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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
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2
ExprNode.cc
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@ -276,7 +276,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
{ {
case oMatlabDynamicModel: case oMatlabDynamicModel:
case oCDynamicModel: 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); output << "y" << LPAR(output_type) << i << RPAR(output_type);
break; break;
case oMatlabStaticModel: case oMatlabStaticModel:

36
ModelTree.cc
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@ -1694,14 +1694,10 @@ ModelTree::writeDynamicCFile(const string &dynamic_basename) const
<< " g1 = NULL;" << endl << " g1 = NULL;" << endl
<< " if (nlhs >= 2)" << endl << " if (nlhs >= 2)" << endl
<< " {" << endl << " {" << endl
<< " /* Set the output pointer to the output matrix g1. */" << endl; << " /* Set the output pointer to the output matrix g1. */" << endl
if (computeJacobianExo) << " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.getDynJacobianColsNbr(computeJacobianExo) << ", mxREAL);" << endl
mDynamicModelFile << " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.get_dyn_var_nbr() << ", mxREAL);" << endl; << " /* Create a C pointer to a copy of the output matrix g1. */" << 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
<< " g1 = mxGetPr(plhs[1]);" << endl << " g1 = mxGetPr(plhs[1]);" << endl
<< " }" << endl << " }" << endl
<< endl << endl
@ -1709,7 +1705,7 @@ ModelTree::writeDynamicCFile(const string &dynamic_basename) const
<< " if (nlhs >= 3)" << endl << " if (nlhs >= 3)" << endl
<< " {" << endl << " {" << endl
<< " /* Set the output pointer to the output matrix g2. */" << 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 << " /* Create a C pointer to a copy of the output matrix g1. */" << endl
<< " g2 = mxGetPr(plhs[2]);" << endl << " g2 = mxGetPr(plhs[2]);" << endl
<< " }" << endl << " }" << endl
@ -3295,11 +3291,7 @@ ModelTree::writeDynamicModel(ostream &DynamicOutput) const
writeModelEquations(model_output, output_type); writeModelEquations(model_output, output_type);
int nrows = equations.size(); int nrows = equations.size();
int nvars; int nvars = variable_table.getDynJacobianColsNbr(computeJacobianExo);
if (computeJacobianExo)
nvars = variable_table.get_dyn_var_nbr();
else
nvars = variable_table.var_endo_nbr;
int nvars_sq = nvars * nvars; int nvars_sq = nvars * nvars;
// Writing Jacobian // Writing Jacobian
@ -3315,7 +3307,7 @@ ModelTree::writeDynamicModel(ostream &DynamicOutput) const
{ {
ostringstream g1; ostringstream g1;
g1 << " 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() << "+"; jacobian_output << g1.str() << "=" << g1.str() << "+";
d1->writeOutput(jacobian_output, output_type, temporary_terms); d1->writeOutput(jacobian_output, output_type, temporary_terms);
@ -3333,8 +3325,8 @@ ModelTree::writeDynamicModel(ostream &DynamicOutput) const
int var2 = it->first.second.second; int var2 = it->first.second.second;
NodeID d2 = it->second; NodeID d2 = it->second;
int id1 = variable_table.getSortID(var1); int id1 = variable_table.getDynJacobianCol(var1);
int id2 = variable_table.getSortID(var2); int id2 = variable_table.getDynJacobianCol(var2);
int col_nb = id1*nvars+id2; int col_nb = id1*nvars+id2;
int col_nb_sym = id2*nvars+id1; int col_nb_sym = id2*nvars+id1;
@ -3367,9 +3359,9 @@ ModelTree::writeDynamicModel(ostream &DynamicOutput) const
int var3 = it->first.second.second.second; int var3 = it->first.second.second.second;
NodeID d3 = it->second; NodeID d3 = it->second;
int id1 = variable_table.getSortID(var1); int id1 = variable_table.getDynJacobianCol(var1);
int id2 = variable_table.getSortID(var2); int id2 = variable_table.getDynJacobianCol(var2);
int id3 = variable_table.getSortID(var3); int id3 = variable_table.getDynJacobianCol(var3);
// Reference column number for the g3 matrix // Reference column number for the g3 matrix
int ref_col = id1 * nvars_sq + id2 * nvars + id3; int ref_col = id1 * nvars_sq + id2 * nvars + id3;
@ -3507,7 +3499,7 @@ ModelTree::writeOutput(ostream &output) const
try try
{ {
int varID = variable_table.getID(eEndogenous, endoID, lag); int varID = variable_table.getID(eEndogenous, endoID, lag);
output << " " << variable_table.getSortID(varID) + 1; output << " " << variable_table.getDynJacobianCol(varID) + 1;
} }
catch(VariableTable::UnknownVariableKeyException &e) catch(VariableTable::UnknownVariableKeyException &e)
{ {
@ -3689,8 +3681,8 @@ ModelTree::computingPass(const eval_context_type &eval_context)
{ {
cout << equations.size() << " equation(s) found" << endl; cout << equations.size() << " equation(s) found" << endl;
// Sorting variable table // Computes dynamic jacobian columns
variable_table.sort(); variable_table.computeDynJacobianCols();
// Determine derivation order // Determine derivation order
int order = 1; int order = 1;

52
VariableTable.cc
View File

@ -17,6 +17,8 @@
* along with Dynare. If not, see <http://www.gnu.org/licenses/>. * along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/ */
#include <cstdlib>
#include "VariableTable.hh" #include "VariableTable.hh"
VariableTable::VariableTable(const SymbolTable &symbol_table_arg) : VariableTable::VariableTable(const SymbolTable &symbol_table_arg) :
@ -31,10 +33,10 @@ VariableTable::VariableTable(const SymbolTable &symbol_table_arg) :
} }
int 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) if (dyn_jacobian_cols_table.size() != 0)
throw AlreadySortedException(); throw DynJacobianColsAlreadyComputedException();
var_key_type key = make_pair(make_pair(type, lag), symb_id); 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; variable_table[key] = var_id;
inv_variable_table[var_id] = key; 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 // Setting maximum and minimum lags
if (max_lead < lag) if (max_lead < lag)
max_lead = lag; max_lead = lag;
@ -64,18 +59,21 @@ VariableTable::addVariable(Type type, int symb_id, int lag) throw (AlreadySorted
switch(type) switch(type)
{ {
case eEndogenous: case eEndogenous:
var_endo_nbr++;
if (max_endo_lead < lag) if (max_endo_lead < lag)
max_endo_lead = lag; max_endo_lead = lag;
else if (-max_endo_lag > lag) else if (-max_endo_lag > lag)
max_endo_lag = -lag; max_endo_lag = -lag;
break; break;
case eExogenous: case eExogenous:
var_exo_nbr++;
if (max_exo_lead < lag) if (max_exo_lead < lag)
max_exo_lead = lag; max_exo_lead = lag;
else if (-max_exo_lag > lag) else if (-max_exo_lag > lag)
max_exo_lag = -lag; max_exo_lag = -lag;
break; break;
case eExogenousDet: case eExogenousDet:
var_exo_det_nbr++;
if (max_exo_det_lead < lag) if (max_exo_det_lead < lag)
max_exo_det_lead = lag; max_exo_det_lead = lag;
else if (-max_exo_det_lag > 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; max_recur_lag = -lag;
break; break;
default: default:
; cerr << "VariableTable::addVariable(): forbidden variable type" << endl;
exit(-1);
} }
return var_id; return var_id;
} }
void void
VariableTable::sort() throw (AlreadySortedException) VariableTable::computeDynJacobianCols() throw (DynJacobianColsAlreadyComputedException)
{ {
if (sorted_ids_table.size() != 0) if (dyn_jacobian_cols_table.size() != 0)
throw AlreadySortedException(); 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; 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(); // Assign subsequent columns to exogenous and then exogenous deterministic, using an offset + symbol_id
it != variable_table.end(); it++) while(it->first.first.first == eExogenous)
sorted_ids_table[it->second] = sorted_id++; {
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
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@ -58,7 +58,7 @@ const int EVALUATE_FOREWARD_R=8;
const int EVALUATE_BACKWARD_R=9; const int EVALUATE_BACKWARD_R=9;
//! Enumeration of possible symbol types //! 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 enum Type
{ {
eEndogenous = 0, //!< Endogenous eEndogenous = 0, //!< Endogenous

51
include/VariableTable.hh
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@ -35,7 +35,7 @@ private:
//! A reference to the symbol table //! A reference to the symbol table
const SymbolTable &symbol_table; const SymbolTable &symbol_table;
//! A variable is a tuple (type, lag, symbol_id) //! 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 pair<pair<Type, int>, int> var_key_type;
typedef map<var_key_type, int> variable_table_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; typedef map<int, var_key_type> inv_variable_table_type;
//! Maps a variable ID to a tuple (type, lag, symbol_id) //! Maps a variable ID to a tuple (type, lag, symbol_id)
inv_variable_table_type inv_variable_table; 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 //! Number of dynamic endogenous variables inside the model block
int var_endo_nbr; int var_endo_nbr;
//! Number of dynamic exogenous variables inside the model block //! Number of dynamic exogenous variables inside the model block
int var_exo_nbr; int var_exo_nbr;
//! Number of dynamic deterministic exogenous variables inside the model block //! Number of dynamic deterministic exogenous variables inside the model block
int var_exo_det_nbr; 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) //! Maximum lag over all types of variables (positive value)
int max_lag; int max_lag;
//! Maximum lead over all types of variables //! Maximum lead over all types of variables
@ -91,17 +93,17 @@ public:
int id; int id;
UnknownVariableIDException(int id_arg) : id(id_arg) {} UnknownVariableIDException(int id_arg) : id(id_arg) {}
}; };
//! Thrown when getSortID() called before sort() //! Thrown when getDynJacobianCol() called before computeDynJacobianCols()
class NotYetSortedException class DynJacobianColsNotYetComputedException
{ {
}; };
//! Thrown when sort() or addVariable() called after sort() //! Thrown when computeDynJacobianCols() or addVariable() called after computeDynJacobianCols()
class AlreadySortedException class DynJacobianColsAlreadyComputedException
{ {
}; };
//! Adds a variable in the table, and returns its (newly allocated) variable ID //! Adds a variable in the table, and returns its (newly allocated) variable ID
/*! Also works if the variable already exists */ /*! 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 //! Return variable ID
inline int getID(Type type, int symb_id, int lag) const throw (UnknownVariableKeyException); inline int getID(Type type, int symb_id, int lag) const throw (UnknownVariableKeyException);
//! Return lag of variable //! Return lag of variable
@ -112,26 +114,24 @@ public:
inline Type getType(int var_id) const throw (UnknownVariableIDException); inline Type getType(int var_id) const throw (UnknownVariableIDException);
//! Get number of variables //! Get number of variables
inline int size() const; inline int size() const;
//! Get variable ID of sorted variable table //! Get column index in dynamic jacobian
/*! In practice, only used for endogenous variables */ inline int getDynJacobianCol(int var_id) const throw (DynJacobianColsNotYetComputedException, UnknownVariableIDException);
inline int getSortID(int var_id) const throw (NotYetSortedException, UnknownVariableIDException); //! Computes column indices in dynamic jacobian
//! Sorts variable table void computeDynJacobianCols() throw (DynJacobianColsAlreadyComputedException);
/*! The order used is a lexicographic order over the tuple (type, lag, symbol_id) */ //! Get the number of columns of dynamic jacobian (depending on whether we compute derivatives w.r. to exogenous)
void sort() throw (AlreadySortedException); inline int getDynJacobianColsNbr(bool computeJacobianExo) const;
//! Get the number of dynamic variables
inline int get_dyn_var_nbr() const;
}; };
inline int 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) if (dyn_jacobian_cols_table.size() == 0)
throw NotYetSortedException(); throw DynJacobianColsNotYetComputedException();
if (var_id < 0 || var_id >= size()) if (var_id < 0 || var_id >= size())
throw UnknownVariableIDException(var_id); throw UnknownVariableIDException(var_id);
return sorted_ids_table[var_id]; return dyn_jacobian_cols_table[var_id];
} }
inline int inline int
@ -181,9 +181,12 @@ VariableTable::size() const
} }
inline int 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 #endif