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Preprocessor: bugfixes to block_mfs option of steady 

* sort recursive variables in topological order in the _static.m file
* collectEndogenous() returs type specific IDs, not symb_id!


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2833 ac1d8469-bf42-47a9-8791-bf33cf982152
issue#70
sebastien 2009-07-10 14:22:40 +00:00
parent 8a6d750c51
commit 81b6823bb3
3 changed files with 73 additions and 29 deletions
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4
ExprNode.hh
View File

@ -155,14 +155,14 @@ public:
//! Computes the set of endogenous variables in the expression
/*!
Endogenous are stored as integer pairs of the form (symb_id, lag).
Endogenous are stored as integer pairs of the form (type_specific_id, lag).
They are added to the set given in argument.
*/
virtual void collectEndogenous(set<pair<int, int> > &result) const = 0;
//! Computes the set of exogenous variables in the expression
/*!
Exogenous are stored as integer pairs of the form (symb_id, lag).
Exogenous are stored as integer pairs of the form (type_specific_id, lag).
They are added to the set given in argument.
*/
virtual void collectExogenous(set<pair<int, int> > &result) const = 0;

88
StaticModel.cc
View File

@ -201,6 +201,7 @@ StaticModel::computingPass(bool block_mfs_arg, bool hessian, bool no_tmp_terms)
computeNormalization();
computeSortedBlockDecomposition();
computeMFS();
computeSortedRecursive();
computeBlockMFSJacobian();
}
else if (!no_tmp_terms)
@ -248,7 +249,7 @@ StaticModel::computeNormalization()
equations[i]->collectEndogenous(endo);
for(set<pair<int, int> >::const_iterator it = endo.begin();
it != endo.end(); it++)
add_edge(i + n, symbol_table.getTypeSpecificID(it->first), g);
add_edge(i + n, it->first, g);
}
// Compute maximum cardinality matching
@ -346,7 +347,7 @@ StaticModel::computeNormalizedEquations(multimap<int, int> &endo2eqs) const
set<pair<int, int> > endo;
equations[i]->get_arg2()->collectEndogenous(endo);
if (endo.find(make_pair(symb_id, 0)) != endo.end())
if (endo.find(make_pair(symbol_table.getTypeSpecificID(symb_id), 0)) != endo.end())
continue;
endo2eqs.insert(make_pair(symbol_table.getTypeSpecificID(symb_id), i));
@ -378,7 +379,7 @@ StaticModel::computeSortedBlockDecomposition()
equations[endo2eq[i]]->collectEndogenous(endo);
for(set<pair<int, int> >::const_iterator it = endo.begin();
it != endo.end(); it++)
add_edge(symbol_table.getTypeSpecificID(it->first), i, g);
add_edge(it->first, i, g);
}
// Compute strongly connected components
@ -463,17 +464,62 @@ StaticModel::computeMFS()
for(set<pair<int, int> >::const_iterator it2 = endo.begin();
it2 != endo.end(); ++it2)
{
const int tsid = symbol_table.getTypeSpecificID(it2->first);
if (blocks[b].find(tsid) != blocks[b].end()) // Add edge only if vertex member of this block
add_edge(tsid2vertex[tsid], tsid2vertex[*it], g);
}
if (blocks[b].find(it2->first) != blocks[b].end()) // Add edge only if vertex member of this block
add_edge(tsid2vertex[it2->first], tsid2vertex[*it], g);
}
// Compute minimum feedback set
MFS::Minimal_set_of_feedback_vertex(blocksMFS[b], g);
#ifdef DEBUG
cout << "Block " << b << ": " << blocksMFS[b].size() << "/" << blocks[b].size() << " in MFS" << endl;
#endif
}
}
void
StaticModel::computeSortedRecursive()
{
const int nblocks = blocks.size();
blocksRecursive.clear();
blocksRecursive.resize(nblocks);
for(int b = 0; b < nblocks; b++)
{
// Construct the set of recursive vars
// The index in this vector will be the vertex descriptor in the graph
vector<int> recurs_vars;
set_difference(blocks[b].begin(), blocks[b].end(),
blocksMFS[b].begin(), blocksMFS[b].end(),
back_inserter(recurs_vars));
// Construct graph representation of recursive vars
typedef adjacency_list<vecS, vecS, directedS> DirectedGraph;
DirectedGraph dag(recurs_vars.size());
set<pair<int, int> > endo;
for(int i = 0; i < (int) recurs_vars.size(); i++)
{
endo.clear();
equations[endo2eq[recurs_vars[i]]]->get_arg2()->collectEndogenous(endo);
for(set<pair<int, int> >::const_iterator it = endo.begin();
it != endo.end(); it++)
{
vector<int>::const_iterator it2 = find(recurs_vars.begin(), recurs_vars.end(), it->first);
if (it2 != recurs_vars.end())
{
int source_vertex = it2 - recurs_vars.begin();
add_edge(source_vertex, i, dag);
}
}
}
// Compute topological sort
deque<int> ordered_recurs_vertices;
topological_sort(dag, front_inserter(ordered_recurs_vertices)); // We use a front inserter because topological_sort returns the inverse order
// Construct the final order
for(deque<int>::const_iterator it = ordered_recurs_vertices.begin();
it != ordered_recurs_vertices.end(); it++)
blocksRecursive[b].push_back(recurs_vars[*it]);
}
}
@ -483,17 +529,11 @@ StaticModel::computeBlockMFSJacobian()
blocksMFSJacobian.clear();
for(int b = 0; b < (int) blocks.size(); b++)
{
// Create the set of recursive variables (i.e. those not in the MFS)
set<int> recurs_vars;
set_difference(blocks[b].begin(), blocks[b].end(),
blocksMFS[b].begin(), blocksMFS[b].end(),
inserter(recurs_vars, recurs_vars.begin()));
// Create the map of recursive variables to their normalized equation
map<int, NodeID> recurs_vars_eqs;
for(set<int>::const_iterator it = recurs_vars.begin();
it != recurs_vars.end(); it++)
recurs_vars_eqs[symbol_table.getID(eEndogenous, *it)] = equations[endo2eq[*it]];
// Create the map of recursive vars to their normalized equation
map<int, NodeID> recursive2eq;
for(vector<int>::const_iterator it = blocksRecursive[b].begin();
it != blocksRecursive[b].end(); it++)
recursive2eq[symbol_table.getID(eEndogenous, *it)] = equations[endo2eq[*it]];
for(set<int>::const_iterator it = blocksMFS[b].begin();
it != blocksMFS[b].end(); it++)
@ -503,7 +543,7 @@ StaticModel::computeBlockMFSJacobian()
it2 != blocksMFS[b].end(); it2++)
{
int deriv_id = symbol_table.getID(eEndogenous, *it2);
NodeID d = equations[eq_no]->getChainRuleDerivative(deriv_id, recurs_vars_eqs);
NodeID d = equations[eq_no]->getChainRuleDerivative(deriv_id, recursive2eq);
if (d != Zero)
blocksMFSJacobian[make_pair(eq_no, *it2)] = d;
}
@ -536,12 +576,8 @@ StaticModel::writeStaticBlockMFSFile(ostream &output, const string &func_name) c
{
output << " case " << b+1 << endl
<< " % Variables not in minimum feedback set" << endl;
set<int> recurs_vars;
set_difference(blocks[b].begin(), blocks[b].end(),
blocksMFS[b].begin(), blocksMFS[b].end(),
inserter(recurs_vars, recurs_vars.begin()));
for(set<int>::const_iterator it = recurs_vars.begin();
it != recurs_vars.end(); it++)
for(vector<int>::const_iterator it = blocksRecursive[b].begin();
it != blocksRecursive[b].end(); it++)
{
equations[endo2eq[*it]]->writeOutput(output, oMatlabStaticModel, temporary_terms_type());
output << ";" << endl;

10
StaticModel.hh
View File

@ -42,6 +42,10 @@ private:
/*! Elements of blocksMFS are subset of elements of blocks */
vector<set<int> > blocksMFS;
//! Variables not in minimum feedback set for each block, sorted in topological order
/*! This is the set difference blocks - blocksMFS. The variables are sorted in topological order. */
vector<vector<int> > blocksRecursive;
//! Jacobian for matrix restricted to MFS
/*! Maps a pair (equation ID, endogenous type specific ID) to the derivative expression. Stores only non-null derivatives. */
map<pair<int, int>, NodeID> blocksMFSJacobian;
@ -65,8 +69,12 @@ private:
/*! Must be called after computeSortedBlockDecomposition() */
void computeMFS();
//! Computes derivatives of each MFS
//! For each block of the static model, computes resursive variables (those not in minimum feedback set), and sort them in topological order
/*! Must be called after computeMFS() */
void computeSortedRecursive();
//! Computes derivatives of each MFS
/*! Must be called after computeSortedRecursive() */
void computeBlockMFSJacobian();
//! Computes the list of equations which are already in normalized form