Block decomposition: factorize data structures between StaticModel and DynamicModel
Sébastien Villemot
parent
7aea50b988
commit
76c2e87c3b
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@ -34,55 +34,6 @@ DynamicModel::copyHelper(const DynamicModel &m)
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for (const auto &it : m.static_only_equations)
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static_only_equations.push_back(dynamic_cast<BinaryOpNode *>(f(it)));
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auto convert_vector_tt = [f](vector<temporary_terms_t> vtt)
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{
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vector<temporary_terms_t> vtt2;
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for (const auto &tt : vtt)
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{
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temporary_terms_t tt2;
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for (const auto &it : tt)
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tt2.insert(f(it));
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vtt2.push_back(tt2);
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}
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return vtt2;
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};
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for (const auto &it : m.v_temporary_terms)
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v_temporary_terms.push_back(convert_vector_tt(it));
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for (const auto &it : m.first_chain_rule_derivatives)
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first_chain_rule_derivatives[it.first] = f(it.second);
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for (const auto &it : m.equation_type_and_normalized_equation)
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equation_type_and_normalized_equation.emplace_back(it.first, f(it.second));
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for (const auto &it : m.blocks_derivatives)
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{
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block_derivatives_equation_variable_laglead_nodeid_t v;
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for (const auto &it2 : it)
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v.emplace_back(get<0>(it2), get<1>(it2), get<2>(it2), f(get<3>(it2)));
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blocks_derivatives.push_back(v);
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}
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for (const auto &it : m.dynamic_jacobian)
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dynamic_jacobian[it.first] = f(it.second);
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auto convert_derivative_t = [f](derivative_t dt)
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{
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derivative_t dt2;
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for (const auto &it : dt)
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dt2[it.first] = f(it.second);
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return dt2;
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};
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for (const auto &it : m.derivative_endo)
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derivative_endo.push_back(convert_derivative_t(it));
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for (const auto &it : m.derivative_other_endo)
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derivative_other_endo.push_back(convert_derivative_t(it));
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for (const auto &it : m.derivative_exo)
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derivative_exo.push_back(convert_derivative_t(it));
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for (const auto &it : m.derivative_exo_det)
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derivative_exo_det.push_back(convert_derivative_t(it));
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}
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DynamicModel::DynamicModel(SymbolTable &symbol_table_arg,
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@ -129,11 +80,7 @@ DynamicModel::DynamicModel(const DynamicModel &m) :
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xref_exo{m.xref_exo},
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xref_exo_det{m.xref_exo_det},
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nonzero_hessian_eqs{m.nonzero_hessian_eqs},
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v_temporary_terms_inuse{m.v_temporary_terms_inuse},
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map_idx{m.map_idx},
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global_temporary_terms{m.global_temporary_terms},
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block_type_firstequation_size_mfs{m.block_type_firstequation_size_mfs},
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blocks_linear{m.blocks_linear},
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other_endo_block{m.other_endo_block},
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exo_block{m.exo_block},
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exo_det_block{m.exo_det_block},
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@ -141,15 +88,9 @@ DynamicModel::DynamicModel(const DynamicModel &m) :
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block_exo_index{m.block_exo_index},
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block_det_exo_index{m.block_det_exo_index},
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block_other_endo_index{m.block_other_endo_index},
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block_col_type{m.block_col_type},
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variable_block_lead_lag{m.variable_block_lead_lag},
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equation_block{m.equation_block},
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var_expectation_functions_to_write{m.var_expectation_functions_to_write},
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endo_max_leadlag_block{m.endo_max_leadlag_block},
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other_endo_max_leadlag_block{m.other_endo_max_leadlag_block},
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exo_max_leadlag_block{m.exo_max_leadlag_block},
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exo_det_max_leadlag_block{m.exo_det_max_leadlag_block},
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max_leadlag_block{m.max_leadlag_block}
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var_expectation_functions_to_write{m.var_expectation_functions_to_write}
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{
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copyHelper(m);
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}
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@ -192,29 +133,8 @@ DynamicModel::operator=(const DynamicModel &m)
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xref_exo_det = m.xref_exo_det;
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nonzero_hessian_eqs = m.nonzero_hessian_eqs;
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v_temporary_terms.clear();
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v_temporary_terms_inuse = m.v_temporary_terms_inuse;
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first_chain_rule_derivatives.clear();
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map_idx = m.map_idx;
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global_temporary_terms = m.global_temporary_terms;
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equation_type_and_normalized_equation.clear();
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block_type_firstequation_size_mfs = m.block_type_firstequation_size_mfs;
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blocks_derivatives.clear();
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dynamic_jacobian.clear();
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blocks_linear = m.blocks_linear;
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derivative_endo.clear();
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derivative_other_endo.clear();
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derivative_exo.clear();
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derivative_exo_det.clear();
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other_endo_block = m.other_endo_block;
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exo_block = m.exo_block;
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exo_det_block = m.exo_det_block;
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@ -222,17 +142,10 @@ DynamicModel::operator=(const DynamicModel &m)
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block_exo_index = m.block_exo_index;
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block_det_exo_index = m.block_det_exo_index;
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block_other_endo_index = m.block_other_endo_index;
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block_col_type = m.block_col_type;
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variable_block_lead_lag = m.variable_block_lead_lag;
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equation_block = m.equation_block;
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var_expectation_functions_to_write = m.var_expectation_functions_to_write;
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endo_max_leadlag_block = m.endo_max_leadlag_block;
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other_endo_max_leadlag_block = m.other_endo_max_leadlag_block;
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exo_max_leadlag_block = m.exo_max_leadlag_block;
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exo_det_max_leadlag_block = m.exo_det_max_leadlag_block;
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max_leadlag_block = m.max_leadlag_block;
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copyHelper(m);
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return *this;
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@ -100,18 +100,10 @@ private:
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//! Number of columns of dynamic jacobian
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/*! Set by computeDerivID()s and computeDynJacobianCols() */
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int dynJacobianColsNbr{0};
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//! Temporary terms for block decomposed models
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vector<vector<temporary_terms_t>> v_temporary_terms;
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vector<temporary_terms_inuse_t> v_temporary_terms_inuse;
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//! Creates mapping for variables and equations they are present in
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map<int, set<int>> variableMapping;
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//! Store the derivatives or the chainrule derivatives:map<tuple<equation, variable, lead_lag>, expr_t>
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using first_chain_rule_derivatives_t = map<tuple<int, int, int>, expr_t>;
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first_chain_rule_derivatives_t first_chain_rule_derivatives;
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//! Writes dynamic model file (Matlab version)
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void writeDynamicMFile(const string &basename) const;
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//! Writes dynamic model file (Julia version)
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@ -149,7 +141,6 @@ private:
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void computeChainRuleJacobian(blocks_derivatives_t &blocks_derivatives);
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string reform(const string &name) const;
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map_idx_t map_idx;
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//! sorts the temporary terms in the blocks order
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void computeTemporaryTermsOrdered();
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@ -194,26 +185,6 @@ private:
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//! Indicate if the temporary terms are computed for the overall model (true) or not (false). Default value true
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bool global_temporary_terms{true};
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//! Vector describing equations: BlockSimulationType, if BlockSimulationType == EVALUATE_s then a expr_t on the new normalized equation
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equation_type_and_normalized_equation_t equation_type_and_normalized_equation;
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//! for each block contains pair< Simulation_Type, pair < Block_Size, Recursive_part_Size >>
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block_type_firstequation_size_mfs_t block_type_firstequation_size_mfs;
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//! for all blocks derivatives description
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blocks_derivatives_t blocks_derivatives;
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//! The jacobian without the elements below the cutoff
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dynamic_jacob_map_t dynamic_jacobian;
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//! Vector indicating if the block is linear in endogenous variable (true) or not (false)
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vector<bool> blocks_linear;
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//! Map the derivatives for a block tuple<lag, eq, var>
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using derivative_t = map<tuple<int, int, int>, expr_t>;
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//! Vector of derivative for each blocks
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vector<derivative_t> derivative_endo, derivative_other_endo, derivative_exo, derivative_exo_det;
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//!List for each block and for each lag-lead all the other endogenous variables and exogenous variables
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using var_t = set<int>;
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using lag_var_t = map<int, var_t>;
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@ -224,10 +195,6 @@ private:
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map< int, map<int, int>> block_exo_index, block_det_exo_index, block_other_endo_index;
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//! for each block described the number of static, forward, backward and mixed variables in the block
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/*! tuple<static, forward, backward, mixed> */
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vector<tuple<int, int, int, int>> block_col_type;
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//! Help computeXrefs to compute the reverse references (i.e. param->eqs, endo->eqs, etc)
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void computeRevXref(map<pair<int, int>, set<int>> &xrefset, const set<pair<int, int>> &eiref, int eqn);
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@ -242,9 +209,6 @@ private:
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//! Used for var_expectation and var_model
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map<string, set<int>> var_expectation_functions_to_write;
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//!Maximum lead and lag for each block on endogenous of the block, endogenous of the previous blocks, exogenous and deterministic exogenous
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vector<pair<int, int>> endo_max_leadlag_block, other_endo_max_leadlag_block, exo_max_leadlag_block, exo_det_max_leadlag_block, max_leadlag_block;
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void writeWrapperFunctions(const string &name, const string &ending) const;
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void writeDynamicModelHelper(const string &basename,
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const string &name, const string &retvalname,
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@ -39,6 +39,18 @@ void
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ModelTree::copyHelper(const ModelTree &m)
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{
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auto f = [this](expr_t e) { return e->clone(*this); };
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auto convert_vector_tt = [f](vector<temporary_terms_t> vtt)
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{
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vector<temporary_terms_t> vtt2;
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for (const auto &tt : vtt)
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{
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temporary_terms_t tt2;
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for (const auto &it : tt)
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tt2.insert(f(it));
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vtt2.push_back(tt2);
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}
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return vtt2;
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};
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// Equations
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for (const auto &it : m.equations)
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@ -77,6 +89,8 @@ ModelTree::copyHelper(const ModelTree &m)
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temporary_terms_derivatives.push_back(convert_temporary_terms_t(it));
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for (const auto &it : m.temporary_terms_idxs)
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temporary_terms_idxs[f(it.first)] = it.second;
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for (const auto &it : m.v_temporary_terms)
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v_temporary_terms.push_back(convert_vector_tt(it));
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for (const auto &it : m.params_derivs_temporary_terms)
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params_derivs_temporary_terms[it.first] = convert_temporary_terms_t(it.second);
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for (const auto &it : m.params_derivs_temporary_terms_idxs)
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@ -87,6 +101,37 @@ ModelTree::copyHelper(const ModelTree &m)
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trend_symbols_map[it.first] = f(it.second);
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for (const auto &it : m.nonstationary_symbols_map)
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nonstationary_symbols_map[it.first] = {it.second.first, f(it.second.second)};
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for (const auto &it : m.dynamic_jacobian)
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dynamic_jacobian[it.first] = f(it.second);
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for (const auto &it : m.first_chain_rule_derivatives)
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first_chain_rule_derivatives[it.first] = f(it.second);
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for (const auto &it : m.equation_type_and_normalized_equation)
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equation_type_and_normalized_equation.emplace_back(it.first, f(it.second));
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for (const auto &it : m.blocks_derivatives)
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{
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block_derivatives_equation_variable_laglead_nodeid_t v;
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for (const auto &it2 : it)
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v.emplace_back(get<0>(it2), get<1>(it2), get<2>(it2), f(get<3>(it2)));
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blocks_derivatives.push_back(v);
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}
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auto convert_derivative_t = [f](derivative_t dt)
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{
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derivative_t dt2;
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for (const auto &it : dt)
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dt2[it.first] = f(it.second);
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return dt2;
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};
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for (const auto &it : m.derivative_endo)
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derivative_endo.push_back(convert_derivative_t(it));
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for (const auto &it : m.derivative_other_endo)
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derivative_other_endo.push_back(convert_derivative_t(it));
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for (const auto &it : m.derivative_exo)
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derivative_exo.push_back(convert_derivative_t(it));
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for (const auto &it : m.derivative_exo_det)
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derivative_exo_det.push_back(convert_derivative_t(it));
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}
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ModelTree::ModelTree(SymbolTable &symbol_table_arg,
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@ -111,10 +156,20 @@ ModelTree::ModelTree(const ModelTree &m) :
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equation_tags{m.equation_tags},
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computed_derivs_order{m.computed_derivs_order},
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NNZDerivatives{m.NNZDerivatives},
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v_temporary_terms_inuse{m.v_temporary_terms_inuse},
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equation_reordered{m.equation_reordered},
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variable_reordered{m.variable_reordered},
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inv_equation_reordered{m.inv_equation_reordered},
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inv_variable_reordered{m.inv_variable_reordered},
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map_idx{m.map_idx},
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block_type_firstequation_size_mfs{m.block_type_firstequation_size_mfs},
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blocks_linear{m.blocks_linear},
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block_col_type{m.block_col_type},
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endo_max_leadlag_block{m.endo_max_leadlag_block},
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other_endo_max_leadlag_block{m.other_endo_max_leadlag_block},
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exo_max_leadlag_block{m.exo_max_leadlag_block},
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exo_det_max_leadlag_block{m.exo_det_max_leadlag_block},
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max_leadlag_block{m.max_leadlag_block},
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is_equation_linear{m.is_equation_linear},
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endo2eq{m.endo2eq},
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epilogue{m.epilogue},
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@ -144,16 +199,36 @@ ModelTree::operator=(const ModelTree &m)
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temporary_terms.clear();
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temporary_terms_mlv.clear();
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temporary_terms_derivatives.clear();
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v_temporary_terms.clear();
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v_temporary_terms_inuse = m.v_temporary_terms_inuse;
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params_derivs_temporary_terms.clear();
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params_derivs_temporary_terms_idxs.clear();
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trend_symbols_map.clear();
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nonstationary_symbols_map.clear();
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dynamic_jacobian.clear();
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equation_reordered = m.equation_reordered;
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variable_reordered = m.variable_reordered;
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inv_equation_reordered = m.inv_equation_reordered;
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inv_variable_reordered = m.inv_variable_reordered;
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first_chain_rule_derivatives.clear();
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map_idx = m.map_idx;
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equation_type_and_normalized_equation.clear();
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block_type_firstequation_size_mfs = m.block_type_firstequation_size_mfs;
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blocks_derivatives.clear();
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blocks_linear = m.blocks_linear;
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derivative_endo.clear();
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derivative_other_endo.clear();
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derivative_exo.clear();
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derivative_exo_det.clear();
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block_col_type = m.block_col_type;
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endo_max_leadlag_block = m.endo_max_leadlag_block;
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other_endo_max_leadlag_block = m.other_endo_max_leadlag_block;
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exo_max_leadlag_block = m.exo_max_leadlag_block;
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exo_det_max_leadlag_block = m.exo_det_max_leadlag_block;
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max_leadlag_block = m.max_leadlag_block;
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is_equation_linear = m.is_equation_linear;
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endo2eq = m.endo2eq;
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epilogue = m.epilogue;
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@ -144,6 +144,10 @@ protected:
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//! Stores, for each temporary term, its index in the MATLAB/Julia vector
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temporary_terms_idxs_t temporary_terms_idxs;
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//! Temporary terms for block decomposed models
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vector<vector<temporary_terms_t>> v_temporary_terms;
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vector<temporary_terms_inuse_t> v_temporary_terms_inuse;
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//! Temporary terms for parameter derivatives, under a disaggregated form
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/*! The pair of integers is to be interpreted as in param_derivatives */
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map<pair<int, int>, temporary_terms_t> params_derivs_temporary_terms;
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@ -160,9 +164,46 @@ protected:
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//! Nonstationary variables and their deflators
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nonstationary_symbols_map_t nonstationary_symbols_map;
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//! Sparse matrix of double to store the values of the Jacobian
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/*! First index is lag, second index is equation number, third index is endogenous type specific ID */
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using dynamic_jacob_map_t = map<tuple<int, int, int>, expr_t>;
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//! The jacobian without the elements below the cutoff
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dynamic_jacob_map_t dynamic_jacobian;
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//! vector of block reordered variables and equations
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vector<int> equation_reordered, variable_reordered, inv_equation_reordered, inv_variable_reordered;
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//! Store the derivatives or the chainrule derivatives:map<tuple<equation, variable, lead_lag>, expr_t>
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using first_chain_rule_derivatives_t = map<tuple<int, int, int>, expr_t>;
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first_chain_rule_derivatives_t first_chain_rule_derivatives;
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map_idx_t map_idx;
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//! Vector describing equations: BlockSimulationType, if BlockSimulationType == EVALUATE_s then a expr_t on the new normalized equation
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equation_type_and_normalized_equation_t equation_type_and_normalized_equation;
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//! for each block contains pair< Simulation_Type, pair < Block_Size, Recursive_part_Size >>
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block_type_firstequation_size_mfs_t block_type_firstequation_size_mfs;
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//! for all blocks derivatives description
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blocks_derivatives_t blocks_derivatives;
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//! Vector indicating if the block is linear in endogenous variable (true) or not (false)
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vector<bool> blocks_linear;
|
||||
|
||||
//! Map the derivatives for a block tuple<lag, eq, var>
|
||||
using derivative_t = map<tuple<int, int, int>, expr_t>;
|
||||
//! Vector of derivative for each blocks
|
||||
vector<derivative_t> derivative_endo, derivative_other_endo, derivative_exo, derivative_exo_det;
|
||||
|
||||
//! for each block described the number of static, forward, backward and mixed variables in the block
|
||||
/*! tuple<static, forward, backward, mixed> */
|
||||
vector<tuple<int, int, int, int>> block_col_type;
|
||||
|
||||
//!Maximum lead and lag for each block on endogenous of the block, endogenous of the previous blocks, exogenous and deterministic exogenous
|
||||
vector<pair<int, int>> endo_max_leadlag_block, other_endo_max_leadlag_block, exo_max_leadlag_block, exo_det_max_leadlag_block, max_leadlag_block;
|
||||
|
||||
//! the file containing the model and the derivatives code
|
||||
ofstream code_file;
|
||||
|
||||
|
|
@ -215,10 +256,6 @@ protected:
|
|||
/*! First index is equation number, second index is endogenous type specific ID */
|
||||
using jacob_map_t = map<pair<int, int>, double>;
|
||||
|
||||
//! Sparse matrix of double to store the values of the Jacobian
|
||||
/*! First index is lag, second index is equation number, third index is endogenous type specific ID */
|
||||
using dynamic_jacob_map_t = map<tuple<int, int, int>, expr_t>;
|
||||
|
||||
//! Normalization of equations
|
||||
/*! Maps endogenous type specific IDs to equation numbers */
|
||||
vector<int> endo2eq;
|
||||
|
|
|
|||
|
|
@ -44,43 +44,9 @@ StaticModel::copyHelper(const StaticModel &m)
|
|||
return vtt2;
|
||||
};
|
||||
|
||||
for (const auto &it : m.v_temporary_terms)
|
||||
v_temporary_terms.push_back(convert_vector_tt(it));
|
||||
for (const auto &it : m.v_temporary_terms_local)
|
||||
v_temporary_terms_local.push_back(convert_vector_tt(it));
|
||||
|
||||
for (const auto &it : m.first_chain_rule_derivatives)
|
||||
first_chain_rule_derivatives[it.first] = f(it.second);
|
||||
|
||||
for (const auto &it : m.equation_type_and_normalized_equation)
|
||||
equation_type_and_normalized_equation.emplace_back(it.first, f(it.second));
|
||||
|
||||
for (const auto &it : m.blocks_derivatives)
|
||||
{
|
||||
block_derivatives_equation_variable_laglead_nodeid_t v;
|
||||
for (const auto &it2 : it)
|
||||
v.emplace_back(get<0>(it2), get<1>(it2), get<2>(it2), f(get<3>(it2)));
|
||||
blocks_derivatives.push_back(v);
|
||||
}
|
||||
|
||||
for (const auto &it : m.dynamic_jacobian)
|
||||
dynamic_jacobian[it.first] = f(it.second);
|
||||
|
||||
auto convert_derivative_t = [f](derivative_t dt)
|
||||
{
|
||||
derivative_t dt2;
|
||||
for (const auto &it : dt)
|
||||
dt2[it.first] = f(it.second);
|
||||
return dt2;
|
||||
};
|
||||
for (const auto &it : m.derivative_endo)
|
||||
derivative_endo.push_back(convert_derivative_t(it));
|
||||
for (const auto &it : m.derivative_other_endo)
|
||||
derivative_other_endo.push_back(convert_derivative_t(it));
|
||||
for (const auto &it : m.derivative_exo)
|
||||
derivative_exo.push_back(convert_derivative_t(it));
|
||||
for (const auto &it : m.derivative_exo_det)
|
||||
derivative_exo_det.push_back(convert_derivative_t(it));
|
||||
}
|
||||
|
||||
StaticModel::StaticModel(SymbolTable &symbol_table_arg,
|
||||
|
|
@ -92,18 +58,8 @@ StaticModel::StaticModel(SymbolTable &symbol_table_arg,
|
|||
|
||||
StaticModel::StaticModel(const StaticModel &m) :
|
||||
ModelTree{m},
|
||||
v_temporary_terms_inuse{m.v_temporary_terms_inuse},
|
||||
map_idx{m.map_idx},
|
||||
map_idx2{m.map_idx2},
|
||||
global_temporary_terms{m.global_temporary_terms},
|
||||
block_type_firstequation_size_mfs{m.block_type_firstequation_size_mfs},
|
||||
blocks_linear{m.blocks_linear},
|
||||
block_col_type{m.block_col_type},
|
||||
endo_max_leadlag_block{m.endo_max_leadlag_block},
|
||||
other_endo_max_leadlag_block{m.other_endo_max_leadlag_block},
|
||||
exo_max_leadlag_block{m.exo_max_leadlag_block},
|
||||
exo_det_max_leadlag_block{m.exo_det_max_leadlag_block},
|
||||
max_leadlag_block{m.max_leadlag_block}
|
||||
global_temporary_terms{m.global_temporary_terms}
|
||||
{
|
||||
copyHelper(m);
|
||||
}
|
||||
|
|
@ -113,38 +69,10 @@ StaticModel::operator=(const StaticModel &m)
|
|||
{
|
||||
ModelTree::operator=(m);
|
||||
|
||||
v_temporary_terms.clear();
|
||||
v_temporary_terms_local.clear();
|
||||
|
||||
v_temporary_terms_inuse = m.v_temporary_terms_inuse;
|
||||
|
||||
first_chain_rule_derivatives.clear();
|
||||
|
||||
map_idx = m.map_idx;
|
||||
map_idx2 = m.map_idx2;
|
||||
global_temporary_terms = m.global_temporary_terms;
|
||||
|
||||
equation_type_and_normalized_equation.clear();
|
||||
|
||||
block_type_firstequation_size_mfs = m.block_type_firstequation_size_mfs;
|
||||
|
||||
blocks_derivatives.clear();
|
||||
dynamic_jacobian.clear();
|
||||
|
||||
blocks_linear = m.blocks_linear;
|
||||
|
||||
derivative_endo.clear();
|
||||
derivative_other_endo.clear();
|
||||
derivative_exo.clear();
|
||||
derivative_exo_det.clear();
|
||||
|
||||
block_col_type = m.block_col_type;
|
||||
endo_max_leadlag_block = m.endo_max_leadlag_block;
|
||||
other_endo_max_leadlag_block = m.other_endo_max_leadlag_block;
|
||||
exo_max_leadlag_block = m.exo_max_leadlag_block;
|
||||
exo_det_max_leadlag_block = m.exo_det_max_leadlag_block;
|
||||
max_leadlag_block = m.max_leadlag_block;
|
||||
|
||||
copyHelper(m);
|
||||
|
||||
return *this;
|
||||
|
|
|
|||
|
|
@ -33,17 +33,9 @@ class DynamicModel;
|
|||
class StaticModel : public ModelTree
|
||||
{
|
||||
private:
|
||||
//! global temporary terms for block decomposed models
|
||||
vector<vector<temporary_terms_t>> v_temporary_terms;
|
||||
|
||||
//! local temporary terms for block decomposed models
|
||||
vector<vector<temporary_terms_t>> v_temporary_terms_local;
|
||||
|
||||
vector<temporary_terms_inuse_t> v_temporary_terms_inuse;
|
||||
|
||||
using first_chain_rule_derivatives_t = map<tuple<int, int, int>, expr_t>;
|
||||
first_chain_rule_derivatives_t first_chain_rule_derivatives;
|
||||
|
||||
//! Writes static model file (standard Matlab version)
|
||||
void writeStaticMFile(const string &basename) const;
|
||||
|
||||
|
|
@ -75,8 +67,6 @@ private:
|
|||
*/
|
||||
void evaluateJacobian(const eval_context_t &eval_context, jacob_map_t *j_m, bool dynamic);
|
||||
|
||||
map_idx_t map_idx;
|
||||
|
||||
vector<map_idx_t> map_idx2;
|
||||
|
||||
//! sorts the temporary terms in the blocks order
|
||||
|
|
@ -110,37 +100,10 @@ private:
|
|||
//! Indicate if the temporary terms are computed for the overall model (true) or not (false). Default value true
|
||||
bool global_temporary_terms{true};
|
||||
|
||||
//! Vector describing equations: BlockSimulationType, if BlockSimulationType == EVALUATE_s then a expr_t on the new normalized equation
|
||||
equation_type_and_normalized_equation_t equation_type_and_normalized_equation;
|
||||
|
||||
//! for each block contains pair< Simulation_Type, pair < Block_Size, Recursive_part_Size >>
|
||||
block_type_firstequation_size_mfs_t block_type_firstequation_size_mfs;
|
||||
|
||||
//! for all blocks derivatives description
|
||||
blocks_derivatives_t blocks_derivatives;
|
||||
|
||||
//! The jacobian without the elements below the cutoff
|
||||
dynamic_jacob_map_t dynamic_jacobian;
|
||||
|
||||
//! Vector indicating if the block is linear in endogenous variable (true) or not (false)
|
||||
vector<bool> blocks_linear;
|
||||
|
||||
//! Map the derivatives for a block tuple<lag, eq, var>
|
||||
using derivative_t = map<tuple<int, int, int>, expr_t>;
|
||||
//! Vector of derivative for each blocks
|
||||
vector<derivative_t> derivative_endo, derivative_other_endo, derivative_exo, derivative_exo_det;
|
||||
|
||||
//!List for each block and for each lag-leag all the other endogenous variables and exogenous variables
|
||||
using var_t = set<int>;
|
||||
using lag_var_t = map<int, var_t>;
|
||||
|
||||
//! for each block described the number of static, forward, backward and mixed variables in the block
|
||||
/*! tuple<static, forward, backward, mixed> */
|
||||
vector<tuple<int, int, int, int>> block_col_type;
|
||||
|
||||
//!Maximum lead and lag for each block on endogenous of the block, endogenous of the previous blocks, exogenous and deterministic exogenous
|
||||
vector<pair<int, int>> endo_max_leadlag_block, other_endo_max_leadlag_block, exo_max_leadlag_block, exo_det_max_leadlag_block, max_leadlag_block;
|
||||
|
||||
//! Helper functions for writeStaticModel
|
||||
void writeStaticModelHelper(const string &basename,
|
||||
const string &name, const string &retvalname,
|
||||
|
|
|
|||
Loading…
Reference in New Issue