731 lines
24 KiB
C++
731 lines
24 KiB
C++
/*
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* Copyright (C) 2006-2013 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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#include <cassert>
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#include "ModFile.hh"
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#include "DynamicModel.hh"
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#include "StaticModel.hh"
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#include "SteadyStateModel.hh"
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void
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ModFile::writeExternalFiles(const string &basename, FileOutputType output, LanguageOutputType language) const
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{
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switch(language)
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{
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case c:
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writeExternalFilesC(basename, output);
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break;
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case cpp:
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writeExternalFilesCC(basename, output);
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break;
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default:
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cerr << "This case shouldn't happen. Contact the authors of Dynare" << endl;
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exit(EXIT_FAILURE);
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}
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}
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// C interface
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void
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ModFile::writeExternalFilesC(const string &basename, FileOutputType output) const
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{
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writeModelC(basename);
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steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present);
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dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
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if (!no_static)
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static_model.writeStaticFile(basename, false, false, true);
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// static_model.writeStaticCFile(basename, block, byte_code, use_dll);
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// static_model.writeParamsDerivativesFileC(basename, cuda);
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// static_model.writeAuxVarInitvalC(mOutputFile, oMatlabOutsideModel, cuda);
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// dynamic_model.writeResidualsC(basename, cuda);
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// dynamic_model.writeParamsDerivativesFileC(basename, cuda);
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dynamic_model.writeFirstDerivativesC(basename, cuda);
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if (output == second)
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dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
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else if (output == third)
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{
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dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
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dynamic_model.writeThirdDerivativesC_csr(basename, cuda);
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}
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}
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void
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ModFile::writeModelC(const string &basename) const
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{
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string filename = basename + ".c";
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ofstream mDriverCFile;
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mDriverCFile.open(filename.c_str(), ios::out | ios::binary);
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if (!mDriverCFile.is_open())
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{
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cerr << "Error: Can't open file " << filename << " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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mDriverCFile << "/*" << endl
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<< " * " << filename << " : Driver file for Dynare C code" << endl
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<< " *" << endl
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<< " * Warning : this file is generated automatically by Dynare" << endl
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<< " * from model file (.mod)" << endl
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<< " */" << endl
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<< endl
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<< "#include \"dynare_driver.h\"" << endl
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<< endl
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<< "struct" << endl
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<< "{" << endl;
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// Write basic info
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symbol_table.writeCOutput(mDriverCFile);
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mDriverCFile << endl << "params.resize(param_nbr);" << endl;
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if (dynamic_model.equation_number() > 0)
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{
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dynamic_model.writeCOutput(mDriverCFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
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// if (!no_static)
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// static_model.writeCOutput(mOutputFile, block);
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}
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// Print statements
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for (vector<Statement *>::const_iterator it = statements.begin();
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it != statements.end(); it++)
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(*it)->writeCOutput(mDriverCFile, basename);
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mDriverCFile << "} DynareInfo;" << endl;
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mDriverCFile.close();
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// Write informational m file
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ofstream mOutputFile;
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if (basename.size())
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{
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string fname(basename);
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fname += ".m";
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mOutputFile.open(fname.c_str(), ios::out | ios::binary);
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if (!mOutputFile.is_open())
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{
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cerr << "ERROR: Can't open file " << fname
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<< " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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}
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else
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{
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cerr << "ERROR: Missing file name" << endl;
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exit(EXIT_FAILURE);
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}
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mOutputFile << "%" << endl
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<< "% Status : informational m file" << endl
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<< "%" << endl
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<< "% Warning : this file is generated automatically by Dynare" << endl
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<< "% from model file (.mod)" << endl << endl
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<< "disp('The following C file was successfully created:');" << endl
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<< "ls preprocessorOutput.c" << endl << endl;
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mOutputFile.close();
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}
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void
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DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present) const
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{
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int lag_presence[3];
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// Loop on endogenous variables
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vector<int> zeta_back, zeta_mixed, zeta_fwrd, zeta_static;
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for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
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{
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// Loop on periods
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for (int lag = 0; lag <= 2; lag++)
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{
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lag_presence[lag] = 1;
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try
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{
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getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
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}
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catch (UnknownDerivIDException &e)
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{
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lag_presence[lag] = 0;
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}
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}
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if (lag_presence[0] == 1)
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if (lag_presence[2] == 1)
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zeta_mixed.push_back(endoID);
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else
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zeta_back.push_back(endoID);
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else if (lag_presence[2] == 1)
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zeta_fwrd.push_back(endoID);
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else
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zeta_static.push_back(endoID);
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}
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output << "size_t nstatic = " << zeta_static.size() << ";" << endl
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<< "size_t nfwrd = " << zeta_fwrd.size() << ";" << endl
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<< "size_t nback = " << zeta_back.size() << ";" << endl
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<< "size_t nmixed = " << zeta_mixed.size() << ";" << endl;
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output << "size_t zeta_static[" << zeta_static.size() << "] = {";
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for (vector<int>::iterator i = zeta_static.begin(); i != zeta_static.end(); ++i)
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{
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if ( i != zeta_static.begin() )
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output << ",";
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output << *i;
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}
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output << "};" << endl;
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output << "size_t zeta_back[" << zeta_back.size() << "] = {";
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for (vector<int>::iterator i = zeta_back.begin(); i != zeta_back.end(); ++i)
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{
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if ( i != zeta_back.begin() )
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output << ",";
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output << *i;
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}
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output << "};" << endl;
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output << "size_t zeta_fwrd[" << zeta_fwrd.size() << "] = {";
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for (vector<int>::iterator i = zeta_fwrd.begin(); i != zeta_fwrd.end(); ++i)
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{
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if ( i != zeta_fwrd.begin() )
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output << ",";
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output << *i;
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}
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output << "};" << endl;
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output << "size_t zeta_mixed[" << zeta_mixed.size() << "] = {";
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for (vector<int>::iterator i = zeta_mixed.begin(); i != zeta_mixed.end(); ++i)
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{
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if ( i != zeta_mixed.begin() )
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output << ",";
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output << *i;
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}
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output << "};" << endl;
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// Write number of non-zero derivatives
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// Use -1 if the derivatives have not been computed
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output << "int *NNZDerivatives[3] = {";
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switch (order)
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{
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case 0:
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output << NNZDerivatives[0] << ",-1,-1};" << endl;
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break;
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case 1:
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output << NNZDerivatives[0] << "," << NNZDerivatives[1] << ",-1};" << endl;
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break;
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case 2:
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output << NNZDerivatives[0] << "," << NNZDerivatives[1] << "," << NNZDerivatives[2] << "};" << endl;
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break;
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default:
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cerr << "Order larger than 3 not implemented" << endl;
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exit(EXIT_FAILURE);
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}
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}
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void
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DynamicModel::writeFirstDerivativesC(const string &basename, bool cuda) const
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{
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string filename = basename + "_first_derivatives.c";
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ofstream mDynamicModelFile, mDynamicMexFile;
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mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
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if (!mDynamicModelFile.is_open())
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{
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cerr << "Error: Can't open file " << filename << " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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mDynamicModelFile << "/*" << endl
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<< " * " << filename << " : Computes first order derivatives of the model for Dynare" << endl
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<< " *" << endl
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<< " * Warning : this file is generated automatically by Dynare" << endl
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<< " * from model " << basename << "(.mod)" << endl
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<< " */" << endl
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<< "#include <math.h>" << endl;
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mDynamicModelFile << "#include <stdlib.h>" << endl;
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mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
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<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
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// Write function definition if oPowerDeriv is used
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writePowerDerivCHeader(mDynamicModelFile);
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mDynamicModelFile << "void FirstDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
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<< "{" << endl;
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// this is always empty here, but needed by d1->writeOutput
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deriv_node_temp_terms_t tef_terms;
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// Writing Jacobian
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for (first_derivatives_t::const_iterator it = first_derivatives.begin();
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it != first_derivatives.end(); it++)
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{
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int eq = it->first.first;
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int var = it->first.second;
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expr_t d1 = it->second;
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jacobianHelper(mDynamicModelFile, eq, getDynJacobianCol(var), oCDynamicModel);
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mDynamicModelFile << "=";
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// oCstaticModel makes reference to the static variables
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d1->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
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mDynamicModelFile << ";" << endl;
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}
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mDynamicModelFile << "}" << endl;
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writePowerDeriv(mDynamicModelFile, true);
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mDynamicModelFile.close();
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}
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// using compressed sparse row format (CSR)
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void
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DynamicModel::writeSecondDerivativesC_csr(const string &basename, bool cuda) const
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{
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string filename = basename + "_second_derivatives.c";
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ofstream mDynamicModelFile, mDynamicMexFile;
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mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
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if (!mDynamicModelFile.is_open())
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{
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cerr << "Error: Can't open file " << filename << " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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mDynamicModelFile << "/*" << endl
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<< " * " << filename << " : Computes second order derivatives of the model for Dynare" << endl
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<< " *" << endl
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<< " * Warning : this file is generated automatically by Dynare" << endl
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<< " * from model " << basename << "(.mod)" << endl
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<< " */" << endl
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<< "#include <math.h>" << endl;
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mDynamicModelFile << "#include <stdlib.h>" << endl;
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mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
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<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
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// write function definition if oPowerDeriv is used
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writePowerDerivCHeader(mDynamicModelFile);
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mDynamicModelFile << "void SecondDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, int *row_ptr, int *col_ptr, double *value)" << endl
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<< "{" << endl;
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// this is always empty here, but needed by d1->writeOutput
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deriv_node_temp_terms_t tef_terms;
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// Indexing derivatives in column order
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vector<derivative> D;
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int hessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
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for (second_derivatives_t::const_iterator it = second_derivatives.begin();
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it != second_derivatives.end(); it++)
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{
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int eq = it->first.first;
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int var1 = it->first.second.first;
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int var2 = it->first.second.second;
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int id1 = getDynJacobianCol(var1);
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int id2 = getDynJacobianCol(var2);
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int col_nb = id1 * dynJacobianColsNbr + id2;
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derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
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D.push_back(deriv);
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if (id1 != id2)
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{
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col_nb = id2 * dynJacobianColsNbr + id1;
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derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
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D.push_back(deriv);
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}
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}
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sort(D.begin(), D.end(), derivative_less_than() );
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// Writing Hessian
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vector<int> row_ptr(equations.size());
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fill(row_ptr.begin(),row_ptr.end(),0.0);
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int k = 0;
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for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
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{
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row_ptr[it->row_nbr]++;
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mDynamicModelFile << "col_ptr[" << k << "] "
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<< "=" << it->col_nbr << ";" << endl;
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mDynamicModelFile << "value[" << k << "] = ";
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// oCstaticModel makes reference to the static variables
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it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
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mDynamicModelFile << ";" << endl;
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k++;
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}
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// row_ptr must point to the relative address of the first element of the row
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int cumsum = 0;
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mDynamicModelFile << "row_ptr = [ 0";
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for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
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{
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cumsum += *it;
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mDynamicModelFile << ", " << cumsum;
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}
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mDynamicModelFile << "];" << endl;
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mDynamicModelFile << "}" << endl;
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writePowerDeriv(mDynamicModelFile, true);
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mDynamicModelFile.close();
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}
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void
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DynamicModel::writeThirdDerivativesC_csr(const string &basename, bool cuda) const
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{
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string filename = basename + "_third_derivatives.c";
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ofstream mDynamicModelFile, mDynamicMexFile;
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mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
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if (!mDynamicModelFile.is_open())
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{
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cerr << "Error: Can't open file " << filename << " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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mDynamicModelFile << "/*" << endl
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<< " * " << filename << " : Computes third order derivatives of the model for Dynare" << endl
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<< " *" << endl
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<< " * Warning : this file is generated automatically by Dynare" << endl
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<< " * from model " << basename << "(.mod)" << endl
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<< " */" << endl
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<< "#include <math.h>" << endl;
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mDynamicModelFile << "#include <stdlib.h>" << endl;
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mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
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<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
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// Write function definition if oPowerDeriv is used
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writePowerDerivCHeader(mDynamicModelFile);
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mDynamicModelFile << "void ThirdDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
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<< "{" << endl;
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// this is always empty here, but needed by d1->writeOutput
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deriv_node_temp_terms_t tef_terms;
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vector<derivative> D;
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int hessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
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int thirdDerivativesColsNbr = hessianColsNbr*dynJacobianColsNbr;
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for (third_derivatives_t::const_iterator it = third_derivatives.begin();
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it != third_derivatives.end(); it++)
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{
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int eq = it->first.first;
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int var1 = it->first.second.first;
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int var2 = it->first.second.second.first;
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int var3 = it->first.second.second.second;
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int id1 = getDynJacobianCol(var1);
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int id2 = getDynJacobianCol(var2);
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int id3 = getDynJacobianCol(var3);
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// Reference column number for the g3 matrix (with symmetrical derivatives)
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vector<long unsigned int> cols;
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long unsigned int col_nb = id1 * hessianColsNbr + id2 * dynJacobianColsNbr + id3;
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int thirdDColsNbr = hessianColsNbr*dynJacobianColsNbr;
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derivative deriv(col_nb + eq*thirdDColsNbr,col_nb,eq,it->second);
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D.push_back(deriv);
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cols.push_back(col_nb);
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col_nb = id1 * hessianColsNbr + id3 * dynJacobianColsNbr + id2;
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if (find(cols.begin(),cols.end(),col_nb) == cols.end())
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{
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derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
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D.push_back(deriv);
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cols.push_back(col_nb);
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}
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col_nb = id2 * hessianColsNbr + id1 * dynJacobianColsNbr + id3;
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if (find(cols.begin(),cols.end(),col_nb) == cols.end())
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{
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derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
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D.push_back(deriv);
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cols.push_back(col_nb);
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}
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col_nb = id2 * hessianColsNbr + id3 * dynJacobianColsNbr + id1;
|
|
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
|
|
{
|
|
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
|
|
D.push_back(deriv);
|
|
cols.push_back(col_nb);
|
|
}
|
|
col_nb = id3 * hessianColsNbr + id1 * dynJacobianColsNbr + id2;
|
|
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
|
|
{
|
|
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
|
|
D.push_back(deriv);
|
|
cols.push_back(col_nb);
|
|
}
|
|
col_nb = id3 * hessianColsNbr + id2 * dynJacobianColsNbr + id1;
|
|
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
|
|
{
|
|
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
|
|
D.push_back(deriv);
|
|
}
|
|
}
|
|
|
|
sort(D.begin(), D.end(), derivative_less_than() );
|
|
|
|
vector<int> row_ptr(equations.size());
|
|
fill(row_ptr.begin(),row_ptr.end(),0.0);
|
|
int k = 0;
|
|
for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
|
|
{
|
|
row_ptr[it->row_nbr]++;
|
|
mDynamicModelFile << "col_ptr[" << k << "] "
|
|
<< "=" << it->col_nbr << ";" << endl;
|
|
mDynamicModelFile << "value[" << k << "] = ";
|
|
// oCstaticModel makes reference to the static variables
|
|
it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
|
|
mDynamicModelFile << ";" << endl;
|
|
k++;
|
|
}
|
|
|
|
// row_ptr must point to the relative address of the first element of the row
|
|
int cumsum = 0;
|
|
mDynamicModelFile << "row_ptr = [ 0";
|
|
for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
|
|
{
|
|
cumsum += *it;
|
|
mDynamicModelFile << ", " << cumsum;
|
|
}
|
|
mDynamicModelFile << "];" << endl;
|
|
|
|
mDynamicModelFile << "}" << endl;
|
|
|
|
writePowerDeriv(mDynamicModelFile, true);
|
|
mDynamicModelFile.close();
|
|
|
|
}
|
|
|
|
void
|
|
SteadyStateModel::writeSteadyStateFileC(const string &basename, bool ramsey_model) const
|
|
{
|
|
string filename = basename + "_steadystate.c";
|
|
|
|
ofstream output;
|
|
output.open(filename.c_str(), ios::out | ios::binary);
|
|
if (!output.is_open())
|
|
{
|
|
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
output << "#include <math.h>" << endl;
|
|
|
|
output << "void steadystate("
|
|
<< "const double *exo_, const double *params, double *ys_, int *info)" << endl
|
|
<< "// Steady state file generated by Dynare preprocessor" << endl
|
|
<< "{" << endl
|
|
<< " *info = 0;" << endl;
|
|
|
|
if (def_table.size() == 0)
|
|
{
|
|
output << " return;" << endl
|
|
<< "}" << endl;
|
|
return;
|
|
}
|
|
|
|
for (size_t i = 0; i < def_table.size(); i++)
|
|
{
|
|
const vector<int> &symb_ids = def_table[i].first;
|
|
output << " ";
|
|
if (symb_ids.size() > 1)
|
|
std::cout << "Error: in C, multiple returns are not permitted in steady_state_model" << std::endl;
|
|
variable_node_map_t::const_iterator it = variable_node_map.find(make_pair(symb_ids[0], 0));
|
|
assert(it != variable_node_map.end());
|
|
if (it->second->get_type() == eModFileLocalVariable)
|
|
output << "double ";
|
|
dynamic_cast<ExprNode *>(it->second)->writeOutput(output, oCSteadyStateFile);
|
|
output << "=";
|
|
def_table[i].second->writeOutput(output, oCSteadyStateFile);
|
|
output << ";" << endl;
|
|
}
|
|
output << " // Auxiliary equations" << endl;
|
|
static_model.writeAuxVarInitval(output, oCSteadyStateFile);
|
|
output << "}" << endl;
|
|
}
|
|
|
|
|
|
//
|
|
// C++ interface
|
|
//
|
|
void
|
|
ModFile::writeExternalFilesCC(const string &basename, FileOutputType output) const
|
|
{
|
|
writeModelCC(basename);
|
|
steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present);
|
|
|
|
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
|
|
|
|
if (!no_static)
|
|
static_model.writeStaticFile(basename, false, false, true);
|
|
|
|
|
|
// static_model.writeStaticCFile(basename, block, byte_code, use_dll);
|
|
// static_model.writeParamsDerivativesFileC(basename, cuda);
|
|
// static_model.writeAuxVarInitvalC(mOutputFile, oMatlabOutsideModel, cuda);
|
|
|
|
// dynamic_model.writeResidualsC(basename, cuda);
|
|
// dynamic_model.writeParamsDerivativesFileC(basename, cuda);
|
|
dynamic_model.writeFirstDerivativesC(basename, cuda);
|
|
|
|
if (output == second)
|
|
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
|
|
else if (output == third)
|
|
{
|
|
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
|
|
dynamic_model.writeThirdDerivativesC_csr(basename, cuda);
|
|
}
|
|
}
|
|
|
|
void
|
|
ModFile::writeModelCC(const string &basename) const
|
|
{
|
|
string filename = basename + ".cc";
|
|
|
|
ofstream mDriverCFile;
|
|
mDriverCFile.open(filename.c_str(), ios::out | ios::binary);
|
|
if (!mDriverCFile.is_open())
|
|
{
|
|
cerr << "Error: Can't open file " << filename << " for writing" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
mDriverCFile << "/*" << endl
|
|
<< " * " << filename << " : Driver file for Dynare C++ code" << endl
|
|
<< " *" << endl
|
|
<< " * Warning : this file is generated automatically by Dynare" << endl
|
|
<< " * from model file (.mod)" << endl
|
|
<< " */" << endl
|
|
<< endl
|
|
<< "#include \"dynare_cpp_driver.hh\"" << endl
|
|
<< endl
|
|
<< "DynareInfo::DynareInfo(void)" << endl
|
|
<< "{" << endl;
|
|
|
|
// Write basic info
|
|
symbol_table.writeCCOutput(mDriverCFile);
|
|
|
|
mDriverCFile << endl << "params.resize(param_nbr);" << endl;
|
|
|
|
if (dynamic_model.equation_number() > 0)
|
|
{
|
|
dynamic_model.writeCCOutput(mDriverCFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
|
|
// if (!no_static)
|
|
// static_model.writeCOutput(mOutputFile, block);
|
|
}
|
|
|
|
// Print statements
|
|
for (vector<Statement *>::const_iterator it = statements.begin();
|
|
it != statements.end(); it++)
|
|
(*it)->writeCOutput(mDriverCFile, basename);
|
|
|
|
mDriverCFile << "};" << endl;
|
|
mDriverCFile.close();
|
|
|
|
// Write informational m file
|
|
ofstream mOutputFile;
|
|
|
|
if (basename.size())
|
|
{
|
|
string fname(basename);
|
|
fname += ".m";
|
|
mOutputFile.open(fname.c_str(), ios::out | ios::binary);
|
|
if (!mOutputFile.is_open())
|
|
{
|
|
cerr << "ERROR: Can't open file " << fname
|
|
<< " for writing" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
cerr << "ERROR: Missing file name" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
mOutputFile << "%" << endl
|
|
<< "% Status : informational m file" << endl
|
|
<< "%" << endl
|
|
<< "% Warning : this file is generated automatically by Dynare" << endl
|
|
<< "% from model file (.mod)" << endl << endl
|
|
<< "disp('The following C++ file was successfully created:');" << endl
|
|
<< "ls preprocessorOutput.cc" << endl << endl;
|
|
mOutputFile.close();
|
|
}
|
|
|
|
|
|
void
|
|
DynamicModel::writeCCOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present) const
|
|
{
|
|
int lag_presence[3];
|
|
// Loop on endogenous variables
|
|
for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
|
|
{
|
|
// Loop on periods
|
|
for (int lag = 0; lag <= 2; lag++)
|
|
{
|
|
lag_presence[lag] = 1;
|
|
try
|
|
{
|
|
getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
|
|
}
|
|
catch (UnknownDerivIDException &e)
|
|
{
|
|
lag_presence[lag] = 0;
|
|
}
|
|
}
|
|
if (lag_presence[0] == 1)
|
|
if (lag_presence[2] == 1)
|
|
output << "zeta_mixed.push_back(" << endoID << ");" << endl;
|
|
else
|
|
output << "zeta_back.push_back(" << endoID << ");" << endl;
|
|
else if (lag_presence[2] == 1)
|
|
output << "zeta_fwrd.push_back(" << endoID << ");" << endl;
|
|
else
|
|
output << "zeta_static.push_back(" << endoID << ");" << endl;
|
|
|
|
}
|
|
output << "nstatic = zeta_static.size();" << endl
|
|
<< "nfwrd = zeta_fwrd.size();" << endl
|
|
<< "nback = zeta_back.size();" << endl
|
|
<< "nmixed = zeta_mixed.size();" << endl;
|
|
|
|
// Write number of non-zero derivatives
|
|
// Use -1 if the derivatives have not been computed
|
|
output << endl
|
|
<< "NNZDerivatives.push_back(" << NNZDerivatives[0] << ");" << endl;
|
|
if (order > 1)
|
|
{
|
|
output << "NNZDerivatives.push_back(" << NNZDerivatives[1] << ");" << endl;
|
|
if (order > 2)
|
|
output << "NNZDerivatives.push_back(" << NNZDerivatives[2] << ");" << endl;
|
|
else
|
|
output << "NNZDerivatives.push_back(-1);" << endl;
|
|
}
|
|
else
|
|
output << "NNZDerivatives.push_back(-1);" << endl
|
|
<< "NNZDerivatives.push_back(-1);" << endl;
|
|
}
|
|
|
|
|