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write dynamic file

issue#70
Houtan Bastani 2015-07-27 17:02:51 +02:00
parent 6fc6f2f7d1
commit 2bb2682b50
6 changed files with 118 additions and 24 deletions
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81
DynamicModel.cc
View File

@ -1557,11 +1557,37 @@ DynamicModel::writeDynamicMFile(const string &dynamic_basename) const
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl;
writeDynamicModel(mDynamicModelFile, false);
writeDynamicModel(mDynamicModelFile, false, false);
mDynamicModelFile << "end" << endl; // Close *_dynamic function
mDynamicModelFile.close();
}
void
DynamicModel::writeDynamicJuliaFile(const string &basename) const
{
string filename = basename + "Dynamic.jl";
ofstream output;
output.open(filename.c_str(), ios::out | ios::binary);
if (!output.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
output << "module " << basename << "Dynamic" << endl << endl
<< "export getDynamicFunction" << endl << endl
<< "function getDynamicFunction()" << endl
<< " dynamic" << endl
<< "end" << endl << endl
<< "function dynamic(y, x, params, steady_state, it_)" << endl;
writeDynamicModel(output, false, true);
output << "(residual, g1, g2, g3)" << endl
<< "end" << endl
<< "end" << endl;
output.close();
}
void
DynamicModel::writeDynamicCFile(const string &dynamic_basename, const int order) const
{
@ -1596,7 +1622,7 @@ DynamicModel::writeDynamicCFile(const string &dynamic_basename, const int order)
writePowerDerivCHeader(mDynamicModelFile);
// Writing the function body
writeDynamicModel(mDynamicModelFile, true);
writeDynamicModel(mDynamicModelFile, true, false);
writePowerDeriv(mDynamicModelFile, true);
mDynamicModelFile.close();
@ -2085,14 +2111,15 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
}
void
DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia) const
{
ostringstream model_output; // Used for storing model 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 : oMatlabDynamicModel);
ExprNodeOutputType output_type = (use_dll ? oCDynamicModel :
julia ? oJuliaDynamicModel : oMatlabDynamicModel);
deriv_node_temp_terms_t tef_terms;
writeModelLocalVariables(model_output, output_type, tef_terms);
@ -2222,7 +2249,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
k += k2;
}
if (!use_dll)
if (!use_dll && !julia)
{
DynamicOutput << "%" << endl
<< "% Model equations" << endl
@ -2271,6 +2298,46 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
DynamicOutput << "end" << endl;
}
else if(julia)
{
DynamicOutput << "#" << endl
<< "# Model equations" << endl
<< "#" << endl
<< endl
<< "residual = zeros(" << nrows << ", 1);" << endl
<< model_output.str()
<< "g1 = zeros(" << nrows << ", " << dynJacobianColsNbr << ");" << endl
<< endl
<< "#" << endl
<< "# Jacobian matrix" << endl
<< "#" << endl
<< endl
<< jacobian_output.str()
<< endl
<< "#" << endl
<< "# Hessian matrix" << endl
<< "#" << endl
<< endl;
if (second_derivatives.size())
DynamicOutput << "v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl
<< hessian_output.str()
<< "g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << nrows << "," << hessianColsNbr << ");" << endl;
else // Either hessian is all zero, or we didn't compute it
DynamicOutput << "g2 = sparse([],[],[]," << nrows << "," << hessianColsNbr << ");" << endl;
// Initialize g3 matrix
DynamicOutput << "#" << endl
<< "# Third order derivatives" << endl
<< "#" << endl
<< endl;
int ncols = hessianColsNbr * dynJacobianColsNbr;
if (third_derivatives.size())
DynamicOutput << "v3 = zeros(" << NNZDerivatives[2] << ",3);" << endl
<< third_derivatives_output.str()
<< "g3 = sparse(v3(:,1),v3(:,2),v3(:,3)," << nrows << "," << ncols << ");" << endl;
else // Either 3rd derivatives is all zero, or we didn't compute it
DynamicOutput << "g3 = sparse([],[],[]," << nrows << "," << ncols << ");" << endl;
}
else
{
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
@ -3309,7 +3376,7 @@ DynamicModel::collectBlockVariables()
}
void
DynamicModel::writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, int order) const
DynamicModel::writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, int order, bool julia) const
{
int r;
string t_basename = basename + "_dynamic";
@ -3333,6 +3400,8 @@ DynamicModel::writeDynamicFile(const string &basename, bool block, bool bytecode
}
else if (use_dll)
writeDynamicCFile(t_basename, order);
else if (julia)
writeDynamicJuliaFile(basename);
else
writeDynamicMFile(t_basename);
}

6
DynamicModel.hh
View File

@ -76,6 +76,8 @@ private:
//! Writes dynamic model file (Matlab version)
void writeDynamicMFile(const string &dynamic_basename) const;
//! Writes dynamic model file (Julia version)
void writeDynamicJuliaFile(const string &dynamic_basename) const;
//! Writes dynamic model file (C version)
/*! \todo add third derivatives handling */
void writeDynamicCFile(const string &dynamic_basename, const int order) const;
@ -83,7 +85,7 @@ private:
void writeSparseDynamicMFile(const string &dynamic_basename, const string &basename) const;
//! Writes the dynamic model equations and its derivatives
/*! \todo add third derivatives handling in C output */
void writeDynamicModel(ostream &DynamicOutput, bool use_dll) const;
void writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia) const;
//! Writes the Block reordred structure of the model in M output
void writeModelEquationsOrdered_M(const string &dynamic_basename) const;
//! Writes the code of the Block reordred structure of the model in virtual machine bytecode
@ -219,7 +221,7 @@ public:
void Write_Inf_To_Bin_File_Block(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, bool block, bool bytecode, bool use_dll, int order) const;
void writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, int order, bool julia) const;
//! Writes file containing parameters derivatives
void writeParamsDerivativesFile(const string &basename) const;

27
ExprNode.cc
View File

@ -654,6 +654,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case eEndogenous:
switch (output_type)
{
case oJuliaDynamicModel:
case oMatlabDynamicModel:
case oCDynamicModel:
i = datatree.getDynJacobianCol(datatree.getDerivID(symb_id, lag)) + ARRAY_SUBSCRIPT_OFFSET(output_type);
@ -678,9 +679,10 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case oMatlabOutsideModel:
output << "oo_.steady_state(" << tsid + 1 << ")";
break;
case oJuliaDynamicSteadyStateOperator:
case oMatlabDynamicSteadyStateOperator:
case oMatlabDynamicSparseSteadyStateOperator:
output << "steady_state(" << tsid + 1 << ")";
output << "steady_state" << LEFT_ARRAY_SUBSCRIPT(output_type) << tsid + 1 << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCDynamicSteadyStateOperator:
output << "steady_state[" << tsid << "]";
@ -701,14 +703,18 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
i = tsid + ARRAY_SUBSCRIPT_OFFSET(output_type);
switch (output_type)
{
case oJuliaDynamicModel:
case oMatlabDynamicModel:
case oMatlabDynamicModelSparse:
if (lag > 0)
output << "x(it_+" << lag << ", " << i << ")";
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_+" << lag << ", " << i
<< RIGHT_ARRAY_SUBSCRIPT(output_type);
else if (lag < 0)
output << "x(it_" << lag << ", " << i << ")";
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_" << lag << ", " << i
<< RIGHT_ARRAY_SUBSCRIPT(output_type);
else
output << "x(it_, " << i << ")";
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_, " << i
<< RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCDynamicModel:
if (lag == 0)
@ -747,14 +753,18 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
i = tsid + datatree.symbol_table.exo_nbr() + ARRAY_SUBSCRIPT_OFFSET(output_type);
switch (output_type)
{
case oJuliaDynamicModel:
case oMatlabDynamicModel:
case oMatlabDynamicModelSparse:
if (lag > 0)
output << "x(it_+" << lag << ", " << i << ")";
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_+" << lag << ", " << i
<< RIGHT_ARRAY_SUBSCRIPT(output_type);
else if (lag < 0)
output << "x(it_" << lag << ", " << i << ")";
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_" << lag << ", " << i
<< RIGHT_ARRAY_SUBSCRIPT(output_type);
else
output << "x(it_, " << i << ")";
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_, " << i
<< RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCDynamicModel:
if (lag == 0)
@ -1833,6 +1843,9 @@ UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case oCDynamicModel:
new_output_type = oCDynamicSteadyStateOperator;
break;
case oJuliaDynamicModel:
new_output_type = oJuliaDynamicSteadyStateOperator;
break;
case oMatlabDynamicModelSparse:
new_output_type = oMatlabDynamicSparseSteadyStateOperator;
break;

6
ExprNode.hh
View File

@ -67,6 +67,7 @@ enum ExprNodeOutputType
oCDynamicModel, //!< C code, dynamic model
oCStaticModel, //!< C code, static model
oJuliaStaticModel, //!< Julia code, static model
oJuliaDynamicModel, //!< Julia code, dynamic model
oMatlabOutsideModel, //!< Matlab code, outside model block (for example in initval)
oLatexStaticModel, //!< LaTeX code, static model
oLatexDynamicModel, //!< LaTeX code, dynamic model
@ -74,6 +75,7 @@ enum ExprNodeOutputType
oMatlabDynamicSteadyStateOperator, //!< Matlab code, dynamic model, inside a steady state operator
oMatlabDynamicSparseSteadyStateOperator, //!< Matlab code, dynamic block decomposed model, inside a steady state operator
oCDynamicSteadyStateOperator, //!< C code, dynamic model, inside a steady state operator
oJuliaDynamicSteadyStateOperator, //!< Julia code, dynamic model, inside a steady state operator
oSteadyStateFile, //!< Matlab code, in the generated steady state file
oCSteadyStateFile //!< C code, in the generated steady state file
};
@ -87,6 +89,10 @@ enum ExprNodeOutputType
|| (output_type) == oMatlabDynamicSparseSteadyStateOperator \
|| (output_type) == oSteadyStateFile)
#define IS_JULIA(output_type) ((output_type) == oJuliaStaticModel \
|| (output_type) == oJuliaDynamicModel \
|| (output_type) == oJuliaDynamicSteadyStateOperator)
#define IS_C(output_type) ((output_type) == oCDynamicModel \
|| (output_type) == oCStaticModel \
|| (output_type) == oCDynamicSteadyStateOperator \

18
ModFile.cc
View File

@ -814,7 +814,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
static_model.writeParamsDerivativesFile(basename);
}
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
dynamic_model.writeParamsDerivativesFile(basename);
}
@ -851,7 +851,7 @@ ModFile::writeExternalFilesC(const string &basename, FileOutputType output) cons
writeModelC(basename);
steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present);
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
if (!no_static)
static_model.writeStaticFile(basename, false, false, true, false);
@ -956,7 +956,7 @@ ModFile::writeExternalFilesCC(const string &basename, FileOutputType output) con
writeModelCC(basename);
steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present);
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
if (!no_static)
static_model.writeStaticFile(basename, false, false, true, false);
@ -1084,8 +1084,8 @@ ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output)
<< "using DynareModel" << endl
<< "using Utils" << endl
<< "using " << basename << "Static" << endl
<< "export dynamicmodel!, staticmodel!, steadystate!" << endl
<< "export model__" << endl
<< "using " << basename << "Dynamic" << endl << endl
<< "export model__" << endl << endl
<< "model__ = model()" << endl
<< "model__.fname = \"" << basename << "\"" << endl
<< "model__.dynare_version = \"" << PACKAGE_VERSION << "\"" << endl
@ -1115,10 +1115,14 @@ ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output)
symbol_table.writeJuliaOutput(jlOutputFile);
if (dynamic_model.equation_number() > 0)
if (!no_static)
static_model.writeStaticFile(basename, false, false, false, true);
{
if (!no_static)
static_model.writeStaticFile(basename, false, false, false, true);
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, true);
}
jlOutputFile << "model__.static = " << basename << "Static.getStaticFunction()" << endl
<< "model__.dynamic = " << basename << "Dynamic.getDynamicFunction()" << endl
<< "end" << endl;
jlOutputFile.close();
cout << "done" << endl;

4
ModelTree.cc
View File

@ -1471,7 +1471,7 @@ void
ModelTree::jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const
{
output << " g1" << LEFT_ARRAY_SUBSCRIPT(output_type);
if (IS_MATLAB(output_type))
if (IS_MATLAB(output_type) || IS_JULIA(output_type))
output << eq_nb + 1 << "," << col_nb + 1;
else
output << eq_nb + col_nb *equations.size();
@ -1482,7 +1482,7 @@ void
ModelTree::sparseHelper(int order, ostream &output, int row_nb, int col_nb, ExprNodeOutputType output_type) const
{
output << " v" << order << LEFT_ARRAY_SUBSCRIPT(output_type);
if (IS_MATLAB(output_type))
if (IS_MATLAB(output_type) || IS_JULIA(output_type))
output << row_nb + 1 << "," << col_nb + 1;
else
output << row_nb + col_nb * NNZDerivatives[order-1];