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/*
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* Copyright © 2003 - 2022 Dynare Team
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*
* 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
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* along with Dynare . If not , see < https : //www.gnu.org/licenses/>.
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*/
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# include <iostream>
# include <cmath>
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# include <cstdlib>
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# include <cassert>
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# include <algorithm>
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# include <sstream>
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# include <numeric>
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# include "StaticModel.hh"
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# include "DynamicModel.hh"
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StaticModel : : StaticModel ( SymbolTable & symbol_table_arg ,
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NumericalConstants & num_constants_arg ,
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ExternalFunctionsTable & external_functions_table_arg ) :
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ModelTree { symbol_table_arg , num_constants_arg , external_functions_table_arg }
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{
}
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StaticModel : : StaticModel ( const StaticModel & m ) :
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ModelTree { m }
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{
}
StaticModel &
StaticModel : : operator = ( const StaticModel & m )
{
ModelTree : : operator = ( m ) ;
return * this ;
}
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StaticModel : : StaticModel ( const DynamicModel & m ) :
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ModelTree { m . symbol_table , m . num_constants , m . external_functions_table }
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{
// Convert model local variables (need to be done first)
for ( int it : m . local_variables_vector )
AddLocalVariable ( it , m . local_variables_table . find ( it ) - > second - > toStatic ( * this ) ) ;
// Convert equations
int static_only_index = 0 ;
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set < int > dynamic_equations = m . equation_tags . getDynamicEqns ( ) ;
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for ( int i = 0 ; i < static_cast < int > ( m . equations . size ( ) ) ; i + + )
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try
{
// If equation is dynamic, replace it by an equation marked [static]
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if ( dynamic_equations . contains ( i ) )
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{
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auto [ static_only_equations ,
static_only_equations_lineno ,
static_only_equations_equation_tags ] = m . getStaticOnlyEquationsInfo ( ) ;
addEquation ( static_only_equations [ static_only_index ] - > toStatic ( * this ) ,
static_only_equations_lineno [ static_only_index ] ,
static_only_equations_equation_tags . getTagsByEqn ( static_only_index ) ) ;
static_only_index + + ;
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}
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else
addEquation ( m . equations [ i ] - > toStatic ( * this ) ,
m . equations_lineno [ i ] ,
m . equation_tags . getTagsByEqn ( i ) ) ;
}
catch ( DataTree : : DivisionByZeroException )
{
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cerr < < " ...division by zero error encountered when converting equation " < < i < < " to static " < < endl ;
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exit ( EXIT_FAILURE ) ;
}
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// Convert auxiliary equations
for ( auto aux_eq : m . aux_equations )
addAuxEquation ( aux_eq - > toStatic ( * this ) ) ;
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user_set_add_flags = m . user_set_add_flags ;
user_set_subst_flags = m . user_set_subst_flags ;
user_set_add_libs = m . user_set_add_libs ;
user_set_subst_libs = m . user_set_subst_libs ;
user_set_compiler = m . user_set_compiler ;
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}
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void
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StaticModel : : writeStaticPerBlockMFiles ( const string & basename ) const
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{
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temporary_terms_t temporary_terms ; // Temp terms written so far
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for ( int blk = 0 ; blk < static_cast < int > ( blocks . size ( ) ) ; blk + + )
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{
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BlockSimulationType simulation_type = blocks [ blk ] . simulation_type ;
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string filename = packageDir ( basename + " .block " ) + " /static_ " + to_string ( blk + 1 ) + " .m " ;
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ofstream output { filename , ios : : out | ios : : binary } ;
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if ( ! output . is_open ( ) )
{
cerr < < " ERROR: Can't open file " < < filename < < " for writing " < < endl ;
exit ( EXIT_FAILURE ) ;
}
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output < < " % " < < endl
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< < " % " < < filename < < " : Computes static version of one block " < < endl
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< < " % " < < endl
< < " % Warning : this file is generated automatically by Dynare " < < endl
< < " % from model file (.mod) " < < endl < < endl
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< < " % " < < endl ;
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if ( simulation_type = = BlockSimulationType : : evaluateBackward
| | simulation_type = = BlockSimulationType : : evaluateForward )
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output < < " function [y, T] = static_ " < < blk + 1 < < " (y, x, params, T) " < < endl ;
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else
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output < < " function [residual, y, T, g1] = static_ " < < blk + 1 < < " (y, x, params, T) " < < endl ;
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output < < " % //////////////////////////////////////////////////////////////////////// " < < endl
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< < " % // " < < " Block " s . substr ( static_cast < int > ( log10 ( blk + 1 ) ) ) < < blk + 1
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< < " // " < < endl
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< < " % // Simulation type "
< < BlockSim ( simulation_type ) < < " // " < < endl
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< < " % //////////////////////////////////////////////////////////////////////// " < < endl ;
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if ( simulation_type ! = BlockSimulationType : : evaluateBackward
& & simulation_type ! = BlockSimulationType : : evaluateForward )
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output < < " residual=zeros( " < < blocks [ blk ] . mfs_size < < " ,1); " < < endl
< < " g1_i=zeros( " < < blocks_derivatives [ blk ] . size ( ) < < " ,1); " < < endl
< < " g1_j=zeros( " < < blocks_derivatives [ blk ] . size ( ) < < " ,1); " < < endl
< < " g1_v=zeros( " < < blocks_derivatives [ blk ] . size ( ) < < " ,1); " < < endl
< < endl ;
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writeStaticPerBlockHelper < ExprNodeOutputType : : matlabStaticModel > ( blk , output , temporary_terms ) ;
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if ( simulation_type ! = BlockSimulationType : : evaluateBackward
& & simulation_type ! = BlockSimulationType : : evaluateForward )
output < < endl
< < " g1=sparse(g1_i, g1_j, g1_v, " < < blocks [ blk ] . mfs_size < < " , " < < blocks [ blk ] . mfs_size < < " ); " < < endl ;
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output < < " end " < < endl ;
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output . close ( ) ;
}
}
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void
StaticModel : : writeStaticPerBlockCFiles ( const string & basename ) const
{
temporary_terms_t temporary_terms ; // Temp terms written so far
for ( int blk = 0 ; blk < static_cast < int > ( blocks . size ( ) ) ; blk + + )
{
BlockSimulationType simulation_type = blocks [ blk ] . simulation_type ;
string filename = basename + " /model/src/static_ " + to_string ( blk + 1 ) + " .c " ;
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ofstream output { filename , ios : : out | ios : : binary } ;
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if ( ! output . is_open ( ) )
{
cerr < < " ERROR: Can't open file " < < filename < < " for writing " < < endl ;
exit ( EXIT_FAILURE ) ;
}
output < < " /* Block " < < blk + 1 < < endl
< < " " < < BlockSim ( simulation_type ) < < " */ " < < endl
< < endl
< < " #include <math.h> " < < endl
< < " #include <stdlib.h> " < < endl
< < R " (#include " mex . h " ) " < < endl
< < endl ;
// Write function definition if BinaryOpcode::powerDeriv is used
writePowerDerivHeader ( output ) ;
output < < endl ;
if ( simulation_type = = BlockSimulationType : : evaluateBackward
| | simulation_type = = BlockSimulationType : : evaluateForward )
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output < < " void static_ " < < blk + 1 < < " (double *restrict y, const double *restrict x, const double *restrict params, double *restrict T) " < < endl ;
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else
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output < < " void static_ " < < blk + 1 < < " (double *restrict y, const double *restrict x, const double *restrict params, double *restrict T, double *restrict residual, double *restrict g1_i, double *restrict g1_j, double *restrict g1_v) " < < endl ;
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output < < ' { ' < < endl ;
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writeStaticPerBlockHelper < ExprNodeOutputType : : CStaticModel > ( blk , output , temporary_terms ) ;
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output < < ' } ' < < endl
< < endl ;
ostringstream header ;
if ( simulation_type = = BlockSimulationType : : evaluateBackward
| | simulation_type = = BlockSimulationType : : evaluateForward )
{
header < < " void static_ " < < blk + 1 < < " _mx(mxArray *y, const mxArray *x, const mxArray *params, mxArray *T) " ;
output < < header . str ( ) < < endl
< < ' { ' < < endl
< < " static_ " < < blk + 1 < < " (mxGetPr(y), mxGetPr(x), mxGetPr(params), mxGetPr(T)); " < < endl
< < ' } ' < < endl ;
}
else
{
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header < < " void static_ " < < blk + 1 < < " _mx(mxArray *y, const mxArray *x, const mxArray *params, mxArray *T, mxArray **residual, mxArray **g1) " ;
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output < < header . str ( ) < < endl
< < ' { ' < < endl
< < " *residual = mxCreateDoubleMatrix( " < < blocks [ blk ] . mfs_size < < " ,1,mxREAL); " < < endl
< < " mxArray *g1_i = mxCreateDoubleMatrix( " < < blocks_derivatives [ blk ] . size ( ) < < " ,1,mxREAL); " < < endl
< < " mxArray *g1_j = mxCreateDoubleMatrix( " < < blocks_derivatives [ blk ] . size ( ) < < " ,1,mxREAL); " < < endl
< < " mxArray *g1_v = mxCreateDoubleMatrix( " < < blocks_derivatives [ blk ] . size ( ) < < " ,1,mxREAL); " < < endl
< < " static_ " < < blk + 1 < < " (mxGetPr(y), mxGetPr(x), mxGetPr(params), mxGetPr(T), mxGetPr(*residual), mxGetPr(g1_i), mxGetPr(g1_j), mxGetPr(g1_v)); " < < endl
< < " mxArray *plhs[1]; " < < endl
< < " mxArray *m = mxCreateDoubleScalar( " < < blocks [ blk ] . mfs_size < < " ); " < < endl
< < " mxArray *n = mxCreateDoubleScalar( " < < blocks [ blk ] . mfs_size < < " ); " < < endl
< < " mxArray *prhs[5] = { g1_i, g1_j, g1_v, m, n }; " < < endl
< < R " ( mexCallMATLAB(1, plhs, 5, prhs, " sparse " );) " < < endl
< < " *g1 = plhs[0]; " < < endl
< < " mxDestroyArray(g1_i); " < < endl
< < " mxDestroyArray(g1_j); " < < endl
< < " mxDestroyArray(g1_v); " < < endl
< < " mxDestroyArray(m); " < < endl
< < " mxDestroyArray(n); " < < endl
< < ' } ' < < endl ;
}
output . close ( ) ;
filename = basename + " /model/src/static_ " + to_string ( blk + 1 ) + " .h " ;
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ofstream header_output { filename , ios : : out | ios : : binary } ;
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if ( ! header_output . is_open ( ) )
{
cerr < < " ERROR: Can't open file " < < filename < < " for writing " < < endl ;
exit ( EXIT_FAILURE ) ;
}
header_output < < header . str ( ) < < ' ; ' < < endl ;
header_output . close ( ) ;
}
}
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void
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StaticModel : : writeStaticBytecode ( const string & basename ) const
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{
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// First write the .bin file
int u_count_int { writeBytecodeBinFile ( basename + " /model/bytecode/static.bin " , false ) } ;
BytecodeWriter code_file { basename + " /model/bytecode/static.cod " } ;
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vector < int > eq_idx ( equations . size ( ) ) ;
iota ( eq_idx . begin ( ) , eq_idx . end ( ) , 0 ) ;
vector < int > endo_idx ( symbol_table . endo_nbr ( ) ) ;
iota ( endo_idx . begin ( ) , endo_idx . end ( ) , 0 ) ;
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// Declare temporary terms and the (single) block
code_file < < FDIMST_ { static_cast < int > ( temporary_terms_derivatives [ 0 ] . size ( )
+ temporary_terms_derivatives [ 1 ] . size ( ) ) }
< < FBEGINBLOCK_ { symbol_table . endo_nbr ( ) ,
BlockSimulationType : : solveForwardComplete ,
0 ,
symbol_table . endo_nbr ( ) ,
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endo_idx ,
eq_idx ,
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false ,
symbol_table . endo_nbr ( ) ,
0 ,
0 ,
u_count_int ,
symbol_table . endo_nbr ( ) } ;
writeBytecodeHelper < false > ( code_file ) ;
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}
void
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StaticModel : : writeStaticBlockBytecode ( const string & basename ) const
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{
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BytecodeWriter code_file { basename + " /model/bytecode/static.cod " } ;
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const string bin_filename { basename + " /model/bytecode/static.bin " } ;
ofstream bin_file { bin_filename , ios : : out | ios : : binary } ;
if ( ! bin_file . is_open ( ) )
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{
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cerr < < R " (Error : Can't open file " ) " << bin_filename << R " ( " for writing) " < < endl ;
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exit ( EXIT_FAILURE ) ;
}
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// Temporary variables declaration
code_file < < FDIMST_ { static_cast < int > ( blocks_temporary_terms_idxs . size ( ) ) } ;
for ( int block { 0 } ; block < static_cast < int > ( blocks . size ( ) ) ; block + + )
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{
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const BlockSimulationType simulation_type { blocks [ block ] . simulation_type } ;
const int block_size { blocks [ block ] . size } ;
const int u_count { simulation_type = = BlockSimulationType : : solveBackwardComplete
| | simulation_type = = BlockSimulationType : : solveForwardComplete
? writeBlockBytecodeBinFile ( bin_file , block )
: 0 } ;
code_file < < FBEGINBLOCK_ { blocks [ block ] . mfs_size ,
simulation_type ,
blocks [ block ] . first_equation ,
block_size ,
endo_idx_block2orig ,
eq_idx_block2orig ,
blocks [ block ] . linear ,
symbol_table . endo_nbr ( ) ,
0 ,
0 ,
u_count ,
block_size } ;
writeBlockBytecodeHelper < false > ( code_file , block ) ;
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}
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code_file < < FEND_ { } ;
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}
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void
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StaticModel : : computingPass ( int derivsOrder , int paramsDerivsOrder , const eval_context_t & eval_context , bool no_tmp_terms , bool block )
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{
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initializeVariablesAndEquations ( ) ;
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vector < BinaryOpNode * > neweqs ;
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for ( int eq = 0 ; eq < static_cast < int > ( equations . size ( ) - aux_equations . size ( ) ) ; eq + + )
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{
expr_t eq_tmp = equations [ eq ] - > substituteStaticAuxiliaryVariable ( ) ;
neweqs . push_back ( dynamic_cast < BinaryOpNode * > ( eq_tmp - > toStatic ( * this ) ) ) ;
}
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for ( auto & aux_equation : aux_equations )
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{
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expr_t eq_tmp = aux_equation - > substituteStaticAuxiliaryDefinition ( ) ;
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neweqs . push_back ( dynamic_cast < BinaryOpNode * > ( eq_tmp - > toStatic ( * this ) ) ) ;
}
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equations . clear ( ) ;
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copy ( neweqs . begin ( ) , neweqs . end ( ) , back_inserter ( equations ) ) ;
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/* In both MATLAB and Julia, tensors for higher-order derivatives are stored
in matrices whose columns correspond to variable multi - indices . Since we
currently are limited to 32 - bit signed integers ( hence 31 bits ) for matrix
indices , check that we will not overflow ( see # 89 ) . Note that such a check
is not needed for parameter derivatives , since tensors for those are not
stored as matrices . This check is implemented at this place for symmetry
with DynamicModel : : computingPass ( ) . */
if ( log2 ( symbol_table . endo_nbr ( ) ) * derivsOrder > = numeric_limits < int > : : digits )
{
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cerr < < " ERROR: The derivatives matrix of the " < < modelClassName ( ) < < " is too large. Please decrease the approximation order. " < < endl ;
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exit ( EXIT_FAILURE ) ;
}
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// Compute derivatives w.r. to all endogenous
set < int > vars ;
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for ( int i = 0 ; i < symbol_table . endo_nbr ( ) ; i + + )
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{
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int id = symbol_table . getID ( SymbolType : : endogenous , i ) ;
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vars . insert ( getDerivID ( id , 0 ) ) ;
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}
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// Launch computations
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cout < < " Computing " < < modelClassName ( ) < < " derivatives (order " < < derivsOrder < < " ). " < < endl ;
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computeDerivatives ( derivsOrder , vars ) ;
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if ( paramsDerivsOrder > 0 )
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{
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cout < < " Computing " < < modelClassName ( ) < < " derivatives w.r.t. parameters (order " < < paramsDerivsOrder < < " ). " < < endl ;
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computeParamsDerivatives ( paramsDerivsOrder ) ;
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}
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computeTemporaryTerms ( true , no_tmp_terms ) ;
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if ( paramsDerivsOrder > 0 & & ! no_tmp_terms )
computeParamsDerivativesTemporaryTerms ( ) ;
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if ( ! computingPassBlock ( eval_context , no_tmp_terms ) & & block )
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{
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cerr < < " ERROR: Block decomposition requested but failed. If your model does not have a steady state, you may want to try the 'no_static' option of the 'model' block. " < < endl ;
exit ( EXIT_FAILURE ) ;
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}
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}
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bool
StaticModel : : computingPassBlock ( const eval_context_t & eval_context , bool no_tmp_terms )
{
auto contemporaneous_jacobian = evaluateAndReduceJacobian ( eval_context ) ;
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if ( ! computeNonSingularNormalization ( contemporaneous_jacobian ) )
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return false ;
auto [ prologue , epilogue ] = computePrologueAndEpilogue ( ) ;
auto first_order_endo_derivatives = collectFirstOrderDerivativesEndogenous ( ) ;
equationTypeDetermination ( first_order_endo_derivatives , mfs ) ;
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cout < < " Finding the optimal block decomposition of the " < < modelClassName ( ) < < " ... " < < endl ;
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computeBlockDecomposition ( prologue , epilogue ) ;
reduceBlockDecomposition ( ) ;
printBlockDecomposition ( ) ;
computeChainRuleJacobian ( ) ;
determineLinearBlocks ( ) ;
if ( ! no_tmp_terms )
computeBlockTemporaryTerms ( ) ;
return true ;
}
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void
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StaticModel : : writeStaticMFile ( const string & basename ) const
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{
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auto [ d_output , tt_output ] = writeModelFileHelper < ExprNodeOutputType : : matlabStaticModel > ( ) ;
ostringstream init_output , end_output ;
init_output < < " residual = zeros( " < < equations . size ( ) < < " , 1); " ;
end_output < < " if ~isreal(residual) " < < endl
< < " residual = real(residual)+imag(residual).^2; " < < endl
< < " end " ;
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writeStaticMFileHelper ( basename , " static_resid " , " residual " , " static_resid_tt " ,
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temporary_terms_derivatives [ 0 ] . size ( ) ,
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" " , init_output , end_output ,
d_output [ 0 ] , tt_output [ 0 ] ) ;
init_output . str ( " " ) ;
end_output . str ( " " ) ;
init_output < < " g1 = zeros( " < < equations . size ( ) < < " , " < < symbol_table . endo_nbr ( ) < < " ); " ;
end_output < < " if ~isreal(g1) " < < endl
< < " g1 = real(g1)+2*imag(g1); " < < endl
< < " end " ;
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writeStaticMFileHelper ( basename , " static_g1 " , " g1 " , " static_g1_tt " ,
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temporary_terms_derivatives [ 0 ] . size ( ) + temporary_terms_derivatives [ 1 ] . size ( ) ,
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" static_resid_tt " ,
init_output , end_output ,
d_output [ 1 ] , tt_output [ 1 ] ) ;
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writeStaticMWrapperFunction ( basename , " g1 " ) ;
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// For order ≥ 2
int ncols { symbol_table . endo_nbr ( ) } ;
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int ntt { static_cast < int > ( temporary_terms_derivatives [ 0 ] . size ( ) + temporary_terms_derivatives [ 1 ] . size ( ) ) } ;
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for ( size_t i { 2 } ; i < derivatives . size ( ) ; i + + )
{
ncols * = symbol_table . endo_nbr ( ) ;
ntt + = temporary_terms_derivatives [ i ] . size ( ) ;
string gname { " g " + to_string ( i ) } ;
string gprevname { " g " + to_string ( i - 1 ) } ;
init_output . str ( " " ) ;
end_output . str ( " " ) ;
if ( derivatives [ i ] . size ( ) )
{
init_output < < gname < < " _i = zeros( " < < NNZDerivatives [ i ] < < " ,1); " < < endl
< < gname < < " _j = zeros( " < < NNZDerivatives [ i ] < < " ,1); " < < endl
< < gname < < " _v = zeros( " < < NNZDerivatives [ i ] < < " ,1); " < < endl ;
end_output < < gname < < " = sparse( "
< < gname < < " _i, " < < gname < < " _j, " < < gname < < " _v, "
< < equations . size ( ) < < " , " < < ncols < < " ); " ;
}
else
init_output < < gname < < " = sparse([],[],[], " < < equations . size ( ) < < " , " < < ncols < < " ); " ;
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writeStaticMFileHelper ( basename , " static_ " + gname , gname ,
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" static_ " + gname + " _tt " ,
ntt ,
" static_ " + gprevname + " _tt " ,
init_output , end_output ,
d_output [ i ] , tt_output [ i ] ) ;
if ( i < = 3 )
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writeStaticMWrapperFunction ( basename , gname ) ;
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}
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writeStaticMCompatFile ( basename ) ;
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}
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void
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StaticModel : : writeStaticMWrapperFunction ( const string & basename , const string & ending ) const
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{
string name ;
if ( ending = = " g1 " )
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name = " static_resid_g1 " ;
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else if ( ending = = " g2 " )
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name = " static_resid_g1_g2 " ;
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else if ( ending = = " g3 " )
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name = " static_resid_g1_g2_g3 " ;
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string filename = packageDir ( basename ) + " / " + name + " .m " ;
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ofstream output { filename , ios : : out | ios : : binary } ;
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if ( ! output . is_open ( ) )
{
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cerr < < " Error: Can't open file " < < filename < < " for writing " < < endl ;
exit ( EXIT_FAILURE ) ;
}
if ( ending = = " g1 " )
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output < < " function [residual, g1] = " < < name < < " (T, y, x, params, T_flag) " < < endl
< < " % function [residual, g1] = " < < name < < " (T, y, x, params, T_flag) " < < endl ;
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else if ( ending = = " g2 " )
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output < < " function [residual, g1, g2] = " < < name < < " (T, y, x, params, T_flag) " < < endl
< < " % function [residual, g1, g2] = " < < name < < " (T, y, x, params, T_flag) " < < endl ;
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else if ( ending = = " g3 " )
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output < < " function [residual, g1, g2, g3] = " < < name < < " (T, y, x, params, T_flag) " < < endl
< < " % function [residual, g1, g2, g3] = " < < name < < " (T, y, x, params, T_flag) " < < endl ;
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output < < " % " < < endl
< < " % Wrapper function automatically created by Dynare " < < endl
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< < " % " < < endl
< < endl
< < " if T_flag " < < endl
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< < " T = " < < basename < < " .static_ " < < ending < < " _tt(T, y, x, params); " < < endl
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< < " end " < < endl ;
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if ( ending = = " g1 " )
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output < < " residual = " < < basename < < " .static_resid(T, y, x, params, false); " < < endl
< < " g1 = " < < basename < < " .static_g1(T, y, x, params, false); " < < endl ;
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else if ( ending = = " g2 " )
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output < < " [residual, g1] = " < < basename < < " .static_resid_g1(T, y, x, params, false); " < < endl
< < " g2 = " < < basename < < " .static_g2(T, y, x, params, false); " < < endl ;
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else if ( ending = = " g3 " )
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output < < " [residual, g1, g2] = " < < basename < < " .static_resid_g1_g2(T, y, x, params, false); " < < endl
< < " g3 = " < < basename < < " .static_g3(T, y, x, params, false); " < < endl ;
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output < < endl < < " end " < < endl ;
output . close ( ) ;
}
void
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StaticModel : : writeStaticMFileHelper ( const string & basename ,
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const string & name , const string & retvalname ,
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const string & name_tt , size_t ttlen ,
const string & previous_tt_name ,
const ostringstream & init_s , const ostringstream & end_s ,
const ostringstream & s , const ostringstream & s_tt ) const
{
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string filename = packageDir ( basename ) + " / " + name_tt + " .m " ;
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ofstream output { filename , ios : : out | ios : : binary } ;
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if ( ! output . is_open ( ) )
{
cerr < < " Error: Can't open file " < < filename < < " for writing " < < endl ;
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exit ( EXIT_FAILURE ) ;
}
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output < < " function T = " < < name_tt < < " (T, y, x, params) " < < endl
< < " % function T = " < < name_tt < < " (T, y, x, params) " < < endl
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< < " % " < < endl
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< < " % File created by Dynare Preprocessor from .mod file " < < endl
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< < " % " < < endl
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< < " % Inputs: " < < endl
< < " % T [#temp variables by 1] double vector of temporary terms to be filled by function " < < endl
< < " % y [M_.endo_nbr by 1] double vector of endogenous variables in declaration order " < < endl
< < " % x [M_.exo_nbr by 1] double vector of exogenous variables in declaration order " < < endl
< < " % params [M_.param_nbr by 1] double vector of parameter values in declaration order " < < endl
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< < " % " < < endl
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< < " % Output: " < < endl
< < " % T [#temp variables by 1] double vector of temporary terms " < < endl
< < " % " < < endl < < endl
< < " assert(length(T) >= " < < ttlen < < " ); " < < endl
< < endl ;
if ( ! previous_tt_name . empty ( ) )
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output < < " T = " < < basename < < " . " < < previous_tt_name < < " (T, y, x, params); " < < endl < < endl ;
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output < < s_tt . str ( ) < < endl
< < " end " < < endl ;
output . close ( ) ;
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filename = packageDir ( basename ) + " / " + name + " .m " ;
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output . open ( filename , ios : : out | ios : : binary ) ;
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if ( ! output . is_open ( ) )
{
cerr < < " Error: Can't open file " < < filename < < " for writing " < < endl ;
exit ( EXIT_FAILURE ) ;
}
output < < " function " < < retvalname < < " = " < < name < < " (T, y, x, params, T_flag) " < < endl
< < " % function " < < retvalname < < " = " < < name < < " (T, y, x, params, T_flag) " < < endl
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< < " % " < < endl
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< < " % File created by Dynare Preprocessor from .mod file " < < endl
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< < " % " < < endl
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< < " % Inputs: " < < endl
< < " % T [#temp variables by 1] double vector of temporary terms to be filled by function " < < endl
< < " % y [M_.endo_nbr by 1] double vector of endogenous variables in declaration order " < < endl
< < " % x [M_.exo_nbr by 1] double vector of exogenous variables in declaration order " < < endl
< < " % params [M_.param_nbr by 1] double vector of parameter values in declaration order " < < endl
< < " % to evaluate the model " < < endl
< < " % T_flag boolean boolean flag saying whether or not to calculate temporary terms " < < endl
< < " % " < < endl
< < " % Output: " < < endl
< < " % " < < retvalname < < endl
< < " % " < < endl < < endl ;
if ( ! name_tt . empty ( ) )
output < < " if T_flag " < < endl
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< < " T = " < < basename < < " . " < < name_tt < < " (T, y, x, params); " < < endl
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< < " end " < < endl ;
output < < init_s . str ( ) < < endl
< < s . str ( )
< < end_s . str ( ) < < endl
< < " end " < < endl ;
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output . close ( ) ;
}
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void
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StaticModel : : writeStaticMCompatFile ( const string & basename ) const
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{
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string filename = packageDir ( basename ) + " /static.m " ;
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ofstream output { filename , ios : : out | ios : : binary } ;
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if ( ! output . is_open ( ) )
{
cerr < < " Error: Can't open file " < < filename < < " for writing " < < endl ;
exit ( EXIT_FAILURE ) ;
}
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int ntt { static_cast < int > ( temporary_terms_derivatives [ 0 ] . size ( ) + temporary_terms_derivatives [ 1 ] . size ( ) + temporary_terms_derivatives [ 2 ] . size ( ) + temporary_terms_derivatives [ 3 ] . size ( ) ) } ;
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output < < " function [residual, g1, g2, g3] = static(y, x, params) " < < endl
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< < " T = NaN( " < < ntt < < " , 1); " < < endl
< < " if nargout <= 1 " < < endl
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< < " residual = " < < basename < < " .static_resid(T, y, x, params, true); " < < endl
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< < " elseif nargout == 2 " < < endl
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< < " [residual, g1] = " < < basename < < " .static_resid_g1(T, y, x, params, true); " < < endl
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< < " elseif nargout == 3 " < < endl
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< < " [residual, g1, g2] = " < < basename < < " .static_resid_g1_g2(T, y, x, params, true); " < < endl
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< < " else " < < endl
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< < " [residual, g1, g2, g3] = " < < basename < < " .static_resid_g1_g2_g3(T, y, x, params, true); " < < endl
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< < " end " < < endl
< < " end " < < endl ;
output . close ( ) ;
}
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void
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StaticModel : : writeStaticCFile ( const string & basename ) const
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{
// Writing comments and function definition command
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string filename { basename + " /model/src/static.c " } ;
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int ntt { static_cast < int > ( temporary_terms_derivatives [ 0 ] . size ( ) + temporary_terms_derivatives [ 1 ] . size ( ) + temporary_terms_derivatives [ 2 ] . size ( ) + temporary_terms_derivatives [ 3 ] . size ( ) ) } ;
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ofstream output { filename , ios : : out | ios : : binary } ;
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if ( ! output . is_open ( ) )
{
cerr < < " ERROR: Can't open file " < < filename < < " for writing " < < endl ;
exit ( EXIT_FAILURE ) ;
}
output < < " /* " < < endl
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< < " * " < < filename < < " : Computes " < < modelClassName ( ) < < " for Dynare " < < endl
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< < " * " < < endl
< < " * Warning : this file is generated automatically by Dynare " < < endl
< < " * from model file (.mod) " < < endl < < endl
< < " */ " < < endl
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< < endl
< < " #include <math.h> " < < endl
< < " #include <stdlib.h> " < < endl
< < R " (#include " mex . h " ) " < < endl
< < endl ;
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// Write function definition if BinaryOpcode::powerDeriv is used
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writePowerDeriv ( output ) ;
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output < < endl ;
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auto [ d_output , tt_output ] = writeModelFileHelper < ExprNodeOutputType : : CStaticModel > ( ) ;
for ( size_t i = 0 ; i < d_output . size ( ) ; i + + )
{
string funcname { i = = 0 ? " resid " : " g " + to_string ( i ) } ;
output < < " void static_ " < < funcname < < " _tt(const double *restrict y, const double *restrict x, const double *restrict params, double *restrict T) " < < endl
< < " { " < < endl
< < tt_output [ i ] . str ( )
< < " } " < < endl
< < endl
< < " void static_ " < < funcname < < " (const double *restrict y, const double *restrict x, const double *restrict params, const double *restrict T, " ;
if ( i = = 0 )
output < < " double *restrict residual " ;
else if ( i = = 1 )
output < < " double *restrict g1 " ;
else
output < < " double *restrict " < < funcname < < " _i, double *restrict " < < funcname < < " _j, double *restrict " < < funcname < < " _v " ;
output < < " ) " < < endl
< < " { " < < endl ;
if ( i = = 0 )
output < < " double lhs, rhs; " < < endl ;
output < < d_output [ i ] . str ( )
< < " } " < < endl
< < endl ;
}
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output < < " void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[]) " < < endl
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< < " { " < < endl
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< < " if (nrhs > 3) " < < endl
< < R " ( mexErrMsgTxt( " Accepts at most 3 output arguments " );) " < < endl
< < " if (nrhs != 3) " < < endl
< < R " ( mexErrMsgTxt( " Requires exactly 3 input arguments " );) " < < endl
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< < " double *y = mxGetPr(prhs[0]); " < < endl
< < " double *x = mxGetPr(prhs[1]); " < < endl
< < " double *params = mxGetPr(prhs[2]); " < < endl
< < endl
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< < " double *T = (double *) malloc(sizeof(double)* " < < ntt < < " ); " < < endl
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< < endl
< < " if (nlhs >= 1) " < < endl
< < " { " < < endl
< < " plhs[0] = mxCreateDoubleMatrix( " < < equations . size ( ) < < " ,1, mxREAL); " < < endl
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< < " double *residual = mxGetPr(plhs[0]); " < < endl
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< < " static_resid_tt(y, x, params, T); " < < endl
< < " static_resid(y, x, params, T, residual); " < < endl
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< < " } " < < endl
< < endl
< < " if (nlhs >= 2) " < < endl
< < " { " < < endl
< < " plhs[1] = mxCreateDoubleMatrix( " < < equations . size ( ) < < " , " < < symbol_table . endo_nbr ( ) < < " , mxREAL); " < < endl
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< < " double *g1 = mxGetPr(plhs[1]); " < < endl
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< < " static_g1_tt(y, x, params, T); " < < endl
< < " static_g1(y, x, params, T, g1); " < < endl
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< < " } " < < endl
< < endl
< < " if (nlhs >= 3) " < < endl
< < " { " < < endl
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< < " mxArray *g2_i = mxCreateDoubleMatrix( " < < NNZDerivatives [ 2 ] < < " , " < < 1 < < " , mxREAL); " < < endl
< < " mxArray *g2_j = mxCreateDoubleMatrix( " < < NNZDerivatives [ 2 ] < < " , " < < 1 < < " , mxREAL); " < < endl
< < " mxArray *g2_v = mxCreateDoubleMatrix( " < < NNZDerivatives [ 2 ] < < " , " < < 1 < < " , mxREAL); " < < endl
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< < " static_g2_tt(y, x, params, T); " < < endl
< < " static_g2(y, x, params, T, mxGetPr(g2_i), mxGetPr(g2_j), mxGetPr(g2_v)); " < < endl
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< < " mxArray *m = mxCreateDoubleScalar( " < < equations . size ( ) < < " ); " < < endl
< < " mxArray *n = mxCreateDoubleScalar( " < < symbol_table . endo_nbr ( ) * symbol_table . endo_nbr ( ) < < " ); " < < endl
< < " mxArray *plhs_sparse[1], *prhs_sparse[5] = { g2_i, g2_j, g2_v, m, n }; " < < endl
< < R " ( mexCallMATLAB(1, plhs_sparse, 5, prhs_sparse, " sparse " );) " < < endl
< < " plhs[2] = plhs_sparse[0]; " < < endl
< < " mxDestroyArray(g2_i); " < < endl
< < " mxDestroyArray(g2_j); " < < endl
< < " mxDestroyArray(g2_v); " < < endl
< < " mxDestroyArray(m); " < < endl
< < " mxDestroyArray(n); " < < endl
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< < " } " < < endl
< < endl
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< < " free(T); " < < endl
< < " } " < < endl ;
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output . close ( ) ;
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}
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void
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StaticModel : : writeStaticJuliaFile ( const string & basename ) const
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{
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auto [ d_output , tt_output ] = writeModelFileHelper < ExprNodeOutputType : : juliaStaticModel > ( ) ;
stringstream output ;
output < < " module " < < basename < < " Static " < < endl
< < " # " < < endl
< < " # NB: this file was automatically generated by Dynare " < < endl
< < " # from " < < basename < < " .mod " < < endl
< < " # " < < endl
< < " using StatsFuns " < < endl < < endl
< < " export tmp_nbr, static!, staticResid!, staticG1!, staticG2!, staticG3! " < < endl < < endl
< < " #= " < < endl
< < " # The comments below apply to all functions contained in this module # " < < endl
< < " NB: The arguments contained on the first line of the function " < < endl
< < " definition are those that are modified in place " < < endl < < endl
< < " ## Exported Functions ## " < < endl
< < " static! : Wrapper function; computes residuals, Jacobian, Hessian, " < < endl
< < " and third order derivatives matroces depending on the arguments provided " < < endl
< < " staticResid! : Computes the static model residuals " < < endl
< < " staticG1! : Computes the static model Jacobian " < < endl
< < " staticG2! : Computes the static model Hessian " < < endl
< < " staticG3! : Computes the static model third derivatives " < < endl < < endl
< < " ## Exported Variables ## " < < endl
< < " tmp_nbr : Vector{Int}(4) respectively the number of temporary variables " < < endl
< < " for the residuals, g1, g2 and g3. " < < endl < < endl
< < " ## Local Functions ## " < < endl
< < " staticResidTT! : Computes the static model temporary terms for the residuals " < < endl
< < " staticG1TT! : Computes the static model temporary terms for the Jacobian " < < endl
< < " staticG2TT! : Computes the static model temporary terms for the Hessian " < < endl
< < " staticG3TT! : Computes the static model temporary terms for the third derivatives " < < endl < < endl
< < " ## Function Arguments ## " < < endl
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< < " T : Vector{<: Real}(num_temp_terms) temporary terms " < < endl
< < " y : Vector{<: Real}(model_.endo_nbr) endogenous variables in declaration order " < < endl
< < " x : Vector{<: Real}(model_.exo_nbr) exogenous variables in declaration order " < < endl
< < " params : Vector{<: Real}(model_.param) parameter values in declaration order " < < endl
< < " residual : Vector{<: Real}(model_.eq_nbr) residuals of the static model equations " < < endl
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< < " in order of declaration of the equations. Dynare may prepend auxiliary equations, " < < endl
< < " see model.aux_vars " < < endl
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< < " g1 : Matrix{<: Real}(model.eq_nbr,model_.endo_nbr) Jacobian matrix of the static model equations " < < endl
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< < " The columns and rows respectively correspond to the variables in declaration order and the " < < endl
< < " equations in order of declaration " < < endl
< < " g2 : spzeros(model.eq_nbr, model_.endo^2) Hessian matrix of the static model equations " < < endl
< < " The columns and rows respectively correspond to the variables in declaration order and the " < < endl
< < " equations in order of declaration " < < endl
< < " g3 : spzeros(model.eq_nbr, model_.endo^3) Third order derivatives matrix of the static model equations " < < endl
< < " The columns and rows respectively correspond to the variables in declaration order and the " < < endl
< < " equations in order of declaration " < < endl < < endl
< < " ## Remarks ## " < < endl
< < " [1] The size of `T`, ie the value of `num_temp_terms`, depends on the version of the static model called. The number of temporary variables " < < endl
< < " used for the different returned objects (residuals, jacobian, hessian or third order derivatives) is given by the elements in `tmp_nbr` " < < endl
< < " exported vector. The first element is the number of temporaries used for the computation of the residuals, the second element is the " < < endl
< < " number of temporaries used for the evaluation of the jacobian matrix, etc. If one calls the version of the static model computing the " < < endl
< < " residuals, and the jacobian and hessian matrices, then `T` must have at least `sum(tmp_nbr[1:3])` elements. " < < endl
< < " =# " < < endl < < endl ;
// Write the number of temporary terms
output < < " tmp_nbr = zeros(Int,4) " < < endl
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< < " tmp_nbr[1] = " < < temporary_terms_derivatives [ 0 ] . size ( ) < < " # Number of temporary terms for the residuals " < < endl
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< < " tmp_nbr[2] = " < < temporary_terms_derivatives [ 1 ] . size ( ) < < " # Number of temporary terms for g1 (jacobian) " < < endl
< < " tmp_nbr[3] = " < < temporary_terms_derivatives [ 2 ] . size ( ) < < " # Number of temporary terms for g2 (hessian) " < < endl
< < " tmp_nbr[4] = " < < temporary_terms_derivatives [ 3 ] . size ( ) < < " # Number of temporary terms for g3 (third order derivates) " < < endl < < endl ;
// staticResidTT!
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output < < " function staticResidTT!(T::Vector{<: Real}, " < < endl
< < " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}) " < < endl
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< < " @assert length(T) >= " < < temporary_terms_derivatives [ 0 ] . size ( ) < < endl
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< < " @inbounds begin " < < endl
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< < tt_output [ 0 ] . str ( )
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< < " end " < < endl
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< < " return nothing " < < endl
< < " end " < < endl < < endl ;
// static!
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output < < " function staticResid!(T::Vector{<: Real}, residual::Vector{<: Real}, " < < endl
< < " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T0_flag::Bool) " < < endl
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< < " @assert length(y) == " < < symbol_table . endo_nbr ( ) < < endl
< < " @assert length(x) == " < < symbol_table . exo_nbr ( ) < < endl
< < " @assert length(params) == " < < symbol_table . param_nbr ( ) < < endl
< < " @assert length(residual) == " < < equations . size ( ) < < endl
< < " if T0_flag " < < endl
< < " staticResidTT!(T, y, x, params) " < < endl
< < " end " < < endl
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< < " @inbounds begin " < < endl
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< < d_output [ 0 ] . str ( )
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< < " end " < < endl
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< < " if ~isreal(residual) " < < endl
< < " residual = real(residual)+imag(residual).^2; " < < endl
< < " end " < < endl
< < " return nothing " < < endl
< < " end " < < endl < < endl ;
// staticG1TT!
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output < < " function staticG1TT!(T::Vector{<: Real}, " < < endl
< < " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T0_flag::Bool) " < < endl
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< < " if T0_flag " < < endl
< < " staticResidTT!(T, y, x, params) " < < endl
< < " end " < < endl
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< < " @inbounds begin " < < endl
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< < tt_output [ 1 ] . str ( )
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< < " end " < < endl
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< < " return nothing " < < endl
< < " end " < < endl < < endl ;
// staticG1!
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output < < " function staticG1!(T::Vector{<: Real}, g1::Matrix{<: Real}, " < < endl
< < " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T1_flag::Bool, T0_flag::Bool) " < < endl
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< < " @assert length(T) >= "
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< < temporary_terms_derivatives [ 0 ] . size ( ) + temporary_terms_derivatives [ 1 ] . size ( ) < < endl
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< < " @assert size(g1) == ( " < < equations . size ( ) < < " , " < < symbol_table . endo_nbr ( ) < < " ) " < < endl
< < " @assert length(y) == " < < symbol_table . endo_nbr ( ) < < endl
< < " @assert length(x) == " < < symbol_table . exo_nbr ( ) < < endl
< < " @assert length(params) == " < < symbol_table . param_nbr ( ) < < endl
< < " if T1_flag " < < endl
< < " staticG1TT!(T, y, x, params, T0_flag) " < < endl
< < " end " < < endl
< < " fill!(g1, 0.0) " < < endl
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< < " @inbounds begin " < < endl
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< < d_output [ 1 ] . str ( )
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< < " end " < < endl
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< < " if ~isreal(g1) " < < endl
< < " g1 = real(g1)+2*imag(g1); " < < endl
< < " end " < < endl
< < " return nothing " < < endl
< < " end " < < endl < < endl ;
// staticG2TT!
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output < < " function staticG2TT!(T::Vector{<: Real}, " < < endl
< < " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T1_flag::Bool, T0_flag::Bool) " < < endl
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< < " if T1_flag " < < endl
< < " staticG1TT!(T, y, x, params, TO_flag) " < < endl
< < " end " < < endl
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< < " @inbounds begin " < < endl
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< < tt_output [ 2 ] . str ( )
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< < " end " < < endl
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< < " return nothing " < < endl
< < " end " < < endl < < endl ;
// staticG2!
int hessianColsNbr { symbol_table . endo_nbr ( ) * symbol_table . endo_nbr ( ) } ;
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output < < " function staticG2!(T::Vector{<: Real}, g2::Matrix{<: Real}, " < < endl
< < " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T2_flag::Bool, T1_flag::Bool, T0_flag::Bool) " < < endl
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< < " @assert length(T) >= "
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< < temporary_terms_derivatives [ 0 ] . size ( ) + temporary_terms_derivatives [ 1 ] . size ( ) + temporary_terms_derivatives [ 2 ] . size ( ) < < endl
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< < " @assert size(g2) == ( " < < equations . size ( ) < < " , " < < hessianColsNbr < < " ) " < < endl
< < " @assert length(y) == " < < symbol_table . endo_nbr ( ) < < endl
< < " @assert length(x) == " < < symbol_table . exo_nbr ( ) < < endl
< < " @assert length(params) == " < < symbol_table . param_nbr ( ) < < endl
< < " if T2_flag " < < endl
< < " staticG2TT!(T, y, x, params, T1_flag, T0_flag) " < < endl
< < " end " < < endl
< < " fill!(g2, 0.0) " < < endl
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< < " @inbounds begin " < < endl
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< < d_output [ 2 ] . str ( )
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< < " end " < < endl
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< < " return nothing " < < endl
< < " end " < < endl < < endl ;
// staticG3TT!
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output < < " function staticG3TT!(T::Vector{<: Real}, " < < endl
< < " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T2_flag::Bool, T1_flag::Bool, T0_flag::Bool) " < < endl
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< < " if T2_flag " < < endl
< < " staticG2TT!(T, y, x, params, T1_flag, T0_flag) " < < endl
< < " end " < < endl
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< < " @inbounds begin " < < endl
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< < tt_output [ 3 ] . str ( )
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< < " end " < < endl
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< < " return nothing " < < endl
< < " end " < < endl < < endl ;
// staticG3!
int ncols { hessianColsNbr * symbol_table . endo_nbr ( ) } ;
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output < < " function staticG3!(T::Vector{<: Real}, g3::Matrix{<: Real}, " < < endl
< < " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T3_flag::Bool, T2_flag::Bool, T1_flag::Bool, T0_flag::Bool) " < < endl
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< < " @assert length(T) >= "
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< < temporary_terms_derivatives [ 0 ] . size ( ) + temporary_terms_derivatives [ 1 ] . size ( ) + temporary_terms_derivatives [ 2 ] . size ( ) + temporary_terms_derivatives [ 3 ] . size ( ) < < endl
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< < " @assert size(g3) == ( " < < equations . size ( ) < < " , " < < ncols < < " ) " < < endl
< < " @assert length(y) == " < < symbol_table . endo_nbr ( ) < < endl
< < " @assert length(x) == " < < symbol_table . exo_nbr ( ) < < endl
< < " @assert length(params) == " < < symbol_table . param_nbr ( ) < < endl
< < " if T3_flag " < < endl
< < " staticG3TT!(T, y, x, params, T2_flag, T1_flag, T0_flag) " < < endl
< < " end " < < endl
< < " fill!(g3, 0.0) " < < endl
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< < " @inbounds begin " < < endl
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< < d_output [ 3 ] . str ( )
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< < " end " < < endl
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< < " return nothing " < < endl
< < " end " < < endl < < endl ;
// static!
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output < < " function static!(T::Vector{<: Real}, residual::Vector{<: Real}, " < < endl
< < " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}) " < < endl
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< < " staticResid!(T, residual, y, x, params, true) " < < endl
< < " return nothing " < < endl
< < " end " < < endl
< < endl
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< < " function static!(T::Vector{<: Real}, residual::Vector{<: Real}, g1::Matrix{<: Real}, " < < endl
< < " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}) " < < endl
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< < " staticG1!(T, g1, y, x, params, true, true) " < < endl
< < " staticResid!(T, residual, y, x, params, false) " < < endl
< < " return nothing " < < endl
< < " end " < < endl
< < endl
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< < " function static!(T::Vector{<: Real}, g1::Matrix{<: Real}, " < < endl
< < " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}) " < < endl
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< < " staticG1!(T, g1, y, x, params, true, false) " < < endl
< < " return nothing " < < endl
< < " end " < < endl
< < endl
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< < " function static!(T::Vector{<: Real}, residual::Vector{<: Real}, g1::Matrix{<: Real}, g2::Matrix{<: Real}, " < < endl
< < " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}) " < < endl
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< < " staticG2!(T, g2, y, x, params, true, true, true) " < < endl
< < " staticG1!(T, g1, y, x, params, false, false) " < < endl
< < " staticResid!(T, residual, y, x, params, false) " < < endl
< < " return nothing " < < endl
< < " end " < < endl
< < endl ;
// Write function definition if BinaryOpcode::powerDeriv is used
writePowerDerivJulia ( output ) ;
output < < " end " < < endl ;
writeToFileIfModified ( output , basename + " Static.jl " ) ;
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}
void
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StaticModel : : writeStaticFile ( const string & basename , bool block , bool use_dll , const string & mexext , const filesystem : : path & matlabroot , const filesystem : : path & dynareroot , bool julia ) const
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{
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filesystem : : path model_dir { basename } ;
model_dir / = " model " ;
if ( use_dll )
filesystem : : create_directories ( model_dir / " src " ) ;
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filesystem : : create_directories ( model_dir / " bytecode " ) ;
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if ( block )
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{
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writeStaticBlockBytecode ( basename ) ;
if ( use_dll )
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{
writeStaticPerBlockCFiles ( basename ) ;
writeStaticBlockCFile ( basename ) ;
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vector < filesystem : : path > src_files ( blocks . size ( ) + 1 ) ;
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for ( int blk = 0 ; blk < static_cast < int > ( blocks . size ( ) ) ; blk + + )
src_files [ blk ] = model_dir / " src " / ( " static_ " + to_string ( blk + 1 ) + " .c " ) ;
src_files [ blocks . size ( ) ] = model_dir / " src " / " static.c " ;
compileMEX ( basename , " static " , mexext , src_files , matlabroot , dynareroot ) ;
}
else if ( julia )
{
cerr < < " 'block' option is not available with Julia " < < endl ;
exit ( EXIT_FAILURE ) ;
}
else // M-files
{
writeStaticPerBlockMFiles ( basename ) ;
writeStaticBlockMFile ( basename ) ;
}
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}
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else
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{
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writeStaticBytecode ( basename ) ;
if ( use_dll )
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{
writeStaticCFile ( basename ) ;
compileMEX ( basename , " static " , mexext , { model_dir / " src " / " static.c " } ,
matlabroot , dynareroot ) ;
}
else if ( julia )
writeStaticJuliaFile ( basename ) ;
else // M-files
writeStaticMFile ( basename ) ;
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}
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writeSetAuxiliaryVariables ( basename , julia ) ;
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}
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bool
StaticModel : : exoPresentInEqs ( ) const
{
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for ( auto equation : equations )
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if ( equation - > hasExogenous ( ) )
return true ;
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return false ;
}
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void
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StaticModel : : writeStaticBlockMFile ( const string & basename ) const
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{
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string filename = packageDir ( basename ) + " /static.m " ;
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ofstream output { filename , ios : : out | ios : : binary } ;
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if ( ! output . is_open ( ) )
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{
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cerr < < " ERROR: Can't open file " < < filename < < " for writing " < < endl ;
exit ( EXIT_FAILURE ) ;
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}
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output < < " function [residual, y, T, g1] = static(nblock, y, x, params, T) " < < endl
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< < " switch nblock " < < endl ;
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for ( int blk = 0 ; blk < static_cast < int > ( blocks . size ( ) ) ; blk + + )
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{
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output < < " case " < < blk + 1 < < endl ;
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BlockSimulationType simulation_type = blocks [ blk ] . simulation_type ;
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if ( simulation_type = = BlockSimulationType : : evaluateBackward
| | simulation_type = = BlockSimulationType : : evaluateForward )
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output < < " [y, T] = " < < basename < < " .block.static_ " < < blk + 1 < < " (y, x, params, T); " < < endl
< < " residual = []; " < < endl
< < " g1 = []; " < < endl ;
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else
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output < < " [residual, y, T, g1] = " < < basename < < " .block.static_ " < < blk + 1 < < " (y, x, params, T); " < < endl ;
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}
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output < < " end " < < endl
< < " end " < < endl ;
output . close ( ) ;
}
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void
StaticModel : : writeStaticBlockCFile ( const string & basename ) const
{
string filename = basename + " /model/src/static.c " ;
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ofstream output { filename , ios : : out | ios : : binary } ;
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if ( ! output . is_open ( ) )
{
cerr < < " ERROR: Can't open file " < < filename < < " for writing " < < endl ;
exit ( EXIT_FAILURE ) ;
}
output < < " #include <math.h> " < < endl
< < R " (#include " mex . h " ) " < < endl ;
for ( int blk = 0 ; blk < static_cast < int > ( blocks . size ( ) ) ; blk + + )
output < < R " (#include " static_ ) " << blk+1 << R " ( . h " ) " < < endl ;
output < < endl ;
writePowerDeriv ( output ) ;
output < < endl
< < " void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[]) " < < endl
< < " { " < < endl
< < " if (nrhs != 5) " < < endl
< < R " ( mexErrMsgTxt( " Requires exactly 5 input arguments " );) " < < endl
< < " if (nlhs > 4) " < < endl
< < R " ( mexErrMsgTxt( " Accepts at most 4 output arguments " );) " < < endl
< < " int nblock = (int) mxGetScalar(prhs[0]); " < < endl
< < " const mxArray *y = prhs[1], *x = prhs[2], *params = prhs[3], *T = prhs[4]; " < < endl
< < " mxArray *T_new = mxDuplicateArray(T); " < < endl
< < " mxArray *y_new = mxDuplicateArray(y); " < < endl
< < " mxArray *residual, *g1; " < < endl
< < " switch (nblock) " < < endl
< < " { " < < endl ;
for ( int blk = 0 ; blk < static_cast < int > ( blocks . size ( ) ) ; blk + + )
{
output < < " case " < < blk + 1 < < ' : ' < < endl ;
BlockSimulationType simulation_type = blocks [ blk ] . simulation_type ;
if ( simulation_type = = BlockSimulationType : : evaluateBackward
| | simulation_type = = BlockSimulationType : : evaluateForward )
output < < " static_ " < < blk + 1 < < " _mx(y_new, x, params, T_new); " < < endl
< < " residual = mxCreateDoubleMatrix(0,0,mxREAL); " < < endl
< < " g1 = mxCreateDoubleMatrix(0,0,mxREAL); " < < endl ;
else
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output < < " static_ " < < blk + 1 < < " _mx(y_new, x, params, T_new, &residual, &g1); " < < endl ;
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output < < " break; " < < endl ;
}
output < < " } " < < endl
< < endl
< < " if (nlhs >= 1) " < < endl
< < " plhs[0] = residual; " < < endl
< < " else " < < endl
< < " mxDestroyArray(residual); " < < endl
< < " if (nlhs >= 2) " < < endl
< < " plhs[1] = y_new; " < < endl
< < " else " < < endl
< < " mxDestroyArray(y_new); " < < endl
< < " if (nlhs >= 3) " < < endl
< < " plhs[2] = T_new; " < < endl
< < " else " < < endl
< < " mxDestroyArray(T_new); " < < endl
< < " if (nlhs >= 4) " < < endl
< < " plhs[3] = g1; " < < endl
< < " else " < < endl
< < " mxDestroyArray(g1); " < < endl
< < " } " < < endl ;
output . close ( ) ;
}
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void
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StaticModel : : writeDriverOutput ( ostream & output , bool block ) const
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{
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output < < " M_.static_tmp_nbr = [ " ;
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for ( const auto & temporary_terms_derivative : temporary_terms_derivatives )
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output < < temporary_terms_derivative . size ( ) < < " ; " ;
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output < < " ]; " < < endl ;
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if ( block )
writeBlockDriverOutput ( output ) ;
}
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void
StaticModel : : writeBlockDriverOutput ( ostream & output ) const
{
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for ( int blk = 0 ; blk < static_cast < int > ( blocks . size ( ) ) ; blk + + )
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{
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output < < " block_structure_stat.block( " < < blk + 1 < < " ).Simulation_Type = " < < static_cast < int > ( blocks [ blk ] . simulation_type ) < < " ; " < < endl
< < " block_structure_stat.block( " < < blk + 1 < < " ).endo_nbr = " < < blocks [ blk ] . size < < " ; " < < endl
< < " block_structure_stat.block( " < < blk + 1 < < " ).mfs = " < < blocks [ blk ] . mfs_size < < " ; " < < endl
< < " block_structure_stat.block( " < < blk + 1 < < " ).equation = [ " ;
for ( int eq = 0 ; eq < blocks [ blk ] . size ; eq + + )
output < < " " < < getBlockEquationID ( blk , eq ) + 1 ;
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output < < " ]; " < < endl
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< < " block_structure_stat.block( " < < blk + 1 < < " ).variable = [ " ;
for ( int var = 0 ; var < blocks [ blk ] . size ; var + + )
output < < " " < < getBlockVariableID ( blk , var ) + 1 ;
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output < < " ]; " < < endl ;
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}
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output < < " M_.block_structure_stat.block = block_structure_stat.block; " < < endl
< < " M_.block_structure_stat.variable_reordered = [ " ;
for ( int i = 0 ; i < symbol_table . endo_nbr ( ) ; i + + )
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output < < " " < < endo_idx_block2orig [ i ] + 1 ;
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output < < " ]; " < < endl
< < " M_.block_structure_stat.equation_reordered = [ " ;
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for ( int i = 0 ; i < symbol_table . endo_nbr ( ) ; i + + )
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output < < " " < < eq_idx_block2orig [ i ] + 1 ;
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output < < " ]; " < < endl ;
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set < pair < int , int > > row_incidence ;
for ( const auto & [ indices , d1 ] : derivatives [ 1 ] )
if ( int deriv_id = indices [ 1 ] ;
getTypeByDerivID ( deriv_id ) = = SymbolType : : endogenous )
{
int eq = indices [ 0 ] ;
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int var { getTypeSpecificIDByDerivID ( deriv_id ) } ;
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row_incidence . emplace ( eq , var ) ;
}
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output < < " M_.block_structure_stat.incidence.sparse_IM = [ " < < endl ;
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for ( auto [ eq , var ] : row_incidence )
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output < < " " < < eq + 1 < < " " < < var + 1 < < " ; " < < endl ;
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output < < " ]; " < < endl
< < " M_.block_structure_stat.tmp_nbr = " < < blocks_temporary_terms_idxs . size ( )
< < " ; " < < endl ;
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}
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SymbolType
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StaticModel : : getTypeByDerivID ( int deriv_id ) const noexcept ( false )
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{
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if ( deriv_id < symbol_table . endo_nbr ( ) )
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return SymbolType : : endogenous ;
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else if ( deriv_id < symbol_table . endo_nbr ( ) + symbol_table . param_nbr ( ) )
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return SymbolType : : parameter ;
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else
throw UnknownDerivIDException ( ) ;
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}
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int
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StaticModel : : getLagByDerivID ( [[maybe_unused]] int deriv_id ) const noexcept ( false )
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{
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return 0 ;
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}
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int
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StaticModel : : getSymbIDByDerivID ( int deriv_id ) const noexcept ( false )
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{
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if ( deriv_id < symbol_table . endo_nbr ( ) )
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return symbol_table . getID ( SymbolType : : endogenous , deriv_id ) ;
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else if ( deriv_id < symbol_table . endo_nbr ( ) + symbol_table . param_nbr ( ) )
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return symbol_table . getID ( SymbolType : : parameter , deriv_id - symbol_table . endo_nbr ( ) ) ;
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else
throw UnknownDerivIDException ( ) ;
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}
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int
StaticModel : : getTypeSpecificIDByDerivID ( int deriv_id ) const
{
if ( deriv_id < symbol_table . endo_nbr ( ) )
return deriv_id ;
else if ( deriv_id < symbol_table . endo_nbr ( ) + symbol_table . param_nbr ( ) )
return deriv_id - symbol_table . endo_nbr ( ) ;
else
throw UnknownDerivIDException ( ) ;
}
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int
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StaticModel : : getDerivID ( int symb_id , [[maybe_unused]] int lag ) const noexcept ( false )
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{
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if ( symbol_table . getType ( symb_id ) = = SymbolType : : endogenous )
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return symbol_table . getTypeSpecificID ( symb_id ) ;
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else if ( symbol_table . getType ( symb_id ) = = SymbolType : : parameter )
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return symbol_table . getTypeSpecificID ( symb_id ) + symbol_table . endo_nbr ( ) ;
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else
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/* See the special treatment in VariableNode::prepareForDerivation(),
VariableNode : : computeDerivative ( ) and VariableNode : : getChainRuleDerivative ( ) */
throw UnknownDerivIDException { } ;
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}
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void
StaticModel : : addAllParamDerivId ( set < int > & deriv_id_set )
{
for ( int i = 0 ; i < symbol_table . param_nbr ( ) ; i + + )
deriv_id_set . insert ( i + symbol_table . endo_nbr ( ) ) ;
}
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void
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StaticModel : : computeChainRuleJacobian ( )
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{
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int nb_blocks = blocks . size ( ) ;
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blocks_derivatives . resize ( nb_blocks ) ;
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for ( int blk = 0 ; blk < nb_blocks ; blk + + )
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{
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int nb_recursives = blocks [ blk ] . getRecursiveSize ( ) ;
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map < int , BinaryOpNode * > recursive_vars ;
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for ( int i = 0 ; i < nb_recursives ; i + + )
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{
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int deriv_id = getDerivID ( symbol_table . getID ( SymbolType : : endogenous , getBlockVariableID ( blk , i ) ) , 0 ) ;
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if ( getBlockEquationType ( blk , i ) = = EquationType : : evaluateRenormalized )
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recursive_vars [ deriv_id ] = getBlockEquationRenormalizedExpr ( blk , i ) ;
else
recursive_vars [ deriv_id ] = getBlockEquationExpr ( blk , i ) ;
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}
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assert ( blocks [ blk ] . simulation_type ! = BlockSimulationType : : solveTwoBoundariesSimple
& & blocks [ blk ] . simulation_type ! = BlockSimulationType : : solveTwoBoundariesComplete ) ;
int size = blocks [ blk ] . size ;
for ( int eq = nb_recursives ; eq < size ; eq + + )
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{
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int eq_orig = getBlockEquationID ( blk , eq ) ;
for ( int var = nb_recursives ; var < size ; var + + )
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{
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int var_orig = getBlockVariableID ( blk , var ) ;
expr_t d1 = equations [ eq_orig ] - > getChainRuleDerivative ( getDerivID ( symbol_table . getID ( SymbolType : : endogenous , var_orig ) , 0 ) , recursive_vars ) ;
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if ( d1 ! = Zero )
blocks_derivatives [ blk ] [ { eq , var , 0 } ] = d1 ;
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}
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}
}
}
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void
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StaticModel : : writeLatexFile ( const string & basename , bool write_equation_tags ) const
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{
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writeLatexModelFile ( basename , " static " , ExprNodeOutputType : : latexStaticModel , write_equation_tags ) ;
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}
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void
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StaticModel : : writeAuxVarInitval ( ostream & output , ExprNodeOutputType output_type ) const
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{
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for ( auto aux_equation : aux_equations )
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{
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dynamic_cast < ExprNode * > ( aux_equation ) - > writeOutput ( output , output_type ) ;
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output < < " ; " < < endl ;
}
}
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void
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StaticModel : : writeSetAuxiliaryVariables ( const string & basename , bool julia ) const
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{
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ostringstream output_func_body ;
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ExprNodeOutputType output_type = julia ? ExprNodeOutputType : : juliaStaticModel : ExprNodeOutputType : : matlabStaticModel ;
writeAuxVarRecursiveDefinitions ( output_func_body , output_type ) ;
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if ( output_func_body . str ( ) . empty ( ) )
return ;
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string func_name = julia ? " set_auxiliary_variables! " : " set_auxiliary_variables " ;
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string comment = julia ? " # " : " % " ;
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stringstream output ;
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if ( julia )
output < < " module " < < basename < < " SetAuxiliaryVariables " < < endl
< < " export " < < func_name < < endl ;
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output < < " function " ;
if ( ! julia )
output < < " y = " ;
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output < < func_name < < " (y, x, params) " < < endl
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< < comment < < endl
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< < comment < < " Status : Computes Auxiliary variables of the " < < modelClassName ( ) < < endl
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< < comment < < endl
< < comment < < " Warning : this file is generated automatically by Dynare " < < endl
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< < comment < < " from model file (.mod) " < < endl < < endl ;
if ( julia )
output < < " @inbounds begin " < < endl ;
output < < output_func_body . str ( )
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< < " end " < < endl ;
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if ( julia )
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output < < " end " < < endl
< < " end " < < endl ;
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writeToFileIfModified ( output , julia ? basename + " SetAuxiliaryVariables.jl " : packageDir ( basename ) + " / " + func_name + " .m " ) ;
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}
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2016-04-04 17:11:03 +02:00
void
StaticModel : : writeAuxVarRecursiveDefinitions ( ostream & output , ExprNodeOutputType output_type ) const
{
deriv_node_temp_terms_t tef_terms ;
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for ( auto aux_equation : aux_equations )
if ( dynamic_cast < ExprNode * > ( aux_equation ) - > containsExternalFunction ( ) )
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dynamic_cast < ExprNode * > ( aux_equation ) - > writeExternalFunctionOutput ( output , ExprNodeOutputType : : matlabStaticModel , { } , { } , tef_terms ) ;
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for ( auto aux_equation : aux_equations )
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{
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dynamic_cast < ExprNode * > ( aux_equation - > substituteStaticAuxiliaryDefinition ( ) ) - > writeOutput ( output , output_type ) ;
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output < < " ; " < < endl ;
}
}
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2017-08-30 11:32:01 +02:00
void
StaticModel : : writeLatexAuxVarRecursiveDefinitions ( ostream & output ) const
{
deriv_node_temp_terms_t tef_terms ;
temporary_terms_t temporary_terms ;
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temporary_terms_idxs_t temporary_terms_idxs ;
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for ( auto aux_equation : aux_equations )
if ( dynamic_cast < ExprNode * > ( aux_equation ) - > containsExternalFunction ( ) )
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dynamic_cast < ExprNode * > ( aux_equation ) - > writeExternalFunctionOutput ( output , ExprNodeOutputType : : latexStaticModel ,
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temporary_terms , temporary_terms_idxs , tef_terms ) ;
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for ( auto aux_equation : aux_equations )
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{
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output < < R " ( \b egin{dmath}) " < < endl ;
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dynamic_cast < ExprNode * > ( aux_equation - > substituteStaticAuxiliaryDefinition ( ) ) - > writeOutput ( output , ExprNodeOutputType : : latexStaticModel ) ;
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output < < endl < < R " ( \ end{dmath}) " < < endl ;
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}
}
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void
StaticModel : : writeJsonAuxVarRecursiveDefinitions ( ostream & output ) const
{
deriv_node_temp_terms_t tef_terms ;
temporary_terms_t temporary_terms ;
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for ( auto aux_equation : aux_equations )
if ( dynamic_cast < ExprNode * > ( aux_equation ) - > containsExternalFunction ( ) )
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{
vector < string > efout ;
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dynamic_cast < ExprNode * > ( aux_equation ) - > writeJsonExternalFunctionOutput ( efout ,
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temporary_terms ,
tef_terms ,
false ) ;
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for ( bool printed_something { false } ;
const auto & it : efout )
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{
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if ( exchange ( printed_something , true ) )
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output < < " , " ;
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output < < it ;
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}
}
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for ( auto aux_equation : aux_equations )
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{
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output < < R " (, { " lhs " : " ) " ;
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aux_equation - > arg1 - > writeJsonOutput ( output , temporary_terms , tef_terms , false ) ;
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output < < R " ( " , " rhs " : " ) " ;
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dynamic_cast < BinaryOpNode * > ( aux_equation - > substituteStaticAuxiliaryDefinition ( ) ) - > arg2 - > writeJsonOutput ( output , temporary_terms , tef_terms , false ) ;
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output < < R " ( " } ) " ;
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}
}
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void
StaticModel : : writeJsonOutput ( ostream & output ) const
{
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deriv_node_temp_terms_t tef_terms ;
writeJsonModelLocalVariables ( output , false , tef_terms ) ;
output < < " , " ;
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writeJsonModelEquations ( output , false ) ;
}
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void
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StaticModel : : writeJsonComputingPassOutput ( ostream & output , bool writeDetails ) const
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{
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auto [ mlv_output , d_output ] { writeJsonComputingPassOutputHelper < false > ( writeDetails ) } ;
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if ( writeDetails )
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output < < R " ( " static_model " : {) " ;
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else
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output < < R " ( " static_model_simple " : {) " ;
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output < < mlv_output . str ( ) ;
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for ( const auto & it : d_output )
output < < " , " < < it . str ( ) ;
output < < " } " ;
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}
void
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StaticModel : : writeJsonParamsDerivatives ( ostream & output , bool writeDetails ) const
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{
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if ( ! params_derivatives . size ( ) )
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return ;
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auto [ mlv_output , tt_output , rp_output , gp_output , rpp_output , gpp_output , hp_output , g3p_output ]
{ writeJsonParamsDerivativesHelper < false > ( writeDetails ) } ;
// g3p_output is ignored
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if ( writeDetails )
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output < < R " ( " static_model_params_derivative " : {) " ;
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else
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output < < R " ( " static_model_params_derivatives_simple " : {) " ;
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output < < mlv_output . str ( )
< < " , " < < tt_output . str ( )
< < " , " < < rp_output . str ( )
< < " , " < < gp_output . str ( )
< < " , " < < rpp_output . str ( )
< < " , " < < gpp_output . str ( )
< < " , " < < hp_output . str ( )
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< < " } " ;
}