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preprocessor: julia: print only those temporary vars needed for the computation of (residuals, g1, g2, g3) in the respective dynamic! and static! functions 

(cherry picked from commit eb2890d1f58f2285306821c85fa631b865fb80b6)
issue#70
Houtan Bastani 2015-09-01 17:39:49 +02:00
parent 7c28c672a4
commit 2618211859
5 changed files with 141 additions and 20 deletions
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37
DynamicModel.cc
View File

@ -2112,26 +2112,27 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
void
DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia) const
{
ostringstream model_output; // Used for storing model
ostringstream model_eq_output; // Used for storing model equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream model_local_vars_output; // Used for storing model local vars
ostringstream model_output; // Used for storing model temp vars and equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream third_derivatives_output;
ExprNodeOutputType output_type = (use_dll ? oCDynamicModel :
julia ? oJuliaDynamicModel : oMatlabDynamicModel);
deriv_node_temp_terms_t tef_terms;
writeModelLocalVariables(model_output, output_type, tef_terms);
writeModelLocalVariables(model_local_vars_output, output_type, tef_terms);
writeTemporaryTerms(temporary_terms, model_output, output_type, tef_terms);
writeTemporaryTerms(temporary_terms_res, model_output, output_type, tef_terms);
writeModelEquations(model_eq_output, output_type);
writeModelEquations(model_output, output_type);
int nrows = equations.size();
int hessianColsNbr = dynJacobianColsNbr * dynJacobianColsNbr;
// Writing Jacobian
writeTemporaryTerms(temporary_terms_g1, jacobian_output, output_type, tef_terms);
for (first_derivatives_t::const_iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
@ -2141,11 +2142,13 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
jacobianHelper(jacobian_output, eq, getDynJacobianCol(var), output_type);
jacobian_output << "=";
d1->writeOutput(jacobian_output, output_type, temporary_terms, tef_terms);
d1->writeOutput(jacobian_output, output_type, temporary_terms_g1, tef_terms);
jacobian_output << ";" << endl;
}
// Writing Hessian
if (second_derivatives.size() > 0)
writeTemporaryTerms(temporary_terms_g2, hessian_output, output_type, tef_terms);
int k = 0; // Keep the line of a 2nd derivative in v2
for (second_derivatives_t::const_iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
@ -2166,7 +2169,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
{
for_sym << "g2[" << eq + 1 << "," << col_nb + 1 << "]";
hessian_output << " @inbounds " << for_sym.str() << " = ";
d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
d2->writeOutput(hessian_output, output_type, temporary_terms_g2, tef_terms);
hessian_output << endl;
}
else
@ -2208,6 +2211,8 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
}
// Writing third derivatives
if (third_derivatives.size() > 0)
writeTemporaryTerms(temporary_terms_g3, third_derivatives_output, output_type, tef_terms);
k = 0; // Keep the line of a 3rd derivative in v3
for (third_derivatives_t::const_iterator it = third_derivatives.begin();
it != third_derivatives.end(); it++)
@ -2230,7 +2235,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
{
for_sym << "g3[" << eq + 1 << "," << ref_col + 1 << "]";
third_derivatives_output << " @inbounds " << for_sym.str() << " = ";
d3->writeOutput(third_derivatives_output, output_type, temporary_terms, tef_terms);
d3->writeOutput(third_derivatives_output, output_type, temporary_terms_g3, tef_terms);
third_derivatives_output << endl;
}
else
@ -2287,8 +2292,8 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< "%" << endl
<< endl
<< "residual = zeros(" << nrows << ", 1);" << endl
<< model_local_vars_output.str()
<< model_output.str()
<< model_eq_output.str()
// Writing initialization instruction for matrix g1
<< "if nargout >= 2," << endl
<< " g1 = zeros(" << nrows << ", " << dynJacobianColsNbr << ");" << endl
@ -2337,8 +2342,8 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " double lhs, rhs;" << endl
<< endl
<< " /* Residual equations */" << endl
<< model_local_vars_output.str()
<< model_output.str()
<< model_eq_output.str()
<< " /* Jacobian */" << endl
<< " if (g1 == NULL)" << endl
<< " return;" << endl
@ -2396,8 +2401,8 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " #" << endl
<< " # Model equations" << endl
<< " #" << endl
<< model_local_vars_output.str()
<< model_output.str()
<< model_eq_output.str()
<< "end" << endl << endl
<< "function dynamic!(y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}," << endl
@ -2413,7 +2418,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " @assert size(g1) == (" << nrows << ", " << dynJacobianColsNbr << ")" << endl
<< " fill!(g1, 0.0)" << endl
<< " dynamic!(y, x, params, steady_state, it_, residual)" << endl
<< model_output.str()
<< model_local_vars_output.str()
<< " #" << endl
<< " # Jacobian matrix" << endl
<< " #" << endl
@ -2433,7 +2438,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " @assert size(g2) == (" << nrows << ", " << hessianColsNbr << ")" << endl
<< " dynamic!(y, x, params, steady_state, it_, residual, g1)" << endl;
if (second_derivatives.size())
DynamicOutput << model_output.str()
DynamicOutput << model_local_vars_output.str()
<< " #" << endl
<< " # Hessian matrix" << endl
<< " #" << endl
@ -2456,7 +2461,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " @assert size(g3) == (" << nrows << ", " << ncols << ")" << endl
<< " dynamic!(y, x, params, steady_state, it_, residual, g1, g2)" << endl;
if (third_derivatives.size())
DynamicOutput << model_output.str()
DynamicOutput << model_local_vars_output.str()
<< " #" << endl
<< " # Third order derivatives" << endl
<< " #" << endl

75
ExprNode.cc
View File

@ -128,6 +128,14 @@ ExprNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
// Nothing to do for a terminal node
}
void
ExprNode::computeSplitTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
bool is_matlab) const
{
// Nothing to do for a terminal node
}
pair<int, expr_t >
ExprNode::normalizeEquation(int var_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const
{
@ -1748,6 +1756,19 @@ UnaryOpNode::collectTemporary_terms(const temporary_terms_t &temporary_terms, te
arg->collectTemporary_terms(temporary_terms, temporary_terms_inuse, Curr_Block);
}
void
UnaryOpNode::computeSplitTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
bool is_matlab) const
{
expr_t this2 = const_cast<UnaryOpNode *>(this);
arg->computeSplitTemporaryTerms(reference_count, temporary_terms, is_matlab);
if (reference_count[this2] * cost(temporary_terms, is_matlab) > MIN_COST(is_matlab))
temporary_terms.insert(this2);
}
bool
UnaryOpNode::containsExternalFunction() const
{
@ -2815,6 +2836,21 @@ BinaryOpNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
}
}
void
BinaryOpNode::computeSplitTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
bool is_matlab) const
{
expr_t this2 = const_cast<BinaryOpNode *>(this);
arg1->computeSplitTemporaryTerms(reference_count, temporary_terms, is_matlab);
arg2->computeSplitTemporaryTerms(reference_count, temporary_terms, is_matlab);
if (reference_count[this2] * cost(temporary_terms, is_matlab) > MIN_COST(is_matlab)
&& op_code != oEqual)
temporary_terms.insert(this2);
}
double
BinaryOpNode::eval_opcode(double v1, BinaryOpcode op_code, double v2, int derivOrder) throw (EvalException, EvalExternalFunctionException)
{
@ -3947,6 +3983,21 @@ TrinaryOpNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
}
}
void
TrinaryOpNode::computeSplitTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
bool is_matlab) const
{
expr_t this2 = const_cast<TrinaryOpNode *>(this);
arg1->computeSplitTemporaryTerms(reference_count, temporary_terms, is_matlab);
arg2->computeSplitTemporaryTerms(reference_count, temporary_terms, is_matlab);
arg3->computeSplitTemporaryTerms(reference_count, temporary_terms, is_matlab);
if (reference_count[this2] * cost(temporary_terms, is_matlab) > MIN_COST(is_matlab))
temporary_terms.insert(this2);
}
double
TrinaryOpNode::eval_opcode(double v1, TrinaryOpcode op_code, double v2, double v3) throw (EvalException, EvalExternalFunctionException)
{
@ -4738,6 +4789,14 @@ ExternalFunctionNode::computeTemporaryTerms(map<expr_t, int> &reference_count,
v_temporary_terms[Curr_block][equation].insert(this2);
}
void
ExternalFunctionNode::computeSplitTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
bool is_matlab) const
{
temporary_terms.insert(const_cast<ExternalFunctionNode *>(this));
}
void
ExternalFunctionNode::compile(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
@ -4993,6 +5052,14 @@ FirstDerivExternalFunctionNode::computeTemporaryTerms(map<expr_t, int> &referenc
v_temporary_terms[Curr_block][equation].insert(this2);
}
void
FirstDerivExternalFunctionNode::computeSplitTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
bool is_matlab) const
{
temporary_terms.insert(const_cast<FirstDerivExternalFunctionNode *>(this));
}
expr_t
FirstDerivExternalFunctionNode::composeDerivatives(const vector<expr_t> &dargs)
{
@ -5301,6 +5368,14 @@ SecondDerivExternalFunctionNode::computeTemporaryTerms(map<expr_t, int> &referen
v_temporary_terms[Curr_block][equation].insert(this2);
}
void
SecondDerivExternalFunctionNode::computeSplitTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
bool is_matlab) const
{
temporary_terms.insert(const_cast<SecondDerivExternalFunctionNode *>(this));
}
expr_t
SecondDerivExternalFunctionNode::composeDerivatives(const vector<expr_t> &dargs)

11
ExprNode.hh
View File

@ -188,6 +188,10 @@ public:
/*! A node will be marked as a temporary term if it is referenced at least two times (i.e. has at least two parents), and has a computing cost (multiplied by reference count) greater to datatree.min_cost */
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
//! Splits temporary terms into those used for each of residuals, jacobian, hessian, 3rd derivs
//! based on the reference counts computed by computeTemporaryTerms
virtual void computeSplitTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
//! Writes output of node, using a Txxx notation for nodes in temporary_terms, and specifiying the set of already written external functions
/*!
\param[in] output the output stream
@ -566,6 +570,7 @@ public:
UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const expr_t arg_arg, int expectation_information_set_arg, int param1_symb_id_arg, int param2_symb_id_arg);
virtual void prepareForDerivation();
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void computeSplitTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
@ -645,6 +650,7 @@ public:
virtual void prepareForDerivation();
virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void computeSplitTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
@ -740,6 +746,7 @@ public:
virtual void prepareForDerivation();
virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void computeSplitTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
@ -812,6 +819,7 @@ public:
const vector<expr_t> &arguments_arg);
virtual void prepareForDerivation();
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const = 0;
virtual void computeSplitTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const = 0;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const = 0;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
@ -872,6 +880,7 @@ public:
ExternalFunctionNode(DataTree &datatree_arg, int symb_id_arg,
const vector<expr_t> &arguments_arg);
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void computeSplitTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
@ -909,6 +918,7 @@ public:
int Curr_block,
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const;
virtual void computeSplitTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
@ -945,6 +955,7 @@ public:
int Curr_block,
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const;
virtual void computeSplitTemporaryTerms(map<expr_t, int> &reference_count, temporary_terms_t &temporary_terms, bool is_matlab) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,

34
ModelTree.cc
View File

@ -1110,6 +1110,27 @@ ModelTree::computeTemporaryTerms(bool is_matlab)
for (third_derivatives_t::iterator it = third_derivatives.begin();
it != third_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
// Now split up temporary terms
temporary_terms_res.clear();
for (vector<BinaryOpNode *>::iterator it = equations.begin();
it != equations.end(); it++)
(*it)->computeSplitTemporaryTerms(reference_count, temporary_terms_res, is_matlab);
temporary_terms_g1 = temporary_terms_res;
for (first_derivatives_t::iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
it->second->computeSplitTemporaryTerms(reference_count, temporary_terms_g1, is_matlab);
temporary_terms_g2 = temporary_terms_g1;
for (second_derivatives_t::iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
it->second->computeSplitTemporaryTerms(reference_count, temporary_terms_g2, is_matlab);
temporary_terms_g3 = temporary_terms_g2;
for (third_derivatives_t::iterator it = third_derivatives.begin();
it != third_derivatives.end(); it++)
it->second->computeSplitTemporaryTerms(reference_count, temporary_terms_g3, is_matlab);
}
void
@ -1118,7 +1139,6 @@ ModelTree::writeTemporaryTerms(const temporary_terms_t &tt, ostream &output,
{
// Local var used to keep track of temp nodes already written
temporary_terms_t tt2;
for (temporary_terms_t::const_iterator it = tt.begin();
it != tt.end(); it++)
{
@ -1213,6 +1233,12 @@ ModelTree::writeModelLocalVariables(ostream &output, ExprNodeOutputType output_t
void
ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type) const
{
temporary_terms_t temp_terms;
if (IS_JULIA(output_type))
temp_terms = temporary_terms_res;
else
temp_terms = temporary_terms;
for (int eq = 0; eq < (int) equations.size(); eq++)
{
BinaryOpNode *eq_node = equations[eq];
@ -1234,13 +1260,13 @@ ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type)
if (IS_JULIA(output_type))
output << " @inbounds ";
output << "lhs =";
lhs->writeOutput(output, output_type, temporary_terms);
lhs->writeOutput(output, output_type, temp_terms);
output << ";" << endl;
if (IS_JULIA(output_type))
output << " @inbounds ";
output << "rhs =";
rhs->writeOutput(output, output_type, temporary_terms);
rhs->writeOutput(output, output_type, temp_terms);
output << ";" << endl;
if (IS_JULIA(output_type))
@ -1258,7 +1284,7 @@ ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type)
<< eq + ARRAY_SUBSCRIPT_OFFSET(output_type)
<< RIGHT_ARRAY_SUBSCRIPT(output_type)
<< " = ";
lhs->writeOutput(output, output_type, temporary_terms);
lhs->writeOutput(output, output_type, temp_terms);
output << ";" << endl;
}
}

4
ModelTree.hh
View File

@ -130,6 +130,10 @@ protected:
//! Temporary terms for the static/dynamic file (those which will be noted Txxxx)
temporary_terms_t temporary_terms;
temporary_terms_t temporary_terms_res;
temporary_terms_t temporary_terms_g1;
temporary_terms_t temporary_terms_g2;
temporary_terms_t temporary_terms_g3;
//! Temporary terms for the file containing parameters derivatives
temporary_terms_t params_derivs_temporary_terms;