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preprocessor: list nonlinear equations in .m file

issue#70
Houtan Bastani 2018-01-11 12:55:36 +01:00
parent 3e98a7bf43
commit 9c9e8f816f
3 changed files with 45 additions and 26 deletions
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27
DynamicModel.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2017 Dynare Team
* Copyright (C) 2003-2018 Dynare Team
*
* This file is part of Dynare.
*
@ -1743,21 +1743,38 @@ DynamicModel::reform(const string name1) const
}
void
DynamicModel::getNonZeroHessianEquations(map<int, string> &eqs) const
DynamicModel::printNonZeroHessianEquations(ostream &output) const
{
if (nonzero_hessian_eqs.size() != 1)
output << "[";
for (map<int, string>::const_iterator it = nonzero_hessian_eqs.begin();
it != nonzero_hessian_eqs.end(); it++)
{
if (it != nonzero_hessian_eqs.begin())
output << " ";
output << it->first;
}
if (nonzero_hessian_eqs.size() != 1)
output << "]";
}
void
DynamicModel::setNonZeroHessianEquations(map<int, string> &eqs)
{
for (second_derivatives_t::const_iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
if (eqs.find(it->first.first) == eqs.end())
if (nonzero_hessian_eqs.find(it->first.first) == nonzero_hessian_eqs.end())
{
eqs[it->first.first] = "";
nonzero_hessian_eqs[it->first.first] = "";
for (size_t i = 0; i < equation_tags.size(); i++)
if (equation_tags[i].first == it->first.first)
if (equation_tags[i].second.first == "name")
{
eqs[it->first.first] = equation_tags[i].second.second;
nonzero_hessian_eqs[it->first.first] = equation_tags[i].second.second;
break;
}
}
eqs = nonzero_hessian_eqs;
}
void

19
DynamicModel.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2017 Dynare Team
* Copyright (C) 2003-2018 Dynare Team
*
* This file is part of Dynare.
*
@ -80,6 +80,9 @@ private:
map<pair<int, int>, set<int> > xref_exo;
map<pair<int, int>, set<int> > xref_exo_det;
//! Nonzero equations in the Hessian
map<int, string> nonzero_hessian_eqs;
//! Number of columns of dynamic jacobian
/*! Set by computeDerivID()s and computeDynJacobianCols() */
int dynJacobianColsNbr;
@ -266,11 +269,11 @@ public:
void writeJsonXrefs(ostream &output) const;
void writeJsonXrefsHelper(ostream &output, const map<pair<int, int>, set<int> > &xrefs) const;
//! Return true if the hessian is equal to zero
inline bool checkHessianZero() const;
//! Print equations that have non-zero second derivatives
void printNonZeroHessianEquations(ostream &output) const;
//! Return equations that have non-zero second derivatives
void getNonZeroHessianEquations(map<int, string> &eqs) const;
//! Set the equations that have non-zero second derivatives
void setNonZeroHessianEquations(map<int, string> &eqs);
//! Adds informations for simulation in a binary file
void Write_Inf_To_Bin_File_Block(const string &dynamic_basename, const string &bin_basename,
@ -550,12 +553,6 @@ public:
bool isChecksumMatching(const string &basename) const;
};
inline bool
DynamicModel::checkHessianZero() const
{
return second_derivatives.empty();
}
//! Classes to re-order derivatives for various sparse storage formats
class derivative
{

25
ModFile.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2006-2017 Dynare Team
* Copyright (C) 2006-2018 Dynare Team
*
* This file is part of Dynare.
*
@ -596,15 +596,14 @@ ModFile::computingPass(bool no_tmp_terms, FileOutputType output, int params_deri
else // No computing task requested, compute derivatives up to 2nd order by default
dynamic_model.computingPass(true, true, false, none, global_eval_context, no_tmp_terms, block, use_dll, byte_code, nopreprocessoroutput);
if ((linear && !mod_file_struct.ramsey_model_present && !dynamic_model.checkHessianZero())
|| (linear && mod_file_struct.ramsey_model_present && !orig_ramsey_dynamic_model.checkHessianZero()))
{
map<int, string> eqs;
if (mod_file_struct.ramsey_model_present)
orig_ramsey_dynamic_model.getNonZeroHessianEquations(eqs);
else
dynamic_model.getNonZeroHessianEquations(eqs);
map<int, string> eqs;
if (mod_file_struct.ramsey_model_present)
orig_ramsey_dynamic_model.setNonZeroHessianEquations(eqs);
else
dynamic_model.setNonZeroHessianEquations(eqs);
if (linear && !eqs.empty())
{
cerr << "ERROR: If the model is declared linear the second derivatives must be equal to zero." << endl
<< " The following equations had non-zero second derivatives:" << endl;
for (map<int, string >::const_iterator it = eqs.begin(); it != eqs.end(); it++)
@ -751,7 +750,13 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
mOutputFile << "};" << endl;
}
mOutputFile << "M_.hessian_eq_zero = " << dynamic_model.checkHessianZero() << ";" << endl;
mOutputFile << "M_.nonzero_hessian_eqs = ";
if (mod_file_struct.ramsey_model_present)
orig_ramsey_dynamic_model.printNonZeroHessianEquations(mOutputFile);
else
dynamic_model.printNonZeroHessianEquations(mOutputFile);
mOutputFile << ";" << endl
<< "M_.hessian_eq_zero = isempty(M_.nonzero_hessian_eqs);" << endl;
config_file.writeCluster(mOutputFile);