write Hessians of static and dynamic functions more efficiently

DynamicModel.cc

@@ -2157,6 +2157,16 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
       int col_nb = id1 * dynJacobianColsNbr + id2;
       int col_nb_sym = id2 * dynJacobianColsNbr + id1;
 
+      ostringstream for_sym;
+      if (output_type == oJuliaDynamicModel)
+        {
+          for_sym << "g1[" << eq + 1 << "," << col_nb + 1 << "]";
+          hessian_output << "  @inbounds " << for_sym.str() << " = ";
+          d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
+          hessian_output << endl;
+        }
+      else
+        {
           sparseHelper(2, hessian_output, k, 0, output_type);
           hessian_output << "=" << eq + 1 << ";" << endl;
 
@@ -2169,9 +2179,14 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
           hessian_output << ";" << endl;
 
           k++;
+        }
 
       // Treating symetric elements
       if (id1 != id2)
+        if (output_type == oJuliaDynamicModel)
+          hessian_output << "  @inbounds g1[" << eq + 1 << "," << col_nb_sym + 1 << "] = "
+                         << for_sym.str() << endl;
+        else
           {
             sparseHelper(2, hessian_output, k, 0, output_type);
             hessian_output << "=" << eq + 1 << ";" << endl;
@@ -2379,14 +2394,12 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
                     << "  # g2: sparse zeros " << nrows << " x " << hessianColsNbr << endl
                     << "  #" << endl << endl
                     << "  dynamic!(y, x, params, steady_state, it_, residual, g1)" << endl
+                    << model_output.str()
                     << "  #" << endl
                     << "  # Hessian matrix" << endl
                     << "  #" << endl;
       if (second_derivatives.size())
-        DynamicOutput << model_output.str()
+        DynamicOutput << hessian_output.str();
-                      << "  v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl
-                      << hessian_output.str()
-                      << "  g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << nrows << "," << hessianColsNbr << ");" << endl;
 
       // Initialize g3 matrix
       int ncols = hessianColsNbr * dynJacobianColsNbr;

StaticModel.cc

@@ -1233,6 +1233,16 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
       int col_nb = tsid1*symbol_table.endo_nbr()+tsid2;
       int col_nb_sym = tsid2*symbol_table.endo_nbr()+tsid1;
 
+      ostringstream for_sym;
+      if (output_type == oJuliaDynamicModel)
+        {
+          for_sym << "g1[" << eq + 1 << "," << col_nb + 1 << "]";
+          hessian_output << "  @inbounds " << for_sym.str() << " = ";
+          d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
+          hessian_output << endl;
+        }
+      else
+        {
           sparseHelper(2, hessian_output, k, 0, output_type);
           hessian_output << "=" << eq + 1 << ";" << endl;
 
@@ -1245,9 +1255,14 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
           hessian_output << ";" << endl;
 
           k++;
+        }
 
       // Treating symetric elements
       if (symb_id1 != symb_id2)
+        if (output_type == oJuliaDynamicModel)
+          hessian_output << "  @inbounds g1[" << eq + 1 << "," << col_nb_sym + 1 << "] = "
+                         << for_sym.str() << endl;
+        else
           {
             sparseHelper(2, hessian_output, k, 0, output_type);
             hessian_output << "=" << eq + 1 << ";" << endl;
@@ -1453,16 +1468,13 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
                    << "  # g2: sparse zeros " << equations.size() << " x " << g2ncols << endl
                    << "  #" << endl << endl
                    << "  static!(y, x, params, residual, g1)" << endl
+                   << model_output.str()
                    << "  #" << endl
                    << "  # Hessian matrix" << endl
                    << "  #" << endl;
 
       if (second_derivatives.size())
-        StaticOutput << model_output.str()
+        StaticOutput << hessian_output.str();
-                     << "  v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl
-                     << hessian_output.str()
-                     << "  g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << equations.size() << ","
-                     << g2ncols << ");" << endl;
 
       // Initialize g3 matrix
       int ncols = hessianColsNbr * JacobianColsNbr;
@@ -1486,7 +1498,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
 
       if (third_derivatives.size())
         StaticOutput << model_output.str()
-                     << "  v3 = zeros(" << NNZDerivatives[2] << ",3);" << endl
+                     << "  v3 = Array(Float64, " << NNZDerivatives[2] << ", 3)" << endl
                      << third_derivatives_output.str()
                      << "  g3 = sparse(v3(:,1),v3(:,2),v3(:,3)," << nrows << "," << ncols << ");"
                      << endl;