Block decomposition now compatible with 'use_dll' option

issue#70
Sébastien Villemot 2020-06-23 15:13:04 +02:00
parent 479c2c029f
commit ad5e196d30
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
9 changed files with 636 additions and 71 deletions

View File

@ -929,6 +929,13 @@ DataTree::writePowerDeriv(ostream &output) const
<< "}" << endl;
}
void
DataTree::writePowerDerivHeader(ostream &output) const
{
if (isBinaryOpUsed(BinaryOpcode::powerDeriv))
output << "double getPowerDeriv(double x, double p, int k);" << endl;
}
string
DataTree::packageDir(const string &package)
{

View File

@ -278,8 +278,10 @@ public:
//! Returns the minimum lag (as a negative number) of the given symbol in the whole data tree (and not only in the equations !!)
/*! Returns 0 if the symbol is not used */
int minLagForSymbol(int symb_id) const;
//! Write getPowerDeriv in C
//! Write getPowerDeriv in C (function body)
void writePowerDeriv(ostream &output) const;
//! Write getPowerDeriv in C (prototype)
void writePowerDerivHeader(ostream &output) const;
//! Thrown when trying to access an unknown variable by deriv_id
class UnknownDerivIDException
{

View File

@ -305,7 +305,10 @@ DynamicModel::writeDynamicPerBlockHelper(int blk, ostream &output, ExprNodeOutpu
// Write temporary terms for derivatives
write_eq_tt(blocks[blk].size);
output << " if stochastic_mode" << endl;
if (isCOutput(output_type))
output << " if (stochastic_mode) {" << endl;
else
output << " if stochastic_mode" << endl;
ostringstream i_output, j_output, v_output;
int line_counter = ARRAY_SUBSCRIPT_OFFSET(output_type);
@ -323,7 +326,7 @@ DynamicModel::writeDynamicPerBlockHelper(int blk, ostream &output, ExprNodeOutpu
v_output << ';' << endl;
line_counter++;
}
assert(line_counter == nze_stochastic+1);
assert(line_counter == nze_stochastic+ARRAY_SUBSCRIPT_OFFSET(output_type));
output << i_output.str() << j_output.str() << v_output.str();
i_output.str("");
@ -344,7 +347,7 @@ DynamicModel::writeDynamicPerBlockHelper(int blk, ostream &output, ExprNodeOutpu
v_output << ';' << endl;
line_counter++;
}
assert(line_counter == nze_exo+1);
assert(line_counter == nze_exo+ARRAY_SUBSCRIPT_OFFSET(output_type));
output << i_output.str() << j_output.str() << v_output.str();
i_output.str("");
@ -365,7 +368,7 @@ DynamicModel::writeDynamicPerBlockHelper(int blk, ostream &output, ExprNodeOutpu
v_output << ';' << endl;
line_counter++;
}
assert(line_counter == nze_exo_det+1);
assert(line_counter == nze_exo_det+ARRAY_SUBSCRIPT_OFFSET(output_type));
output << i_output.str() << j_output.str() << v_output.str();
i_output.str("");
@ -386,14 +389,17 @@ DynamicModel::writeDynamicPerBlockHelper(int blk, ostream &output, ExprNodeOutpu
v_output << ';' << endl;
line_counter++;
}
assert(line_counter == nze_other_endo+1);
assert(line_counter == nze_other_endo+ARRAY_SUBSCRIPT_OFFSET(output_type));
output << i_output.str() << j_output.str() << v_output.str();
// Deterministic mode
if (simulation_type != BlockSimulationType::evaluateForward
&& simulation_type != BlockSimulationType::evaluateBackward)
{
output << " else" << endl;
if (isCOutput(output_type))
output << " } else {" << endl;
else
output << " else" << endl;
i_output.str("");
j_output.str("");
v_output.str("");
@ -439,10 +445,39 @@ DynamicModel::writeDynamicPerBlockHelper(int blk, ostream &output, ExprNodeOutpu
line_counter++;
}
}
assert(line_counter == nze_deterministic+1);
assert(line_counter == nze_deterministic+ARRAY_SUBSCRIPT_OFFSET(output_type));
output << i_output.str() << j_output.str() << v_output.str();
}
output << " end" << endl;
if (isCOutput(output_type))
output << " }" << endl;
else
output << " end" << endl;
}
int
DynamicModel::nzeDeterministicJacobianForBlock(int blk) const
{
BlockSimulationType simulation_type = blocks[blk].simulation_type;
int block_recursive_size = blocks[blk].getRecursiveSize();
int nze_deterministic = 0;
if (simulation_type == BlockSimulationType::solveTwoBoundariesComplete
|| simulation_type == BlockSimulationType::solveTwoBoundariesSimple)
nze_deterministic = count_if(blocks_derivatives[blk].begin(), blocks_derivatives[blk].end(),
[=](const auto &kv) {
auto [eq, var, lag] = kv.first;
return eq >= block_recursive_size && var >= block_recursive_size;
});
else if (simulation_type == BlockSimulationType::solveBackwardSimple
|| simulation_type == BlockSimulationType::solveForwardSimple
|| simulation_type == BlockSimulationType::solveBackwardComplete
|| simulation_type == BlockSimulationType::solveForwardComplete)
nze_deterministic = count_if(blocks_derivatives[blk].begin(), blocks_derivatives[blk].end(),
[](const auto &kv) {
auto [eq, var, lag] = kv.first;
return lag == 0;
});
return nze_deterministic;
}
void
@ -455,27 +490,10 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
BlockSimulationType simulation_type = blocks[blk].simulation_type;
int block_size = blocks[blk].size;
int block_mfs_size = blocks[blk].mfs_size;
int block_recursive_size = blocks[blk].getRecursiveSize();
// Number of nonzero derivatives for the various Jacobians
int nze_stochastic = blocks_derivatives[blk].size();
int nze_deterministic = 0;
if (simulation_type == BlockSimulationType::solveTwoBoundariesComplete
|| simulation_type == BlockSimulationType::solveTwoBoundariesSimple)
nze_deterministic = count_if(blocks_derivatives[blk].begin(), blocks_derivatives[blk].end(),
[=](const auto &kv) {
auto [eq, var, lag] = kv.first;
return eq >= block_recursive_size && var >= block_recursive_size;
});
else if (simulation_type == BlockSimulationType::solveBackwardSimple
|| simulation_type == BlockSimulationType::solveForwardSimple
|| simulation_type == BlockSimulationType::solveBackwardComplete
|| simulation_type == BlockSimulationType::solveForwardComplete)
nze_deterministic = count_if(blocks_derivatives[blk].begin(), blocks_derivatives[blk].end(),
[](const auto &kv) {
auto [eq, var, lag] = kv.first;
return lag == 0;
});
int nze_deterministic = nzeDeterministicJacobianForBlock(blk);
int nze_other_endo = blocks_derivatives_other_endo[blk].size();
int nze_exo = blocks_derivatives_exo[blk].size();
int nze_exo_det = blocks_derivatives_exo_det[blk].size();
@ -483,6 +501,11 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
string filename = packageDir(basename + ".block") + "/dynamic_" + to_string(blk+1) + ".m";
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 << "%" << endl
<< "% " << filename << " : Computes dynamic version of one block" << endl
@ -566,6 +589,206 @@ DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const
}
}
void
DynamicModel::writeDynamicPerBlockCFiles(const string &basename) const
{
temporary_terms_t temporary_terms; // Temp terms written so far
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
BlockSimulationType simulation_type = blocks[blk].simulation_type;
int block_size = blocks[blk].size;
int block_mfs_size = blocks[blk].mfs_size;
// Number of nonzero derivatives for the various Jacobians
int nze_stochastic = blocks_derivatives[blk].size();
int nze_deterministic = nzeDeterministicJacobianForBlock(blk);
int nze_other_endo = blocks_derivatives_other_endo[blk].size();
int nze_exo = blocks_derivatives_exo[blk].size();
int nze_exo_det = blocks_derivatives_exo_det[blk].size();
string filename = basename + "/model/src/dynamic_" + to_string(blk+1) + ".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 << "/* Block " << blk+1 << endl
<< " " << BlockSim(simulation_type) << " */" << endl
<< endl
<< "#include <math.h>" << endl
<< "#include <stdlib.h>" << endl
<< "#include <stdbool.h>" << endl
<< R"(#include "mex.h")" << endl
<< endl
<< "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl
<< endl;
// Write function definition if BinaryOpcode::powerDeriv is used
writePowerDerivHeader(output);
output << endl;
if (simulation_type == BlockSimulationType::evaluateBackward
|| simulation_type == BlockSimulationType::evaluateForward)
output << "void dynamic_" << blk+1 << "(double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, double *T, int it_, bool stochastic_mode, double *g1_i, double *g1_j, double *g1_v, double *g1_x_i, double *g1_x_j, double *g1_x_v, double *g1_xd_i, double *g1_xd_j, double *g1_xd_v, double *g1_o_i, double *g1_o_j, double *g1_o_v)" << endl;
else
output << "void dynamic_" << blk+1 << "(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, double *T, int it_, bool stochastic_mode, double *residual, double *g1_i, double *g1_j, double *g1_v, double *g1_x_i, double *g1_x_j, double *g1_x_v, double *g1_xd_i, double *g1_xd_j, double *g1_xd_v, double *g1_o_i, double *g1_o_j, double *g1_o_v)" << endl;
output << '{' << endl;
writeDynamicPerBlockHelper(blk, output, ExprNodeOutputType::CDynamicModel, temporary_terms,
nze_stochastic, nze_deterministic, nze_exo, nze_exo_det, nze_other_endo);
output << '}' << endl
<< endl;
ostringstream header;
if (simulation_type == BlockSimulationType::evaluateBackward
|| simulation_type == BlockSimulationType::evaluateForward)
header << "void dynamic_" << blk+1 << "_mx(mxArray *y, const mxArray *x, const mxArray *params, const mxArray *steady_state, mxArray *T, const mxArray *it_, const mxArray *stochastic_mode, mxArray **g1, mxArray **g1_x, mxArray **g1_xd, mxArray **g1_o)";
else
header << "void dynamic_" << blk+1 << "_mx(const mxArray *y, const mxArray *x, const mxArray *params, const mxArray *steady_state, mxArray *T, const mxArray *it_, const mxArray *stochastic_mode, mxArray **residual, mxArray **g1, mxArray **g1_x, mxArray **g1_xd, mxArray **g1_o)";
output << header.str() << endl
<< '{' << endl
<< " int nb_row_x = mxGetM(x);" << endl;
if (simulation_type != BlockSimulationType::evaluateForward
&& simulation_type != BlockSimulationType::evaluateBackward)
output << " *residual = mxCreateDoubleMatrix(" << block_mfs_size << ",1,mxREAL);" << endl;
output << " mxArray *g1_i = NULL, *g1_j = NULL, *g1_v = NULL;" << endl
<< " mxArray *g1_x_i = NULL, *g1_x_j = NULL, *g1_x_v = NULL;" << endl
<< " mxArray *g1_xd_i = NULL, *g1_xd_j = NULL, *g1_xd_v = NULL;" << endl
<< " mxArray *g1_o_i = NULL, *g1_o_j = NULL, *g1_o_v = NULL;" << endl
<< " if (mxGetScalar(stochastic_mode)) {" << endl
<< " g1_i=mxCreateDoubleMatrix(" << nze_stochastic << ",1,mxREAL);" << endl
<< " g1_j=mxCreateDoubleMatrix(" << nze_stochastic << ",1,mxREAL);" << endl
<< " g1_v=mxCreateDoubleMatrix(" << nze_stochastic << ",1,mxREAL);" << endl
<< " g1_x_i=mxCreateDoubleMatrix(" << nze_exo << ",1,mxREAL);" << endl
<< " g1_x_j=mxCreateDoubleMatrix(" << nze_exo << ",1,mxREAL);" << endl
<< " g1_x_v=mxCreateDoubleMatrix(" << nze_exo << ",1,mxREAL);" << endl
<< " g1_xd_i=mxCreateDoubleMatrix(" << nze_exo_det << ",1,mxREAL);" << endl
<< " g1_xd_j=mxCreateDoubleMatrix(" << nze_exo_det << ",1,mxREAL);" << endl
<< " g1_xd_v=mxCreateDoubleMatrix(" << nze_exo_det << ",1,mxREAL);" << endl
<< " g1_o_i=mxCreateDoubleMatrix(" << nze_other_endo << ",1,mxREAL);" << endl
<< " g1_o_j=mxCreateDoubleMatrix(" << nze_other_endo << ",1,mxREAL);" << endl
<< " g1_o_v=mxCreateDoubleMatrix(" << nze_other_endo << ",1,mxREAL);" << endl;
if (simulation_type != BlockSimulationType::evaluateForward
&& simulation_type != BlockSimulationType::evaluateBackward)
output << " } else {" << endl
<< " g1_i=mxCreateDoubleMatrix(" << nze_deterministic << ",1,mxREAL);" << endl
<< " g1_j=mxCreateDoubleMatrix(" << nze_deterministic << ",1,mxREAL);" << endl
<< " g1_v=mxCreateDoubleMatrix(" << nze_deterministic << ",1,mxREAL);" << endl;
output << " }" << endl
<< endl;
if (simulation_type == BlockSimulationType::evaluateBackward
|| simulation_type == BlockSimulationType::evaluateForward)
output << " dynamic_" << blk+1 << "(mxGetPr(y), mxGetPr(x), nb_row_x, mxGetPr(params), mxGetPr(steady_state), mxGetPr(T), mxGetScalar(it_), mxGetScalar(stochastic_mode), g1_i ? mxGetPr(g1_i) : NULL, g1_j ? mxGetPr(g1_j) : NULL, g1_v ? mxGetPr(g1_v) : NULL, g1_x_i ? mxGetPr(g1_x_i) : NULL, g1_x_j ? mxGetPr(g1_x_j) : NULL, g1_x_v ? mxGetPr(g1_x_v) : NULL, g1_xd_i ? mxGetPr(g1_xd_i) : NULL, g1_xd_j ? mxGetPr(g1_xd_j) : NULL, g1_xd_v ? mxGetPr(g1_xd_v) : NULL, g1_o_i ? mxGetPr(g1_o_i) : NULL, g1_o_j ? mxGetPr(g1_o_j) : NULL, g1_o_v ? mxGetPr(g1_o_v) : NULL);" << endl;
else
output << " dynamic_" << blk+1 << "(mxGetPr(y), mxGetPr(x), nb_row_x, mxGetPr(params), mxGetPr(steady_state), mxGetPr(T), mxGetScalar(it_), mxGetScalar(stochastic_mode), mxGetPr(*residual), g1_i ? mxGetPr(g1_i) : NULL, g1_j ? mxGetPr(g1_j) : NULL, g1_v ? mxGetPr(g1_v) : NULL, g1_x_i ? mxGetPr(g1_x_i) : NULL, g1_x_j ? mxGetPr(g1_x_j) : NULL, g1_x_v ? mxGetPr(g1_x_v) : NULL, g1_xd_i ? mxGetPr(g1_xd_i) : NULL, g1_xd_j ? mxGetPr(g1_xd_j) : NULL, g1_xd_v ? mxGetPr(g1_xd_v) : NULL, g1_o_i ? mxGetPr(g1_o_i) : NULL, g1_o_j ? mxGetPr(g1_o_j) : NULL, g1_o_v ? mxGetPr(g1_o_v) : NULL);" << endl;
output << endl
<< " if (mxGetScalar(stochastic_mode)) {" << endl
<< " mxArray *m = mxCreateDoubleScalar(" << block_size << ");" << endl
<< " mxArray *n = mxCreateDoubleScalar(" << blocks_jacob_cols_endo[blk].size() << ");" << endl
<< " mxArray *plhs[1];" << endl
<< " mxArray *prhs[5] = { g1_i, g1_j, g1_v, m, n };" << endl
<< R"( mexCallMATLAB(1, plhs, 5, prhs, "sparse");)" << endl
<< " *g1=plhs[0];" << endl
<< " mxDestroyArray(g1_i);" << endl
<< " mxDestroyArray(g1_j);" << endl
<< " mxDestroyArray(g1_v);" << endl
<< " mxDestroyArray(n);" << endl
<< " n = mxCreateDoubleScalar(" << blocks_jacob_cols_exo[blk].size() << ");" << endl
<< " mxArray *prhs_x[5] = { g1_x_i, g1_x_j, g1_x_v, m, n };" << endl
<< R"( mexCallMATLAB(1, plhs, 5, prhs_x, "sparse");)" << endl
<< " *g1_x=plhs[0];" << endl
<< " mxDestroyArray(g1_x_i);" << endl
<< " mxDestroyArray(g1_x_j);" << endl
<< " mxDestroyArray(g1_x_v);" << endl
<< " mxDestroyArray(n);" << endl
<< " n = mxCreateDoubleScalar(" << blocks_jacob_cols_exo_det[blk].size() << ");" << endl
<< " mxArray *prhs_xd[5] = { g1_xd_i, g1_xd_j, g1_xd_v, m, n };" << endl
<< R"( mexCallMATLAB(1, plhs, 5, prhs_xd, "sparse");)" << endl
<< " *g1_xd=plhs[0];" << endl
<< " mxDestroyArray(g1_xd_i);" << endl
<< " mxDestroyArray(g1_xd_j);" << endl
<< " mxDestroyArray(g1_xd_v);" << endl
<< " mxDestroyArray(n);" << endl
<< " n = mxCreateDoubleScalar(" << blocks_jacob_cols_other_endo[blk].size() << ");" << endl
<< " mxArray *prhs_o[5] = { g1_o_i, g1_o_j, g1_o_v, m, n };" << endl
<< R"( mexCallMATLAB(1, plhs, 5, prhs_o, "sparse");)" << endl
<< " *g1_o=plhs[0];" << endl
<< " mxDestroyArray(g1_o_i);" << endl
<< " mxDestroyArray(g1_o_j);" << endl
<< " mxDestroyArray(g1_o_v);" << endl
<< " mxDestroyArray(n);" << endl
<< " mxDestroyArray(m);" << endl
<< " } else {" << endl;
switch (simulation_type)
{
case BlockSimulationType::evaluateForward:
case BlockSimulationType::evaluateBackward:
output << " *g1=mxCreateDoubleMatrix(0,0,mxREAL);" << endl;
break;
case BlockSimulationType::solveBackwardSimple:
case BlockSimulationType::solveForwardSimple:
case BlockSimulationType::solveBackwardComplete:
case BlockSimulationType::solveForwardComplete:
output << " mxArray *m = mxCreateDoubleScalar(" << block_mfs_size << ");" << endl
<< " mxArray *n = mxCreateDoubleScalar(" << block_mfs_size << ");" << endl
<< " mxArray *plhs[1];" << endl
<< " mxArray *prhs[5] = { g1_i, g1_j, g1_v, m, n };" << endl
<< R"( mexCallMATLAB(1, plhs, 5, prhs, "sparse");)" << endl
<< " *g1=plhs[0];" << endl
<< " mxDestroyArray(g1_i);" << endl
<< " mxDestroyArray(g1_j);" << endl
<< " mxDestroyArray(g1_v);" << endl
<< " mxDestroyArray(n);" << endl
<< " mxDestroyArray(m);" << endl;
break;
case BlockSimulationType::solveTwoBoundariesSimple:
case BlockSimulationType::solveTwoBoundariesComplete:
output << " mxArray *m = mxCreateDoubleScalar(" << block_mfs_size << ");" << endl
<< " mxArray *n = mxCreateDoubleScalar(" << 3*block_mfs_size << ");" << endl
<< " mxArray *plhs[1];" << endl
<< " mxArray *prhs[5] = { g1_i, g1_j, g1_v, m, n };" << endl
<< R"( mexCallMATLAB(1, plhs, 5, prhs, "sparse");)" << endl
<< " *g1=plhs[0];" << endl
<< " mxDestroyArray(g1_i);" << endl
<< " mxDestroyArray(g1_j);" << endl
<< " mxDestroyArray(g1_v);" << endl
<< " mxDestroyArray(n);" << endl
<< " mxDestroyArray(m);" << endl;
break;
default:
break;
}
output << " *g1_x=mxCreateDoubleMatrix(0,0,mxREAL);" << endl
<< " *g1_xd=mxCreateDoubleMatrix(0,0,mxREAL);" << endl
<< " *g1_o=mxCreateDoubleMatrix(0,0,mxREAL);" << endl
<< " }" << endl
<< "}" << endl;
output.close();
filename = basename + "/model/src/dynamic_" + to_string(blk+1) + ".h";
ofstream header_output;
header_output.open(filename, ios::out | ios::binary);
if (!header_output.is_open())
{
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
header_output << header.str() << ';' << endl;
header_output.close();
}
}
void
DynamicModel::writeDynamicBytecode(const string &basename) const
{
@ -574,8 +797,6 @@ DynamicModel::writeDynamicBytecode(const string &basename) const
unsigned int instruction_number = 0;
bool file_open = false;
filesystem::create_directories(basename + "/model/bytecode");
string main_name = basename + "/model/bytecode/dynamic.cod";
code_file.open(main_name, ios::out | ios::binary | ios::ate);
if (!code_file.is_open())
@ -837,7 +1058,6 @@ DynamicModel::writeDynamicBlockBytecode(const string &basename, bool linear_deco
vector<int> feedback_variables;
bool file_open = false;
string main_name;
filesystem::create_directories(basename + "/model/bytecode");
if (linear_decomposition)
main_name = basename + "/model/bytecode/non_linear.cod";
else
@ -1195,7 +1415,6 @@ DynamicModel::writeDynamicJuliaFile(const string &basename) const
void
DynamicModel::writeDynamicCFile(const string &basename) const
{
filesystem::create_directories(basename + "/model/src");
string filename = basename + "/model/src/dynamic.c";
int ntt = temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() + temporary_terms_derivatives[3].size();
@ -1408,6 +1627,92 @@ DynamicModel::writeDynamicBlockMFile(const string &basename) const
output.close();
}
void
DynamicModel::writeDynamicBlockCFile(const string &basename) const
{
string filename = basename + "/model/src/dynamic.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
<< R"(#include "mex.h")" << endl;
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
output << R"(#include "dynamic_)" << blk+1 << R"(.h")" << endl;
output << endl;
writePowerDeriv(output);
output << endl
<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
<< "{" << endl
<< " if (nrhs != 8)" << endl
<< R"( mexErrMsgTxt("Requires exactly 8 input arguments");)" << endl
<< " if (nlhs > 7)" << endl
<< R"( mexErrMsgTxt("Accepts at most 7 output arguments");)" << endl
<< " int nblock = (int) mxGetScalar(prhs[0]);" << endl
<< " const mxArray *y = prhs[1], *x = prhs[2], *params = prhs[3], *steady_state = prhs[4], *T = prhs[5], *it_ = prhs[6], *stochastic_mode = prhs[7];" << endl
<< " mxArray *T_new = mxDuplicateArray(T);" << endl
<< " mxArray *y_new = mxDuplicateArray(y);" << endl
<< " mxArray *residual, *g1, *g1_x, *g1_xd, *g1_o;" << endl
<< " switch (nblock)" << endl
<< " {" << endl;
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
output << " case " << blk+1 << ':' << endl;
BlockSimulationType simulation_type = blocks[blk].simulation_type;
if (simulation_type == BlockSimulationType::evaluateBackward
|| simulation_type == BlockSimulationType::evaluateForward)
output << " dynamic_" << blk+1 << "_mx(y_new, x, params, steady_state, T_new, it_, stochastic_mode, &g1, &g1_x, &g1_xd, &g1_o);" << endl
<< " residual = mxCreateDoubleMatrix(0,0,mxREAL);" << endl;
else
output << " dynamic_" << blk+1 << "_mx(y, x, params, steady_state, T_new, it_, stochastic_mode, &residual, &g1, &g1_x, &g1_xd, &g1_o);" << endl;
output << " break;" << endl;
}
output << " }" << endl
<< endl
<< " if (nlhs >= 1)" << endl
<< " plhs[0] = residual;" << endl
<< " else" << endl
<< " mxDestroyArray(residual);" << endl
<< " if (nlhs >= 2)" << endl
<< " plhs[1] = y_new;" << endl
<< " else" << endl
<< " mxDestroyArray(y_new);" << endl
<< " if (nlhs >= 3)" << endl
<< " plhs[2] = T_new;" << endl
<< " else" << endl
<< " mxDestroyArray(T_new);" << endl
<< " if (nlhs >= 4)" << endl
<< " plhs[3] = g1;" << endl
<< " else" << endl
<< " mxDestroyArray(g1);" << endl
<< " if (nlhs >= 5)" << endl
<< " plhs[4] = g1_x;" << endl
<< " else" << endl
<< " mxDestroyArray(g1_x);" << endl
<< " if (nlhs >= 6)" << endl
<< " plhs[5] = g1_xd;" << endl
<< " else" << endl
<< " mxDestroyArray(g1_xd);" << endl
<< " if (nlhs >= 7)" << endl
<< " plhs[6] = g1_o;" << endl
<< " else" << endl
<< " mxDestroyArray(g1_o);" << endl
<< "}" << endl;
output.close();
}
void
DynamicModel::writeWrapperFunctions(const string &basename, const string &ending) const
{
@ -4256,24 +4561,64 @@ DynamicModel::computeBlockDynJacobianCols()
void
DynamicModel::writeDynamicFile(const string &basename, bool block, bool linear_decomposition, bool bytecode, bool use_dll, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot, bool julia) const
{
if ((block && bytecode) || linear_decomposition)
writeDynamicBlockBytecode(basename, linear_decomposition);
else if (!block && bytecode)
writeDynamicBytecode(basename);
else if (block && !bytecode)
filesystem::path model_dir{basename};
model_dir /= "model";
if (use_dll)
filesystem::create_directories(model_dir / "src");
if (bytecode)
filesystem::create_directories(model_dir / "bytecode");
if (linear_decomposition)
{
writeDynamicPerBlockMFiles(basename);
writeDynamicBlockMFile(basename);
if (bytecode)
writeDynamicBlockBytecode(basename, linear_decomposition);
else
{
cerr << "'linear_decomposition' option requires the 'bytecode' option" << endl;
exit(EXIT_FAILURE);
}
}
else if (use_dll)
else if (block)
{
writeDynamicCFile(basename);
compileMEX(basename, "dynamic", mexext, matlabroot, dynareroot);
if (bytecode)
writeDynamicBlockBytecode(basename, linear_decomposition);
else if (use_dll)
{
writeDynamicPerBlockCFiles(basename);
writeDynamicBlockCFile(basename);
vector<filesystem::path> src_files{blocks.size() + 1};
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
src_files[blk] = model_dir / "src" / ("dynamic_" + to_string(blk+1) + ".c");
src_files[blocks.size()] = model_dir / "src" / "dynamic.c";
compileMEX(basename, "dynamic", mexext, src_files, matlabroot, dynareroot);
}
else if (julia)
{
cerr << "'block' option is not available with Julia" << endl;
exit(EXIT_FAILURE);
}
else // M-files
{
writeDynamicPerBlockMFiles(basename);
writeDynamicBlockMFile(basename);
}
}
else if (julia)
writeDynamicJuliaFile(basename);
else
writeDynamicMFile(basename);
{
if (bytecode)
writeDynamicBytecode(basename);
else if (use_dll)
{
writeDynamicCFile(basename);
compileMEX(basename, "dynamic", mexext, { model_dir / "src" / "dynamic.c" },
matlabroot, dynareroot);
}
else if (julia)
writeDynamicJuliaFile(basename);
else
writeDynamicMFile(basename);
}
writeSetAuxiliaryVariables(basename, julia);
}

View File

@ -133,10 +133,17 @@ private:
void writeDynamicModel(const string &basename, ostream &DynamicOutput, bool use_dll, bool julia) const;
//! Writes the main dynamic function of block decomposed model (MATLAB version)
void writeDynamicBlockMFile(const string &basename) const;
//! Writes the main dynamic function of block decomposed model (C version)
void writeDynamicBlockCFile(const string &basename) const;
/* Computes the number of nonzero elements in deterministic Jacobian of
block-decomposed model */
int nzeDeterministicJacobianForBlock(int blk) const;
//! Helper for writing the per-block dynamic files of block decomposed models
void writeDynamicPerBlockHelper(int blk, ostream &output, ExprNodeOutputType output_type, temporary_terms_t &temporary_terms, int nze_stochastic, int nze_deterministic, int nze_exo, int nze_exo_det, int nze_other_endo) const;
//! Writes the per-block dynamic files of block decomposed model (MATLAB version)
void writeDynamicPerBlockMFiles(const string &basename) const;
//! Writes the per-block dynamic files of block decomposed model (C version)
void writeDynamicPerBlockCFiles(const string &basename) const;
//! Writes the code of the block-decomposed model in virtual machine bytecode
void writeDynamicBlockBytecode(const string &basename, bool linear_decomposition) const;
//! Writes the code of the model in virtual machine bytecode

View File

@ -187,9 +187,9 @@ ModFile::checkPass(bool nostrict, bool stochastic)
exit(EXIT_FAILURE);
}
if (use_dll && (block || bytecode || linear_decomposition))
if (use_dll && bytecode)
{
cerr << "ERROR: In 'model' block, 'use_dll' option is not compatible with 'block', 'bytecode' or 'linear_decomposition'" << endl;
cerr << "ERROR: In 'model' block, 'use_dll' option is not compatible with 'bytecode'" << endl;
exit(EXIT_FAILURE);
}
if (block && linear_decomposition)

View File

@ -1977,7 +1977,7 @@ ModelTree::matlab_arch(const string &mexext)
}
void
ModelTree::compileMEX(const string &basename, const string &funcname, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot) const
ModelTree::compileMEX(const string &basename, const string &funcname, const string &mexext, const vector<filesystem::path> &src_files, const filesystem::path &matlabroot, const filesystem::path &dynareroot) const
{
const string opt_flags = "-O3 -g0 --param ira-max-conflict-table-size=1 -fno-forward-propagate -fno-gcse -fno-dce -fno-dse -fno-tree-fre -fno-tree-pre -fno-tree-cselim -fno-tree-dse -fno-tree-dce -fno-tree-pta -fno-gcse-after-reload";
@ -2056,8 +2056,6 @@ ModelTree::compileMEX(const string &basename, const string &funcname, const stri
}
}
auto model_dir = filesystem::path{basename} / "model" / "src";
filesystem::path src{model_dir / (funcname + ".c")};
filesystem::path mex_dir{"+" + basename};
filesystem::path binary{mex_dir / (funcname + "." + mexext)};
@ -2089,7 +2087,9 @@ ModelTree::compileMEX(const string &basename, const string &funcname, const stri
if (!user_set_add_flags.empty())
cmd << user_set_add_flags << " ";
cmd << src << " -o " << binary << " ";
for (auto &src : src_files)
cmd << src << " ";
cmd << "-o " << binary << " ";
if (user_set_subst_libs.empty())
cmd << libs;

View File

@ -408,7 +408,7 @@ private:
//! Returns the name of the MATLAB architecture given the extension used for MEX files
static string matlab_arch(const string &mexext);
//! Compiles a MEX file
void compileMEX(const string &basename, const string &funcname, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot) const;
void compileMEX(const string &basename, const string &funcname, const string &mexext, const vector<filesystem::path> &src_files, const filesystem::path &matlabroot, const filesystem::path &dynareroot) const;
public:
ModelTree(SymbolTable &symbol_table_arg,

View File

@ -240,6 +240,11 @@ StaticModel::writeStaticPerBlockMFiles(const string &basename) const
string filename = packageDir(basename + ".block") + "/static_" + to_string(blk+1) + ".m";
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 << "%" << endl
<< "% " << filename << " : Computes static version of one block" << endl
<< "%" << endl
@ -279,6 +284,100 @@ StaticModel::writeStaticPerBlockMFiles(const string &basename) const
}
}
void
StaticModel::writeStaticPerBlockCFiles(const string &basename) const
{
temporary_terms_t temporary_terms; // Temp terms written so far
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
BlockSimulationType simulation_type = blocks[blk].simulation_type;
string filename = basename + "/model/src/static_" + to_string(blk+1) + ".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 << "/* Block " << blk+1 << endl
<< " " << BlockSim(simulation_type) << " */" << endl
<< endl
<< "#include <math.h>" << endl
<< "#include <stdlib.h>" << endl
<< R"(#include "mex.h")" << endl
<< endl
<< "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl
<< endl;
// Write function definition if BinaryOpcode::powerDeriv is used
writePowerDerivHeader(output);
output << endl;
if (simulation_type == BlockSimulationType::evaluateBackward
|| simulation_type == BlockSimulationType::evaluateForward)
output << "void static_" << blk+1 << "(double *y, const double *x, const double *params, double *T)" << endl;
else
output << "void static_" << blk+1 << "(const double *y, const double *x, const double *params, double *T, double *residual, double *g1_i, double *g1_j, double *g1_v)" << endl;
output << '{' << endl;
writeStaticPerBlockHelper(blk, output, ExprNodeOutputType::CStaticModel, temporary_terms);
output << '}' << endl
<< endl;
ostringstream header;
if (simulation_type == BlockSimulationType::evaluateBackward
|| simulation_type == BlockSimulationType::evaluateForward)
{
header << "void static_" << blk+1 << "_mx(mxArray *y, const mxArray *x, const mxArray *params, mxArray *T)";
output << header.str() << endl
<< '{' << endl
<< " static_" << blk+1 << "(mxGetPr(y), mxGetPr(x), mxGetPr(params), mxGetPr(T));" << endl
<< '}' << endl;
}
else
{
header << "void static_" << blk+1 << "_mx(const mxArray *y, const mxArray *x, const mxArray *params, mxArray *T, mxArray **residual, mxArray **g1)";
output << header.str() << endl
<< '{' << endl
<< " *residual = mxCreateDoubleMatrix(" << blocks[blk].mfs_size << ",1,mxREAL);" << endl
<< " mxArray *g1_i = mxCreateDoubleMatrix(" << blocks_derivatives[blk].size() << ",1,mxREAL);" << endl
<< " mxArray *g1_j = mxCreateDoubleMatrix(" << blocks_derivatives[blk].size() << ",1,mxREAL);" << endl
<< " mxArray *g1_v = mxCreateDoubleMatrix(" << blocks_derivatives[blk].size() << ",1,mxREAL);" << endl
<< " static_" << blk+1 << "(mxGetPr(y), mxGetPr(x), mxGetPr(params), mxGetPr(T), mxGetPr(*residual), mxGetPr(g1_i), mxGetPr(g1_j), mxGetPr(g1_v));" << endl
<< " mxArray *plhs[1];" << endl
<< " mxArray *m = mxCreateDoubleScalar(" << blocks[blk].mfs_size << ");" << endl
<< " mxArray *n = mxCreateDoubleScalar(" << blocks[blk].mfs_size << ");" << endl
<< " mxArray *prhs[5] = { g1_i, g1_j, g1_v, m, n };" << endl
<< R"( mexCallMATLAB(1, plhs, 5, prhs, "sparse");)" << endl
<< " *g1 = plhs[0];" << endl
<< " mxDestroyArray(g1_i);" << endl
<< " mxDestroyArray(g1_j);" << endl
<< " mxDestroyArray(g1_v);" << endl
<< " mxDestroyArray(m);" << endl
<< " mxDestroyArray(n);" << endl
<< '}' << endl;
}
output.close();
filename = basename + "/model/src/static_" + to_string(blk+1) + ".h";
ofstream header_output;
header_output.open(filename, ios::out | ios::binary);
if (!header_output.is_open())
{
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
header_output << header.str() << ';' << endl;
header_output.close();
}
}
void
StaticModel::writeStaticBytecode(const string &basename) const
{
@ -287,8 +386,6 @@ StaticModel::writeStaticBytecode(const string &basename) const
unsigned int instruction_number = 0;
bool file_open = false;
filesystem::create_directories(basename + "/model/bytecode");
string main_name = basename + "/model/bytecode/static.cod";
code_file.open(main_name, ios::out | ios::binary | ios::ate);
if (!code_file.is_open())
@ -462,8 +559,6 @@ StaticModel::writeStaticBlockBytecode(const string &basename) const
vector<int> feedback_variables;
bool file_open = false;
filesystem::create_directories(basename + "/model/bytecode");
string main_name = basename + "/model/bytecode/static.cod";
code_file.open(main_name, ios::out | ios::binary | ios::ate);
if (!code_file.is_open())
@ -1578,7 +1673,6 @@ void
StaticModel::writeStaticCFile(const string &basename) const
{
// Writing comments and function definition command
filesystem::create_directories(basename + "/model/src");
string filename = basename + "/model/src/static.c";
int ntt = temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() + temporary_terms_derivatives[3].size();
@ -1661,24 +1755,54 @@ StaticModel::writeStaticJuliaFile(const string &basename) const
void
StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot, bool julia) const
{
if (block && bytecode)
writeStaticBlockBytecode(basename);
else if (!block && bytecode)
writeStaticBytecode(basename);
else if (block && !bytecode)
filesystem::path model_dir{basename};
model_dir /= "model";
if (use_dll)
filesystem::create_directories(model_dir / "src");
if (bytecode)
filesystem::create_directories(model_dir / "bytecode");
if (block)
{
writeStaticPerBlockMFiles(basename);
writeStaticBlockMFile(basename);
if (bytecode)
writeStaticBlockBytecode(basename);
else if (use_dll)
{
writeStaticPerBlockCFiles(basename);
writeStaticBlockCFile(basename);
vector<filesystem::path> src_files{blocks.size() + 1};
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
src_files[blk] = model_dir / "src" / ("static_" + to_string(blk+1) + ".c");
src_files[blocks.size()] = model_dir / "src" / "static.c";
compileMEX(basename, "static", mexext, src_files, matlabroot, dynareroot);
}
else if (julia)
{
cerr << "'block' option is not available with Julia" << endl;
exit(EXIT_FAILURE);
}
else // M-files
{
writeStaticPerBlockMFiles(basename);
writeStaticBlockMFile(basename);
}
}
else if (use_dll)
{
writeStaticCFile(basename);
compileMEX(basename, "static", mexext, matlabroot, dynareroot);
}
else if (julia)
writeStaticJuliaFile(basename);
else
writeStaticMFile(basename);
{
if (bytecode)
writeStaticBytecode(basename);
else if (use_dll)
{
writeStaticCFile(basename);
compileMEX(basename, "static", mexext, { model_dir / "src" / "static.c" },
matlabroot, dynareroot);
}
else if (julia)
writeStaticJuliaFile(basename);
else // M-files
writeStaticMFile(basename);
}
writeSetAuxiliaryVariables(basename, julia);
}
@ -1727,6 +1851,80 @@ StaticModel::writeStaticBlockMFile(const string &basename) const
output.close();
}
void
StaticModel::writeStaticBlockCFile(const string &basename) const
{
string filename = basename + "/model/src/static.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
<< R"(#include "mex.h")" << endl;
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
output << R"(#include "static_)" << blk+1 << R"(.h")" << endl;
output << endl;
writePowerDeriv(output);
output << endl
<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
<< "{" << endl
<< " if (nrhs != 5)" << endl
<< R"( mexErrMsgTxt("Requires exactly 5 input arguments");)" << endl
<< " if (nlhs > 4)" << endl
<< R"( mexErrMsgTxt("Accepts at most 4 output arguments");)" << endl
<< " int nblock = (int) mxGetScalar(prhs[0]);" << endl
<< " const mxArray *y = prhs[1], *x = prhs[2], *params = prhs[3], *T = prhs[4];" << endl
<< " mxArray *T_new = mxDuplicateArray(T);" << endl
<< " mxArray *y_new = mxDuplicateArray(y);" << endl
<< " mxArray *residual, *g1;" << endl
<< " switch (nblock)" << endl
<< " {" << endl;
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
output << " case " << blk+1 << ':' << endl;
BlockSimulationType simulation_type = blocks[blk].simulation_type;
if (simulation_type == BlockSimulationType::evaluateBackward
|| simulation_type == BlockSimulationType::evaluateForward)
output << " static_" << blk+1 << "_mx(y_new, x, params, T_new);" << endl
<< " residual = mxCreateDoubleMatrix(0,0,mxREAL);" << endl
<< " g1 = mxCreateDoubleMatrix(0,0,mxREAL);" << endl;
else
output << " static_" << blk+1 << "_mx(y, x, params, T_new, &residual, &g1);" << endl;
output << " break;" << endl;
}
output << " }" << endl
<< endl
<< " if (nlhs >= 1)" << endl
<< " plhs[0] = residual;" << endl
<< " else" << endl
<< " mxDestroyArray(residual);" << endl
<< " if (nlhs >= 2)" << endl
<< " plhs[1] = y_new;" << endl
<< " else" << endl
<< " mxDestroyArray(y_new);" << endl
<< " if (nlhs >= 3)" << endl
<< " plhs[2] = T_new;" << endl
<< " else" << endl
<< " mxDestroyArray(T_new);" << endl
<< " if (nlhs >= 4)" << endl
<< " plhs[3] = g1;" << endl
<< " else" << endl
<< " mxDestroyArray(g1);" << endl
<< "}" << endl;
output.close();
}
void
StaticModel::writeDriverOutput(ostream &output, bool block) const
{

View File

@ -48,12 +48,18 @@ private:
//! Writes the main static function of block decomposed model (MATLAB version)
void writeStaticBlockMFile(const string &basename) const;
//! Writes the main static function of block decomposed model (C version)
void writeStaticBlockCFile(const string &basename) const;
//! Helper for writing a per-block static file of block decomposed model
void writeStaticPerBlockHelper(int blk, ostream &output, ExprNodeOutputType output_type, temporary_terms_t &temporary_terms) const;
//! Writes the per-block static files of block decomposed model (MATLAB version)
void writeStaticPerBlockMFiles(const string &basename) const;
//! Writes the per-block static files of block decomposed model (C version)
void writeStaticPerBlockCFiles(const string &basename) const;
//! Writes the code of the block-decomposed model in virtual machine bytecode
void writeStaticBlockBytecode(const string &basename) const;