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Merge branch 'julia-2' into 'master' 

Julia 2

See merge request Dynare/preprocessor!64
master
Sébastien Villemot 2022-07-12 11:29:23 +00:00
parent 5174c3b52c 3e1f9dbb82
commit 3eb7063838
6 changed files with 147 additions and 91 deletions
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4
src/DataTree.cc
View File

@ -916,9 +916,9 @@ void
DataTree::writePowerDerivJulia(ostream &output) const
{
if (isBinaryOpUsed(BinaryOpcode::powerDeriv))
output << "nearbyint(x::Float64) = (abs((x)-floor(x)) < abs((x)-ceil(x)) ? floor(x) : ceil(x))" << endl
output << "nearbyint(x::T) where T <: Real = (abs((x)-floor(x)) < abs((x)-ceil(x)) ? floor(x) : ceil(x))" << endl
<< endl
<< "function get_power_deriv(x::Float64, p::Float64, k::Int64)" << endl
<< "function get_power_deriv(x::T, p::T, k::Int64) where T <: Real" << endl
<< " if (abs(x) < 1e-12 && p > 0 && k > p && abs(p-nearbyint(p)) < 1e-12 )" << endl
<< " return 0.0" << endl
<< " else" << endl

120
src/DynamicModel.cc
View File

@ -1364,14 +1364,14 @@ DynamicModel::writeDynamicJuliaFile(const string &basename) const
<< " dynamicG2TT! : Computes the dynamic model temporary terms for the Hessian" << endl
<< " dynamicG3TT! : Computes the dynamic model temporary terms for the third derivatives" << endl << endl
<< "## Function Arguments ##" << endl
<< " T : Vector{Float64}(num_temp_terms), temporary terms" << endl
<< " y : Vector{Float64}(num_dynamic_vars), endogenous variables in the order stored model_.lead_lag_incidence; see the manual" << endl
<< " x : Matrix{Float64}(nperiods,model_.exo_nbr), exogenous variables (in declaration order) for all simulation periods" << endl
<< " params : Vector{Float64}(model_.param_nbr), parameter values in declaration order" << endl
<< " steady_state : Vector{Float64}(model_endo_nbr)" << endl
<< " T : Vector{<: Real}(num_temp_terms), temporary terms" << endl
<< " y : Vector{<: Real}(num_dynamic_vars), endogenous variables in the order stored model_.lead_lag_incidence; see the manual" << endl
<< " x : Matrix{<: Real}(nperiods,model_.exo_nbr), exogenous variables (in declaration order) for all simulation periods" << endl
<< " params : Vector{<: Real}(model_.param_nbr), parameter values in declaration order" << endl
<< " steady_state : Vector{<: Real}(model_endo_nbr)" << endl
<< " it_ : Int, time period for exogenous variables for which to evaluate the model" << endl
<< " residual : Vector{Float64}(model_.eq_nbr), residuals of the dynamic model equations in order of declaration of the equations." << endl
<< " g1 : Matrix{Float64}(model_.eq_nbr, num_dynamic_vars), Jacobian matrix of the dynamic model equations" << endl
<< " residual : Vector{<: Real}(model_.eq_nbr), residuals of the dynamic model equations in order of declaration of the equations." << endl
<< " g1 : Matrix{<: Real}(model_.eq_nbr, num_dynamic_vars), Jacobian matrix of the dynamic model equations" << endl
<< " The rows and columns respectively correspond to equations in order of declaration and variables in order" << endl
<< " stored in model_.lead_lag_incidence" << endl
<< " g2 : spzeros(model_.eq_nbr, (num_dynamic_vars)^2) Hessian matrix of the dynamic model equations" << endl
@ -1397,17 +1397,19 @@ DynamicModel::writeDynamicJuliaFile(const string &basename) const
<< "tmp_nbr[4] = " << temporary_terms_derivatives[3].size() << "# Number of temporary terms for g3 (third order derivates)" << endl << endl;
// dynamicResidTT!
output << "function dynamicResidTT!(T::Vector{Float64}," << endl
<< " y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
output << "function dynamicResidTT!(T::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Matrix{<: Real}, "
<< "params::Vector{<: Real}, steady_state::Vector{<: Real}, it_::Int)" << endl
<< "@inbounds begin" << endl
<< tt_output[0].str()
<< "end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// dynamic!
output << "function dynamicResid!(T::Vector{Float64}, residual::AbstractVector{Float64}," << endl
<< " y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int, T_flag::Bool)" << endl
output << "function dynamicResid!(T::Vector{<: Real}, residual::AbstractVector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Matrix{<: Real}, "
<< "params::Vector{<: Real}, steady_state::Vector{<: Real}, it_::Int, T_flag::Bool)" << endl
<< " @assert length(T) >= " << temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() << endl
<< " @assert length(residual) == " << equations.size() << endl
<< " @assert length(y)+size(x, 2) == " << getJacobianColsNbr() << endl
@ -1415,23 +1417,27 @@ DynamicModel::writeDynamicJuliaFile(const string &basename) const
<< " if T_flag" << endl
<< " dynamicResidTT!(T, y, x, params, steady_state, it_)" << endl
<< " end" << endl
<< "@inbounds begin" << endl
<< d_output[0].str()
<< "end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// dynamicG1TT!
output << "function dynamicG1TT!(T::Vector{Float64}," << endl
<< " y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
output << "function dynamicG1TT!(T::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Matrix{<: Real}, "
<< "params::Vector{<: Real}, steady_state::Vector{<: Real}, it_::Int)" << endl
<< " dynamicResidTT!(T, y, x, params, steady_state, it_)" << endl
<< "@inbounds begin" << endl
<< tt_output[1].str()
<< "end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// dynamicG1!
output << "function dynamicG1!(T::Vector{Float64}, g1::Matrix{Float64}," << endl
<< " y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int, T_flag::Bool)" << endl
output << "function dynamicG1!(T::Vector{<: Real}, g1::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Matrix{<: Real}, "
<< "params::Vector{<: Real}, steady_state::Vector{<: Real}, it_::Int, T_flag::Bool)" << endl
<< " @assert length(T) >= "
<< temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() << endl
<< " @assert size(g1) == (" << equations.size() << ", " << getJacobianColsNbr() << ")" << endl
@ -1441,24 +1447,28 @@ DynamicModel::writeDynamicJuliaFile(const string &basename) const
<< " dynamicG1TT!(T, y, x, params, steady_state, it_)" << endl
<< " end" << endl
<< " fill!(g1, 0.0)" << endl
<< "@inbounds begin" << endl
<< d_output[1].str()
<< "end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// dynamicG2TT!
output << "function dynamicG2TT!(T::Vector{Float64}," << endl
<< " y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
output << "function dynamicG2TT!(T::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Matrix{<: Real}, "
<< "params::Vector{<: Real}, steady_state::Vector{<: Real}, it_::Int)" << endl
<< " dynamicG1TT!(T, y, x, params, steady_state, it_)" << endl
<< "@inbounds begin" << endl
<< tt_output[2].str()
<< "end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// dynamicG2!
int hessianColsNbr{getJacobianColsNbr() * getJacobianColsNbr()};
output << "function dynamicG2!(T::Vector{Float64}, g2::Matrix{Float64}," << endl
<< " y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int, T_flag::Bool)" << endl
output << "function dynamicG2!(T::Vector{<: Real}, g2::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Matrix{<: Real}, "
<< "params::Vector{<: Real}, steady_state::Vector{<: Real}, it_::Int, T_flag::Bool)" << endl
<< " @assert length(T) >= " << temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() << endl
<< " @assert size(g2) == (" << equations.size() << ", " << hessianColsNbr << ")" << endl
<< " @assert length(y)+size(x, 2) == " << getJacobianColsNbr() << endl
@ -1467,24 +1477,28 @@ DynamicModel::writeDynamicJuliaFile(const string &basename) const
<< " dynamicG2TT!(T, y, x, params, steady_state, it_)" << endl
<< " end" << endl
<< " fill!(g2, 0.0)" << endl
<< "@inbounds begin" << endl
<< d_output[2].str()
<< "end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// dynamicG3TT!
output << "function dynamicG3TT!(T::Vector{Float64}," << endl
<< " y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
output << "function dynamicG3TT!(T::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Matrix{<: Real}, "
<< "params::Vector{<: Real}, steady_state::Vector{<: Real}, it_::Int)" << endl
<< " dynamicG2TT!(T, y, x, params, steady_state, it_)" << endl
<< "@inbounds begin" << endl
<< tt_output[3].str()
<< "end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// dynamicG3!
int ncols{hessianColsNbr * getJacobianColsNbr()};
output << "function dynamicG3!(T::Vector{Float64}, g3::Matrix{Float64}," << endl
<< " y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int, T_flag::Bool)" << endl
output << "function dynamicG3!(T::Vector{<: Real}, g3::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Matrix{<: Real}, "
<< "params::Vector{<: Real}, steady_state::Vector{<: Real}, it_::Int, T_flag::Bool)" << endl
<< " @assert length(T) >= "
<< temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() + temporary_terms_derivatives[3].size() << endl
<< " @assert size(g3) == (" << equations.size() << ", " << ncols << ")" << endl
@ -1494,38 +1508,40 @@ DynamicModel::writeDynamicJuliaFile(const string &basename) const
<< " dynamicG3TT!(T, y, x, params, steady_state, it_)" << endl
<< " end" << endl
<< " fill!(g3, 0.0)" << endl
<< "@inbounds begin" << endl
<< d_output[3].str()
<< "end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// dynamic!
output << "function dynamic!(T::Vector{Float64}, residual::AbstractVector{Float64}," << endl
<< " y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
output << "function dynamic!(T::Vector{<: Real}, residual::AbstractVector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Matrix{<: Real}, "
<< "params::Vector{<: Real}, steady_state::Vector{<: Real}, it_::Int)" << endl
<< " dynamicResid!(T, residual, y, x, params, steady_state, it_, true)" << endl
<< " return nothing" << endl
<< "end" << endl
<< endl
<< "function dynamic!(T::Vector{Float64}, residual::AbstractVector{Float64}, g1::Matrix{Float64}," << endl
<< " y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
<< "function dynamic!(T::Vector{<: Real}, residual::AbstractVector{<: Real}, g1::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Matrix{<: Real}, "
<< "params::Vector{<: Real}, steady_state::Vector{<: Real}, it_::Int)" << endl
<< " dynamicG1!(T, g1, y, x, params, steady_state, it_, true)" << endl
<< " dynamicResid!(T, residual, y, x, params, steady_state, it_, false)" << endl
<< " return nothing" << endl
<< "end" << endl
<< endl
<< "function dynamic!(T::Vector{Float64}, residual::AbstractVector{Float64}, g1::Matrix{Float64}, g2::Matrix{Float64}," << endl
<< " y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
<< "function dynamic!(T::Vector{<: Real}, residual::AbstractVector{<: Real}, g1::Matrix{<: Real}, g2::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Matrix{<: Real}, "
<< "params::Vector{<: Real}, steady_state::Vector{<: Real}, it_::Int)" << endl
<< " dynamicG2!(T, g2, y, x, params, steady_state, it_, true)" << endl
<< " dynamicG1!(T, g1, y, x, params, steady_state, it_, false)" << endl
<< " dynamicResid!(T, residual, y, x, params, steady_state, it_, false)" << endl
<< " return nothing" << endl
<< "end" << endl
<< endl
<< "function dynamic!(T::Vector{Float64}, residual::AbstractVector{Float64}, g1::Matrix{Float64}, g2::Matrix{Float64}, g3::Matrix{Float64}," << endl
<< " y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
<< "function dynamic!(T::Vector{<: Real}, residual::AbstractVector{<: Real}, g1::Matrix{<: Real}, g2::Matrix{<: Real}, g3::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Matrix{<: Real}, "
<< "params::Vector{<: Real}, steady_state::Vector{<: Real}, it_::Int)" << endl
<< " dynamicG3!(T, g3, y, x, params, steady_state, it_, true)" << endl
<< " dynamicG2!(T, g2, y, x, params, steady_state, it_, false)" << endl
<< " dynamicG1!(T, g1, y, x, params, steady_state, it_, false)" << endl
@ -4331,8 +4347,10 @@ DynamicModel::writeSetAuxiliaryVariables(const string &basename, bool julia) con
<< comment << endl
<< comment << " Warning : this file is generated automatically by Dynare" << endl
<< comment << " from model file (.mod)" << endl << endl
<< "@inbounds begin" << endl
<< output_func_body.str()
<< "end" << endl;
<< "end" << endl
<< "end" << endl;
if (julia)
output << "end" << endl;
@ -5049,20 +5067,34 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
<< "export params_derivs" << endl << endl
<< "function params_derivs(y, x, paramssteady_state, it_, "
<< "ss_param_deriv, ss_param_2nd_deriv)" << endl
<< "@inbounds begin" << endl
<< tt_output.str()
<< "end" << endl
<< "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< "@inbounds begin" << endl
<< rp_output.str()
<< "end" << endl
<< "gp = zeros(" << equations.size() << ", " << getJacobianColsNbr() << ", " << symbol_table.param_nbr() << ");" << endl
<< "@inbounds begin" << endl
<< gp_output.str()
<< "end" << endl
<< "rpp = zeros(" << params_derivatives.find({ 0, 2 })->second.size() << ",4);" << endl
<< "@inbounds begin" << endl
<< rpp_output.str()
<< "end" << endl
<< "gpp = zeros(" << params_derivatives.find({ 1, 2 })->second.size() << ",5);" << endl
<< "@inbounds begin" << endl
<< gpp_output.str()
<< "end" << endl
<< "hp = zeros(" << params_derivatives.find({ 2, 1 })->second.size() << ",5);" << endl
<< "@inbounds begin" << endl
<< hp_output.str()
<< "end" << endl
<< "g3p = zeros(" << params_derivatives.find({ 3, 1 })->second.size() << ",6);" << endl
<< "@inbounds begin" << endl
<< g3p_output.str()
<< "end" << endl
<< "(rp, gp, rpp, gpp, hp, g3p)" << endl
<< "end" << endl
<< "end" << endl;

7
src/ModelEquationBlock.cc
View File

@ -196,8 +196,9 @@ SteadyStateModel::writeSteadyStateFile(const string &basename, bool julia) const
<< "# from " << basename << ".mod" << endl
<< "#" << endl
<< "export steady_state!" << endl << endl
<< "function steady_state!(ys_::Vector{Float64}, exo_::Vector{Float64}, "
<< "params::Vector{Float64})" << endl;
<< "function steady_state!(ys_::Vector{<: Real}, exo_::Vector{<: Real}, "
<< "params::Vector{<: Real})" << endl
<< "@inbounds begin" << endl;
for (const auto & [symb_ids, value] : def_table)
{
@ -225,7 +226,7 @@ SteadyStateModel::writeSteadyStateFile(const string &basename, bool julia) const
output << "end" << endl;
if (julia)
output << "end" << endl;
output << "end" << endl << "end" << endl;
writeToFileIfModified(output, julia ? basename + "SteadyState2.jl" : packageDir(basename) + "/steadystate.m");
}

9
src/ModelTree.cc
View File

@ -1046,7 +1046,7 @@ ModelTree::writeModelLocalVariableTemporaryTerms(temporary_terms_t &temp_term_un
value->writeExternalFunctionOutput(output, output_type, temp_term_union, tt_idxs, tef_terms);
if (isJuliaOutput(output_type))
output << " @inbounds const ";
output << " const ";
mlv->writeOutput(output, output_type, tto, tt_idxs, tef_terms);
output << " = ";
@ -1074,9 +1074,6 @@ ModelTree::writeTemporaryTerms(const temporary_terms_t &tt,
if (dynamic_cast<AbstractExternalFunctionNode *>(it))
it->writeExternalFunctionOutput(output, output_type, temp_term_union, tt_idxs, tef_terms);
if (isJuliaOutput(output_type))
output << " @inbounds ";
it->writeOutput(output, output_type, tt, tt_idxs, tef_terms);
output << " = ";
it->writeOutput(output, output_type, temp_term_union, tt_idxs, tef_terms);
@ -1348,7 +1345,7 @@ ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type,
if (vrhs != 0) // The right hand side of the equation is not empty ==> residual=lhs-rhs;
if (isJuliaOutput(output_type))
{
output << " @inbounds residual" << LEFT_ARRAY_SUBSCRIPT(output_type)
output << " residual" << LEFT_ARRAY_SUBSCRIPT(output_type)
<< eq + ARRAY_SUBSCRIPT_OFFSET(output_type)
<< RIGHT_ARRAY_SUBSCRIPT(output_type)
<< " = (";
@ -1372,8 +1369,6 @@ ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type,
}
else // The right hand side of the equation is empty ==> residual=lhs;
{
if (isJuliaOutput(output_type))
output << " @inbounds ";
output << "residual" << LEFT_ARRAY_SUBSCRIPT(output_type)
<< eq + ARRAY_SUBSCRIPT_OFFSET(output_type)
<< RIGHT_ARRAY_SUBSCRIPT(output_type)

6
src/ModelTree.hh
View File

@ -545,8 +545,6 @@ ModelTree::writeModelFileHelper() const
{
auto [eq, var] = vectorToTuple<2>(indices);
if constexpr(isJuliaOutput(output_type))
d_output[1] << " @inbounds ";
d_output[1] << "g1" << LEFT_ARRAY_SUBSCRIPT(output_type);
if constexpr(isMatlabOutput(output_type) || isJuliaOutput(output_type))
d_output[1] << eq + 1 << "," << getJacobianCol(var) + 1;
@ -589,7 +587,7 @@ ModelTree::writeModelFileHelper() const
if constexpr(isJuliaOutput(output_type))
{
d_output[i] << " @inbounds " << "g" << i << "[" << eq + 1 << "," << col_idx + 1 << "] = ";
d_output[i] << " g" << i << "[" << eq + 1 << "," << col_idx + 1 << "] = ";
d->writeOutput(d_output[i], output_type, temp_term_union, temporary_terms_idxs, tef_terms);
d_output[i] << endl;
}
@ -618,7 +616,7 @@ ModelTree::writeModelFileHelper() const
int col_idx_sym{getJacobianCol(vidx[2]) * getJacobianColsNbr() + getJacobianCol(vidx[1])};
if constexpr(isJuliaOutput(output_type))
d_output[2] << " @inbounds g2[" << eq + 1 << "," << col_idx_sym + 1 << "] = "
d_output[2] << " g2[" << eq + 1 << "," << col_idx_sym + 1 << "] = "
<< "g2[" << eq + 1 << "," << col_idx + 1 << "]" << endl;
else
{

92
src/StaticModel.cc
View File

@ -1308,14 +1308,14 @@ StaticModel::writeStaticJuliaFile(const string &basename) const
<< " staticG2TT! : Computes the static model temporary terms for the Hessian" << endl
<< " staticG3TT! : Computes the static model temporary terms for the third derivatives" << endl << endl
<< "## Function Arguments ##" << endl
<< " T : Vector{Float64}(num_temp_terms) temporary terms" << endl
<< " y : Vector{Float64}(model_.endo_nbr) endogenous variables in declaration order" << endl
<< " x : Vector{Float64}(model_.exo_nbr) exogenous variables in declaration order" << endl
<< " params : Vector{Float64}(model_.param) parameter values in declaration order" << endl
<< " residual : Vector{Float64}(model_.eq_nbr) residuals of the static model equations" << endl
<< " T : Vector{<: Real}(num_temp_terms) temporary terms" << endl
<< " y : Vector{<: Real}(model_.endo_nbr) endogenous variables in declaration order" << endl
<< " x : Vector{<: Real}(model_.exo_nbr) exogenous variables in declaration order" << endl
<< " params : Vector{<: Real}(model_.param) parameter values in declaration order" << endl
<< " residual : Vector{<: Real}(model_.eq_nbr) residuals of the static model equations" << endl
<< " in order of declaration of the equations. Dynare may prepend auxiliary equations," << endl
<< " see model.aux_vars" << endl
<< " g1 : Matrix{Float64}(model.eq_nbr,model_.endo_nbr) Jacobian matrix of the static model equations" << endl
<< " g1 : Matrix{<: Real}(model.eq_nbr,model_.endo_nbr) Jacobian matrix of the static model equations" << endl
<< " The columns and rows respectively correspond to the variables in declaration order and the" << endl
<< " equations in order of declaration" << endl
<< " g2 : spzeros(model.eq_nbr, model_.endo^2) Hessian matrix of the static model equations" << endl
@ -1340,16 +1340,18 @@ StaticModel::writeStaticJuliaFile(const string &basename) const
<< "tmp_nbr[4] = " << temporary_terms_derivatives[3].size() << "# Number of temporary terms for g3 (third order derivates)" << endl << endl;
// staticResidTT!
output << "function staticResidTT!(T::Vector{Float64}," << endl
<< " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64})" << endl
output << "function staticResidTT!(T::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real})" << endl
<< " @assert length(T) >= " << temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() << endl
<< " @inbounds begin" << endl
<< tt_output[0].str()
<< " end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// static!
output << "function staticResid!(T::Vector{Float64}, residual::Vector{Float64}," << endl
<< " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T0_flag::Bool)" << endl
output << "function staticResid!(T::Vector{<: Real}, residual::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T0_flag::Bool)" << endl
<< " @assert length(y) == " << symbol_table.endo_nbr() << endl
<< " @assert length(x) == " << symbol_table.exo_nbr() << endl
<< " @assert length(params) == " << symbol_table.param_nbr() << endl
@ -1357,7 +1359,9 @@ StaticModel::writeStaticJuliaFile(const string &basename) const
<< " if T0_flag" << endl
<< " staticResidTT!(T, y, x, params)" << endl
<< " end" << endl
<< " @inbounds begin" << endl
<< d_output[0].str()
<< " end" << endl
<< " if ~isreal(residual)" << endl
<< " residual = real(residual)+imag(residual).^2;" << endl
<< " end" << endl
@ -1365,18 +1369,20 @@ StaticModel::writeStaticJuliaFile(const string &basename) const
<< "end" << endl << endl;
// staticG1TT!
output << "function staticG1TT!(T::Vector{Float64}," << endl
<< " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T0_flag::Bool)" << endl
output << "function staticG1TT!(T::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T0_flag::Bool)" << endl
<< " if T0_flag" << endl
<< " staticResidTT!(T, y, x, params)" << endl
<< " end" << endl
<< " @inbounds begin" << endl
<< tt_output[1].str()
<< " end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// staticG1!
output << "function staticG1!(T::Vector{Float64}, g1::Matrix{Float64}," << endl
<< " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T1_flag::Bool, T0_flag::Bool)" << endl
output << "function staticG1!(T::Vector{<: Real}, g1::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T1_flag::Bool, T0_flag::Bool)" << endl
<< " @assert length(T) >= "
<< temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() << endl
<< " @assert size(g1) == (" << equations.size() << ", " << symbol_table.endo_nbr() << ")" << endl
@ -1387,7 +1393,9 @@ StaticModel::writeStaticJuliaFile(const string &basename) const
<< " staticG1TT!(T, y, x, params, T0_flag)" << endl
<< " end" << endl
<< " fill!(g1, 0.0)" << endl
<< " @inbounds begin" << endl
<< d_output[1].str()
<< " end" << endl
<< " if ~isreal(g1)" << endl
<< " g1 = real(g1)+2*imag(g1);" << endl
<< " end" << endl
@ -1395,19 +1403,21 @@ StaticModel::writeStaticJuliaFile(const string &basename) const
<< "end" << endl << endl;
// staticG2TT!
output << "function staticG2TT!(T::Vector{Float64}," << endl
<< " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T1_flag::Bool, T0_flag::Bool)" << endl
output << "function staticG2TT!(T::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T1_flag::Bool, T0_flag::Bool)" << endl
<< " if T1_flag" << endl
<< " staticG1TT!(T, y, x, params, TO_flag)" << endl
<< " end" << endl
<< " @inbounds begin" << endl
<< tt_output[2].str()
<< " end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// staticG2!
int hessianColsNbr{symbol_table.endo_nbr() * symbol_table.endo_nbr()};
output << "function staticG2!(T::Vector{Float64}, g2::Matrix{Float64}," << endl
<< " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T2_flag::Bool, T1_flag::Bool, T0_flag::Bool)" << endl
output << "function staticG2!(T::Vector{<: Real}, g2::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T2_flag::Bool, T1_flag::Bool, T0_flag::Bool)" << endl
<< " @assert length(T) >= "
<< temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() << endl
<< " @assert size(g2) == (" << equations.size() << ", " << hessianColsNbr << ")" << endl
@ -1418,24 +1428,28 @@ StaticModel::writeStaticJuliaFile(const string &basename) const
<< " staticG2TT!(T, y, x, params, T1_flag, T0_flag)" << endl
<< " end" << endl
<< " fill!(g2, 0.0)" << endl
<< " @inbounds begin" << endl
<< d_output[2].str()
<< " end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// staticG3TT!
output << "function staticG3TT!(T::Vector{Float64}," << endl
<< " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T2_flag::Bool, T1_flag::Bool, T0_flag::Bool)" << endl
output << "function staticG3TT!(T::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T2_flag::Bool, T1_flag::Bool, T0_flag::Bool)" << endl
<< " if T2_flag" << endl
<< " staticG2TT!(T, y, x, params, T1_flag, T0_flag)" << endl
<< " end" << endl
<< " @inbounds begin" << endl
<< tt_output[3].str()
<< " end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// staticG3!
int ncols{hessianColsNbr * symbol_table.endo_nbr()};
output << "function staticG3!(T::Vector{Float64}, g3::Matrix{Float64}," << endl
<< " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T3_flag::Bool, T2_flag::Bool, T1_flag::Bool, T0_flag::Bool)" << endl
output << "function staticG3!(T::Vector{<: Real}, g3::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T3_flag::Bool, T2_flag::Bool, T1_flag::Bool, T0_flag::Bool)" << endl
<< " @assert length(T) >= "
<< temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() + temporary_terms_derivatives[3].size() << endl
<< " @assert size(g3) == (" << equations.size() << ", " << ncols << ")" << endl
@ -1446,32 +1460,34 @@ StaticModel::writeStaticJuliaFile(const string &basename) const
<< " staticG3TT!(T, y, x, params, T2_flag, T1_flag, T0_flag)" << endl
<< " end" << endl
<< " fill!(g3, 0.0)" << endl
<< " @inbounds begin" << endl
<< d_output[3].str()
<< " end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// static!
output << "function static!(T::Vector{Float64}, residual::Vector{Float64}," << endl
<< " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64})" << endl
output << "function static!(T::Vector{<: Real}, residual::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real})" << endl
<< " staticResid!(T, residual, y, x, params, true)" << endl
<< " return nothing" << endl
<< "end" << endl
<< endl
<< "function static!(T::Vector{Float64}, residual::Vector{Float64}, g1::Matrix{Float64}," << endl
<< " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64})" << endl
<< "function static!(T::Vector{<: Real}, residual::Vector{<: Real}, g1::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real})" << endl
<< " staticG1!(T, g1, y, x, params, true, true)" << endl
<< " staticResid!(T, residual, y, x, params, false)" << endl
<< " return nothing" << endl
<< "end" << endl
<< endl
<< "function static!(T::Vector{Float64}, g1::Matrix{Float64}," << endl
<< " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64})" << endl
<< "function static!(T::Vector{<: Real}, g1::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real})" << endl
<< " staticG1!(T, g1, y, x, params, true, false)" << endl
<< " return nothing" << endl
<< "end" << endl
<< endl
<< "function static!(T::Vector{Float64}, residual::Vector{Float64}, g1::Matrix{Float64}, g2::Matrix{Float64}," << endl
<< " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64})" << endl
<< "function static!(T::Vector{<: Real}, residual::Vector{<: Real}, g1::Matrix{<: Real}, g2::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real})" << endl
<< " staticG2!(T, g2, y, x, params, true, true, true)" << endl
<< " staticG1!(T, g1, y, x, params, false, false)" << endl
<< " staticResid!(T, residual, y, x, params, false)" << endl
@ -1845,7 +1861,9 @@ StaticModel::writeSetAuxiliaryVariables(const string &basename, bool julia) cons
<< comment << endl
<< comment << " Warning : this file is generated automatically by Dynare" << endl
<< comment << " from model file (.mod)" << endl << endl
<< "@inbounds begin" << endl
<< output_func_body.str()
<< "end" << endl
<< "end" << endl;
if (julia)
output << "end" << endl;
@ -2171,19 +2189,31 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
<< "#" << endl
<< "export params_derivs" << endl << endl
<< "function params_derivs(y, x, params)" << endl
<< "@inbounds begin" << endl
<< tt_output.str()
<< "rp = zeros(" << equations.size() << ", "
<< "end" << endl
<< "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< "@inbounds begin" << endl
<< jacobian_output.str()
<< "end" << endl
<< "gp = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< "@inbounds begin" << endl
<< hessian_output.str()
<< "end" << endl
<< "rpp = zeros(" << params_derivatives.find({ 0, 2 })->second.size() << ",4);" << endl
<< "@inbounds begin" << endl
<< hessian1_output.str()
<< "end" << endl
<< "gpp = zeros(" << params_derivatives.find({ 1, 2 })->second.size() << ",5);" << endl
<< "@inbounds begin" << endl
<< third_derivs_output.str()
<< "end" << endl
<< "hp = zeros(" << params_derivatives.find({ 2, 1 })->second.size() << ",5);" << endl
<< "@inbounds begin" << endl
<< third_derivs1_output.str()
<< "end" << endl
<< "(rp, gp, rpp, gpp, hp)" << endl
<< "end" << endl
<< "end" << endl;