diff: substitute auxiliary variables starting from the least lagged
Houtan Bastani
parent
1e20717f58
commit
9885fbacff
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@ -4899,17 +4899,27 @@ DynamicModel::substituteAdl()
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void
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DynamicModel::substituteDiff(StaticModel &static_model)
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{
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// Substitute in model local variables
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vector<BinaryOpNode *> neweqs;
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diff_subst_table_t diff_subst_table;
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// Find diff Nodes
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diff_table_t diff_table;
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for (map<int, expr_t>::iterator it = local_variables_table.begin();
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it != local_variables_table.end(); it++)
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it->second = it->second->substituteDiff(static_model, diff_subst_table, neweqs);
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it->second->findDiffNodes(static_model, diff_table);
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for (int i = 0; i < (int) equations.size(); i++)
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equations[i]->findDiffNodes(static_model, diff_table);
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// Substitute in model local variables
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vector<BinaryOpNode *> neweqs;
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ExprNode::subst_table_t diff_subst_table;
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for (map<int, expr_t>::iterator it = local_variables_table.begin();
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it != local_variables_table.end(); it++)
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it->second = it->second->substituteDiff(static_model, diff_table, diff_subst_table, neweqs);
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// Substitute in equations
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for (int i = 0; i < (int) equations.size(); i++)
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{
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BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->substituteDiff(static_model, diff_subst_table, neweqs));
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BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->
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substituteDiff(static_model, diff_table, diff_subst_table, neweqs));
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assert(substeq != NULL);
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equations[i] = substeq;
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}
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163
src/ExprNode.cc
163
src/ExprNode.cc
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@ -505,8 +505,13 @@ NumConstNode::substituteAdl() const
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return const_cast<NumConstNode *>(this);
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}
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void
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NumConstNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const
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{
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}
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expr_t
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NumConstNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
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NumConstNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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return const_cast<NumConstNode *>(this);
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}
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@ -1310,8 +1315,13 @@ VariableNode::substituteAdl() const
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return const_cast<VariableNode *>(this);
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}
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void
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VariableNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const
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{
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}
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expr_t
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VariableNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
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VariableNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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return const_cast<VariableNode *>(this);
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}
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@ -2857,38 +2867,83 @@ UnaryOpNode::isDiffPresent() const
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return arg->isDiffPresent();
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}
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void
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UnaryOpNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const
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{
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if (op_code != oDiff)
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return;
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arg->findDiffNodes(static_datatree, diff_table);
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expr_t sthis = this->toStatic(static_datatree);
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int arg_max_lag = -arg->maxLag();
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diff_table_t::iterator it = diff_table.find(sthis);
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if (it != diff_table.end())
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{
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for (map<int, expr_t>::const_iterator it1 = it->second.begin();
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it1 != it->second.end(); it1++)
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if (arg == it1->second)
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return;
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it->second[arg_max_lag] = const_cast<UnaryOpNode *>(this);
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}
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else
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diff_table[sthis][arg_max_lag] = const_cast<UnaryOpNode *>(this);
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}
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expr_t
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UnaryOpNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
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UnaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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if (op_code != oDiff)
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{
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expr_t argsubst = arg->substituteDiff(static_datatree, diff_subst_table, neweqs);
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expr_t argsubst = arg->substituteDiff(static_datatree, diff_table, subst_table, neweqs);
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return buildSimilarUnaryOpNode(argsubst, datatree);
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}
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expr_t sarg = arg->toStatic(static_datatree);
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int arg_max_lag = -arg->maxLag();
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diff_subst_table_t::iterator it = diff_subst_table.find(sarg);
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if (it != diff_subst_table.end())
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if (it->second.first.first == arg)
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return const_cast<VariableNode *>(it->second.second);
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else
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return it->second.second->decreaseLeadsLags(it->second.first.second - arg_max_lag);
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subst_table_t::const_iterator sit = subst_table.find(this);
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if (sit != subst_table.end())
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return const_cast<VariableNode *>(sit->second);
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int symb_id = -1;
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expr_t argsubst = arg->substituteDiff(static_datatree, diff_subst_table, neweqs);
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VariableNode *vn = dynamic_cast<VariableNode *>(argsubst);
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if (vn != NULL)
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symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, argsubst, vn->get_symb_id(), vn->get_lag());
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else
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symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, argsubst);
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expr_t sthis = dynamic_cast<UnaryOpNode *>(this->toStatic(static_datatree));
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diff_table_t::iterator it = diff_table.find(sthis);
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assert(it != diff_table.end() && it->second[-arg->maxLag()] == this);
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//AUX_DIFF_IDX = argsubst - argsubst(-1)
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VariableNode *new_aux_var = datatree.AddVariable(symb_id, 0);
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neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(new_aux_var,
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datatree.AddMinus(argsubst, argsubst->decreaseLeadsLags(1)))));
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diff_subst_table[sarg] = make_pair(make_pair(arg, arg_max_lag), new_aux_var);
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return new_aux_var;
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int origin_arg_max_lag;
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VariableNode *origin_aux_var;
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for (map<int, expr_t>::reverse_iterator rit = it->second.rbegin();
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rit != it->second.rend(); rit++)
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{
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expr_t argsubst = dynamic_cast<UnaryOpNode *>(rit->second)->
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get_arg()->substituteDiff(static_datatree, diff_table, subst_table, neweqs);
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int symb_id;
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VariableNode *vn = dynamic_cast<VariableNode *>(argsubst);
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if (vn != NULL)
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symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, argsubst, vn->get_symb_id(), vn->get_lag());
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else
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symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, argsubst);
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if (rit == it->second.rbegin())
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{
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// make originating aux var & equation
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origin_arg_max_lag = rit->first;
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origin_aux_var = datatree.AddVariable(symb_id, 0);
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//ORIG_AUX_DIFF = argsubst - argsubst(-1)
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neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(origin_aux_var,
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datatree.AddMinus(argsubst,
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argsubst->decreaseLeadsLags(1)))));
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subst_table[rit->second] = dynamic_cast<VariableNode *>(origin_aux_var);
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}
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else
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{
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// just add equation of form: AUX_DIFF = ORIG_AUX_DIFF(origin_arg_max_lag - rit->first)
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VariableNode *new_aux_var = datatree.AddVariable(symb_id, 0);
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neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(new_aux_var,
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origin_aux_var->decreaseLeadsLags(origin_arg_max_lag
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- rit->first))));
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subst_table[rit->second] = dynamic_cast<VariableNode *>(new_aux_var);
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}
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}
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return const_cast<VariableNode *>(subst_table[this]);
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}
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expr_t
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@ -4525,11 +4580,18 @@ BinaryOpNode::substituteAdl() const
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return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
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}
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expr_t
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BinaryOpNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
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void
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BinaryOpNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const
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{
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expr_t arg1subst = arg1->substituteDiff(static_datatree, diff_subst_table, neweqs);
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expr_t arg2subst = arg2->substituteDiff(static_datatree, diff_subst_table, neweqs);
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arg1->findDiffNodes(static_datatree, diff_table);
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arg2->findDiffNodes(static_datatree, diff_table);
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}
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expr_t
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BinaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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expr_t arg1subst = arg1->substituteDiff(static_datatree, diff_table, subst_table, neweqs);
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expr_t arg2subst = arg2->substituteDiff(static_datatree, diff_table, subst_table, neweqs);
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return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
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}
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@ -5386,12 +5448,20 @@ TrinaryOpNode::substituteAdl() const
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return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
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}
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expr_t
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TrinaryOpNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
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void
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TrinaryOpNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const
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{
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expr_t arg1subst = arg1->substituteDiff(static_datatree, diff_subst_table, neweqs);
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expr_t arg2subst = arg2->substituteDiff(static_datatree, diff_subst_table, neweqs);
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expr_t arg3subst = arg3->substituteDiff(static_datatree, diff_subst_table, neweqs);
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arg1->findDiffNodes(static_datatree, diff_table);
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arg2->findDiffNodes(static_datatree, diff_table);
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arg3->findDiffNodes(static_datatree, diff_table);
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}
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expr_t
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TrinaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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expr_t arg1subst = arg1->substituteDiff(static_datatree, diff_table, subst_table, neweqs);
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expr_t arg2subst = arg2->substituteDiff(static_datatree, diff_table, subst_table, neweqs);
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expr_t arg3subst = arg3->substituteDiff(static_datatree, diff_table, subst_table, neweqs);
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return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
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}
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@ -5756,12 +5826,19 @@ AbstractExternalFunctionNode::substituteAdl() const
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return buildSimilarExternalFunctionNode(arguments_subst, datatree);
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}
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void
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AbstractExternalFunctionNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const
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{
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for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
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(*it)->findDiffNodes(static_datatree, diff_table);
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}
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expr_t
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AbstractExternalFunctionNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
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AbstractExternalFunctionNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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vector<expr_t> arguments_subst;
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for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
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arguments_subst.push_back((*it)->substituteDiff(static_datatree, diff_subst_table, neweqs));
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arguments_subst.push_back((*it)->substituteDiff(static_datatree, diff_table, subst_table, neweqs));
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return buildSimilarExternalFunctionNode(arguments_subst, datatree);
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}
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@ -7285,8 +7362,13 @@ VarExpectationNode::substituteAdl() const
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return const_cast<VarExpectationNode *>(this);
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}
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void
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VarExpectationNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const
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{
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}
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expr_t
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VarExpectationNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
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VarExpectationNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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return const_cast<VarExpectationNode *>(this);
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}
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@ -7708,8 +7790,13 @@ PacExpectationNode::substituteAdl() const
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return const_cast<PacExpectationNode *>(this);
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}
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void
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PacExpectationNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const
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{
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}
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expr_t
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PacExpectationNode::substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const
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PacExpectationNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
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{
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return const_cast<PacExpectationNode *>(this);
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}
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@ -34,6 +34,7 @@ using namespace std;
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class DataTree;
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class VariableNode;
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class UnaryOpNode;
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class BinaryOpNode;
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class PacExpectationNode;
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@ -58,7 +59,7 @@ typedef map<int, double> eval_context_t;
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typedef map<pair<int, vector<expr_t> >, int> deriv_node_temp_terms_t;
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//! Type for the substitution map used in the process of substitutitng diff expressions
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typedef map<expr_t, pair<pair<expr_t, int>, VariableNode *> > diff_subst_table_t;
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typedef map<expr_t, map<int, expr_t> > diff_table_t;
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//! Possible types of output when writing ExprNode(s)
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enum ExprNodeOutputType
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@ -472,7 +473,8 @@ class ExprNode
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virtual expr_t substituteAdl() const = 0;
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//! Substitute diff operator
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virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
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virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const = 0;
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virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
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//! Substitute pac_expectation operator
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virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) = 0;
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@ -558,7 +560,8 @@ public:
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virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
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virtual expr_t substituteAdl() const;
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virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
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virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
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virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
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virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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@ -640,7 +643,8 @@ public:
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virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
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virtual expr_t substituteAdl() const;
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virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
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virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
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virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
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virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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@ -744,7 +748,8 @@ public:
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virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
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virtual expr_t substituteAdl() const;
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virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
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virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
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virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
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virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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@ -864,7 +869,8 @@ public:
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virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
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virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
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||||
virtual expr_t substituteAdl() const;
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virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
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virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
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||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
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|
|
@ -961,7 +967,8 @@ public:
|
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virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
|
|
@ -1058,7 +1065,8 @@ public:
|
|||
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const = 0;
|
||||
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
|
||||
|
|
@ -1246,7 +1254,8 @@ public:
|
|||
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
||||
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
|
||||
|
|
@ -1322,7 +1331,8 @@ public:
|
|||
virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
|
||||
virtual expr_t substituteAdl() const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_subst_table_t &diff_subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
|
||||
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
|
||||
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
|
||||
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
|
||||
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
|
||||
|
|
|
|||
Loading…
Reference in New Issue