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

Implement new sparse model representation in Julia 

Ref. dynare#1859
master
Sébastien Villemot 2022-09-20 18:28:30 +02:00
parent 0278c8577c
commit 723fc4139b
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
6 changed files with 142 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

9
src/DynamicModel.cc
View File

@ -3477,7 +3477,9 @@ DynamicModel::writeDynamicFile(const string &basename, bool block, bool use_dll,
model_dir /= "model";
if (use_dll)
create_directories(model_dir / "src");
if (!julia)
if (julia)
create_directories(model_dir / "julia");
else
{
auto plusfolder {packageDir(basename)};
/* The following is not a duplicate of the same call from
@ -3489,6 +3491,7 @@ DynamicModel::writeDynamicFile(const string &basename, bool block, bool use_dll,
}
create_directories(model_dir / "bytecode");
// Legacy representation
if (block)
{
writeDynamicBlockBytecode(basename);
@ -3521,6 +3524,10 @@ DynamicModel::writeDynamicFile(const string &basename, bool block, bool use_dll,
writeDynamicMFile(basename);
}
// Sparse representation
if (julia)
writeSparseModelJuliaFiles<true>(basename);
writeSetAuxiliaryVariables(basename, julia);
}

2
src/DynamicModel.hh
View File

@ -120,7 +120,7 @@ private:
//! Writes dynamic model file (Matlab version)
void writeDynamicMFile(const string &basename) const;
//! Writes dynamic model file (Julia version)
//! Writes dynamic model file (Julia version, legacy representation)
void writeDynamicJuliaFile(const string &basename) const;
//! Writes the main dynamic function of block decomposed model (MATLAB version)
void writeDynamicBlockMFile(const string &basename) const;

1
src/ModFile.cc
View File

@ -822,6 +822,7 @@ ModFile::writeMOutput(const string &basename, bool clear_all, bool clear_global,
filesystem::remove_all(basename + "/model/src");
filesystem::remove_all(basename + "/model/bytecode");
// Do not remove basename/model/julia/, otherwise it would break calls to writeToFileIfModified()
}
create_directory(plusfolder);

123
src/ModelTree.hh
View File

@ -353,6 +353,11 @@ protected:
template<ExprNodeBytecodeOutputType output_type>
void writeBytecodeModelEquations(BytecodeWriter &code_file, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms) const;
// Writes the sparse representation of the model in Julia
// Assumes that the directory <MODFILE>/model/julia/ already exists
template<bool dynamic>
void writeSparseModelJuliaFiles(const string &basename) const;
//! Writes LaTeX model file
void writeLatexModelFile(const string &mod_basename, const string &latex_basename, ExprNodeOutputType output_type, bool write_equation_tags) const;
@ -2249,4 +2254,122 @@ ModelTree::writeJsonSparseIndicesHelper(ostream &output) const
}
}
template<bool dynamic>
void
ModelTree::writeSparseModelJuliaFiles(const string &basename) const
{
auto [d_sparse_output, tt_sparse_output] = writeModelFileHelper<dynamic ? ExprNodeOutputType::juliaSparseDynamicModel : ExprNodeOutputType::juliaSparseStaticModel>();
filesystem::path julia_dir {filesystem::path{basename} / "model" / "julia"};
// TODO: when C++20 support is complete, mark the following strings constexpr
const string prefix { dynamic ? "SparseDynamic" : "SparseStatic" };
const string ss_argin { dynamic ? ", steady_state::Vector{<: Real}" : "" };
const string ss_argout { dynamic ? ", steady_state" : "" };
const int ylen {(dynamic ? 3 : 1)*symbol_table.endo_nbr()};
const int xlen {symbol_table.exo_nbr()+symbol_table.exo_det_nbr()};
size_t ttlen {0};
stringstream output;
// ResidTT!
output << "function " << prefix << "ResidTT!(T::Vector{<: Real}, "
<< "y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}"
<< ss_argin << ")" << endl
<< "@inbounds begin" << endl
<< tt_sparse_output[0].str()
<< "end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
writeToFileIfModified(output, julia_dir / (prefix + "ResidTT!.jl"));
ttlen += temporary_terms_derivatives[0].size();
// Resid!
output.str("");
output << "function " << prefix << "Resid!(T::Vector{<: Real}, residual::AbstractVector{<: Real}, "
<< "y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}"
<< ss_argin << ")" << endl
<< " @assert length(T) >= " << ttlen << endl
<< " @assert length(residual) == " << equations.size() << endl
<< " @assert length(y) == " << ylen << endl
<< " @assert length(x) == " << xlen << endl
<< " @assert length(params) == " << symbol_table.param_nbr() << endl
<< "@inbounds begin" << endl
<< d_sparse_output[0].str()
<< "end" << endl;
if constexpr(!dynamic)
output << " if ~isreal(residual)" << endl
<< " residual = real(residual)+imag(residual).^2;" << endl
<< " end" << endl;
output << " return nothing" << endl
<< "end" << endl << endl;
writeToFileIfModified(output, julia_dir / (prefix + "Resid!.jl"));
// G1TT!
output.str("");
output << "function " << prefix << "G1TT!(T::Vector{<: Real}, y::Vector{<: Real}, "
<< "x::Vector{<: Real}, params::Vector{<: Real}" << ss_argin << ")" << endl
<< " " << prefix << "ResidTT!(T, y, x, params" << ss_argout << ")" << endl
<< "@inbounds begin" << endl
<< tt_sparse_output[1].str()
<< "end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
writeToFileIfModified(output, julia_dir / (prefix + "G1TT!.jl"));
ttlen += temporary_terms_derivatives[1].size();
// G1!
output.str("");
output << "function " << prefix << "G1!(T::Vector{<: Real}, g1_v::Vector{<: Real}, "
<< "y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}"
<< ss_argin << ")" << endl
<< " @assert length(T) >= " << ttlen << endl
<< " @assert length(g1_v) == " << derivatives[1].size() << endl
<< " @assert length(y) == " << ylen << endl
<< " @assert length(x) == " << xlen << endl
<< " @assert length(params) == " << symbol_table.param_nbr() << endl
<< "@inbounds begin" << endl
<< d_sparse_output[1].str()
<< "end" << endl;
if constexpr(!dynamic)
output << " if ~isreal(g1_v)" << endl
<< " g1_v = real(g1_v)+2*imag(g1_v);" << endl
<< " end" << endl;
output << " return nothing" << endl
<< "end" << endl << endl;
writeToFileIfModified(output, julia_dir / (prefix + "G1!.jl"));
for (int i {2}; i <= computed_derivs_order; i++)
{
// G<i>TT!
output.str("");
output << "function " << prefix << "G" << i << "TT!(T::Vector{<: Real}, y::Vector{<: Real}, "
<< "x::Vector{<: Real}, params::Vector{<: Real}" << ss_argin << ")" << endl
<< " " << prefix << "G" << to_string(i-1) << "TT!(T, y, x, params" << ss_argout << ")" << endl
<< "@inbounds begin" << endl
<< tt_sparse_output[i].str()
<< "end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
writeToFileIfModified(output, julia_dir / (prefix + "G" + to_string(i) + "TT!.jl"));
ttlen += temporary_terms_derivatives[i].size();
// G<i>!
output.str("");
output << "function " << prefix << "G" << i << "!(T::Vector{<: Real}, g" << i << "_v::Vector{<: Real}, "
<< "y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}"
<< ss_argin << ")" << endl
<< " @assert length(T) >= " << ttlen << endl
<< " @assert length(g" << i << "_v) == " << derivatives[i].size() << endl
<< " @assert length(y) == " << ylen << endl
<< " @assert length(x) == " << xlen << endl
<< " @assert length(params) == " << symbol_table.param_nbr() << endl
<< "@inbounds begin" << endl
<< d_sparse_output[i].str()
<< "end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
writeToFileIfModified(output, julia_dir / (prefix + "G" + to_string(i) + "!.jl"));
}
}
#endif

9
src/StaticModel.cc
View File

@ -845,7 +845,9 @@ StaticModel::writeStaticFile(const string &basename, bool block, bool use_dll, c
model_dir /= "model";
if (use_dll)
create_directories(model_dir / "src");
if (!julia)
if (julia)
create_directories(model_dir / "julia");
else
{
auto plusfolder {packageDir(basename)};
/* The following is not a duplicate of the same call from
@ -857,6 +859,7 @@ StaticModel::writeStaticFile(const string &basename, bool block, bool use_dll, c
}
create_directories(model_dir / "bytecode");
// Legacy representation
if (block)
{
writeStaticBlockBytecode(basename);
@ -889,6 +892,10 @@ StaticModel::writeStaticFile(const string &basename, bool block, bool use_dll, c
writeStaticMFile(basename);
}
// Sparse representation
if (julia)
writeSparseModelJuliaFiles<false>(basename);
writeSetAuxiliaryVariables(basename, julia);
}

2
src/StaticModel.hh
View File

@ -37,7 +37,7 @@ private:
//! Writes static model file (standard Matlab version)
void writeStaticMFile(const string &basename) const;
//! Writes static model file (Julia version)
//! Writes static model file (Julia version, legacy representation)
void writeStaticJuliaFile(const string &basename) const;
//! Writes the main static function of block decomposed model (MATLAB version)