Remove C and C++ preprocessor output types
This code is broken since the temporary terms array changes. It is probably not worth maintaining it.issue#70
parent
b8a5dfdc39
commit
946d105c04
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@ -5750,587 +5750,6 @@ DynamicModel::isChecksumMatching(const string &basename) const
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return true;
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}
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void
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DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present) const
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{
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int lag_presence[3];
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// Loop on endogenous variables
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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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// 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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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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lag_presence[lag] = 0;
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}
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}
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if (lag_presence[0] == 1)
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if (lag_presence[2] == 1)
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zeta_mixed.push_back(endoID);
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else
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zeta_back.push_back(endoID);
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else if (lag_presence[2] == 1)
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zeta_fwrd.push_back(endoID);
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else
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zeta_static.push_back(endoID);
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}
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output << "size_t nstatic = " << zeta_static.size() << ";" << endl
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<< "size_t nfwrd = " << zeta_fwrd.size() << ";" << endl
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<< "size_t nback = " << zeta_back.size() << ";" << endl
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<< "size_t nmixed = " << zeta_mixed.size() << ";" << endl;
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output << "size_t zeta_static[" << zeta_static.size() << "] = {";
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for (auto i = zeta_static.begin(); i != zeta_static.end(); ++i)
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{
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if (i != zeta_static.begin())
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output << ",";
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output << *i;
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}
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output << "};" << endl;
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output << "size_t zeta_back[" << zeta_back.size() << "] = {";
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for (auto i = zeta_back.begin(); i != zeta_back.end(); ++i)
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{
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if (i != zeta_back.begin())
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output << ",";
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output << *i;
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}
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output << "};" << endl;
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output << "size_t zeta_fwrd[" << zeta_fwrd.size() << "] = {";
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for (auto i = zeta_fwrd.begin(); i != zeta_fwrd.end(); ++i)
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{
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if (i != zeta_fwrd.begin())
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output << ",";
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output << *i;
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}
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output << "};" << endl;
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output << "size_t zeta_mixed[" << zeta_mixed.size() << "] = {";
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for (auto i = zeta_mixed.begin(); i != zeta_mixed.end(); ++i)
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{
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if (i != zeta_mixed.begin())
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output << ",";
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output << *i;
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}
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output << "};" << endl;
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// Write number of non-zero derivatives
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// Use -1 if the derivatives have not been computed
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output << "int *NNZDerivatives[3] = {";
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switch (order)
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{
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case 0:
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output << NNZDerivatives[0] << ",-1,-1};" << endl;
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break;
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case 1:
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output << NNZDerivatives[0] << "," << NNZDerivatives[1] << ",-1};" << endl;
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break;
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case 2:
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output << NNZDerivatives[0] << "," << NNZDerivatives[1] << "," << NNZDerivatives[2] << "};" << endl;
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break;
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default:
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cerr << "Order larger than 3 not implemented" << endl;
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exit(EXIT_FAILURE);
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}
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}
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void
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DynamicModel::writeResidualsC(const string &basename, bool cuda) const
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{
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string filename = basename + "_residuals.c";
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ofstream mDynamicModelFile, mDynamicMexFile;
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mDynamicModelFile.open(filename, 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 residuals 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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#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
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<< "#ifdef _MSC_VER" << endl
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<< "#define _USE_MATH_DEFINES" << endl
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<< "#endif" << endl
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#endif
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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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// even for residuals if doing Ramsey
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writePowerDerivCHeader(mDynamicModelFile);
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writeNormcdfCHeader(mDynamicModelFile);
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mDynamicModelFile << "void Residuals(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual)" << endl
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<< "{" << endl;
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ostringstream model_output; // Used for storing model equations
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writeModelEquations(model_output, oCDynamic2Model);
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mDynamicModelFile << " double lhs, rhs;" << endl
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<< endl
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<< " /* Residual equations */" << endl
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<< model_output.str()
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<< "}" << endl;
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writePowerDeriv(mDynamicModelFile);
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writeNormcdf(mDynamicModelFile);
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mDynamicModelFile.close();
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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, 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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#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
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<< "#ifdef _MSC_VER" << endl
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<< "#define _USE_MATH_DEFINES" << endl
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<< "#endif" << endl
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#endif
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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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writeNormcdfCHeader(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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// Writing Jacobian
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for (const auto & first_derivative : first_derivatives)
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{
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int eq = first_derivative.first.first;
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int var = first_derivative.first.second;
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expr_t d1 = first_derivative.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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// oCDynamicModel makes reference to the dynamic variables
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d1->writeOutput(mDynamicModelFile, oCDynamicModel, temporary_terms, {}, {});
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mDynamicModelFile << ";" << endl;
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}
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mDynamicModelFile << "}" << endl;
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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::writeFirstDerivativesC_csr(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, 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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#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
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<< "#ifdef _MSC_VER" << endl
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<< "#define _USE_MATH_DEFINES" << endl
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<< "#endif" << endl
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#endif
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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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writeNormcdfCHeader(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, int *row_ptr, int *col_ptr, double *value)" << endl
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<< "{" << endl;
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int cols_nbr = 3*symbol_table.endo_nbr() + symbol_table.exo_nbr() + symbol_table.exo_det_nbr();
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// Indexing derivatives in column order
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vector<derivative> D;
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for (const auto & first_derivative : first_derivatives)
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{
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int eq = first_derivative.first.first;
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int dynvar = first_derivative.first.second;
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int lag = getLagByDerivID(dynvar);
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int symb_id = getSymbIDByDerivID(dynvar);
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SymbolType type = getTypeByDerivID(dynvar);
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int tsid = symbol_table.getTypeSpecificID(symb_id);
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int col_id;
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switch (type)
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{
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case eEndogenous:
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col_id = tsid+(lag+1)*symbol_table.endo_nbr();
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break;
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case eExogenous:
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col_id = tsid+3*symbol_table.endo_nbr();
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break;
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case eExogenousDet:
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col_id = tsid+3*symbol_table.endo_nbr()+symbol_table.exo_nbr();
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break;
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default:
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std::cerr << "This case shouldn't happen" << std::endl;
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exit(EXIT_FAILURE);
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}
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derivative deriv(col_id + eq *cols_nbr, col_id, eq, first_derivative.second);
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D.push_back(deriv);
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}
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sort(D.begin(), D.end(), derivative_less_than());
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// writing sparse Jacobian
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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, oCDynamic2Model, temporary_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 << "int row_ptr_data[" << row_ptr.size() + 1 << "] = { 0";
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for (int & it : row_ptr)
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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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<< "int i;" << endl
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<< "for (i=0; i < " << row_ptr.size() + 1 << "; i++) row_ptr[i] = row_ptr_data[i];" << endl;
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mDynamicModelFile << "}" << endl;
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mDynamicModelFile.close();
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}
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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, 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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#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
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<< "#ifdef _MSC_VER" << endl
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<< "#define _USE_MATH_DEFINES" << endl
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<< "#endif" << endl
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#endif
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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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writeNormcdfCHeader(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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// 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 (const auto & second_derivative : second_derivatives)
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{
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int eq, var1, var2;
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tie(eq, var1, var2) = second_derivative.first;
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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, second_derivative.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, second_derivative.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, {}, {});
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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 (int & it : row_ptr)
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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);
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writeNormcdf(mDynamicModelFile);
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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, 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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#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
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<< "#ifdef _MSC_VER" << endl
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<< "#define _USE_MATH_DEFINES" << endl
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<< "#endif" << endl
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#endif
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<< "#include <math.h>" << endl;
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|
||||
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);
|
||||
writeNormcdfCHeader(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;
|
||||
|
||||
vector<derivative> D;
|
||||
int hessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
|
||||
int thirdDerivativesColsNbr = hessianColsNbr*dynJacobianColsNbr;
|
||||
for (const auto & third_derivative : third_derivatives)
|
||||
{
|
||||
int eq, var1, var2, var3;
|
||||
tie(eq, var1, var2, var3) = third_derivative.first;
|
||||
|
||||
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, third_derivative.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, third_derivative.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, third_derivative.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, third_derivative.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, third_derivative.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, third_derivative.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, {}, {});
|
||||
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 (int & it : row_ptr)
|
||||
{
|
||||
cumsum += it;
|
||||
mDynamicModelFile << ", " << cumsum;
|
||||
}
|
||||
mDynamicModelFile << "];" << endl;
|
||||
|
||||
mDynamicModelFile << "}" << endl;
|
||||
|
||||
writePowerDeriv(mDynamicModelFile);
|
||||
writeNormcdf(mDynamicModelFile);
|
||||
mDynamicModelFile.close();
|
||||
|
||||
}
|
||||
|
||||
void
|
||||
DynamicModel::writeCCOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present) const
|
||||
{
|
||||
int lag_presence[3];
|
||||
// Loop on endogenous variables
|
||||
for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
|
||||
{
|
||||
// Loop on periods
|
||||
for (int lag = 0; lag <= 2; lag++)
|
||||
{
|
||||
lag_presence[lag] = 1;
|
||||
try
|
||||
{
|
||||
getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
|
||||
}
|
||||
catch (UnknownDerivIDException &e)
|
||||
{
|
||||
lag_presence[lag] = 0;
|
||||
}
|
||||
}
|
||||
if (lag_presence[0] == 1)
|
||||
if (lag_presence[2] == 1)
|
||||
output << "zeta_mixed.push_back(" << endoID << ");" << endl;
|
||||
else
|
||||
output << "zeta_back.push_back(" << endoID << ");" << endl;
|
||||
else if (lag_presence[2] == 1)
|
||||
output << "zeta_fwrd.push_back(" << endoID << ");" << endl;
|
||||
else
|
||||
output << "zeta_static.push_back(" << endoID << ");" << endl;
|
||||
|
||||
}
|
||||
output << "nstatic = zeta_static.size();" << endl
|
||||
<< "nfwrd = zeta_fwrd.size();" << endl
|
||||
<< "nback = zeta_back.size();" << endl
|
||||
<< "nmixed = zeta_mixed.size();" << endl;
|
||||
|
||||
// Write number of non-zero derivatives
|
||||
// Use -1 if the derivatives have not been computed
|
||||
output << endl
|
||||
<< "NNZDerivatives.push_back(" << NNZDerivatives[0] << ");" << endl;
|
||||
if (order > 1)
|
||||
{
|
||||
output << "NNZDerivatives.push_back(" << NNZDerivatives[1] << ");" << endl;
|
||||
if (order > 2)
|
||||
output << "NNZDerivatives.push_back(" << NNZDerivatives[2] << ");" << endl;
|
||||
else
|
||||
output << "NNZDerivatives.push_back(-1);" << endl;
|
||||
}
|
||||
else
|
||||
output << "NNZDerivatives.push_back(-1);" << endl
|
||||
<< "NNZDerivatives.push_back(-1);" << endl;
|
||||
}
|
||||
|
||||
void
|
||||
DynamicModel::writeJsonOutput(ostream &output) const
|
||||
{
|
||||
|
|
|
@ -627,21 +627,6 @@ public:
|
|||
//! Returns true if a parameter was used in the model block with a lead or lag
|
||||
bool ParamUsedWithLeadLag() const;
|
||||
|
||||
//! Writes model initialization and lead/lag incidence matrix to C output
|
||||
void writeCOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
|
||||
//! Writes model initialization and lead/lag incidence matrix to Cpp output
|
||||
void writeCCOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
|
||||
//! Writes C file containing residuals
|
||||
void writeResidualsC(const string &basename, bool cuda) const;
|
||||
//! Writes C file containing first order derivatives of model evaluated at steady state
|
||||
void writeFirstDerivativesC(const string &basename, bool cuda) const;
|
||||
//! Writes C file containing first order derivatives of model evaluated at steady state (conpressed sparse column)
|
||||
void writeFirstDerivativesC_csr(const string &basename, bool cuda) const;
|
||||
//! Writes C file containing second order derivatives of model evaluated at steady state (compressed sparse column)
|
||||
void writeSecondDerivativesC_csr(const string &basename, bool cuda) const;
|
||||
//! Writes C file containing third order derivatives of model evaluated at steady state (compressed sparse column)
|
||||
void writeThirdDerivativesC_csr(const string &basename, bool cuda) const;
|
||||
|
||||
bool isChecksumMatching(const string &basename) const;
|
||||
};
|
||||
|
||||
|
|
|
@ -57,7 +57,7 @@ usage()
|
|||
{
|
||||
cerr << "Dynare usage: dynare mod_file [debug] [noclearall] [onlyclearglobals] [savemacro[=macro_file]] [onlymacro] [nolinemacro] [noemptylinemacro] [notmpterms] [nolog] [warn_uninit]"
|
||||
<< " [console] [nograph] [nointeractive] [parallel[=cluster_name]] [conffile=parallel_config_path_and_filename] [parallel_slave_open_mode] [parallel_test]"
|
||||
<< " [-D<variable>[=<value>]] [-I/path] [nostrict] [stochastic] [fast] [minimal_workspace] [compute_xrefs] [output=dynamic|first|second|third] [language=C|C++|julia]"
|
||||
<< " [-D<variable>[=<value>]] [-I/path] [nostrict] [stochastic] [fast] [minimal_workspace] [compute_xrefs] [output=dynamic|first|second|third] [language=julia]"
|
||||
<< " [params_derivs_order=0|1|2] [transform_unary_ops]"
|
||||
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
|
||||
<< " [cygwin] [msvc] [mingw]"
|
||||
|
@ -292,11 +292,7 @@ main(int argc, char **argv)
|
|||
{
|
||||
// we don't want temp terms in external functions (except Julia)
|
||||
no_tmp_terms = true;
|
||||
if (strlen(argv[arg]) == 10 && !strncmp(argv[arg] + 9, "C", 1))
|
||||
language = c;
|
||||
else if (strlen(argv[arg]) == 12 && !strncmp(argv[arg] + 9, "C++", 3))
|
||||
language = cpp;
|
||||
else if (strlen(argv[arg]) == 13 && !strncmp(argv[arg] + 9, "cuda", 4))
|
||||
if (strlen(argv[arg]) == 13 && !strncmp(argv[arg] + 9, "cuda", 4))
|
||||
language = cuda;
|
||||
else if (strlen(argv[arg]) == 15 && !strncmp(argv[arg] + 9, "python", 6))
|
||||
language = python;
|
||||
|
|
|
@ -864,10 +864,6 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
|||
i = datatree.getDynJacobianCol(datatree.getDerivID(symb_id, lag)) + ARRAY_SUBSCRIPT_OFFSET(output_type);
|
||||
output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
||||
break;
|
||||
case oCDynamic2Model:
|
||||
i = tsid + (lag+1)*datatree.symbol_table.endo_nbr() + ARRAY_SUBSCRIPT_OFFSET(output_type);
|
||||
output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
||||
break;
|
||||
case oCStaticModel:
|
||||
case oJuliaStaticModel:
|
||||
case oMatlabStaticModel:
|
||||
|
@ -899,9 +895,6 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
|||
case oSteadyStateFile:
|
||||
output << "ys_" << LEFT_ARRAY_SUBSCRIPT(output_type) << tsid + 1 << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
||||
break;
|
||||
case oCSteadyStateFile:
|
||||
output << "ys_[" << tsid << "]";
|
||||
break;
|
||||
case oMatlabDseries:
|
||||
output << "ds." << datatree.symbol_table.getName(symb_id);
|
||||
if (lag != 0)
|
||||
|
@ -931,7 +924,6 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
|||
<< RIGHT_ARRAY_SUBSCRIPT(output_type);
|
||||
break;
|
||||
case oCDynamicModel:
|
||||
case oCDynamic2Model:
|
||||
if (lag == 0)
|
||||
output << "x[it_+" << i << "*nb_row_x]";
|
||||
else if (lag > 0)
|
||||
|
@ -956,9 +948,6 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
|||
case oSteadyStateFile:
|
||||
output << "exo_" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
||||
break;
|
||||
case oCSteadyStateFile:
|
||||
output << "exo_[" << i - 1 << "]";
|
||||
break;
|
||||
case oMatlabDseries:
|
||||
output << "ds." << datatree.symbol_table.getName(symb_id);
|
||||
if (lag != 0)
|
||||
|
@ -988,7 +977,6 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
|||
<< RIGHT_ARRAY_SUBSCRIPT(output_type);
|
||||
break;
|
||||
case oCDynamicModel:
|
||||
case oCDynamic2Model:
|
||||
if (lag == 0)
|
||||
output << "x[it_+" << i << "*nb_row_x]";
|
||||
else if (lag > 0)
|
||||
|
@ -1013,9 +1001,6 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|
|||
case oSteadyStateFile:
|
||||
output << "exo_" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
||||
break;
|
||||
case oCSteadyStateFile:
|
||||
output << "exo_[" << i - 1 << "]";
|
||||
break;
|
||||
case oMatlabDseries:
|
||||
output << "ds." << datatree.symbol_table.getName(symb_id);
|
||||
if (lag != 0)
|
||||
|
@ -6686,7 +6671,7 @@ ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_typ
|
|||
const deriv_node_temp_terms_t &tef_terms) const
|
||||
{
|
||||
if (output_type == oMatlabOutsideModel || output_type == oSteadyStateFile
|
||||
|| output_type == oCSteadyStateFile || output_type == oJuliaSteadyStateFile
|
||||
|| output_type == oJuliaSteadyStateFile
|
||||
|| IS_LATEX(output_type))
|
||||
{
|
||||
string name = IS_LATEX(output_type) ? datatree.symbol_table.getTeXName(symb_id)
|
||||
|
|
|
@ -74,7 +74,6 @@ enum ExprNodeOutputType
|
|||
oMatlabStaticModelSparse, //!< Matlab code, static block decomposed model
|
||||
oMatlabDynamicModelSparse, //!< Matlab code, dynamic block decomposed model
|
||||
oCDynamicModel, //!< C code, dynamic model
|
||||
oCDynamic2Model, //!< C code, dynamic model, alternative numbering of endogenous variables
|
||||
oCStaticModel, //!< C code, static model
|
||||
oJuliaStaticModel, //!< Julia code, static model
|
||||
oJuliaDynamicModel, //!< Julia code, dynamic model
|
||||
|
@ -87,7 +86,6 @@ enum ExprNodeOutputType
|
|||
oCDynamicSteadyStateOperator, //!< C code, dynamic model, inside a steady state operator
|
||||
oJuliaDynamicSteadyStateOperator, //!< Julia code, dynamic model, inside a steady state operator
|
||||
oSteadyStateFile, //!< Matlab code, in the generated steady state file
|
||||
oCSteadyStateFile, //!< C code, in the generated steady state file
|
||||
oJuliaSteadyStateFile, //!< Julia code, in the generated steady state file
|
||||
oMatlabDseries //!< Matlab code for dseries
|
||||
};
|
||||
|
@ -108,10 +106,8 @@ enum ExprNodeOutputType
|
|||
|| (output_type) == oJuliaSteadyStateFile)
|
||||
|
||||
#define IS_C(output_type) ((output_type) == oCDynamicModel \
|
||||
|| (output_type) == oCDynamic2Model \
|
||||
|| (output_type) == oCStaticModel \
|
||||
|| (output_type) == oCDynamicSteadyStateOperator \
|
||||
|| (output_type) == oCSteadyStateFile)
|
||||
|| (output_type) == oCDynamicSteadyStateOperator)
|
||||
|
||||
#define IS_LATEX(output_type) ((output_type) == oLatexStaticModel \
|
||||
|| (output_type) == oLatexDynamicModel \
|
||||
|
|
|
@ -32,8 +32,6 @@ enum FileOutputType
|
|||
enum LanguageOutputType
|
||||
{
|
||||
matlab, // outputs files for Matlab/Octave processing
|
||||
c, // outputs files for C
|
||||
cpp, // outputs files for C++
|
||||
cuda, // outputs files for CUDA (not yet implemented)
|
||||
julia, // outputs files for Julia
|
||||
python, // outputs files for Python (not yet implemented) (not yet implemented)
|
||||
|
|
213
src/ModFile.cc
213
src/ModFile.cc
|
@ -1061,12 +1061,6 @@ ModFile::writeExternalFiles(const string &basename, FileOutputType output, Langu
|
|||
{
|
||||
switch (language)
|
||||
{
|
||||
case c:
|
||||
writeExternalFilesC(basename, output);
|
||||
break;
|
||||
case cpp:
|
||||
writeExternalFilesCC(basename, output);
|
||||
break;
|
||||
case julia:
|
||||
writeExternalFilesJulia(basename, output, nopreprocessoroutput);
|
||||
break;
|
||||
|
@ -1076,213 +1070,6 @@ ModFile::writeExternalFiles(const string &basename, FileOutputType output, Langu
|
|||
}
|
||||
}
|
||||
|
||||
void
|
||||
ModFile::writeExternalFilesC(const string &basename, FileOutputType output) const
|
||||
{
|
||||
writeModelC(basename);
|
||||
steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present);
|
||||
|
||||
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
|
||||
|
||||
if (!no_static)
|
||||
static_model.writeStaticFile(basename, false, false, true, false);
|
||||
|
||||
// static_model.writeStaticCFile(basename, block, byte_code, use_dll);
|
||||
// static_model.writeParamsDerivativesFileC(basename, cuda);
|
||||
// static_model.writeAuxVarInitvalC(mOutputFile, oMatlabOutsideModel, cuda);
|
||||
|
||||
dynamic_model.writeResidualsC(basename, cuda);
|
||||
// dynamic_model.writeParamsDerivativesFileC(basename, cuda);
|
||||
dynamic_model.writeFirstDerivativesC(basename, cuda);
|
||||
|
||||
if (output == second)
|
||||
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
|
||||
else if (output == third)
|
||||
{
|
||||
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
|
||||
dynamic_model.writeThirdDerivativesC_csr(basename, cuda);
|
||||
}
|
||||
}
|
||||
|
||||
void
|
||||
ModFile::writeModelC(const string &basename) const
|
||||
{
|
||||
string filename = basename + ".c";
|
||||
|
||||
ofstream mDriverCFile;
|
||||
mDriverCFile.open(filename, ios::out | ios::binary);
|
||||
if (!mDriverCFile.is_open())
|
||||
{
|
||||
cerr << "Error: Can't open file " << filename << " for writing" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
|
||||
mDriverCFile << "/*" << endl
|
||||
<< " * " << filename << " : Driver file for Dynare C code" << endl
|
||||
<< " *" << endl
|
||||
<< " * Warning : this file is generated automatically by Dynare" << endl
|
||||
<< " * from model file (.mod)" << endl
|
||||
<< " */" << endl
|
||||
<< endl
|
||||
<< "#include \"dynare_driver.h\"" << endl
|
||||
<< endl
|
||||
<< "struct" << endl
|
||||
<< "{" << endl;
|
||||
|
||||
// Write basic info
|
||||
symbol_table.writeCOutput(mDriverCFile);
|
||||
|
||||
mDriverCFile << endl << "params.resize(param_nbr);" << endl;
|
||||
|
||||
if (dynamic_model.equation_number() > 0)
|
||||
{
|
||||
dynamic_model.writeCOutput(mDriverCFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
|
||||
// if (!no_static)
|
||||
// static_model.writeCOutput(mOutputFile, block);
|
||||
}
|
||||
|
||||
// Print statements
|
||||
for (auto statement : statements)
|
||||
statement->writeCOutput(mDriverCFile, basename);
|
||||
|
||||
mDriverCFile << "} DynareInfo;" << endl;
|
||||
mDriverCFile.close();
|
||||
|
||||
// Write informational m file
|
||||
ofstream mOutputFile;
|
||||
|
||||
if (basename.size())
|
||||
{
|
||||
string fname(basename);
|
||||
fname += ".m";
|
||||
mOutputFile.open(fname, ios::out | ios::binary);
|
||||
if (!mOutputFile.is_open())
|
||||
{
|
||||
cerr << "ERROR: Can't open file " << fname
|
||||
<< " for writing" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
cerr << "ERROR: Missing file name" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
|
||||
mOutputFile << "%" << endl
|
||||
<< "% Status : informational m file" << endl
|
||||
<< "%" << endl
|
||||
<< "% Warning : this file is generated automatically by Dynare" << endl
|
||||
<< "% from model file (.mod)" << endl << endl
|
||||
<< "disp('The following C file was successfully created:');" << endl
|
||||
<< "ls preprocessorOutput.c" << endl << endl;
|
||||
mOutputFile.close();
|
||||
}
|
||||
|
||||
void
|
||||
ModFile::writeExternalFilesCC(const string &basename, FileOutputType output) const
|
||||
{
|
||||
writeModelCC(basename);
|
||||
steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present);
|
||||
|
||||
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option, false);
|
||||
|
||||
if (!no_static)
|
||||
static_model.writeStaticFile(basename, false, false, true, false);
|
||||
|
||||
// static_model.writeStaticCFile(basename, block, byte_code, use_dll);
|
||||
// static_model.writeParamsDerivativesFileC(basename, cuda);
|
||||
// static_model.writeAuxVarInitvalC(mOutputFile, oMatlabOutsideModel, cuda);
|
||||
|
||||
// dynamic_model.writeResidualsC(basename, cuda);
|
||||
// dynamic_model.writeParamsDerivativesFileC(basename, cuda);
|
||||
dynamic_model.writeResidualsC(basename, cuda);
|
||||
dynamic_model.writeFirstDerivativesC_csr(basename, cuda);
|
||||
|
||||
if (output == second)
|
||||
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
|
||||
else if (output == third)
|
||||
{
|
||||
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
|
||||
dynamic_model.writeThirdDerivativesC_csr(basename, cuda);
|
||||
}
|
||||
}
|
||||
|
||||
void
|
||||
ModFile::writeModelCC(const string &basename) const
|
||||
{
|
||||
string filename = basename + ".cc";
|
||||
|
||||
ofstream mDriverCFile;
|
||||
mDriverCFile.open(filename, ios::out | ios::binary);
|
||||
if (!mDriverCFile.is_open())
|
||||
{
|
||||
cerr << "Error: Can't open file " << filename << " for writing" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
|
||||
mDriverCFile << "/*" << endl
|
||||
<< " * " << filename << " : Driver file for Dynare C++ code" << endl
|
||||
<< " *" << endl
|
||||
<< " * Warning : this file is generated automatically by Dynare" << endl
|
||||
<< " * from model file (.mod)" << endl
|
||||
<< " */" << endl
|
||||
<< endl
|
||||
<< "#include \"dynare_cpp_driver.hh\"" << endl
|
||||
<< endl
|
||||
<< "DynareInfo::DynareInfo(void)" << endl
|
||||
<< "{" << endl;
|
||||
|
||||
// Write basic info
|
||||
symbol_table.writeCCOutput(mDriverCFile);
|
||||
|
||||
mDriverCFile << endl << "params.resize(param_nbr);" << endl;
|
||||
|
||||
if (dynamic_model.equation_number() > 0)
|
||||
{
|
||||
dynamic_model.writeCCOutput(mDriverCFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
|
||||
// if (!no_static)
|
||||
// static_model.writeCOutput(mOutputFile, block);
|
||||
}
|
||||
|
||||
// Print statements
|
||||
for (auto statement : statements)
|
||||
statement->writeCOutput(mDriverCFile, basename);
|
||||
|
||||
mDriverCFile << "};" << endl;
|
||||
mDriverCFile.close();
|
||||
|
||||
// Write informational m file
|
||||
ofstream mOutputFile;
|
||||
|
||||
if (basename.size())
|
||||
{
|
||||
string fname(basename);
|
||||
fname += ".m";
|
||||
mOutputFile.open(fname, ios::out | ios::binary);
|
||||
if (!mOutputFile.is_open())
|
||||
{
|
||||
cerr << "ERROR: Can't open file " << fname
|
||||
<< " for writing" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
cerr << "ERROR: Missing file name" << endl;
|
||||
exit(EXIT_FAILURE);
|
||||
}
|
||||
|
||||
mOutputFile << "%" << endl
|
||||
<< "% Status : informational m file" << endl
|
||||
<< "%" << endl
|
||||
<< "% Warning : this file is generated automatically by Dynare" << endl
|
||||
<< "% from model file (.mod)" << endl << endl
|
||||
<< "disp('The following C++ file was successfully created:');" << endl
|
||||
<< "ls preprocessorOutput.cc" << endl << endl;
|
||||
mOutputFile.close();
|
||||
}
|
||||
|
||||
void
|
||||
ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output, const bool nopreprocessoroutput) const
|
||||
{
|
||||
|
|
|
@ -157,15 +157,7 @@ public:
|
|||
, const bool nopreprocessoroutput
|
||||
) const;
|
||||
void writeExternalFiles(const string &basename, FileOutputType output, LanguageOutputType language, const bool nopreprocessoroutput) const;
|
||||
void writeExternalFilesC(const string &basename, FileOutputType output) const;
|
||||
void writeExternalFilesCC(const string &basename, FileOutputType output) const;
|
||||
void writeExternalFilesJulia(const string &basename, FileOutputType output, const bool nopreprocessoroutput) const;
|
||||
//! Writes C output files only => No further Matlab processing
|
||||
void writeCOutputFiles(const string &basename) const;
|
||||
void writeModelC(const string &basename) const;
|
||||
//! Writes Cpp output files only => No further Matlab processing
|
||||
void writeCCOutputFiles(const string &basename) const;
|
||||
void writeModelCC(const string &basename) const;
|
||||
|
||||
void computeChecksum();
|
||||
//! Write JSON representation of ModFile object
|
||||
|
|
|
@ -220,54 +220,6 @@ SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model
|
|||
output << "end" << endl;
|
||||
}
|
||||
|
||||
void
|
||||
SteadyStateModel::writeSteadyStateFileC(const string &basename, bool ramsey_model) const
|
||||
{
|
||||
string filename = basename + "_steadystate.c";
|
||||
|
||||
ofstream output;
|
||||
output.open(filename, 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 (const auto & i : def_table)
|
||||
{
|
||||
const vector<int> &symb_ids = i.first;
|
||||
output << " ";
|
||||
if (symb_ids.size() > 1)
|
||||
std::cout << "Error: in C, multiple returns are not permitted in steady_state_model" << std::endl;
|
||||
auto it = variable_node_map.find({ 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 << "=";
|
||||
i.second->writeOutput(output, oCSteadyStateFile);
|
||||
output << ";" << endl;
|
||||
}
|
||||
output << " // Auxiliary equations" << endl;
|
||||
static_model.writeAuxVarInitval(output, oCSteadyStateFile);
|
||||
output << "}" << endl;
|
||||
}
|
||||
|
||||
void
|
||||
SteadyStateModel::writeJsonSteadyStateFile(ostream &output, bool transformComputingPass) const
|
||||
{
|
||||
|
|
|
@ -50,7 +50,6 @@ 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, bool julia) const;
|
||||
void writeSteadyStateFileC(const string &basename, bool ramsey_model) const;
|
||||
//! Writes LaTeX file with the equations of the dynamic model (for the steady state model)
|
||||
void writeLatexSteadyStateFile(const string &basename) const;
|
||||
//! Writes JSON output
|
||||
|
|
Loading…
Reference in New Issue