stepan
/
preprocessor
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

trunk preprocessor: 

* added some comments
* created enumerations for block type and block simulation type


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2165 ac1d8469-bf42-47a9-8791-bf33cf982152
issue#70
sebastien 2008-10-17 10:11:54 +00:00
parent 8b899ad806
commit 1f515ea54b
6 changed files with 41 additions and 43 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

13
BlockTriangular.cc
View File

@ -270,8 +270,6 @@ BlockTriangular::Prologue_Epilogue(bool* IM, int* prologue, int* epilogue, int n
{
modifie = 1;
swap_IM_c(IM, *prologue, i, l, Index_Var_IM, Index_Equ_IM, n);
Index_Equ_IM[*prologue].available = 0;
Index_Var_IM[*prologue].available = 0;
(*prologue)++;
}
}
@ -298,8 +296,6 @@ BlockTriangular::Prologue_Epilogue(bool* IM, int* prologue, int* epilogue, int n
{
modifie = 1;
swap_IM_c(IM, n - (1 + *epilogue), l, i, Index_Var_IM, Index_Equ_IM, n);
Index_Equ_IM[n - (1 + *epilogue)].available = 0;
Index_Var_IM[n - (1 + *epilogue)].available = 0;
(*epilogue)++;
}
}
@ -308,7 +304,7 @@ BlockTriangular::Prologue_Epilogue(bool* IM, int* prologue, int* epilogue, int n
void
BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, int type, Model_Block * ModelBlock)
BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, BlockType type, Model_Block * ModelBlock)
{
int i, j, k, l, ls, m, i_1, Lead, Lag, size_list_lead_var, first_count_equ, i1;
int *list_lead_var, *tmp_size, *tmp_var, *tmp_endo, nb_lead_lag_endo;
@ -380,7 +376,6 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, int
ModelBlock->in_Block_Equ[Index_Equ_IM[*count_Equ].index] = *count_Block;
ModelBlock->in_Block_Var[Index_Var_IM[*count_Equ].index] = *count_Block;
ModelBlock->in_Equ_of_Block[Index_Equ_IM[*count_Equ].index] = ModelBlock->in_Var_of_Block[Index_Var_IM[*count_Equ].index] = 0;
Index_Equ_IM[*count_Equ].block = *count_Block;
if ((Lead > 0) && (Lag > 0))
ModelBlock->Block_List[*count_Block].Simulation_Type = SOLVE_TWO_BOUNDARIES_SIMPLE;
else if((Lead > 0) && (Lag == 0))
@ -473,7 +468,6 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, int
nb_lead_lag_endo = 0;
for(i = 0;i < size;i++)
{
Index_Equ_IM[*count_Equ].block = *count_Block;
ModelBlock->Block_List[*count_Block].Equation[i] = Index_Equ_IM[*count_Equ].index;
ModelBlock->Block_List[*count_Block].Variable[i] = Index_Var_IM[*count_Equ].index;
ModelBlock->Block_List[*count_Block].Variable_Sorted[i] = -1;
@ -913,13 +907,11 @@ BlockTriangular::Normalize_and_BlockDecompose_Static_0_Model(const jacob_map &j_
for(i = 0;i < endo_nbr;i++)
{
Index_Equ_IM[i].index = i;
Index_Equ_IM[i].available = 1;
}
Index_Var_IM = (simple*)malloc(endo_nbr * sizeof(*Index_Var_IM));
for(i = 0;i < endo_nbr;i++)
{
Index_Var_IM[i].index = i;
Index_Var_IM[i].available = 1;
}
if(ModelBlock != NULL)
Free_Block(ModelBlock);
@ -931,7 +923,4 @@ BlockTriangular::Normalize_and_BlockDecompose_Static_0_Model(const jacob_map &j_
Normalize_and_BlockDecompose(SIM, ModelBlock, endo_nbr, &prologue, &epilogue, Index_Var_IM, Index_Equ_IM, 1, 1, SIM_0, j_m);
free(SIM_0);
free(SIM);
if(bt_verbose)
for(i = 0;i < endo_nbr;i++)
cout << "Block=" << Index_Equ_IM[i].block << " Equ=" << Index_Equ_IM[i].index << " Var= " << Index_Var_IM[i].index << " " << symbol_table.getNameByID(eEndogenous, Index_Var_IM[i].index) << "\n";
}

12
include/BlockTriangular.hh
View File

@ -26,13 +26,9 @@
#include "ModelNormalization.hh"
#include "ModelBlocks.hh"
/*!
\class BlockTriangular
\brief Creat the incidence matrice and reorder the model's equations.
*/
#include "ExprNode.hh"
//! List of incidence matrix (one matrix per lead/lag)
struct List_IM
{
List_IM* pNext;
@ -40,13 +36,14 @@ struct List_IM
bool* IM;
};
//! Matrix of doubles for representing jacobian
typedef map<pair<int ,int >,double> jacob_map;
//! Create the incidence matrix, computes prologue & epilogue, normalizes the model and computes the block decomposition
class BlockTriangular
{
public:
BlockTriangular(const SymbolTable &symbol_table_arg);
/*! The incidence matrix for each lead and lags */
const SymbolTable &symbol_table;
Blocks blocks;
Normalization normalization;
@ -63,7 +60,7 @@ public:
bool Normalize_and_BlockDecompose(bool* IM, Model_Block* ModelBlock, int n, int* prologue, int* epilogue, simple* Index_Var_IM, simple* Index_Equ_IM, bool Do_Normalization, bool mixing, bool* IM_0 , jacob_map j_m);
void Prologue_Epilogue(bool* IM, int* prologue, int* epilogue, int n, simple* Index_Var_IM, simple* Index_Equ_IM, bool* IM0);
void swap_IM_c(bool *SIM, int pos1, int pos2, int pos3, simple* Index_Var_IM, simple* Index_Equ_IM, int n);
void Allocate_Block(int size, int *count_Equ, int *count_Block, int type, Model_Block * ModelBlock);
void Allocate_Block(int size, int *count_Equ, int *count_Block, BlockType type, Model_Block * ModelBlock);
void Free_Block(Model_Block* ModelBlock) const;
List_IM *First_IM ;
List_IM *Last_IM ;
@ -131,5 +128,4 @@ public:
}
};
};
//------------------------------------------------------------------------------
#endif

41
include/CodeInterpreter.hh
View File

@ -41,21 +41,28 @@ const char FEND=17;
const char FOK=18;
const char FENDEQU=19;
const int SIMULTANS=0;
const int PROLOGUE=1;
const int EPILOGUE=2;
const int SIMULTAN=3;
const int UNKNOWN=-1;
const int EVALUATE_FOREWARD=0;
const int EVALUATE_BACKWARD=1;
const int SOLVE_FOREWARD_SIMPLE=2;
const int SOLVE_BACKWARD_SIMPLE=3;
const int SOLVE_TWO_BOUNDARIES_SIMPLE=4;
const int SOLVE_FOREWARD_COMPLETE=5;
const int SOLVE_BACKWARD_COMPLETE=6;
const int SOLVE_TWO_BOUNDARIES_COMPLETE=7;
const int EVALUATE_FOREWARD_R=8;
const int EVALUATE_BACKWARD_R=9;
enum BlockType
{
SIMULTANS = 0, //<! Simultaneous time separable block
PROLOGUE = 1, //<! Prologue block (one equation at the beginning, later merged)
EPILOGUE = 2, //<! Epilogue block (one equation at the beginning, later merged)
SIMULTAN = 3 //<! Simultaneous time unseparable block
};
enum BlockSimulationType
{
UNKNOWN = -1, //!< Unknown simulation type
EVALUATE_FOREWARD = 0, //!< Simple evaluation, normalized variable on left-hand side, forward
EVALUATE_BACKWARD = 1, //!< Simple evaluation, normalized variable on left-hand side, backward
SOLVE_FOREWARD_SIMPLE = 2, //!< Block of one equation, newton solver needed, forward
SOLVE_BACKWARD_SIMPLE = 3, //!< Block of one equation, newton solver needed, backward
SOLVE_TWO_BOUNDARIES_SIMPLE = 4, //!< Block of one equation, newton solver needed, forward & ackward
SOLVE_FOREWARD_COMPLETE = 5, //!< Block of several equations, newton solver needed, forward
SOLVE_BACKWARD_COMPLETE = 6, //!< Block of several equations, newton solver needed, backward
SOLVE_TWO_BOUNDARIES_COMPLETE = 7, //!< Block of several equations, newton solver needed, forward and backwar
EVALUATE_FOREWARD_R = 8, //!< Simple evaluation, normalized variable on right-hand side, forward
EVALUATE_BACKWARD_R = 9 //!< Simple evaluation, normalized variable on right-hand side, backward
};
//! Enumeration of possible symbol types
/*! Warning: do not to change existing values: the order matters for VariableTable (at least for endogenous and exogenous types), and the values matter for homotopy_setup command */
@ -71,7 +78,6 @@ enum Type
eUnknownFunction = 12 //!< Function unknown to the preprocessor
};
enum UnaryOpcode
{
oUminus,
@ -92,6 +98,7 @@ enum UnaryOpcode
oAtanh,
oSqrt
};
enum BinaryOpcode
{
oPlus,
@ -110,6 +117,4 @@ enum BinaryOpcode
oDifferent
};
#endif

8
include/ExprNode.hh
View File

@ -311,15 +311,20 @@ public:
virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
};
//! For one lead/lag of one block, stores mapping of information between original model and block-decomposed model
struct IM_compact
{
int size, u_init, u_finish, nb_endo;
int *u, *us, *Var, *Equ, *Var_Index, *Equ_Index, *Var_dyn_Index;
};
//! One block of the model
struct Block
{
int Size, Sized, Type, Simulation_Type, Max_Lead, Max_Lag, Nb_Lead_Lag_Endo;
int Size, Sized;
BlockType Type;
BlockSimulationType Simulation_Type;
int Max_Lead, Max_Lag, Nb_Lead_Lag_Endo;
bool is_linear;
int *Equation, *Own_Derivative;
int *Variable, *Variable_Sorted, *dVariable;
@ -329,6 +334,7 @@ struct Block
int Code_Start, Code_Length;
};
//! The set of all blocks of the model
struct Model_Block
{
int Size, Periods;

5
include/ModelBlocks.hh
View File

@ -21,7 +21,7 @@
#define MODELBLOCKS
#include "ModelNormalization.hh"
//! Sparse form of the graph, with strongly connected components
typedef struct block_result
{
int size, n_sets;
@ -32,7 +32,7 @@ typedef struct block_result
block_result_t;
//! Implements Tarjan algorithm
class Blocks
{
public:
@ -42,6 +42,7 @@ public:
void block_result_free(block_result_t *r);
void block_result_print(block_result_t *r);
void Print_Equation_gr(Equation_set* Equation);
//! Converts the output of Tarjan algorithm into reordered incidence matrices
void block_result_to_IM(block_result_t *r,bool* IM,int prologue, int n,simple* Index_Equ_IM,simple* Index_Var_IM);
Equation_vertex *vertices;
int *block_vertices, *sets_s, *sets_f;

5
include/ModelNormalization.hh
View File

@ -43,10 +43,11 @@ struct Equation_set
int edges;
};
//! Stores result of block decomposition for ONE equation or ONE variable
struct simple
{
int index, block;
bool available;
//! New {variable, equation} index after reordering
int index;
};
class Normalization