stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
dynare/parser.src/ModelTree.cc

2182 lines
105 KiB
C++
Raw Blame History

#include <iostream>
#include <fstream>
#include <sstream>
#include <math.h>
#include "ModelTree.hh"
#include "Interface.hh"
#include "Model_Graph.hh"
ModelTree::ModelTree(SymbolTable &symbol_table_arg,
NumericalConstants &num_constants_arg) :
DataTree(symbol_table_arg, num_constants_arg),
mode(eStandardMode),
compiler(LCC_COMPILE),
cutoff(1e-12),
markowitz(0.7),
new_SGE(true),
computeJacobian(false),
computeJacobianExo(false),
computeHessian(false),
computeStaticHessian(false),
computeThirdDerivatives(false),
block_triangular(symbol_table_arg)
{
}
int
ModelTree::equation_number() const
{
return(equations.size());
}
void
ModelTree::writeDerivative(ostream &output, int eq, int var, int lag, ExprNodeOutputType output_type,
const temporary_terms_type &temporary_terms) const
{
first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, variable_table.getmVariableSelector(var, lag)));
if (it != first_derivatives.end())
(it->second)->writeOutput(output, output_type, temporary_terms);
else
output << 0;
}
void
ModelTree::derive(int order)
{
cout << "Processing derivation ..." << endl;
cout << " Processing Order 1... ";
for(int var = 0; var < variable_table.size(); var++)
for(int eq = 0; eq < (int) equations.size(); eq++)
{
NodeID d1 = equations[eq]->getDerivative(var);
if (d1 == Zero)
continue;
first_derivatives[make_pair(eq, var)] = d1;
}
cout << "done" << endl;
if (order >= 2)
{
cout << " Processing Order 2... ";
for(first_derivatives_type::const_iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
int eq = it->first.first;
int var1 = it->first.second;
NodeID d1 = it->second;
// Store only second derivatives with var2 <= var1
for(int var2 = 0; var2 <= var1; var2++)
{
NodeID d2 = d1->getDerivative(var2);
if (d2 == Zero)
continue;
second_derivatives[make_pair(eq, make_pair(var1, var2))] = d2;
}
}
cout << "done" << endl;
}
if (order >= 3)
{
cout << " Processing Order 3... ";
for(second_derivatives_type::const_iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
{
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second;
// By construction, var2 <= var1
NodeID d2 = it->second;
// Store only third derivatives such that var3 <= var2 <= var1
for(int var3 = 0; var3 <= var2; var3++)
{
NodeID d3 = d2->getDerivative(var3);
if (d3 == Zero)
continue;
third_derivatives[make_pair(eq, make_pair(var1, make_pair(var2, var3)))] = d3;
}
}
cout << "done" << endl;
}
}
void
ModelTree::computeTemporaryTerms(int order)
{
map<NodeID, int> reference_count;
temporary_terms.clear();
bool is_matlab = (mode != eDLLMode);
for(vector<BinaryOpNode *>::iterator it = equations.begin();
it != equations.end(); it++)
(*it)->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
for(first_derivatives_type::iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
if (order >= 2)
for(second_derivatives_type::iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
if (order >= 3)
for(third_derivatives_type::iterator it = third_derivatives.begin();
it != third_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
}
void
ModelTree::writeTemporaryTerms(ostream &output, ExprNodeOutputType output_type) const
{
// A copy of temporary terms
temporary_terms_type tt2;
if (temporary_terms.size() > 0 && (!OFFSET(output_type)))
output << "double\n";
for(temporary_terms_type::const_iterator it = temporary_terms.begin();
it != temporary_terms.end(); it++)
{
if (!OFFSET(output_type) && it != temporary_terms.begin())
output << "," << endl;
(*it)->writeOutput(output, output_type, temporary_terms);
output << " = ";
(*it)->writeOutput(output, output_type, tt2);
// Insert current node into tt2
tt2.insert(*it);
if (OFFSET(output_type))
output << ";" << endl;
}
if (!OFFSET(output_type))
output << ";" << endl;
}
void
ModelTree::writeModelLocalVariables(ostream &output, ExprNodeOutputType output_type) const
{
for(map<int, NodeID>::const_iterator it = local_variables_table.begin();
it != local_variables_table.end(); it++)
{
int id = it->first;
NodeID value = it->second;
if (!OFFSET(output_type))
output << "double ";
output << symbol_table.getNameByID(eModelLocalVariable, id) << " = ";
// Use an empty set for the temporary terms
value->writeOutput(output, output_type, temporary_terms_type());
output << ";" << endl;
}
}
void
ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type) const
{
for(int eq = 0; eq < (int) equations.size(); eq++)
{
BinaryOpNode *eq_node = equations[eq];
NodeID lhs = eq_node->arg1;
output << "lhs =";
lhs->writeOutput(output, output_type, temporary_terms);
output << ";" << endl;
NodeID rhs = eq_node->arg2;
output << "rhs =";
rhs->writeOutput(output, output_type, temporary_terms);
output << ";" << endl;
output << "residual" << LPAR(output_type) << eq + 1 << RPAR(output_type) << "= lhs-rhs;" << endl;
}
}
void
ModelTree::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
{
map<NodeID, int> reference_count, first_occurence;
int i, j, m, eq, var, lag/*, prev_size=0*/;
temporary_terms_type vect;
ostringstream tmp_output;
BinaryOpNode *eq_node;
NodeID lhs, rhs;
first_derivatives_type::const_iterator it;
ostringstream tmp_s;
temporary_terms.clear();
for(j = 0;j < ModelBlock->Size;j++)
{
if (ModelBlock->Block_List[j].Size==1)
{
eq_node = equations[ModelBlock->Block_List[j].Equation[0]];
lhs = eq_node->arg1;
rhs = eq_node->arg2;
tmp_s.str("");
tmp_output.str("");
lhs->writeOutput(tmp_output, oCDynamicModelSparseDLL, temporary_terms);
tmp_s << "y[Per_y_+" << ModelBlock->Block_List[j].Variable[0] << "]";
if (tmp_output.str()==tmp_s.str())
{
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_SIMPLE)
ModelBlock->Block_List[j].Simulation_Type=EVALUATE_BACKWARD;
else if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_FOREWARD_SIMPLE)
ModelBlock->Block_List[j].Simulation_Type=EVALUATE_FOREWARD;
}
else
{
tmp_output.str("");
rhs->writeOutput(tmp_output, oCDynamicModelSparseDLL, temporary_terms);
if (tmp_output.str()==tmp_s.str())
{
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_SIMPLE)
ModelBlock->Block_List[j].Simulation_Type=EVALUATE_BACKWARD_R;
else if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_FOREWARD_SIMPLE)
ModelBlock->Block_List[j].Simulation_Type=EVALUATE_FOREWARD_R;
}
}
}
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
{
eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock);
}
if (ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD
&&ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD_R
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD_R)
{
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE ||
ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
{
for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
lag=m-ModelBlock->Block_List[j].Max_Lag;
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
it=first_derivatives.find(make_pair(eq,variable_table.getmVariableSelector(var,lag)));
it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock);
}
}
}
else if (ModelBlock->Block_List[j].Simulation_Type!=SOLVE_BACKWARD_SIMPLE
&& ModelBlock->Block_List[j].Simulation_Type!=SOLVE_FOREWARD_SIMPLE)
{
m=ModelBlock->Block_List[j].Max_Lag;
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
it=first_derivatives.find(make_pair(eq,variable_table.getmVariableSelector(var,0)));
it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock);
}
}
else
{
eq=ModelBlock->Block_List[j].Equation[0];
var=ModelBlock->Block_List[j].Variable[0];
it=first_derivatives.find(make_pair(eq,variable_table.getmVariableSelector(var,0)));
it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock);
}
}
}
if (order == 2)
for(second_derivatives_type::iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, temporary_terms, false);
}
void
ModelTree::writeModelEquationsOrdered(ostream &output, Model_Block *ModelBlock) const
{
int i,j,k,m;
string sModel, tmp_s;
ostringstream tmp_output;
NodeID lhs=NULL, rhs=NULL;
BinaryOpNode *eq_node;
bool OK, lhs_rhs_done, skip_the_head;
ostringstream Uf[symbol_table.endo_nbr];
map<NodeID, int> reference_count;
int prev_Simulation_Type=-1;
temporary_terms_type::const_iterator it_temp=temporary_terms.begin();
//----------------------------------------------------------------------
//Temporary variables declaration
OK=true;
for(temporary_terms_type::const_iterator it = temporary_terms.begin();
it != temporary_terms.end(); it++)
{
if (OK)
OK=false;
else
tmp_output << ", ";
(*it)->writeOutput(tmp_output, oCDynamicModel, temporary_terms);
tmp_output << "[" << block_triangular.periods + variable_table.max_lag+variable_table.max_lead << "]";
}
if (tmp_output.str().length()>0)
{
output << "double " << tmp_output.str() << ";\n\n";
}
//For each block
for(j = 0;j < ModelBlock->Size;j++)
{
//For a block composed of a single equation determines wether we have to evaluate or to solve the equation
if (ModelBlock->Block_List[j].Size==1)
{
lhs_rhs_done=true;
eq_node = equations[ModelBlock->Block_List[j].Equation[0]];
lhs = eq_node->arg1;
rhs = eq_node->arg2;
tmp_output.str("");
lhs->writeOutput(tmp_output, oCDynamicModelSparseDLL, temporary_terms);
}
else
lhs_rhs_done=false;
if (prev_Simulation_Type==ModelBlock->Block_List[j].Simulation_Type
&& (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FOREWARD
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FOREWARD_R ))
skip_the_head=true;
else
skip_the_head=false;
if (!skip_the_head)
{
if (j>0)
output << "}\n\n";
output << "void Dynamic" << j+1 << "(double *y, double *x, double *residual, double *g1, double *g2)\n";
output << "{\n";
output << " ////////////////////////////////////////////////////////////////////////\n" <<
" //" << string(" Block ").substr(int(log10(j + 1))) << j + 1 << " " << BlockTriangular::BlockType0(ModelBlock->Block_List[j].Type) <<
" //\n" <<
" // Simulation type ";
output << BlockTriangular::BlockSim(ModelBlock->Block_List[j].Simulation_Type) << " //\n" <<
" ////////////////////////////////////////////////////////////////////////\n";
#ifdef CONDITION
if(ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
output << " longd condition[" << ModelBlock->Block_List[j].Size << "]; /*to improve condition*/\n";
#endif
}
//The Temporary terms
temporary_terms_type tt2;
if (ModelBlock->Block_List[j].Temporary_terms->size())
output << " //Temporary variables\n";
i=0;
for(temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_terms->begin();
it != ModelBlock->Block_List[j].Temporary_terms->end(); it++)
{
output << " ";
(*it)->writeOutput(output, oCDynamicModelSparseDLL, temporary_terms);
output << " = ";
(*it)->writeOutput(output, oCDynamicModelSparseDLL, tt2);
// Insert current node into tt2
tt2.insert(*it);
output << ";" << endl;
i++;
}
// The equations
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
{
sModel = symbol_table.getNameByID(eEndogenous, ModelBlock->Block_List[j].Variable[i]) ;
ModelBlock->Block_List[j].Variable_Sorted[i] = variable_table.getID(sModel, 0);
output << " //equation " << ModelBlock->Block_List[j].Equation[i] << " variable : " <<
sModel << " (" << ModelBlock->Block_List[j].Variable[i] << ")\n";
if (!lhs_rhs_done)
{
eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
lhs = eq_node->arg1;
rhs = eq_node->arg2;
tmp_output.str("");
lhs->writeOutput(tmp_output, oCDynamicModelSparseDLL, temporary_terms);
}
output << " ";
switch(ModelBlock->Block_List[j].Simulation_Type)
{
case EVALUATE_BACKWARD:
case EVALUATE_FOREWARD:
output << tmp_output.str();
output << " = ";
rhs->writeOutput(output, oCDynamicModelSparseDLL, temporary_terms);
output << ";\n";
break;
case EVALUATE_BACKWARD_R:
case EVALUATE_FOREWARD_R:
rhs->writeOutput(output, oCDynamicModelSparseDLL, temporary_terms);
output << " = ";
lhs->writeOutput(output, oCDynamicModelSparseDLL, temporary_terms);
output << ";\n";
break;
case SOLVE_BACKWARD_COMPLETE:
case SOLVE_FOREWARD_COMPLETE:
Uf[ModelBlock->Block_List[j].Equation[i]] << " u[" << i << "] = residual[" << i << "]";
goto end;
case SOLVE_TWO_BOUNDARIES_COMPLETE:
Uf[ModelBlock->Block_List[j].Equation[i]] << " u[" << i << "+Per_u_] = residual[" << i << "]";
goto end;
default:
end:
output << "residual[" << i << "] = (";
output << tmp_output.str();
output << ") - (";
rhs->writeOutput(output, oCDynamicModelSparseDLL, temporary_terms);
output << ");\n";
#ifdef CONDITION
if(ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
output << " condition[" << i << "]=0;\n";
#endif
}
}
// The Jacobian if we have to solve the block
if (ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD_R
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD_R)
{
output << " /* Jacobian */\n";
switch(ModelBlock->Block_List[j].Simulation_Type)
{
case SOLVE_BACKWARD_SIMPLE:
case SOLVE_FOREWARD_SIMPLE:
output << " g1[0]=";
writeDerivative(output, ModelBlock->Block_List[j].Equation[0], ModelBlock->Block_List[j].Variable[0], 0, oCDynamicModelSparseDLL, temporary_terms);
output << "; /* variable=" << symbol_table.getNameByID(eEndogenous, ModelBlock->Block_List[j].Variable[0])
<<"(" << variable_table.getLag(variable_table.getSymbolID(ModelBlock->Block_List[j].Variable[0])) << ") " << ModelBlock->Block_List[j].Variable[0]
<< ", equation=" << ModelBlock->Block_List[j].Equation[0] << "*/\n";
break;
case SOLVE_BACKWARD_COMPLETE:
case SOLVE_FOREWARD_COMPLETE:
m=ModelBlock->Block_List[j].Max_Lag;
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
int u=ModelBlock->Block_List[j].IM_lead_lag[m].us[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "-u[" << u << "]*y[Per_y_+" << var << "]";
output << " u[" << u << "] = "/*g1[" << eqr << "*" << ModelBlock->Block_List[j].Size << "+" << varr << "] = "*/;
writeDerivative(output, eq, var, 0, oCDynamicModelSparseDLL, temporary_terms);
output << "; // variable=" << symbol_table.getNameByID(eEndogenous, var)
<<"(" << variable_table.getLag(variable_table.getSymbolID(var))<< ") " << var
<< ", equation=" << eq << "\n";
}
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
output << Uf[ModelBlock->Block_List[j].Equation[i]].str() << ";\n";
break;
case SOLVE_TWO_BOUNDARIES_COMPLETE:
for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
if (k==0)
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "-u[" << u << "+Per_u_]*y[Per_y_+" << var << "]";
else if (k>0)
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "-u[" << u << "+Per_u_]*y[(it_+" << k << ")*y_size+" << var << "]";
else if (k<0)
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "-u[" << u << "+Per_u_]*y[(it_" << k << ")*y_size+" << var << "]";
output << " u[" << u << "+Per_u_] = ";
writeDerivative(output, eq, var, k, oCDynamicModelSparseDLL, temporary_terms);
output << "; // variable=" << symbol_table.getNameByID(eEndogenous, var)
<<"(" << k << ") " << var
<< ", equation=" << eq << "\n";
#ifdef CONDITION
output << " if(fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
output << " condition[" << eqr << "]=u[" << u << "+Per_u_];\n";
#endif
}
}
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
{
output << Uf[ModelBlock->Block_List[j].Equation[i]].str() << ";\n";
#ifdef CONDITION
output << " if(fabs(condition[" << i << "])<fabs(u[" << i << "+Per_u_]))\n";
output << " condition[" << i << "]=u[" << i << "+Per_u_];\n";
#endif
}
#ifdef CONDITION
for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
output << " u[" << u << "+Per_u_] /= condition[" << eqr << "];\n";
}
}
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
output << " u[" << i << "+Per_u_] /= condition[" << i << "];\n";
#endif
break;
}
}
prev_Simulation_Type=ModelBlock->Block_List[j].Simulation_Type;
}
output << "}\n\n";
}
void
ModelTree::writeStaticMFile(const string &static_basename) const
{
string filename = static_basename + interfaces::function_file_extension();
ofstream mStaticModelFile;
mStaticModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mStaticModelFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(-1);
}
// Writing comments and function definition command
mStaticModelFile << "function [residual, g1, g2] = " << static_basename << "( y, x )\n";
mStaticModelFile << interfaces::comment()+"\n"+interfaces::comment();
mStaticModelFile << "Status : Computes static model for Dynare\n" << interfaces::comment() << "\n";
mStaticModelFile << interfaces::comment();
mStaticModelFile << "Warning : this file is generated automatically by Dynare\n";
mStaticModelFile << interfaces::comment();
mStaticModelFile << " from model file (.mod)\n\n";
writeStaticModel(mStaticModelFile);
interfaces::function_close();
mStaticModelFile.close();
}
void
ModelTree::writeDynamicMFile(const string &dynamic_basename) const
{
string filename = dynamic_basename + interfaces::function_file_extension();
ofstream mDynamicModelFile;
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mDynamicModelFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(-1);
}
mDynamicModelFile << "function [residual, g1, g2, g3] = " << dynamic_basename << "(y, x)\n";
mDynamicModelFile << interfaces::comment()+"\n"+interfaces::comment();
mDynamicModelFile << "Status : Computes dynamic model for Dynare\n" << interfaces::comment() << "\n";
mDynamicModelFile << interfaces::comment();
mDynamicModelFile << "Warning : this file is generated automatically by Dynare\n";
mDynamicModelFile << interfaces::comment();
mDynamicModelFile << " from model file (.mod)\n\n";
writeDynamicModel(mDynamicModelFile);
interfaces::function_close();
mDynamicModelFile.close();
}
void
ModelTree::writeStaticCFile(const string &static_basename) const
{
string filename = static_basename + ".c";
ofstream mStaticModelFile;
mStaticModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mStaticModelFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(-1);
}
mStaticModelFile << "/*" << endl
<< " * " << filename << " : Computes static model for Dynare" << endl
<< " * Warning : this file is generated automatically by Dynare" << endl
<< " * from model file (.mod)" << endl
<< endl
<< " */" << endl
<< "#include <math.h>" << endl
<< "#include \"mex.h\"" << endl
// A global variable for model parameters
<< "double *params;" << endl;
// Writing the function Static
writeStaticModel(mStaticModelFile);
// Writing the gateway routine
mStaticModelFile << "/* The gateway routine */" << endl
<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
<< "{" << endl
<< " double *y, *x;" << endl
<< " double *residual, *g1;" << endl
<< " mxArray *M_;" << endl
<< endl
<< " /* Create a pointer to the input matrix y. */" << endl
<< " y = mxGetPr(prhs[0]);" << endl
<< endl
<< " /* Create a pointer to the input matrix x. */" << endl
<< " x = mxGetPr(prhs[1]);" << endl
<< endl
<< " residual = NULL;" << endl
<< " if (nlhs >= 1)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix residual. */" << endl
<< " plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
<< " /* Create a C pointer to a copy of the output matrix residual. */" << endl
<< " residual = mxGetPr(plhs[0]);" << endl
<< " }" << endl
<< endl
<< " g1 = NULL;" << endl
<< " if (nlhs >= 2)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix g1. */" << endl
<< " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << symbol_table.endo_nbr << ", mxREAL);" << endl
<< " /* Create a C pointer to a copy of the output matrix g1. */" << endl
<< " g1 = mxGetPr(plhs[1]);" << endl
<< " }" << endl
<< endl
<< " /* Gets model parameters from global workspace of Matlab */" << endl
<< " M_ = mexGetVariable(\"global\",\"M_\");" << endl
<< " if (M_ == NULL ){" << endl
<< " mexPrintf(\"Global variable not found : \");" << endl
<< " mexErrMsgTxt(\"M_ \\n\");" << endl
<< " }" << endl
<< " params = mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"params\")));" << endl
<< " /* Call the C Static. */" << endl
<< " Static(y, x, residual, g1);" << endl
<< "}" << endl;
mStaticModelFile.close();
}
void
ModelTree::writeDynamicCFile(const string &dynamic_basename) const
{
string filename = dynamic_basename + ".c";
ofstream mDynamicModelFile;
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mDynamicModelFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(-1);
}
mDynamicModelFile << "/*" << endl
<< " * " << filename << " : Computes dynamic model for Dynare" << endl
<< " *" << endl
<< " * Warning : this file is generated automatically by Dynare" << endl
<< " * from model file (.mod)" << endl
<< endl
<< " */" << endl
<< "#include <math.h>" << endl
<< "#include \"mex.h\"" << endl
// A global variable for model parameters
<< "double *params;" << endl
// A global variable for it_
<< "int it_;" << endl
<< "int nb_row_x;" << endl;
// Writing the function body
writeDynamicModel(mDynamicModelFile);
// Writing the gateway routine
mDynamicModelFile << "/* The gateway routine */" << endl
<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
<< "{" << endl
<< " double *y, *x;" << endl
<< " double *residual, *g1, *g2;" << endl
<< " mxArray *M_;" << endl
<< endl
<< " /* Create a pointer to the input matrix y. */" << endl
<< " y = mxGetPr(prhs[0]);" << endl
<< endl
<< " /* Create a pointer to the input matrix x. */" << endl
<< " x = mxGetPr(prhs[1]);" << endl
<< " /* Gets number of rows of matrix x. */" << endl
<< " nb_row_x = mxGetM(prhs[1]);" << endl
<< endl
<< " residual = NULL;" << endl
<< " if (nlhs >= 1)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix residual. */" << endl
<< " plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
<< " /* Create a C pointer to a copy of the output matrix residual. */" << endl
<< " residual = mxGetPr(plhs[0]);" << endl
<< " }" << endl
<< endl
<< " g1 = NULL;" << endl
<< " if (nlhs >= 2)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix g1. */" << endl;
if (computeJacobianExo)
mDynamicModelFile << " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.get_dyn_var_nbr() << ", mxREAL);" << endl;
else if (computeJacobian)
mDynamicModelFile << " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.var_endo_nbr << ", mxREAL);" << endl;
mDynamicModelFile << " /* Create a C pointer to a copy of the output matrix g1. */" << endl
<< " g1 = mxGetPr(plhs[1]);" << endl
<< " }" << endl
<< endl
<< " g2 = NULL;" << endl
<< " if (nlhs >= 3)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix g2. */" << endl
<< " plhs[2] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.get_dyn_var_nbr()*variable_table.get_dyn_var_nbr() << ", mxREAL);" << endl
<< " /* Create a C pointer to a copy of the output matrix g1. */" << endl
<< " g2 = mxGetPr(plhs[2]);" << endl
<< " }" << endl
<< endl
<< " /* Gets model parameters from global workspace of Matlab */" << endl
<< " M_ = mexGetVariable(\"global\",\"M_\");" << endl
<< " if (M_ == NULL)" << endl
<< " {" << endl
<< " mexPrintf(\"Global variable not found : \");" << endl
<< " mexErrMsgTxt(\"M_ \\n\");" << endl
<< " }" << endl
<< " params = mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"params\")));" << endl
<< " /* Gets it_ from global workspace of Matlab */" << endl
<< " /* it_ = (int) floor(mxGetScalar(mexGetVariable(\"global\", \"it_\")))-1; */" << endl
<< " /* Call the C subroutines. */" << endl
<< " Dynamic(y, x, residual, g1, g2);" << endl
<< "}" << endl;
mDynamicModelFile.close();
}
void
ModelTree::writeStaticModel(ostream &StaticOutput) const
{
ostringstream model_output; // Used for storing model equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output;
ostringstream lsymetric; // For symmetric elements in hessian
ExprNodeOutputType output_type = (mode == eDLLMode ? oCStaticModel : oMatlabStaticModel);
writeModelLocalVariables(model_output, output_type);
writeTemporaryTerms(model_output, output_type);
writeModelEquations(model_output, output_type);
// Write Jacobian w.r. to endogenous only
for(first_derivatives_type::const_iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
int eq = it->first.first;
int var = it->first.second;
NodeID d1 = it->second;
if (variable_table.getType(var) == eEndogenous)
{
ostringstream g1;
g1 << " g1" << LPAR(output_type) << eq + 1 << ", "
<< variable_table.getSymbolID(var) + 1 << RPAR(output_type);
jacobian_output << g1.str() << "=" << g1.str() << "+";
d1->writeOutput(jacobian_output, output_type, temporary_terms);
jacobian_output << ";" << endl;
}
}
// Write Hessian w.r. to endogenous only
if (computeStaticHessian)
for(second_derivatives_type::const_iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
{
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second;
NodeID d2 = it->second;
// Keep only derivatives w.r. to endogenous variables
if (variable_table.getType(var1) == eEndogenous
&& variable_table.getType(var2) == eEndogenous)
{
int id1 = variable_table.getSymbolID(var1);
int id2 = variable_table.getSymbolID(var2);
int col_nb = id1*symbol_table.endo_nbr+id2+1;
int col_nb_sym = id2*symbol_table.endo_nbr+id1+1;
hessian_output << " g2" << LPAR(output_type) << eq+1 << ", " << col_nb
<< RPAR(output_type) << " = ";
d2->writeOutput(hessian_output, output_type, temporary_terms);
hessian_output << ";" << endl;
// Treating symetric elements
if (var1 != var2)
lsymetric << " g2" << LPAR(output_type) << eq+1 << ", " << col_nb_sym
<< RPAR(output_type) << " = " << "g2" << LPAR(output_type)
<< eq+1 << ", " << col_nb << RPAR(output_type) << ";" << endl;
}
}
// Writing ouputs
if (mode != eDLLMode)
{
StaticOutput << "global M_ \n";
StaticOutput << "if M_.param_nbr > 0\n params = M_.params;\nend\n";
StaticOutput << " residual = zeros( " << equations.size() << ", 1);\n";
StaticOutput << "\n\t"+interfaces::comment()+"\n\t"+interfaces::comment();
StaticOutput << "Model equations\n\t";
StaticOutput << interfaces::comment() + "\n\n";
StaticOutput << model_output.str();
StaticOutput << "if ~isreal(residual)\n";
StaticOutput << " residual = real(residual)+imag(residual).^2;\n";
StaticOutput << "end\n";
StaticOutput << "if nargout >= 2,\n";
StaticOutput << " g1 = " <<
"zeros(" << equations.size() << ", " <<
symbol_table.endo_nbr << ");\n" ;
StaticOutput << "\n\t"+interfaces::comment()+"\n\t"+interfaces::comment();
StaticOutput << "Jacobian matrix\n\t";
StaticOutput << interfaces::comment() + "\n\n";
StaticOutput << jacobian_output.str();
StaticOutput << " if ~isreal(g1)\n";
StaticOutput << " g1 = real(g1)+2*imag(g1);\n";
StaticOutput << " end\n";
StaticOutput << "end\n";
if (computeStaticHessian)
{
StaticOutput << "if nargout >= 3,\n";
// Writing initialization instruction for matrix g2
int ncols = symbol_table.endo_nbr * symbol_table.endo_nbr;
StaticOutput << " g2 = " <<
"sparse([],[],[]," << equations.size() << ", " << ncols << ", " <<
5*ncols << ");\n";
StaticOutput << "\n\t"+interfaces::comment()+"\n\t"+interfaces::comment();
StaticOutput << "Hessian matrix\n\t";
StaticOutput << interfaces::comment() + "\n\n";
StaticOutput << hessian_output.str() << lsymetric.str();
StaticOutput << "end;\n";
}
}
else
{
StaticOutput << "void Static(double *y, double *x, double *residual, double *g1)" << endl
<< "{" << endl
<< " double lhs, rhs;" << endl
// Writing residual equations
<< " /* Residual equations */" << endl
<< " if (residual == NULL)" << endl
<< " return;" << endl
<< " else" << endl
<< " {" << endl
<< model_output.str()
// Writing Jacobian
<< " /* Jacobian for endogenous variables without lag */" << endl
<< " if (g1 == NULL)" << endl
<< " return;" << endl
<< " else" << endl
<< " {" << endl
<< jacobian_output.str()
<< " }" << endl
<< " }" << endl
<< "}" << endl << endl;
}
}
string
ModelTree::reform(const string name1) const
{
string name=name1;
int pos = name.find("\\", 0);
while(pos >= 0)
{
if (name.substr(pos + 1, 1) != "\\")
{
name = name.insert(pos, "\\");
pos++;
}
pos++;
pos = name.find("\\", pos);
}
return (name);
}
void
ModelTree::writeSparseDLLDynamicHFile(const string &dynamic_basename) const
{
string filename;
ofstream mDynamicModelFile;
string tmp_s;
int i, j;
if (compiler == GCC_COMPILE)
filename = dynamic_basename + ".hh";
else
filename = dynamic_basename + ".h";
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mDynamicModelFile.is_open())
{
cout << "ModelTree::Open : Error : Can't open file " << filename
<< ".h for writing\n";
exit(-1);
}
filename.erase(filename.end() - 2, filename.end());
tmp_s = filename;
j = tmp_s.size();
for(i = 0;i < j;i++)
if ((tmp_s[i] == '\\') || (tmp_s[i] == '.') || (tmp_s[i] == ':'))
tmp_s[i] = '_';
mDynamicModelFile << "#ifndef " << tmp_s << "\n";
mDynamicModelFile << "#define " << tmp_s << "\n";
if (compiler==GCC_COMPILE)
{
mDynamicModelFile << "typedef struct IM_compact\n";
mDynamicModelFile << "{\n";
mDynamicModelFile << " int size, u_init, u_finish, nb_endo;\n";
mDynamicModelFile << " int *u, *Var, *Equ, *Var_Index, *Equ_Index, *Var_dyn_Index;\n";
mDynamicModelFile << "};\n";
mDynamicModelFile << "typedef struct Variable_l\n";
mDynamicModelFile << "{\n";
mDynamicModelFile << " int* Index;\n";
mDynamicModelFile << "};\n";
mDynamicModelFile << "typedef struct tBlock\n";
mDynamicModelFile << "{\n";
mDynamicModelFile << " int Size, Sized, Type, Max_Lead, Max_Lag, Simulation_Type, /*icc1_size,*/ Nb_Lead_Lag_Endo;\n";
mDynamicModelFile << " int *Variable, *dVariable, *Equation/*, *icc1, *ics*/;\n";
mDynamicModelFile << " int *variable_dyn_index, *variable_dyn_leadlag;\n";
mDynamicModelFile << " IM_compact *IM_lead_lag;\n";
mDynamicModelFile << "};\n";
mDynamicModelFile << "\n";
mDynamicModelFile << "typedef struct tModel_Block\n";
mDynamicModelFile << "{\n";
mDynamicModelFile << " int Size;\n";
mDynamicModelFile << " tBlock * List;\n";
mDynamicModelFile << "};\n";
mDynamicModelFile << "\n";
}
else
{
mDynamicModelFile << "typedef struct IM_compact\n";
mDynamicModelFile << "{\n";
mDynamicModelFile << " int size, u_init, u_finish, nb_endo;\n";
mDynamicModelFile << " int *u, *Var, *Equ, *Var_Index, *Equ_Index, *Var_dyn_Index;\n";
mDynamicModelFile << "} IM_compact;\n";
mDynamicModelFile << "typedef struct Variable_l\n";
mDynamicModelFile << "{\n";
mDynamicModelFile << " int* Index;\n";
mDynamicModelFile << "} Variable_l;\n";
mDynamicModelFile << "typedef struct tBlock\n";
mDynamicModelFile << "{\n";
mDynamicModelFile << " int Size, Sized, Type, Max_Lead, Max_Lag, Simulation_Type, /*icc1_size,*/ Nb_Lead_Lag_Endo;\n";
mDynamicModelFile << " int *Variable, *dVariable, *Equation/*, *icc1, *ics*/;\n";
mDynamicModelFile << " int *variable_dyn_index, *variable_dyn_leadlag;\n";
mDynamicModelFile << " IM_compact *IM_lead_lag;\n";
mDynamicModelFile << "} tBlock;\n";
mDynamicModelFile << "\n";
mDynamicModelFile << "typedef struct tModel_Block\n";
mDynamicModelFile << "{\n";
mDynamicModelFile << " int Size;\n";
mDynamicModelFile << " tBlock * List;\n";
mDynamicModelFile << "} tModel_Block;\n";
mDynamicModelFile << "\n";
mDynamicModelFile << "double *u, slowc, max_res, res2, res1;\n";
mDynamicModelFile << "double *params;\n";
mDynamicModelFile << "int it_,Per_u_;\n";
mDynamicModelFile << "bool cvg;\n";
mDynamicModelFile << "int nb_row_x;\n";
mDynamicModelFile << "int y_kmin, y_kmax,periods, x_size, y_size, u_size, maxit_;\n";
mDynamicModelFile << "double *y=NULL, *x=NULL, *r=NULL, *g1=NULL, *g2=NULL, solve_tolf, dynaretol;\n";
mDynamicModelFile << "pctimer_t t0, t1;\n";
}
mDynamicModelFile << "const int UNKNOWN=" << UNKNOWN << ";\n";
mDynamicModelFile << "const int EVALUATE_FOREWARD=" << EVALUATE_FOREWARD << ";\n";
mDynamicModelFile << "const int EVALUATE_BACKWARD=" << EVALUATE_BACKWARD << ";\n";
mDynamicModelFile << "const int SOLVE_FOREWARD_SIMPLE=" << SOLVE_FOREWARD_SIMPLE << ";\n";
mDynamicModelFile << "const int SOLVE_BACKWARD_SIMPLE=" << SOLVE_BACKWARD_SIMPLE << ";\n";
mDynamicModelFile << "const int SOLVE_TWO_BOUNDARIES_SIMPLE=" << SOLVE_TWO_BOUNDARIES_SIMPLE << ";\n";
mDynamicModelFile << "const int SOLVE_FOREWARD_COMPLETE=" << SOLVE_FOREWARD_COMPLETE << ";\n";
mDynamicModelFile << "const int SOLVE_BACKWARD_COMPLETE=" << SOLVE_BACKWARD_COMPLETE << ";\n";
mDynamicModelFile << "const int SOLVE_TWO_BOUNDARIES_COMPLETE=" << SOLVE_TWO_BOUNDARIES_COMPLETE << ";\n";
mDynamicModelFile << "#endif\n";
mDynamicModelFile.close();
}
void
ModelTree::Write_Inf_To_Bin_File(const string &dynamic_basename, const string &bin_basename, const int &num,
int &u_count_int, bool &file_open) const
{
int j;
std::ofstream SaveCode;
/*cout << "bin_basename=" << bin_basename << "\n";
system("pause");*/
if(file_open)
SaveCode.open((bin_basename + ".bin").c_str(), ios::out | ios::in | ios::binary | ios ::ate );
else
SaveCode.open((bin_basename + ".bin").c_str(), ios::out | ios::binary);
if(!SaveCode.is_open())
{
cout << "Error : Can't open file \"" << bin_basename << ".bin\" for writing\n";
exit( -1);
}
u_count_int=0;
for(int m=0;m<=block_triangular.ModelBlock->Block_List[num].Max_Lead+block_triangular.ModelBlock->Block_List[num].Max_Lag;m++)
{
int k1=m-block_triangular.ModelBlock->Block_List[num].Max_Lag;
//mDynamicModelFile << " Lead_Lag.push_back(k1);\n";
for(j=0;j<block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].size;j++)
{
//int eq=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].Equ_Index[j];
//int var=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].Var_Index[j];
//int eqr=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].Equ[j];
int varr=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].Var[j]+k1*block_triangular.ModelBlock->Block_List[num].Size;
int u=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].u[j];
int eqr1=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].Equ[j];
/*cout << " ! IM_i[std::make_pair(std::make_pair(" << eqr1 << ", " << varr+k1*block_triangular.ModelBlock->Block_List[num].Size << "), " << k1 << ")] = " << u << ";\n";
cout << " ? IM_i[std::make_pair(std::make_pair(" << eqr1 << ", " << varr << "), " << k1 << ")] = " << u << ";\n";*/
SaveCode.write(reinterpret_cast<char *>(&eqr1), sizeof(eqr1));
SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
SaveCode.write(reinterpret_cast<char *>(&k1), sizeof(k1));
SaveCode.write(reinterpret_cast<char *>(&u), sizeof(u));
u_count_int++;
}
}
for(j=0;j<block_triangular.ModelBlock->Block_List[num].Size;j++)
{
//int eq=block_triangular.ModelBlock->Block_List[i].Equation[j];
int eqr1=j;
int varr=block_triangular.ModelBlock->Block_List[num].Size*(block_triangular.periods
+/*block_triangular.ModelBlock->Block_List[num].Max_Lead*/block_triangular.Model_Max_Lead);
int k1=0;
//mDynamicModelFile << " var_in_equ_and_lag[std::make_pair(std::make_pair(" << j << ", 0)] = -1;\n";
//mDynamicModelFile << " /*periods=" << block_triangular.periods << " Size=" << block_triangular.ModelBlock->Block_List[i].Size << "*/\n";
//mDynamicModelFile << " var_in_equ_and_lag.insert(std::make_pair(std::make_pair(" << eqr1 << ", 0), " << block_triangular.ModelBlock->Block_List[i].Size*block_triangular.periods << "));\n";
//mDynamicModelFile << " equ_in_var_and_lag[std::make_pair(std::make_pair(-1, " << k1 << ")] = " << equ << ";\n";
SaveCode.write(reinterpret_cast<char *>(&eqr1), sizeof(eqr1));
SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
SaveCode.write(reinterpret_cast<char *>(&k1), sizeof(k1));
SaveCode.write(reinterpret_cast<char *>(&eqr1), sizeof(eqr1));
//cout << " IM_i[std::make_pair(std::make_pair(" << eqr1 << ", " << varr << "), " << k1 << ")] = " << eqr1 << ";\n";
u_count_int++;
}
for(j=0;j<block_triangular.ModelBlock->Block_List[num].Size;j++)
{
//mDynamicModelFile << " index_var[" << j << "]=" << block_triangular.ModelBlock->Block_List[i].Variable[j] << ";\n";
int varr=block_triangular.ModelBlock->Block_List[num].Variable[j];
SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
}
SaveCode.close();
}
void
ModelTree::writeSparseDLLDynamicCFileAndBinFile(const string &dynamic_basename, const string &bin_basename) const
{
string filename;
ofstream mDynamicModelFile;
SymbolicGaussElimination SGE;
if (compiler == LCC_COMPILE)
filename = dynamic_basename + ".c";
else
filename = dynamic_basename + ".cc";
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mDynamicModelFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(-1);
}
mDynamicModelFile << "/*\n";
mDynamicModelFile << " * " << filename << " : Computes dynamic model for Dynare\n";
mDynamicModelFile << " *\n";
mDynamicModelFile << " * Warning : this file is generated automatically by Dynare\n";
mDynamicModelFile << " * from model file (.mod)\n\n";
mDynamicModelFile << " */\n";
if (compiler==GCC_COMPILE)
{
mDynamicModelFile << "#include \"" << dynamic_basename.c_str() << ".hh\"\n";
mDynamicModelFile << "#include \"simulate.cc\"\n";
}
else
{
mDynamicModelFile << "#include <math.h>\n";
mDynamicModelFile << "#include <stdio.h>\n";
mDynamicModelFile << "#include <string.h>\n";
mDynamicModelFile << "#include \"pctimer_h.h\"\n";
mDynamicModelFile << "#include \"mex.h\" /* The Last include file*/\n";
mDynamicModelFile << "#include \"" << dynamic_basename.c_str() << ".h\"\n";
mDynamicModelFile << "#include \"simulate.h\"\n";
}
mDynamicModelFile << "//#define DEBUG\n";
writeModelLocalVariables(mDynamicModelFile, oCDynamicModelSparseDLL);
writeModelEquationsOrdered(mDynamicModelFile, block_triangular.ModelBlock);
int i, j, k, Nb_SGE=0;
bool printed = false, skip_head, open_par=false;
if (computeJacobian || computeJacobianExo || computeHessian)
{
//mDynamicModelFile << "void Dynamic_Init(tModel_Block *Model_Block)\n";
mDynamicModelFile << "void Dynamic_Init()\n";
mDynamicModelFile << " {\n";
int prev_Simulation_Type=-1;
for(i = 0;i < block_triangular.ModelBlock->Size;i++)
{
k = block_triangular.ModelBlock->Block_List[i].Simulation_Type;
if (prev_Simulation_Type==k &&
(k==EVALUATE_FOREWARD || k==EVALUATE_BACKWARD || k==EVALUATE_FOREWARD_R || k==EVALUATE_BACKWARD_R))
skip_head=true;
else
skip_head=false;
if ((k == EVALUATE_FOREWARD || k == EVALUATE_FOREWARD_R) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (!skip_head)
{
if (open_par)
{
mDynamicModelFile << "#endif\n";
mDynamicModelFile << " }\n";
}
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " Per_y_=it_*y_size;\n";
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
mDynamicModelFile << "#ifdef DEBUG\n";
}
for(j = 0;j < block_triangular.ModelBlock->Block_List[i].Size;j++)
mDynamicModelFile << " mexPrintf(\"y[%d, %d]=%f \\n\",it_," << block_triangular.ModelBlock->Block_List[i].Variable[j] << ",double(y[it_," << block_triangular.ModelBlock->Block_List[i].Variable[j] << "]));\n";
open_par=true;
}
else if ((k == EVALUATE_BACKWARD || k == EVALUATE_BACKWARD_R) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (!skip_head)
{
if (open_par)
{
mDynamicModelFile << "#endif\n";
mDynamicModelFile << " }\n";
}
mDynamicModelFile << " for(it_=periods+y_kmin;it_>y_kmin;it_--)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " Per_y_=it_*y_size;\n";
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
mDynamicModelFile << "#ifdef DEBUG\n";
}
for(j = 0;j < block_triangular.ModelBlock->Block_List[i].Size;j++)
mDynamicModelFile << " mexPrintf(\"y[%d, %d]=%f \\n\",it_," << block_triangular.ModelBlock->Block_List[i].Variable[j] << ",double(y[it_," << block_triangular.ModelBlock->Block_List[i].Variable[j] << "]));\n";
open_par=true;
}
else if ((k == SOLVE_FOREWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (open_par)
{
mDynamicModelFile << "#endif\n";
mDynamicModelFile << " }\n";
}
open_par=false;
mDynamicModelFile << " g1=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size*block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
mDynamicModelFile << " r=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " cvg=false;\n";
mDynamicModelFile << " iter=0;\n";
mDynamicModelFile << " Per_y_=it_*y_size;\n";
mDynamicModelFile << " while(!((cvg)||(iter>maxit_)))\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
mDynamicModelFile << " y[Per_y_+" << block_triangular.ModelBlock->Block_List[i].Variable[0] << "] += -r[0]/g1[0];\n";
mDynamicModelFile << " cvg=((r[0]*r[0])<solve_tolf);\n";
mDynamicModelFile << " iter++;\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " if (!cvg)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " mexPrintf(\"Convergence not achieved in block " << i << ", at time %d after %d iterations\\n\",it_,iter);\n";
mDynamicModelFile << " mexErrMsgTxt(\"End of simulate\");\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << "#ifdef DEBUG\n";
mDynamicModelFile << " mexPrintf(\"y[%d, %d]=%f \\n\",it_," << block_triangular.ModelBlock->Block_List[i].Variable[0] << ",y[it_," << block_triangular.ModelBlock->Block_List[i].Variable[0] << "]);\n";
mDynamicModelFile << "#endif\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " mxFree(g1);\n";
mDynamicModelFile << " mxFree(r);\n";
}
else if ((k == SOLVE_BACKWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (open_par)
{
mDynamicModelFile << "#endif\n";
mDynamicModelFile << " }\n";
}
open_par=false;
mDynamicModelFile << " g1=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size*block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
mDynamicModelFile << " r=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
mDynamicModelFile << " for(it_=periods+y_kmin;it_>y_kmin;it_--)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " cvg=false;\n";
mDynamicModelFile << " iter=0;\n";
mDynamicModelFile << " Per_y_=it_*y_size;\n";
mDynamicModelFile << " while(!((cvg)||(iter>maxit_)))\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
mDynamicModelFile << " y[Per_y_+" << block_triangular.ModelBlock->Block_List[i].Variable[0] << "] += -r[0]/g1[0];\n";
mDynamicModelFile << " cvg=((r[0]*r[0])<solve_tolf);\n";
mDynamicModelFile << " iter++;\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " if (!cvg)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " mexPrintf(\"Convergence not achieved in block " << i << ", at time %d after %d iterations\\n\",it_,iter);\n";
mDynamicModelFile << " mexErrMsgTxt(\"End of simulate\");\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << "#ifdef DEBUG\n";
mDynamicModelFile << " mexPrintf(\"y[%d, %d]=%f \\n\",it_," << block_triangular.ModelBlock->Block_List[i].Variable[0] << ",y[it_," << block_triangular.ModelBlock->Block_List[i].Variable[0] << "]);\n";
mDynamicModelFile << "#endif\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " mxFree(g1);\n";
mDynamicModelFile << " mxFree(r);\n";
}
else if ((k == SOLVE_TWO_BOUNDARIES_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (open_par)
{
mDynamicModelFile << "#endif\n";
mDynamicModelFile << " }\n";
}
open_par=false;
if (!printed)
{
printed = true;
}
SGE.SGE_compute(block_triangular.ModelBlock, i, true, bin_basename, symbol_table.endo_nbr);
Nb_SGE++;
#ifdef PRINT_OUT
cout << "end of Gaussian elimination\n";
#endif
mDynamicModelFile << " Read_file(\"" << reform(bin_basename) << "\",periods," <<
block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr <<
", " << block_triangular.ModelBlock->Block_List[i].Max_Lag << ", " << block_triangular.ModelBlock->Block_List[i].Max_Lead << ");\n";
mDynamicModelFile << " g1=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size*block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
mDynamicModelFile << " r=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
if (!block_triangular.ModelBlock->Block_List[i].is_linear)
{
mDynamicModelFile << " cvg=false;\n";
mDynamicModelFile << " iter=0;\n";
mDynamicModelFile << " while(!((cvg)||(iter>maxit_)))\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " res2=0;\n";
mDynamicModelFile << " res1=0;\n";
mDynamicModelFile << " max_res=0;\n";
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " Per_u_=(it_-y_kmin)*" << block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ";\n";
mDynamicModelFile << " Per_y_=it_*y_size;\n";
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
mDynamicModelFile << " for(i=0;i<" << block_triangular.ModelBlock->Block_List[i].Size << ";i++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " if (max_res<fabs(r[i]))\n";
mDynamicModelFile << " max_res=fabs(r[i]);\n";
mDynamicModelFile << " res2+=r[i]*r[i];\n";
mDynamicModelFile << " res1+=fabs(r[i]);\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " iter++;\n";
mDynamicModelFile << " cvg=(max_res<solve_tolf);\n";
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", periods, true);\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " if (!cvg)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " mexPrintf(\"Convergence not achieved in block " << i << ", after %d iterations\\n\",iter);\n";
mDynamicModelFile << " mexErrMsgTxt(\"End of simulate\");\n";
mDynamicModelFile << " }\n";
}
else
{
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " Per_u_=(it_-y_kmin)*" << block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ";\n";
mDynamicModelFile << " Per_y_=it_*y_size;\n";
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
mDynamicModelFile << "#ifdef PRINT_OUT\n";
mDynamicModelFile << " for(j=0;j<" << block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ";j++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " mexPrintf(\" %f\",u[Per_u_+j]);\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " mexPrintf(\"\\n\");\n";
mDynamicModelFile << "#endif\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", periods, true);\n";
}
/*mDynamicModelFile << "#ifdef DEBUG\n";
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " for(i=0;i<Model_Block->List[" << i << "].Size;i++)\n";
mDynamicModelFile << " {";
mDynamicModelFile << " Per_y_=it_*y_size;\n";
mDynamicModelFile << " mexPrintf(\" y[%d, %d]=%f \",it_,Model_Block->List[" << i << "].Variable[i],y[Per_y_+Model_Block->List[" << i << "].Variable[i]]);\n";
mDynamicModelFile << " }";
mDynamicModelFile << " mexPrintf(\" \\n \");\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << "#endif\n";*/
mDynamicModelFile << " mxFree(g1);\n";
mDynamicModelFile << " mxFree(r);\n";
mDynamicModelFile << " mxFree(u);\n";
mDynamicModelFile << " //mexErrMsgTxt(\"Exit from Dynare\");\n";
}
else if ((k == SOLVE_FOREWARD_COMPLETE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (open_par)
{
mDynamicModelFile << "#endif\n";
mDynamicModelFile << " }\n";
}
open_par=false;
if (!printed)
{
printed = true;
}
SGE.SGE_compute(block_triangular.ModelBlock, i, false, bin_basename, /*mod_param.endo_nbr*/symbol_table.endo_nbr);
Nb_SGE++;
mDynamicModelFile << " Read_file(\"" << reform(bin_basename) << "\", periods, 0, " << symbol_table.endo_nbr << ", " << block_triangular.ModelBlock->Block_List[i].Max_Lag << ", " << block_triangular.ModelBlock->Block_List[i].Max_Lead << " );\n";
mDynamicModelFile << " g1=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size*block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
mDynamicModelFile << " r=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
mDynamicModelFile << " {\n";
if (!block_triangular.ModelBlock->Block_List[i].is_linear)
{
mDynamicModelFile << " cvg=false;\n";
mDynamicModelFile << " iter=0;\n";
mDynamicModelFile << " Per_y_=it_*y_size;\n";
mDynamicModelFile << " while(!((cvg)||(iter>maxit_)))\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", 0, false);\n";
mDynamicModelFile << " res2=0;\n";
mDynamicModelFile << " res1=0;\n";
mDynamicModelFile << " max_res=0;\n";
mDynamicModelFile << " for(i=0;i<" << block_triangular.ModelBlock->Block_List[i].Size << ";i++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " if (max_res<fabs(r[i]))\n";
mDynamicModelFile << " max_res=fabs(r[i]);\n";
mDynamicModelFile << " res2+=r[i]*r[i];\n";
mDynamicModelFile << " res1+=fabs(r[i]);\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " cvg=(max_res<solve_tolf);\n";
mDynamicModelFile << " iter++;\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " if (!cvg)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " mexPrintf(\"Convergence not achieved in block " << i << ", at time %d after %d iterations\\n\",it_,iter);\n";
mDynamicModelFile << " mexErrMsgTxt(\"End of simulate\");\n";
mDynamicModelFile << " }\n";
}
else
{
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", 0, false);\n";
}
/*mDynamicModelFile << "#ifdef DEBUG\n";
mDynamicModelFile << " for(i=0;i<Model_Block->List[" << i << "].Size;i++)\n";
mDynamicModelFile << " mexPrintf(\" y[%d, %d]=%f \",it_,Model_Block->List[" << i << "].Variable[i],y[it_*" << symbol_table.endo_nbr << "+Model_Block->List[" << i << "].Variable[i]]);\n";
mDynamicModelFile << " mexPrintf(\" \\n \");\n";
mDynamicModelFile << "#endif\n";*/
mDynamicModelFile << " }\n";
mDynamicModelFile << " mxFree(g1);\n";
mDynamicModelFile << " mxFree(r);\n";
mDynamicModelFile << " mxFree(u);\n";
}
else if ((k == SOLVE_BACKWARD_COMPLETE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (open_par)
{
mDynamicModelFile << "#endif\n";
mDynamicModelFile << " }\n";
}
open_par=false;
SGE.SGE_compute(block_triangular.ModelBlock, i, false, bin_basename, /*mod_param.endo_nbr*/symbol_table.endo_nbr);
Nb_SGE++;
mDynamicModelFile << " Read_file(\"" << reform(bin_basename) << "\", periods, 0, " << symbol_table.endo_nbr << ", " << block_triangular.ModelBlock->Block_List[i].Max_Lag << ", " << block_triangular.ModelBlock->Block_List[i].Max_Lead << " );\n";
mDynamicModelFile << " g1=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size*block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
mDynamicModelFile << " r=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
mDynamicModelFile << " for(it_=periods+y_kmin;it_>y_kmin;it_--)\n";
mDynamicModelFile << " {\n";
if (!block_triangular.ModelBlock->Block_List[i].is_linear)
{
mDynamicModelFile << " cvg=false;\n";
mDynamicModelFile << " iter=0;\n";
mDynamicModelFile << " Per_y_=it_*y_size;\n";
mDynamicModelFile << " while(!((cvg)||(iter>maxit_)))\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", 0, false);\n";
mDynamicModelFile << " res2=0;\n";
mDynamicModelFile << " for(i=0;i<" << block_triangular.ModelBlock->Block_List[i].Size << ";i++)\n";
mDynamicModelFile << " res2+=r[i]*r[i];\n";
mDynamicModelFile << " cvg=(res2<solve_tolf);\n";
mDynamicModelFile << " iter++;\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " if (!cvg)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " mexPrintf(\"Convergence not achieved in block " << i << ", at time %d after %d iterations\\n\",it_,iter);\n";
mDynamicModelFile << " mexErrMsgTxt(\"End of simulate\");\n";
mDynamicModelFile << " }\n";
}
else
{
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", 0, false);\n";
}
/*mDynamicModelFile << "#ifdef DEBUG\n";
mDynamicModelFile << " for(i=0;i<Model_Block->List[" << i << "].Size;i++)\n";
mDynamicModelFile << " mexPrintf(\" y[%d, %d]=%f \",it_,Model_Block->List[" << i << "].Variable[i],y[it_*" << symbol_table.endo_nbr << "+Model_Block->List[" << i << "].Variable[i]]);\n";
mDynamicModelFile << " mexPrintf(\" \\n \");\n";
mDynamicModelFile << "#endif\n";*/
mDynamicModelFile << " }\n";
mDynamicModelFile << " mxFree(g1);\n";
mDynamicModelFile << " mxFree(r);\n";
mDynamicModelFile << " mxFree(u);\n";
}
else if ((k == SOLVE_TWO_BOUNDARIES_COMPLETE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (open_par)
{
mDynamicModelFile << "#endif\n";
mDynamicModelFile << " }\n";
}
open_par=false;
if (!printed)
{
printed = true;
}
Nb_SGE++;
//cout << "new_SGE=" << new_SGE << "\n";
if(new_SGE)
{
int u_count_int=0;
Write_Inf_To_Bin_File(dynamic_basename, bin_basename, i, u_count_int,SGE.file_open);
SGE.file_is_open();
mDynamicModelFile << " u_count=" << u_count_int << "*periods;\n";
mDynamicModelFile << " u_count_alloc = 2*u_count;\n";
mDynamicModelFile << " u=(longd*)mxMalloc(u_count_alloc*sizeof(longd));\n";
mDynamicModelFile << " memset(u, 0, u_count_alloc*sizeof(longd));\n";
mDynamicModelFile << " u_count_init=" <<
block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag +
block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ";\n";
//mDynamicModelFile << " index_var=(int*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size<< "*sizeof(*index_var));\n";
mDynamicModelFile << " Read_SparseMatrix(\"" << reform(bin_basename) << "\","
<< block_triangular.ModelBlock->Block_List[i].Size << ", periods, y_kmin, y_kmax"
<< ");\n";
mDynamicModelFile << " u_count=" << u_count_int << "*(periods+y_kmax+y_kmin);\n";
}
else
{
SGE.SGE_compute(block_triangular.ModelBlock, i, true, bin_basename, /*mod_param.endo_nbr*/symbol_table.endo_nbr);
mDynamicModelFile << " Read_file(\"" << reform(bin_basename) << "\",periods," <<
block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr <<
", " << block_triangular.ModelBlock->Block_List[i].Max_Lag << ", " << block_triangular.ModelBlock->Block_List[i].Max_Lead << ");\n";
}
mDynamicModelFile << " g1=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size*block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
mDynamicModelFile << " r=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
if (!block_triangular.ModelBlock->Block_List[i].is_linear)
{
mDynamicModelFile << " cvg=false;\n";
mDynamicModelFile << " iter=0;\n";
mDynamicModelFile << " while(!((cvg)||(iter>maxit_)))\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " res2=0;\n";
mDynamicModelFile << " res1=0;\n";
mDynamicModelFile << " max_res=0;\n";
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " Per_u_=(it_-y_kmin)*" << block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ";\n";
mDynamicModelFile << " Per_y_=it_*y_size;\n";
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
mDynamicModelFile << " if(isnan(res1)||isinf(res1))\n";
mDynamicModelFile << " break;\n";
mDynamicModelFile << " for(i=0;i<" << block_triangular.ModelBlock->Block_List[i].Size << ";i++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " if (max_res<fabs(r[i]))\n";
mDynamicModelFile << " max_res=fabs(r[i]);\n";
mDynamicModelFile << " res2+=r[i]*r[i];\n";
mDynamicModelFile << " res1+=fabs(r[i]);\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " cvg=(max_res<solve_tolf);\n";
if(new_SGE)
mDynamicModelFile << " simulate_NG1(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", periods, true, cvg);\n";
else
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", periods, true);\n";
mDynamicModelFile << " iter++;\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " if (!cvg)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " mexPrintf(\"Convergence not achieved in block " << i << ", after %d iterations\\n\",iter);\n";
mDynamicModelFile << " mexErrMsgTxt(\"End of simulate\");\n";
mDynamicModelFile << " }\n";
}
else
{
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " Per_u_=(it_-y_kmin)*" << block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ";\n";
mDynamicModelFile << " Per_y_=it_*y_size;\n";
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
mDynamicModelFile << "#ifdef PRINT_OUT\n";
mDynamicModelFile << " for(j=0;j<" << block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ";j++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " mexPrintf(\" %f\",u[Per_u_+j]);\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " mexPrintf(\"\\n\");\n";
mDynamicModelFile << "#endif\n";
mDynamicModelFile << " }\n";
if(new_SGE)
mDynamicModelFile << " simulate_NG1(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", periods, true, cvg);\n";
else
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", periods, true);\n";
}
/*mDynamicModelFile << "#ifdef DEBUG\n";
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " for(i=0;i<Model_Block->List[" << i << "].Size;i++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " Per_y_=it_*y_size;\n";
mDynamicModelFile << " mexPrintf(\" y[%d, %d]=%f \",it_,Model_Block->List[" << i << "].Variable[i],y[it_*" << symbol_table.endo_nbr << "+Model_Block->List[" << i << "].Variable[i]]);\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " mexPrintf(\" \\n \");\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << "#endif\n";*/
mDynamicModelFile << " mxFree(g1);\n";
mDynamicModelFile << " mxFree(r);\n";
mDynamicModelFile << " mxFree(u);\n";
mDynamicModelFile << " mxFree(index_vara);\n";
mDynamicModelFile << " memset(direction,0,size_of_direction);\n";
mDynamicModelFile << " //mexErrMsgTxt(\"Exit from Dynare\");\n";
}
prev_Simulation_Type=k;
}
if (open_par)
{
mDynamicModelFile << "#endif\n";
mDynamicModelFile << " }\n";
}
mDynamicModelFile << " }\n";
// Writing the gateway routine
/*mDynamicModelFile << " int max(int a, int b)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " if (a>b) return(a); else return(b);\n";
mDynamicModelFile << " }\n\n\n";*/
mDynamicModelFile << "/* The gateway routine */\n";
mDynamicModelFile << "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])\n";
mDynamicModelFile << "{\n";
/*mDynamicModelFile << " tModel_Block *Model_Block;\n";*/
mDynamicModelFile << " mxArray *M_, *oo_, *options_;\n";
mDynamicModelFile << " int i, row_y, col_y, row_x, col_x;\n";
mDynamicModelFile << " double * pind ;\n";
mDynamicModelFile << "\n";
mDynamicModelFile << " /* Gets model parameters from global workspace of Matlab */\n";
mDynamicModelFile << " M_ = mexGetVariable(\"global\",\"M_\");\n";
mDynamicModelFile << " if (M_ == NULL )\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " mexPrintf(\"Global variable not found : \");\n";
mDynamicModelFile << " mexErrMsgTxt(\"M_ \\n\");\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " /* Gets variables and parameters from global workspace of Matlab */\n";
mDynamicModelFile << " oo_ = mexGetVariable(\"global\",\"oo_\");\n";
mDynamicModelFile << " if (oo_ == NULL )\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " mexPrintf(\"Global variable not found : \");\n";
mDynamicModelFile << " mexErrMsgTxt(\"oo_ \\n\");\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " options_ = mexGetVariable(\"global\",\"options_\");\n";
mDynamicModelFile << " if (options_ == NULL )\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " mexPrintf(\"Global variable not found : \");\n";
mDynamicModelFile << " mexErrMsgTxt(\"options_ \\n\");\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " params = mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"params\")));\n";
mDynamicModelFile << " double *yd, *xd;\n";
mDynamicModelFile << " yd= mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,\"endo_simul\")));\n";
mDynamicModelFile << " row_y=mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,\"endo_simul\")));\n";
mDynamicModelFile << " xd= mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,\"exo_simul\")));\n";
mDynamicModelFile << " row_x=mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,\"exo_simul\")));\n";
mDynamicModelFile << " col_x=mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,\"exo_simul\")));\n";
if (compiler==GCC_COMPILE)
{
mDynamicModelFile << " y_kmin=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"maximum_lag\"))))));\n";
mDynamicModelFile << " y_kmax=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"maximum_lead\"))))));\n";
mDynamicModelFile << " y_decal=max(0,y_kmin-int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"maximum_endo_lag\")))))));\n";
mDynamicModelFile << " periods=int(floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"periods\"))))));\n";
mDynamicModelFile << " maxit_=int(floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"maxit_\"))))));\n";
mDynamicModelFile << " slowc=double(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"slowc\")))));\n";
mDynamicModelFile << " markowitz_c=double(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"markowitz\")))));\n";
}
else
{
mDynamicModelFile << " y_kmin=(int)floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"maximum_lag\")))));\n";
mDynamicModelFile << " y_kmax=(int)floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"maximum_lead\")))));\n";
mDynamicModelFile << " periods=(int)floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"periods\")))));\n";
mDynamicModelFile << " maxit_=(int)floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"maxit_\")))));\n";
mDynamicModelFile << " slowc=double(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"slowc\")))));\n";
mDynamicModelFile << " markowitz_c=double(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"markowitz\")))));\n";
}
mDynamicModelFile << " col_y=mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,\"endo_simul\")));;\n";
mDynamicModelFile << " if (col_y<row_x)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " row_y=row_y/row_x;\n";
mDynamicModelFile << " col_y=row_x;\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " solve_tolf=*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"dynatol\"))));\n";
mDynamicModelFile << " size_of_direction=col_y*row_y*sizeof(longd);\n";
mDynamicModelFile << " y=(longd*)mxMalloc(size_of_direction);\n";
mDynamicModelFile << " ya=(longd*)mxMalloc(size_of_direction);\n";
mDynamicModelFile << " direction=(longd*)mxMalloc(size_of_direction);\n";
mDynamicModelFile << " memset(direction,0,size_of_direction);\n";
mDynamicModelFile << " x=(longd*)mxMalloc(col_x*row_x*sizeof(longd));\n";
mDynamicModelFile << " for(i=0;i<row_x*col_x;i++)\n";
mDynamicModelFile << " x[i]=longd(xd[i]);\n";
mDynamicModelFile << " for(i=0;i<row_y*col_y;i++)\n";
mDynamicModelFile << " y[i]=longd(yd[i]);\n";
mDynamicModelFile << " \n";
mDynamicModelFile << " y_size=row_y;\n";
mDynamicModelFile << " x_size=row_x;\n";
mDynamicModelFile << " nb_row_x=row_x;\n";
mDynamicModelFile << "#ifdef DEBUG\n";
mDynamicModelFile << " for(j=0;j<periods+y_kmin+y_kmax;j++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " for(i=0;i<row_y;i++)\n";
mDynamicModelFile << " mexPrintf(\"y[%d,%d]=%f \",j,i,y[j*y_size+i]);\n";
mDynamicModelFile << " mexPrintf(\"\\n\");\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " mexPrintf(\"\\n\");\n";
mDynamicModelFile << " mexPrintf(\"x=%x\\n\",x);\n";
mDynamicModelFile << " for(j=0;j<periods+y_kmin+y_kmax;j++)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " for(i=0;i<col_x;i++)\n";
mDynamicModelFile << " mexPrintf(\"x[%d,%d]=%f \",j,i,x[i*x_size+j]);\n";
mDynamicModelFile << " mexPrintf(\"\\n\");\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " mexPrintf(\"x[1]=%f\\n\",x[1]);\n";
mDynamicModelFile << "#endif\n";
mDynamicModelFile << " /* Gets it_ from global workspace of Matlab */\n";
mDynamicModelFile << " //it_ = (int) floor(mxGetScalar(mexGetVariable(\"global\", \"it_\")))-1;\n";
mDynamicModelFile << " /* Call the C subroutines. */\n";
mDynamicModelFile << " t0= pctimer();\n";
mDynamicModelFile << " Dynamic_Init();\n";
mDynamicModelFile << " t1= pctimer();\n";
mDynamicModelFile << " mexPrintf(\"Simulation Time=%f milliseconds\\n\",1000*(t1-t0));\n";
if (compiler==GCC_COMPILE )
{
mDynamicModelFile << " if (SaveCode.is_open())\n";
mDynamicModelFile << " SaveCode.close();\n";
}
else
{
mDynamicModelFile << " if (SaveCode)\n";
mDynamicModelFile << " fclose(SaveCode);\n";
}
mDynamicModelFile << " if (nlhs>0)\n";
mDynamicModelFile << " {\n";
mDynamicModelFile << " plhs[0] = mxCreateDoubleMatrix(row_y, col_y, mxREAL);\n";
mDynamicModelFile << " pind = mxGetPr(plhs[0]);\n";
mDynamicModelFile << " for(i=0;i<row_y*col_y;i++)\n";
mDynamicModelFile << " pind[i]=y[i];\n";
mDynamicModelFile << " }\n";
mDynamicModelFile << " mxFree(x);\n";
mDynamicModelFile << " mxFree(y);\n";
mDynamicModelFile << " mxFree(ya);\n";
mDynamicModelFile << " mxFree(direction);\n";
mDynamicModelFile << "}\n";
}
mDynamicModelFile.close();
if (printed)
cout << "done\n";
}
void
ModelTree::writeDynamicModel(ostream &DynamicOutput) const
{
ostringstream lsymetric; // Used when writing symetric elements in Hessian
ostringstream model_output; // Used for storing model equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream third_derivatives_output;
ExprNodeOutputType output_type = (mode == eStandardMode ? oMatlabDynamicModel : oCDynamicModel);
writeModelLocalVariables(model_output, output_type);
writeTemporaryTerms(model_output, output_type);
writeModelEquations(model_output, output_type);
int nrows = equations.size();
int nvars;
if (computeJacobianExo)
nvars = variable_table.get_dyn_var_nbr();
else
nvars = variable_table.var_endo_nbr;
int nvars_sq = nvars * nvars;
// Writing Jacobian
if (computeJacobian || computeJacobianExo)
for(first_derivatives_type::const_iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
int eq = it->first.first;
int var = it->first.second;
NodeID d1 = it->second;
if (computeJacobianExo || variable_table.getType(var) == eEndogenous)
{
ostringstream g1;
g1 << " g1" << LPAR(output_type) << eq + 1 << ", "
<< variable_table.getSortID(var) + 1 << RPAR(output_type);
jacobian_output << g1.str() << "=" << g1.str() << "+";
d1->writeOutput(jacobian_output, output_type, temporary_terms);
jacobian_output << ";" << endl;
}
}
// Writing Hessian
if (computeHessian)
for(second_derivatives_type::const_iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
{
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second;
NodeID d2 = it->second;
int id1 = variable_table.getSortID(var1);
int id2 = variable_table.getSortID(var2);
int col_nb = id1*nvars+id2+1;
int col_nb_sym = id2*nvars+id1+1;
hessian_output << " g2" << LPAR(output_type) << eq+1 << ", " << col_nb
<< RPAR(output_type) << " = ";
d2->writeOutput(hessian_output, output_type, temporary_terms);
hessian_output << ";" << endl;
// Treating symetric elements
if (id1 != id2)
lsymetric << " g2" << LPAR(output_type) << eq+1 << ", " << col_nb_sym
<< RPAR(output_type) << " = " << "g2" << LPAR(output_type) << eq+1
<< ", " << col_nb << RPAR(output_type) << ";" << endl;
}
// Writing third derivatives
if (computeThirdDerivatives)
for(third_derivatives_type::const_iterator it = third_derivatives.begin();
it != third_derivatives.end(); it++)
{
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second.first;
int var3 = it->first.second.second.second;
NodeID d3 = it->second;
int id1 = variable_table.getSortID(var1);
int id2 = variable_table.getSortID(var2);
int id3 = variable_table.getSortID(var3);
// Reference column number for the g3 matrix
int ref_col = id1 * nvars_sq + id2 * nvars + id3 + 1;
third_derivatives_output << " g3" << LPAR(output_type) << eq+1 << ", " << ref_col
<< RPAR(output_type) << " = ";
d3->writeOutput(third_derivatives_output, output_type, temporary_terms);
third_derivatives_output << ";" << endl;
// Compute the column numbers for the 5 other permutations of (id1,id2,id3) and store them in a set (to avoid duplicates if two indexes are equal)
set<int> cols;
cols.insert(id1 * nvars_sq + id3 * nvars + id2 + 1);
cols.insert(id2 * nvars_sq + id1 * nvars + id3 + 1);
cols.insert(id2 * nvars_sq + id3 * nvars + id1 + 1);
cols.insert(id3 * nvars_sq + id1 * nvars + id2 + 1);
cols.insert(id3 * nvars_sq + id2 * nvars + id1 + 1);
for(set<int>::iterator it2 = cols.begin(); it2 != cols.end(); it2++)
if (*it2 != ref_col)
third_derivatives_output << " g3" << LPAR(output_type) << eq+1 << ", " << *it2
<< RPAR(output_type) << " = " << "g3" << LPAR(output_type)
<< eq+1 << ", " << ref_col << RPAR(output_type)
<< ";" << endl;
}
if (mode == eStandardMode)
{
DynamicOutput << "global M_ it_\n";
DynamicOutput << "if M_.param_nbr > 0\n params = M_.params;\nend\n";
DynamicOutput << "\n\t"+interfaces::comment()+"\n\t"+interfaces::comment();
DynamicOutput << "Model equations\n\t";
DynamicOutput << interfaces::comment() + "\n\n";
DynamicOutput << "residual = zeros(" << nrows << ", 1);\n";
DynamicOutput << model_output.str();
if (computeJacobian || computeJacobianExo)
{
DynamicOutput << "if nargout >= 2,\n";
// Writing initialization instruction for matrix g1
DynamicOutput << " g1 = " <<
"zeros(" << nrows << ", " << nvars << ");\n" ;
DynamicOutput << "\n\t"+interfaces::comment()+"\n\t"+interfaces::comment();
DynamicOutput << "Jacobian matrix\n\t";
DynamicOutput << interfaces::comment()+"\n\n";
DynamicOutput << jacobian_output.str();
DynamicOutput << "end\n";
}
if (computeHessian)
{
DynamicOutput << "if nargout >= 3,\n";
// Writing initialization instruction for matrix g2
int ncols = nvars_sq;
DynamicOutput << " g2 = sparse([],[],[]," << nrows << ", " << ncols << ", "
<< 5*ncols << ");\n";
DynamicOutput << "\n\t"+interfaces::comment() << "\n\t" << interfaces::comment();
DynamicOutput << "Hessian matrix\n\t" << interfaces::comment() << "\n\n";
DynamicOutput << hessian_output.str() << lsymetric.str();
DynamicOutput << "end;\n";
}
if (computeThirdDerivatives)
{
DynamicOutput << "if nargout >= 4,\n";
int ncols = nvars_sq * nvars;
DynamicOutput << " g3 = sparse([],[],[]," << nrows << ", " << ncols << ", "
<< 5*ncols << ");\n";
DynamicOutput << "\n\t" + interfaces::comment() + "\n\t" + interfaces::comment();
DynamicOutput << "Third order derivatives\n\t" << interfaces::comment() << "\n\n";
DynamicOutput << third_derivatives_output.str();
DynamicOutput << "end;\n";
}
}
else
{
DynamicOutput << "void Dynamic(double *y, double *x, double *residual, double *g1, double *g2)" << endl
<< "{" << endl
<< " double lhs, rhs;" << endl
<< endl
<< " /* Residual equations */" << endl
<< model_output.str();
if (computeJacobian || computeJacobianExo)
{
DynamicOutput << " /* Jacobian */" << endl
<< " if (g1 == NULL)" << endl
<< " return;" << endl
<< " else" << endl
<< " {" << endl
<< jacobian_output.str()
<< " }" << endl;
}
if (computeHessian)
{
DynamicOutput << " /* Hessian for endogenous and exogenous variables */" << endl
<< " if (g2 == NULL)" << endl
<< " return;" << endl
<< " else" << endl
<< " {" << endl
<< hessian_output.str()
<< lsymetric.str()
<< " }" << endl;
}
DynamicOutput << "}" << endl << endl;
}
}
void
ModelTree::writeOutput(ostream &output) const
{
/* Writing initialisation for M_.lead_lag_incidence matrix
M_.lead_lag_incidence is a matrix with as many columns as there are
endogenous variables and as many rows as there are periods in the
models (nbr of rows = M_.max_lag+M_.max_lead+1)
The matrix elements are equal to zero if a variable isn't present in the
model at a given period.
*/
output << "M_.lead_lag_incidence = [";
// Loop on endogenous variables
for (int endoID = 0; endoID < symbol_table.endo_nbr; endoID++)
{
output << "\n\t";
// Loop on periods
for (int lag = -variable_table.max_endo_lag; lag <= variable_table.max_endo_lead; lag++)
{
// Getting name of symbol
string name = symbol_table.getNameByID(eEndogenous, endoID);
// and its variableID if exists with current period
int varID = variable_table.getID(name, lag);
if (varID >= 0)
output << " " << variable_table.getPrintIndex(varID) + 1;
else
output << " 0";
}
output << ";";
}
output << "]';\n";
// Writing initialization for some other variables
output << "M_.exo_names_orig_ord = [1:" << symbol_table.exo_nbr << "];\n";
output << "M_.maximum_lag = " << variable_table.max_lag << ";\n";
output << "M_.maximum_lead = " << variable_table.max_lead << ";\n";
if (symbol_table.endo_nbr)
{
output << "M_.maximum_endo_lag = " << variable_table.max_endo_lag << ";\n";
output << "M_.maximum_endo_lead = " << variable_table.max_endo_lead << ";\n";
output << "oo_.steady_state = zeros(" << symbol_table.endo_nbr << ", 1);\n";
}
if (symbol_table.exo_nbr)
{
output << "M_.maximum_exo_lag = " << variable_table.max_exo_lag << ";\n";
output << "M_.maximum_exo_lead = " << variable_table.max_exo_lead << ";\n";
output << "oo_.exo_steady_state = zeros(" << symbol_table.exo_nbr << ", 1);\n";
}
if (symbol_table.exo_det_nbr)
{
output << "M_.maximum_exo_det_lag = " << variable_table.max_exo_det_lag << ";\n";
output << "M_.maximum_exo_det_lead = " << variable_table.max_exo_det_lead << ";\n";
output << "oo_.exo_det_steady_state = zeros(" << symbol_table.exo_det_nbr << ", 1);\n";
}
if (symbol_table.recur_nbr)
{
output << "M_.maximum_recur_lag = " << variable_table.max_recur_lag << ";\n";
output << "M_.maximum_recur_lead = " << variable_table.max_recur_lead << ";\n";
output << "oo_.recur_steady_state = zeros(" << symbol_table.recur_nbr << ", 1);\n";
}
if (symbol_table.parameter_nbr)
output << "M_.params = NaN(" << symbol_table.parameter_nbr << ", 1);\n";
}
void
ModelTree::addEquation(NodeID eq)
{
BinaryOpNode *beq = dynamic_cast<BinaryOpNode *>(eq);
if (beq == NULL || beq->op_code != oEqual)
{
cerr << "ModelTree::addEquation: you didn't provide an equal node!" << endl;
exit(-1);
}
equations.push_back(beq);
}
void
ModelTree::checkPass() const
{
// Exit if there is no equation in model file
if (equations.size() == 0)
{
cerr << "No equation found in model file" << endl;
exit(-1);
}
}
void
ModelTree::evaluateJacobian(const eval_context_type &eval_context, jacob_map *j_m)
{
int i=0;
int j=0;
bool *IM=NULL;
int a_variable_lag=-9999;
for(first_derivatives_type::iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
if (variable_table.getType(it->first.second) == eEndogenous)
{
NodeID Id = it->second;
double val = Id->eval(eval_context);
int eq=it->first.first;
int var=variable_table.getSymbolID(it->first.second);
int k1=variable_table.getLag(it->first.second);
if (a_variable_lag!=k1)
{
IM=block_triangular.bGet_IM(k1);
a_variable_lag=k1;
}
if(k1==0)
{
j++;
(*j_m)[make_pair(eq,var)]=val;
}
if (IM[eq*symbol_table.endo_nbr+var] && (fabs(val) < cutoff))
{
//cout << "the coefficient related to variable " << var << " with lag " << k1 << " in equation " << eq << " is equal to " << interprete_.u1 << " and is set to 0 in the incidence matrix\n";
block_triangular.unfill_IM(eq, var, k1);
i++;
}
}
}
if (i>0)
{
cout << i << " elements among " << first_derivatives.size() << " in the incidence matrices are below the cutoff (" << cutoff << ") and are discarded\n";
cout << "the contemporaneous incidence matrix has " << j << " elements\n";
}
}
void
ModelTree::BlockLinear(Model_Block *ModelBlock)
{
int i,j,l,m,ll;
for(j = 0;j < ModelBlock->Size;j++)
{
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE ||
ModelBlock->Block_List[j].Simulation_Type==SOLVE_FOREWARD_COMPLETE)
{
ll=ModelBlock->Block_List[j].Max_Lag;
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[ll].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[ll].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[ll].Var_Index[i];
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getmVariableSelector(var,0)));
if(it!= first_derivatives.end())
{
NodeID Id = it->second;
/*cout << "i=" << i << " j=" << j << "\n";
cout << "eq=" << eq << " var=" << var << "\n";
cout << "Id=" << Id << "\n";*/
Id->collectEndogenous(Id);
if (Id->present_endogenous_size()>0)
{
for(l=0;l<ModelBlock->Block_List[j].Size;l++)
{
if (Id->present_endogenous_find(ModelBlock->Block_List[j].Variable[l],0))
{
ModelBlock->Block_List[j].is_linear=false;
goto follow;
}
}
}
}
}
}
else if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
{
for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
int k1=m-ModelBlock->Block_List[j].Max_Lag;
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getmVariableSelector(var,k1)));
NodeID Id = it->second;
if(it!= first_derivatives.end())
{
Id->collectEndogenous(Id);
if (Id->present_endogenous_size()>0)
{
for(l=0;l<ModelBlock->Block_List[j].Size;l++)
{
if (Id->present_endogenous_find(ModelBlock->Block_List[j].Variable[l],k1))
{
ModelBlock->Block_List[j].is_linear=false;
goto follow;
}
}
}
}
}
}
}
follow:
i=0;
}
}
void
ModelTree::computingPass(const eval_context_type &eval_context)
{
cout << equations.size() << " equation(s) found" << endl;
// Sorting variable table
variable_table.Sort();
variable_table.setmVariableSelector();
// Determine derivation order
int order = 1;
if (computeThirdDerivatives)
order = 3;
else if (computeHessian || computeStaticHessian)
order = 2;
// Launch computations
derive(order);
if (mode == eSparseDLLMode)
{
jacob_map j_m;
int Size;
int HSize;
int *Table=variable_table.GetVariableTable(&Size,&HSize);
evaluateJacobian(eval_context, &j_m);
if (block_triangular.bt_verbose)
{
cout << "The gross incidence matrix \n";
block_triangular.Print_IM( symbol_table.endo_nbr);
}
block_triangular.SetVariableTable(Table, Size, HSize);
block_triangular.Normalize_and_BlockDecompose_Static_0_Model(j_m);
BlockLinear(block_triangular.ModelBlock);
computeTemporaryTermsOrdered(order, block_triangular.ModelBlock);
}
else
computeTemporaryTerms(order);
}
void
ModelTree::writeStaticFile(const string &basename) const
{
switch(mode)
{
case eStandardMode:
case eSparseDLLMode:
writeStaticMFile(basename + "_static");
break;
case eDLLMode:
writeStaticCFile(basename + "_static");
break;
}
}
void
ModelTree::writeDynamicFile(const string &basename) const
{
switch(mode)
{
case eStandardMode:
writeDynamicMFile(basename + "_dynamic");
break;
case eDLLMode:
writeDynamicCFile(basename + "_dynamic");
break;
case eSparseDLLMode:
writeSparseDLLDynamicCFileAndBinFile(basename + "_dynamic", basename);
writeSparseDLLDynamicHFile(basename + "_dynamic");
break;
}
}
Reference in New Issue View Git Blame Copy Permalink