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New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode): 

- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
issue#70
ferhat 2009-08-29 15:04:11 +00:00
parent a693b8310d
commit 0a816a4e74
15 changed files with 306 additions and 228 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

17
BlockTriangular.cc
View File

@ -129,7 +129,10 @@ BlockTriangular::Compute_Normalization(bool *IM, int equation_number, int prolog
for (int i = 0; i < n; i++)
for (int j = 0; j < n; j++)
if (IM0[(i+prologue) * equation_number+j+prologue])
add_edge(i + n, j, g);
{
//printf("equation=%3d variable=%3d\n",i,j);
add_edge(i + n, j, g);
}
// Compute maximum cardinality matching
typedef vector<graph_traits<BipartiteGraph>::vertex_descriptor> mate_map_t;
@ -931,10 +934,7 @@ BlockTriangular::Normalize_and_BlockDecompose(bool *IM, Model_Block *ModelBlock,
int count_Block, count_Equ;
bool *SIM0, *SIM00;
SIM0 = (bool *) malloc(n * n * sizeof(bool));
memcpy(SIM0, IM_0, n*n*sizeof(bool));
Prologue_Epilogue(IM, prologue, epilogue, n, Index_Var_IM, Index_Equ_IM, SIM0);
free(SIM0);
int counted = 0;
if (prologue+epilogue < n)
@ -963,8 +963,10 @@ BlockTriangular::Normalize_and_BlockDecompose(bool *IM, Model_Block *ModelBlock,
memset(SIM0, 0, n*n*sizeof(bool));
SIM00 = (bool *) malloc(n * n * sizeof(bool));
memset(SIM00, 0, n*n*sizeof(bool));
//cout << "---------------------------------\n";
for (map< pair< int, int >, double >::iterator iter = j_m.begin(); iter != j_m.end(); iter++)
{
//printf("iter->second=% 1.10f iter->first.first=%3d iter->first.second=%3d bi=%f\n", iter->second, iter->first.first, iter->first.second, bi);
if (fabs(iter->second) > max(bi, cutoff))
{
SIM0[iter->first.first*n+iter->first.second] = 1;
@ -999,6 +1001,11 @@ BlockTriangular::Normalize_and_BlockDecompose(bool *IM, Model_Block *ModelBlock,
}
}
SIM0 = (bool *) malloc(n * n * sizeof(bool));
memcpy(SIM0, IM_0, n*n*sizeof(bool));
Prologue_Epilogue(IM, prologue, epilogue, n, Index_Var_IM, Index_Equ_IM, SIM0);
free(SIM0);
V_Equation_Type = Equation_Type_determination(equations, first_order_endo_derivatives, Index_Var_IM, Index_Equ_IM, mfs);
cout << "Finding the optimal block decomposition of the model ...\n";

14
ComputingTasks.cc
View File

@ -35,10 +35,6 @@ SteadyStatement::SteadyStatement(const OptionsList &options_list_arg, StaticDllM
void
SteadyStatement::checkPass(ModFileStructure &mod_file_struct)
{
if (options_list.num_options.find("block_mfs") != options_list.num_options.end())
mod_file_struct.steady_block_mfs_option = true;
else if (options_list.num_options.find("block_mfs_dll") != options_list.num_options.end())
mod_file_struct.steady_block_mfs_dll_option = true;
}
void
@ -86,8 +82,8 @@ void ModelInfoStatement::writeOutput(ostream &output, const string &basename) co
}
SimulStatement::SimulStatement(const OptionsList &options_list_arg, DynamicModel::mode_t mode_arg) :
options_list(options_list_arg), mode(mode_arg)
SimulStatement::SimulStatement(const OptionsList &options_list_arg, DynamicModel::mode_t mode_arg, bool block_arg, bool byte_code_arg) :
options_list(options_list_arg), mode(mode_arg), byte_code(byte_code_arg), block(block_arg)
{
}
@ -101,7 +97,7 @@ void
SimulStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
if (mode == DynamicModel::eStandardMode || mode == DynamicModel::eDLLMode)
if ((mode == DynamicModel::eStandardMode || mode == DynamicModel::eDLLMode) && !block)
output << "simul(oo_.dr);\n";
else
{
@ -113,7 +109,7 @@ SimulStatement::writeOutput(ostream &output, const string &basename) const
<< " read_data_;" << endl
<< " end" << endl
<< "end" << endl;
if (mode == DynamicModel::eSparseDLLMode)
if (byte_code)
output << "oo_.endo_simul=simulate;" << endl;
else
output << basename << "_dynamic;" << endl;
@ -922,7 +918,7 @@ PlannerObjectiveStatement::computingPass()
void
PlannerObjectiveStatement::writeOutput(ostream &output, const string &basename) const
{
model_tree->writeStaticFile(basename + "_objective");
model_tree->writeStaticFile(basename + "_objective", false);
}
BVARDensityStatement::BVARDensityStatement(int maxnlags_arg, const OptionsList &options_list_arg) :

4
ComputingTasks.hh
View File

@ -54,8 +54,10 @@ class SimulStatement : public Statement
private:
const OptionsList options_list;
const DynamicModel::mode_t mode;
const bool byte_code;
const bool block;
public:
SimulStatement(const OptionsList &options_list_arg, DynamicModel::mode_t mode_arg);
SimulStatement(const OptionsList &options_list_arg, DynamicModel::mode_t mode_arg, bool block_arg, bool byte_code_arg);
virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output, const string &basename) const;
};

77
DynamicModel.cc
View File

@ -337,6 +337,7 @@ DynamicModel::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const strin
<< " % // Simulation type "
<< BlockTriangular::BlockSim(ModelBlock->Block_List[j].Simulation_Type) << " //" << endl
<< " % ////////////////////////////////////////////////////////////////////////" << endl;
output << " global options_;" << endl;
//The Temporary terms
//output << " relax = 1;\n";
if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
@ -359,9 +360,9 @@ DynamicModel::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const strin
output << " else\n";
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
{
output << " g1 = spalloc(" << (ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives)*ModelBlock->Periods
<< ", " << (ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives)*(ModelBlock->Periods+ModelBlock->Block_List[j].Max_Lag+ModelBlock->Block_List[j].Max_Lead+1)
<< ", " << nze*ModelBlock->Periods << ");\n";
output << " g1 = spalloc(" << (ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives) << "*options_.periods, "
<< (ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives) << "*(options_.periods+" << ModelBlock->Block_List[j].Max_Lag+ModelBlock->Block_List[j].Max_Lead+1 << ")"
<< ", " << nze << "*options_.periods);\n";
/*output << " g1_tmp_r = spalloc(" << (ModelBlock->Block_List[j].Nb_Recursives)
<< ", " << (ModelBlock->Block_List[j].Size)*(ModelBlock->Block_List[j].Max_Lag+ModelBlock->Block_List[j].Max_Lead+1)
<< ", " << nze << ");\n";
@ -1278,7 +1279,6 @@ DynamicModel::Write_Inf_To_Bin_File(const string &dynamic_basename, const string
}
/*for (int m=0;m<=block_triangular.ModelBlock->Block_List[num].Max_Lead+block_triangular.ModelBlock->Block_List[num].Max_Lag;m++)
{
int k1=m-block_triangular.ModelBlock->Block_List[num].Max_Lag;
@ -1296,10 +1296,10 @@ DynamicModel::Write_Inf_To_Bin_File(const string &dynamic_basename, const string
}*/
if (is_two_boundaries)
{
for (j=0;j<Size;j++)
/*for (j=0;j<Size;j++)
{
int eqr1=j;
int varr=/*block_triangular.ModelBlock->Block_List[num].Size*/Size*(block_triangular.periods
int varr=Size*(block_triangular.periods
+block_triangular.incidencematrix.Model_Max_Lead_Endo);
int k1=0;
SaveCode.write(reinterpret_cast<char *>(&eqr1), sizeof(eqr1));
@ -1307,7 +1307,8 @@ DynamicModel::Write_Inf_To_Bin_File(const string &dynamic_basename, const string
SaveCode.write(reinterpret_cast<char *>(&k1), sizeof(k1));
SaveCode.write(reinterpret_cast<char *>(&eqr1), sizeof(eqr1));
u_count_int++;
}
}*/
u_count_int+=Size;
}
//cout << "u_count_int=" << u_count_int << "\n";
for (j=block_triangular.ModelBlock->Block_List[num].Nb_Recursives;j<block_triangular.ModelBlock->Block_List[num].Size;j++)
@ -1687,7 +1688,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput) const
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream third_derivatives_output;
ExprNodeOutputType output_type = (mode == eStandardMode || mode==eSparseMode ? oMatlabDynamicModel : oCDynamicModel);
ExprNodeOutputType output_type = (mode != eDLLMode ? oMatlabDynamicModel : oCDynamicModel);
writeModelLocalVariables(model_output, output_type);
@ -1889,12 +1890,12 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput) const
}
void
DynamicModel::writeOutput(ostream &output, const string &basename) const
DynamicModel::writeOutput(ostream &output, const string &basename, bool block) const
{
output << "options_.model_mode = " << mode << ";" << endl;
// Erase possible remnants of previous runs
if (mode != eStandardMode)
if (mode != eStandardMode || block)
output << "delete('" << basename << "_dynamic.m');" << endl;
if (mode != eDLLMode)
output << "erase_compiled_function('" + basename + "_dynamic');" << endl;
@ -1902,7 +1903,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename) const
// Special setup for DLL or Sparse modes
if (mode == eDLLMode)
output << "mex -O LDFLAGS='-pthread -shared -Wl,--no-undefined' " << basename << "_dynamic.c" << endl;
if (mode == eSparseMode || mode == eSparseDLLMode)
if (block)
output << "addpath " << basename << ";" << endl;
/* Writing initialisation for M_.lead_lag_incidence matrix
@ -1938,7 +1939,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename) const
output << "]';" << endl;
//In case of sparse model, writes the block structure of the model
if (mode==eSparseMode || mode==eSparseDLLMode)
if (block)
{
//int prev_Simulation_Type=-1;
//bool skip_the_head;
@ -2137,9 +2138,9 @@ DynamicModel::writeOutput(ostream &output, const string &basename) const
}
void
DynamicModel::writeOutputPostComputing(ostream &output, const string &basename) const
DynamicModel::writeOutputPostComputing(ostream &output, const string &basename, bool block) const
{
if (mode == eSparseMode || mode == eSparseDLLMode)
if (block)
output << "rmpath " << basename << ";" << endl;
}
@ -2300,7 +2301,7 @@ DynamicModel::collect_first_order_derivatives_endogenous()
void
DynamicModel::computingPass(bool jacobianExo, bool hessian, bool thirdDerivatives, bool paramsDerivatives,
const eval_context_type &eval_context, bool no_tmp_terms)
const eval_context_type &eval_context, bool no_tmp_terms, bool block)
{
assert(jacobianExo || !(hessian || thirdDerivatives || paramsDerivatives));
@ -2343,7 +2344,7 @@ DynamicModel::computingPass(bool jacobianExo, bool hessian, bool thirdDerivative
computeThirdDerivatives(vars);
}
if (mode == eSparseDLLMode || mode == eSparseMode)
if (block)
{
BuildIncidenceMatrix();
@ -2375,10 +2376,48 @@ DynamicModel::computingPass(bool jacobianExo, bool hessian, bool thirdDerivative
}
void
DynamicModel::writeDynamicFile(const string &basename) const
DynamicModel::writeDynamicFile(const string &basename, bool block, bool bytecode) const
{
int r;
switch (mode)
if(block && bytecode)
{
#ifdef _WIN32
r = mkdir(basename.c_str());
#else
r = mkdir(basename.c_str(), 0777);
#endif
if (r < 0 && errno != EEXIST)
{
perror("ERROR");
exit(EXIT_FAILURE);
}
writeModelEquationsCodeOrdered(basename + "_dynamic", block_triangular.ModelBlock, basename, map_idx);
block_triangular.Free_Block(block_triangular.ModelBlock);
block_triangular.incidencematrix.Free_IM();
//block_triangular.Free_IM_X(block_triangular.First_IM_X);
}
else if(block && !bytecode)
{
#ifdef _WIN32
r = mkdir(basename.c_str());
#else
r = mkdir(basename.c_str(), 0777);
#endif
if (r < 0 && errno != EEXIST)
{
perror("ERROR");
exit(EXIT_FAILURE);
}
writeSparseDynamicMFile(basename + "_dynamic", basename, mode);
block_triangular.Free_Block(block_triangular.ModelBlock);
block_triangular.incidencematrix.Free_IM();
//block_triangular.Free_IM_X(block_triangular.First_IM_X);
}
else if (mode == eDLLMode)
writeDynamicCFile(basename + "_dynamic");
else if (mode == eStandardMode)
writeDynamicMFile(basename + "_dynamic");
/*switch (mode)
{
case eStandardMode:
writeDynamicMFile(basename + "_dynamic");
@ -2419,7 +2458,7 @@ DynamicModel::writeDynamicFile(const string &basename) const
block_triangular.incidencematrix.Free_IM();
//block_triangular.Free_IM_X(block_triangular.First_IM_X);
break;
}
}*/
}
void

14
DynamicModel.hh
View File

@ -36,9 +36,9 @@ public:
enum mode_t
{
eStandardMode, //!< Standard mode (dynamic file in Matlab)
eSparseMode, //!< Sparse mode (dynamic file in Matlab with block decomposition)
eDLLMode, //!< DLL mode (dynamic file in C)
eSparseDLLMode //!< Sparse DLL mode (dynamic file in C with block decomposition plus a binary file)
//eSparseMode, //!< Sparse mode (dynamic file in Matlab with block decomposition)
eDLLMode //!< DLL mode (dynamic file in C)
//eSparseDLLMode //!< Sparse DLL mode (dynamic file in C with block decomposition plus a binary file)
};
private:
typedef map<pair<int, int>, int> deriv_id_table_t;
@ -174,18 +174,18 @@ public:
\param no_tmp_terms if true, no temporary terms will be computed in the dynamic files
*/
void computingPass(bool jacobianExo, bool hessian, bool thirdDerivatives, bool paramsDerivatives,
const eval_context_type &eval_context, bool no_tmp_terms);
const eval_context_type &eval_context, bool no_tmp_terms, bool block);
//! Writes model initialization and lead/lag incidence matrix to output
void writeOutput(ostream &output, const string &basename) const;
void writeOutput(ostream &output, const string &basename, bool block) const;
//! Write statements to be added to the main M-file, after computational tasks
void writeOutputPostComputing(ostream &output, const string &basename) const;
void writeOutputPostComputing(ostream &output, const string &basename, bool block) const;
//! Complete set to block decompose the model
BlockTriangular block_triangular;
//! Adds informations for simulation in a binary file
void Write_Inf_To_Bin_File(const string &dynamic_basename, const string &bin_basename,
const int &num, int &u_count_int, bool &file_open, bool is_two_boundaries) const;
//! Writes dynamic model file
void writeDynamicFile(const string &basename) const;
void writeDynamicFile(const string &basename, bool block, bool bytecode) const;
//! Writes file containing parameters derivatives
void writeParamsDerivativesFile(const string &basename) const;
//! Converts to static model (only the equations)

242
DynareBison.yy
View File

@ -87,11 +87,11 @@ class ParsingDriver;
%}
%token AR AUTOCORR
%token BAYESIAN_IRF BETA_PDF BICGSTAB BLOCK_MFS BLOCK_MFS_DLL
%token BAYESIAN_IRF BETA_PDF BICGSTAB BLOCK
%token BVAR_DENSITY BVAR_FORECAST
%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA
%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN
%token BVAR_REPLIC
%token BVAR_REPLIC BYTECODE
%token CALIB CALIB_VAR CHANGE_TYPE CHECK CONF_SIG CONSTANT CORR COVAR CUTOFF
%token DATAFILE DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
@ -119,7 +119,7 @@ class ParsingDriver;
%token QZ_CRITERIUM
%token RELATIVE_IRF REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE
%token SHOCKS SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER SOLVE_ALGO
%token SPARSE SPARSE_DLL STDERR STEADY STOCH_SIMUL
%token STDERR STEADY STOCH_SIMUL
%token TEX RAMSEY_POLICY PLANNER_DISCOUNT
%token <string_val> TEX_NAME
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL SHOCK_DECOMPOSITION LABELS
@ -143,8 +143,8 @@ class ParsingDriver;
%token FREQ INITIAL_YEAR INITIAL_SUBPERIOD FINAL_YEAR FINAL_SUBPERIOD DATA VLIST VARLIST VLISTLOG VLISTPER
%token RESTRICTION_FNAME NLAGS CROSS_RESTRICTIONS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST BAYESIAN_PRIOR
%token DUMMY_OBS NSTATES INDXSCALESSTATES ALPHA BETA GSIG2_LMD GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD NINV
%token INDXPARR INDXOVR ABAND INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
%token INDXESTIMA INDXGDLS EQ_MS CMS NCMS EQ_CMS TLINDX TLNUMBER CNUM BANACT
%token INDXPARR INDXOVR ABAND INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
%token INDXESTIMA INDXGDLS EQ_MS CMS NCMS EQ_CMS TLINDX TLNUMBER CNUM BANACT
%token SBVAR MS_SBVAR
%type <node_val> expression expression_or_empty
@ -155,7 +155,7 @@ class ParsingDriver;
%type <string_val> vec_value_1 vec_value
%type <string_val> calib_arg2 range number
%type <symbol_type_val> change_type_arg
%type <vector_string_val> change_type_var_list
%type <vector_string_val> change_type_var_list
%%
@ -443,14 +443,24 @@ histval_list : histval_list histval_elem
histval_elem : symbol '(' signed_integer ')' EQUAL expression ';' { driver.hist_val($1, $3, $6); };
model_sparse_options_list : model_sparse_options_list COMMA model_sparse_options
| model_sparse_options
/*model_block_options_list : model_block_options_list COMMA model_block_options
| model_block_options
;
model_sparse_options : o_cutoff
| o_markowitz
| o_mfs
model_block_options : o_cutoff
| o_mfs
;
*/
model_options : BLOCK {driver.block(); }
| o_cutoff
| o_mfs
| BYTECODE {driver.byte_code();}
;
model_options_list : model_options_list COMMA model_options
| model_options
;
model : MODEL ';' { driver.begin_model(); }
equation_list END { driver.reset_data_tree(); }
@ -458,15 +468,7 @@ model : MODEL ';' { driver.begin_model(); }
equation_list END { driver.reset_data_tree(); }
| MODEL '(' USE_DLL ')' ';' { driver.begin_model(); driver.use_dll(); }
equation_list END { driver.reset_data_tree(); }
| MODEL '(' SPARSE_DLL COMMA model_sparse_options_list ')'
{ driver.begin_model(); driver.sparse_dll(); } ';'
equation_list END { driver.reset_data_tree(); }
| MODEL '(' SPARSE_DLL ')' { driver.begin_model(); driver.sparse_dll(); } ';'
equation_list END { driver.reset_data_tree(); }
| MODEL '(' SPARSE COMMA model_sparse_options_list ')'
{ driver.begin_model(); driver.sparse(); } ';'
equation_list END { driver.reset_data_tree(); }
| MODEL '(' SPARSE ')' { driver.begin_model(); driver.sparse(); } ';'
| MODEL '(' model_options_list ')' ';' { driver.begin_model(); }
equation_list END { driver.reset_data_tree(); }
;
@ -641,11 +643,7 @@ steady_options_list : steady_options_list COMMA steady_options
steady_options : o_solve_algo
| o_homotopy_mode
| o_homotopy_steps
| o_block_mfs
| o_block_mfs_dll
| o_cutoff
| o_markowitz
| o_mfs
;
check : CHECK ';'
@ -677,6 +675,7 @@ simul_options_list : simul_options_list COMMA simul_options
simul_options : o_periods
| o_datafile
| o_method
| o_markowitz
;
stoch_simul : STOCH_SIMUL ';'
@ -733,7 +732,7 @@ symbol_list_ext : symbol_list
driver.add_in_symbol_list(colon);
}
;
list_of_symbol_lists : symbol_list ';' symbol
{
string *semicolon = new string(";");
@ -1259,53 +1258,53 @@ bvar_forecast : BVAR_FORECAST INT_NUMBER ';'
;
sbvar_option : o_datafile
| o_freq
| o_initial_year
| o_initial_subperiod
| o_final_year
| o_final_subperiod
| o_data
| o_vlist
| o_vlistlog
| o_vlistper
| o_varlist
| o_restriction_fname
| o_nlags
| o_cross_restrictions
| o_contemp_reduced_form
| o_real_pseudo_forecast
| o_bayesian_prior
| o_dummy_obs
| o_nstates
| o_indxscalesstates
| o_alpha
| o_beta
| o_gsig2_lmd
| o_gsig2_lmdm
| o_q_diag
| o_flat_prior
| o_ncsk
| o_nstd
| o_ninv
| o_indxparr
| o_indxovr
| o_aband
| o_indxap
| o_apband
| o_indximf
| o_indxfore
| o_foreband
| o_indxgforhat
| o_indxgimfhat
| o_indxestima
| o_indxgdls
| o_eq_ms
| o_cms
| o_ncms
| o_eq_cms
| o_tlindx
| o_tlnumber
| o_cnum
| o_freq
| o_initial_year
| o_initial_subperiod
| o_final_year
| o_final_subperiod
| o_data
| o_vlist
| o_vlistlog
| o_vlistper
| o_varlist
| o_restriction_fname
| o_nlags
| o_cross_restrictions
| o_contemp_reduced_form
| o_real_pseudo_forecast
| o_bayesian_prior
| o_dummy_obs
| o_nstates
| o_indxscalesstates
| o_alpha
| o_beta
| o_gsig2_lmd
| o_gsig2_lmdm
| o_q_diag
| o_flat_prior
| o_ncsk
| o_nstd
| o_ninv
| o_indxparr
| o_indxovr
| o_aband
| o_indxap
| o_apband
| o_indximf
| o_indxfore
| o_foreband
| o_indxgforhat
| o_indxgimfhat
| o_indxestima
| o_indxgdls
| o_eq_ms
| o_cms
| o_ncms
| o_eq_cms
| o_tlindx
| o_tlnumber
| o_cnum
;
sbvar_options_list : sbvar_option COMMA sbvar_options_list
@ -1319,53 +1318,53 @@ sbvar : SBVAR ';'
;
ms_sbvar_option : o_datafile
| o_freq
| o_initial_year
| o_initial_subperiod
| o_final_year
| o_final_subperiod
| o_data
| o_vlist
| o_vlistlog
| o_vlistper
| o_varlist
| o_restriction_fname
| o_nlags
| o_cross_restrictions
| o_contemp_reduced_form
| o_real_pseudo_forecast
| o_bayesian_prior
| o_dummy_obs
| o_nstates
| o_indxscalesstates
| o_alpha
| o_beta
| o_gsig2_lmd
| o_gsig2_lmdm
| o_q_diag
| o_flat_prior
| o_ncsk
| o_nstd
| o_ninv
| o_indxparr
| o_indxovr
| o_aband
| o_indxap
| o_apband
| o_indximf
| o_indxfore
| o_foreband
| o_indxgforhat
| o_indxgimfhat
| o_indxestima
| o_indxgdls
| o_eq_ms
| o_cms
| o_ncms
| o_eq_cms
| o_tlindx
| o_tlnumber
| o_cnum
| o_freq
| o_initial_year
| o_initial_subperiod
| o_final_year
| o_final_subperiod
| o_data
| o_vlist
| o_vlistlog
| o_vlistper
| o_varlist
| o_restriction_fname
| o_nlags
| o_cross_restrictions
| o_contemp_reduced_form
| o_real_pseudo_forecast
| o_bayesian_prior
| o_dummy_obs
| o_nstates
| o_indxscalesstates
| o_alpha
| o_beta
| o_gsig2_lmd
| o_gsig2_lmdm
| o_q_diag
| o_flat_prior
| o_ncsk
| o_nstd
| o_ninv
| o_indxparr
| o_indxovr
| o_aband
| o_indxap
| o_apband
| o_indximf
| o_indxfore
| o_foreband
| o_indxgforhat
| o_indxgimfhat
| o_indxestima
| o_indxgdls
| o_eq_ms
| o_cms
| o_ncms
| o_eq_cms
| o_tlindx
| o_tlnumber
| o_cnum
;
ms_sbvar_options_list : ms_sbvar_option COMMA ms_sbvar_options_list
@ -1607,8 +1606,7 @@ o_gsa_trans_ident : TRANS_IDENT EQUAL INT_NUMBER { driver.option_num("trans_iden
o_homotopy_mode : HOMOTOPY_MODE EQUAL INT_NUMBER {driver.option_num("homotopy_mode",$3); };
o_homotopy_steps : HOMOTOPY_STEPS EQUAL INT_NUMBER {driver.option_num("homotopy_steps",$3); };
o_block_mfs : BLOCK_MFS { driver.option_num("block_mfs", "1"); }
o_block_mfs_dll : BLOCK_MFS_DLL { driver.option_num("block_mfs_dll", "1"); }
o_parameters : PARAMETERS EQUAL symbol {driver.option_str("parameters",$3);};
o_shocks : SHOCKS EQUAL '(' list_of_symbol_lists ')' { driver.option_symbol_list("shocks"); };
@ -1624,7 +1622,7 @@ o_vlist : VLIST EQUAL INT_NUMBER {driver.option_num("ms.vlist",$3); };
o_vlistlog : VLISTLOG EQUAL INT_NUMBER {driver.option_num("ms.vlistlog",$3); };
o_vlistper : VLISTPER EQUAL INT_NUMBER {driver.option_num("ms.vlistper",$3); };
o_varlist : VARLIST EQUAL '(' symbol_list ')' {driver.option_symbol_list("ms.varlist"); };
o_restriction_fname : RESTRICTION_FNAME EQUAL symbol {driver.option_str("ms.restriction_fname",$3); };
o_restriction_fname : RESTRICTION_FNAME EQUAL '(' symbol_list ')' {driver.option_symbol_list("ms.restriction_fname"); };
o_nlags : NLAGS EQUAL INT_NUMBER {driver.option_num("ms.nlags",$3); };
o_cross_restrictions : CROSS_RESTRICTIONS EQUAL INT_NUMBER {driver.option_num("ms.cross_restrictions",$3); };
o_contemp_reduced_form : CONTEMP_REDUCED_FORM EQUAL INT_NUMBER {driver.option_num("ms.contemp_reduced_form",$3); };

6
DynareFlex.ll
View File

@ -220,8 +220,6 @@ int sigma_e = 0;
<DYNARE_STATEMENT>filename {return token::FILENAME;}
<DYNARE_STATEMENT>diffuse_filter {return token::DIFFUSE_FILTER;}
<DYNARE_STATEMENT>plot_priors {return token::PLOT_PRIORS;}
<DYNARE_STATEMENT>block_mfs {return token::BLOCK_MFS;}
<DYNARE_STATEMENT>block_mfs_dll {return token::BLOCK_MFS_DLL;}
<DYNARE_STATEMENT>freq {return token::FREQ;}
<DYNARE_STATEMENT>initial_year {return token::INITIAL_YEAR;}
@ -349,8 +347,8 @@ int sigma_e = 0;
<DYNARE_STATEMENT,DYNARE_BLOCK>gaussian_elimination {return token::GAUSSIAN_ELIMINATION;}
<DYNARE_STATEMENT,DYNARE_BLOCK>gmres {return token::GMRES;}
<DYNARE_STATEMENT,DYNARE_BLOCK>bicgstab {return token::BICGSTAB;}
<DYNARE_STATEMENT,DYNARE_BLOCK>sparse {return token::SPARSE;}
<DYNARE_STATEMENT,DYNARE_BLOCK>sparse_dll {return token::SPARSE_DLL;}
<DYNARE_STATEMENT,DYNARE_BLOCK>block {return token::BLOCK;}
<DYNARE_STATEMENT,DYNARE_BLOCK>bytecode {return token::BYTECODE;}
<DYNARE_STATEMENT,DYNARE_BLOCK>linear {return token::LINEAR;}
<DYNARE_STATEMENT,DYNARE_BLOCK>[,] {return token::COMMA;}
<DYNARE_STATEMENT,DYNARE_BLOCK>[:] {return Dynare::parser::token_type (yytext[0]);}

44
ModFile.cc
View File

@ -29,6 +29,8 @@ ModFile::ModFile() : expressions_tree(symbol_table, num_constants),
dynamic_model(symbol_table, num_constants),
linear(false)
{
block = false;
byte_code = false;
}
ModFile::~ModFile()
@ -144,20 +146,23 @@ ModFile::computingPass(bool no_tmp_terms)
if (dynamic_model.equation_number() > 0)
{
// Compute static model and its derivatives
if(mod_file_struct.steady_block_mfs_dll_option)
cout << "byte_code=" << byte_code << endl;
cout << "block=" << block << endl;
if(byte_code)
{
cout << "go in DLL\n";
dynamic_model.toStaticDll(static_dll_model);
static_dll_model.computingPass(global_eval_context, no_tmp_terms);
static_dll_model.computingPass(global_eval_context, no_tmp_terms, block);
}
else
{
dynamic_model.toStatic(static_model);
static_model.computingPass(mod_file_struct.steady_block_mfs_option, false, no_tmp_terms);
static_model.computingPass(block, false, no_tmp_terms);
}
// Set things to compute for dynamic model
if (mod_file_struct.simul_present)
dynamic_model.computingPass(false, false, false, false, global_eval_context, no_tmp_terms);
dynamic_model.computingPass(false, false, false, false, global_eval_context, no_tmp_terms, block);
else
{
if (mod_file_struct.order_option < 1 || mod_file_struct.order_option > 3)
@ -168,7 +173,7 @@ ModFile::computingPass(bool no_tmp_terms)
bool hessian = mod_file_struct.order_option >= 2;
bool thirdDerivatives = mod_file_struct.order_option == 3;
bool paramsDerivatives = mod_file_struct.identification_present;
dynamic_model.computingPass(true, hessian, thirdDerivatives, paramsDerivatives, global_eval_context, no_tmp_terms);
dynamic_model.computingPass(true, hessian, thirdDerivatives, paramsDerivatives, global_eval_context, no_tmp_terms, false);
}
}
@ -235,11 +240,14 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all) const
if (dynamic_model.equation_number() > 0)
{
dynamic_model.writeOutput(mOutputFile, basename);
if(mod_file_struct.steady_block_mfs_dll_option)
static_dll_model.writeOutput(mOutputFile, basename);
if (mod_file_struct.simul_present)
dynamic_model.writeOutput(mOutputFile, basename, block);
else
dynamic_model.writeOutput(mOutputFile, basename, false);
if(byte_code)
static_dll_model.writeOutput(mOutputFile, basename, block);
else
static_model.writeOutput(mOutputFile);
static_model.writeOutput(mOutputFile, block);
}
// Print statements
@ -248,7 +256,12 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all) const
(*it)->writeOutput(mOutputFile, basename);
if (dynamic_model.equation_number() > 0)
dynamic_model.writeOutputPostComputing(mOutputFile, basename);
{
if (mod_file_struct.simul_present)
dynamic_model.writeOutputPostComputing(mOutputFile, basename, block);
else
dynamic_model.writeOutputPostComputing(mOutputFile, basename, false);
}
mOutputFile << "save('" << basename << "_results.mat', 'oo_', 'M_', 'options_');" << endl
<< "diary off" << endl
@ -259,11 +272,14 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all) const
// Create static and dynamic files
if (dynamic_model.equation_number() > 0)
{
if(mod_file_struct.steady_block_mfs_dll_option)
static_dll_model.writeStaticFile(basename);
if(byte_code)
static_dll_model.writeStaticFile(basename, block);
else
static_model.writeStaticFile(basename);
dynamic_model.writeDynamicFile(basename);
static_model.writeStaticFile(basename, block);
if (mod_file_struct.simul_present)
dynamic_model.writeDynamicFile(basename, block, byte_code);
else
dynamic_model.writeDynamicFile(basename, false, false);
dynamic_model.writeParamsDerivativesFile(basename);
}

8
ModFile.hh
View File

@ -53,6 +53,14 @@ public:
DynamicModel dynamic_model;
//! Option linear
bool linear;
//! Is the model block decomposed?
bool block;
//! Is the model stored in baytecode format (byte_code=true) or in a M-file (byte_code=false)
bool byte_code;
//! Global evaluation context
/*! Filled using initval blocks and parameters initializations */
eval_context_type global_eval_context;

20
ParsingDriver.cc
View File

@ -183,7 +183,7 @@ ParsingDriver::add_model_variable(string *name, string *olag)
if (type == eUnknownFunction)
error("Symbol " + *name + " is a function name unknown to Dynare. It cannot be used inside model.");
if (type == eExogenous && lag != 0 && (dynamic_model->mode != DynamicModel::eSparseDLLMode && dynamic_model->mode != DynamicModel::eSparseMode))
if (type == eExogenous && lag != 0 && !mod_file->block)
warning("Exogenous variable " + *name + " has lead/lag " + *olag);
if (type == eModelLocalVariable && lag != 0)
@ -351,15 +351,15 @@ ParsingDriver::use_dll()
}
void
ParsingDriver::sparse_dll()
ParsingDriver::block()
{
dynamic_model->mode = DynamicModel::eSparseDLLMode;
mod_file->block = true;
}
void
ParsingDriver::sparse()
ParsingDriver::byte_code()
{
dynamic_model->mode = DynamicModel::eSparseMode;
mod_file->byte_code = true;
}
void
@ -617,7 +617,7 @@ ParsingDriver::option_num(const string &name_option, const string &opt)
&& (options_list.num_options.find(name_option) != options_list.num_options.end()))
error("option " + name_option + " declared twice");
if ((name_option == "periods") && (mod_file->dynamic_model.mode == DynamicModel::eSparseDLLMode || mod_file->dynamic_model.mode == DynamicModel::eSparseMode))
if ((name_option == "periods") && mod_file->block)
mod_file->dynamic_model.block_triangular.periods = atoi(opt.c_str());
else if (name_option == "cutoff")
{
@ -629,8 +629,6 @@ ParsingDriver::option_num(const string &name_option, const string &opt)
mod_file->dynamic_model.mfs = atoi(opt.c_str());
mod_file->static_dll_model.mfs = atoi(opt.c_str());
}
else if (name_option == "block_mfs_dll")
mod_file->static_dll_model.mode = (StaticDllModel::mode_t)DynamicModel::eSparseDLLMode;
options_list.num_options[name_option] = opt;
}
@ -695,7 +693,7 @@ void ParsingDriver::stoch_simul()
void
ParsingDriver::simul()
{
mod_file->addStatement(new SimulStatement(options_list, mod_file->dynamic_model.mode));
mod_file->addStatement(new SimulStatement(options_list, mod_file->dynamic_model.mode, mod_file->block, mod_file->byte_code));
options_list.clear();
}
@ -1095,14 +1093,14 @@ ParsingDriver::ms_sbvar()
options_list.clear();
}
void
void
ParsingDriver::shock_decomposition()
{
mod_file->addStatement(new ShockDecompositionStatement(symbol_list, options_list));
symbol_list.clear();
options_list.clear();
}
NodeID
ParsingDriver::add_model_equal(NodeID arg1, NodeID arg2)
{

8
ParsingDriver.hh
View File

@ -175,10 +175,10 @@ public:
bool symbol_exists_and_is_not_modfile_local_or_unknown_function(const char *s);
//! Sets mode of ModelTree class to use C output
void use_dll();
//! Sets mode of ModelTree class to block decompose the model and triggers the creation of the incidence matrix in a C context
void sparse_dll();
//! Sets mode of ModelTree class to block decompose the model and triggers the creation of the incidence matrix in Matlab context
void sparse();
//! the modelis block decomposed
void block();
//! the model is stored in a binary file
void byte_code();
//! Sets the FILENAME for the initial value in initval
void initval_file(string *filename);
//! Declares an endogenous variable

39
StaticDllModel.cc
View File

@ -824,8 +824,10 @@ StaticDllModel::writeSparseStaticMFile(const string &static_basename, const stri
void
StaticDllModel::writeOutput(ostream &output, const string &basename) const
StaticDllModel::writeOutput(ostream &output, const string &basename, bool block) const
{
output << "options_.block=" << block << ";" << endl;
output << "options_.bytecode=1;" << endl;
output << "options_.model_mode = " << mode << ";" << endl;
// Erase possible remnants of previous runs
@ -837,14 +839,14 @@ StaticDllModel::writeOutput(ostream &output, const string &basename) const
// Special setup for DLL or Sparse modes
if (mode == eDLLMode)
output << "mex -O LDFLAGS='-pthread -shared -Wl,--no-undefined' " << basename << "_static.c" << endl;
if (mode == eSparseMode || mode == eSparseDLLMode)
if (block)
output << "addpath " << basename << ";" << endl;
}
void
StaticDllModel::writeOutputPostComputing(ostream &output, const string &basename) const
StaticDllModel::writeOutputPostComputing(ostream &output, const string &basename, bool block) const
{
if (mode == eSparseMode || mode == eSparseDLLMode)
if (block)
output << "rmpath " << basename << ";" << endl;
}
@ -1004,7 +1006,7 @@ StaticDllModel::collect_first_order_derivatives_endogenous()
void
StaticDllModel::computingPass(const eval_context_type &eval_context, bool no_tmp_terms)
StaticDllModel::computingPass(const eval_context_type &eval_context, bool no_tmp_terms, bool block)
{
// Computes static jacobian columns
@ -1025,7 +1027,7 @@ StaticDllModel::computingPass(const eval_context_type &eval_context, bool no_tmp
<< " - order 1" << endl;
computeJacobian(vars);
//cout << "mode=" << mode << " eSparseDLLMode=" << eSparseDLLMode << " eSparseMode=" << eSparseMode << "\n";
if (mode == eSparseDLLMode || mode == eSparseMode)
if (block)
{
BuildIncidenceMatrix();
@ -1067,10 +1069,29 @@ StaticDllModel::computingPass(const eval_context_type &eval_context, bool no_tmp
}
void
StaticDllModel::writeStaticFile(const string &basename) const
StaticDllModel::writeStaticFile(const string &basename, bool block) const
{
int r;
switch (mode)
if(block)
{
#ifdef _WIN32
r = mkdir(basename.c_str());
#else
r = mkdir(basename.c_str(), 0777);
#endif
if (r < 0 && errno != EEXIST)
{
perror("ERROR");
exit(EXIT_FAILURE);
}
writeModelEquationsCodeOrdered(basename + "_static", block_triangular.ModelBlock, basename, map_idx);
block_triangular.Free_Block(block_triangular.ModelBlock);
block_triangular.incidencematrix.Free_IM();
}
else
{
}
/*switch (mode)
{
case eStandardMode:
break;
@ -1109,7 +1130,7 @@ StaticDllModel::writeStaticFile(const string &basename) const
block_triangular.incidencematrix.Free_IM();
//block_triangular.Free_IM_X(block_triangular.First_IM_X);
break;
}
}*/
}

14
StaticDllModel.hh
View File

@ -35,9 +35,9 @@ public:
enum mode_t
{
eStandardMode, //!< Standard mode (static file in Matlab)
eSparseMode, //!< Sparse mode (static file in Matlab with block decomposition)
eDLLMode, //!< DLL mode (static file in C)
eSparseDLLMode //!< Sparse DLL mode (static file in C with block decomposition plus a binary file)
//eSparseMode, //!< Sparse mode (static file in Matlab with block decomposition)
eDLLMode //!< DLL mode (static file in C)
//eSparseDLLMode //!< Sparse DLL mode (static file in C with block decomposition plus a binary file)
};
private:
typedef map<pair<int, int>, int> deriv_id_table_t;
@ -167,18 +167,18 @@ public:
\param eval_context evaluation context for normalization
\param no_tmp_terms if true, no temporary terms will be computed in the static files
*/
void computingPass(const eval_context_type &eval_context, bool no_tmp_terms);
void computingPass(const eval_context_type &eval_context, bool no_tmp_terms, bool block);
//! Writes model initialization and lead/lag incidence matrix to output
void writeOutput(ostream &output, const string &basename) const;
void writeOutput(ostream &output, const string &basename, bool block) const;
//! Write statements to be added to the main M-file, after computational tasks
void writeOutputPostComputing(ostream &output, const string &basename) const;
void writeOutputPostComputing(ostream &output, const string &basename, bool block) const;
//! Complete set to block decompose the model
BlockTriangular block_triangular;
//! Adds informations for simulation in a binary file
void Write_Inf_To_Bin_File(const string &static_basename, const string &bin_basename,
const int &num, int &u_count_int, bool &file_open) const;
//! Writes static model file
void writeStaticFile(const string &basename) const;
void writeStaticFile(const string &basename, bool block) const;
//! Writes file containing parameters derivatives
void writeParamsDerivativesFile(const string &basename) const;

18
StaticModel.cc
View File

@ -45,8 +45,7 @@ using namespace boost;
StaticModel::StaticModel(SymbolTable &symbol_table_arg,
NumericalConstants &num_constants_arg) :
ModelTree(symbol_table_arg, num_constants_arg),
block_mfs(false)
ModelTree(symbol_table_arg, num_constants_arg)
{
}
@ -158,7 +157,7 @@ StaticModel::writeStaticMFile(ostream &output, const string &func_name) const
}
void
StaticModel::writeStaticFile(const string &basename) const
StaticModel::writeStaticFile(const string &basename, bool block) const
{
string filename = basename + "_static.m";
@ -170,7 +169,7 @@ StaticModel::writeStaticFile(const string &basename) const
exit(EXIT_FAILURE);
}
if (block_mfs)
if (block)
writeStaticBlockMFSFile(output, basename + "_static");
else
writeStaticMFile(output, basename + "_static");
@ -179,9 +178,9 @@ StaticModel::writeStaticFile(const string &basename) const
}
void
StaticModel::computingPass(bool block_mfs_arg, bool hessian, bool no_tmp_terms)
StaticModel::computingPass(bool block, bool hessian, bool no_tmp_terms)
{
block_mfs = block_mfs_arg;
// Compute derivatives w.r. to all endogenous
set<int> vars;
@ -199,7 +198,7 @@ StaticModel::computingPass(bool block_mfs_arg, bool hessian, bool no_tmp_terms)
computeHessian(vars);
}
if (block_mfs)
if (block)
{
computeNormalization();
computeSortedBlockDecomposition();
@ -555,9 +554,9 @@ StaticModel::computeBlockMFSJacobian()
}
void
StaticModel::writeOutput(ostream &output) const
StaticModel::writeOutput(ostream &output, bool block) const
{
if (!block_mfs)
if (!block)
return;
output << "M_.blocksMFS = cell(" << blocksMFS.size() << ", 1);" << endl;
@ -574,7 +573,6 @@ StaticModel::writeLocalVars(ostream &output, NodeID expr, set<int> &local_var_wr
{
set<int> expr_local_var;
expr->collectModelLocalVariables(expr_local_var);
vector<int> new_local_var;
set_difference(expr_local_var.begin(), expr_local_var.end(),
local_var_written.begin(), local_var_written.end(),

9
StaticModel.hh
View File

@ -27,9 +27,6 @@
class StaticModel : public ModelTree
{
private:
//! Are we in block decomposition + min. feedback set mode ?
bool block_mfs;
//! Normalization of equations
/*! Maps endogenous type specific IDs to equation numbers */
vector<int> endo2eq;
@ -95,13 +92,13 @@ public:
\param block_mfs whether block decomposition and minimum feedback set should be computed
\param hessian whether Hessian (w.r. to endogenous only) should be computed
\param no_tmp_terms if true, no temporary terms will be computed in the static and dynamic files */
void computingPass(bool block_mfs_arg, bool hessian, bool no_tmp_terms);
void computingPass(bool block, bool hessian, bool no_tmp_terms);
//! Writes information on block decomposition when relevant
void writeOutput(ostream &output) const;
void writeOutput(ostream &output, bool block) const;
//! Writes static model file
void writeStaticFile(const string &basename) const;
void writeStaticFile(const string &basename, bool block) const;
//! Writes LaTeX file with the equations of the static model
void writeLatexFile(const string &basename) const;