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

pac: change auxiliary variable creation, fix VAR max lag

issue#70
Houtan Bastani 2018-05-15 14:18:42 +02:00
parent 4fce93eea9
commit 3a71215ae1
5 changed files with 207 additions and 25 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

119
src/ExprNode.cc
View File

@ -1367,14 +1367,8 @@ VariableNode::undiff() const
void
VariableNode::VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs, int &max_lag) const
{
for (set<expr_t>::const_iterator it = static_lhs.begin();
it != static_lhs.end(); it++)
if (*it == this->toStatic(static_datatree))
{
if (-lag > max_lag)
max_lag = -lag;
return;
}
if (-lag > max_lag)
max_lag = -lag;
}
int
@ -3011,6 +3005,74 @@ UnaryOpNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table)
diff_table[sthis][arg_max_lag] = const_cast<UnaryOpNode *>(this);
}
void
UnaryOpNode::getDiffArgUnaryOperatorIfAny(string &op_handle) const
{
switch (op_code)
{
case oExp:
op_handle = "@exp";
break;
case oLog:
op_handle = "@log";
break;
case oLog10:
op_handle = "@log10";
break;
case oCos:
op_handle = "@cos";
break;
case oSin:
op_handle = "@sin";
break;
case oTan:
op_handle = "@tan";
break;
case oAcos:
op_handle = "@acos";
break;
case oAsin:
op_handle = "@asin";
break;
case oAtan:
op_handle = "@atan";
break;
case oCosh:
op_handle = "@cosh";
break;
case oSinh:
op_handle = "@sinh";
break;
case oTanh:
op_handle = "@tanh";
break;
case oAcosh:
op_handle = "@acosh";
break;
case oAsinh:
op_handle = "@asinh";
break;
case oAtanh:
op_handle = "@atanh";
break;
case oSqrt:
op_handle = "@sqrt";
break;
case oAbs:
op_handle = "@abs";
break;
case oSign:
op_handle = "@sign";
break;
case oErf:
op_handle = "@erf";
break;
default:
op_handle = "";
break;
}
}
expr_t
UnaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
vector<BinaryOpNode *> &neweqs) const
@ -3047,8 +3109,29 @@ UnaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table,
if (vn != NULL)
symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, argsubst, vn->get_symb_id(), vn->get_lag());
else
symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, argsubst);
{
UnaryOpNode *diffarg = dynamic_cast<UnaryOpNode *>(argsubst);
if (diffarg != NULL)
{
string op;
diffarg->getDiffArgUnaryOperatorIfAny(op);
VariableNode *vnarg = dynamic_cast<VariableNode *>(diffarg->get_arg());
if (vnarg != NULL)
symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, argsubst,
vnarg->get_symb_id(), vnarg->get_lag(), op);
else
{
// The case where we have diff(log(exp(x))) for example
cerr << "diffs of nested non-diff expressions are not yet supported" << endl;
exit(EXIT_FAILURE);
}
}
else
{
cerr << "diffs of non unary expressions are not yet supported" << endl;
exit(EXIT_FAILURE);
}
}
// make originating aux var & equation
last_arg_max_lag = rit->first;
last_aux_var = datatree.AddVariable(symb_id, 0);
@ -3064,18 +3147,12 @@ UnaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table,
VariableNode *new_aux_var = NULL;
for (int i = last_arg_max_lag; i > rit->first; i--)
{
if (vn == NULL)
if (i == last_arg_max_lag)
symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, argsubst);
else
symb_id = datatree.symbol_table.addDiffAuxiliaryVar(new_aux_var->idx, new_aux_var);
if (i == last_arg_max_lag)
symb_id = datatree.symbol_table.addDiffLagAuxiliaryVar(argsubst->idx, argsubst,
last_aux_var->get_symb_id(), last_aux_var->get_lag());
else
if (i == last_arg_max_lag)
symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, argsubst,
vn->get_symb_id(), i - 1);
else
symb_id = datatree.symbol_table.addDiffAuxiliaryVar(new_aux_var->idx, new_aux_var,
vn->get_symb_id(), i - 1);
symb_id = datatree.symbol_table.addDiffLagAuxiliaryVar(new_aux_var->idx, new_aux_var,
last_aux_var->get_symb_id(), last_aux_var->get_lag());
new_aux_var = datatree.AddVariable(symb_id, 0);
neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(new_aux_var,

3
src/ExprNode.hh
View File

@ -59,7 +59,7 @@ typedef map<int, double> eval_context_t;
typedef map<pair<int, vector<expr_t> >, int> deriv_node_temp_terms_t;
//! Type for the substitution map used in the process of substitutitng diff expressions
//! diff_table[static_expr_t][lag] -> dynamic_expr_t
//! diff_table[static_expr_t][lag] -> [dynamic_expr_t]
typedef map<expr_t, map<int, expr_t> > diff_table_t;
//! Possible types of output when writing ExprNode(s)
@ -776,6 +776,7 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
void getDiffArgUnaryOperatorIfAny(string &op_handle) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;

22
src/ModFile.cc
View File

@ -518,6 +518,28 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
dynamic_model.combineDiffAuxEquations();
for (vector<Statement *>::const_iterator it = statements.begin();
it != statements.end(); it++)
{
VarModelStatement *vms = dynamic_cast<VarModelStatement *>(*it);
if (vms != NULL)
{
string var_model_name;
vms->getVarModelInfo(var_model_name, var_model_info_var_expectation, var_model_eq_tags);
vector<expr_t> lhs_expr_t;
vector<int> lhs, eqnumber, orig_diff_var;
vector<set<pair<int, int> > > rhs;
vector<bool> nonstationary, diff;
vector<string> eqtags = var_model_eq_tags[var_model_name];
dynamic_model.getVarModelVariablesFromEqTags(eqtags,
eqnumber, lhs, lhs_expr_t, rhs, nonstationary);
int max_lag = original_model.getVarMaxLag(diff_static_model, eqnumber);
original_model.getVarLhsDiffAndInfo(eqnumber, diff, orig_diff_var);
vms->fillVarModelInfoFromEquations(eqnumber, lhs, rhs, nonstationary,
diff, orig_diff_var, max_lag);
}
}
if (differentiate_forward_vars)
dynamic_model.differentiateForwardVars(differentiate_forward_vars_subset);

75
src/SymbolTable.cc
View File

@ -25,6 +25,20 @@
#include "SymbolTable.hh"
AuxVarInfo::AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id_arg, int orig_lead_lag_arg,
int equation_number_for_multiplier_arg, int information_set_arg,
expr_t expr_node_arg, string &unary_op_handle_arg) :
symb_id(symb_id_arg),
type(type_arg),
orig_symb_id(orig_symb_id_arg),
orig_lead_lag(orig_lead_lag_arg),
equation_number_for_multiplier(equation_number_for_multiplier_arg),
information_set(information_set_arg),
expr_node(expr_node_arg),
unary_op_handle(unary_op_handle_arg)
{
}
AuxVarInfo::AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id_arg, int orig_lead_lag_arg,
int equation_number_for_multiplier_arg, int information_set_arg,
expr_t expr_node_arg) :
@ -34,7 +48,8 @@ AuxVarInfo::AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id_arg
orig_lead_lag(orig_lead_lag_arg),
equation_number_for_multiplier(equation_number_for_multiplier_arg),
information_set(information_set_arg),
expr_node(expr_node_arg)
expr_node(expr_node_arg),
unary_op_handle("")
{
}
@ -375,9 +390,16 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
output << ")';" << endl;
break;
case avDiff:
case avDiffLag:
if (aux_vars[i].get_orig_symb_id() >= 0)
output << "M_.aux_vars(" << i+1 << ").orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ";" << endl
<< "M_.aux_vars(" << i+1 << ").orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
output << "M_.aux_vars(" << i+1 << ").unary_op_handle = ";
if (!aux_vars[i].get_unary_op_handle().empty())
output << aux_vars[i].get_unary_op_handle() << ";" << endl;
else
output << "'';" << endl;
break;
}
}
@ -488,6 +510,7 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
<< "av[" << i << "].orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
break;
case avDiff:
case avDiffLag:
if (aux_vars[i].get_orig_symb_id() >= 0)
output << "av[" << i << "].orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
<< "av[" << i << "].orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
@ -586,6 +609,7 @@ SymbolTable::writeCCOutput(ostream &output) const throw (NotYetFrozenException)
<< "av" << i << ".orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
break;
case avDiff:
case avDiffLag:
if (aux_vars[i].get_orig_symb_id() >= 0)
output << "av" << i << ".orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
<< "av" << i << ".orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
@ -706,6 +730,29 @@ SymbolTable::addExpectationAuxiliaryVar(int information_set, int index, expr_t e
return symb_id;
}
int
SymbolTable::addDiffLagAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException)
{
ostringstream varname;
int symb_id;
varname << "AUX_DIFF_LAG_" << index;
try
{
symb_id = addSymbol(varname.str(), eEndogenous);
}
catch (AlreadyDeclaredException &e)
{
cerr << "ERROR: you should rename your variable called " << varname.str() << ", this name is internally used by Dynare" << endl;
exit(EXIT_FAILURE);
}
aux_vars.push_back(AuxVarInfo(symb_id, avDiffLag, orig_symb_id, orig_lag, 0, 0, expr_arg));
return symb_id;
}
int
SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException)
{
@ -729,6 +776,29 @@ SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, i
return symb_id;
}
int
SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag, string &unary_op_handle) throw (FrozenException)
{
ostringstream varname;
int symb_id;
varname << "AUX_DIFF_" << index;
try
{
symb_id = addSymbol(varname.str(), eEndogenous);
}
catch (AlreadyDeclaredException &e)
{
cerr << "ERROR: you should rename your variable called " << varname.str() << ", this name is internally used by Dynare" << endl;
exit(EXIT_FAILURE);
}
aux_vars.push_back(AuxVarInfo(symb_id, avDiff, orig_symb_id, orig_lag, 0, 0, expr_arg, unary_op_handle));
return symb_id;
}
int
SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenException)
{
@ -1067,9 +1137,10 @@ SymbolTable::writeJuliaOutput(ostream &output) const throw (NotYetFrozenExceptio
<< aux_vars[i].get_orig_lead_lag() << ", NaN, NaN";
break;
case avDiff:
case avDiffLag:
if (aux_vars[i].get_orig_symb_id() >= 0)
output << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) + 1 << ", "
<< aux_vars[i].get_orig_lead_lag() << ", NaN, NaN";
<< aux_vars[i].get_orig_lead_lag() << ", NaN, NaN," << aux_vars[i].get_unary_op_handle();
break;
case avMultiplier:
output << "NaN, NaN, " << aux_vars[i].get_equation_number_for_multiplier() + 1

13
src/SymbolTable.hh
View File

@ -44,7 +44,8 @@ enum aux_var_t
avDiffForward = 5, //!< Substitute for the differentiate of a forward variable
avMultiplier = 6, //!< Multipliers for FOC of Ramsey Problem
avVarModel = 7, //!< Variable for var_model with order > abs(min_lag()) present in model
avDiff = 8 //!< Variable for Diff operator
avDiff = 8, //!< Variable for Diff operator
avDiffLag = 9 //!< Variable for timing between Diff operators
};
//! Information on some auxiliary variables
@ -58,8 +59,10 @@ private:
int equation_number_for_multiplier; //!< Stores the original constraint equation number associated with this aux var. Only used for avMultiplier.
int information_set; //! Argument of expectation operator. Only used for avExpectation.
expr_t expr_node; //! Auxiliary variable definition
string unary_op_handle; //!Unary op potentially opplied to aux vars of type avDiff
public:
AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id, int orig_lead_lag, int equation_number_for_multiplier_arg, int information_set_arg, expr_t expr_node_arg);
AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id, int orig_lead_lag, int equation_number_for_multiplier_arg, int information_set_arg, expr_t expr_node_arg, string &unary_op_handle);
int
get_symb_id() const
{
@ -95,6 +98,11 @@ public:
{
return expr_node;
};
string
get_unary_op_handle() const
{
return unary_op_handle;
}
};
//! Stores the symbol table
@ -289,6 +297,9 @@ public:
//! Adds an auxiliary variable when the diff operator is encountered
int addDiffAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenException);
int addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException);
int addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag, string &unary_op_handle) throw (FrozenException);
//! Takes care of timing between diff statements
int addDiffLagAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException);
//! Returns the number of auxiliary variables
int
AuxVarsSize() const