dynare/mex/sources/libkorder/k_ord_dynare.hh

/*
 * Copyright © 2008-2023 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 <https://www.gnu.org/licenses/>.
 */

#ifndef K_ORD_DYNARE3_H
#define K_ORD_DYNARE3_H

#include <memory>
#include <string>
#include <vector>

#include "Vector.hh"
#include "decision_rule.hh"
#include "dynamic_abstract_class.hh"
#include "dynamic_model.hh"
#include "journal.hh"
#include "sparse_tensor.hh"
#include "t_container.hh"
#include "twod_matrix.hh"

class KordpDynare;

// Trivial implementation of pure abstract class NameList in dynamic_model.h
class DynareNameList : public NameList
{
  std::vector<std::string> names;

public:
  DynareNameList(std::vector<std::string> names_arg);
  [[nodiscard]] int
  getNum() const override
  {
    return static_cast<int>(names.size());
  }
  [[nodiscard]] const std::string&
  getName(int i) const override
  {
    return names[i];
  }
};

class DynareStateNameList : public NameList
{
  std::vector<std::string> names;

public:
  DynareStateNameList(const KordpDynare& dynare, const DynareNameList& dnl,
                      const DynareNameList& denl);
  [[nodiscard]] int
  getNum() const override
  {
    return static_cast<int>(names.size());
  }
  [[nodiscard]] const std::string&
  getName(int i) const override
  {
    return names[i];
  }
};

// The following only implements DynamicModel with help of ogdyn::DynareModel
// instantiation of pure abstract DynamicModel decl. in dynamic_model.h
class KordpDynare : public DynamicModel
{
public:
  const int nStat;
  const int nBoth;
  const int nPred;
  const int nForw;
  const int nExog;
  const int nPar;
  const int nYs;           // = npred + nboth
  const int nYss;          // = nboth + nforw
  const int nY;            // = nstat + npred + nboth + nforw
  const int nJcols;        // nb of jacobian columns = nExog+nY+nYs+nYss
  const ConstVector& NNZD; /* the total number of non-zero derivative elements
                              where hessian is 2nd : NNZD(order=2) */
  const int nSteps;
  const int nOrder;

private:
  Journal& journal;
  Vector& ySteady;
  Vector& params;
  TwoDMatrix& vCov;
  TensorContainer<FSSparseTensor> md; // Model derivatives, in Dynare++ form
  DynareNameList dnl, denl;
  DynareStateNameList dsnl;
  const ConstTwoDMatrix& ll_Incidence;
  std::vector<int> dynppToDyn; // Maps Dynare++ jacobian variable indices to Dynare ones
  std::vector<int> dynToDynpp; // Maps Dynare jacobian variable indices to Dynare++ ones

  std::unique_ptr<DynamicModelAC> dynamicModelFile;

public:
  KordpDynare(const std::vector<std::string>& endo, const std::vector<std::string>& exo,
              int num_exo, int num_par, Vector& ySteady, TwoDMatrix& vCov, Vector& params,
              int nstat, int nPred, int nforw, int nboth, const ConstVector& NNZD, int nSteps,
              int ord, Journal& jr, std::unique_ptr<DynamicModelAC> dynamicModelFile_arg,
              const std::vector<int>& varOrder, const ConstTwoDMatrix& ll_Incidence);

  [[nodiscard]] int
  nstat() const override
  {
    return nStat;
  }
  [[nodiscard]] int
  nboth() const override
  {
    return nBoth;
  }
  [[nodiscard]] int
  npred() const override
  {
    return nPred;
  }
  [[nodiscard]] int
  nforw() const override
  {
    return nForw;
  }
  [[nodiscard]] int
  nexog() const override
  {
    return nExog;
  }
  [[nodiscard]] int
  ny() const
  {
    return nStat + nBoth + nPred + nForw;
  }
  [[nodiscard]] int
  nys() const
  {
    return nBoth + nPred;
  }
  [[nodiscard]] int
  order() const override
  {
    return nOrder;
  }
  [[nodiscard]] const std::vector<int>&
  getDynppToDyn() const
  {
    return dynppToDyn;
  }
  [[nodiscard]] const std::vector<int>&
  getDynToDynpp() const
  {
    return dynToDynpp;
  }
  [[nodiscard]] const NameList&
  getAllEndoNames() const override
  {
    return dnl;
  }
  [[nodiscard]] const NameList&
  getStateNames() const override
  {
    return dsnl;
  }
  [[nodiscard]] const NameList&
  getExogNames() const override
  {
    return denl;
  }
  [[nodiscard]] const TwoDMatrix&
  getVcov() const override
  {
    return vCov;
  }

  [[nodiscard]] const TensorContainer<FSSparseTensor>&
  getModelDerivatives() const override
  {
    return md;
  }
  [[nodiscard]] const Vector&
  getSteady() const override
  {
    return ySteady;
  }
  Vector&
  getSteady() override
  {
    return ySteady;
  }

  void solveDeterministicSteady() override;
  void evaluateSystem(Vector& out, const ConstVector& yy, const Vector& xx) override;
  void evaluateSystem(Vector& out, const ConstVector& yym, const ConstVector& yy,
                      const ConstVector& yyp, const Vector& xx) override;
  void calcDerivativesAtSteady() override;
  [[nodiscard]] std::unique_ptr<DynamicModel>
  clone() const override
  {
    std::cerr << "KordpDynare::clone() not implemented" << std::endl;
    exit(EXIT_FAILURE);
  }

private:
  // Given the steady state in yS, returns in llxSteady the steady state extended with leads and
  // lags
  void LLxSteady(const Vector& yS, Vector& llxSteady);
  /* Computes the permutations mapping back and forth between Dynare and
     Dynare++ orderings of variables */
  void computeJacobianPermutation(const std::vector<int>& var_order);
  // Fills model derivatives in Dynare++ form (at a given order) given the Dynare form
  void populateDerivativesContainer(const std::vector<TwoDMatrix>& dyn_md, int ord);
};

#endif