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/*
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* Copyright ( C ) 2007 - 2009 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
* along with Dynare . If not , see < http : //www.gnu.org/licenses/>.
*/
# ifndef _EXPR_NODE_HH
# define _EXPR_NODE_HH
using namespace std ;
# include <set>
# include <map>
# include <vector>
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# include <ostream>
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# include "SymbolTable.hh"
# include "CodeInterpreter.hh"
class DataTree ;
typedef class ExprNode * NodeID ;
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struct Model_Block ;
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struct ExprNodeLess ;
//! Type for set of temporary terms
/*! They are ordered by index number thanks to ExprNodeLess */
typedef set < NodeID , ExprNodeLess > temporary_terms_type ;
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typedef map < int , int > map_idx_type ;
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//! Type for evaluation contexts
/*! The key is a symbol id. Lags are assumed to be null */
typedef map < int , double > eval_context_type ;
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//! Possible types of output when writing ExprNode(s)
enum ExprNodeOutputType
{
oMatlabStaticModel , //!< Matlab code, static model declarations
oMatlabDynamicModel , //!< Matlab code, dynamic model declarations
oMatlabStaticModelSparse , //!< Matlab code, static block decomposed mode declaration
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oMatlabDynamicModelSparse , //!< Matlab code, dynamic block decomposed mode declaration
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oCStaticModel , //!< C code, static model declarations
oCDynamicModel , //!< C code, dynamic model declarations
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oMatlabOutsideModel , //!< Matlab code, outside model block (for example in initval)
oLatexStaticModel , //!< LaTeX code, static model declarations
oLatexDynamicModel //!< LaTeX code, dynamic model declarations
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} ;
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# define IS_MATLAB(output_type) ((output_type) == oMatlabStaticModel \
| | ( output_type ) = = oMatlabDynamicModel \
| | ( output_type ) = = oMatlabOutsideModel \
| | ( output_type ) = = oMatlabStaticModelSparse \
| | ( output_type ) = = oMatlabDynamicModelSparse )
# define IS_C(output_type) ((output_type) == oCStaticModel \
| | ( output_type ) = = oCDynamicModel )
# define IS_LATEX(output_type) ((output_type) == oLatexStaticModel \
| | ( output_type ) = = oLatexDynamicModel )
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/* Equal to 1 for Matlab langage, or to 0 for C language. Not defined for LaTeX.
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In Matlab , array indexes begin at 1 , while they begin at 0 in C */
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# define ARRAY_SUBSCRIPT_OFFSET(output_type) ((int) IS_MATLAB(output_type))
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// Left and right array subscript delimiters: '(' and ')' for Matlab, '[' and ']' for C
# define LEFT_ARRAY_SUBSCRIPT(output_type) (IS_MATLAB(output_type) ? '(' : '[')
# define RIGHT_ARRAY_SUBSCRIPT(output_type) (IS_MATLAB(output_type) ? ')' : ']')
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// Left and right parentheses
# define LEFT_PAR(output_type) (IS_LATEX(output_type) ? "\\left(" : "(")
# define RIGHT_PAR(output_type) (IS_LATEX(output_type) ? "\\right)" : ")")
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// Computing cost above which a node can be declared a temporary term
# define MIN_COST_MATLAB (40*90)
# define MIN_COST_C (40*4)
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# define MIN_COST(is_matlab) ((is_matlab) ? MIN_COST_MATLAB : MIN_COST_C)
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//! Base class for expression nodes
class ExprNode
{
friend class DataTree ;
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friend class DynamicModel ;
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friend class ExprNodeLess ;
friend class NumConstNode ;
friend class VariableNode ;
friend class UnaryOpNode ;
friend class BinaryOpNode ;
friend class TrinaryOpNode ;
private :
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//! Computes derivative w.r. to a derivation ID (but doesn't store it in derivatives map)
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/*! You shoud use getDerivative() to get the benefit of symbolic a priori and of caching */
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virtual NodeID computeDerivative ( int deriv_id ) = 0 ;
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protected :
//! Reference to the enclosing DataTree
DataTree & datatree ;
//! Index number
int idx ;
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//! Set of derivation IDs with respect to which the derivative is potentially non-null
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set < int > non_null_derivatives ;
//! Used for caching of first order derivatives (when non-null)
map < int , NodeID > derivatives ;
//! Cost of computing current node
/*! Nodes included in temporary_terms are considered having a null cost */
virtual int cost ( const temporary_terms_type & temporary_terms , bool is_matlab ) const ;
public :
ExprNode ( DataTree & datatree_arg ) ;
virtual ~ ExprNode ( ) ;
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//! Returns derivative w.r. to derivation ID
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/*! Uses a symbolic a priori to pre-detect null derivatives, and caches the result for other derivatives (to avoid computing it several times)
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For an equal node , returns the derivative of lhs minus rhs */
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NodeID getDerivative ( int deriv_id ) ;
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//! Computes derivatives by applying the chain rule for some variables
/*!
\ param deriv_id The derivation ID with respect to which we are derivating
\ param recursive_variables Contains the derivation ID for which chain rules must be applied . Keys are derivation IDs , values are equations of the form x = f ( y ) where x is the key variable and x doesn ' t appear in y
*/
virtual NodeID getChainRuleDerivative ( int deriv_id , const map < int , NodeID > & recursive_variables ) = 0 ;
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//! Returns precedence of node
/*! Equals 100 for constants, variables, unary ops, and temporary terms */
virtual int precedence ( ExprNodeOutputType output_type , const temporary_terms_type & temporary_terms ) const ;
//! Fills temporary_terms set, using reference counts
/*! A node will be marked as a temporary term if it is referenced at least two times (i.e. has at least two parents), and has a computing cost (multiplied by reference count) greater to datatree.min_cost */
virtual void computeTemporaryTerms ( map < NodeID , int > & reference_count , temporary_terms_type & temporary_terms , bool is_matlab ) const ;
//! Writes output of node, using a Txxx notation for nodes in temporary_terms
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virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_type & temporary_terms ) const = 0 ;
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//! Writes output of node (with no temporary terms and with "outside model" output type)
void writeOutput ( ostream & output ) ;
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//! Computes the set of endogenous variables in the expression
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/*!
Endogenous are stored as integer pairs of the form ( symb_id , lag ) .
They are added to the set given in argument .
*/
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virtual void collectEndogenous ( set < pair < int , int > > & result ) const = 0 ;
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//! Computes the set of exogenous variables in the expression
/*!
Exogenous are stored as integer pairs of the form ( symb_id , lag ) .
They are added to the set given in argument .
*/
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virtual void collectExogenous ( set < pair < int , int > > & result ) const = 0 ;
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virtual void collectTemporary_terms ( const temporary_terms_type & temporary_terms , Model_Block * ModelBlock , int Curr_Block ) const = 0 ;
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virtual void computeTemporaryTerms ( map < NodeID , int > & reference_count ,
temporary_terms_type & temporary_terms ,
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map < NodeID , pair < int , int > > & first_occurence ,
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int Curr_block ,
Model_Block * ModelBlock ,
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int equation ,
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map_idx_type & map_idx ) const ;
class EvalException
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{
} ;
virtual double eval ( const eval_context_type & eval_context ) const throw ( EvalException ) = 0 ;
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virtual void compile ( ostream & CompileCode , bool lhs_rhs , const temporary_terms_type & temporary_terms , map_idx_type & map_idx ) const = 0 ;
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//! Creates a static version of this node
/*!
This method duplicates the current node by creating a similar node from which all leads / lags have been stripped ,
adds the result in the static_datatree argument ( and not in the original datatree ) , and returns it .
*/
virtual NodeID toStatic ( DataTree & static_datatree ) const = 0 ;
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//! Try to normalize an equation linear in its endogenous variable
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virtual pair < bool , NodeID > normalizeLinearInEndoEquation ( int symb_id_endo , NodeID Derivative ) const = 0 ;
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} ;
//! Object used to compare two nodes (using their indexes)
struct ExprNodeLess
{
bool operator ( ) ( NodeID arg1 , NodeID arg2 ) const
{
return arg1 - > idx < arg2 - > idx ;
}
} ;
//! Numerical constant node
/*! The constant is necessarily non-negative (this is enforced at the NumericalConstants class level) */
class NumConstNode : public ExprNode
{
private :
//! Id from numerical constants table
const int id ;
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virtual NodeID computeDerivative ( int deriv_id ) ;
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public :
NumConstNode ( DataTree & datatree_arg , int id_arg ) ;
virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_type & temporary_terms ) const ;
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virtual void collectEndogenous ( set < pair < int , int > > & result ) const ;
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virtual void collectExogenous ( set < pair < int , int > > & result ) const ;
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virtual void collectTemporary_terms ( const temporary_terms_type & temporary_terms , Model_Block * ModelBlock , int Curr_Block ) const ;
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virtual double eval ( const eval_context_type & eval_context ) const throw ( EvalException ) ;
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virtual void compile ( ostream & CompileCode , bool lhs_rhs , const temporary_terms_type & temporary_terms , map_idx_type & map_idx ) const ;
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virtual NodeID toStatic ( DataTree & static_datatree ) const ;
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virtual pair < bool , NodeID > normalizeLinearInEndoEquation ( int symb_id_endo , NodeID Derivative ) const ;
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virtual NodeID getChainRuleDerivative ( int deriv_id , const map < int , NodeID > & recursive_variables ) ;
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} ;
//! Symbol or variable node
class VariableNode : public ExprNode
{
private :
//! Id from the symbol table
const int symb_id ;
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const SymbolType type ;
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const int lag ;
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//! Derivation ID
const int deriv_id ;
virtual NodeID computeDerivative ( int deriv_id_arg ) ;
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public :
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VariableNode ( DataTree & datatree_arg , int symb_id_arg , int lag_arg , int deriv_id_arg ) ;
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virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_type & temporary_terms ) const ;
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virtual void collectEndogenous ( set < pair < int , int > > & result ) const ;
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virtual void collectExogenous ( set < pair < int , int > > & result ) const ;
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virtual void computeTemporaryTerms ( map < NodeID , int > & reference_count ,
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temporary_terms_type & temporary_terms ,
map < NodeID , pair < int , int > > & first_occurence ,
int Curr_block ,
Model_Block * ModelBlock ,
int equation ,
map_idx_type & map_idx ) const ;
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virtual void collectTemporary_terms ( const temporary_terms_type & temporary_terms , Model_Block * ModelBlock , int Curr_Block ) const ;
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virtual double eval ( const eval_context_type & eval_context ) const throw ( EvalException ) ;
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virtual void compile ( ostream & CompileCode , bool lhs_rhs , const temporary_terms_type & temporary_terms , map_idx_type & map_idx ) const ;
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virtual NodeID toStatic ( DataTree & static_datatree ) const ;
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int get_symb_id ( ) const { return symb_id ; } ;
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virtual pair < bool , NodeID > normalizeLinearInEndoEquation ( int symb_id_endo , NodeID Derivative ) const ;
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virtual NodeID getChainRuleDerivative ( int deriv_id , const map < int , NodeID > & recursive_variables ) ;
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} ;
//! Unary operator node
class UnaryOpNode : public ExprNode
{
private :
const NodeID arg ;
const UnaryOpcode op_code ;
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virtual NodeID computeDerivative ( int deriv_id ) ;
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virtual int cost ( const temporary_terms_type & temporary_terms , bool is_matlab ) const ;
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//! Returns the derivative of this node if darg is the derivative of the argument
NodeID composeDerivatives ( NodeID darg ) ;
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public :
UnaryOpNode ( DataTree & datatree_arg , UnaryOpcode op_code_arg , const NodeID arg_arg ) ;
virtual void computeTemporaryTerms ( map < NodeID , int > & reference_count , temporary_terms_type & temporary_terms , bool is_matlab ) const ;
virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_type & temporary_terms ) const ;
virtual void computeTemporaryTerms ( map < NodeID , int > & reference_count ,
temporary_terms_type & temporary_terms ,
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map < NodeID , pair < int , int > > & first_occurence ,
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int Curr_block ,
Model_Block * ModelBlock ,
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int equation ,
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map_idx_type & map_idx ) const ;
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virtual void collectEndogenous ( set < pair < int , int > > & result ) const ;
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virtual void collectExogenous ( set < pair < int , int > > & result ) const ;
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virtual void collectTemporary_terms ( const temporary_terms_type & temporary_terms , Model_Block * ModelBlock , int Curr_Block ) const ;
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static double eval_opcode ( UnaryOpcode op_code , double v ) throw ( EvalException ) ;
virtual double eval ( const eval_context_type & eval_context ) const throw ( EvalException ) ;
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virtual void compile ( ostream & CompileCode , bool lhs_rhs , const temporary_terms_type & temporary_terms , map_idx_type & map_idx ) const ;
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//! Returns operand
NodeID get_arg ( ) const { return ( arg ) ; } ;
//! Returns op code
UnaryOpcode get_op_code ( ) const { return ( op_code ) ; } ;
virtual NodeID toStatic ( DataTree & static_datatree ) const ;
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virtual pair < bool , NodeID > normalizeLinearInEndoEquation ( int symb_id_endo , NodeID Derivative ) const ;
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virtual NodeID getChainRuleDerivative ( int deriv_id , const map < int , NodeID > & recursive_variables ) ;
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} ;
//! Binary operator node
class BinaryOpNode : public ExprNode
{
private :
const NodeID arg1 , arg2 ;
const BinaryOpcode op_code ;
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virtual NodeID computeDerivative ( int deriv_id ) ;
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virtual int cost ( const temporary_terms_type & temporary_terms , bool is_matlab ) const ;
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//! Returns the derivative of this node if darg1 and darg2 are the derivatives of the arguments
NodeID composeDerivatives ( NodeID darg1 , NodeID darg2 ) ;
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public :
BinaryOpNode ( DataTree & datatree_arg , const NodeID arg1_arg ,
BinaryOpcode op_code_arg , const NodeID arg2_arg ) ;
virtual int precedence ( ExprNodeOutputType output_type , const temporary_terms_type & temporary_terms ) const ;
virtual void computeTemporaryTerms ( map < NodeID , int > & reference_count , temporary_terms_type & temporary_terms , bool is_matlab ) const ;
virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_type & temporary_terms ) const ;
virtual void computeTemporaryTerms ( map < NodeID , int > & reference_count ,
temporary_terms_type & temporary_terms ,
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map < NodeID , pair < int , int > > & first_occurence ,
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int Curr_block ,
Model_Block * ModelBlock ,
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int equation ,
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map_idx_type & map_idx ) const ;
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virtual void collectEndogenous ( set < pair < int , int > > & result ) const ;
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virtual void collectExogenous ( set < pair < int , int > > & result ) const ;
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virtual void collectTemporary_terms ( const temporary_terms_type & temporary_terms , Model_Block * ModelBlock , int Curr_Block ) const ;
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static double eval_opcode ( double v1 , BinaryOpcode op_code , double v2 ) throw ( EvalException ) ;
virtual double eval ( const eval_context_type & eval_context ) const throw ( EvalException ) ;
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virtual void compile ( ostream & CompileCode , bool lhs_rhs , const temporary_terms_type & temporary_terms , map_idx_type & map_idx ) const ;
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//! Returns first operand
NodeID get_arg1 ( ) const { return ( arg1 ) ; } ;
//! Returns second operand
NodeID get_arg2 ( ) const { return ( arg2 ) ; } ;
//! Returns op code
BinaryOpcode get_op_code ( ) const { return ( op_code ) ; } ;
virtual NodeID toStatic ( DataTree & static_datatree ) const ;
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pair < bool , NodeID > normalizeLinearInEndoEquation ( int symb_id_endo , NodeID Derivative ) const ;
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virtual NodeID getChainRuleDerivative ( int deriv_id , const map < int , NodeID > & recursive_variables ) ;
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} ;
//! Trinary operator node
class TrinaryOpNode : public ExprNode
{
friend class ModelTree ;
private :
const NodeID arg1 , arg2 , arg3 ;
const TrinaryOpcode op_code ;
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virtual NodeID computeDerivative ( int deriv_id ) ;
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virtual int cost ( const temporary_terms_type & temporary_terms , bool is_matlab ) const ;
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//! Returns the derivative of this node if darg1, darg2 and darg3 are the derivatives of the arguments
NodeID composeDerivatives ( NodeID darg1 , NodeID darg2 , NodeID darg3 ) ;
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public :
TrinaryOpNode ( DataTree & datatree_arg , const NodeID arg1_arg ,
TrinaryOpcode op_code_arg , const NodeID arg2_arg , const NodeID arg3_arg ) ;
virtual int precedence ( ExprNodeOutputType output_type , const temporary_terms_type & temporary_terms ) const ;
virtual void computeTemporaryTerms ( map < NodeID , int > & reference_count , temporary_terms_type & temporary_terms , bool is_matlab ) const ;
virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_type & temporary_terms ) const ;
virtual void computeTemporaryTerms ( map < NodeID , int > & reference_count ,
temporary_terms_type & temporary_terms ,
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map < NodeID , pair < int , int > > & first_occurence ,
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int Curr_block ,
Model_Block * ModelBlock ,
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int equation ,
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map_idx_type & map_idx ) const ;
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virtual void collectEndogenous ( set < pair < int , int > > & result ) const ;
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virtual void collectExogenous ( set < pair < int , int > > & result ) const ;
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virtual void collectTemporary_terms ( const temporary_terms_type & temporary_terms , Model_Block * ModelBlock , int Curr_Block ) const ;
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static double eval_opcode ( double v1 , TrinaryOpcode op_code , double v2 , double v3 ) throw ( EvalException ) ;
virtual double eval ( const eval_context_type & eval_context ) const throw ( EvalException ) ;
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virtual void compile ( ostream & CompileCode , bool lhs_rhs , const temporary_terms_type & temporary_terms , map_idx_type & map_idx ) const ;
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virtual NodeID toStatic ( DataTree & static_datatree ) const ;
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virtual pair < bool , NodeID > normalizeLinearInEndoEquation ( int symb_id_endo , NodeID Derivative ) const ;
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virtual NodeID getChainRuleDerivative ( int deriv_id , const map < int , NodeID > & recursive_variables ) ;
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} ;
//! Unknown function node
class UnknownFunctionNode : public ExprNode
{
private :
const int symb_id ;
const vector < NodeID > arguments ;
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virtual NodeID computeDerivative ( int deriv_id ) ;
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public :
UnknownFunctionNode ( DataTree & datatree_arg , int symb_id_arg ,
const vector < NodeID > & arguments_arg ) ;
virtual void computeTemporaryTerms ( map < NodeID , int > & reference_count , temporary_terms_type & temporary_terms , bool is_matlab ) const ;
virtual void writeOutput ( ostream & output , ExprNodeOutputType output_type , const temporary_terms_type & temporary_terms ) const ;
virtual void computeTemporaryTerms ( map < NodeID , int > & reference_count ,
temporary_terms_type & temporary_terms ,
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map < NodeID , pair < int , int > > & first_occurence ,
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int Curr_block ,
Model_Block * ModelBlock ,
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int equation ,
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map_idx_type & map_idx ) const ;
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virtual void collectEndogenous ( set < pair < int , int > > & result ) const ;
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virtual void collectExogenous ( set < pair < int , int > > & result ) const ;
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virtual void collectTemporary_terms ( const temporary_terms_type & temporary_terms , Model_Block * ModelBlock , int Curr_Block ) const ;
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virtual double eval ( const eval_context_type & eval_context ) const throw ( EvalException ) ;
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virtual void compile ( ostream & CompileCode , bool lhs_rhs , const temporary_terms_type & temporary_terms , map_idx_type & map_idx ) const ;
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virtual NodeID toStatic ( DataTree & static_datatree ) const ;
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virtual pair < bool , NodeID > normalizeLinearInEndoEquation ( int symb_id_endo , NodeID Derivative ) const ;
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virtual NodeID getChainRuleDerivative ( int deriv_id , const map < int , NodeID > & recursive_variables ) ;
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} ;
# endif