stepan
/
preprocessor
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Julia: do not rewrite derivatives w.r.t. parameters files when unmodified 

Closes: #105
master
Sébastien Villemot 2022-12-14 12:35:03 +01:00
parent a5eac0260a
commit a234176d3c
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
2 changed files with 68 additions and 62 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

67
src/DynamicModel.hh
View File

@ -873,16 +873,15 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
auto [tt_output, rp_output, gp_output, rpp_output, gpp_output, hp_output, g3p_output]
{ writeParamsDerivativesFileHelper<output_type>() };
const filesystem::path filename {julia ? filesystem::path{basename} / "model" / "julia" / "DynamicParamsDerivs.jl" : packageDir(basename) / "dynamic_params_derivs.m"};
ofstream paramsDerivsFile { filename, ios::out | ios::binary };
if (!paramsDerivsFile.is_open())
{
cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
exit(EXIT_FAILURE);
}
if constexpr(!julia)
{
filesystem::path filename {packageDir(basename) / "dynamic_params_derivs.m"};
ofstream paramsDerivsFile {filename, ios::out | ios::binary};
if (!paramsDerivsFile.is_open())
{
cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
exit(EXIT_FAILURE);
}
paramsDerivsFile << "function [rp, gp, rpp, gpp, hp, g3p] = dynamic_params_derivs(y, x, params, steady_state, it_, ss_param_deriv, ss_param_2nd_deriv)" << endl
<< "%" << endl
<< "% Compute the derivatives of the dynamic model with respect to the parameters" << endl
@ -957,33 +956,37 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
<< g3p_output.str()
<< "end" << endl
<< "end" << endl;
paramsDerivsFile.close();
}
else
paramsDerivsFile << "# NB: this file was automatically generated by Dynare" << endl
<< "# from " << basename << ".mod" << endl
<< "#" << endl
<< "function dynamic_params_derivs(y, x, params, steady_state, it_,"
<< "ss_param_deriv, ss_param_2nd_deriv)" << endl
<< "@inbounds begin" << endl
<< tt_output.str()
<< "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< rp_output.str()
<< "gp = zeros(" << equations.size() << ", " << getJacobianColsNbr(false) << ", " << symbol_table.param_nbr() << ");" << endl
<< gp_output.str()
<< "rpp = zeros(" << params_derivatives.at({ 0, 2 }).size() << ",4);" << endl
<< rpp_output.str()
<< "gpp = zeros(" << params_derivatives.at({ 1, 2 }).size() << ",5);" << endl
<< gpp_output.str()
<< "hp = zeros(" << params_derivatives.at({ 2, 1 }).size() << ",5);" << endl
<< hp_output.str()
<< "g3p = zeros(" << params_derivatives.at({ 3, 1 }).size() << ",6);" << endl
<< g3p_output.str()
<< "end" << endl
<< "return (rp, gp, rpp, gpp, hp, g3p)" << endl
<< "end" << endl;
{
stringstream output;
output << "# NB: this file was automatically generated by Dynare" << endl
<< "# from " << basename << ".mod" << endl
<< "#" << endl
<< "function dynamic_params_derivs(y, x, params, steady_state, it_,"
<< "ss_param_deriv, ss_param_2nd_deriv)" << endl
<< "@inbounds begin" << endl
<< tt_output.str()
<< "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< rp_output.str()
<< "gp = zeros(" << equations.size() << ", " << getJacobianColsNbr(false) << ", " << symbol_table.param_nbr() << ");" << endl
<< gp_output.str()
<< "rpp = zeros(" << params_derivatives.at({ 0, 2 }).size() << ",4);" << endl
<< rpp_output.str()
<< "gpp = zeros(" << params_derivatives.at({ 1, 2 }).size() << ",5);" << endl
<< gpp_output.str()
<< "hp = zeros(" << params_derivatives.at({ 2, 1 }).size() << ",5);" << endl
<< hp_output.str()
<< "g3p = zeros(" << params_derivatives.at({ 3, 1 }).size() << ",6);" << endl
<< g3p_output.str()
<< "end" << endl
<< "return (rp, gp, rpp, gpp, hp, g3p)" << endl
<< "end" << endl;
paramsDerivsFile.close();
writeToFileIfModified(output, filesystem::path{basename} / "model" / "julia" / "DynamicParamsDerivs.jl");
}
}
#endif

63
src/StaticModel.hh
View File

@ -231,16 +231,15 @@ StaticModel::writeParamsDerivativesFile(const string &basename) const
{ writeParamsDerivativesFileHelper<output_type>() };
// g3p_output is ignored
filesystem::path filename {julia ? filesystem::path{basename} / "model" / "julia" / "StaticParamsDerivs.jl" : packageDir(basename) / "static_params_derivs.m"};
ofstream paramsDerivsFile { filename, ios::out | ios::binary };
if (!paramsDerivsFile.is_open())
{
cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
exit(EXIT_FAILURE);
}
if constexpr(!julia)
{
filesystem::path filename {packageDir(basename) / "static_params_derivs.m"};
ofstream paramsDerivsFile {filename, ios::out | ios::binary};
if (!paramsDerivsFile.is_open())
{
cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
exit(EXIT_FAILURE);
}
paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = static_params_derivs(y, x, params)" << endl
<< "%" << endl
<< "% Status : Computes derivatives of the static model with respect to the parameters" << endl
@ -292,31 +291,35 @@ StaticModel::writeParamsDerivativesFile(const string &basename) const
<< hp_output.str()
<< "end" << endl
<< "end" << endl;
paramsDerivsFile.close();
}
else
paramsDerivsFile << "# NB: this file was automatically generated by Dynare" << endl
<< "# from " << basename << ".mod" << endl
<< "#" << endl
<< "function static_params_derivs(y, x, params)" << endl
<< "@inbounds begin" << endl
<< tt_output.str()
<< "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< rp_output.str()
<< "gp = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< gp_output.str()
<< "rpp = zeros(" << params_derivatives.at({ 0, 2 }).size() << ",4);" << endl
<< rpp_output.str()
<< "gpp = zeros(" << params_derivatives.at({ 1, 2 }).size() << ",5);" << endl
<< gpp_output.str()
<< "hp = zeros(" << params_derivatives.at({ 2, 1 }).size() << ",5);" << endl
<< hp_output.str()
<< "end" << endl
<< "return (rp, gp, rpp, gpp, hp)" << endl
<< "end" << endl;
{
stringstream output;
output << "# NB: this file was automatically generated by Dynare" << endl
<< "# from " << basename << ".mod" << endl
<< "#" << endl
<< "function static_params_derivs(y, x, params)" << endl
<< "@inbounds begin" << endl
<< tt_output.str()
<< "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< rp_output.str()
<< "gp = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< gp_output.str()
<< "rpp = zeros(" << params_derivatives.at({ 0, 2 }).size() << ",4);" << endl
<< rpp_output.str()
<< "gpp = zeros(" << params_derivatives.at({ 1, 2 }).size() << ",5);" << endl
<< gpp_output.str()
<< "hp = zeros(" << params_derivatives.at({ 2, 1 }).size() << ",5);" << endl
<< hp_output.str()
<< "end" << endl
<< "return (rp, gp, rpp, gpp, hp)" << endl
<< "end" << endl;
paramsDerivsFile.close();
writeToFileIfModified(output, filesystem::path{basename} / "model" / "julia" / "StaticParamsDerivs.jl");
}
}
#endif