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

v4 preprocessor: 

* fixed bug related to column numbering of exogenous variables in dynamic jacobian
* gave more explicit names to some methods in VariableTable, and other cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1990 ac1d8469-bf42-47a9-8791-bf33cf982152
issue#70
sebastien 2008-08-24 10:54:20 +00:00
parent ead500e4b0
commit 43c5fd18e6
5 changed files with 77 additions and 66 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
ExprNode.cc
View File

@ -276,7 +276,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
{
case oMatlabDynamicModel:
case oCDynamicModel:
i = datatree.variable_table.getSortID(var_id) + OFFSET(output_type);
i = datatree.variable_table.getDynJacobianCol(var_id) + OFFSET(output_type);
output << "y" << LPAR(output_type) << i << RPAR(output_type);
break;
case oMatlabStaticModel:

36
ModelTree.cc
View File

@ -1694,14 +1694,10 @@ ModelTree::writeDynamicCFile(const string &dynamic_basename) const
<< " g1 = NULL;" << endl
<< " if (nlhs >= 2)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix g1. */" << endl;
<< " /* Set the output pointer to the output matrix g1. */" << endl
if (computeJacobianExo)
mDynamicModelFile << " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.get_dyn_var_nbr() << ", mxREAL);" << endl;
else if (computeJacobian)
mDynamicModelFile << " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.var_endo_nbr << ", mxREAL);" << endl;
mDynamicModelFile << " /* Create a C pointer to a copy of the output matrix g1. */" << endl
<< " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.getDynJacobianColsNbr(computeJacobianExo) << ", mxREAL);" << endl
<< " /* Create a C pointer to a copy of the output matrix g1. */" << endl
<< " g1 = mxGetPr(plhs[1]);" << endl
<< " }" << endl
<< endl
@ -1709,7 +1705,7 @@ ModelTree::writeDynamicCFile(const string &dynamic_basename) const
<< " if (nlhs >= 3)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix g2. */" << endl
<< " plhs[2] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.get_dyn_var_nbr()*variable_table.get_dyn_var_nbr() << ", mxREAL);" << endl
<< " plhs[2] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.getDynJacobianColsNbr(computeJacobianExo)*variable_table.getDynJacobianColsNbr(computeJacobianExo) << ", mxREAL);" << endl
<< " /* Create a C pointer to a copy of the output matrix g1. */" << endl
<< " g2 = mxGetPr(plhs[2]);" << endl
<< " }" << endl
@ -3295,11 +3291,7 @@ ModelTree::writeDynamicModel(ostream &DynamicOutput) const
writeModelEquations(model_output, output_type);
int nrows = equations.size();
int nvars;
if (computeJacobianExo)
nvars = variable_table.get_dyn_var_nbr();
else
nvars = variable_table.var_endo_nbr;
int nvars = variable_table.getDynJacobianColsNbr(computeJacobianExo);
int nvars_sq = nvars * nvars;
// Writing Jacobian
@ -3315,7 +3307,7 @@ ModelTree::writeDynamicModel(ostream &DynamicOutput) const
{
ostringstream g1;
g1 << " g1";
matrixHelper(g1, eq, variable_table.getSortID(var), output_type);
matrixHelper(g1, eq, variable_table.getDynJacobianCol(var), output_type);
jacobian_output << g1.str() << "=" << g1.str() << "+";
d1->writeOutput(jacobian_output, output_type, temporary_terms);
@ -3333,8 +3325,8 @@ ModelTree::writeDynamicModel(ostream &DynamicOutput) const
int var2 = it->first.second.second;
NodeID d2 = it->second;
int id1 = variable_table.getSortID(var1);
int id2 = variable_table.getSortID(var2);
int id1 = variable_table.getDynJacobianCol(var1);
int id2 = variable_table.getDynJacobianCol(var2);
int col_nb = id1*nvars+id2;
int col_nb_sym = id2*nvars+id1;
@ -3367,9 +3359,9 @@ ModelTree::writeDynamicModel(ostream &DynamicOutput) const
int var3 = it->first.second.second.second;
NodeID d3 = it->second;
int id1 = variable_table.getSortID(var1);
int id2 = variable_table.getSortID(var2);
int id3 = variable_table.getSortID(var3);
int id1 = variable_table.getDynJacobianCol(var1);
int id2 = variable_table.getDynJacobianCol(var2);
int id3 = variable_table.getDynJacobianCol(var3);
// Reference column number for the g3 matrix
int ref_col = id1 * nvars_sq + id2 * nvars + id3;
@ -3507,7 +3499,7 @@ ModelTree::writeOutput(ostream &output) const
try
{
int varID = variable_table.getID(eEndogenous, endoID, lag);
output << " " << variable_table.getSortID(varID) + 1;
output << " " << variable_table.getDynJacobianCol(varID) + 1;
}
catch(VariableTable::UnknownVariableKeyException &e)
{
@ -3689,8 +3681,8 @@ ModelTree::computingPass(const eval_context_type &eval_context)
{
cout << equations.size() << " equation(s) found" << endl;
// Sorting variable table
variable_table.sort();
// Computes dynamic jacobian columns
variable_table.computeDynJacobianCols();
// Determine derivation order
int order = 1;

52
VariableTable.cc
View File

@ -17,6 +17,8 @@
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
#include <cstdlib>
#include "VariableTable.hh"
VariableTable::VariableTable(const SymbolTable &symbol_table_arg) :
@ -31,10 +33,10 @@ VariableTable::VariableTable(const SymbolTable &symbol_table_arg) :
}
int
VariableTable::addVariable(Type type, int symb_id, int lag) throw (AlreadySortedException)
VariableTable::addVariable(Type type, int symb_id, int lag) throw (DynJacobianColsAlreadyComputedException)
{
if (sorted_ids_table.size() != 0)
throw AlreadySortedException();
if (dyn_jacobian_cols_table.size() != 0)
throw DynJacobianColsAlreadyComputedException();
var_key_type key = make_pair(make_pair(type, lag), symb_id);
@ -48,13 +50,6 @@ VariableTable::addVariable(Type type, int symb_id, int lag) throw (AlreadySorted
variable_table[key] = var_id;
inv_variable_table[var_id] = key;
if (type == eEndogenous)
var_endo_nbr++;
if (type == eExogenous)
var_exo_nbr++;
if (type == eExogenousDet)
var_exo_det_nbr++;
// Setting maximum and minimum lags
if (max_lead < lag)
max_lead = lag;
@ -64,18 +59,21 @@ VariableTable::addVariable(Type type, int symb_id, int lag) throw (AlreadySorted
switch(type)
{
case eEndogenous:
var_endo_nbr++;
if (max_endo_lead < lag)
max_endo_lead = lag;
else if (-max_endo_lag > lag)
max_endo_lag = -lag;
break;
case eExogenous:
var_exo_nbr++;
if (max_exo_lead < lag)
max_exo_lead = lag;
else if (-max_exo_lag > lag)
max_exo_lag = -lag;
break;
case eExogenousDet:
var_exo_det_nbr++;
if (max_exo_det_lead < lag)
max_exo_det_lead = lag;
else if (-max_exo_det_lag > lag)
@ -88,21 +86,39 @@ VariableTable::addVariable(Type type, int symb_id, int lag) throw (AlreadySorted
max_recur_lag = -lag;
break;
default:
;
cerr << "VariableTable::addVariable(): forbidden variable type" << endl;
exit(-1);
}
return var_id;
}
void
VariableTable::sort() throw (AlreadySortedException)
VariableTable::computeDynJacobianCols() throw (DynJacobianColsAlreadyComputedException)
{
if (sorted_ids_table.size() != 0)
throw AlreadySortedException();
if (dyn_jacobian_cols_table.size() != 0)
throw DynJacobianColsAlreadyComputedException();
dyn_jacobian_cols_table.resize(size());
variable_table_type::const_iterator it = variable_table.begin();
// Assign the first columns to endogenous, using the lexicographic order over (lag, symbol_id) implemented in variable_table map
int sorted_id = 0;
sorted_ids_table.resize(size());
while(it->first.first.first == eEndogenous)
{
dyn_jacobian_cols_table[it->second] = sorted_id++;
it++;
}
for(variable_table_type::const_iterator it = variable_table.begin();
it != variable_table.end(); it++)
sorted_ids_table[it->second] = sorted_id++;
// Assign subsequent columns to exogenous and then exogenous deterministic, using an offset + symbol_id
while(it->first.first.first == eExogenous)
{
dyn_jacobian_cols_table[it->second] = var_endo_nbr + it->first.second;
it++;
}
while(it->first.first.first == eExogenousDet)
{
dyn_jacobian_cols_table[it->second] = var_endo_nbr + symbol_table.exo_nbr + it->first.second;
it++;
}
}

2
include/CodeInterpreter.hh
View File

@ -58,7 +58,7 @@ const int EVALUATE_FOREWARD_R=8;
const int EVALUATE_BACKWARD_R=9;
//! Enumeration of possible symbol types
/*! Warning: do not to change existing values: the order matters for VariableTable (at least ensure that eEndogenous is the first one), and the values matter for homotopy_setup command */
/*! 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 */
enum Type
{
eEndogenous = 0, //!< Endogenous

51
include/VariableTable.hh
View File

@ -35,7 +35,7 @@ private:
//! A reference to the symbol table
const SymbolTable &symbol_table;
//! A variable is a tuple (type, lag, symbol_id)
/*! Warning: don't change the order of elements in the tuple, since this determines the lexicographic ordering in sort() */
/*! Warning: don't change the order of elements in the tuple, since this determines the lexicographic ordering in computeDynJacobianCols() */
typedef pair<pair<Type, int>, int> var_key_type;
typedef map<var_key_type, int> variable_table_type;
@ -45,16 +45,18 @@ private:
typedef map<int, var_key_type> inv_variable_table_type;
//! Maps a variable ID to a tuple (type, lag, symbol_id)
inv_variable_table_type inv_variable_table;
//! Contains the sorted IDs (indexed by variable IDs)
vector<int> sorted_ids_table;
public:
VariableTable(const SymbolTable &symbol_table_arg);
//! Number of dynamic endogenous variables inside the model block
int var_endo_nbr;
//! Number of dynamic exogenous variables inside the model block
int var_exo_nbr;
//! Number of dynamic deterministic exogenous variables inside the model block
int var_exo_det_nbr;
//! Contains the columns indices for the dynamic jacobian (indexed by variable IDs)
vector<int> dyn_jacobian_cols_table;
public:
VariableTable(const SymbolTable &symbol_table_arg);
//! Maximum lag over all types of variables (positive value)
int max_lag;
//! Maximum lead over all types of variables
@ -91,17 +93,17 @@ public:
int id;
UnknownVariableIDException(int id_arg) : id(id_arg) {}
};
//! Thrown when getSortID() called before sort()
class NotYetSortedException
//! Thrown when getDynJacobianCol() called before computeDynJacobianCols()
class DynJacobianColsNotYetComputedException
{
};
//! Thrown when sort() or addVariable() called after sort()
class AlreadySortedException
//! Thrown when computeDynJacobianCols() or addVariable() called after computeDynJacobianCols()
class DynJacobianColsAlreadyComputedException
{
};
//! Adds a variable in the table, and returns its (newly allocated) variable ID
/*! Also works if the variable already exists */
int addVariable(Type type, int symb_id, int lag) throw (AlreadySortedException);
int addVariable(Type type, int symb_id, int lag) throw (DynJacobianColsAlreadyComputedException);
//! Return variable ID
inline int getID(Type type, int symb_id, int lag) const throw (UnknownVariableKeyException);
//! Return lag of variable
@ -112,26 +114,24 @@ public:
inline Type getType(int var_id) const throw (UnknownVariableIDException);
//! Get number of variables
inline int size() const;
//! Get variable ID of sorted variable table
/*! In practice, only used for endogenous variables */
inline int getSortID(int var_id) const throw (NotYetSortedException, UnknownVariableIDException);
//! Sorts variable table
/*! The order used is a lexicographic order over the tuple (type, lag, symbol_id) */
void sort() throw (AlreadySortedException);
//! Get the number of dynamic variables
inline int get_dyn_var_nbr() const;
//! Get column index in dynamic jacobian
inline int getDynJacobianCol(int var_id) const throw (DynJacobianColsNotYetComputedException, UnknownVariableIDException);
//! Computes column indices in dynamic jacobian
void computeDynJacobianCols() throw (DynJacobianColsAlreadyComputedException);
//! Get the number of columns of dynamic jacobian (depending on whether we compute derivatives w.r. to exogenous)
inline int getDynJacobianColsNbr(bool computeJacobianExo) const;
};
inline int
VariableTable::getSortID(int var_id) const throw (NotYetSortedException, UnknownVariableIDException)
VariableTable::getDynJacobianCol(int var_id) const throw (DynJacobianColsNotYetComputedException, UnknownVariableIDException)
{
if (sorted_ids_table.size() == 0)
throw NotYetSortedException();
if (dyn_jacobian_cols_table.size() == 0)
throw DynJacobianColsNotYetComputedException();
if (var_id < 0 || var_id >= size())
throw UnknownVariableIDException(var_id);
return sorted_ids_table[var_id];
return dyn_jacobian_cols_table[var_id];
}
inline int
@ -181,9 +181,12 @@ VariableTable::size() const
}
inline int
VariableTable::get_dyn_var_nbr() const
VariableTable::getDynJacobianColsNbr(bool computeJacobianExo) const
{
return var_endo_nbr + symbol_table.exo_nbr + symbol_table.exo_det_nbr;
if (computeJacobianExo)
return var_endo_nbr + symbol_table.exo_nbr + symbol_table.exo_det_nbr;
else
return var_endo_nbr;
}
#endif