C output: split generated function into several smaller subfunctions
This mimicks the structure of M-functions (though the logic for filling the temporary terms vector is a bit different). This change implied a modification in the way we compute the checksum in case of block decomposition (the temporary terms for the C output are not correctly computed in that case).issue#70
Sébastien Villemot
parent
42e31ad6e1
commit
15d026e54e
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@ -1538,6 +1538,8 @@ DynamicModel::writeDynamicCFile(const string &basename, const int order) const
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string filename_mex = basename + "/model/src/dynamic_mex.c";
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ofstream mDynamicModelFile, mDynamicMexFile;
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int ntt = temporary_terms_mlv.size() + temporary_terms_res.size() + temporary_terms_g1.size() + temporary_terms_g2.size() + temporary_terms_g3.size();
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mDynamicModelFile.open(filename, ios::out | ios::binary);
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if (!mDynamicModelFile.is_open())
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{
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@ -1570,9 +1572,13 @@ DynamicModel::writeDynamicCFile(const string &basename, const int order) const
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writePowerDerivCHeader(mDynamicModelFile);
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writeNormcdfCHeader(mDynamicModelFile);
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mDynamicModelFile << endl;
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// Writing the function body
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writeDynamicModel(mDynamicModelFile, true, false);
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mDynamicModelFile << endl;
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writePowerDeriv(mDynamicModelFile);
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writeNormcdf(mDynamicModelFile);
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mDynamicModelFile.close();
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@ -1592,73 +1598,83 @@ DynamicModel::writeDynamicCFile(const string &basename, const int order) const
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<< " * Warning : this file is generated automatically by Dynare" << endl
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<< " * from model file (.mod)" << endl
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<< endl
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<< " */" << endl << endl
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<< "#include \"mex.h\"" << endl << endl
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<< "void Dynamic(double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3);" << endl
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<< " */" << endl
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<< endl
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<< "#include <stdlib.h>" << endl
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<< "#include \"mex.h\"" << endl
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<< endl
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<< "const int ntt = " << ntt << ";" << endl
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<< "void dynamic_resid_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T);" << endl
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<< "void dynamic_resid(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *residual);" << endl
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<< "void dynamic_g1_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T);" << endl
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<< "void dynamic_g1(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *g1);" << endl
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<< "void dynamic_g2_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T);" << endl
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<< "void dynamic_g2(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *v2);" << endl
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<< "void dynamic_g3_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T);" << endl
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<< "void dynamic_g3(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *v3);" << endl
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<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
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<< "{" << endl
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<< " double *y, *x, *params, *steady_state;" << endl
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<< " double *residual, *g1, *v2, *v3;" << endl
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<< " int nb_row_x, it_;" << endl
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<< endl
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<< " /* Check that no derivatives of higher order than computed are being requested */" << endl
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<< " if (nlhs > " << order + 1 << ")" << endl
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<< " mexErrMsgTxt(\"Derivatives of higher order than computed have been requested\");" << endl
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<< " /* Create a pointer to the input matrix y. */" << endl
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<< " y = mxGetPr(prhs[0]);" << endl
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<< " double *y = mxGetPr(prhs[0]);" << endl
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<< endl
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<< " /* Create a pointer to the input matrix x. */" << endl
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<< " x = mxGetPr(prhs[1]);" << endl
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<< " double *x = mxGetPr(prhs[1]);" << endl
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<< endl
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<< " /* Create a pointer to the input matrix params. */" << endl
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<< " params = mxGetPr(prhs[2]);" << endl
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<< " double *params = mxGetPr(prhs[2]);" << endl
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<< endl
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<< " /* Create a pointer to the input matrix steady_state. */" << endl
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<< " steady_state = mxGetPr(prhs[3]);" << endl
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<< " double *steady_state = mxGetPr(prhs[3]);" << endl
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<< endl
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<< " /* Fetch time index */" << endl
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<< " it_ = (int) mxGetScalar(prhs[4]) - 1;" << endl
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<< " int it_ = (int) mxGetScalar(prhs[4]) - 1;" << endl
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<< endl
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<< " /* Gets number of rows of matrix x. */" << endl
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<< " nb_row_x = mxGetM(prhs[1]);" << endl
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<< " int nb_row_x = mxGetM(prhs[1]);" << endl
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<< endl
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<< " double *T = (double *) malloc(sizeof(double)*ntt);"
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<< endl
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<< " residual = NULL;" << endl
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<< " if (nlhs >= 1)" << endl
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<< " {" << endl
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<< " /* Set the output pointer to the output matrix residual. */" << endl
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<< " plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
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<< " /* Create a C pointer to a copy of the output matrix residual. */" << endl
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<< " residual = mxGetPr(plhs[0]);" << endl
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<< " double *residual = mxGetPr(plhs[0]);" << endl
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<< " dynamic_resid_tt(y, x, nb_row_x, params, steady_state, it_, T);" << endl
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<< " dynamic_resid(y, x, nb_row_x, params, steady_state, it_, T, residual);" << endl
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<< " }" << endl
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<< endl
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<< " g1 = NULL;" << endl
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<< " if (nlhs >= 2)" << endl
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<< " {" << endl
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<< " /* Set the output pointer to the output matrix g1. */" << endl
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<< " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << dynJacobianColsNbr << ", mxREAL);" << endl
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<< " /* Create a C pointer to a copy of the output matrix g1. */" << endl
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<< " g1 = mxGetPr(plhs[1]);" << endl
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<< " double *g1 = mxGetPr(plhs[1]);" << endl
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<< " dynamic_g1_tt(y, x, nb_row_x, params, steady_state, it_, T);" << endl
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<< " dynamic_g1(y, x, nb_row_x, params, steady_state, it_, T, g1);" << endl
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<< " }" << endl
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<< endl
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<< " v2 = NULL;" << endl
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<< " if (nlhs >= 3)" << endl
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<< " {" << endl
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<< " /* Set the output pointer to the output matrix v2. */" << endl
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<< " plhs[2] = mxCreateDoubleMatrix(" << NNZDerivatives[1] << ", " << 3
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<< ", mxREAL);" << endl
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<< " v2 = mxGetPr(plhs[2]);" << endl
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<< " double *v2 = mxGetPr(plhs[2]);" << endl
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<< " dynamic_g2_tt(y, x, nb_row_x, params, steady_state, it_, T);" << endl
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<< " dynamic_g2(y, x, nb_row_x, params, steady_state, it_, T, v2);" << endl
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<< " }" << endl
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<< endl
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<< " v3 = NULL;" << endl
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<< " if (nlhs >= 4)" << endl
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<< " {" << endl
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<< " /* Set the output pointer to the output matrix v3. */" << endl
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<< " plhs[3] = mxCreateDoubleMatrix(" << NNZDerivatives[2] << ", " << 3 << ", mxREAL);" << endl
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<< " v3 = mxGetPr(plhs[3]);" << endl
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<< " double *v3 = mxGetPr(plhs[3]);" << endl
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<< " dynamic_g3_tt(y, x, nb_row_x, params, steady_state, it_, T);" << endl
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<< " dynamic_g3(y, x, nb_row_x, params, steady_state, it_, T, v3);" << endl
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<< " }" << endl
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<< endl
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<< " /* Call the C subroutines. */" << endl
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<< " Dynamic(y, x, nb_row_x, params, steady_state, it_, residual, g1, v2, v3);" << endl
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<< " free(T);"
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<< "}" << endl;
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mDynamicMexFile.close();
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}
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@ -2579,40 +2595,46 @@ DynamicModel::writeDynamicModel(const string &basename, ostream &DynamicOutput,
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}
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else if (output_type == ExprNodeOutputType::CDynamicModel)
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{
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DynamicOutput << "void Dynamic(double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
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DynamicOutput << "void dynamic_resid_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T)" << endl
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<< "{" << endl
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<< model_tt_output.str()
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<< "}" << endl
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<< endl
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<< "void dynamic_resid(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *residual)" << endl
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<< "{" << endl
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<< " double lhs, rhs;" << endl
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<< endl
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<< " /* Residual equations */" << endl
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<< model_tt_output.str()
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<< model_output.str()
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<< " /* Jacobian */" << endl
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<< " if (g1 == NULL)" << endl
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<< " return;" << endl
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<< "}" << endl
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<< endl
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<< "void dynamic_g1_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T)" << endl
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<< "{" << endl
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<< jacobian_tt_output.str()
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<< "}" << endl
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<< endl
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<< "void dynamic_g1(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *g1)" << endl
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<< "{" << endl
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<< jacobian_output.str()
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<< endl;
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if (second_derivatives.size())
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DynamicOutput << " /* Hessian for endogenous and exogenous variables */" << endl
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<< " if (v2 == NULL)" << endl
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<< " return;" << endl
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<< endl
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<< hessian_tt_output.str()
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<< hessian_output.str()
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<< endl;
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if (third_derivatives.size())
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DynamicOutput << " /* Third derivatives for endogenous and exogenous variables */" << endl
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<< " if (v3 == NULL)" << endl
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<< " return;" << endl
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<< endl
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<< third_derivatives_tt_output.str()
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<< third_derivatives_output.str()
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<< endl;
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DynamicOutput << "}" << endl << endl;
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<< "}" << endl
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<< endl
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<< "void dynamic_g2_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T)" << endl
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<< "{" << endl
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<< hessian_tt_output.str()
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<< "}" << endl
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<< endl
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<< "void dynamic_g2(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *v2)" << endl
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<< "{" << endl
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<< hessian_output.str()
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<< "}" << endl
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<< endl
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<< "void dynamic_g3_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T)" << endl
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<< "{" << endl
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<< third_derivatives_tt_output.str()
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<< "}" << endl
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<< endl
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<< "void dynamic_g3(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *v3)" << endl
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<< "{" << endl
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<< third_derivatives_output.str()
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<< "}" << endl;
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}
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else
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{
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@ -6021,7 +6043,7 @@ DynamicModel::dynamicOnlyEquationsNbr() const
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}
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bool
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DynamicModel::isChecksumMatching(const string &basename) const
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DynamicModel::isChecksumMatching(const string &basename, bool block) const
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{
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boost::crc_32_type result;
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@ -6033,7 +6055,7 @@ DynamicModel::isChecksumMatching(const string &basename) const
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<< equation_tag.second.first
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<< equation_tag.second.second;
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ExprNodeOutputType buffer_type = ExprNodeOutputType::CDynamicModel;
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ExprNodeOutputType buffer_type = block ? ExprNodeOutputType::matlabDynamicModelSparse : ExprNodeOutputType::CDynamicModel;
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for (int eq = 0; eq < (int) equations.size(); eq++)
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{
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@ -642,7 +642,7 @@ public:
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//! Returns true if a parameter was used in the model block with a lead or lag
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bool ParamUsedWithLeadLag() const;
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bool isChecksumMatching(const string &basename) const;
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bool isChecksumMatching(const string &basename, bool block) const;
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};
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//! Classes to re-order derivatives for various sparse storage formats
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@ -107,7 +107,7 @@ ExprNode::checkIfTemporaryTermThenWrite(ostream &output, ExprNodeOutputType outp
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if (output_type == ExprNodeOutputType::matlabDynamicModelSparse)
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output << "T" << idx << "(it_)";
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else
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if (output_type == ExprNodeOutputType::matlabStaticModelSparse || isCOutput(output_type))
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if (output_type == ExprNodeOutputType::matlabStaticModelSparse)
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output << "T" << idx;
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else
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{
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@ -796,7 +796,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
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, const bool nopreprocessoroutput
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) const
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{
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bool hasModelChanged = !dynamic_model.isChecksumMatching(basename);
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bool hasModelChanged = !dynamic_model.isChecksumMatching(basename, block);
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if (!check_model_changes)
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hasModelChanged = true;
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@ -1325,9 +1325,7 @@ ModelTree::writeModelLocalVariableTemporaryTerms(const temporary_terms_t &tto, c
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temporary_terms_t tt2;
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for (auto it : tt)
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{
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if (isCOutput(output_type))
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output << "double ";
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else if (isJuliaOutput(output_type))
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if (isJuliaOutput(output_type))
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output << " @inbounds const ";
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it.first->writeOutput(output, output_type, tto, temporary_terms_idxs, tef_terms);
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@ -1357,9 +1355,7 @@ ModelTree::writeTemporaryTerms(const temporary_terms_t &tt,
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if (dynamic_cast<AbstractExternalFunctionNode *>(*it) != nullptr)
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(*it)->writeExternalFunctionOutput(output, output_type, tt2, tt_idxs, tef_terms);
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if (isCOutput(output_type))
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output << "double ";
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else if (isJuliaOutput(output_type))
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if (isJuliaOutput(output_type))
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output << " @inbounds ";
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(*it)->writeOutput(output, output_type, tt, tt_idxs, tef_terms);
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@ -1615,37 +1615,36 @@ StaticModel::writeStaticModel(const string &basename,
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}
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else if (output_type == ExprNodeOutputType::CStaticModel)
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{
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StaticOutput << "void Static(double *y, double *x, int nb_row_x, double *params, double *residual, double *g1, double *v2)" << endl
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StaticOutput << "void static_resid_tt(const double *y, const double *x, int nb_row_x, const double *params, double *T)" << endl
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<< "{" << endl
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<< model_tt_output.str()
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<< "}" << endl
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<< endl
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<< "void static_resid(const double *y, const double *x, int nb_row_x, const double *params, const double *T, double *residual)" << endl
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<< "{" << endl
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<< " double lhs, rhs;" << endl
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<< endl
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<< " /* Residual equations */" << endl
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<< model_tt_output.str()
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<< model_output.str()
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<< " /* Jacobian */" << endl
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<< " if (g1 == NULL)" << endl
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<< " return;" << endl
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<< "}" << endl
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<< endl
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<< "void static_g1_tt(const double *y, const double *x, int nb_row_x, const double *params, double *T)" << endl
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<< "{" << endl
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<< jacobian_tt_output.str()
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<< "}" << endl
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<< endl
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<< "void static_g1(const double *y, const double *x, int nb_row_x, const double *params, const double *T, double *g1)" << endl
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<< "{" << endl
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<< jacobian_output.str()
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<< endl;
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if (second_derivatives.size())
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StaticOutput << " /* Hessian for endogenous and exogenous variables */" << endl
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<< " if (v2 == NULL)" << endl
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<< " return;" << endl
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<< endl
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<< hessian_tt_output.str()
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<< hessian_output.str()
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<< endl;
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if (third_derivatives.size())
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StaticOutput << " /* Third derivatives for endogenous and exogenous variables */" << endl
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<< " if (v3 == NULL)" << endl
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<< " return;" << endl
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<< endl
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<< third_derivatives_tt_output.str()
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<< third_derivatives_output.str()
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<< endl;
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<< "}" << endl
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<< endl
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<< "void static_g2_tt(const double *y, const double *x, int nb_row_x, const double *params, double *T)" << endl
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<< "{" << endl
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<< hessian_tt_output.str()
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<< "}" << endl
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<< endl
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<< "void static_g2(const double *y, const double *x, int nb_row_x, const double *params, const double *T, double *v2)" << endl
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<< "{" << endl
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<< hessian_output.str()
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<< "}" << endl;
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}
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else
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{
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@ -1866,6 +1865,8 @@ StaticModel::writeStaticCFile(const string &basename) const
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string filename = basename + "/model/src/static.c";
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string filename_mex = basename + "/model/src/static_mex.c";
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int ntt = temporary_terms_mlv.size() + temporary_terms_res.size() + temporary_terms_g1.size() + temporary_terms_g2.size() + temporary_terms_g3.size();
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ofstream output;
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output.open(filename, ios::out | ios::binary);
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if (!output.is_open())
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@ -1900,9 +1901,12 @@ StaticModel::writeStaticCFile(const string &basename) const
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writePowerDerivCHeader(output);
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writeNormcdfCHeader(output);
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output << endl;
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// Writing the function body
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writeStaticModel(output, true, false);
|
||||
output << "}" << endl << endl;
|
||||
|
||||
output << endl;
|
||||
|
||||
writePowerDeriv(output);
|
||||
writeNormcdf(output);
|
||||
|
|
@ -1922,57 +1926,64 @@ StaticModel::writeStaticCFile(const string &basename) const
|
|||
<< " *" << endl
|
||||
<< " * Warning : this file is generated automatically by Dynare" << endl
|
||||
<< " * from model file (.mod)" << endl << endl
|
||||
<< " */" << endl << endl
|
||||
<< "#include \"mex.h\"" << endl << endl
|
||||
<< "void Static(double *y, double *x, int nb_row_x, double *params, double *residual, double *g1, double *v2);" << endl
|
||||
<< " */" << endl
|
||||
<< endl
|
||||
<< "#include <stdlib.h>" << endl
|
||||
<< "#include \"mex.h\"" << endl
|
||||
<< endl
|
||||
<< "const int ntt = " << ntt << ";" << endl
|
||||
<< "void static_resid_tt(const double *y, const double *x, int nb_row_x, const double *params, double *T);" << endl
|
||||
<< "void static_resid(const double *y, const double *x, int nb_row_x, const double *params, const double *T, double *residual);" << endl
|
||||
<< "void static_g1_tt(const double *y, const double *x, int nb_row_x, const double *params, double *T);" << endl
|
||||
<< "void static_g1(const double *y, const double *x, int nb_row_x, const double *params, const double *T, double *g1);" << endl
|
||||
<< "void static_g2_tt(const double *y, const double *x, int nb_row_x, const double *params, double *T);" << endl
|
||||
<< "void static_g2(const double *y, const double *x, int nb_row_x, const double *params, const double *T, double *v2);" << endl
|
||||
<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
|
||||
<< "{" << endl
|
||||
<< " double *y, *x, *params;" << endl
|
||||
<< " double *residual, *g1, *v2;" << endl
|
||||
<< " int nb_row_x;" << endl
|
||||
<< endl
|
||||
<< " /* Create a pointer to the input matrix y. */" << endl
|
||||
<< " y = mxGetPr(prhs[0]);" << endl
|
||||
<< " double *y = mxGetPr(prhs[0]);" << endl
|
||||
<< endl
|
||||
<< " /* Create a pointer to the input matrix x. */" << endl
|
||||
<< " x = mxGetPr(prhs[1]);" << endl
|
||||
<< " double *x = mxGetPr(prhs[1]);" << endl
|
||||
<< endl
|
||||
<< " /* Create a pointer to the input matrix params. */" << endl
|
||||
<< " params = mxGetPr(prhs[2]);" << endl
|
||||
<< " double *params = mxGetPr(prhs[2]);" << endl
|
||||
<< endl
|
||||
<< " /* Gets number of rows of matrix x. */" << endl
|
||||
<< " nb_row_x = mxGetM(prhs[1]);" << endl
|
||||
<< " int nb_row_x = mxGetM(prhs[1]);" << endl
|
||||
<< endl
|
||||
<< " double *T = (double *) malloc(sizeof(double)*ntt);"
|
||||
<< endl
|
||||
<< " residual = NULL;" << endl
|
||||
<< " if (nlhs >= 1)" << endl
|
||||
<< " {" << endl
|
||||
<< " /* Set the output pointer to the output matrix residual. */" << endl
|
||||
<< " plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
|
||||
<< " /* Create a C pointer to a copy of the output matrix residual. */" << endl
|
||||
<< " residual = mxGetPr(plhs[0]);" << endl
|
||||
<< " double *residual = mxGetPr(plhs[0]);" << endl
|
||||
<< " static_resid_tt(y, x, nb_row_x, params, T);" << endl
|
||||
<< " static_resid(y, x, nb_row_x, params, T, residual);" << endl
|
||||
<< " }" << endl
|
||||
<< endl
|
||||
<< " g1 = NULL;" << endl
|
||||
<< " if (nlhs >= 2)" << endl
|
||||
<< " {" << endl
|
||||
<< " /* Set the output pointer to the output matrix g1. */" << endl
|
||||
<< " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << symbol_table.endo_nbr() << ", mxREAL);" << endl
|
||||
<< " /* Create a C pointer to a copy of the output matrix g1. */" << endl
|
||||
<< " g1 = mxGetPr(plhs[1]);" << endl
|
||||
<< " double *g1 = mxGetPr(plhs[1]);" << endl
|
||||
<< " static_g1_tt(y, x, nb_row_x, params, T);" << endl
|
||||
<< " static_g1(y, x, nb_row_x, params, T, g1);" << endl
|
||||
<< " }" << endl
|
||||
<< endl
|
||||
<< " v2 = NULL;" << endl
|
||||
<< " if (nlhs >= 3)" << endl
|
||||
<< " {" << endl
|
||||
<< " /* Set the output pointer to the output matrix v2. */" << endl
|
||||
<< " plhs[2] = mxCreateDoubleMatrix(" << NNZDerivatives[1] << ", " << 3
|
||||
<< ", mxREAL);" << endl
|
||||
<< " v2 = mxGetPr(plhs[2]);" << endl
|
||||
<< " double *v2 = mxGetPr(plhs[2]);" << endl
|
||||
<< " static_g2_tt(y, x, nb_row_x, params, T);" << endl
|
||||
<< " static_g2(y, x, nb_row_x, params, T, v2);" << endl
|
||||
<< " }" << endl
|
||||
<< endl
|
||||
<< " /* Call the C subroutines. */" << endl
|
||||
<< " Static(y, x, nb_row_x, params, residual, g1, v2);" << endl
|
||||
<< "}" << endl << endl;
|
||||
<< " free(T);" << endl
|
||||
<< "}" << endl;
|
||||
output.close();
|
||||
}
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue