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/*
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* Copyright © 2003 - 2023 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 )
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AddLocalVariable ( it , m . local_variables_table . at ( it ) - > toStatic ( * this ) ) ;
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// 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 : : 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 ( ) ,
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/block/static.cod " } ;
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const filesystem : : path bin_filename { basename + " /model/bytecode/block/static.bin " } ;
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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.string() << 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 ( ) ,
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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computingPassBlock ( eval_context , no_tmp_terms ) ;
if ( ! block_decomposed & & 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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}
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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filesystem : : path 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 . string ( ) < < " for writing " < < endl ;
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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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filesystem : : path 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 ( ) )
{
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cerr < < " ERROR: Can't open file " < < filename . string ( ) < < " 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 ( ) )
{
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cerr < < " ERROR: Can't open file " < < filename . string ( ) < < " for writing " < < endl ;
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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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filesystem : : path 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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cerr < < " ERROR: Can't open file " < < filename . string ( ) < < " for writing " < < endl ;
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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 : : 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 )
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{
create_directories ( model_dir / " src " / " sparse " ) ;
if ( block_decomposed )
create_directories ( model_dir / " src " / " sparse " / " block " ) ;
}
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if ( julia )
create_directories ( model_dir / " julia " ) ;
else
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{
auto plusfolder { packageDir ( basename ) } ;
/* The following is not a duplicate of the same call from
ModFile : : writeMOutput ( ) , because of planner_objective which needs its
+ objective subdirectory */
create_directories ( plusfolder ) ;
if ( block & & ! use_dll )
create_directories ( plusfolder / " +block " ) ;
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auto sparsefolder { plusfolder / " +sparse " } ;
create_directories ( sparsefolder ) ;
if ( block_decomposed )
create_directories ( sparsefolder / " +block " ) ;
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create_directories ( plusfolder / " +debug " ) ;
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}
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create_directories ( model_dir / " bytecode " / " block " ) ;
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// Legacy representation
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if ( use_dll )
writeModelCFile < false > ( basename , mexext , matlabroot , dynareroot ) ;
else if ( ! julia ) // M-files
writeStaticMFile ( basename ) ;
// The legacy representation is no longer produced for Julia
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writeStaticBytecode ( basename ) ;
if ( block_decomposed )
writeStaticBlockBytecode ( basename ) ;
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// Sparse representation
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if ( use_dll )
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writeSparseModelCFiles < false > ( basename , mexext , matlabroot , dynareroot ) ;
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else if ( julia )
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writeSparseModelJuliaFiles < false > ( basename ) ;
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else // MATLAB/Octave
writeSparseModelMFiles < false > ( basename ) ;
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writeSetAuxiliaryVariables ( basename , julia ) ;
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// Support for model debugging
if ( ! julia )
writeDebugModelMFiles < false > ( basename ) ;
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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 : : writeDriverOutput ( ostream & output ) 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_decomposed )
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writeBlockDriverOutput ( output ) ;
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writeDriverSparseIndicesHelper < false > ( output ) ;
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}
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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 < < " M_.block_structure_stat.block( " < < blk + 1 < < " ).Simulation_Type = " < < static_cast < int > ( blocks [ blk ] . simulation_type ) < < " ; " < < endl
< < " M_.block_structure_stat.block( " < < blk + 1 < < " ).endo_nbr = " < < blocks [ blk ] . size < < " ; " < < endl
< < " M_.block_structure_stat.block( " < < blk + 1 < < " ).mfs = " < < blocks [ blk ] . mfs_size < < " ; " < < endl
< < " M_.block_structure_stat.block( " < < blk + 1 < < " ).equation = [ " ;
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for ( int eq = 0 ; eq < blocks [ blk ] . size ; eq + + )
output < < " " < < getBlockEquationID ( blk , eq ) + 1 ;
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output < < " ]; " < < endl
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< < " M_.block_structure_stat.block( " < < blk + 1 < < " ).variable = [ " ;
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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.variable_reordered = [ " ;
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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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writeBlockDriverSparseIndicesHelper < false > ( output ) ;
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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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}
2009-04-30 15:14:33 +02:00
2009-12-16 14:21:31 +01:00
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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}
2009-06-30 17:07:09 +02:00
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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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}
2009-06-30 17:07:09 +02:00
2012-11-29 18:07:48 +01:00
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
2020-03-19 17:46:10 +01:00
StaticModel : : computeChainRuleJacobian ( )
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{
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int nb_blocks = blocks . size ( ) ;
2022-09-28 19:18:15 +02:00
2020-03-19 17:46:10 +01:00
blocks_derivatives . resize ( nb_blocks ) ;
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blocks_jacobian_sparse_column_major_order . resize ( nb_blocks ) ;
blocks_jacobian_sparse_colptr . resize ( nb_blocks ) ;
2020-04-24 12:29:02 +02:00
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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BlockSimulationType simulation_type { blocks [ blk ] . simulation_type } ;
2020-04-24 12:29:02 +02:00
2020-10-02 18:31:55 +02:00
map < int , BinaryOpNode * > recursive_vars ;
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for ( int i = 0 ; i < nb_recursives ; i + + )
2009-07-10 16:22:40 +02:00
{
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int deriv_id = getDerivID ( symbol_table . getID ( SymbolType : : endogenous , getBlockVariableID ( blk , i ) ) , 0 ) ;
2020-05-20 11:49:32 +02:00
if ( getBlockEquationType ( blk , i ) = = EquationType : : evaluateRenormalized )
2020-04-24 12:29:02 +02:00
recursive_vars [ deriv_id ] = getBlockEquationRenormalizedExpr ( blk , i ) ;
else
recursive_vars [ deriv_id ] = getBlockEquationExpr ( blk , i ) ;
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}
2020-04-24 12:29:02 +02:00
2022-09-28 19:18:15 +02:00
assert ( simulation_type ! = BlockSimulationType : : solveTwoBoundariesSimple
& & simulation_type ! = BlockSimulationType : : solveTwoBoundariesComplete ) ;
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int size = blocks [ blk ] . size ;
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map < pair < expr_t , int > , expr_t > chain_rule_deriv_cache ;
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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 ) ;
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expr_t d1 = equations [ eq_orig ] - > getChainRuleDerivative ( getDerivID ( symbol_table . getID ( SymbolType : : endogenous , var_orig ) , 0 ) , recursive_vars , chain_rule_deriv_cache ) ;
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if ( d1 ! = Zero )
blocks_derivatives [ blk ] [ { eq , var , 0 } ] = d1 ;
2009-07-07 17:58:17 +02:00
}
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}
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// Compute the sparse representation of the Jacobian
if ( simulation_type ! = BlockSimulationType : : evaluateForward
& & simulation_type ! = BlockSimulationType : : evaluateBackward )
{
for ( const auto & [ indices , d1 ] : blocks_derivatives [ blk ] )
{
auto & [ eq , var , lag ] { indices } ;
assert ( lag = = 0 ) ;
blocks_jacobian_sparse_column_major_order [ blk ] . emplace ( pair { eq , var } , d1 ) ;
}
blocks_jacobian_sparse_colptr [ blk ] = computeCSCColPtr ( blocks_jacobian_sparse_column_major_order [ blk ] , size ) ;
}
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}
}
2009-12-16 14:21:31 +01:00
void
2017-08-24 15:35:10 +02:00
StaticModel : : writeLatexFile ( const string & basename , bool write_equation_tags ) const
2009-12-16 18:13:23 +01:00
{
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writeLatexModelFile ( basename , " static " , ExprNodeOutputType : : latexStaticModel , write_equation_tags ) ;
2009-12-16 18:13:23 +01:00
}
2009-07-07 17:58:17 +02:00
2009-09-30 17:10:31 +02:00
void
2010-04-27 17:04:52 +02:00
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 ;
}
}
2011-07-24 20:52:03 +02:00
2017-06-14 07:01:31 +02:00
void
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StaticModel : : writeSetAuxiliaryVariables ( const string & basename , bool julia ) const
2011-07-24 20:52:03 +02:00
{
2017-08-29 10:58:39 +02:00
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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2021-08-18 16:52:35 +02:00
string func_name = julia ? " set_auxiliary_variables! " : " set_auxiliary_variables " ;
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string comment = julia ? " # " : " % " ;
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2021-04-23 17:30:38 +02:00
stringstream output ;
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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 ;
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if ( julia )
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writeToFileIfModified ( output , filesystem : : path { basename } / " model " / " julia " / " SetAuxiliaryVariables.jl " ) ;
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else
{
/* Calling writeToFileIfModified() is useless here since we write inside
a subdirectory deleted at each preprocessor run . */
filesystem : : path filename { packageDir ( basename ) / ( func_name + " .m " ) } ;
ofstream output_file { filename , ios : : out | ios : : binary } ;
if ( ! output_file . is_open ( ) )
{
cerr < < " ERROR: Can't open file " < < filename . string ( ) < < " for writing " < < endl ;
exit ( EXIT_FAILURE ) ;
}
output_file < < output . str ( ) ;
output_file . close ( ) ;
}
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}
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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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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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output < < R " ( " static_tmp_nbr " : [) " ;
for ( bool printed_something { false } ;
const auto & tts : temporary_terms_derivatives )
{
if ( exchange ( printed_something , true ) )
output < < " , " ;
output < < tts . size ( ) ;
}
output < < " ], " ;
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writeJsonSparseIndicesHelper < false > ( output ) ;
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}
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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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< < " } " ;
}