preprocessor: list nonlinear equations in .m file

DynamicModel.cc

@@ -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

DynamicModel.hh

@@ -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
+  //! Print equations that have non-zero second derivatives
-  inline bool checkHessianZero() const;
+  void printNonZeroHessianEquations(ostream &output) const;
 
-  //! Return equations that have non-zero second derivatives
+  //! Set the equations that have non-zero second derivatives
-  void getNonZeroHessianEquations(map<int, string> &eqs) const;
+  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
 {

ModFile.cc

@@ -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())
+      map<int, string> eqs;
-          || (linear && mod_file_struct.ramsey_model_present && !orig_ramsey_dynamic_model.checkHessianZero()))
+      if (mod_file_struct.ramsey_model_present)
-        {
+        orig_ramsey_dynamic_model.setNonZeroHessianEquations(eqs);
-          map<int, string> eqs;
+      else
-          if (mod_file_struct.ramsey_model_present)
+        dynamic_model.setNonZeroHessianEquations(eqs);
-            orig_ramsey_dynamic_model.getNonZeroHessianEquations(eqs);
-          else
-            dynamic_model.getNonZeroHessianEquations(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);