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replace zeros with fill! and remove spzeros in static and dynamic functions

issue#70
Houtan Bastani 2015-08-20 11:32:26 +02:00
parent a10efd7c4b
commit 4808c8a1ce
2 changed files with 50 additions and 14 deletions
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32
DynamicModel.cc
View File

@ -2339,9 +2339,13 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " steady_state::Vector{Float64}, it_::Int, "
<< "residual::Vector{Float64})" << endl
<< "#" << endl
<< "# Output" << endl
<< "# residual: " << nrows << " x 1" << endl
<< "#" << endl
<< "fill!(residual, 0.0)" << endl << endl
<< "#" << endl
<< "# Model equations" << endl
<< "#" << endl
<< "residual = zeros(" << nrows << ");" << endl
<< model_output.str()
<< model_eq_output.str()
<< "end" << endl << endl
@ -2350,9 +2354,14 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " steady_state::Vector{Float64}, it_::Int, "
<< "residual::Vector{Float64}," << endl
<< " g1::Matrix{Float64})" << endl
<< " #" << endl
<< " # Output" << endl
<< " # residual: " << nrows << " x 1" << endl
<< " # g1: " << nrows << " x " << dynJacobianColsNbr << endl
<< " #" << endl
<< " fill!(g1, 0.0)" << endl << endl
<< " dynamic!(y, x, params, steady_state, it_, residual)" << endl
<< model_output.str()
<< " g1 = zeros(" << nrows << ", " << dynJacobianColsNbr << ");" << endl
<< " #" << endl
<< " # Jacobian matrix" << endl
<< " #" << endl
@ -2363,6 +2372,12 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " steady_state::Vector{Float64}, it_::Int, "
<< "residual::Vector{Float64}," << endl
<< " g1::Matrix{Float64}, g2::Matrix{Float64})" << endl
<< " #" << endl
<< " # Output" << endl
<< " # residual: " << nrows << " x 1" << endl
<< " # g1: " << nrows << " x " << dynJacobianColsNbr << endl
<< " # g2: sparse zeros " << nrows << " x " << hessianColsNbr << endl
<< " #" << endl << endl
<< " dynamic!(y, x, params, steady_state, it_, residual, g1)" << endl
<< " #" << endl
<< " # Hessian matrix" << endl
@ -2372,28 +2387,31 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
<< " 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 = spzeros(" << nrows << "," << hessianColsNbr << ")" << endl;
// Initialize g3 matrix
int ncols = hessianColsNbr * dynJacobianColsNbr;
DynamicOutput << "end" << endl << endl
<< "function dynamic!(y::Vector{Float64}, x::Matrix{Float64}, "
<< "params::Vector{Float64}," << endl
<< " steady_state::Vector{Float64}, it_::Int, "
<< "residual::Vector{Float64}," << endl
<< " g1::Matrix{Float64}, g2::Matrix{Float64}, g3::Matrix{Float64})" << endl
<< " #" << endl
<< " # Output" << endl
<< " # residual: " << nrows << " x 1" << endl
<< " # g1: " << nrows << " x " << dynJacobianColsNbr << endl
<< " # g2: sparse zeros " << nrows << " x " << hessianColsNbr << endl
<< " # g3: sparse zeros " << nrows << " x " << ncols << endl
<< " #" << endl << endl
<< " dynamic!(y, x, params, steady_state, it_, residual, g1, g2)" << endl
<< " #" << endl
<< " # Third order derivatives" << endl
<< " #" << endl;
int ncols = hessianColsNbr * dynJacobianColsNbr;
if (third_derivatives.size())
DynamicOutput << model_output.str()
<< " 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 = spzeros(" << nrows << "," << ncols << ")" << endl;
DynamicOutput << "end" << endl;
}
}

32
StaticModel.cc
View File

@ -1409,7 +1409,11 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
StaticOutput << "function static!(y::Vector{Float64}, x::Vector{Float64}, "
<< "params::Vector{Float64}," << endl
<< " residual::Vector{Float64})" << endl
<< "residual = zeros(" << equations.size() << ")" << endl
<< "#" << endl
<< "# Output" << endl
<< "# residual: " << equations.size() << " x 1" << endl
<< "#" << endl
<< "fill!(residual, 0.0)" << endl << endl
<< "#" << endl
<< "# Model equations" << endl
<< "#" << endl
@ -1422,9 +1426,14 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
<< "function static!(y::Vector{Float64}, x::Vector{Float64}, "
<< "params::Vector{Float64}," << endl
<< " residual::Vector{Float64}, g1::Matrix{Float64})" << endl
<< " #" << endl
<< " # Output" << endl
<< " # residual: " << equations.size() << " x 1" << endl
<< " # g1: " << equations.size() << " x " << symbol_table.endo_nbr() << endl
<< " #" << endl
<< " fill!(g1, 0.0)" << endl << endl
<< " static!(y, x, params, residual)" << endl
<< model_output.str()
<< " g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ");" << endl
<< " #" << endl
<< " # Jacobian matrix" << endl
<< " #" << endl << endl
@ -1437,6 +1446,12 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
<< "params::Vector{Float64}," << endl
<< " residual::Vector{Float64}, g1::Matrix{Float64}, "
<< "g2::Matrix{Float64})" << endl
<< " #" << endl
<< " # Output" << endl
<< " # residual: " << equations.size() << " x 1" << endl
<< " # g1: " << equations.size() << " x " << symbol_table.endo_nbr() << endl
<< " # g2: sparse zeros " << equations.size() << " x " << g2ncols << endl
<< " #" << endl << endl
<< " static!(y, x, params, residual, g1)" << endl
<< " #" << endl
<< " # Hessian matrix" << endl
@ -1448,30 +1463,33 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
<< hessian_output.str()
<< " g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << equations.size() << ","
<< g2ncols << ");" << endl;
else
StaticOutput << " g2 = spzeros(" << equations.size() << "," << g2ncols << ")" << endl;
// Initialize g3 matrix
int ncols = hessianColsNbr * JacobianColsNbr;
StaticOutput << "end" << endl << endl
<< "function static!(y::Vector{Float64}, x::Vector{Float64}, "
<< "params::Vector{Float64}," << endl
<< " residual::Vector{Float64}, g1::Matrix{Float64}, "
<< "g2::Matrix{Float64}," << endl
<< " g3::Matrix{Float64})" << endl
<< " #" << endl
<< " # Output" << endl
<< " # residual: " << equations.size() << " x 1" << endl
<< " # g1: " << equations.size() << " x " << symbol_table.endo_nbr() << endl
<< " # g2: sparse zeros " << equations.size() << " x " << g2ncols << endl
<< " # g3: sparse zeros " << nrows << " x " << ncols << endl
<< " #" << endl << endl
<< " static!(y, x, params, residual, g1, g2)" << endl
<< " #" << endl
<< " # Third order derivatives" << endl
<< " #" << endl;
int ncols = hessianColsNbr * JacobianColsNbr;
if (third_derivatives.size())
StaticOutput << model_output.str()
<< " 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
StaticOutput << " g3 = spzeros(" << nrows << "," << ncols << ")" << endl;
StaticOutput << "end" << endl;
}
}