100 lines
3.3 KiB
C++
100 lines
3.3 KiB
C++
/*
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* Copyright (C) 2010-2017 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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///////////////////////////////////////////////////////////
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// ComputeModelSolution.h
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// Implementation of the Class ModelSolution
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// Created on: 15-Jan-2010 07:37:47
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///////////////////////////////////////////////////////////
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#if !defined(ModelSolution_5ADFF920_9C74_46f5_9FE9_88AD4D4BBF19__INCLUDED_)
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#define ModelSolution_5ADFF920_9C74_46f5_9FE9_88AD4D4BBF19__INCLUDED_
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#include "DecisionRules.hh"
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#include "SteadyStateSolver.hh"
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#include "dynamic_dll.hh"
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/**
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* compute the steady state (2nd stage), and
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* computes first order approximation
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*
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*/
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class ModelSolution
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{
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public:
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ModelSolution(const std::string &basename, size_t n_endo, size_t n_exo, const std::vector<size_t> &zeta_fwrd_arg,
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const std::vector<size_t> &zeta_back_arg, const std::vector<size_t> &zeta_mixed_arg,
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const std::vector<size_t> &zeta_static_arg, double qz_criterium);
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virtual ~ModelSolution()
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{
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};
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template <class Vec1, class Vec2, class Mat1, class Mat2>
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void
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compute(Vec1 &steadyState, const Vec2 &deepParams, Mat1 &ghx, Mat2 &ghu) throw (DecisionRules::BlanchardKahnException, GeneralizedSchurDecomposition::GSDException, SteadyStateSolver::SteadyStateException)
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{
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// compute Steady State
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steadyStateSolver.compute(steadyState, Mx, deepParams);
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// then get jacobian and
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ComputeModelSolution(steadyState, deepParams, ghx, ghu);
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}
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private:
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const size_t n_endo;
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const size_t n_exo;
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const size_t n_jcols; // Num of Jacobian columns
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std::vector<size_t> zeta_fwrd_mixed, zeta_back_mixed;
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Matrix jacobian;
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Vector residual;
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Matrix Mx;
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DecisionRules decisionRules;
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DynamicModelDLL dynamicDLLp;
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SteadyStateSolver steadyStateSolver;
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Vector llXsteadyState;
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//Matrix jacobian;
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template <class Vec1, class Vec2, class Mat1, class Mat2>
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void
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ComputeModelSolution(Vec1 &steadyState, const Vec2 &deepParams,
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Mat1 &ghx, Mat2 &ghu)
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throw (DecisionRules::BlanchardKahnException, GeneralizedSchurDecomposition::GSDException)
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{
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// set extended Steady State
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for (size_t i = 0; i < zeta_back_mixed.size(); i++)
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llXsteadyState(i) = steadyState(zeta_back_mixed[i]);
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for (size_t i = 0; i < n_endo; i++)
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llXsteadyState(zeta_back_mixed.size() + i) = steadyState(i);
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for (size_t i = 0; i < zeta_fwrd_mixed.size(); i++)
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llXsteadyState(zeta_back_mixed.size() + n_endo + i) = steadyState(zeta_fwrd_mixed[i]);
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//get jacobian
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dynamicDLLp.eval(llXsteadyState, Mx, deepParams, steadyState, residual, &jacobian, NULL, NULL);
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//compute rules
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decisionRules.compute(jacobian, ghx, ghu);
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}
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};
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#endif // !defined(5ADFF920_9C74_46f5_9FE9_88AD4D4BBF19__INCLUDED_)
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