dynare/dynare++/src/forw_subst_builder.cc

/*
 * Copyright © 2006-2011 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/>.
 */

#include "forw_subst_builder.hh"

#include "dynare_model.hh"

using namespace ogdyn;

ForwSubstBuilder::ForwSubstBuilder(DynareModel &m)
  : model(m)
{
  info.num_new_terms -= model.getParser().getTree().get_num_op();

  // go through all equations
  int neq = model.eqs.nformulas();
  for (int i = 0; i < neq; i++)
    {
      int ft = model.eqs.formula(i);
      int mlead, mlag;
      model.termspan(ft, mlead, mlag);
      // if equation is too forward looking
      if (mlead > 1)
        {
          info.num_affected_equations++;
          // break it to non-linear terms
          unordered_set<int> nlt = model.get_nonlinear_subterms(ft);
          int j = 0; // indexes subterms
          // and make substitutions for all these non-linear subterms
          for (const auto &it : nlt)
            substitute_for_term(it, i, j++);
        }
    }
  // unassign all variables with lead greater than 1
  unassign_gt_1_leads();

  /* Forget the derivatives in the tree because some variables could have been
     unassigned */
  model.eqs.getTree().forget_derivative_maps();

  info.num_new_terms += model.getParser().getTree().get_num_op();
}

void
ForwSubstBuilder::substitute_for_term(int t, int i, int j)
{
  int mlead, mlag;
  model.termspan(t, mlead, mlag);
  if (mlead > 1)
    {
      info.num_subst_terms++;
      // Example for comments: let t = f(x(+4))
      // first make lagsubst be substitution setting f(x(+4)) to f(x(+1))
      // this is lag = -3 (1-mlead)
      map<int, int> lagsubst;
      unordered_set<int> nult = model.eqs.nulary_of_term(t); // make copy of nult!
      model.variable_shift_map(nult, 1-mlead, lagsubst);
      int lagt = model.eqs.add_substitution(t, lagsubst);

      // now maxlead of lagt is +1
      // add AUXLD_*_*_1 = f(x(+1)) to the model
      std::string name = "AUXLD_" + std::to_string(i) + '_' + std::to_string(j) + "_1";
      model.atoms.register_uniq_endo(name);
      info.num_aux_variables++;
      int auxt = model.eqs.add_nulary(name);
      model.eqs.add_formula(model.eqs.add_binary(ogp::code_t::MINUS, auxt, lagt));
      aux_map.emplace(name, lagt);
      // now add variables and equations
      // AUXLD_*_*_2 = AUXLD_*_*_1(+1) through
      // AUXLD_*_*_{mlead-1} = AUXLD_*_*_{mlead-2}(+1)
      for (int ll = 1; ll <= mlead-2; ll++)
        {
          // create AUXLD_*_*_{ll}(+1)
          name = "AUXLD_" + std::to_string(i) + '_' + std::to_string(j) + '_' + std::to_string(ll) + "(+1)";
          int lastauxt_lead = model.eqs.add_nulary(name);
          // create AUXLD_*_*{ll+1}
          name = "AUXLD_" + std::to_string(i) + '_' + std::to_string(j) + '_' + std::to_string(ll+1);
          model.atoms.register_uniq_endo(name);
          info.num_aux_variables++;
          auxt = model.eqs.add_nulary(name);
          // add AUXLD_*_*_{ll+1} = AUXLD_*_*_{ll}(+1)
          model.eqs.add_formula(model.eqs.add_binary(ogp::code_t::MINUS, auxt, lastauxt_lead));
          /* add substitution to the map; TODO: this works well because in the
             context where aux_map is used the timing doesn't matter, however,
             it is misleading, needs to be changed */
          aux_map.emplace(name, lagt);
        }

      // now we have to substitute AUXLD_*_*{mlead-1}(+1) for t
      name = "AUXLD_" + std::to_string(i) + '_' + std::to_string(j) + '_' + std::to_string(mlead-1);
      model.substitute_atom_for_term(name, +1, t);
    }
}

void
ForwSubstBuilder::unassign_gt_1_leads(const string &name)
{
  int mlead, mlag;
  model.atoms.varspan(name, mlead, mlag);
  for (int ll = 2; ll <= mlead; ll++)
    {
      int t = model.atoms.index(name, ll);
      if (t != -1)
        model.atoms.unassign_variable(name, ll, t);
    }
}

void
ForwSubstBuilder::unassign_gt_1_leads()
{
  auto &endovars = model.atoms.get_endovars();
  for (const auto &endovar : endovars)
    unassign_gt_1_leads(endovar);
  auto &exovars = model.atoms.get_exovars();
  for (const auto &exovar : exovars)
    unassign_gt_1_leads(exovar);
}

ForwSubstBuilder::ForwSubstBuilder(const ForwSubstBuilder &b, DynareModel &m)
  : model(m)
{
  for (auto it : b.aux_map)
    aux_map.insert(it);
}