757 lines
43 KiB
C++
757 lines
43 KiB
C++
/*
|
|
* Copyright (C) 2007-2010 Dynare Team
|
|
*
|
|
* This file is part of Dynare.
|
|
*
|
|
* Dynare is free software: you can redistribute it and/or modify
|
|
* it under the terms of the GNU General Public License as published by
|
|
* the Free Software Foundation, either version 3 of the License, or
|
|
* (at your option) any later version.
|
|
*
|
|
* Dynare is distributed in the hope that it will be useful,
|
|
* but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
* GNU General Public License for more details.
|
|
*
|
|
* You should have received a copy of the GNU General Public License
|
|
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
|
*/
|
|
|
|
#ifndef _EXPR_NODE_HH
|
|
#define _EXPR_NODE_HH
|
|
|
|
using namespace std;
|
|
|
|
#include <set>
|
|
#include <map>
|
|
#include <vector>
|
|
#include <ostream>
|
|
|
|
#include "SymbolTable.hh"
|
|
#include "CodeInterpreter.hh"
|
|
#include "ExternalFunctionsTable.hh"
|
|
|
|
class DataTree;
|
|
class VariableNode;
|
|
class BinaryOpNode;
|
|
|
|
typedef class ExprNode *expr_t;
|
|
|
|
struct Model_Block;
|
|
|
|
struct ExprNodeLess;
|
|
|
|
//! Type for set of temporary terms
|
|
/*! They are ordered by index number thanks to ExprNodeLess */
|
|
typedef set<expr_t, ExprNodeLess> temporary_terms_t;
|
|
|
|
//! set of temporary terms used in a block
|
|
typedef set<int> temporary_terms_inuse_t;
|
|
|
|
typedef map<int, int> map_idx_t;
|
|
|
|
//! Type for evaluation contexts
|
|
/*! The key is a symbol id. Lags are assumed to be null */
|
|
typedef map<int, double> eval_context_t;
|
|
|
|
//! Type for tracking first/second derivative functions that have already been written as temporary terms
|
|
typedef map<pair<int, vector<expr_t> >, int> deriv_node_temp_terms_t;
|
|
|
|
//! Possible types of output when writing ExprNode(s)
|
|
enum ExprNodeOutputType
|
|
{
|
|
oMatlabStaticModel, //!< Matlab code, static model
|
|
oMatlabDynamicModel, //!< Matlab code, dynamic model
|
|
oMatlabStaticModelSparse, //!< Matlab code, static block decomposed model
|
|
oMatlabDynamicModelSparse, //!< Matlab code, dynamic block decomposed model
|
|
oCDynamicModel, //!< C code, dynamic model
|
|
oMatlabOutsideModel, //!< Matlab code, outside model block (for example in initval)
|
|
oLatexStaticModel, //!< LaTeX code, static model
|
|
oLatexDynamicModel, //!< LaTeX code, dynamic model
|
|
oLatexDynamicSteadyStateOperator, //!< LaTeX code, dynamic model, inside a steady state operator
|
|
oMatlabDynamicSteadyStateOperator, //!< Matlab code, dynamic model, inside a steady state operator
|
|
oMatlabDynamicSparseSteadyStateOperator, //!< Matlab code, dynamic block decomposed model, inside a steady state operator
|
|
oCDynamicSteadyStateOperator, //!< C code, dynamic model, inside a steady state operator
|
|
oSteadyStateFile //!< Matlab code, in the generated steady state file
|
|
};
|
|
|
|
#define IS_MATLAB(output_type) ((output_type) == oMatlabStaticModel \
|
|
|| (output_type) == oMatlabDynamicModel \
|
|
|| (output_type) == oMatlabOutsideModel \
|
|
|| (output_type) == oMatlabStaticModelSparse \
|
|
|| (output_type) == oMatlabDynamicModelSparse \
|
|
|| (output_type) == oMatlabDynamicSteadyStateOperator \
|
|
|| (output_type) == oMatlabDynamicSparseSteadyStateOperator \
|
|
|| (output_type) == oSteadyStateFile)
|
|
|
|
#define IS_C(output_type) ((output_type) == oCDynamicModel || (output_type) == oCDynamicSteadyStateOperator)
|
|
|
|
#define IS_LATEX(output_type) ((output_type) == oLatexStaticModel \
|
|
|| (output_type) == oLatexDynamicModel \
|
|
|| (output_type) == oLatexDynamicSteadyStateOperator)
|
|
|
|
/* Equal to 1 for Matlab langage, or to 0 for C language. Not defined for LaTeX.
|
|
In Matlab, array indexes begin at 1, while they begin at 0 in C */
|
|
#define ARRAY_SUBSCRIPT_OFFSET(output_type) ((int) IS_MATLAB(output_type))
|
|
|
|
// Left and right array subscript delimiters: '(' and ')' for Matlab, '[' and ']' for C
|
|
#define LEFT_ARRAY_SUBSCRIPT(output_type) (IS_MATLAB(output_type) ? '(' : '[')
|
|
#define RIGHT_ARRAY_SUBSCRIPT(output_type) (IS_MATLAB(output_type) ? ')' : ']')
|
|
|
|
// Left and right parentheses
|
|
#define LEFT_PAR(output_type) (IS_LATEX(output_type) ? "\\left(" : "(")
|
|
#define RIGHT_PAR(output_type) (IS_LATEX(output_type) ? "\\right)" : ")")
|
|
|
|
// Computing cost above which a node can be declared a temporary term
|
|
#define MIN_COST_MATLAB (40*90)
|
|
#define MIN_COST_C (40*4)
|
|
#define MIN_COST(is_matlab) ((is_matlab) ? MIN_COST_MATLAB : MIN_COST_C)
|
|
|
|
//! Base class for expression nodes
|
|
class ExprNode
|
|
{
|
|
friend class DataTree;
|
|
friend class DynamicModel;
|
|
friend class StaticModel;
|
|
friend class ModelTree;
|
|
friend class ExprNodeLess;
|
|
friend class NumConstNode;
|
|
friend class VariableNode;
|
|
friend class UnaryOpNode;
|
|
friend class BinaryOpNode;
|
|
friend class TrinaryOpNode;
|
|
friend class ExternalFunctionNode;
|
|
private:
|
|
//! Computes derivative w.r. to a derivation ID (but doesn't store it in derivatives map)
|
|
/*! You shoud use getDerivative() to get the benefit of symbolic a priori and of caching */
|
|
virtual expr_t computeDerivative(int deriv_id) = 0;
|
|
|
|
protected:
|
|
//! Reference to the enclosing DataTree
|
|
DataTree &datatree;
|
|
|
|
//! Index number
|
|
int idx;
|
|
|
|
//! Is the data member non_null_derivatives initialized ?
|
|
bool preparedForDerivation;
|
|
|
|
//! Set of derivation IDs with respect to which the derivative is potentially non-null
|
|
set<int> non_null_derivatives;
|
|
|
|
//! Used for caching of first order derivatives (when non-null)
|
|
map<int, expr_t> derivatives;
|
|
|
|
//! Cost of computing current node
|
|
/*! Nodes included in temporary_terms are considered having a null cost */
|
|
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
|
|
|
|
public:
|
|
ExprNode(DataTree &datatree_arg);
|
|
virtual ~ExprNode();
|
|
|
|
//! Initializes data member non_null_derivatives
|
|
virtual void prepareForDerivation() = 0;
|
|
|
|
//! Returns derivative w.r. to derivation ID
|
|
/*! Uses a symbolic a priori to pre-detect null derivatives, and caches the result for other derivatives (to avoid computing it several times)
|
|
For an equal node, returns the derivative of lhs minus rhs */
|
|
expr_t getDerivative(int deriv_id);
|
|
|
|
//! Computes derivatives by applying the chain rule for some variables
|
|
/*!
|
|
\param deriv_id The derivation ID with respect to which we are derivating
|
|
\param recursive_variables Contains the derivation ID for which chain rules must be applied. Keys are derivation IDs, values are equations of the form x=f(y) where x is the key variable and x doesn't appear in y
|
|
*/
|
|
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) = 0;
|
|
|
|
//! Returns precedence of node
|
|
/*! Equals 100 for constants, variables, unary ops, and temporary terms */
|
|
virtual int precedence(ExprNodeOutputType output_t, const temporary_terms_t &temporary_terms) const;
|
|
|
|
//! Fills temporary_terms set, using reference counts
|
|
/*! A node will be marked as a temporary term if it is referenced at least two times (i.e. has at least two parents), and has a computing cost (multiplied by reference count) greater to datatree.min_cost */
|
|
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
|
|
|
|
//! Writes output of node, using a Txxx notation for nodes in temporary_terms, and specifiying the set of already written external functions
|
|
/*!
|
|
\param[in] output the output stream
|
|
\param[in] output_type the type of output (MATLAB, C, LaTeX...)
|
|
\param[in] temporary_terms the nodes that are marked as temporary terms
|
|
\param[in,out] tef_terms the set of already written external function nodes
|
|
*/
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const = 0;
|
|
|
|
//! Writes output of node (with no temporary terms and with "outside model" output type)
|
|
void writeOutput(ostream &output) const;
|
|
|
|
//! Writes output of node (with no temporary terms)
|
|
void writeOutput(ostream &output, ExprNodeOutputType output_type) const;
|
|
|
|
//! Writes output of node, using a Txxx notation for nodes in temporary_terms
|
|
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
|
|
|
|
//! Writes the output for an external function, ensuring that the external function is called as few times as possible using temporary terms
|
|
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
|
|
//! Computes the set of all variables of a given symbol type in the expression
|
|
/*!
|
|
Variables are stored as integer pairs of the form (symb_id, lag).
|
|
They are added to the set given in argument.
|
|
Note that model local variables are substituted by their expression in the computation
|
|
(and added if type_arg = ModelLocalVariable).
|
|
*/
|
|
virtual void collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const = 0;
|
|
|
|
//! Computes the set of endogenous variables in the expression
|
|
/*!
|
|
Endogenous are stored as integer pairs of the form (type_specific_id, lag).
|
|
They are added to the set given in argument.
|
|
Note that model local variables are substituted by their expression in the computation.
|
|
*/
|
|
virtual void collectEndogenous(set<pair<int, int> > &result) const;
|
|
|
|
//! Computes the set of exogenous variables in the expression
|
|
/*!
|
|
Exogenous are stored as integer pairs of the form (type_specific_id, lag).
|
|
They are added to the set given in argument.
|
|
Note that model local variables are substituted by their expression in the computation.
|
|
*/
|
|
virtual void collectExogenous(set<pair<int, int> > &result) const;
|
|
|
|
//! Computes the set of model local variables in the expression
|
|
/*!
|
|
Symbol IDs of these model local variables are added to the set given in argument.
|
|
Note that this method is called recursively on the expressions associated to the model local variables detected.
|
|
*/
|
|
virtual void collectModelLocalVariables(set<int> &result) const;
|
|
|
|
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const = 0;
|
|
virtual void 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;
|
|
|
|
class EvalException
|
|
|
|
{
|
|
};
|
|
|
|
virtual double eval(const eval_context_t &eval_context) const throw (EvalException) = 0;
|
|
virtual void 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 = 0;
|
|
//! Creates a static version of this node
|
|
/*!
|
|
This method duplicates the current node by creating a similar node from which all leads/lags have been stripped,
|
|
adds the result in the static_datatree argument (and not in the original datatree), and returns it.
|
|
*/
|
|
virtual expr_t toStatic(DataTree &static_datatree) const = 0;
|
|
//! Try to normalize an equation linear in its endogenous variable
|
|
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const = 0;
|
|
|
|
//! Returns the maximum lead of endogenous in this expression
|
|
/*! Always returns a non-negative value */
|
|
virtual int maxEndoLead() const = 0;
|
|
|
|
//! Returns the maximum lead of exogenous in this expression
|
|
/*! Always returns a non-negative value */
|
|
virtual int maxExoLead() const = 0;
|
|
|
|
//! Returns the maximum lag of endogenous in this expression
|
|
/*! Always returns a non-negative value */
|
|
virtual int maxEndoLag() const = 0;
|
|
|
|
//! Returns the maximum lag of exogenous in this expression
|
|
/*! Always returns a non-negative value */
|
|
virtual int maxExoLag() const = 0;
|
|
|
|
//! Returns a new expression where all the leads/lags have been shifted backwards by the same amount
|
|
/*!
|
|
Only acts on endogenous, exogenous, exogenous det
|
|
\param[in] n The number of lags by which to shift
|
|
\return The same expression except that leads/lags have been shifted backwards
|
|
*/
|
|
virtual expr_t decreaseLeadsLags(int n) const = 0;
|
|
|
|
//! Type for the substitution map used in the process of creating auxiliary vars for leads >= 2
|
|
typedef map<const ExprNode *, const VariableNode *> subst_table_t;
|
|
|
|
//! Creates auxiliary endo lead variables corresponding to this expression
|
|
/*!
|
|
If maximum endogenous lead >= 3, this method will also create intermediary auxiliary var, and will add the equations of the form aux1 = aux2(+1) to the substitution table.
|
|
\pre This expression is assumed to have maximum endogenous lead >= 2
|
|
\param[in,out] subst_table The table to which new auxiliary variables and their correspondance will be added
|
|
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
|
|
\return The new variable node corresponding to the current expression
|
|
*/
|
|
VariableNode *createEndoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
|
|
//! Creates auxiliary exo lead variables corresponding to this expression
|
|
/*!
|
|
If maximum exogenous lead >= 2, this method will also create intermediary auxiliary var, and will add the equations of the form aux1 = aux2(+1) to the substitution table.
|
|
\pre This expression is assumed to have maximum exogenous lead >= 1
|
|
\param[in,out] subst_table The table to which new auxiliary variables and their correspondance will be added
|
|
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
|
|
\return The new variable node corresponding to the current expression
|
|
*/
|
|
VariableNode *createExoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
|
|
//! Constructs a new expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables
|
|
/*!
|
|
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
|
|
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
|
|
|
|
If the method detects a sub-expr which needs to be substituted, two cases are possible:
|
|
- if this expr is in the table, then it will use the corresponding variable and return the substituted expression
|
|
- if this expr is not in the table, then it will create an auxiliary endogenous variable, add the substitution in the table and return the substituted expression
|
|
|
|
\return A new equivalent expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables
|
|
*/
|
|
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const = 0;
|
|
|
|
//! Constructs a new expression where endo variables with max endo lag >= 2 have been replaced by auxiliary variables
|
|
/*!
|
|
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
|
|
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
|
|
*/
|
|
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
|
|
|
|
//! Constructs a new expression where exogenous variables with a lead have been replaced by auxiliary variables
|
|
/*!
|
|
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
|
|
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
|
|
*/
|
|
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const = 0;
|
|
//! Constructs a new expression where exogenous variables with a lag have been replaced by auxiliary variables
|
|
/*!
|
|
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
|
|
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
|
|
*/
|
|
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
|
|
|
|
//! Constructs a new expression where the expectation operator has been replaced by auxiliary variables
|
|
/*!
|
|
\param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
|
|
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
|
|
\param[in] partial_information_model Are we substituting in a partial information model?
|
|
*/
|
|
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const = 0;
|
|
|
|
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const = 0;
|
|
|
|
//! Return true if the nodeID is a numerical constant equal to value and false otherwise
|
|
/*!
|
|
\param[in] value of the numerical constante
|
|
\param[out] the boolean equal to true if NodeId is a constant equal to value
|
|
*/
|
|
virtual bool isNumConstNodeEqualTo(double value) const = 0;
|
|
|
|
//! Return true if the nodeID is a variable withe a type equal to type_arg, a specific variable id aqual to varfiable_id and a lag equal to lag_arg and false otherwise
|
|
/*!
|
|
\param[in] the type (type_arg), specifique variable id (variable_id and the lag (lag_arg)
|
|
\param[out] the boolean equal to true if NodeId is the variable
|
|
*/
|
|
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const = 0;
|
|
|
|
};
|
|
|
|
//! Object used to compare two nodes (using their indexes)
|
|
struct ExprNodeLess
|
|
{
|
|
bool
|
|
operator()(expr_t arg1, expr_t arg2) const
|
|
{
|
|
return arg1->idx < arg2->idx;
|
|
}
|
|
};
|
|
|
|
//! Numerical constant node
|
|
/*! The constant is necessarily non-negative (this is enforced at the NumericalConstants class level) */
|
|
class NumConstNode : public ExprNode
|
|
{
|
|
private:
|
|
//! Id from numerical constants table
|
|
const int id;
|
|
virtual expr_t computeDerivative(int deriv_id);
|
|
public:
|
|
NumConstNode(DataTree &datatree_arg, int id_arg);
|
|
int
|
|
get_id() const
|
|
{
|
|
return id;
|
|
};
|
|
virtual void prepareForDerivation();
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
|
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
|
|
virtual double eval(const eval_context_t &eval_context) const throw (EvalException);
|
|
virtual void 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;
|
|
virtual expr_t toStatic(DataTree &static_datatree) const;
|
|
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
|
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables);
|
|
virtual int maxEndoLead() const;
|
|
virtual int maxExoLead() const;
|
|
virtual int maxEndoLag() const;
|
|
virtual int maxExoLag() const;
|
|
virtual expr_t decreaseLeadsLags(int n) const;
|
|
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
|
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
|
virtual bool isNumConstNodeEqualTo(double value) const;
|
|
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
|
};
|
|
|
|
//! Symbol or variable node
|
|
class VariableNode : public ExprNode
|
|
{
|
|
private:
|
|
//! Id from the symbol table
|
|
const int symb_id;
|
|
const SymbolType type;
|
|
//! A positive value is a lead, a negative is a lag
|
|
const int lag;
|
|
virtual expr_t computeDerivative(int deriv_id);
|
|
public:
|
|
VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg);
|
|
virtual void prepareForDerivation();
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
|
virtual void 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;
|
|
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
|
|
virtual double eval(const eval_context_t &eval_context) const throw (EvalException);
|
|
virtual void 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;
|
|
virtual expr_t toStatic(DataTree &static_datatree) const;
|
|
SymbolType
|
|
get_type() const
|
|
{
|
|
return type;
|
|
};
|
|
int
|
|
get_symb_id() const
|
|
{
|
|
return symb_id;
|
|
};
|
|
int get_lag() const { return lag; };
|
|
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
|
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables);
|
|
virtual int maxEndoLead() const;
|
|
virtual int maxExoLead() const;
|
|
virtual int maxEndoLag() const;
|
|
virtual int maxExoLag() const;
|
|
virtual expr_t decreaseLeadsLags(int n) const;
|
|
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
|
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
|
virtual bool isNumConstNodeEqualTo(double value) const;
|
|
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
|
};
|
|
|
|
//! Unary operator node
|
|
class UnaryOpNode : public ExprNode
|
|
{
|
|
private:
|
|
const expr_t arg;
|
|
//! Stores the information set. Only used for expectation operator
|
|
const int expectation_information_set;
|
|
//! Stores the information set name. Only used for expectation operator
|
|
const string expectation_information_set_name;
|
|
const UnaryOpcode op_code;
|
|
virtual expr_t computeDerivative(int deriv_id);
|
|
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
|
|
//! Returns the derivative of this node if darg is the derivative of the argument
|
|
expr_t composeDerivatives(expr_t darg);
|
|
public:
|
|
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);
|
|
virtual void prepareForDerivation();
|
|
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void 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;
|
|
virtual void collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
|
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
|
|
static double eval_opcode(UnaryOpcode op_code, double v) throw (EvalException);
|
|
virtual double eval(const eval_context_t &eval_context) const throw (EvalException);
|
|
virtual void 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;
|
|
//! Returns operand
|
|
expr_t
|
|
get_arg() const
|
|
{
|
|
return (arg);
|
|
};
|
|
//! Returns op code
|
|
UnaryOpcode
|
|
get_op_code() const
|
|
{
|
|
return (op_code);
|
|
};
|
|
virtual expr_t toStatic(DataTree &static_datatree) const;
|
|
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
|
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables);
|
|
virtual int maxEndoLead() const;
|
|
virtual int maxExoLead() const;
|
|
virtual int maxEndoLag() const;
|
|
virtual int maxExoLag() const;
|
|
virtual expr_t decreaseLeadsLags(int n) const;
|
|
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
//! Creates another UnaryOpNode with the same opcode, but with a possibly different datatree and argument
|
|
expr_t buildSimilarUnaryOpNode(expr_t alt_arg, DataTree &alt_datatree) const;
|
|
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
|
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
|
virtual bool isNumConstNodeEqualTo(double value) const;
|
|
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
|
};
|
|
|
|
//! Binary operator node
|
|
class BinaryOpNode : public ExprNode
|
|
{
|
|
private:
|
|
const expr_t arg1, arg2;
|
|
const BinaryOpcode op_code;
|
|
virtual expr_t computeDerivative(int deriv_id);
|
|
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
|
|
//! Returns the derivative of this node if darg1 and darg2 are the derivatives of the arguments
|
|
expr_t composeDerivatives(expr_t darg1, expr_t darg2);
|
|
public:
|
|
BinaryOpNode(DataTree &datatree_arg, const expr_t arg1_arg,
|
|
BinaryOpcode op_code_arg, const expr_t arg2_arg);
|
|
virtual void prepareForDerivation();
|
|
virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
|
|
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void 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;
|
|
virtual void collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
|
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
|
|
static double eval_opcode(double v1, BinaryOpcode op_code, double v2) throw (EvalException);
|
|
virtual double eval(const eval_context_t &eval_context) const throw (EvalException);
|
|
virtual void 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;
|
|
virtual expr_t Compute_RHS(expr_t arg1, expr_t arg2, int op, int op_type) const;
|
|
//! Returns first operand
|
|
expr_t
|
|
get_arg1() const
|
|
{
|
|
return (arg1);
|
|
};
|
|
//! Returns second operand
|
|
expr_t
|
|
get_arg2() const
|
|
{
|
|
return (arg2);
|
|
};
|
|
//! Returns op code
|
|
BinaryOpcode
|
|
get_op_code() const
|
|
{
|
|
return (op_code);
|
|
};
|
|
virtual expr_t toStatic(DataTree &static_datatree) const;
|
|
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
|
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables);
|
|
virtual int maxEndoLead() const;
|
|
virtual int maxExoLead() const;
|
|
virtual int maxEndoLag() const;
|
|
virtual int maxExoLag() const;
|
|
virtual expr_t decreaseLeadsLags(int n) const;
|
|
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
//! Creates another BinaryOpNode with the same opcode, but with a possibly different datatree and arguments
|
|
expr_t buildSimilarBinaryOpNode(expr_t alt_arg1, expr_t alt_arg2, DataTree &alt_datatree) const;
|
|
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
|
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
|
virtual bool isNumConstNodeEqualTo(double value) const;
|
|
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
|
};
|
|
|
|
//! Trinary operator node
|
|
class TrinaryOpNode : public ExprNode
|
|
{
|
|
friend class ModelTree;
|
|
private:
|
|
const expr_t arg1, arg2, arg3;
|
|
const TrinaryOpcode op_code;
|
|
virtual expr_t computeDerivative(int deriv_id);
|
|
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
|
|
//! Returns the derivative of this node if darg1, darg2 and darg3 are the derivatives of the arguments
|
|
expr_t composeDerivatives(expr_t darg1, expr_t darg2, expr_t darg3);
|
|
public:
|
|
TrinaryOpNode(DataTree &datatree_arg, const expr_t arg1_arg,
|
|
TrinaryOpcode op_code_arg, const expr_t arg2_arg, const expr_t arg3_arg);
|
|
virtual void prepareForDerivation();
|
|
virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
|
|
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void 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;
|
|
virtual void collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
|
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
|
|
static double eval_opcode(double v1, TrinaryOpcode op_code, double v2, double v3) throw (EvalException);
|
|
virtual double eval(const eval_context_t &eval_context) const throw (EvalException);
|
|
virtual void 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;
|
|
virtual expr_t toStatic(DataTree &static_datatree) const;
|
|
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
|
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables);
|
|
virtual int maxEndoLead() const;
|
|
virtual int maxExoLead() const;
|
|
virtual int maxEndoLag() const;
|
|
virtual int maxExoLag() const;
|
|
virtual expr_t decreaseLeadsLags(int n) const;
|
|
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
//! Creates another TrinaryOpNode with the same opcode, but with a possibly different datatree and arguments
|
|
expr_t buildSimilarTrinaryOpNode(expr_t alt_arg1, expr_t alt_arg2, expr_t alt_arg3, DataTree &alt_datatree) const;
|
|
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
|
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
|
virtual bool isNumConstNodeEqualTo(double value) const;
|
|
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
|
};
|
|
|
|
//! External function node
|
|
class ExternalFunctionNode : public ExprNode
|
|
{
|
|
private:
|
|
virtual expr_t computeDerivative(int deriv_id);
|
|
virtual expr_t composeDerivatives(const vector<expr_t> &dargs);
|
|
protected:
|
|
//! Thrown when trying to access an unknown entry in external_function_node_map
|
|
class UnknownFunctionNameAndArgs
|
|
{
|
|
};
|
|
const int symb_id;
|
|
const vector<expr_t> arguments;
|
|
//! Returns true if the given external function has been written as a temporary term
|
|
bool alreadyWrittenAsTefTerm(int the_symb_id, deriv_node_temp_terms_t &tef_terms) const;
|
|
//! Returns the index in the tef_terms map of this external function
|
|
int getIndxInTefTerms(int the_symb_id, deriv_node_temp_terms_t &tef_terms) const throw (UnknownFunctionNameAndArgs);
|
|
//! Helper function to write output arguments of any given external function
|
|
void writeExternalFunctionArguments(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
public:
|
|
ExternalFunctionNode(DataTree &datatree_arg, int symb_id_arg,
|
|
const vector<expr_t> &arguments_arg);
|
|
virtual void prepareForDerivation();
|
|
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void 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;
|
|
virtual void collectVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
|
|
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
|
|
virtual double eval(const eval_context_t &eval_context) const throw (EvalException);
|
|
virtual void 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;
|
|
virtual expr_t toStatic(DataTree &static_datatree) const;
|
|
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
|
virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables);
|
|
virtual int maxEndoLead() const;
|
|
virtual int maxExoLead() const;
|
|
virtual int maxEndoLag() const;
|
|
virtual int maxExoLag() const;
|
|
virtual expr_t decreaseLeadsLags(int n) const;
|
|
virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const;
|
|
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
|
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
|
virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const;
|
|
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
|
virtual bool isNumConstNodeEqualTo(double value) const;
|
|
virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const;
|
|
virtual void writePrhs(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const string &ending) const;
|
|
};
|
|
|
|
class FirstDerivExternalFunctionNode : public ExternalFunctionNode
|
|
{
|
|
private:
|
|
const int inputIndex;
|
|
virtual expr_t composeDerivatives(const vector<expr_t> &dargs);
|
|
public:
|
|
FirstDerivExternalFunctionNode(DataTree &datatree_arg,
|
|
int top_level_symb_id_arg,
|
|
const vector<expr_t> &arguments_arg,
|
|
int inputIndex_arg);
|
|
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
|
|
virtual void 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;
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
};
|
|
|
|
class SecondDerivExternalFunctionNode : public ExternalFunctionNode
|
|
{
|
|
private:
|
|
const int inputIndex1;
|
|
const int inputIndex2;
|
|
virtual expr_t computeDerivative(int deriv_id);
|
|
public:
|
|
SecondDerivExternalFunctionNode(DataTree &datatree_arg,
|
|
int top_level_symb_id_arg,
|
|
const vector<expr_t> &arguments_arg,
|
|
int inputIndex1_arg,
|
|
int inputIndex2_arg);
|
|
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
|
|
virtual void 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;
|
|
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
|
|
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
|
|
const temporary_terms_t &temporary_terms,
|
|
deriv_node_temp_terms_t &tef_terms) const;
|
|
};
|
|
|
|
#endif
|