dynare/dynare++/src/dynare3.hh

/*
 * Copyright © 2005 Ondra Kamenik
 * Copyright © 2019 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 DYNARE3_H
#define DYNARE3_H

#include "../tl/cc/t_container.hh"
#include "../tl/cc/sparse_tensor.hh"
#include "../kord/decision_rule.hh"
#include "../kord/dynamic_model.hh"

#include "dynare_model.hh"
#include "nlsolve.hh"

#include <vector>
#include <memory>

#include <matio.h>

class Dynare;

class DynareNameList : public NameList
{
  std::vector<std::string> names;
public:
  DynareNameList(const Dynare &dynare);
  int
  getNum() const override
  {
    return static_cast<int>(names.size());
  }
  const std::string &
  getName(int i) const override
  {
    return names[i];
  }
  /* This for each string of the input vector calculates its index in the
     names. And returns the resulting vector of indices. If the name cannot be
     found, then an exception is raised. */
  std::vector<int> selectIndices(const std::vector<std::string> &ns) const;
};

class DynareExogNameList : public NameList
{
  std::vector<std::string> names;
public:
  DynareExogNameList(const Dynare &dynare);
  int
  getNum() const override
  {
    return static_cast<int>(names.size());
  }
  const std::string &
  getName(int i) const override
  {
    return names[i];
  }
};

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

// The following only implements DynamicModel with help of ogdyn::DynareModel

class DynareJacobian;
class Dynare : public DynamicModel
{
  friend class DynareNameList;
  friend class DynareExogNameList;
  friend class DynareStateNameList;
  friend class DynareJacobian;
  Journal &journal;
  std::unique_ptr<ogdyn::DynareModel> model;
  std::unique_ptr<Vector> ysteady;
  TensorContainer<FSSparseTensor> md;
  std::unique_ptr<DynareNameList> dnl;
  std::unique_ptr<DynareExogNameList> denl;
  std::unique_ptr<DynareStateNameList> dsnl;
  std::unique_ptr<ogp::FormulaEvaluator> fe;
  std::unique_ptr<ogp::FormulaDerEvaluator> fde;
  const double ss_tol;
public:
  /* Parses the given model file and uses the given order to
     override order from the model file (if it is ≠ −1). */
  Dynare(const std::string &modname, int ord, double sstol, Journal &jr);
  /** Parses the given equations with explicitly given names. */
  Dynare(const std::vector<std::string> &endo,
         const std::vector<std::string> &exo,
         const std::vector<std::string> &par,
         const std::string &equations, int ord,
         double sstol, Journal &jr);
  /* Makes a deep copy of the object. */
  Dynare(const Dynare &dyn);
  Dynare(Dynare &&) = default;
  std::unique_ptr<DynamicModel>
  clone() const override
  {
    return std::make_unique<Dynare>(*this);
  }

  ~Dynare() override = default;
  int
  nstat() const override
  {
    return model->getAtoms().nstat();
  }
  int
  nboth() const override
  {
    return model->getAtoms().nboth();
  }
  int
  npred() const override
  {
    return model->getAtoms().npred();
  }
  int
  nforw() const override
  {
    return model->getAtoms().nforw();
  }
  int
  nexog() const override
  {
    return model->getAtoms().nexo();
  }
  int
  nys() const
  {
    return model->getAtoms().nys();
  }
  int
  nyss() const
  {
    return model->getAtoms().nyss();
  }
  int
  ny() const
  {
    return model->getAtoms().ny();
  }
  int
  order() const override
  {
    return model->getOrder();
  }

  const NameList &
  getAllEndoNames() const override
  {
    return *dnl;
  }
  const NameList &
  getStateNames() const override
  {
    return *dsnl;
  }
  const NameList &
  getExogNames() const override
  {
    return *denl;
  }

  TwoDMatrix &
  getVcov()
  {
    return model->getVcov();
  }
  const TwoDMatrix &
  getVcov() const override
  {
    return model->getVcov();
  }
  Vector &
  getParams()
  {
    return model->getParams();
  }
  const Vector &
  getParams() const
  {
    return model->getParams();
  }
  void
  setInitOuter(const Vector &x)
  {
    model->setInitOuter(x);
  }

  const TensorContainer<FSSparseTensor> &
  getModelDerivatives() const override
  {
    return md;
  }
  const Vector &
  getSteady() const override
  {
    return *ysteady;
  }
  Vector &
  getSteady() override
  {
    return *ysteady;
  }
  const ogdyn::DynareModel &
  getModel() const
  {
    return *model;
  }

  // here is true public interface
  void solveDeterministicSteady(Vector &steady);
  void
  solveDeterministicSteady() override
  {
    solveDeterministicSteady(*ysteady);
  }
  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 calcDerivatives(const Vector &yy, const Vector &xx);
  void calcDerivativesAtSteady() override;

  void writeMat(mat_t *fd, const std::string &prefix) const;
  void writeDump(const std::string &basename) const;
private:
  void writeModelInfo(Journal &jr) const;
};

class DynareEvalLoader : public ogp::FormulaEvalLoader, public Vector
{
public:
  DynareEvalLoader(const ogp::FineAtoms &a, Vector &out);
  void
  load(int i, double res) override
  {
    operator[](i) = res;
  }
};

class DynareDerEvalLoader : public ogp::FormulaDerEvalLoader
{
protected:
  const ogp::FineAtoms &atoms;
  TensorContainer<FSSparseTensor> &md;
public:
  DynareDerEvalLoader(const ogp::FineAtoms &a, TensorContainer<FSSparseTensor> &mod_ders,
                      int order);
  void load(int i, int iord, const int *vars, double res) override;
};

class DynareJacobian : public ogu::Jacobian, public ogp::FormulaDerEvalLoader
{
protected:
  Dynare &d;
public:
  DynareJacobian(Dynare &dyn);
  ~DynareJacobian() override = default;
  void load(int i, int iord, const int *vars, double res) override;
  void eval(const Vector &in) override;
};

class DynareVectorFunction : public ogu::VectorFunction
{
protected:
  Dynare &d;
public:
  DynareVectorFunction(Dynare &dyn)
    : d(dyn)
  {
  }
  ~DynareVectorFunction() override = default;
  int
  inDim() const override
  {
    return d.ny();
  }
  int
  outDim() const override
  {
    return d.ny();
  }
  void eval(const ConstVector &in, Vector &out) override;
};

#endif