddCosh(arg);
|
|
return datatree.AddTimes(darg, t11);
|
|
case oTanh:
|
|
t11 = datatree.AddTimes(this, this);
|
|
t12 = datatree.AddMinus(datatree.One, t11);
|
|
return datatree.AddTimes(darg, t12);
|
|
case oAcosh:
|
|
t11 = datatree.AddSinh(this);
|
|
return datatree.AddDivide(darg, t11);
|
|
case oAsinh:
|
|
t11 = datatree.AddCosh(this);
|
|
return datatree.AddDivide(darg, t11);
|
|
case oAtanh:
|
|
t11 = datatree.AddTimes(arg, arg);
|
|
t12 = datatree.AddMinus(datatree.One, t11);
|
|
return datatree.AddTimes(darg, t12);
|
|
case oSqrt:
|
|
t11 = datatree.AddPlus(this, this);
|
|
return datatree.AddDivide(darg, t11);
|
|
case oSteadyState:
|
|
if (datatree.isDynamic())
|
|
return datatree.Zero;
|
|
else
|
|
return darg;
|
|
case oExpectation:
|
|
assert(0);
|
|
case oErf:
|
|
// x^2
|
|
t11 = datatree.AddPower(arg, datatree.Two);
|
|
// exp(x^2)
|
|
t12 = datatree.AddExp(t11);
|
|
// sqrt(pi)
|
|
t11 = datatree.AddSqrt(datatree.Pi);
|
|
// sqrt(pi)*exp(x^2)
|
|
t13 = datatree.AddTimes(t11, t12);
|
|
// 2/(sqrt(pi)*exp(x^2));
|
|
return datatree.AddDivide(datatree.Two, t13);
|
|
break;
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
expr_t
|
|
UnaryOpNode::computeDerivative(int deriv_id)
|
|
{
|
|
expr_t darg = arg->getDerivative(deriv_id);
|
|
return composeDerivatives(darg);
|
|
}
|
|
|
|
int
|
|
UnaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) const
|
|
{
|
|
// For a temporary term, the cost is null
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<UnaryOpNode *>(this));
|
|
if (it != temporary_terms.end())
|
|
return 0;
|
|
|
|
int cost = arg->cost(temporary_terms, is_matlab);
|
|
|
|
if (is_matlab)
|
|
// Cost for Matlab files
|
|
switch (op_code)
|
|
{
|
|
case oUminus:
|
|
return cost + 70;
|
|
case oExp:
|
|
return cost + 160;
|
|
case oLog:
|
|
return cost + 300;
|
|
case oLog10:
|
|
case oErf:
|
|
return cost + 16000;
|
|
case oCos:
|
|
case oSin:
|
|
case oCosh:
|
|
return cost + 210;
|
|
case oTan:
|
|
return cost + 230;
|
|
case oAcos:
|
|
return cost + 300;
|
|
case oAsin:
|
|
return cost + 310;
|
|
case oAtan:
|
|
return cost + 140;
|
|
case oSinh:
|
|
return cost + 240;
|
|
case oTanh:
|
|
return cost + 190;
|
|
case oAcosh:
|
|
return cost + 770;
|
|
case oAsinh:
|
|
return cost + 460;
|
|
case oAtanh:
|
|
return cost + 350;
|
|
case oSqrt:
|
|
return cost + 570;
|
|
case oSteadyState:
|
|
case oExpectation:
|
|
return cost;
|
|
}
|
|
else
|
|
// Cost for C files
|
|
switch (op_code)
|
|
{
|
|
case oUminus:
|
|
return cost + 3;
|
|
case oExp:
|
|
case oAcosh:
|
|
return cost + 210;
|
|
case oLog:
|
|
return cost + 137;
|
|
case oLog10:
|
|
return cost + 139;
|
|
case oCos:
|
|
case oSin:
|
|
return cost + 160;
|
|
case oTan:
|
|
return cost + 170;
|
|
case oAcos:
|
|
case oAtan:
|
|
return cost + 190;
|
|
case oAsin:
|
|
return cost + 180;
|
|
case oCosh:
|
|
case oSinh:
|
|
case oTanh:
|
|
case oErf:
|
|
return cost + 240;
|
|
case oAsinh:
|
|
return cost + 220;
|
|
case oAtanh:
|
|
return cost + 150;
|
|
case oSqrt:
|
|
return cost + 90;
|
|
case oSteadyState:
|
|
case oExpectation:
|
|
return cost;
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
void
|
|
UnaryOpNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
bool is_matlab) const
|
|
{
|
|
expr_t this2 = const_cast<UnaryOpNode *>(this);
|
|
|
|
map<expr_t, int>::iterator it = reference_count.find(this2);
|
|
if (it == reference_count.end())
|
|
{
|
|
reference_count[this2] = 1;
|
|
arg->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
|
|
}
|
|
else
|
|
{
|
|
reference_count[this2]++;
|
|
if (reference_count[this2] * cost(temporary_terms, is_matlab) > MIN_COST(is_matlab))
|
|
temporary_terms.insert(this2);
|
|
}
|
|
}
|
|
|
|
void
|
|
UnaryOpNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int> > &first_occurence,
|
|
int Curr_block,
|
|
vector< vector<temporary_terms_t> > &v_temporary_terms,
|
|
int equation) const
|
|
{
|
|
expr_t this2 = const_cast<UnaryOpNode *>(this);
|
|
map<expr_t, int>::iterator it = reference_count.find(this2);
|
|
if (it == reference_count.end())
|
|
{
|
|
reference_count[this2] = 1;
|
|
first_occurence[this2] = make_pair(Curr_block, equation);
|
|
arg->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, Curr_block, v_temporary_terms, equation);
|
|
}
|
|
else
|
|
{
|
|
reference_count[this2]++;
|
|
if (reference_count[this2] * cost(temporary_terms, false) > MIN_COST_C)
|
|
{
|
|
temporary_terms.insert(this2);
|
|
v_temporary_terms[first_occurence[this2].first][first_occurence[this2].second].insert(this2);
|
|
}
|
|
}
|
|
}
|
|
|
|
void
|
|
UnaryOpNode::collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const
|
|
{
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<UnaryOpNode *>(this));
|
|
if (it != temporary_terms.end())
|
|
temporary_terms_inuse.insert(idx);
|
|
else
|
|
arg->collectTemporary_terms(temporary_terms, temporary_terms_inuse, Curr_Block);
|
|
}
|
|
|
|
void
|
|
UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const
|
|
{
|
|
// If node is a temporary term
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<UnaryOpNode *>(this));
|
|
if (it != temporary_terms.end())
|
|
{
|
|
if (output_type == oMatlabDynamicModelSparse)
|
|
output << "T" << idx << "(it_)";
|
|
else
|
|
output << "T" << idx;
|
|
return;
|
|
}
|
|
|
|
// Always put parenthesis around uminus nodes
|
|
if (op_code == oUminus)
|
|
output << LEFT_PAR(output_type);
|
|
|
|
switch (op_code)
|
|
{
|
|
case oUminus:
|
|
output << "-";
|
|
break;
|
|
case oExp:
|
|
output << "exp";
|
|
break;
|
|
case oLog:
|
|
output << "log";
|
|
break;
|
|
case oLog10:
|
|
if (IS_LATEX(output_type))
|
|
output << "log_{10}";
|
|
else
|
|
output << "log10";
|
|
break;
|
|
case oCos:
|
|
output << "cos";
|
|
break;
|
|
case oSin:
|
|
output << "sin";
|
|
break;
|
|
case oTan:
|
|
output << "tan";
|
|
break;
|
|
case oAcos:
|
|
output << "acos";
|
|
break;
|
|
case oAsin:
|
|
output << "asin";
|
|
break;
|
|
case oAtan:
|
|
output << "atan";
|
|
break;
|
|
case oCosh:
|
|
output << "cosh";
|
|
break;
|
|
case oSinh:
|
|
output << "sinh";
|
|
break;
|
|
case oTanh:
|
|
output << "tanh";
|
|
break;
|
|
case oAcosh:
|
|
output << "acosh";
|
|
break;
|
|
case oAsinh:
|
|
output << "asinh";
|
|
break;
|
|
case oAtanh:
|
|
output << "atanh";
|
|
break;
|
|
case oSqrt:
|
|
output << "sqrt";
|
|
break;
|
|
case oSteadyState:
|
|
ExprNodeOutputType new_output_type;
|
|
switch (output_type)
|
|
{
|
|
case oMatlabDynamicModel:
|
|
new_output_type = oMatlabDynamicSteadyStateOperator;
|
|
break;
|
|
case oLatexDynamicModel:
|
|
new_output_type = oLatexDynamicSteadyStateOperator;
|
|
break;
|
|
case oCDynamicModel:
|
|
new_output_type = oCDynamicSteadyStateOperator;
|
|
break;
|
|
case oMatlabDynamicModelSparse:
|
|
new_output_type = oMatlabDynamicSparseSteadyStateOperator;
|
|
break;
|
|
default:
|
|
new_output_type = output_type;
|
|
break;
|
|
}
|
|
arg->writeOutput(output, new_output_type, temporary_terms);
|
|
return;
|
|
case oExpectation:
|
|
assert(0);
|
|
case oErf:
|
|
output << "erf";
|
|
break;
|
|
}
|
|
|
|
bool close_parenthesis = false;
|
|
|
|
/* Enclose argument with parentheses if:
|
|
- current opcode is not uminus, or
|
|
- current opcode is uminus and argument has lowest precedence
|
|
*/
|
|
if (op_code != oUminus
|
|
|| (op_code == oUminus
|
|
&& arg->precedence(output_type, temporary_terms) < precedence(output_type, temporary_terms)))
|
|
{
|
|
output << LEFT_PAR(output_type);
|
|
close_parenthesis = true;
|
|
}
|
|
|
|
// Write argument
|
|
arg->writeOutput(output, output_type, temporary_terms);
|
|
|
|
if (close_parenthesis)
|
|
output << RIGHT_PAR(output_type);
|
|
|
|
// Close parenthesis for uminus
|
|
if (op_code == oUminus)
|
|
output << RIGHT_PAR(output_type);
|
|
}
|
|
|
|
void
|
|
UnaryOpNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const
|
|
{
|
|
arg->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
|
|
}
|
|
|
|
double
|
|
UnaryOpNode::eval_opcode(UnaryOpcode op_code, double v) throw (EvalException)
|
|
{
|
|
switch (op_code)
|
|
{
|
|
case oUminus:
|
|
return (-v);
|
|
case oExp:
|
|
return (exp(v));
|
|
case oLog:
|
|
return (log(v));
|
|
case oLog10:
|
|
return (log10(v));
|
|
case oCos:
|
|
return (cos(v));
|
|
case oSin:
|
|
return (sin(v));
|
|
case oTan:
|
|
return (tan(v));
|
|
case oAcos:
|
|
return (acos(v));
|
|
case oAsin:
|
|
return (asin(v));
|
|
case oAtan:
|
|
return (atan(v));
|
|
case oCosh:
|
|
return (cosh(v));
|
|
case oSinh:
|
|
return (sinh(v));
|
|
case oTanh:
|
|
return (tanh(v));
|
|
case oAcosh:
|
|
return (acosh(v));
|
|
case oAsinh:
|
|
return (asinh(v));
|
|
case oAtanh:
|
|
return (atanh(v));
|
|
case oSqrt:
|
|
return (sqrt(v));
|
|
case oSteadyState:
|
|
return (v);
|
|
case oExpectation:
|
|
throw EvalException();
|
|
case oErf:
|
|
return (erf(v));
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
double
|
|
UnaryOpNode::eval(const eval_context_t &eval_context) const throw (EvalException)
|
|
{
|
|
double v = arg->eval(eval_context);
|
|
|
|
return eval_opcode(op_code, v);
|
|
}
|
|
|
|
void
|
|
UnaryOpNode::compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic) const
|
|
{
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<UnaryOpNode *>(this));
|
|
if (it != temporary_terms.end())
|
|
{
|
|
if (dynamic)
|
|
{
|
|
map_idx_t::const_iterator ii = map_idx.find(idx);
|
|
FLDT_ fldt(ii->second);
|
|
fldt.write(CompileCode, instruction_number);
|
|
}
|
|
else
|
|
{
|
|
map_idx_t::const_iterator ii = map_idx.find(idx);
|
|
FLDST_ fldst(ii->second);
|
|
fldst.write(CompileCode, instruction_number);
|
|
}
|
|
return;
|
|
}
|
|
if (op_code == oSteadyState)
|
|
arg->compile(CompileCode, instruction_number, lhs_rhs, temporary_terms, map_idx, dynamic, true);
|
|
else
|
|
{
|
|
arg->compile(CompileCode, instruction_number, lhs_rhs, temporary_terms, map_idx, dynamic, steady_dynamic);
|
|
FUNARY_ funary(op_code);
|
|
funary.write(CompileCode, instruction_number);
|
|
}
|
|
}
|
|
|
|
void
|
|
UnaryOpNode::collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const
|
|
{
|
|
arg->collectVariables(type_arg, result);
|
|
}
|
|
|
|
pair<int, expr_t>
|
|
UnaryOpNode::normalizeEquation(int var_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const
|
|
{
|
|
pair<bool, expr_t > res = arg->normalizeEquation(var_endo, List_of_Op_RHS);
|
|
int is_endogenous_present = res.first;
|
|
expr_t New_expr_t = res.second;
|
|
/*if(res.second.second)*/
|
|
if (is_endogenous_present == 2)
|
|
return (make_pair(2, (expr_t) NULL));
|
|
else if (is_endogenous_present)
|
|
{
|
|
switch (op_code)
|
|
{
|
|
case oUminus:
|
|
List_of_Op_RHS.push_back(make_pair(oUminus, make_pair((expr_t) NULL, (expr_t) NULL)));
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oExp:
|
|
List_of_Op_RHS.push_back(make_pair(oLog, make_pair((expr_t) NULL, (expr_t) NULL)));
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oLog:
|
|
List_of_Op_RHS.push_back(make_pair(oExp, make_pair((expr_t) NULL, (expr_t) NULL)));
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oLog10:
|
|
List_of_Op_RHS.push_back(make_pair(oPower, make_pair((expr_t) NULL, datatree.AddNumConstant("10"))));
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oCos:
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oSin:
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oTan:
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oAcos:
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oAsin:
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oAtan:
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oCosh:
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oSinh:
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oTanh:
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oAcosh:
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oAsinh:
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oAtanh:
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oSqrt:
|
|
List_of_Op_RHS.push_back(make_pair(oPower, make_pair((expr_t) NULL, datatree.Two)));
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oSteadyState:
|
|
return (make_pair(1, (expr_t) NULL));
|
|
case oExpectation:
|
|
assert(0);
|
|
case oErf:
|
|
return (make_pair(1, (expr_t) NULL));
|
|
}
|
|
}
|
|
else
|
|
{
|
|
switch (op_code)
|
|
{
|
|
case oUminus:
|
|
return (make_pair(0, datatree.AddUMinus(New_expr_t)));
|
|
case oExp:
|
|
return (make_pair(0, datatree.AddExp(New_expr_t)));
|
|
case oLog:
|
|
return (make_pair(0, datatree.AddLog(New_expr_t)));
|
|
case oLog10:
|
|
return (make_pair(0, datatree.AddLog10(New_expr_t)));
|
|
case oCos:
|
|
return (make_pair(0, datatree.AddCos(New_expr_t)));
|
|
case oSin:
|
|
return (make_pair(0, datatree.AddSin(New_expr_t)));
|
|
case oTan:
|
|
return (make_pair(0, datatree.AddTan(New_expr_t)));
|
|
case oAcos:
|
|
return (make_pair(0, datatree.AddAcos(New_expr_t)));
|
|
case oAsin:
|
|
return (make_pair(0, datatree.AddAsin(New_expr_t)));
|
|
case oAtan:
|
|
return (make_pair(0, datatree.AddAtan(New_expr_t)));
|
|
case oCosh:
|
|
return (make_pair(0, datatree.AddCosh(New_expr_t)));
|
|
case oSinh:
|
|
return (make_pair(0, datatree.AddSinh(New_expr_t)));
|
|
case oTanh:
|
|
return (make_pair(0, datatree.AddTanh(New_expr_t)));
|
|
case oAcosh:
|
|
return (make_pair(0, datatree.AddAcosh(New_expr_t)));
|
|
case oAsinh:
|
|
return (make_pair(0, datatree.AddAsinh(New_expr_t)));
|
|
case oAtanh:
|
|
return (make_pair(0, datatree.AddAtanh(New_expr_t)));
|
|
case oSqrt:
|
|
return (make_pair(0, datatree.AddSqrt(New_expr_t)));
|
|
case oSteadyState:
|
|
return (make_pair(0, datatree.AddSteadyState(New_expr_t)));
|
|
case oExpectation:
|
|
assert(0);
|
|
case oErf:
|
|
return (make_pair(0, datatree.AddErf(New_expr_t)));
|
|
}
|
|
}
|
|
return (make_pair(1, (expr_t) NULL));
|
|
}
|
|
|
|
expr_t
|
|
UnaryOpNode::getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables)
|
|
{
|
|
expr_t darg = arg->getChainRuleDerivative(deriv_id, recursive_variables);
|
|
return composeDerivatives(darg);
|
|
}
|
|
|
|
expr_t
|
|
UnaryOpNode::buildSimilarUnaryOpNode(expr_t alt_arg, DataTree &alt_datatree) const
|
|
{
|
|
switch (op_code)
|
|
{
|
|
case oUminus:
|
|
return alt_datatree.AddUMinus(alt_arg);
|
|
case oExp:
|
|
return alt_datatree.AddExp(alt_arg);
|
|
case oLog:
|
|
return alt_datatree.AddLog(alt_arg);
|
|
case oLog10:
|
|
return alt_datatree.AddLog10(alt_arg);
|
|
case oCos:
|
|
return alt_datatree.AddCos(alt_arg);
|
|
case oSin:
|
|
return alt_datatree.AddSin(alt_arg);
|
|
case oTan:
|
|
return alt_datatree.AddTan(alt_arg);
|
|
case oAcos:
|
|
return alt_datatree.AddAcos(alt_arg);
|
|
case oAsin:
|
|
return alt_datatree.AddAsin(alt_arg);
|
|
case oAtan:
|
|
return alt_datatree.AddAtan(alt_arg);
|
|
case oCosh:
|
|
return alt_datatree.AddCosh(alt_arg);
|
|
case oSinh:
|
|
return alt_datatree.AddSinh(alt_arg);
|
|
case oTanh:
|
|
return alt_datatree.AddTanh(alt_arg);
|
|
case oAcosh:
|
|
return alt_datatree.AddAcosh(alt_arg);
|
|
case oAsinh:
|
|
return alt_datatree.AddAsinh(alt_arg);
|
|
case oAtanh:
|
|
return alt_datatree.AddAtanh(alt_arg);
|
|
case oSqrt:
|
|
return alt_datatree.AddSqrt(alt_arg);
|
|
case oSteadyState:
|
|
return alt_datatree.AddSteadyState(alt_arg);
|
|
case oExpectation:
|
|
return alt_datatree.AddExpectation(expectation_information_set, alt_arg);
|
|
case oErf:
|
|
return alt_datatree.AddErf(alt_arg);
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
expr_t
|
|
UnaryOpNode::toStatic(DataTree &static_datatree) const
|
|
{
|
|
expr_t sarg = arg->toStatic(static_datatree);
|
|
return buildSimilarUnaryOpNode(sarg, static_datatree);
|
|
}
|
|
|
|
int
|
|
UnaryOpNode::maxEndoLead() const
|
|
{
|
|
return arg->maxEndoLead();
|
|
}
|
|
|
|
int
|
|
UnaryOpNode::maxExoLead() const
|
|
{
|
|
return arg->maxExoLead();
|
|
}
|
|
|
|
int
|
|
UnaryOpNode::maxEndoLag() const
|
|
{
|
|
return arg->maxEndoLag();
|
|
}
|
|
|
|
int
|
|
UnaryOpNode::maxExoLag() const
|
|
{
|
|
return arg->maxExoLag();
|
|
}
|
|
|
|
expr_t
|
|
UnaryOpNode::decreaseLeadsLags(int n) const
|
|
{
|
|
expr_t argsubst = arg->decreaseLeadsLags(n);
|
|
return buildSimilarUnaryOpNode(argsubst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
UnaryOpNode::decreaseLeadsLagsPredeterminedVariables() const
|
|
{
|
|
expr_t argsubst = arg->decreaseLeadsLagsPredeterminedVariables();
|
|
return buildSimilarUnaryOpNode(argsubst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
UnaryOpNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
|
|
{
|
|
if (op_code == oUminus || deterministic_model)
|
|
{
|
|
expr_t argsubst = arg->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
|
|
return buildSimilarUnaryOpNode(argsubst, datatree);
|
|
}
|
|
else
|
|
{
|
|
if (maxEndoLead() >= 2)
|
|
return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
|
|
else
|
|
return const_cast<UnaryOpNode *>(this);
|
|
}
|
|
}
|
|
|
|
expr_t
|
|
UnaryOpNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
|
|
{
|
|
expr_t argsubst = arg->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
|
|
return buildSimilarUnaryOpNode(argsubst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
UnaryOpNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
|
|
{
|
|
if (op_code == oUminus || deterministic_model)
|
|
{
|
|
expr_t argsubst = arg->substituteExoLead(subst_table, neweqs, deterministic_model);
|
|
return buildSimilarUnaryOpNode(argsubst, datatree);
|
|
}
|
|
else
|
|
{
|
|
if (maxExoLead() >= 1)
|
|
return createExoLeadAuxiliaryVarForMyself(subst_table, neweqs);
|
|
else
|
|
return const_cast<UnaryOpNode *>(this);
|
|
}
|
|
}
|
|
|
|
expr_t
|
|
UnaryOpNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
|
|
{
|
|
expr_t argsubst = arg->substituteExoLag(subst_table, neweqs);
|
|
return buildSimilarUnaryOpNode(argsubst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
UnaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
|
|
{
|
|
switch (op_code)
|
|
{
|
|
case oExpectation:
|
|
{
|
|
subst_table_t::iterator it = subst_table.find(const_cast<UnaryOpNode *>(this));
|
|
if (it != subst_table.end())
|
|
return const_cast<VariableNode *>(it->second);
|
|
|
|
//Arriving here, we need to create an auxiliary variable for this Expectation Operator:
|
|
//AUX_EXPECT_(LEAD/LAG)_(period)_(arg.idx) OR
|
|
//AUX_EXPECT_(info_set_name)_(arg.idx)
|
|
int symb_id = datatree.symbol_table.addExpectationAuxiliaryVar(expectation_information_set, arg->idx, expectation_information_set_name);
|
|
expr_t newAuxE = datatree.AddVariable(symb_id, 0);
|
|
|
|
if (partial_information_model && expectation_information_set == 0)
|
|
{
|
|
if (dynamic_cast<VariableNode *>(arg) == NULL)
|
|
{
|
|
cerr << "ERROR: In Partial Information models, EXPECTATION(";
|
|
if (expectation_information_set_name.empty())
|
|
cerr << 0;
|
|
else
|
|
cerr << expectation_information_set_name;
|
|
cerr << ")(X) can only be used when X is a single variable." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
|
|
if (!expectation_information_set_name.empty())
|
|
{
|
|
if (!partial_information_model)
|
|
{
|
|
cerr << "ERROR: EXPECTATION(" << expectation_information_set_name << ")(X) is only valid in models with partial information." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
if (expectation_information_set != 0)
|
|
{
|
|
cerr << "ERROR: UnaryOpNode::substituteExpectation() should not arrive here. Please inform Dynare Team." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
else if (dynamic_cast<VariableNode *>(arg)->get_lag()!=0)
|
|
{
|
|
cerr << "ERROR: EXPECTATION(" << expectation_information_set_name << ")(X) requres that X be from the current period." << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
//Will not have nested Expectation operators of this type since we require that X be a single endogenous variable.
|
|
//Hence, the newAuxE with lag = 0 is all we need here.
|
|
}
|
|
else
|
|
{
|
|
//take care of any nested expectation operators by calling arg->substituteExpectation(.), then decreaseLeadsLags for this oExpectation operator
|
|
//arg(lag-period) (holds entire subtree of arg(lag-period)
|
|
expr_t substexpr = (arg->substituteExpectation(subst_table, neweqs, partial_information_model))->decreaseLeadsLags(expectation_information_set);
|
|
assert(substexpr != NULL);
|
|
neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(newAuxE, substexpr))); //AUXE_period_arg.idx = arg(lag-period)
|
|
newAuxE = datatree.AddVariable(symb_id, expectation_information_set);
|
|
}
|
|
assert(dynamic_cast<VariableNode *>(newAuxE) != NULL);
|
|
subst_table[this] = dynamic_cast<VariableNode *>(newAuxE);
|
|
return newAuxE;
|
|
}
|
|
default:
|
|
expr_t argsubst = arg->substituteExpectation(subst_table, neweqs, partial_information_model);
|
|
return buildSimilarUnaryOpNode(argsubst, datatree);
|
|
}
|
|
}
|
|
|
|
bool
|
|
UnaryOpNode::isNumConstNodeEqualTo(double value) const
|
|
{
|
|
return false;
|
|
}
|
|
|
|
bool
|
|
UnaryOpNode::isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const
|
|
{
|
|
return false;
|
|
}
|
|
|
|
BinaryOpNode::BinaryOpNode(DataTree &datatree_arg, const expr_t arg1_arg,
|
|
BinaryOpcode op_code_arg, const expr_t arg2_arg) :
|
|
ExprNode(datatree_arg),
|
|
arg1(arg1_arg),
|
|
arg2(arg2_arg),
|
|
op_code(op_code_arg)
|
|
{
|
|
datatree.binary_op_node_map[make_pair(make_pair(arg1, arg2), op_code)] = this;
|
|
}
|
|
|
|
void
|
|
BinaryOpNode::prepareForDerivation()
|
|
{
|
|
if (preparedForDerivation)
|
|
return;
|
|
|
|
preparedForDerivation = true;
|
|
|
|
arg1->prepareForDerivation();
|
|
arg2->prepareForDerivation();
|
|
|
|
// Non-null derivatives are the union of those of the arguments
|
|
// Compute set union of arg1->non_null_derivatives and arg2->non_null_derivatives
|
|
set_union(arg1->non_null_derivatives.begin(),
|
|
arg1->non_null_derivatives.end(),
|
|
arg2->non_null_derivatives.begin(),
|
|
arg2->non_null_derivatives.end(),
|
|
inserter(non_null_derivatives, non_null_derivatives.begin()));
|
|
}
|
|
|
|
expr_t
|
|
BinaryOpNode::composeDerivatives(expr_t darg1, expr_t darg2)
|
|
{
|
|
expr_t t11, t12, t13, t14, t15;
|
|
|
|
switch (op_code)
|
|
{
|
|
case oPlus:
|
|
return datatree.AddPlus(darg1, darg2);
|
|
case oMinus:
|
|
return datatree.AddMinus(darg1, darg2);
|
|
case oTimes:
|
|
t11 = datatree.AddTimes(darg1, arg2);
|
|
t12 = datatree.AddTimes(darg2, arg1);
|
|
return datatree.AddPlus(t11, t12);
|
|
case oDivide:
|
|
if (darg2 != datatree.Zero)
|
|
{
|
|
t11 = datatree.AddTimes(darg1, arg2);
|
|
t12 = datatree.AddTimes(darg2, arg1);
|
|
t13 = datatree.AddMinus(t11, t12);
|
|
t14 = datatree.AddTimes(arg2, arg2);
|
|
return datatree.AddDivide(t13, t14);
|
|
}
|
|
else
|
|
return datatree.AddDivide(darg1, arg2);
|
|
case oLess:
|
|
case oGreater:
|
|
case oLessEqual:
|
|
case oGreaterEqual:
|
|
case oEqualEqual:
|
|
case oDifferent:
|
|
return datatree.Zero;
|
|
case oPower:
|
|
if (darg2 == datatree.Zero)
|
|
{
|
|
if (darg1 == datatree.Zero)
|
|
return datatree.Zero;
|
|
else
|
|
{
|
|
t11 = datatree.AddMinus(arg2, datatree.One);
|
|
t12 = datatree.AddPower(arg1, t11);
|
|
t13 = datatree.AddTimes(arg2, t12);
|
|
return datatree.AddTimes(darg1, t13);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
t11 = datatree.AddLog(arg1);
|
|
t12 = datatree.AddTimes(darg2, t11);
|
|
t13 = datatree.AddTimes(darg1, arg2);
|
|
t14 = datatree.AddDivide(t13, arg1);
|
|
t15 = datatree.AddPlus(t12, t14);
|
|
return datatree.AddTimes(t15, this);
|
|
}
|
|
case oMax:
|
|
t11 = datatree.AddGreater(arg1, arg2);
|
|
t12 = datatree.AddTimes(t11, darg1);
|
|
t13 = datatree.AddMinus(datatree.One, t11);
|
|
t14 = datatree.AddTimes(t13, darg2);
|
|
return datatree.AddPlus(t14, t12);
|
|
case oMin:
|
|
t11 = datatree.AddGreater(arg2, arg1);
|
|
t12 = datatree.AddTimes(t11, darg1);
|
|
t13 = datatree.AddMinus(datatree.One, t11);
|
|
t14 = datatree.AddTimes(t13, darg2);
|
|
return datatree.AddPlus(t14, t12);
|
|
case oEqual:
|
|
return datatree.AddMinus(darg1, darg2);
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
expr_t
|
|
BinaryOpNode::computeDerivative(int deriv_id)
|
|
{
|
|
expr_t darg1 = arg1->getDerivative(deriv_id);
|
|
expr_t darg2 = arg2->getDerivative(deriv_id);
|
|
return composeDerivatives(darg1, darg2);
|
|
}
|
|
|
|
int
|
|
BinaryOpNode::precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const
|
|
{
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<BinaryOpNode *>(this));
|
|
// A temporary term behaves as a variable
|
|
if (it != temporary_terms.end())
|
|
return 100;
|
|
|
|
switch (op_code)
|
|
{
|
|
case oEqual:
|
|
return 0;
|
|
case oEqualEqual:
|
|
case oDifferent:
|
|
return 1;
|
|
case oLessEqual:
|
|
case oGreaterEqual:
|
|
case oLess:
|
|
case oGreater:
|
|
return 2;
|
|
case oPlus:
|
|
case oMinus:
|
|
return 3;
|
|
case oTimes:
|
|
case oDivide:
|
|
return 4;
|
|
case oPower:
|
|
if (IS_C(output_type))
|
|
// In C, power operator is of the form pow(a, b)
|
|
return 100;
|
|
else
|
|
return 5;
|
|
case oMin:
|
|
case oMax:
|
|
return 100;
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
int
|
|
BinaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) const
|
|
{
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<BinaryOpNode *>(this));
|
|
// For a temporary term, the cost is null
|
|
if (it != temporary_terms.end())
|
|
return 0;
|
|
|
|
int cost = arg1->cost(temporary_terms, is_matlab);
|
|
cost += arg2->cost(temporary_terms, is_matlab);
|
|
|
|
if (is_matlab)
|
|
// Cost for Matlab files
|
|
switch (op_code)
|
|
{
|
|
case oLess:
|
|
case oGreater:
|
|
case oLessEqual:
|
|
case oGreaterEqual:
|
|
case oEqualEqual:
|
|
case oDifferent:
|
|
return cost + 60;
|
|
case oPlus:
|
|
case oMinus:
|
|
case oTimes:
|
|
return cost + 90;
|
|
case oMax:
|
|
case oMin:
|
|
return cost + 110;
|
|
case oDivide:
|
|
return cost + 990;
|
|
case oPower:
|
|
return cost + 1160;
|
|
case oEqual:
|
|
return cost;
|
|
}
|
|
else
|
|
// Cost for C files
|
|
switch (op_code)
|
|
{
|
|
case oLess:
|
|
case oGreater:
|
|
case oLessEqual:
|
|
case oGreaterEqual:
|
|
case oEqualEqual:
|
|
case oDifferent:
|
|
return cost + 2;
|
|
case oPlus:
|
|
case oMinus:
|
|
case oTimes:
|
|
return cost + 4;
|
|
case oMax:
|
|
case oMin:
|
|
return cost + 5;
|
|
case oDivide:
|
|
return cost + 15;
|
|
case oPower:
|
|
return cost + 520;
|
|
case oEqual:
|
|
return cost;
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
void
|
|
BinaryOpNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
bool is_matlab) const
|
|
{
|
|
expr_t this2 = const_cast<BinaryOpNode *>(this);
|
|
map<expr_t, int>::iterator it = reference_count.find(this2);
|
|
if (it == reference_count.end())
|
|
{
|
|
// If this node has never been encountered, set its ref count to one,
|
|
// and travel through its children
|
|
reference_count[this2] = 1;
|
|
arg1->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
|
|
arg2->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
|
|
}
|
|
else
|
|
{
|
|
/* If the node has already been encountered, increment its ref count
|
|
and declare it as a temporary term if it is too costly (except if it is
|
|
an equal node: we don't want them as temporary terms) */
|
|
reference_count[this2]++;
|
|
if (reference_count[this2] * cost(temporary_terms, is_matlab) > MIN_COST(is_matlab)
|
|
&& op_code != oEqual)
|
|
temporary_terms.insert(this2);
|
|
}
|
|
}
|
|
|
|
void
|
|
BinaryOpNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int> > &first_occurence,
|
|
int Curr_block,
|
|
vector<vector<temporary_terms_t> > &v_temporary_terms,
|
|
int equation) const
|
|
{
|
|
expr_t this2 = const_cast<BinaryOpNode *>(this);
|
|
map<expr_t, int>::iterator it = reference_count.find(this2);
|
|
if (it == reference_count.end())
|
|
{
|
|
reference_count[this2] = 1;
|
|
first_occurence[this2] = make_pair(Curr_block, equation);
|
|
arg1->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, Curr_block, v_temporary_terms, equation);
|
|
arg2->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, Curr_block, v_temporary_terms, equation);
|
|
}
|
|
else
|
|
{
|
|
reference_count[this2]++;
|
|
if (reference_count[this2] * cost(temporary_terms, false) > MIN_COST_C
|
|
&& op_code != oEqual)
|
|
{
|
|
temporary_terms.insert(this2);
|
|
v_temporary_terms[first_occurence[this2].first][first_occurence[this2].second].insert(this2);
|
|
}
|
|
}
|
|
}
|
|
|
|
double
|
|
BinaryOpNode::eval_opcode(double v1, BinaryOpcode op_code, double v2) throw (EvalException)
|
|
{
|
|
switch (op_code)
|
|
{
|
|
case oPlus:
|
|
return (v1 + v2);
|
|
case oMinus:
|
|
return (v1 - v2);
|
|
case oTimes:
|
|
return (v1 * v2);
|
|
case oDivide:
|
|
return (v1 / v2);
|
|
case oPower:
|
|
return (pow(v1, v2));
|
|
case oMax:
|
|
if (v1 < v2)
|
|
return v2;
|
|
else
|
|
return v1;
|
|
case oMin:
|
|
if (v1 > v2)
|
|
return v2;
|
|
else
|
|
return v1;
|
|
case oLess:
|
|
return (v1 < v2);
|
|
case oGreater:
|
|
return (v1 > v2);
|
|
case oLessEqual:
|
|
return (v1 <= v2);
|
|
case oGreaterEqual:
|
|
return (v1 >= v2);
|
|
case oEqualEqual:
|
|
return (v1 == v2);
|
|
case oDifferent:
|
|
return (v1 != v2);
|
|
case oEqual:
|
|
throw EvalException();
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
double
|
|
BinaryOpNode::eval(const eval_context_t &eval_context) const throw (EvalException)
|
|
{
|
|
double v1 = arg1->eval(eval_context);
|
|
double v2 = arg2->eval(eval_context);
|
|
|
|
return eval_opcode(v1, op_code, v2);
|
|
}
|
|
|
|
void
|
|
BinaryOpNode::compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic) const
|
|
{
|
|
// If current node is a temporary term
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<BinaryOpNode *>(this));
|
|
if (it != temporary_terms.end())
|
|
{
|
|
if (dynamic)
|
|
{
|
|
map_idx_t::const_iterator ii = map_idx.find(idx);
|
|
FLDT_ fldt(ii->second);
|
|
fldt.write(CompileCode, instruction_number);
|
|
}
|
|
else
|
|
{
|
|
map_idx_t::const_iterator ii = map_idx.find(idx);
|
|
FLDST_ fldst(ii->second);
|
|
fldst.write(CompileCode, instruction_number);
|
|
}
|
|
return;
|
|
}
|
|
arg1->compile(CompileCode, instruction_number, lhs_rhs, temporary_terms, map_idx, dynamic, steady_dynamic);
|
|
arg2->compile(CompileCode, instruction_number, lhs_rhs, temporary_terms, map_idx, dynamic, steady_dynamic);
|
|
FBINARY_ fbinary(op_code);
|
|
fbinary.write(CompileCode, instruction_number);
|
|
}
|
|
|
|
void
|
|
BinaryOpNode::collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const
|
|
{
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<BinaryOpNode *>(this));
|
|
if (it != temporary_terms.end())
|
|
temporary_terms_inuse.insert(idx);
|
|
else
|
|
{
|
|
arg1->collectTemporary_terms(temporary_terms, temporary_terms_inuse, Curr_Block);
|
|
arg2->collectTemporary_terms(temporary_terms, temporary_terms_inuse, Curr_Block);
|
|
}
|
|
}
|
|
|
|
void
|
|
BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const
|
|
{
|
|
// If current node is a temporary term
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<BinaryOpNode *>(this));
|
|
if (it != temporary_terms.end())
|
|
{
|
|
if (output_type == oMatlabDynamicModelSparse)
|
|
output << "T" << idx << "(it_)";
|
|
else
|
|
output << "T" << idx;
|
|
return;
|
|
}
|
|
|
|
// Treat special case of power operator in C, and case of max and min operators
|
|
if ((op_code == oPower && IS_C(output_type)) || op_code == oMax || op_code == oMin)
|
|
{
|
|
switch (op_code)
|
|
{
|
|
case oPower:
|
|
output << "pow(";
|
|
break;
|
|
case oMax:
|
|
output << "max(";
|
|
break;
|
|
case oMin:
|
|
output << "min(";
|
|
break;
|
|
default:
|
|
;
|
|
}
|
|
arg1->writeOutput(output, output_type, temporary_terms);
|
|
output << ",";
|
|
arg2->writeOutput(output, output_type, temporary_terms);
|
|
output << ")";
|
|
return;
|
|
}
|
|
|
|
int prec = precedence(output_type, temporary_terms);
|
|
|
|
bool close_parenthesis = false;
|
|
|
|
if (IS_LATEX(output_type) && op_code == oDivide)
|
|
output << "\\frac{";
|
|
else
|
|
{
|
|
// If left argument has a lower precedence, or if current and left argument are both power operators, add parenthesis around left argument
|
|
BinaryOpNode *barg1 = dynamic_cast<BinaryOpNode *>(arg1);
|
|
if (arg1->precedence(output_type, temporary_terms) < prec
|
|
|| (op_code == oPower && barg1 != NULL && barg1->op_code == oPower))
|
|
{
|
|
output << LEFT_PAR(output_type);
|
|
close_parenthesis = true;
|
|
}
|
|
}
|
|
|
|
// Write left argument
|
|
arg1->writeOutput(output, output_type, temporary_terms);
|
|
|
|
if (close_parenthesis)
|
|
output << RIGHT_PAR(output_type);
|
|
|
|
if (IS_LATEX(output_type) && op_code == oDivide)
|
|
output << "}";
|
|
|
|
// Write current operator symbol
|
|
switch (op_code)
|
|
{
|
|
case oPlus:
|
|
output << "+";
|
|
break;
|
|
case oMinus:
|
|
output << "-";
|
|
break;
|
|
case oTimes:
|
|
if (IS_LATEX(output_type))
|
|
output << "\\, ";
|
|
else
|
|
output << "*";
|
|
break;
|
|
case oDivide:
|
|
if (!IS_LATEX(output_type))
|
|
output << "/";
|
|
break;
|
|
case oPower:
|
|
output << "^";
|
|
break;
|
|
case oLess:
|
|
output << "<";
|
|
break;
|
|
case oGreater:
|
|
output << ">";
|
|
break;
|
|
case oLessEqual:
|
|
if (IS_LATEX(output_type))
|
|
output << "\\leq ";
|
|
else
|
|
output << "<=";
|
|
break;
|
|
case oGreaterEqual:
|
|
if (IS_LATEX(output_type))
|
|
output << "\\geq ";
|
|
else
|
|
output << ">=";
|
|
break;
|
|
case oEqualEqual:
|
|
output << "==";
|
|
break;
|
|
case oDifferent:
|
|
if (IS_MATLAB(output_type))
|
|
output << "~=";
|
|
else
|
|
{
|
|
if (IS_C(output_type))
|
|
output << "!=";
|
|
else
|
|
output << "\\neq ";
|
|
}
|
|
break;
|
|
case oEqual:
|
|
output << "=";
|
|
break;
|
|
default:
|
|
;
|
|
}
|
|
|
|
close_parenthesis = false;
|
|
|
|
if (IS_LATEX(output_type) && (op_code == oPower || op_code == oDivide))
|
|
output << "{";
|
|
else
|
|
{
|
|
/* Add parenthesis around right argument if:
|
|
- its precedence is lower than those of the current node
|
|
- it is a power operator and current operator is also a power operator
|
|
- it is a minus operator with same precedence than current operator
|
|
- it is a divide operator with same precedence than current operator */
|
|
BinaryOpNode *barg2 = dynamic_cast<BinaryOpNode *>(arg2);
|
|
int arg2_prec = arg2->precedence(output_type, temporary_terms);
|
|
if (arg2_prec < prec
|
|
|| (op_code == oPower && barg2 != NULL && barg2->op_code == oPower && !IS_LATEX(output_type))
|
|
|| (op_code == oMinus && arg2_prec == prec)
|
|
|| (op_code == oDivide && arg2_prec == prec && !IS_LATEX(output_type)))
|
|
{
|
|
output << LEFT_PAR(output_type);
|
|
close_parenthesis = true;
|
|
}
|
|
}
|
|
|
|
// Write right argument
|
|
arg2->writeOutput(output, output_type, temporary_terms);
|
|
|
|
if (IS_LATEX(output_type) && (op_code == oPower || op_code == oDivide))
|
|
output << "}";
|
|
|
|
if (close_parenthesis)
|
|
output << RIGHT_PAR(output_type);
|
|
}
|
|
|
|
void
|
|
BinaryOpNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const
|
|
{
|
|
arg1->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
|
|
arg2->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
|
|
}
|
|
|
|
void
|
|
BinaryOpNode::collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const
|
|
{
|
|
arg1->collectVariables(type_arg, result);
|
|
arg2->collectVariables(type_arg, result);
|
|
}
|
|
|
|
expr_t
|
|
BinaryOpNode::Compute_RHS(expr_t arg1, expr_t arg2, int op, int op_type) const
|
|
{
|
|
temporary_terms_t temp;
|
|
switch (op_type)
|
|
{
|
|
case 0: /*Unary Operator*/
|
|
switch (op)
|
|
{
|
|
case oUminus:
|
|
return (datatree.AddUMinus(arg1));
|
|
break;
|
|
case oExp:
|
|
return (datatree.AddExp(arg1));
|
|
break;
|
|
case oLog:
|
|
return (datatree.AddLog(arg1));
|
|
break;
|
|
case oLog10:
|
|
return (datatree.AddLog10(arg1));
|
|
break;
|
|
}
|
|
break;
|
|
case 1: /*Binary Operator*/
|
|
switch (op)
|
|
{
|
|
case oPlus:
|
|
return (datatree.AddPlus(arg1, arg2));
|
|
break;
|
|
case oMinus:
|
|
return (datatree.AddMinus(arg1, arg2));
|
|
break;
|
|
case oTimes:
|
|
return (datatree.AddTimes(arg1, arg2));
|
|
break;
|
|
case oDivide:
|
|
return (datatree.AddDivide(arg1, arg2));
|
|
break;
|
|
case oPower:
|
|
return (datatree.AddPower(arg1, arg2));
|
|
break;
|
|
}
|
|
break;
|
|
}
|
|
return ((expr_t) NULL);
|
|
}
|
|
|
|
pair<int, expr_t>
|
|
BinaryOpNode::normalizeEquation(int var_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const
|
|
{
|
|
vector<pair<int, pair<expr_t, expr_t> > > List_of_Op_RHS1, List_of_Op_RHS2;
|
|
int is_endogenous_present_1, is_endogenous_present_2;
|
|
pair<int, expr_t> res;
|
|
expr_t expr_t_1, expr_t_2;
|
|
res = arg1->normalizeEquation(var_endo, List_of_Op_RHS1);
|
|
is_endogenous_present_1 = res.first;
|
|
expr_t_1 = res.second;
|
|
|
|
res = arg2->normalizeEquation(var_endo, List_of_Op_RHS2);
|
|
is_endogenous_present_2 = res.first;
|
|
expr_t_2 = res.second;
|
|
if (is_endogenous_present_1 == 2 || is_endogenous_present_2 == 2)
|
|
return (make_pair(2, (expr_t) NULL));
|
|
else if (is_endogenous_present_1 && is_endogenous_present_2)
|
|
return (make_pair(2, (expr_t) NULL));
|
|
else if (is_endogenous_present_1)
|
|
{
|
|
if (op_code == oEqual)
|
|
{
|
|
pair<int, pair<expr_t, expr_t> > it;
|
|
int oo = List_of_Op_RHS1.size();
|
|
for (int i = 0; i < oo; i++)
|
|
{
|
|
it = List_of_Op_RHS1.back();
|
|
List_of_Op_RHS1.pop_back();
|
|
if (it.second.first && !it.second.second) /*Binary operator*/
|
|
expr_t_2 = Compute_RHS(expr_t_2, (BinaryOpNode *) it.second.first, it.first, 1);
|
|
else if (it.second.second && !it.second.first) /*Binary operator*/
|
|
expr_t_2 = Compute_RHS(it.second.second, expr_t_2, it.first, 1);
|
|
else if (it.second.second && it.second.first) /*Binary operator*/
|
|
expr_t_2 = Compute_RHS(it.second.first, it.second.second, it.first, 1);
|
|
else /*Unary operator*/
|
|
expr_t_2 = Compute_RHS((UnaryOpNode *) expr_t_2, (UnaryOpNode *) it.second.first, it.first, 0);
|
|
}
|
|
}
|
|
else
|
|
List_of_Op_RHS = List_of_Op_RHS1;
|
|
}
|
|
else if (is_endogenous_present_2)
|
|
{
|
|
if (op_code == oEqual)
|
|
{
|
|
int oo = List_of_Op_RHS2.size();
|
|
for (int i = 0; i < oo; i++)
|
|
{
|
|
pair<int, pair<expr_t, expr_t> > it;
|
|
it = List_of_Op_RHS2.back();
|
|
List_of_Op_RHS2.pop_back();
|
|
if (it.second.first && !it.second.second) /*Binary operator*/
|
|
expr_t_1 = Compute_RHS((BinaryOpNode *) expr_t_1, (BinaryOpNode *) it.second.first, it.first, 1);
|
|
else if (it.second.second && !it.second.first) /*Binary operator*/
|
|
expr_t_1 = Compute_RHS((BinaryOpNode *) it.second.second, (BinaryOpNode *) expr_t_1, it.first, 1);
|
|
else if (it.second.second && it.second.first) /*Binary operator*/
|
|
expr_t_1 = Compute_RHS(it.second.first, it.second.second, it.first, 1);
|
|
else
|
|
expr_t_1 = Compute_RHS((UnaryOpNode *) expr_t_1, (UnaryOpNode *) it.second.first, it.first, 0);
|
|
}
|
|
}
|
|
else
|
|
List_of_Op_RHS = List_of_Op_RHS2;
|
|
}
|
|
switch (op_code)
|
|
{
|
|
case oPlus:
|
|
if (!is_endogenous_present_1 && !is_endogenous_present_2)
|
|
{
|
|
List_of_Op_RHS.push_back(make_pair(oMinus, make_pair(datatree.AddPlus(expr_t_1, expr_t_2), (expr_t) NULL)));
|
|
return (make_pair(0, datatree.AddPlus(expr_t_1, expr_t_2)));
|
|
}
|
|
else if (is_endogenous_present_1 && is_endogenous_present_2)
|
|
return (make_pair(1, (expr_t) NULL));
|
|
else if (!is_endogenous_present_1 && is_endogenous_present_2)
|
|
{
|
|
List_of_Op_RHS.push_back(make_pair(oMinus, make_pair(expr_t_1, (expr_t) NULL)));
|
|
return (make_pair(1, expr_t_1));
|
|
}
|
|
else if (is_endogenous_present_1 && !is_endogenous_present_2)
|
|
{
|
|
List_of_Op_RHS.push_back(make_pair(oMinus, make_pair(expr_t_2, (expr_t) NULL)));
|
|
return (make_pair(1, expr_t_2));
|
|
}
|
|
break;
|
|
case oMinus:
|
|
if (!is_endogenous_present_1 && !is_endogenous_present_2)
|
|
{
|
|
List_of_Op_RHS.push_back(make_pair(oMinus, make_pair(datatree.AddMinus(expr_t_1, expr_t_2), (expr_t) NULL)));
|
|
return (make_pair(0, datatree.AddMinus(expr_t_1, expr_t_2)));
|
|
}
|
|
else if (is_endogenous_present_1 && is_endogenous_present_2)
|
|
return (make_pair(1, (expr_t) NULL));
|
|
else if (!is_endogenous_present_1 && is_endogenous_present_2)
|
|
{
|
|
List_of_Op_RHS.push_back(make_pair(oUminus, make_pair((expr_t) NULL, (expr_t) NULL)));
|
|
List_of_Op_RHS.push_back(make_pair(oMinus, make_pair(expr_t_1, (expr_t) NULL)));
|
|
return (make_pair(1, expr_t_1));
|
|
}
|
|
else if (is_endogenous_present_1 && !is_endogenous_present_2)
|
|
{
|
|
List_of_Op_RHS.push_back(make_pair(oPlus, make_pair(expr_t_2, (expr_t) NULL)));
|
|
return (make_pair(1, datatree.AddUMinus(expr_t_2)));
|
|
}
|
|
break;
|
|
case oTimes:
|
|
if (!is_endogenous_present_1 && !is_endogenous_present_2)
|
|
return (make_pair(0, datatree.AddTimes(expr_t_1, expr_t_2)));
|
|
else if (!is_endogenous_present_1 && is_endogenous_present_2)
|
|
{
|
|
List_of_Op_RHS.push_back(make_pair(oDivide, make_pair(expr_t_1, (expr_t) NULL)));
|
|
return (make_pair(1, expr_t_1));
|
|
}
|
|
else if (is_endogenous_present_1 && !is_endogenous_present_2)
|
|
{
|
|
List_of_Op_RHS.push_back(make_pair(oDivide, make_pair(expr_t_2, (expr_t) NULL)));
|
|
return (make_pair(1, expr_t_2));
|
|
}
|
|
else
|
|
return (make_pair(1, (expr_t) NULL));
|
|
break;
|
|
case oDivide:
|
|
if (!is_endogenous_present_1 && !is_endogenous_present_2)
|
|
return (make_pair(0, datatree.AddDivide(expr_t_1, expr_t_2)));
|
|
else if (!is_endogenous_present_1 && is_endogenous_present_2)
|
|
{
|
|
List_of_Op_RHS.push_back(make_pair(oDivide, make_pair((expr_t) NULL, expr_t_1)));
|
|
return (make_pair(1, expr_t_1));
|
|
}
|
|
else if (is_endogenous_present_1 && !is_endogenous_present_2)
|
|
{
|
|
List_of_Op_RHS.push_back(make_pair(oTimes, make_pair(expr_t_2, (expr_t) NULL)));
|
|
return (make_pair(1, expr_t_2));
|
|
}
|
|
else
|
|
return (make_pair(1, (expr_t) NULL));
|
|
break;
|
|
case oPower:
|
|
if (!is_endogenous_present_1 && !is_endogenous_present_2)
|
|
return (make_pair(0, datatree.AddPower(expr_t_1, expr_t_2)));
|
|
else if (is_endogenous_present_1 && !is_endogenous_present_2)
|
|
{
|
|
List_of_Op_RHS.push_back(make_pair(oPower, make_pair(datatree.AddDivide(datatree.One, expr_t_2), (expr_t) NULL)));
|
|
return (make_pair(1, (expr_t) NULL));
|
|
}
|
|
break;
|
|
case oEqual:
|
|
if (!is_endogenous_present_1 && !is_endogenous_present_2)
|
|
{
|
|
return (make_pair(0,
|
|
datatree.AddEqual(datatree.AddVariable(datatree.symbol_table.getID(eEndogenous, var_endo), 0), datatree.AddMinus(expr_t_2, expr_t_1))
|
|
));
|
|
}
|
|
else if (is_endogenous_present_1 && is_endogenous_present_2)
|
|
{
|
|
return (make_pair(0,
|
|
datatree.AddEqual(datatree.AddVariable(datatree.symbol_table.getID(eEndogenous, var_endo), 0), datatree.Zero)
|
|
));
|
|
}
|
|
else if (!is_endogenous_present_1 && is_endogenous_present_2)
|
|
{
|
|
return (make_pair(0,
|
|
datatree.AddEqual(datatree.AddVariable(datatree.symbol_table.getID(eEndogenous, var_endo), 0), /*datatree.AddUMinus(expr_t_1)*/ expr_t_1)
|
|
));
|
|
}
|
|
else if (is_endogenous_present_1 && !is_endogenous_present_2)
|
|
{
|
|
return (make_pair(0,
|
|
datatree.AddEqual(datatree.AddVariable(datatree.symbol_table.getID(eEndogenous, var_endo), 0), expr_t_2)
|
|
));
|
|
}
|
|
break;
|
|
case oMax:
|
|
if (!is_endogenous_present_1 && !is_endogenous_present_2)
|
|
return (make_pair(0, datatree.AddMax(expr_t_1, expr_t_2)));
|
|
else
|
|
return (make_pair(1, (expr_t) NULL));
|
|
break;
|
|
case oMin:
|
|
if (!is_endogenous_present_1 && !is_endogenous_present_2)
|
|
return (make_pair(0, datatree.AddMin(expr_t_1, expr_t_2)));
|
|
else
|
|
return (make_pair(1, (expr_t) NULL));
|
|
break;
|
|
case oLess:
|
|
if (!is_endogenous_present_1 && !is_endogenous_present_2)
|
|
return (make_pair(0, datatree.AddLess(expr_t_1, expr_t_2)));
|
|
else
|
|
return (make_pair(1, (expr_t) NULL));
|
|
break;
|
|
case oGreater:
|
|
if (!is_endogenous_present_1 && !is_endogenous_present_2)
|
|
return (make_pair(0, datatree.AddGreater(expr_t_1, expr_t_2)));
|
|
else
|
|
return (make_pair(1, (expr_t) NULL));
|
|
break;
|
|
case oLessEqual:
|
|
if (!is_endogenous_present_1 && !is_endogenous_present_2)
|
|
return (make_pair(0, datatree.AddLessEqual(expr_t_1, expr_t_2)));
|
|
else
|
|
return (make_pair(1, (expr_t) NULL));
|
|
break;
|
|
case oGreaterEqual:
|
|
if (!is_endogenous_present_1 && !is_endogenous_present_2)
|
|
return (make_pair(0, datatree.AddGreaterEqual(expr_t_1, expr_t_2)));
|
|
else
|
|
return (make_pair(1, (expr_t) NULL));
|
|
break;
|
|
case oEqualEqual:
|
|
if (!is_endogenous_present_1 && !is_endogenous_present_2)
|
|
return (make_pair(0, datatree.AddEqualEqual(expr_t_1, expr_t_2)));
|
|
else
|
|
return (make_pair(1, (expr_t) NULL));
|
|
break;
|
|
case oDifferent:
|
|
if (!is_endogenous_present_1 && !is_endogenous_present_2)
|
|
return (make_pair(0, datatree.AddDifferent(expr_t_1, expr_t_2)));
|
|
else
|
|
return (make_pair(1, (expr_t) NULL));
|
|
break;
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
expr_t
|
|
BinaryOpNode::getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables)
|
|
{
|
|
expr_t darg1 = arg1->getChainRuleDerivative(deriv_id, recursive_variables);
|
|
expr_t darg2 = arg2->getChainRuleDerivative(deriv_id, recursive_variables);
|
|
return composeDerivatives(darg1, darg2);
|
|
}
|
|
|
|
expr_t
|
|
BinaryOpNode::buildSimilarBinaryOpNode(expr_t alt_arg1, expr_t alt_arg2, DataTree &alt_datatree) const
|
|
{
|
|
switch (op_code)
|
|
{
|
|
case oPlus:
|
|
return alt_datatree.AddPlus(alt_arg1, alt_arg2);
|
|
case oMinus:
|
|
return alt_datatree.AddMinus(alt_arg1, alt_arg2);
|
|
case oTimes:
|
|
return alt_datatree.AddTimes(alt_arg1, alt_arg2);
|
|
case oDivide:
|
|
return alt_datatree.AddDivide(alt_arg1, alt_arg2);
|
|
case oPower:
|
|
return alt_datatree.AddPower(alt_arg1, alt_arg2);
|
|
case oEqual:
|
|
return alt_datatree.AddEqual(alt_arg1, alt_arg2);
|
|
case oMax:
|
|
return alt_datatree.AddMax(alt_arg1, alt_arg2);
|
|
case oMin:
|
|
return alt_datatree.AddMin(alt_arg1, alt_arg2);
|
|
case oLess:
|
|
return alt_datatree.AddLess(alt_arg1, alt_arg2);
|
|
case oGreater:
|
|
return alt_datatree.AddGreater(alt_arg1, alt_arg2);
|
|
case oLessEqual:
|
|
return alt_datatree.AddLessEqual(alt_arg1, alt_arg2);
|
|
case oGreaterEqual:
|
|
return alt_datatree.AddGreaterEqual(alt_arg1, alt_arg2);
|
|
case oEqualEqual:
|
|
return alt_datatree.AddEqualEqual(alt_arg1, alt_arg2);
|
|
case oDifferent:
|
|
return alt_datatree.AddDifferent(alt_arg1, alt_arg2);
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
expr_t
|
|
BinaryOpNode::toStatic(DataTree &static_datatree) const
|
|
{
|
|
expr_t sarg1 = arg1->toStatic(static_datatree);
|
|
expr_t sarg2 = arg2->toStatic(static_datatree);
|
|
return buildSimilarBinaryOpNode(sarg1, sarg2, static_datatree);
|
|
}
|
|
|
|
int
|
|
BinaryOpNode::maxEndoLead() const
|
|
{
|
|
return max(arg1->maxEndoLead(), arg2->maxEndoLead());
|
|
}
|
|
|
|
int
|
|
BinaryOpNode::maxExoLead() const
|
|
{
|
|
return max(arg1->maxExoLead(), arg2->maxExoLead());
|
|
}
|
|
|
|
int
|
|
BinaryOpNode::maxEndoLag() const
|
|
{
|
|
return max(arg1->maxEndoLag(), arg2->maxEndoLag());
|
|
}
|
|
|
|
int
|
|
BinaryOpNode::maxExoLag() const
|
|
{
|
|
return max(arg1->maxExoLag(), arg2->maxExoLag());
|
|
}
|
|
|
|
expr_t
|
|
BinaryOpNode::decreaseLeadsLags(int n) const
|
|
{
|
|
expr_t arg1subst = arg1->decreaseLeadsLags(n);
|
|
expr_t arg2subst = arg2->decreaseLeadsLags(n);
|
|
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
BinaryOpNode::decreaseLeadsLagsPredeterminedVariables() const
|
|
{
|
|
expr_t arg1subst = arg1->decreaseLeadsLagsPredeterminedVariables();
|
|
expr_t arg2subst = arg2->decreaseLeadsLagsPredeterminedVariables();
|
|
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
BinaryOpNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
|
|
{
|
|
expr_t arg1subst, arg2subst;
|
|
int maxendolead1 = arg1->maxEndoLead(), maxendolead2 = arg2->maxEndoLead();
|
|
|
|
if (maxendolead1 < 2 && maxendolead2 < 2)
|
|
return const_cast<BinaryOpNode *>(this);
|
|
if (deterministic_model)
|
|
{
|
|
arg1subst = maxendolead1 >= 2 ? arg1->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model) : arg1;
|
|
arg2subst = maxendolead2 >= 2 ? arg2->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model) : arg2;
|
|
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
|
|
}
|
|
else
|
|
{
|
|
switch (op_code)
|
|
{
|
|
case oPlus:
|
|
case oMinus:
|
|
case oEqual:
|
|
arg1subst = maxendolead1 >= 2 ? arg1->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model) : arg1;
|
|
arg2subst = maxendolead2 >= 2 ? arg2->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model) : arg2;
|
|
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
|
|
case oTimes:
|
|
case oDivide:
|
|
if (maxendolead1 >= 2 && maxendolead2 == 0 && arg2->maxExoLead() == 0)
|
|
{
|
|
arg1subst = arg1->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
|
|
return buildSimilarBinaryOpNode(arg1subst, arg2, datatree);
|
|
}
|
|
if (maxendolead1 == 0 && arg1->maxExoLead() == 0
|
|
&& maxendolead2 >= 2 && op_code == oTimes)
|
|
{
|
|
arg2subst = arg2->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
|
|
return buildSimilarBinaryOpNode(arg1, arg2subst, datatree);
|
|
}
|
|
return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
|
|
default:
|
|
return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
|
|
}
|
|
}
|
|
|
|
}
|
|
|
|
expr_t
|
|
BinaryOpNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
|
|
{
|
|
expr_t arg1subst = arg1->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
|
|
expr_t arg2subst = arg2->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
|
|
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
BinaryOpNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
|
|
{
|
|
expr_t arg1subst, arg2subst;
|
|
int maxexolead1 = arg1->maxExoLead(), maxexolead2 = arg2->maxExoLead();
|
|
|
|
if (maxexolead1 < 1 && maxexolead2 < 1)
|
|
return const_cast<BinaryOpNode *>(this);
|
|
if (deterministic_model)
|
|
{
|
|
arg1subst = maxexolead1 >= 1 ? arg1->substituteExoLead(subst_table, neweqs, deterministic_model) : arg1;
|
|
arg2subst = maxexolead2 >= 1 ? arg2->substituteExoLead(subst_table, neweqs, deterministic_model) : arg2;
|
|
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
|
|
}
|
|
else
|
|
{
|
|
switch (op_code)
|
|
{
|
|
case oPlus:
|
|
case oMinus:
|
|
case oEqual:
|
|
arg1subst = maxexolead1 >= 1 ? arg1->substituteExoLead(subst_table, neweqs, deterministic_model) : arg1;
|
|
arg2subst = maxexolead2 >= 1 ? arg2->substituteExoLead(subst_table, neweqs, deterministic_model) : arg2;
|
|
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
|
|
case oTimes:
|
|
case oDivide:
|
|
if (maxexolead1 >= 1 && maxexolead2 == 0 && arg2->maxEndoLead() == 0)
|
|
{
|
|
arg1subst = arg1->substituteExoLead(subst_table, neweqs, deterministic_model);
|
|
return buildSimilarBinaryOpNode(arg1subst, arg2, datatree);
|
|
}
|
|
if (maxexolead1 == 0 && arg1->maxEndoLead() == 0
|
|
&& maxexolead2 >= 1 && op_code == oTimes)
|
|
{
|
|
arg2subst = arg2->substituteExoLead(subst_table, neweqs, deterministic_model);
|
|
return buildSimilarBinaryOpNode(arg1, arg2subst, datatree);
|
|
}
|
|
return createExoLeadAuxiliaryVarForMyself(subst_table, neweqs);
|
|
default:
|
|
return createExoLeadAuxiliaryVarForMyself(subst_table, neweqs);
|
|
}
|
|
}
|
|
}
|
|
|
|
expr_t
|
|
BinaryOpNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
|
|
{
|
|
expr_t arg1subst = arg1->substituteExoLag(subst_table, neweqs);
|
|
expr_t arg2subst = arg2->substituteExoLag(subst_table, neweqs);
|
|
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
BinaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
|
|
{
|
|
expr_t arg1subst = arg1->substituteExpectation(subst_table, neweqs, partial_information_model);
|
|
expr_t arg2subst = arg2->substituteExpectation(subst_table, neweqs, partial_information_model);
|
|
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
|
|
}
|
|
|
|
bool
|
|
BinaryOpNode::isNumConstNodeEqualTo(double value) const
|
|
{
|
|
return false;
|
|
}
|
|
|
|
bool
|
|
BinaryOpNode::isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const
|
|
{
|
|
return false;
|
|
}
|
|
|
|
TrinaryOpNode::TrinaryOpNode(DataTree &datatree_arg, const expr_t arg1_arg,
|
|
TrinaryOpcode op_code_arg, const expr_t arg2_arg, const expr_t arg3_arg) :
|
|
ExprNode(datatree_arg),
|
|
arg1(arg1_arg),
|
|
arg2(arg2_arg),
|
|
arg3(arg3_arg),
|
|
op_code(op_code_arg)
|
|
{
|
|
datatree.trinary_op_node_map[make_pair(make_pair(make_pair(arg1, arg2), arg3), op_code)] = this;
|
|
}
|
|
|
|
void
|
|
TrinaryOpNode::prepareForDerivation()
|
|
{
|
|
if (preparedForDerivation)
|
|
return;
|
|
|
|
preparedForDerivation = true;
|
|
|
|
arg1->prepareForDerivation();
|
|
arg2->prepareForDerivation();
|
|
arg3->prepareForDerivation();
|
|
|
|
// Non-null derivatives are the union of those of the arguments
|
|
// Compute set union of arg{1,2,3}->non_null_derivatives
|
|
set<int> non_null_derivatives_tmp;
|
|
set_union(arg1->non_null_derivatives.begin(),
|
|
arg1->non_null_derivatives.end(),
|
|
arg2->non_null_derivatives.begin(),
|
|
arg2->non_null_derivatives.end(),
|
|
inserter(non_null_derivatives_tmp, non_null_derivatives_tmp.begin()));
|
|
set_union(non_null_derivatives_tmp.begin(),
|
|
non_null_derivatives_tmp.end(),
|
|
arg3->non_null_derivatives.begin(),
|
|
arg3->non_null_derivatives.end(),
|
|
inserter(non_null_derivatives, non_null_derivatives.begin()));
|
|
}
|
|
|
|
expr_t
|
|
TrinaryOpNode::composeDerivatives(expr_t darg1, expr_t darg2, expr_t darg3)
|
|
{
|
|
|
|
expr_t t11, t12, t13, t14, t15;
|
|
|
|
switch (op_code)
|
|
{
|
|
case oNormcdf:
|
|
// normal pdf is inlined in the tree
|
|
expr_t y;
|
|
// sqrt(2*pi)
|
|
t14 = datatree.AddSqrt(datatree.AddTimes(datatree.Two, datatree.Pi));
|
|
// x - mu
|
|
t12 = datatree.AddMinus(arg1, arg2);
|
|
// y = (x-mu)/sigma
|
|
y = datatree.AddDivide(t12, arg3);
|
|
// (x-mu)^2/sigma^2
|
|
t12 = datatree.AddTimes(y, y);
|
|
// -(x-mu)^2/sigma^2
|
|
t13 = datatree.AddUMinus(t12);
|
|
// -((x-mu)^2/sigma^2)/2
|
|
t12 = datatree.AddDivide(t13, datatree.Two);
|
|
// exp(-((x-mu)^2/sigma^2)/2)
|
|
t13 = datatree.AddExp(t12);
|
|
// derivative of a standardized normal
|
|
// t15 = (1/sqrt(2*pi))*exp(-y^2/2)
|
|
t15 = datatree.AddDivide(t13, t14);
|
|
// derivatives thru x
|
|
t11 = datatree.AddDivide(darg1, arg3);
|
|
// derivatives thru mu
|
|
t12 = datatree.AddDivide(darg2, arg3);
|
|
// intermediary sum
|
|
t14 = datatree.AddMinus(t11, t12);
|
|
// derivatives thru sigma
|
|
t11 = datatree.AddDivide(y, arg3);
|
|
t12 = datatree.AddTimes(t11, darg3);
|
|
//intermediary sum
|
|
t11 = datatree.AddMinus(t14, t12);
|
|
// total derivative:
|
|
// (darg1/sigma - darg2/sigma - darg3*(x-mu)/sigma^2) * t15
|
|
// where t15 is the derivative of a standardized normal
|
|
return datatree.AddTimes(t11, t15);
|
|
case oNormpdf:
|
|
// (x - mu)
|
|
t11 = datatree.AddMinus(arg1, arg2);
|
|
// (x - mu)/sigma
|
|
t12 = datatree.AddDivide(t11, arg3);
|
|
// darg3 * (x - mu)/sigma
|
|
t11 = datatree.AddTimes(darg3, t12);
|
|
// darg2 - darg1
|
|
t13 = datatree.AddMinus(darg2, darg1);
|
|
// darg2 - darg1 + darg3 * (x - mu)/sigma
|
|
t14 = datatree.AddPlus(t13, t11);
|
|
// ((x - mu)/sigma) * (darg2 - darg1 + darg3 * (x - mu)/sigma)
|
|
t11 = datatree.AddTimes(t12, t14);
|
|
// ((x - mu)/sigma) * (darg2 - darg1 + darg3 * (x - mu)/sigma) - darg3
|
|
t12 = datatree.AddMinus(t11, darg3);
|
|
// this / sigma
|
|
t11 = datatree.AddDivide(this, arg3);
|
|
// total derivative:
|
|
// (this / sigma) * (((x - mu)/sigma) * (darg2 - darg1 + darg3 * (x - mu)/sigma) - darg3)
|
|
return datatree.AddTimes(t11, t12);
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
expr_t
|
|
TrinaryOpNode::computeDerivative(int deriv_id)
|
|
{
|
|
expr_t darg1 = arg1->getDerivative(deriv_id);
|
|
expr_t darg2 = arg2->getDerivative(deriv_id);
|
|
expr_t darg3 = arg3->getDerivative(deriv_id);
|
|
return composeDerivatives(darg1, darg2, darg3);
|
|
}
|
|
|
|
int
|
|
TrinaryOpNode::precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const
|
|
{
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<TrinaryOpNode *>(this));
|
|
// A temporary term behaves as a variable
|
|
if (it != temporary_terms.end())
|
|
return 100;
|
|
|
|
switch (op_code)
|
|
{
|
|
case oNormcdf:
|
|
case oNormpdf:
|
|
return 100;
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
int
|
|
TrinaryOpNode::cost(const temporary_terms_t &temporary_terms, bool is_matlab) const
|
|
{
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<TrinaryOpNode *>(this));
|
|
// For a temporary term, the cost is null
|
|
if (it != temporary_terms.end())
|
|
return 0;
|
|
|
|
int cost = arg1->cost(temporary_terms, is_matlab);
|
|
cost += arg2->cost(temporary_terms, is_matlab);
|
|
|
|
if (is_matlab)
|
|
// Cost for Matlab files
|
|
switch (op_code)
|
|
{
|
|
case oNormcdf:
|
|
case oNormpdf:
|
|
return cost+1000;
|
|
}
|
|
else
|
|
// Cost for C files
|
|
switch (op_code)
|
|
{
|
|
case oNormcdf:
|
|
case oNormpdf:
|
|
return cost+1000;
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
void
|
|
TrinaryOpNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
bool is_matlab) const
|
|
{
|
|
expr_t this2 = const_cast<TrinaryOpNode *>(this);
|
|
map<expr_t, int>::iterator it = reference_count.find(this2);
|
|
if (it == reference_count.end())
|
|
{
|
|
// If this node has never been encountered, set its ref count to one,
|
|
// and travel through its children
|
|
reference_count[this2] = 1;
|
|
arg1->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
|
|
arg2->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
|
|
arg3->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
|
|
}
|
|
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]++;
|
|
if (reference_count[this2] * cost(temporary_terms, is_matlab) > MIN_COST(is_matlab))
|
|
temporary_terms.insert(this2);
|
|
}
|
|
}
|
|
|
|
void
|
|
TrinaryOpNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int> > &first_occurence,
|
|
int Curr_block,
|
|
vector<vector<temporary_terms_t> > &v_temporary_terms,
|
|
int equation) const
|
|
{
|
|
expr_t this2 = const_cast<TrinaryOpNode *>(this);
|
|
map<expr_t, int>::iterator it = reference_count.find(this2);
|
|
if (it == reference_count.end())
|
|
{
|
|
reference_count[this2] = 1;
|
|
first_occurence[this2] = make_pair(Curr_block, equation);
|
|
arg1->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, Curr_block, v_temporary_terms, equation);
|
|
arg2->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, Curr_block, v_temporary_terms, equation);
|
|
arg3->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, Curr_block, v_temporary_terms, equation);
|
|
}
|
|
else
|
|
{
|
|
reference_count[this2]++;
|
|
if (reference_count[this2] * cost(temporary_terms, false) > MIN_COST_C)
|
|
{
|
|
temporary_terms.insert(this2);
|
|
v_temporary_terms[first_occurence[this2].first][first_occurence[this2].second].insert(this2);
|
|
}
|
|
}
|
|
}
|
|
|
|
double
|
|
TrinaryOpNode::eval_opcode(double v1, TrinaryOpcode op_code, double v2, double v3) throw (EvalException)
|
|
{
|
|
switch (op_code)
|
|
{
|
|
case oNormcdf:
|
|
return (0.5*(1+erf((v1-v2)/v3/M_SQRT2)));
|
|
case oNormpdf:
|
|
return (1/(v3*sqrt(2*M_PI)*exp(pow((v1-v2)/v3,2)/2)));
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
double
|
|
TrinaryOpNode::eval(const eval_context_t &eval_context) const throw (EvalException)
|
|
{
|
|
double v1 = arg1->eval(eval_context);
|
|
double v2 = arg2->eval(eval_context);
|
|
double v3 = arg3->eval(eval_context);
|
|
|
|
return eval_opcode(v1, op_code, v2, v3);
|
|
}
|
|
|
|
void
|
|
TrinaryOpNode::compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic) const
|
|
{
|
|
// If current node is a temporary term
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<TrinaryOpNode *>(this));
|
|
if (it != temporary_terms.end())
|
|
{
|
|
if (dynamic)
|
|
{
|
|
map_idx_t::const_iterator ii = map_idx.find(idx);
|
|
FLDT_ fldt(ii->second);
|
|
fldt.write(CompileCode, instruction_number);
|
|
}
|
|
else
|
|
{
|
|
map_idx_t::const_iterator ii = map_idx.find(idx);
|
|
FLDST_ fldst(ii->second);
|
|
fldst.write(CompileCode, instruction_number);
|
|
}
|
|
return;
|
|
}
|
|
arg1->compile(CompileCode, instruction_number, lhs_rhs, temporary_terms, map_idx, dynamic, steady_dynamic);
|
|
arg2->compile(CompileCode, instruction_number, lhs_rhs, temporary_terms, map_idx, dynamic, steady_dynamic);
|
|
arg3->compile(CompileCode, instruction_number, lhs_rhs, temporary_terms, map_idx, dynamic, steady_dynamic);
|
|
FTRINARY_ ftrinary(op_code);
|
|
ftrinary.write(CompileCode, instruction_number);
|
|
}
|
|
|
|
void
|
|
TrinaryOpNode::collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const
|
|
{
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<TrinaryOpNode *>(this));
|
|
if (it != temporary_terms.end())
|
|
temporary_terms_inuse.insert(idx);
|
|
else
|
|
{
|
|
arg1->collectTemporary_terms(temporary_terms, temporary_terms_inuse, Curr_Block);
|
|
arg2->collectTemporary_terms(temporary_terms, temporary_terms_inuse, Curr_Block);
|
|
arg3->collectTemporary_terms(temporary_terms, temporary_terms_inuse, Curr_Block);
|
|
}
|
|
}
|
|
|
|
void
|
|
TrinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const
|
|
{
|
|
// If current node is a temporary term
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<TrinaryOpNode *>(this));
|
|
if (it != temporary_terms.end())
|
|
{
|
|
output << "T" << idx;
|
|
return;
|
|
}
|
|
|
|
switch (op_code)
|
|
{
|
|
case oNormcdf:
|
|
if (IS_C(output_type))
|
|
{
|
|
// In C, there is no normcdf() primitive, so use erf()
|
|
output << "(0.5*(1+erf(((";
|
|
arg1->writeOutput(output, output_type, temporary_terms);
|
|
output << ")-(";
|
|
arg2->writeOutput(output, output_type, temporary_terms);
|
|
output << "))/(";
|
|
arg3->writeOutput(output, output_type, temporary_terms);
|
|
output << ")/M_SQRT2)))";
|
|
}
|
|
else
|
|
{
|
|
output << "normcdf(";
|
|
arg1->writeOutput(output, output_type, temporary_terms);
|
|
output << ",";
|
|
arg2->writeOutput(output, output_type, temporary_terms);
|
|
output << ",";
|
|
arg3->writeOutput(output, output_type, temporary_terms);
|
|
output << ")";
|
|
}
|
|
break;
|
|
case oNormpdf:
|
|
if (IS_C(output_type))
|
|
{
|
|
//(1/(v3*sqrt(2*M_PI)*exp(pow((v1-v2)/v3,2)/2)))
|
|
output << "(1/(";
|
|
arg3->writeOutput(output, output_type, temporary_terms);
|
|
output << "*sqrt(2*M_PI)*exp(pow((";
|
|
arg1->writeOutput(output, output_type, temporary_terms);
|
|
output << "-";
|
|
arg2->writeOutput(output, output_type, temporary_terms);
|
|
output << ")/";
|
|
arg3->writeOutput(output, output_type, temporary_terms);
|
|
output << ",2)/2)))";
|
|
}
|
|
else
|
|
{
|
|
output << "normpdf(";
|
|
arg1->writeOutput(output, output_type, temporary_terms);
|
|
output << ",";
|
|
arg2->writeOutput(output, output_type, temporary_terms);
|
|
output << ",";
|
|
arg3->writeOutput(output, output_type, temporary_terms);
|
|
output << ")";
|
|
}
|
|
break;
|
|
default:
|
|
assert(false);
|
|
}
|
|
}
|
|
|
|
void
|
|
TrinaryOpNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const
|
|
{
|
|
arg1->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
|
|
arg2->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
|
|
arg3->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
|
|
}
|
|
|
|
void
|
|
TrinaryOpNode::collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const
|
|
{
|
|
arg1->collectVariables(type_arg, result);
|
|
arg2->collectVariables(type_arg, result);
|
|
arg3->collectVariables(type_arg, result);
|
|
}
|
|
|
|
pair<int, expr_t>
|
|
TrinaryOpNode::normalizeEquation(int var_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const
|
|
{
|
|
pair<int, expr_t> res = arg1->normalizeEquation(var_endo, List_of_Op_RHS);
|
|
bool is_endogenous_present_1 = res.first;
|
|
expr_t expr_t_1 = res.second;
|
|
res = arg2->normalizeEquation(var_endo, List_of_Op_RHS);
|
|
bool is_endogenous_present_2 = res.first;
|
|
expr_t expr_t_2 = res.second;
|
|
res = arg3->normalizeEquation(var_endo, List_of_Op_RHS);
|
|
bool is_endogenous_present_3 = res.first;
|
|
expr_t expr_t_3 = res.second;
|
|
if (!is_endogenous_present_1 && !is_endogenous_present_2 && !is_endogenous_present_3)
|
|
return (make_pair(0, datatree.AddNormcdf(expr_t_1, expr_t_2, expr_t_3)));
|
|
else
|
|
return (make_pair(1, (expr_t) NULL));
|
|
}
|
|
|
|
expr_t
|
|
TrinaryOpNode::getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables)
|
|
{
|
|
expr_t darg1 = arg1->getChainRuleDerivative(deriv_id, recursive_variables);
|
|
expr_t darg2 = arg2->getChainRuleDerivative(deriv_id, recursive_variables);
|
|
expr_t darg3 = arg3->getChainRuleDerivative(deriv_id, recursive_variables);
|
|
return composeDerivatives(darg1, darg2, darg3);
|
|
}
|
|
|
|
expr_t
|
|
TrinaryOpNode::buildSimilarTrinaryOpNode(expr_t alt_arg1, expr_t alt_arg2, expr_t alt_arg3, DataTree &alt_datatree) const
|
|
{
|
|
switch (op_code)
|
|
{
|
|
case oNormcdf:
|
|
return alt_datatree.AddNormcdf(alt_arg1, alt_arg2, alt_arg3);
|
|
case oNormpdf:
|
|
return alt_datatree.AddNormpdf(alt_arg1, alt_arg2, alt_arg3);
|
|
}
|
|
// Suppress GCC warning
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
expr_t
|
|
TrinaryOpNode::toStatic(DataTree &static_datatree) const
|
|
{
|
|
expr_t sarg1 = arg1->toStatic(static_datatree);
|
|
expr_t sarg2 = arg2->toStatic(static_datatree);
|
|
expr_t sarg3 = arg3->toStatic(static_datatree);
|
|
return buildSimilarTrinaryOpNode(sarg1, sarg2, sarg3, static_datatree);
|
|
}
|
|
|
|
int
|
|
TrinaryOpNode::maxEndoLead() const
|
|
{
|
|
return max(arg1->maxEndoLead(), max(arg2->maxEndoLead(), arg3->maxEndoLead()));
|
|
}
|
|
|
|
int
|
|
TrinaryOpNode::maxExoLead() const
|
|
{
|
|
return max(arg1->maxExoLead(), max(arg2->maxExoLead(), arg3->maxExoLead()));
|
|
}
|
|
|
|
int
|
|
TrinaryOpNode::maxEndoLag() const
|
|
{
|
|
return max(arg1->maxEndoLag(), max(arg2->maxEndoLag(), arg3->maxEndoLag()));
|
|
}
|
|
|
|
int
|
|
TrinaryOpNode::maxExoLag() const
|
|
{
|
|
return max(arg1->maxExoLag(), max(arg2->maxExoLag(), arg3->maxExoLag()));
|
|
}
|
|
|
|
expr_t
|
|
TrinaryOpNode::decreaseLeadsLags(int n) const
|
|
{
|
|
expr_t arg1subst = arg1->decreaseLeadsLags(n);
|
|
expr_t arg2subst = arg2->decreaseLeadsLags(n);
|
|
expr_t arg3subst = arg3->decreaseLeadsLags(n);
|
|
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
TrinaryOpNode::decreaseLeadsLagsPredeterminedVariables() const
|
|
{
|
|
expr_t arg1subst = arg1->decreaseLeadsLagsPredeterminedVariables();
|
|
expr_t arg2subst = arg2->decreaseLeadsLagsPredeterminedVariables();
|
|
expr_t arg3subst = arg3->decreaseLeadsLagsPredeterminedVariables();
|
|
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
TrinaryOpNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
|
|
{
|
|
if (maxEndoLead() < 2)
|
|
return const_cast<TrinaryOpNode *>(this);
|
|
else if (deterministic_model)
|
|
{
|
|
expr_t arg1subst = arg1->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
|
|
expr_t arg2subst = arg2->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
|
|
expr_t arg3subst = arg3->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
|
|
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
|
|
}
|
|
else
|
|
return createEndoLeadAuxiliaryVarForMyself(subst_table, neweqs);
|
|
}
|
|
|
|
expr_t
|
|
TrinaryOpNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
|
|
{
|
|
expr_t arg1subst = arg1->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
|
|
expr_t arg2subst = arg2->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
|
|
expr_t arg3subst = arg3->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
|
|
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
TrinaryOpNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
|
|
{
|
|
if (maxExoLead() == 0)
|
|
return const_cast<TrinaryOpNode *>(this);
|
|
else if (deterministic_model)
|
|
{
|
|
expr_t arg1subst = arg1->substituteExoLead(subst_table, neweqs, deterministic_model);
|
|
expr_t arg2subst = arg2->substituteExoLead(subst_table, neweqs, deterministic_model);
|
|
expr_t arg3subst = arg3->substituteExoLead(subst_table, neweqs, deterministic_model);
|
|
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
|
|
}
|
|
else
|
|
return createExoLeadAuxiliaryVarForMyself(subst_table, neweqs);
|
|
}
|
|
|
|
expr_t
|
|
TrinaryOpNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
|
|
{
|
|
expr_t arg1subst = arg1->substituteExoLag(subst_table, neweqs);
|
|
expr_t arg2subst = arg2->substituteExoLag(subst_table, neweqs);
|
|
expr_t arg3subst = arg3->substituteExoLag(subst_table, neweqs);
|
|
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
TrinaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
|
|
{
|
|
expr_t arg1subst = arg1->substituteExpectation(subst_table, neweqs, partial_information_model);
|
|
expr_t arg2subst = arg2->substituteExpectation(subst_table, neweqs, partial_information_model);
|
|
expr_t arg3subst = arg3->substituteExpectation(subst_table, neweqs, partial_information_model);
|
|
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
|
|
}
|
|
|
|
bool
|
|
TrinaryOpNode::isNumConstNodeEqualTo(double value) const
|
|
{
|
|
return false;
|
|
}
|
|
|
|
bool
|
|
TrinaryOpNode::isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const
|
|
{
|
|
return false;
|
|
}
|
|
|
|
ExternalFunctionNode::ExternalFunctionNode(DataTree &datatree_arg,
|
|
int symb_id_arg,
|
|
const vector<expr_t> &arguments_arg) :
|
|
ExprNode(datatree_arg),
|
|
symb_id(symb_id_arg),
|
|
arguments(arguments_arg)
|
|
{
|
|
// Add myself to the external function map
|
|
datatree.external_function_node_map[make_pair(arguments,symb_id)] = this;
|
|
}
|
|
|
|
void
|
|
ExternalFunctionNode::prepareForDerivation()
|
|
{
|
|
if (preparedForDerivation)
|
|
return;
|
|
|
|
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
|
|
(*it)->prepareForDerivation();
|
|
|
|
non_null_derivatives = arguments.at(0)->non_null_derivatives;
|
|
for (int i = 1; i < (int)arguments.size(); i++)
|
|
set_union(non_null_derivatives.begin(),
|
|
non_null_derivatives.end(),
|
|
arguments.at(i)->non_null_derivatives.begin(),
|
|
arguments.at(i)->non_null_derivatives.end(),
|
|
inserter(non_null_derivatives, non_null_derivatives.begin()));
|
|
|
|
preparedForDerivation = true;
|
|
}
|
|
|
|
expr_t
|
|
ExternalFunctionNode::computeDerivative(int deriv_id)
|
|
{
|
|
assert(datatree.external_functions_table.getNargs(symb_id) > 0);
|
|
vector<expr_t> dargs;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
|
|
dargs.push_back((*it)->getDerivative(deriv_id));
|
|
return composeDerivatives(dargs);
|
|
}
|
|
|
|
expr_t
|
|
ExternalFunctionNode::composeDerivatives(const vector<expr_t> &dargs)
|
|
{
|
|
vector<expr_t> dNodes;
|
|
for (int i = 0; i < (int)dargs.size(); i++)
|
|
if (dargs.at(i) != 0)
|
|
dNodes.push_back(datatree.AddTimes(dargs.at(i),
|
|
datatree.AddFirstDerivExternalFunctionNode(symb_id, arguments, i+1)));
|
|
|
|
expr_t theDeriv = datatree.Zero;
|
|
for (vector<expr_t>::const_iterator it = dNodes.begin(); it != dNodes.end(); it++)
|
|
theDeriv = datatree.AddPlus(theDeriv, *it);
|
|
return theDeriv;
|
|
}
|
|
|
|
expr_t
|
|
ExternalFunctionNode::getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables)
|
|
{
|
|
cerr << "ExternalFunctionNode::getChainRuleDerivative: operation impossible!" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
void
|
|
ExternalFunctionNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
bool is_matlab) const
|
|
{
|
|
temporary_terms.insert(const_cast<ExternalFunctionNode *>(this));
|
|
}
|
|
|
|
void
|
|
ExternalFunctionNode::writeExternalFunctionArguments(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const
|
|
{
|
|
for (vector<expr_t>::const_iterator it = arguments.begin();
|
|
it != arguments.end(); it++)
|
|
{
|
|
if (it != arguments.begin())
|
|
output << ",";
|
|
|
|
(*it)->writeOutput(output, output_type, temporary_terms, tef_terms);
|
|
}
|
|
}
|
|
|
|
void
|
|
ExternalFunctionNode::writePrhs(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms, const string &ending) const
|
|
{
|
|
output << "mxArray *prhs"<< ending << "[nrhs"<< ending << "];" << endl;
|
|
int i = 0;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin();
|
|
it != arguments.end(); it++)
|
|
{
|
|
output << "prhs" << ending << "[" << i++ << "] = mxCreateDoubleScalar("; // All external_function arguments are scalars
|
|
(*it)->writeOutput(output, output_type, temporary_terms, tef_terms);
|
|
output << ");" << endl;
|
|
}
|
|
}
|
|
|
|
void
|
|
ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const
|
|
{
|
|
if (output_type == oMatlabOutsideModel)
|
|
{
|
|
output << datatree.symbol_table.getName(symb_id) << "(";
|
|
writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
|
|
output << ")";
|
|
return;
|
|
}
|
|
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<ExternalFunctionNode *>(this));
|
|
if (it != temporary_terms.end())
|
|
{
|
|
if (output_type == oMatlabDynamicModelSparse)
|
|
output << "T" << idx << "(it_)";
|
|
else
|
|
output << "T" << idx;
|
|
return;
|
|
}
|
|
|
|
if (IS_C(output_type))
|
|
output << "*";
|
|
output << "TEF_" << getIndxInTefTerms(symb_id, tef_terms);
|
|
}
|
|
|
|
void
|
|
ExternalFunctionNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const
|
|
{
|
|
int first_deriv_symb_id = datatree.external_functions_table.getFirstDerivSymbID(symb_id);
|
|
assert(first_deriv_symb_id != eExtFunSetButNoNameProvided);
|
|
|
|
for (vector<expr_t>::const_iterator it = arguments.begin();
|
|
it != arguments.end(); it++)
|
|
(*it)->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
|
|
|
|
if (!alreadyWrittenAsTefTerm(symb_id, tef_terms))
|
|
{
|
|
tef_terms[make_pair(symb_id, arguments)] = (int) tef_terms.size();
|
|
int indx = getIndxInTefTerms(symb_id, tef_terms);
|
|
int second_deriv_symb_id = datatree.external_functions_table.getSecondDerivSymbID(symb_id);
|
|
assert(second_deriv_symb_id != eExtFunSetButNoNameProvided);
|
|
|
|
if (IS_C(output_type))
|
|
{
|
|
stringstream ending;
|
|
ending << "_tef_" << getIndxInTefTerms(symb_id, tef_terms);
|
|
if (symb_id == first_deriv_symb_id &&
|
|
symb_id == second_deriv_symb_id)
|
|
output << "int nlhs" << ending.str() << " = 3;" << endl
|
|
<< "double *TEF_" << indx << ", "
|
|
<< "*TEFD_" << indx << ", "
|
|
<< "*TEFDD_" << indx << ";" << endl;
|
|
else if (symb_id == first_deriv_symb_id)
|
|
output << "int nlhs" << ending.str() << " = 2;" << endl
|
|
<< "double *TEF_" << indx << ", "
|
|
<< "*TEFD_" << indx << "; " << endl;
|
|
else
|
|
output << "int nlhs" << ending.str() << " = 1;" << endl
|
|
<< "double *TEF_" << indx << ";" << endl;
|
|
|
|
output << "mxArray *plhs" << ending.str()<< "[nlhs"<< ending.str() << "];" << endl;
|
|
output << "int nrhs" << ending.str()<< " = " << arguments.size() << ";" << endl;
|
|
writePrhs(output, output_type, temporary_terms, tef_terms, ending.str());
|
|
|
|
output << "mexCallMATLAB("
|
|
<< "nlhs" << ending.str() << ", "
|
|
<< "plhs" << ending.str() << ", "
|
|
<< "nrhs" << ending.str() << ", "
|
|
<< "prhs" << ending.str() << ", \""
|
|
<< datatree.symbol_table.getName(symb_id) << "\");" << endl;
|
|
|
|
if (symb_id == first_deriv_symb_id &&
|
|
symb_id == second_deriv_symb_id)
|
|
output << "TEF_" << indx << " = mxGetPr(plhs" << ending.str() << "[0]);" << endl
|
|
<< "TEFD_" << indx << " = mxGetPr(plhs" << ending.str() << "[1]);" << endl
|
|
<< "TEFDD_" << indx << " = mxGetPr(plhs" << ending.str() << "[2]);" << endl
|
|
<< "int TEFDD_" << indx << "_nrows = (int)mxGetM(plhs" << ending.str()<< "[2]);" << endl;
|
|
else if (symb_id == first_deriv_symb_id)
|
|
output << "TEF_" << indx << " = mxGetPr(plhs" << ending.str() << "[0]);" << endl
|
|
<< "TEFD_" << indx << " = mxGetPr(plhs" << ending.str() << "[1]);" << endl;
|
|
else
|
|
output << "TEF_" << indx << " = mxGetPr(plhs" << ending.str() << "[0]);" << endl;
|
|
}
|
|
else
|
|
{
|
|
if (symb_id == first_deriv_symb_id &&
|
|
symb_id == second_deriv_symb_id)
|
|
output << "[TEF_" << indx << " TEFD_"<< indx << " TEFDD_"<< indx << "] = ";
|
|
else if (symb_id == first_deriv_symb_id)
|
|
output << "[TEF_" << indx << " TEFD_"<< indx << "] = ";
|
|
else
|
|
output << "TEF_" << indx << " = ";
|
|
|
|
output << datatree.symbol_table.getName(symb_id) << "(";
|
|
writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
|
|
output << ");" << endl;
|
|
}
|
|
}
|
|
}
|
|
|
|
void
|
|
ExternalFunctionNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int> > &first_occurence,
|
|
int Curr_block,
|
|
vector< vector<temporary_terms_t> > &v_temporary_terms,
|
|
int equation) const
|
|
{
|
|
cerr << "ExternalFunctionNode::computeTemporaryTerms: not implemented" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
void
|
|
ExternalFunctionNode::collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const
|
|
{
|
|
for (vector<expr_t>::const_iterator it = arguments.begin();
|
|
it != arguments.end(); it++)
|
|
(*it)->collectVariables(type_arg, result);
|
|
}
|
|
|
|
void
|
|
ExternalFunctionNode::collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const
|
|
{
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<ExternalFunctionNode *>(this));
|
|
if (it != temporary_terms.end())
|
|
temporary_terms_inuse.insert(idx);
|
|
else
|
|
{
|
|
//arg->collectTemporary_terms(temporary_terms, result);
|
|
}
|
|
}
|
|
|
|
double
|
|
ExternalFunctionNode::eval(const eval_context_t &eval_context) const throw (EvalException)
|
|
{
|
|
throw EvalException();
|
|
}
|
|
|
|
void
|
|
ExternalFunctionNode::compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic) const
|
|
{
|
|
cerr << "ExternalFunctionNode::compile: operation impossible!" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
pair<int, expr_t>
|
|
ExternalFunctionNode::normalizeEquation(int var_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const
|
|
{
|
|
vector<pair<bool, expr_t> > V_arguments;
|
|
vector<expr_t> V_expr_t;
|
|
bool present = false;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin();
|
|
it != arguments.end(); it++)
|
|
{
|
|
V_arguments.push_back((*it)->normalizeEquation(var_endo, List_of_Op_RHS));
|
|
present = present || V_arguments[V_arguments.size()-1].first;
|
|
V_expr_t.push_back(V_arguments[V_arguments.size()-1].second);
|
|
}
|
|
if (!present)
|
|
return (make_pair(0, datatree.AddExternalFunction(symb_id, V_expr_t)));
|
|
else
|
|
return (make_pair(1, (expr_t) NULL));
|
|
}
|
|
|
|
expr_t
|
|
ExternalFunctionNode::toStatic(DataTree &static_datatree) const
|
|
{
|
|
vector<expr_t> static_arguments;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin();
|
|
it != arguments.end(); it++)
|
|
static_arguments.push_back((*it)->toStatic(static_datatree));
|
|
return static_datatree.AddExternalFunction(symb_id, static_arguments);
|
|
}
|
|
|
|
int
|
|
ExternalFunctionNode::maxEndoLead() const
|
|
{
|
|
int val = 0;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin();
|
|
it != arguments.end(); it++)
|
|
val = max(val, (*it)->maxEndoLead());
|
|
return val;
|
|
}
|
|
|
|
int
|
|
ExternalFunctionNode::maxExoLead() const
|
|
{
|
|
int val = 0;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin();
|
|
it != arguments.end(); it++)
|
|
val = max(val, (*it)->maxExoLead());
|
|
return val;
|
|
}
|
|
|
|
int
|
|
ExternalFunctionNode::maxEndoLag() const
|
|
{
|
|
int val = 0;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin();
|
|
it != arguments.end(); it++)
|
|
val = max(val, (*it)->maxEndoLag());
|
|
return val;
|
|
}
|
|
|
|
int
|
|
ExternalFunctionNode::maxExoLag() const
|
|
{
|
|
int val = 0;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin();
|
|
it != arguments.end(); it++)
|
|
val = max(val, (*it)->maxExoLag());
|
|
return val;
|
|
}
|
|
|
|
expr_t
|
|
ExternalFunctionNode::decreaseLeadsLags(int n) const
|
|
{
|
|
vector<expr_t> arguments_subst;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
|
|
arguments_subst.push_back((*it)->decreaseLeadsLags(n));
|
|
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
ExternalFunctionNode::decreaseLeadsLagsPredeterminedVariables() const
|
|
{
|
|
vector<expr_t> arguments_subst;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
|
|
arguments_subst.push_back((*it)->decreaseLeadsLagsPredeterminedVariables());
|
|
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
ExternalFunctionNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
|
|
{
|
|
vector<expr_t> arguments_subst;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
|
|
arguments_subst.push_back((*it)->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model));
|
|
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
ExternalFunctionNode::substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
|
|
{
|
|
vector<expr_t> arguments_subst;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
|
|
arguments_subst.push_back((*it)->substituteEndoLagGreaterThanTwo(subst_table, neweqs));
|
|
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
ExternalFunctionNode::substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const
|
|
{
|
|
vector<expr_t> arguments_subst;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
|
|
arguments_subst.push_back((*it)->substituteExoLead(subst_table, neweqs, deterministic_model));
|
|
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
ExternalFunctionNode::substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
|
|
{
|
|
vector<expr_t> arguments_subst;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
|
|
arguments_subst.push_back((*it)->substituteExoLag(subst_table, neweqs));
|
|
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
ExternalFunctionNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const
|
|
{
|
|
vector<expr_t> arguments_subst;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
|
|
arguments_subst.push_back((*it)->substituteExpectation(subst_table, neweqs, partial_information_model));
|
|
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
|
|
}
|
|
|
|
expr_t
|
|
ExternalFunctionNode::buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const
|
|
{
|
|
return alt_datatree.AddExternalFunction(symb_id, alt_args);
|
|
}
|
|
|
|
bool
|
|
ExternalFunctionNode::alreadyWrittenAsTefTerm(int the_symb_id, deriv_node_temp_terms_t &tef_terms) const
|
|
{
|
|
deriv_node_temp_terms_t::const_iterator it = tef_terms.find(make_pair(the_symb_id, arguments));
|
|
if (it != tef_terms.end())
|
|
return true;
|
|
return false;
|
|
}
|
|
|
|
int
|
|
ExternalFunctionNode::getIndxInTefTerms(int the_symb_id, deriv_node_temp_terms_t &tef_terms) const throw (UnknownFunctionNameAndArgs)
|
|
{
|
|
deriv_node_temp_terms_t::const_iterator it = tef_terms.find(make_pair(the_symb_id, arguments));
|
|
if (it != tef_terms.end())
|
|
return it->second;
|
|
throw UnknownFunctionNameAndArgs();
|
|
}
|
|
|
|
bool
|
|
ExternalFunctionNode::isNumConstNodeEqualTo(double value) const
|
|
{
|
|
return false;
|
|
}
|
|
|
|
bool
|
|
ExternalFunctionNode::isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const
|
|
{
|
|
return false;
|
|
}
|
|
|
|
FirstDerivExternalFunctionNode::FirstDerivExternalFunctionNode(DataTree &datatree_arg,
|
|
int top_level_symb_id_arg,
|
|
const vector<expr_t> &arguments_arg,
|
|
int inputIndex_arg) :
|
|
ExternalFunctionNode(datatree_arg, top_level_symb_id_arg, arguments_arg),
|
|
inputIndex(inputIndex_arg)
|
|
{
|
|
// Add myself to the first derivative external function map
|
|
datatree.first_deriv_external_function_node_map[make_pair(make_pair(arguments,inputIndex),symb_id)] = this;
|
|
}
|
|
|
|
void
|
|
FirstDerivExternalFunctionNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
bool is_matlab) const
|
|
{
|
|
temporary_terms.insert(const_cast<FirstDerivExternalFunctionNode *>(this));
|
|
}
|
|
|
|
void
|
|
FirstDerivExternalFunctionNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int> > &first_occurence,
|
|
int Curr_block,
|
|
vector< vector<temporary_terms_t> > &v_temporary_terms,
|
|
int equation) const
|
|
{
|
|
cerr << "FirstDerivExternalFunctionNode::computeTemporaryTerms: not implemented" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
expr_t
|
|
FirstDerivExternalFunctionNode::composeDerivatives(const vector<expr_t> &dargs)
|
|
{
|
|
vector<expr_t> dNodes;
|
|
for (int i = 0; i < (int)dargs.size(); i++)
|
|
if (dargs.at(i) != 0)
|
|
dNodes.push_back(datatree.AddTimes(dargs.at(i),
|
|
datatree.AddSecondDerivExternalFunctionNode(symb_id, arguments, inputIndex, i+1)));
|
|
expr_t theDeriv = datatree.Zero;
|
|
for (vector<expr_t>::const_iterator it = dNodes.begin(); it != dNodes.end(); it++)
|
|
theDeriv = datatree.AddPlus(theDeriv, *it);
|
|
return theDeriv;
|
|
}
|
|
|
|
void
|
|
FirstDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const
|
|
{
|
|
assert(output_type != oMatlabOutsideModel);
|
|
|
|
// If current node is a temporary term
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<FirstDerivExternalFunctionNode *>(this));
|
|
if (it != temporary_terms.end())
|
|
{
|
|
if (output_type == oMatlabDynamicModelSparse)
|
|
output << "T" << idx << "(it_)";
|
|
else
|
|
output << "T" << idx;
|
|
return;
|
|
}
|
|
|
|
int first_deriv_symb_id = datatree.external_functions_table.getFirstDerivSymbID(symb_id);
|
|
assert(first_deriv_symb_id != eExtFunSetButNoNameProvided);
|
|
|
|
int tmpIndx = inputIndex;
|
|
if (IS_C(output_type))
|
|
tmpIndx = tmpIndx - 1;
|
|
|
|
if (first_deriv_symb_id == symb_id)
|
|
output << "TEFD_" << getIndxInTefTerms(symb_id, tef_terms)
|
|
<< LEFT_ARRAY_SUBSCRIPT(output_type) << tmpIndx << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
else if (first_deriv_symb_id == eExtFunNotSet)
|
|
{
|
|
if (IS_C(output_type))
|
|
output << "*";
|
|
output << "TEFD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex;
|
|
}
|
|
else
|
|
output << "TEFD_def_" << getIndxInTefTerms(first_deriv_symb_id, tef_terms)
|
|
<< LEFT_ARRAY_SUBSCRIPT(output_type) << tmpIndx << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
}
|
|
|
|
void
|
|
FirstDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const
|
|
{
|
|
assert(output_type != oMatlabOutsideModel);
|
|
int first_deriv_symb_id = datatree.external_functions_table.getFirstDerivSymbID(symb_id);
|
|
assert(first_deriv_symb_id != eExtFunSetButNoNameProvided);
|
|
|
|
if (first_deriv_symb_id == symb_id || alreadyWrittenAsTefTerm(first_deriv_symb_id, tef_terms))
|
|
return;
|
|
|
|
if (IS_C(output_type))
|
|
if (first_deriv_symb_id == eExtFunNotSet)
|
|
{
|
|
stringstream ending;
|
|
ending << "_tefd_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex;
|
|
output << "int nlhs" << ending.str() << " = 1;" << endl
|
|
<< "double *TEFD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex << ";" << endl
|
|
<< "mxArray *plhs" << ending.str() << "[nlhs"<< ending.str() << "];" << endl
|
|
<< "int nrhs" << ending.str() << " = 3;" << endl
|
|
<< "mxArray *prhs" << ending.str() << "[nrhs"<< ending.str() << "];" << endl
|
|
<< "mwSize dims" << ending.str() << "[2];" << endl;
|
|
|
|
output << "dims" << ending.str() << "[0] = 1;" << endl
|
|
<< "dims" << ending.str() << "[1] = " << arguments.size() << ";" << endl;
|
|
|
|
output << "prhs" << ending.str() << "[0] = mxCreateString(\"" << datatree.symbol_table.getName(symb_id) << "\");" << endl
|
|
<< "prhs" << ending.str() << "[1] = mxCreateDoubleScalar(" << inputIndex << ");"<< endl
|
|
<< "prhs" << ending.str() << "[2] = mxCreateCellArray(2, dims" << ending.str() << ");"<< endl;
|
|
|
|
int i = 0;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin();
|
|
it != arguments.end(); it++)
|
|
{
|
|
output << "mxSetCell(prhs" << ending.str() << "[2], "
|
|
<< i++ << ", "
|
|
<< "mxCreateDoubleScalar("; // All external_function arguments are scalars
|
|
(*it)->writeOutput(output, output_type, temporary_terms, tef_terms);
|
|
output << "));" << endl;
|
|
}
|
|
|
|
output << "mexCallMATLAB("
|
|
<< "nlhs" << ending.str() << ", "
|
|
<< "plhs" << ending.str() << ", "
|
|
<< "nrhs" << ending.str() << ", "
|
|
<< "prhs" << ending.str() << ", \""
|
|
<< "jacob_element\");" << endl;
|
|
|
|
output << "TEFD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex
|
|
<< " = mxGetPr(plhs" << ending.str() << "[0]);" << endl;
|
|
}
|
|
else
|
|
{
|
|
tef_terms[make_pair(first_deriv_symb_id, arguments)] = (int) tef_terms.size();
|
|
int indx = getIndxInTefTerms(first_deriv_symb_id, tef_terms);
|
|
stringstream ending;
|
|
ending << "_tefd_def_" << indx;
|
|
output << "int nlhs" << ending.str() << " = 1;" << endl
|
|
<< "double *TEFD_def_" << indx << ";" << endl
|
|
<< "mxArray *plhs" << ending.str() << "[nlhs"<< ending.str() << "];" << endl
|
|
<< "int nrhs" << ending.str() << " = " << arguments.size() << ";" << endl;
|
|
writePrhs(output, output_type, temporary_terms, tef_terms, ending.str());
|
|
|
|
output << "mexCallMATLAB("
|
|
<< "nlhs" << ending.str() << ", "
|
|
<< "plhs" << ending.str() << ", "
|
|
<< "nrhs" << ending.str() << ", "
|
|
<< "prhs" << ending.str() << ", \""
|
|
<< datatree.symbol_table.getName(first_deriv_symb_id) << "\");" << endl;
|
|
|
|
output << "TEFD_def_" << indx << " = mxGetPr(plhs" << ending.str() << "[0]);" << endl;
|
|
}
|
|
else
|
|
{
|
|
if (first_deriv_symb_id == eExtFunNotSet)
|
|
output << "TEFD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex << " = jacob_element('"
|
|
<< datatree.symbol_table.getName(symb_id) << "'," << inputIndex << ",{";
|
|
else
|
|
{
|
|
tef_terms[make_pair(first_deriv_symb_id, arguments)] = (int) tef_terms.size();
|
|
output << "TEFD_def_" << getIndxInTefTerms(first_deriv_symb_id, tef_terms)
|
|
<< " = " << datatree.symbol_table.getName(first_deriv_symb_id) << "(";
|
|
}
|
|
|
|
writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
|
|
|
|
if (first_deriv_symb_id == eExtFunNotSet)
|
|
output << "}";
|
|
output << ");" << endl;
|
|
}
|
|
}
|
|
|
|
SecondDerivExternalFunctionNode::SecondDerivExternalFunctionNode(DataTree &datatree_arg,
|
|
int top_level_symb_id_arg,
|
|
const vector<expr_t> &arguments_arg,
|
|
int inputIndex1_arg,
|
|
int inputIndex2_arg) :
|
|
ExternalFunctionNode(datatree_arg, top_level_symb_id_arg, arguments_arg),
|
|
inputIndex1(inputIndex1_arg),
|
|
inputIndex2(inputIndex2_arg)
|
|
{
|
|
// Add myself to the second derivative external function map
|
|
datatree.second_deriv_external_function_node_map[make_pair(make_pair(arguments,make_pair(inputIndex1,inputIndex2)),symb_id)] = this;
|
|
}
|
|
|
|
void
|
|
SecondDerivExternalFunctionNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
bool is_matlab) const
|
|
{
|
|
temporary_terms.insert(const_cast<SecondDerivExternalFunctionNode *>(this));
|
|
}
|
|
|
|
void
|
|
SecondDerivExternalFunctionNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
|
|
temporary_terms_t &temporary_terms,
|
|
map<expr_t, pair<int, int> > &first_occurence,
|
|
int Curr_block,
|
|
vector< vector<temporary_terms_t> > &v_temporary_terms,
|
|
int equation) const
|
|
{
|
|
cerr << "SecondDerivExternalFunctionNode::computeTemporaryTerms: not implemented" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
expr_t
|
|
SecondDerivExternalFunctionNode::computeDerivative(int deriv_id)
|
|
{
|
|
cerr << "ERROR: SecondDerivExternalFunctionNode::computeDerivative(). Not implemented" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
void
|
|
SecondDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const
|
|
{
|
|
assert(output_type != oMatlabOutsideModel);
|
|
|
|
// If current node is a temporary term
|
|
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<SecondDerivExternalFunctionNode *>(this));
|
|
if (it != temporary_terms.end())
|
|
{
|
|
if (output_type == oMatlabDynamicModelSparse)
|
|
output << "T" << idx << "(it_)";
|
|
else
|
|
output << "T" << idx;
|
|
return;
|
|
}
|
|
|
|
int second_deriv_symb_id = datatree.external_functions_table.getSecondDerivSymbID(symb_id);
|
|
assert(second_deriv_symb_id != eExtFunSetButNoNameProvided);
|
|
|
|
int tmpIndex1 = inputIndex1;
|
|
int tmpIndex2 = inputIndex2;
|
|
if (IS_C(output_type))
|
|
{
|
|
tmpIndex1 = tmpIndex1 - 1;
|
|
tmpIndex2 = tmpIndex2 - 1;
|
|
}
|
|
|
|
int indx = getIndxInTefTerms(symb_id, tef_terms);
|
|
if (second_deriv_symb_id == symb_id)
|
|
if (IS_C(output_type))
|
|
output << "TEFDD_" << indx
|
|
<< LEFT_ARRAY_SUBSCRIPT(output_type) << tmpIndex1 << " * TEFDD_" << indx << "_nrows + "
|
|
<< tmpIndex2 << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
else
|
|
output << "TEFDD_" << getIndxInTefTerms(symb_id, tef_terms)
|
|
<< LEFT_ARRAY_SUBSCRIPT(output_type) << tmpIndex1 << "," << tmpIndex2 << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
else if (second_deriv_symb_id == eExtFunNotSet)
|
|
{
|
|
if (IS_C(output_type))
|
|
output << "*";
|
|
output << "TEFDD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex1 << "_" << inputIndex2;
|
|
}
|
|
else
|
|
if (IS_C(output_type))
|
|
output << "TEFDD_def_" << getIndxInTefTerms(second_deriv_symb_id, tef_terms)
|
|
<< LEFT_ARRAY_SUBSCRIPT(output_type) << tmpIndex1 << " * PROBLEM_" << indx << "_nrows"
|
|
<< tmpIndex2 << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
else
|
|
output << "TEFDD_def_" << getIndxInTefTerms(second_deriv_symb_id, tef_terms)
|
|
<< LEFT_ARRAY_SUBSCRIPT(output_type) << tmpIndex1 << "," << tmpIndex2 << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
}
|
|
|
|
void
|
|
SecondDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const
|
|
{
|
|
assert(output_type != oMatlabOutsideModel);
|
|
int second_deriv_symb_id = datatree.external_functions_table.getSecondDerivSymbID(symb_id);
|
|
assert(second_deriv_symb_id != eExtFunSetButNoNameProvided);
|
|
|
|
if (alreadyWrittenAsTefTerm(second_deriv_symb_id, tef_terms) ||
|
|
second_deriv_symb_id == symb_id)
|
|
return;
|
|
|
|
if (IS_C(output_type))
|
|
if (second_deriv_symb_id == eExtFunNotSet)
|
|
{
|
|
stringstream ending;
|
|
ending << "_tefdd_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex1 << "_" << inputIndex2;
|
|
output << "int nlhs" << ending.str() << " = 1;" << endl
|
|
<< "double *TEFDD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex1 << "_" << inputIndex2 << ";" << endl
|
|
<< "mxArray *plhs" << ending.str() << "[nlhs"<< ending.str() << "];" << endl
|
|
<< "int nrhs" << ending.str() << " = 4;" << endl
|
|
<< "mxArray *prhs" << ending.str() << "[nrhs"<< ending.str() << "];" << endl
|
|
<< "mwSize dims" << ending.str() << "[2];" << endl;
|
|
|
|
output << "dims" << ending.str() << "[0] = 1;" << endl
|
|
<< "dims" << ending.str() << "[1] = " << arguments.size() << ";" << endl;
|
|
|
|
output << "prhs" << ending.str() << "[0] = mxCreateString(\"" << datatree.symbol_table.getName(symb_id) << "\");" << endl
|
|
<< "prhs" << ending.str() << "[1] = mxCreateDoubleScalar(" << inputIndex1 << ");"<< endl
|
|
<< "prhs" << ending.str() << "[2] = mxCreateDoubleScalar(" << inputIndex2 << ");"<< endl
|
|
<< "prhs" << ending.str() << "[3] = mxCreateCellArray(2, dims" << ending.str() << ");"<< endl;
|
|
|
|
int i = 0;
|
|
for (vector<expr_t>::const_iterator it = arguments.begin();
|
|
it != arguments.end(); it++)
|
|
{
|
|
output << "mxSetCell(prhs" << ending.str() << "[3], "
|
|
<< i++ << ", "
|
|
<< "mxCreateDoubleScalar("; // All external_function arguments are scalars
|
|
(*it)->writeOutput(output, output_type, temporary_terms, tef_terms);
|
|
output << "));" << endl;
|
|
}
|
|
|
|
output << "mexCallMATLAB("
|
|
<< "nlhs" << ending.str() << ", "
|
|
<< "plhs" << ending.str() << ", "
|
|
<< "nrhs" << ending.str() << ", "
|
|
<< "prhs" << ending.str() << ", \""
|
|
<< "hess_element\");" << endl;
|
|
|
|
output << "TEFDD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex1 << "_" << inputIndex2
|
|
<< " = mxGetPr(plhs" << ending.str() << "[0]);" << endl;
|
|
}
|
|
else
|
|
{
|
|
tef_terms[make_pair(second_deriv_symb_id, arguments)] = (int) tef_terms.size();
|
|
int indx = getIndxInTefTerms(second_deriv_symb_id, tef_terms);
|
|
stringstream ending;
|
|
ending << "_tefdd_def_" << indx;
|
|
|
|
output << "int nlhs" << ending.str() << " = 1;" << endl
|
|
<< "double *TEFDD_def_" << indx << ";" << endl
|
|
<< "mxArray *plhs" << ending.str() << "[nlhs"<< ending.str() << "];" << endl
|
|
<< "int nrhs" << ending.str() << " = " << arguments.size() << ";" << endl;
|
|
writePrhs(output, output_type, temporary_terms, tef_terms, ending.str());
|
|
|
|
output << "mexCallMATLAB("
|
|
<< "nlhs" << ending.str() << ", "
|
|
<< "plhs" << ending.str() << ", "
|
|
<< "nrhs" << ending.str() << ", "
|
|
<< "prhs" << ending.str() << ", \""
|
|
<< datatree.symbol_table.getName(second_deriv_symb_id) << "\");" << endl;
|
|
|
|
output << "TEFDD_def_" << indx << " = mxGetPr(plhs" << ending.str() << "[0]);" << endl;
|
|
}
|
|
else
|
|
{
|
|
if (second_deriv_symb_id == eExtFunNotSet)
|
|
output << "TEFDD_fdd_" << getIndxInTefTerms(symb_id, tef_terms) << "_" << inputIndex1 << "_" << inputIndex2
|
|
<< " = hess_element('" << datatree.symbol_table.getName(symb_id) << "',"
|
|
<< inputIndex1 << "," << inputIndex2 << ",{";
|
|
else
|
|
{
|
|
tef_terms[make_pair(second_deriv_symb_id, arguments)] = (int) tef_terms.size();
|
|
output << "TEFDD_def_" << getIndxInTefTerms(second_deriv_symb_id, tef_terms)
|
|
<< " = " << datatree.symbol_table.getName(second_deriv_symb_id) << "(";
|
|
}
|
|
|
|
writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
|
|
|
|
if (second_deriv_symb_id == eExtFunNotSet)
|
|
output << "}";
|
|
output << ");" << endl;
|
|
}
|
|
}
|