putting functions related to extended preprocessor in ExternalFiles.cc
Michel Juillard
parent
cffe121a37
commit
8d3876e55b
277
DynamicModel.cc
277
DynamicModel.cc
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@ -4284,281 +4284,4 @@ DynamicModel::dynamicOnlyEquationsNbr() const
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return eqs.size();
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}
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void
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DynamicModel::writeFirstDerivativesC(const string &basename, bool cuda) const
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{
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string filename = basename + "_first_derivatives.c";
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ofstream mDynamicModelFile, mDynamicMexFile;
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mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
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if (!mDynamicModelFile.is_open())
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{
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cerr << "Error: Can't open file " << filename << " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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mDynamicModelFile << "/*" << endl
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<< " * " << filename << " : Computes first order derivatives of the model for Dynare" << endl
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<< " *" << endl
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<< " * Warning : this file is generated automatically by Dynare" << endl
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<< " * from model " << basename << "(.mod)" << endl
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<< " */" << endl
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<< "#include <math.h>" << endl;
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mDynamicModelFile << "#include <stdlib.h>" << endl;
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mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
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<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
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// Write function definition if oPowerDeriv is used
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writePowerDerivCHeader(mDynamicModelFile);
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mDynamicModelFile << "void FirstDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
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<< "{" << endl;
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// this is always empty here, but needed by d1->writeOutput
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deriv_node_temp_terms_t tef_terms;
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// Writing Jacobian
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for (first_derivatives_t::const_iterator it = first_derivatives.begin();
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it != first_derivatives.end(); it++)
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{
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int eq = it->first.first;
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int var = it->first.second;
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expr_t d1 = it->second;
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jacobianHelper(mDynamicModelFile, eq, getDynJacobianCol(var), oCDynamicModel);
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mDynamicModelFile << "=";
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// oCstaticModel makes reference to the static variables
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d1->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
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mDynamicModelFile << ";" << endl;
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}
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mDynamicModelFile << "}" << endl;
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writePowerDeriv(mDynamicModelFile, true);
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mDynamicModelFile.close();
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}
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// using compressed sparse row format (CSR)
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void
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DynamicModel::writeSecondDerivativesC_csr(const string &basename, bool cuda) const
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{
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string filename = basename + "_second_derivatives.c";
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ofstream mDynamicModelFile, mDynamicMexFile;
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mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
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if (!mDynamicModelFile.is_open())
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{
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cerr << "Error: Can't open file " << filename << " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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mDynamicModelFile << "/*" << endl
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<< " * " << filename << " : Computes second order derivatives of the model for Dynare" << endl
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<< " *" << endl
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<< " * Warning : this file is generated automatically by Dynare" << endl
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<< " * from model " << basename << "(.mod)" << endl
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<< " */" << endl
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<< "#include <math.h>" << endl;
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mDynamicModelFile << "#include <stdlib.h>" << endl;
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mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
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<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
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// write function definition if oPowerDeriv is used
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writePowerDerivCHeader(mDynamicModelFile);
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mDynamicModelFile << "void SecondDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, int *row_ptr, int *col_ptr, double *value)" << endl
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<< "{" << endl;
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// this is always empty here, but needed by d1->writeOutput
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deriv_node_temp_terms_t tef_terms;
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// Indexing derivatives in column order
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vector<derivative> D;
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int hessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
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for (second_derivatives_t::const_iterator it = second_derivatives.begin();
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it != second_derivatives.end(); it++)
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{
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int eq = it->first.first;
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int var1 = it->first.second.first;
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int var2 = it->first.second.second;
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int id1 = getDynJacobianCol(var1);
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int id2 = getDynJacobianCol(var2);
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int col_nb = id1 * dynJacobianColsNbr + id2;
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derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
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D.push_back(deriv);
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if (id1 != id2)
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{
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col_nb = id2 * dynJacobianColsNbr + id1;
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derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
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D.push_back(deriv);
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}
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}
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sort(D.begin(), D.end(), derivative_less_than() );
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// Writing Hessian
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vector<int> row_ptr(equations.size());
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fill(row_ptr.begin(),row_ptr.end(),0.0);
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int k = 0;
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for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
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{
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row_ptr[it->row_nbr]++;
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mDynamicModelFile << "col_ptr[" << k << "] "
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<< "=" << it->col_nbr << ";" << endl;
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mDynamicModelFile << "value[" << k << "] = ";
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// oCstaticModel makes reference to the static variables
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it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
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mDynamicModelFile << ";" << endl;
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k++;
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}
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// row_ptr must point to the relative address of the first element of the row
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int cumsum = 0;
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mDynamicModelFile << "row_ptr = [ 0";
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for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
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{
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cumsum += *it;
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mDynamicModelFile << ", " << cumsum;
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}
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mDynamicModelFile << "];" << endl;
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mDynamicModelFile << "}" << endl;
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writePowerDeriv(mDynamicModelFile, true);
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mDynamicModelFile.close();
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}
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void
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DynamicModel::writeThirdDerivativesC_csr(const string &basename, bool cuda) const
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{
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string filename = basename + "_third_derivatives.c";
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ofstream mDynamicModelFile, mDynamicMexFile;
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mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
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if (!mDynamicModelFile.is_open())
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{
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cerr << "Error: Can't open file " << filename << " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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mDynamicModelFile << "/*" << endl
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<< " * " << filename << " : Computes third order derivatives of the model for Dynare" << endl
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<< " *" << endl
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<< " * Warning : this file is generated automatically by Dynare" << endl
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<< " * from model " << basename << "(.mod)" << endl
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<< " */" << endl
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<< "#include <math.h>" << endl;
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mDynamicModelFile << "#include <stdlib.h>" << endl;
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mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
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<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
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// Write function definition if oPowerDeriv is used
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writePowerDerivCHeader(mDynamicModelFile);
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mDynamicModelFile << "void ThirdDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
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<< "{" << endl;
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// this is always empty here, but needed by d1->writeOutput
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deriv_node_temp_terms_t tef_terms;
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vector<derivative> D;
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int hessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
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int thirdDerivativesColsNbr = hessianColsNbr*dynJacobianColsNbr;
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for (third_derivatives_t::const_iterator it = third_derivatives.begin();
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it != third_derivatives.end(); it++)
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{
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int eq = it->first.first;
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int var1 = it->first.second.first;
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int var2 = it->first.second.second.first;
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int var3 = it->first.second.second.second;
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int id1 = getDynJacobianCol(var1);
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int id2 = getDynJacobianCol(var2);
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int id3 = getDynJacobianCol(var3);
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// Reference column number for the g3 matrix (with symmetrical derivatives)
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vector<long unsigned int> cols;
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long unsigned int col_nb = id1 * hessianColsNbr + id2 * dynJacobianColsNbr + id3;
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int thirdDColsNbr = hessianColsNbr*dynJacobianColsNbr;
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derivative deriv(col_nb + eq*thirdDColsNbr,col_nb,eq,it->second);
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D.push_back(deriv);
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cols.push_back(col_nb);
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col_nb = id1 * hessianColsNbr + id3 * dynJacobianColsNbr + id2;
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if (find(cols.begin(),cols.end(),col_nb) == cols.end())
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{
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derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
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D.push_back(deriv);
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cols.push_back(col_nb);
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}
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col_nb = id2 * hessianColsNbr + id1 * dynJacobianColsNbr + id3;
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if (find(cols.begin(),cols.end(),col_nb) == cols.end())
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{
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derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
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D.push_back(deriv);
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cols.push_back(col_nb);
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}
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col_nb = id2 * hessianColsNbr + id3 * dynJacobianColsNbr + id1;
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if (find(cols.begin(),cols.end(),col_nb) == cols.end())
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{
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derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
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D.push_back(deriv);
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cols.push_back(col_nb);
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}
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col_nb = id3 * hessianColsNbr + id1 * dynJacobianColsNbr + id2;
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if (find(cols.begin(),cols.end(),col_nb) == cols.end())
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{
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derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
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D.push_back(deriv);
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cols.push_back(col_nb);
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}
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col_nb = id3 * hessianColsNbr + id2 * dynJacobianColsNbr + id1;
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if (find(cols.begin(),cols.end(),col_nb) == cols.end())
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{
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derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
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D.push_back(deriv);
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}
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}
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sort(D.begin(), D.end(), derivative_less_than() );
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vector<int> row_ptr(equations.size());
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fill(row_ptr.begin(),row_ptr.end(),0.0);
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int k = 0;
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for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
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{
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row_ptr[it->row_nbr]++;
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mDynamicModelFile << "col_ptr[" << k << "] "
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<< "=" << it->col_nbr << ";" << endl;
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mDynamicModelFile << "value[" << k << "] = ";
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// oCstaticModel makes reference to the static variables
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it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
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mDynamicModelFile << ";" << endl;
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k++;
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}
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// row_ptr must point to the relative address of the first element of the row
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int cumsum = 0;
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mDynamicModelFile << "row_ptr = [ 0";
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for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
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{
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cumsum += *it;
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mDynamicModelFile << ", " << cumsum;
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}
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mDynamicModelFile << "];" << endl;
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mDynamicModelFile << "}" << endl;
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writePowerDeriv(mDynamicModelFile, true);
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mDynamicModelFile.close();
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}
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@ -213,10 +213,6 @@ public:
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const eval_context_t &eval_context, bool no_tmp_terms, bool block, bool use_dll, bool bytecode);
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//! Writes model initialization and lead/lag incidence matrix to output
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void writeOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
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//! Writes model initialization and lead/lag incidence matrix to C output
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void writeCOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
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//! Writes model initialization and lead/lag incidence matrix to Cpp output
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void writeCCOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
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//! Adds informations for simulation in a binary file
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void Write_Inf_To_Bin_File_Block(const string &dynamic_basename, const string &bin_basename,
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@ -225,12 +221,6 @@ public:
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void writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, int order) const;
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//! Writes file containing parameters derivatives
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void writeParamsDerivativesFile(const string &basename) const;
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//! Writes CC file containing first order derivatives of model evaluated at steady state
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void writeFirstDerivativesC(const string &basename, bool cuda) const;
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//! Writes CC file containing second order derivatives of model evaluated at steady state (compressed sparse column)
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void writeSecondDerivativesC_csr(const string &basename, bool cuda) const;
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//! Writes CC file containing third order derivatives of model evaluated at steady state (compressed sparse column)
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void writeThirdDerivativesC_csr(const string &basename, bool cuda) const;
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//! Converts to static model (only the equations)
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/*! It assumes that the static model given in argument has just been allocated */
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void toStatic(StaticModel &static_model) const;
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@ -473,6 +463,18 @@ public:
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return (-1);
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};
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bool isModelLocalVariableUsed() const;
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// in ExternalFiles.cc
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//! Writes model initialization and lead/lag incidence matrix to C output
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void writeCOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
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//! Writes model initialization and lead/lag incidence matrix to Cpp output
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void writeCCOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
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//! Writes C file containing first order derivatives of model evaluated at steady state
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void writeFirstDerivativesC(const string &basename, bool cuda) const;
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//! Writes C file containing second order derivatives of model evaluated at steady state (compressed sparse column)
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void writeSecondDerivativesC_csr(const string &basename, bool cuda) const;
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//! Writes C file containing third order derivatives of model evaluated at steady state (compressed sparse column)
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void writeThirdDerivativesC_csr(const string &basename, bool cuda) const;
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};
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//! Classes to re-order derivatives for various sparse storage formats
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335
ExternalFiles.cc
335
ExternalFiles.cc
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@ -16,6 +16,7 @@
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include <cassert>
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#include "ModFile.hh"
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#include "DynamicModel.hh"
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#include "StaticModel.hh"
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@ -154,14 +155,13 @@ DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_d
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vector<int> zeta_back, zeta_mixed, zeta_fwrd, zeta_static;
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for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
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{
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int varID;
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// Loop on periods
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for (int lag = 0; lag <= 2; lag++)
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{
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lag_presence[lag] = 1;
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try
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{
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varID = getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
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getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
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}
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catch (UnknownDerivIDException &e)
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{
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@ -239,7 +239,335 @@ DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_d
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}
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}
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void
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DynamicModel::writeFirstDerivativesC(const string &basename, bool cuda) const
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{
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string filename = basename + "_first_derivatives.c";
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ofstream mDynamicModelFile, mDynamicMexFile;
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mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
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if (!mDynamicModelFile.is_open())
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{
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cerr << "Error: Can't open file " << filename << " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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mDynamicModelFile << "/*" << endl
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<< " * " << filename << " : Computes first order derivatives of the model for Dynare" << endl
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<< " *" << endl
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<< " * Warning : this file is generated automatically by Dynare" << endl
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<< " * from model " << basename << "(.mod)" << endl
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<< " */" << endl
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<< "#include <math.h>" << endl;
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mDynamicModelFile << "#include <stdlib.h>" << endl;
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mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
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<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
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// Write function definition if oPowerDeriv is used
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writePowerDerivCHeader(mDynamicModelFile);
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mDynamicModelFile << "void FirstDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
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<< "{" << endl;
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// this is always empty here, but needed by d1->writeOutput
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deriv_node_temp_terms_t tef_terms;
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// Writing Jacobian
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for (first_derivatives_t::const_iterator it = first_derivatives.begin();
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it != first_derivatives.end(); it++)
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{
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int eq = it->first.first;
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int var = it->first.second;
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expr_t d1 = it->second;
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|
||||
jacobianHelper(mDynamicModelFile, eq, getDynJacobianCol(var), oCDynamicModel);
|
||||
mDynamicModelFile << "=";
|
||||
// oCstaticModel makes reference to the static variables
|
||||
d1->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
|
||||
mDynamicModelFile << ";" << endl;
|
||||
}
|
||||
|
||||
mDynamicModelFile << "}" << endl;
|
||||
|
||||
writePowerDeriv(mDynamicModelFile, true);
|
||||
mDynamicModelFile.close();
|
||||
|
||||
}
|
||||
|
||||
// using compressed sparse row format (CSR)
|
||||
void
|
||||
DynamicModel::writeSecondDerivativesC_csr(const string &basename, bool cuda) const
|
||||
{
|
||||
|
||||
string filename = basename + "_second_derivatives.c";
|
||||
ofstream mDynamicModelFile, mDynamicMexFile;
|
||||
|
||||
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
|
||||
if (!mDynamicModelFile.is_open())
|
||||
{
|
||||
cerr << "Error: Can't open file " << filename << " for writing" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
mDynamicModelFile << "/*" << endl
|
||||
<< " * " << filename << " : Computes second order derivatives of the model for Dynare" << endl
|
||||
<< " *" << endl
|
||||
<< " * Warning : this file is generated automatically by Dynare" << endl
|
||||
<< " * from model " << basename << "(.mod)" << endl
|
||||
<< " */" << endl
|
||||
<< "#include <math.h>" << endl;
|
||||
|
||||
mDynamicModelFile << "#include <stdlib.h>" << endl;
|
||||
|
||||
mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
|
||||
<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
|
||||
|
||||
// write function definition if oPowerDeriv is used
|
||||
writePowerDerivCHeader(mDynamicModelFile);
|
||||
|
||||
mDynamicModelFile << "void SecondDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, int *row_ptr, int *col_ptr, double *value)" << endl
|
||||
<< "{" << endl;
|
||||
|
||||
// this is always empty here, but needed by d1->writeOutput
|
||||
deriv_node_temp_terms_t tef_terms;
|
||||
|
||||
// Indexing derivatives in column order
|
||||
vector<derivative> D;
|
||||
int hessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
|
||||
for (second_derivatives_t::const_iterator it = second_derivatives.begin();
|
||||
it != second_derivatives.end(); it++)
|
||||
{
|
||||
int eq = it->first.first;
|
||||
int var1 = it->first.second.first;
|
||||
int var2 = it->first.second.second;
|
||||
|
||||
int id1 = getDynJacobianCol(var1);
|
||||
int id2 = getDynJacobianCol(var2);
|
||||
|
||||
int col_nb = id1 * dynJacobianColsNbr + id2;
|
||||
|
||||
derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
|
||||
D.push_back(deriv);
|
||||
if (id1 != id2)
|
||||
{
|
||||
col_nb = id2 * dynJacobianColsNbr + id1;
|
||||
derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
|
||||
D.push_back(deriv);
|
||||
}
|
||||
}
|
||||
sort(D.begin(), D.end(), derivative_less_than() );
|
||||
|
||||
// Writing Hessian
|
||||
vector<int> row_ptr(equations.size());
|
||||
fill(row_ptr.begin(),row_ptr.end(),0.0);
|
||||
int k = 0;
|
||||
for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
|
||||
{
|
||||
row_ptr[it->row_nbr]++;
|
||||
mDynamicModelFile << "col_ptr[" << k << "] "
|
||||
<< "=" << it->col_nbr << ";" << endl;
|
||||
mDynamicModelFile << "value[" << k << "] = ";
|
||||
// oCstaticModel makes reference to the static variables
|
||||
it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
|
||||
mDynamicModelFile << ";" << endl;
|
||||
k++;
|
||||
}
|
||||
|
||||
// row_ptr must point to the relative address of the first element of the row
|
||||
int cumsum = 0;
|
||||
mDynamicModelFile << "row_ptr = [ 0";
|
||||
for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
|
||||
{
|
||||
cumsum += *it;
|
||||
mDynamicModelFile << ", " << cumsum;
|
||||
}
|
||||
mDynamicModelFile << "];" << endl;
|
||||
|
||||
mDynamicModelFile << "}" << endl;
|
||||
|
||||
writePowerDeriv(mDynamicModelFile, true);
|
||||
mDynamicModelFile.close();
|
||||
|
||||
}
|
||||
|
||||
void
|
||||
DynamicModel::writeThirdDerivativesC_csr(const string &basename, bool cuda) const
|
||||
{
|
||||
string filename = basename + "_third_derivatives.c";
|
||||
ofstream mDynamicModelFile, mDynamicMexFile;
|
||||
|
||||
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
|
||||
if (!mDynamicModelFile.is_open())
|
||||
{
|
||||
cerr << "Error: Can't open file " << filename << " for writing" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
mDynamicModelFile << "/*" << endl
|
||||
<< " * " << filename << " : Computes third order derivatives of the model for Dynare" << endl
|
||||
<< " *" << endl
|
||||
<< " * Warning : this file is generated automatically by Dynare" << endl
|
||||
<< " * from model " << basename << "(.mod)" << endl
|
||||
<< " */" << endl
|
||||
<< "#include <math.h>" << endl;
|
||||
|
||||
mDynamicModelFile << "#include <stdlib.h>" << endl;
|
||||
|
||||
mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
|
||||
<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
|
||||
|
||||
// Write function definition if oPowerDeriv is used
|
||||
writePowerDerivCHeader(mDynamicModelFile);
|
||||
|
||||
mDynamicModelFile << "void ThirdDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
|
||||
<< "{" << endl;
|
||||
|
||||
// this is always empty here, but needed by d1->writeOutput
|
||||
deriv_node_temp_terms_t tef_terms;
|
||||
|
||||
vector<derivative> D;
|
||||
int hessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
|
||||
int thirdDerivativesColsNbr = hessianColsNbr*dynJacobianColsNbr;
|
||||
for (third_derivatives_t::const_iterator it = third_derivatives.begin();
|
||||
it != third_derivatives.end(); it++)
|
||||
{
|
||||
int eq = it->first.first;
|
||||
int var1 = it->first.second.first;
|
||||
int var2 = it->first.second.second.first;
|
||||
int var3 = it->first.second.second.second;
|
||||
|
||||
int id1 = getDynJacobianCol(var1);
|
||||
int id2 = getDynJacobianCol(var2);
|
||||
int id3 = getDynJacobianCol(var3);
|
||||
|
||||
// Reference column number for the g3 matrix (with symmetrical derivatives)
|
||||
vector<long unsigned int> cols;
|
||||
long unsigned int col_nb = id1 * hessianColsNbr + id2 * dynJacobianColsNbr + id3;
|
||||
int thirdDColsNbr = hessianColsNbr*dynJacobianColsNbr;
|
||||
derivative deriv(col_nb + eq*thirdDColsNbr,col_nb,eq,it->second);
|
||||
D.push_back(deriv);
|
||||
cols.push_back(col_nb);
|
||||
col_nb = id1 * hessianColsNbr + id3 * dynJacobianColsNbr + id2;
|
||||
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
|
||||
{
|
||||
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
|
||||
D.push_back(deriv);
|
||||
cols.push_back(col_nb);
|
||||
}
|
||||
col_nb = id2 * hessianColsNbr + id1 * dynJacobianColsNbr + id3;
|
||||
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
|
||||
{
|
||||
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
|
||||
D.push_back(deriv);
|
||||
cols.push_back(col_nb);
|
||||
}
|
||||
col_nb = id2 * hessianColsNbr + id3 * dynJacobianColsNbr + id1;
|
||||
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
|
||||
{
|
||||
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
|
||||
D.push_back(deriv);
|
||||
cols.push_back(col_nb);
|
||||
}
|
||||
col_nb = id3 * hessianColsNbr + id1 * dynJacobianColsNbr + id2;
|
||||
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
|
||||
{
|
||||
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
|
||||
D.push_back(deriv);
|
||||
cols.push_back(col_nb);
|
||||
}
|
||||
col_nb = id3 * hessianColsNbr + id2 * dynJacobianColsNbr + id1;
|
||||
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
|
||||
{
|
||||
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
|
||||
D.push_back(deriv);
|
||||
}
|
||||
}
|
||||
|
||||
sort(D.begin(), D.end(), derivative_less_than() );
|
||||
|
||||
vector<int> row_ptr(equations.size());
|
||||
fill(row_ptr.begin(),row_ptr.end(),0.0);
|
||||
int k = 0;
|
||||
for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
|
||||
{
|
||||
row_ptr[it->row_nbr]++;
|
||||
mDynamicModelFile << "col_ptr[" << k << "] "
|
||||
<< "=" << it->col_nbr << ";" << endl;
|
||||
mDynamicModelFile << "value[" << k << "] = ";
|
||||
// oCstaticModel makes reference to the static variables
|
||||
it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
|
||||
mDynamicModelFile << ";" << endl;
|
||||
k++;
|
||||
}
|
||||
|
||||
// row_ptr must point to the relative address of the first element of the row
|
||||
int cumsum = 0;
|
||||
mDynamicModelFile << "row_ptr = [ 0";
|
||||
for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
|
||||
{
|
||||
cumsum += *it;
|
||||
mDynamicModelFile << ", " << cumsum;
|
||||
}
|
||||
mDynamicModelFile << "];" << endl;
|
||||
|
||||
mDynamicModelFile << "}" << endl;
|
||||
|
||||
writePowerDeriv(mDynamicModelFile, true);
|
||||
mDynamicModelFile.close();
|
||||
|
||||
}
|
||||
|
||||
void
|
||||
SteadyStateModel::writeSteadyStateFileC(const string &basename, bool ramsey_model) const
|
||||
{
|
||||
string filename = basename + "_steadystate.c";
|
||||
|
||||
ofstream output;
|
||||
output.open(filename.c_str(), ios::out | ios::binary);
|
||||
if (!output.is_open())
|
||||
{
|
||||
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
|
||||
output << "#include <math.h>" << endl;
|
||||
|
||||
output << "void steadystate("
|
||||
<< "const double *exo_, const double *params, double *ys_, int *info)" << endl
|
||||
<< "// Steady state file generated by Dynare preprocessor" << endl
|
||||
<< "{" << endl
|
||||
<< " *info = 0;" << endl;
|
||||
|
||||
if (def_table.size() == 0)
|
||||
{
|
||||
output << " return;" << endl
|
||||
<< "}" << endl;
|
||||
return;
|
||||
}
|
||||
|
||||
for (size_t i = 0; i < def_table.size(); i++)
|
||||
{
|
||||
const vector<int> &symb_ids = def_table[i].first;
|
||||
output << " ";
|
||||
if (symb_ids.size() > 1)
|
||||
std::cout << "Error: in C, multiple returns are not permitted in steady_state_model" << std::endl;
|
||||
variable_node_map_t::const_iterator it = variable_node_map.find(make_pair(symb_ids[0], 0));
|
||||
assert(it != variable_node_map.end());
|
||||
if (it->second->get_type() == eModFileLocalVariable)
|
||||
output << "double ";
|
||||
dynamic_cast<ExprNode *>(it->second)->writeOutput(output, oCSteadyStateFile);
|
||||
output << "=";
|
||||
def_table[i].second->writeOutput(output, oCSteadyStateFile);
|
||||
output << ";" << endl;
|
||||
}
|
||||
output << " // Auxiliary equations" << endl;
|
||||
static_model.writeAuxVarInitval(output, oCSteadyStateFile);
|
||||
output << "}" << endl;
|
||||
}
|
||||
|
||||
|
||||
//
|
||||
// C++ interface
|
||||
//
|
||||
void
|
||||
ModFile::writeExternalFilesCC(const string &basename, FileOutputType output) const
|
||||
{
|
||||
|
|
@ -353,14 +681,13 @@ DynamicModel::writeCCOutput(ostream &output, const string &basename, bool block_
|
|||
// Loop on endogenous variables
|
||||
for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
|
||||
{
|
||||
int varID;
|
||||
// Loop on periods
|
||||
for (int lag = 0; lag <= 2; lag++)
|
||||
{
|
||||
lag_presence[lag] = 1;
|
||||
try
|
||||
{
|
||||
varID = getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
|
||||
getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
|
||||
}
|
||||
catch (UnknownDerivIDException &e)
|
||||
{
|
||||
|
|
|
|||
|
|
@ -152,51 +152,3 @@ SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model
|
|||
<< "end" << endl;
|
||||
}
|
||||
|
||||
void
|
||||
SteadyStateModel::writeSteadyStateFileC(const string &basename, bool ramsey_model) const
|
||||
{
|
||||
string filename = basename + "_steadystate.c";
|
||||
|
||||
ofstream output;
|
||||
output.open(filename.c_str(), ios::out | ios::binary);
|
||||
if (!output.is_open())
|
||||
{
|
||||
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
|
||||
output << "#include <math.h>" << endl;
|
||||
|
||||
output << "void steadystate("
|
||||
<< "const double *exo_, const double *params, double *ys_, int *info)" << endl
|
||||
<< "// Steady state file generated by Dynare preprocessor" << endl
|
||||
<< "{" << endl
|
||||
<< " *info = 0;" << endl;
|
||||
|
||||
if (def_table.size() == 0)
|
||||
{
|
||||
output << " return;" << endl
|
||||
<< "}" << endl;
|
||||
return;
|
||||
}
|
||||
|
||||
for (size_t i = 0; i < def_table.size(); i++)
|
||||
{
|
||||
const vector<int> &symb_ids = def_table[i].first;
|
||||
output << " ";
|
||||
if (symb_ids.size() > 1)
|
||||
std::cout << "Error: in C, multiple returns are not permitted in steady_state_model" << std::endl;
|
||||
variable_node_map_t::const_iterator it = variable_node_map.find(make_pair(symb_ids[0], 0));
|
||||
assert(it != variable_node_map.end());
|
||||
if (it->second->get_type() == eModFileLocalVariable)
|
||||
output << "double ";
|
||||
dynamic_cast<ExprNode *>(it->second)->writeOutput(output, oCSteadyStateFile);
|
||||
output << "=";
|
||||
def_table[i].second->writeOutput(output, oCSteadyStateFile);
|
||||
output << ";" << endl;
|
||||
}
|
||||
output << " // Auxiliary equations" << endl;
|
||||
static_model.writeAuxVarInitval(output, oCSteadyStateFile);
|
||||
output << "}" << endl;
|
||||
}
|
||||
|
||||
|
|
|
|||
|
|
@ -49,6 +49,7 @@ public:
|
|||
\param[in] ramsey_model Is there a Ramsey model in the MOD file? If yes, then use the "ys" in argument of the steady state file as initial values
|
||||
*/
|
||||
void writeSteadyStateFile(const string &basename, bool ramsey_model) const;
|
||||
// in ExternalFiles.cc
|
||||
void writeSteadyStateFileC(const string &basename, bool ramsey_model) const;
|
||||
};
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue