second derivatives of jacobian w.r.t. parameters
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be6b9dcd09
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c7093a8385
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@ -2657,6 +2657,20 @@ DynamicModel::computeParamsDerivatives()
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jacobian_params_derivatives[make_pair(eq, make_pair(var, param))] = d2;
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jacobian_params_derivatives[make_pair(eq, make_pair(var, param))] = d2;
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}
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}
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for (second_derivatives_type::const_iterator it2 = jacobian_params_derivatives.begin();
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it2 != jacobian_params_derivatives.end(); it2++)
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{
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int eq = it2->first.first;
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int var = it2->first.second.first;
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int param1 = it2->first.second.second;
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NodeID d1 = it2->second;
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NodeID d2 = d1->getDerivative(param);
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if (d2 == Zero)
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continue;
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jacobian_params_second_derivatives[make_pair(eq, make_pair(var, make_pair(param1, param)))] = d2;
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}
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for (second_derivatives_type::const_iterator it2 = second_derivatives.begin();
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for (second_derivatives_type::const_iterator it2 = second_derivatives.begin();
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it2 != second_derivatives.end(); it2++)
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it2 != second_derivatives.end(); it2++)
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{
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{
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@ -2750,9 +2764,30 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
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paramsDerivsFile << ";" << endl;
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paramsDerivsFile << ";" << endl;
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}
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}
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// Write jacobian second derivatives
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paramsDerivsFile << "gpp = zeros(" << equation_number() << ", " << dynJacobianColsNbr << ", "
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<< symbol_table.param_nbr() << ", " << symbol_table.param_nbr() << ");" << endl;
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for (third_derivatives_type::const_iterator it = jacobian_params_second_derivatives.begin();
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it != jacobian_params_second_derivatives.end(); it++)
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{
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int eq = it->first.first;
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int var = it->first.second.first;
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int param1 = it->first.second.second.first;
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int param2 = it->first.second.second.second;
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NodeID d2 = it->second;
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int var_col = getDynJacobianCol(var) + 1;
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int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
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int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
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paramsDerivsFile << "gpp(" << eq+1 << ", " << var_col << ", " << param1_col << ", " << param2_col << ") = ";
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d2->writeOutput(paramsDerivsFile, oMatlabDynamicModel, params_derivs_temporary_terms);
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paramsDerivsFile << ";" << endl;
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}
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// Write hessian derivatives
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// Write hessian derivatives
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paramsDerivsFile << "gp = zeros(" << equation_number() << ", " << dynJacobianColsNbr << ", "
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paramsDerivsFile << "hp = zeros(" << equation_number() << ", " << dynJacobianColsNbr << ", "
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<< dynJacobianColsNbr << ", " << symbol_table.param_nbr() << ");" << endl;
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<< dynJacobianColsNbr << ", " << symbol_table.param_nbr() << ");" << endl;
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for (third_derivatives_type::const_iterator it = hessian_params_derivatives.begin();
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for (third_derivatives_type::const_iterator it = hessian_params_derivatives.begin();
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@ -71,6 +71,13 @@ private:
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*/
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*/
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second_derivatives_type jacobian_params_derivatives;
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second_derivatives_type jacobian_params_derivatives;
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//! Second derivatives of the jacobian w.r. to parameters
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/*! First index is equation number, second is endo/exo/exo_det variable, and third and fourth are parameters.
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Only non-null derivatives are stored in the map.
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Variable and parameter indices are those of the getDerivID() method.
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*/
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third_derivatives_type jacobian_params_second_derivatives;
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//! Derivatives of the hessian w.r. to parameters
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//! Derivatives of the hessian w.r. to parameters
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/*! First index is equation number, first and second are endo/exo/exo_det variable, and third is parameter.
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/*! First index is equation number, first and second are endo/exo/exo_det variable, and third is parameter.
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Only non-null derivatives are stored in the map.
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Only non-null derivatives are stored in the map.
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