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The local variables are implemented with byte code 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3015 ac1d8469-bf42-47a9-8791-bf33cf982152
issue#70
ferhat 2009-10-02 16:47:43 +00:00
parent 04cec8a438
commit e8d9cbc94a
7 changed files with 113 additions and 67 deletions
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53
BlockTriangular.cc
View File

@ -120,6 +120,9 @@ BlockTriangular::Compute_Normalization(bool *IM, int equation_number, int prolog
typedef adjacency_list<vecS, vecS, undirectedS> BipartiteGraph;
if(verbose == 2)
cout << "trying to normlized even in singular case\n";
/*
Vertices 0 to n-1 are for endogenous (using type specific ID)
Vertices n to 2*n-1 are for equations (using equation no.)
@ -148,7 +151,7 @@ BlockTriangular::Compute_Normalization(bool *IM, int equation_number, int prolog
{
if (verbose == 1)
{
cerr << "WARNING: Could not normalize dynamic model. Variable "
cout << "WARNING: Could not normalize dynamic model. Variable "
<< symbol_table.getName(symbol_table.getID(eEndogenous, it - mate_map.begin()))
<< " is not in the maximum cardinality matching. Trying to find a singular normalization." << endl;
//exit(EXIT_FAILURE);
@ -169,6 +172,7 @@ BlockTriangular::Compute_Normalization(bool *IM, int equation_number, int prolog
memcpy(SIM, IM, equation_number*equation_number*sizeof(bool));
for (int i = 0; i < n; i++)
{
//printf("match equation %4d with variable %4d \n", mate_map[i] - n, i);
Index_Equ_IM[i + prologue] = Index_Equ_IM_tmp[mate_map[i] - n + prologue];
for (int k = 0; k < n; k++)
IM[(i+prologue)*equation_number+k +prologue] = SIM[(mate_map[i]-n+prologue)*equation_number+k +prologue];
@ -337,6 +341,7 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int count_Block, Block
bool *Cur_IM;
bool *IM, OK;
int Lag_Endo, Lead_Endo, Lag_Exo, Lead_Exo, Lag_Other_Endo, Lead_Other_Endo;
//cout << "block " << count_Block << " size " << size << " SimType=" << BlockSim(SimType) << "\n";
ModelBlock->Periods = periods;
ModelBlock->Block_List[count_Block].is_linear = true;
@ -725,35 +730,35 @@ BlockTriangular::Equation_Type_determination(vector<BinaryOpNode *> &equations,
lhs->writeOutput(tmp_output, oMatlabDynamicModelSparse, temporary_terms);
tmp_s << "y(it_, " << Index_Var_IM[i]+1 << ")";
map<pair<int, pair<int, int> >, NodeID>::iterator derivative = first_order_endo_derivatives.find(make_pair(eq, make_pair(var, 0)));
set<pair<int, int> > result;
pair<bool, NodeID> res;
derivative->second->collectEndogenous(result);
set<pair<int, int> >::const_iterator d_endo_variable = result.find(make_pair(var, 0));
//Determine whether the equation could be evaluated rather than to be solved
ostringstream tt("");
derivative->second->writeOutput(tt, oMatlabDynamicModelSparse, temporary_terms);
//cout << tt.str().c_str() << " tmp_output.str()=" << tmp_output.str() << " tmp_s.str()=" << tmp_s.str();
if (tmp_output.str() == tmp_s.str() and tt.str()=="1")
if(derivative != first_order_endo_derivatives.end())
{
Equation_Simulation_Type = E_EVALUATE;
//cout << " E_EVALUATE ";
}
else
{
vector<pair<int, pair<NodeID, NodeID> > > List_of_Op_RHS;
res = equations[eq]->normalizeEquation(var, List_of_Op_RHS);
if(mfs==2)
set<pair<int, int> > result;
derivative->second->collectEndogenous(result);
set<pair<int, int> >::const_iterator d_endo_variable = result.find(make_pair(var, 0));
//Determine whether the equation could be evaluated rather than to be solved
ostringstream tt("");
derivative->second->writeOutput(tt, oMatlabDynamicModelSparse, temporary_terms);
if (tmp_output.str() == tmp_s.str() and tt.str()=="1")
{
if(d_endo_variable == result.end() && res.second)
Equation_Simulation_Type = E_EVALUATE_S;
Equation_Simulation_Type = E_EVALUATE;
}
else if(mfs==3)
else
{
if(res.second) // The equation could be solved analytically
Equation_Simulation_Type = E_EVALUATE_S;
vector<pair<int, pair<NodeID, NodeID> > > List_of_Op_RHS;
res = equations[eq]->normalizeEquation(var, List_of_Op_RHS);
if(mfs==2)
{
if(d_endo_variable == result.end() && res.second)
Equation_Simulation_Type = E_EVALUATE_S;
}
else if(mfs==3)
{
if(res.second) // The equation could be solved analytically
Equation_Simulation_Type = E_EVALUATE_S;
}
}
}
//cout << " " << c_Equation_Type(Equation_Simulation_Type) << endl;
V_Equation_Simulation_Type[eq] = make_pair(Equation_Simulation_Type, dynamic_cast<BinaryOpNode *>(res.second));
}
return (V_Equation_Simulation_Type);
@ -1000,10 +1005,10 @@ BlockTriangular::Normalize_and_BlockDecompose(bool *IM, Model_Block *ModelBlock,
Compute_Normalization(IM, n, prologue, epilogue, 2, IM_0, Index_Equ_IM);
}
}
SIM0 = (bool *) malloc(n * n * sizeof(bool));
memcpy(SIM0, IM_0, n*n*sizeof(bool));
Prologue_Epilogue(IM, prologue, epilogue, n, Index_Var_IM, Index_Equ_IM, SIM0);
free(SIM0);
V_Equation_Type = Equation_Type_determination(equations, first_order_endo_derivatives, Index_Var_IM, Index_Equ_IM, mfs);

4
DynamicModel.cc
View File

@ -2424,12 +2424,16 @@ DynamicModel::toStaticDll(StaticDllModel &static_model) const
// Convert model local variables (need to be done first)
for (map<int, NodeID>::const_iterator it = local_variables_table.begin();
it != local_variables_table.end(); it++)
{
static_model.AddLocalVariable(symbol_table.getName(it->first), it->second->toStatic(static_model));
}
// Convert equations
for (vector<BinaryOpNode *>::const_iterator it = equations.begin();
it != equations.end(); it++)
{
static_model.addEquation((*it)->toStatic(static_model));
}
}
void

22
ExprNode.cc
View File

@ -52,12 +52,10 @@ ExprNode::getDerivative(int deriv_id)
{
if (!preparedForDerivation)
prepareForDerivation();
// Return zero if derivative is necessarily null (using symbolic a priori)
set<int>::const_iterator it = non_null_derivatives.find(deriv_id);
if (it == non_null_derivatives.end())
return datatree.Zero;
// If derivative is stored in cache, use the cached value, otherwise compute it (and cache it)
map<int, NodeID>::const_iterator it2 = derivatives.find(deriv_id);
if (it2 != derivatives.end())
@ -308,7 +306,7 @@ VariableNode::prepareForDerivation()
{
if (preparedForDerivation)
return;
int der_id;
preparedForDerivation = true;
// Fill in non_null_derivatives
@ -319,12 +317,25 @@ VariableNode::prepareForDerivation()
case eExogenousDet:
case eParameter:
// For a variable or a parameter, the only non-null derivative is with respect to itself
non_null_derivatives.insert(datatree.getDerivID(symb_id, lag));
//non_null_derivatives.insert(datatree.getDerivID(symb_id, lag));
der_id = datatree.getDerivID(symb_id, lag);
non_null_derivatives = set<int>(&der_id, &der_id+1);
break;
case eModelLocalVariable:
datatree.local_variables_table[symb_id]->prepareForDerivation();
// Non null derivatives are those of the value of the local parameter
non_null_derivatives = datatree.local_variables_table[symb_id]->non_null_derivatives;
/*for(set<int>::const_iterator it=datatree.local_variables_table[symb_id]->non_null_derivatives.begin(); it != datatree.local_variables_table[symb_id]->non_null_derivatives.end(); it++)
non_null_derivatives.insert(*it);*/
//cout << "symb_id=" << symb_id << " " << datatree.symbol_table.getName(symb_id) << " " << datatree.symbol_table.maxID();
//non_null_derivatives = datatree.local_variables_table[symb_id]->non_null_derivatives;
/*cout << " non_null_derivatives.size()= " << non_null_derivatives.size() << endl;
if(non_null_derivatives.size()>0)
for(set<int>::const_iterator it=non_null_derivatives.begin(); it != non_null_derivatives.end(); it++)
{
cout << "symb_id=" << symb_id << " *it = " << *it << "\n" ;
//cout << datatree.symbol_table.getName(staticdllmodel.getSymbIDByDerivID(*it)) << "(" << staticdllmodel.getLagByDerivID(*it) << ")\n";
}*/
break;
case eModFileLocalVariable:
// Such a variable is never derived
@ -349,6 +360,7 @@ VariableNode::computeDerivative(int deriv_id)
else
return datatree.Zero;
case eModelLocalVariable:
//datatree.local_variables_table[symb_id]->writeOutput(cout);
return datatree.local_variables_table[symb_id]->getDerivative(deriv_id);
case eModFileLocalVariable:
cerr << "ModFileLocalVariable is not derivable" << endl;
@ -628,7 +640,7 @@ VariableNode::compile(ostream &CompileCode, bool lhs_rhs, const temporary_terms_
break;
case eModelLocalVariable:
case eModFileLocalVariable:
//cout << "eModelLocalVariable=" << symb_id << "\n";
//cout << "eModelLocalVariable=" << tsid << "lhs_rhs=" << lhs_rhs << "\n";
datatree.local_variables_table[symb_id]->compile(CompileCode, lhs_rhs, temporary_terms, map_idx, dynamic, steady_dynamic);
break;
case eUnknownFunction:

2
ExprNode.hh
View File

@ -241,7 +241,7 @@ public:
typedef map<const ExprNode *, const VariableNode *> subst_table_t;
//! Creates auxiliary lead variables corresponding to this expression
/*!
/*!
If maximum endogenous lead >= 3, this method will also create intermediary auxiliary var, and will add the equations of the form aux1 = aux2(+1) to the substitution table.
\pre This expression is assumed to have maximum endogenous lead >= 2
\param[in,out] subst_table The table to which new auxiliary variables and their correspondance will be added

4
ModelTree.cc
View File

@ -53,13 +53,15 @@ ModelTree::writeDerivative(ostream &output, int eq, int symb_id, int lag,
void
ModelTree::computeJacobian(const set<int> &vars)
{
int i = 0;
for(set<int>::const_iterator it = vars.begin();
it != vars.end(); it++)
it != vars.end(); it++, i++)
for (int eq = 0; eq < (int) equations.size(); eq++)
{
NodeID d1 = equations[eq]->getDerivative(*it);
if (d1 == Zero)
continue;
//printf("eq=%4d var=%4d i=%4d\n",eq,*it,i);
first_derivatives[make_pair(eq, *it)] = d1;
++NNZDerivatives[0];
}

89
StaticDllModel.cc
View File

@ -47,7 +47,8 @@ void
StaticDllModel::compileDerivative(ofstream &code_file, int eq, int symb_id, int lag, map_idx_type &map_idx) const
{
//first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symb_id, lag)));
first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symbol_table.getID(eEndogenous, symb_id), lag)));
//first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symbol_table.getID(eEndogenous, symb_id), lag)));
first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, symbol_table.getID(eEndogenous, symb_id)));
if (it != first_derivatives.end())
(it->second)->compile(code_file, false, temporary_terms, map_idx, false, false);
else
@ -645,8 +646,8 @@ StaticDllModel::evaluateJacobian(const eval_context_type &eval_context, jacob_ma
it != first_derivatives.end(); it++)
{
//cout << "it->first.second=" << it->first.second << " variable_table.getSymbolID(it->first.second)=" << variable_table.getSymbolID(it->first.second) << " Type=" << variable_table.getType(it->first.second) << " eEndogenous=" << eEndogenous << " eExogenous=" << eExogenous << " variable_table.getLag(it->first.second)=" << variable_table.getLag(it->first.second) << "\n";
if (getTypeByDerivID(it->first.second) == eEndogenous)
{
/*if (getTypeByDerivID(it->first.second) == eEndogenous)
{*/
NodeID Id = it->second;
double val = 0;
try
@ -655,14 +656,17 @@ StaticDllModel::evaluateJacobian(const eval_context_type &eval_context, jacob_ma
}
catch (ExprNode::EvalException &e)
{
cout << "evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getName(getSymbIDByDerivID(it->first.second)) << "(" << getLagByDerivID(it->first.second) << ") [" << getSymbIDByDerivID(it->first.second) << "] !" << endl;
//cout << "evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getName(getSymbIDByDerivID(it->first.second)) << "(" << getLagByDerivID(it->first.second) << ") [" << getSymbIDByDerivID(it->first.second) << "] !" << endl;
cout << "evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getName(it->first.second) << "(" << 0 << ") [" << it->first.second << "] !" << endl;
Id->writeOutput(cout, oMatlabStaticModelSparse, temporary_terms);
cout << "\n";
cerr << "StaticDllModel::evaluateJacobian: evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getName(getSymbIDByDerivID(it->first.second)) << "(" << getLagByDerivID(it->first.second) << ")!" << endl;
//cerr << "StaticDllModel::evaluateJacobian: evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getName(getSymbIDByDerivID(it->first.second)) << "(" << getLagByDerivID(it->first.second) << ")!" << endl;
cerr << "StaticDllModel::evaluateJacobian: evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getName(it->first.second) << "(" << 0 << ")!" << endl;
}
int eq=it->first.first;
int var = symbol_table.getTypeSpecificID(getSymbIDByDerivID(it->first.second));///symbol_table.getID(eEndogenous,it->first.second);//variable_table.getSymbolID(it->first.second);
int k1 = getLagByDerivID(it->first.second);
//int var = symbol_table.getTypeSpecificID(getSymbIDByDerivID(it->first.second));///symbol_table.getID(eEndogenous,it->first.second);//variable_table.getSymbolID(it->first.second);
int var = symbol_table.getTypeSpecificID(it->first.second);///symbol_table.getID(eEndogenous,it->first.second);//variable_table.getSymbolID(it->first.second);
int k1 = 0;//getLagByDerivID(it->first.second);
if (a_variable_lag!=k1)
{
IM=block_triangular.incidencematrix.Get_IM(k1, eEndogenous);
@ -673,22 +677,26 @@ StaticDllModel::evaluateJacobian(const eval_context_type &eval_context, jacob_ma
j++;
(*j_m)[make_pair(eq,var)]+=val;
}
if (IM[eq*symbol_table.endo_nbr()+var] && (fabs(val) < cutoff))
/*if (IM[eq*symbol_table.endo_nbr()+var] && (fabs(val) < cutoff))
{
if (block_triangular.bt_verbose)
//if (block_triangular.bt_verbose)
cout << "the coefficient related to variable " << var << " with lag " << k1 << " in equation " << eq << " is equal to " << val << " and is set to 0 in the incidence matrix (size=" << symbol_table.endo_nbr() << ")\n";
block_triangular.incidencematrix.unfill_IM(eq, var, k1, eEndogenous);
i++;
}
}
}*/
/*}*/
}
//Get ride of the elements of the incidence matrix equal to Zero
IM=block_triangular.incidencematrix.Get_IM(0, eEndogenous);
for (int i=0;i<symbol_table.endo_nbr();i++)
/*for (int i=0;i<symbol_table.endo_nbr();i++)
for (int j=0;j<symbol_table.endo_nbr();j++)
if (IM[i*symbol_table.endo_nbr()+j])
if (first_derivatives.find(make_pair(i,getDerivID(symbol_table.getID(eEndogenous, j), 0)))==first_derivatives.end())
block_triangular.incidencematrix.unfill_IM(i, j, 0, eEndogenous);
//if (first_derivatives.find(make_pair(i,getDerivID(symbol_table.getID(eEndogenous, j), 0)))==first_derivatives.end())
if (first_derivatives.find(make_pair(i,symbol_table.getID(eEndogenous, j)))==first_derivatives.end())
{
block_triangular.incidencematrix.unfill_IM(i, j, 0, eEndogenous);
cout << "eliminating equation " << i << " and variable " << j << " in the incidence matrix\n";
}*/
if (i>0)
{
cout << i << " elements among " << first_derivatives.size() << " in the incidence matrices are below the cutoff (" << cutoff << ") and are discarded\n";
@ -711,7 +719,8 @@ StaticDllModel::BlockLinear(Model_Block *ModelBlock)
int eq=ModelBlock->Block_List[j].IM_lead_lag[ll].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[ll].Var_Index[i];
//first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(var,0)));
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var),0)));
//first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var),0)));
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,symbol_table.getID(eEndogenous, var)));
if (it!= first_derivatives.end())
{
NodeID Id = it->second;
@ -741,7 +750,8 @@ StaticDllModel::BlockLinear(Model_Block *ModelBlock)
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
//first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(var,k1)));
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var),k1)));
//first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var),k1)));
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,symbol_table.getID(eEndogenous, var)));
NodeID Id = it->second;
if (it!= first_derivatives.end())
{
@ -775,14 +785,17 @@ StaticDllModel::collect_first_order_derivatives_endogenous()
for (first_derivatives_type::iterator it2 = first_derivatives.begin();
it2 != first_derivatives.end(); it2++)
{
if (getTypeByDerivID(it2->first.second)==eEndogenous)
{
//if (getTypeByDerivID(it2->first.second)==eEndogenous)
/*if (it2->first.second)==eEndogenous)
{*/
int eq = it2->first.first;
int var=symbol_table.getTypeSpecificID(getSymbIDByDerivID(it2->first.second));
int lag=getLagByDerivID(it2->first.second);
//int var=symbol_table.getTypeSpecificID(getSymbIDByDerivID(it2->first.second));
int var=symbol_table.getTypeSpecificID(it2->first.second);
//int lag=getLagByDerivID(it2->first.second);
int lag = 0;
//if (lag==0)
endo_derivatives[make_pair(eq, make_pair(var, lag))] = it2->second;
}
//}
}
return endo_derivatives;
}
@ -796,26 +809,27 @@ StaticDllModel::computingPass(const eval_context_type &eval_context, bool no_tmp
// Compute derivatives w.r. to all endogenous, and possibly exogenous and exogenous deterministic
set<int> vars;
for (deriv_id_table_t::const_iterator it = deriv_id_table.begin();
/*for (deriv_id_table_t::const_iterator it = deriv_id_table.begin();
it != deriv_id_table.end(); it++)
{
SymbolType type = symbol_table.getType(it->first.first);
if (type == eEndogenous)
vars.insert(it->second);
}
}*/
for(int i = 0; i < symbol_table.endo_nbr(); i++)
vars.insert(symbol_table.getID(eEndogenous, i));
// Launch computations
cout << "Computing static model derivatives:" << endl
<< " - order 1" << endl;
computeJacobian(vars);
//cout << "mode=" << mode << " eSparseDLLMode=" << eSparseDLLMode << " eSparseMode=" << eSparseMode << "\n";
BuildIncidenceMatrix();
jacob_map j_m;
evaluateJacobian(eval_context, &j_m, true);
if (block_triangular.bt_verbose)
{
cout << "The gross incidence matrix \n";
@ -914,9 +928,11 @@ StaticDllModel::computeChainRuleJacobian(Model_Block *ModelBlock)
for(int i = 0; i < ModelBlock->Block_List[blck].Nb_Recursives; i++)
{
if (ModelBlock->Block_List[blck].Equation_Type[i] == E_EVALUATE_S)
recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i]), 0)] = ModelBlock->Block_List[blck].Equation_Normalized[i];
//recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i]), 0)] = ModelBlock->Block_List[blck].Equation_Normalized[i];
recursive_variables[symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i])] = ModelBlock->Block_List[blck].Equation_Normalized[i];
else
recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i]), 0)] = equations[ModelBlock->Block_List[blck].Equation[i]];
//recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i]), 0)] = equations[ModelBlock->Block_List[blck].Equation[i]];
recursive_variables[symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i])] = equations[ModelBlock->Block_List[blck].Equation[i]];
}
map<pair<pair<int, pair<int, int> >, pair<int, int> >, int> Derivatives = block_triangular.get_Derivatives(ModelBlock, blck);
@ -934,18 +950,20 @@ StaticDllModel::computeChainRuleJacobian(Model_Block *ModelBlock)
int varr = it_l.second.second;
if(Deriv_type == 0)
{
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = first_derivatives[make_pair(eqr, getDerivID(symbol_table.getID(eEndogenous, varr), lag))];
//first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = first_derivatives[make_pair(eqr, getDerivID(symbol_table.getID(eEndogenous, varr), lag))];
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = first_derivatives[make_pair(eqr, symbol_table.getID(eEndogenous, varr))];
}
else if (Deriv_type == 1)
{
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = ModelBlock->Block_List[blck].Equation_Normalized[eq]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables);
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = ModelBlock->Block_List[blck].Equation_Normalized[eq]->getChainRuleDerivative(symbol_table.getID(eEndogenous, varr), recursive_variables);
}
else if (Deriv_type == 2)
{
if(ModelBlock->Block_List[blck].Equation_Type[eq] == E_EVALUATE_S && eq<ModelBlock->Block_List[blck].Nb_Recursives)
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = ModelBlock->Block_List[blck].Equation_Normalized[eq]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables);
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = ModelBlock->Block_List[blck].Equation_Normalized[eq]->getChainRuleDerivative(symbol_table.getID(eEndogenous, varr), recursive_variables);
else
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = equations[eqr]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables);
//first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = equations[eqr]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables);
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = equations[eqr]->getChainRuleDerivative(symbol_table.getID(eEndogenous, varr), recursive_variables);
}
ModelBlock->Block_List[blck].Chain_Rule_Derivatives->push_back(make_pair( make_pair(lag, make_pair(eq, var)), make_pair(eqr, varr)));
}
@ -957,9 +975,11 @@ StaticDllModel::computeChainRuleJacobian(Model_Block *ModelBlock)
for(int i = 0; i < ModelBlock->Block_List[blck].Nb_Recursives; i++)
{
if (ModelBlock->Block_List[blck].Equation_Type[i] == E_EVALUATE_S)
recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i]), 0)] = ModelBlock->Block_List[blck].Equation_Normalized[i];
//recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i]), 0)] = ModelBlock->Block_List[blck].Equation_Normalized[i];
recursive_variables[symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i])] = ModelBlock->Block_List[blck].Equation_Normalized[i];
else
recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i]), 0)] = equations[ModelBlock->Block_List[blck].Equation[i]];
//recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i]), 0)] = equations[ModelBlock->Block_List[blck].Equation[i]];
recursive_variables[symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i])] = equations[ModelBlock->Block_List[blck].Equation[i]];
}
for(int eq = ModelBlock->Block_List[blck].Nb_Recursives; eq < ModelBlock->Block_List[blck].Size; eq++)
{
@ -967,7 +987,8 @@ StaticDllModel::computeChainRuleJacobian(Model_Block *ModelBlock)
for(int var = ModelBlock->Block_List[blck].Nb_Recursives; var < ModelBlock->Block_List[blck].Size; var++)
{
int varr = ModelBlock->Block_List[blck].Variable[var];
NodeID d1 = equations[eqr]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), 0), recursive_variables);
//NodeID d1 = equations[eqr]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), 0), recursive_variables);
NodeID d1 = equations[eqr]->getChainRuleDerivative(symbol_table.getID(eEndogenous, varr), recursive_variables);
if (d1 == Zero)
continue;
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, 0))] = d1;

6
StaticModel.cc
View File

@ -250,6 +250,8 @@ StaticModel::computeNormalization()
#if 1
bool check = checked_edmonds_maximum_cardinality_matching(g, &mate_map[0]);
for (int i = 0; i < n; i++)
printf("match equation %4d with variable %4d \n", mate_map[i] - n, i);
#else // Alternative way to compute normalization, by giving an initial matching using natural normalizations
fill(mate_map.begin(), mate_map.end(), graph_traits<BipartiteGraph>::null_vertex());
@ -404,11 +406,11 @@ StaticModel::computeSortedBlockDecomposition()
for(int i = 0; i < n; i++)
blocks[unordered2ordered[endo2block[i]]].insert(i);
#ifdef DEBUG
//#ifdef DEBUG
cout << "Found " << m << " blocks" << endl;
for(int i = 0; i < m; i++)
cout << " Block " << i << " of size " << blocks[i].size() << endl;
#endif
//#endif
}
void