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

Properly deal with model local variables in params derivatives file 

Closes #13
issue#70
Sébastien Villemot 2018-11-16 18:13:34 +01:00
parent 3d2125287a
commit e9b5f239df
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
4 changed files with 43 additions and 37 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

35
src/DynamicModel.cc
View File

@ -2508,7 +2508,7 @@ DynamicModel::writeDynamicModel(const string &basename, ostream &DynamicOutput,
deriv_node_temp_terms_t tef_terms;
temporary_terms_t temp_term_union;
writeModelLocalVariableTemporaryTerms(temp_term_union,
writeModelLocalVariableTemporaryTerms(temp_term_union, temporary_terms_idxs,
model_tt_output, output_type, tef_terms);
writeTemporaryTerms(temporary_terms_derivatives[0],
@ -4400,9 +4400,6 @@ DynamicModel::computingPass(bool jacobianExo, bool hessian, bool thirdDerivative
if (!nopreprocessoroutput)
cout << " - derivatives of Jacobian/Hessian w.r. to parameters" << endl;
computeParamsDerivatives(paramsDerivsOrder);
if (!no_tmp_terms)
computeParamsDerivativesTemporaryTerms();
}
if (thirdDerivatives)
@ -4509,6 +4506,11 @@ DynamicModel::computingPass(bool jacobianExo, bool hessian, bool thirdDerivative
computeTemporaryTerms(!use_dll, no_tmp_terms);
if (bytecode && !no_tmp_terms)
computeTemporaryTermsMapping();
/* Must be called after computeTemporaryTerms(), because it depends on
temporary_terms_mlv to be filled */
if (paramsDerivsOrder > 0 && !no_tmp_terms)
computeParamsDerivativesTemporaryTerms();
}
}
@ -5375,8 +5377,7 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
return;
ExprNodeOutputType output_type = (julia ? ExprNodeOutputType::juliaDynamicModel : ExprNodeOutputType::matlabDynamicModel);
ostringstream model_local_vars_output; // Used for storing model local vars
ostringstream model_output; // Used for storing model temp vars and equations
ostringstream tt_output; // Used for storing model temp vars and equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream hessian1_output; // Used for storing Hessian equations
@ -5386,7 +5387,8 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
temporary_terms_t temp_term_union;
deriv_node_temp_terms_t tef_terms;
writeTemporaryTerms(params_derivs_temporary_terms, temp_term_union, params_derivs_temporary_terms_idxs, model_output, output_type, tef_terms);
writeModelLocalVariableTemporaryTerms(temp_term_union, params_derivs_temporary_terms_idxs, tt_output, output_type, tef_terms);
writeTemporaryTerms(params_derivs_temporary_terms, temp_term_union, params_derivs_temporary_terms_idxs, tt_output, output_type, tef_terms);
for (const auto & residuals_params_derivative : params_derivatives.find({ 0, 1 })->second)
{
@ -5398,7 +5400,7 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
jacobian_output << "rp" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq+1 << ", " << param_col
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
d1->writeOutput(jacobian_output, output_type, params_derivs_temporary_terms, params_derivs_temporary_terms_idxs, tef_terms);
d1->writeOutput(jacobian_output, output_type, temp_term_union, params_derivs_temporary_terms_idxs, tef_terms);
jacobian_output << ";" << endl;
}
@ -5413,7 +5415,7 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
hessian_output << "gp" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq+1 << ", " << var_col
<< ", " << param_col << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
d2->writeOutput(hessian_output, output_type, params_derivs_temporary_terms, params_derivs_temporary_terms_idxs, tef_terms);
d2->writeOutput(hessian_output, output_type, temp_term_union, params_derivs_temporary_terms_idxs, tef_terms);
hessian_output << ";" << endl;
}
@ -5435,7 +5437,7 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
<< "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
d2->writeOutput(hessian1_output, output_type, params_derivs_temporary_terms, params_derivs_temporary_terms_idxs, tef_terms);
d2->writeOutput(hessian1_output, output_type, temp_term_union, params_derivs_temporary_terms_idxs, tef_terms);
hessian1_output << ";" << endl;
i++;
@ -5462,7 +5464,7 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
<< "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
d2->writeOutput(third_derivs_output, output_type, params_derivs_temporary_terms, params_derivs_temporary_terms_idxs, tef_terms);
d2->writeOutput(third_derivs_output, output_type, temp_term_union, params_derivs_temporary_terms_idxs, tef_terms);
third_derivs_output << ";" << endl;
i++;
@ -5489,7 +5491,7 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param_col << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
d2->writeOutput(third_derivs1_output, output_type, params_derivs_temporary_terms, params_derivs_temporary_terms_idxs, tef_terms);
d2->writeOutput(third_derivs1_output, output_type, temp_term_union, params_derivs_temporary_terms_idxs, tef_terms);
third_derivs1_output << ";" << endl;
i++;
@ -5509,8 +5511,7 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
// Check that we don't have more than 32 nested parenthesis because Matlab does not suppor this. See Issue #1201
map<string, string> tmp_paren_vars;
bool message_printed = false;
fixNestedParenthesis(model_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(model_local_vars_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(tt_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(jacobian_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(hessian_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(hessian1_output, tmp_paren_vars, message_printed);
@ -5561,8 +5562,7 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl
<< "T = NaN(" << params_derivs_temporary_terms_idxs.size() << ",1);" << endl
<< model_local_vars_output.str()
<< model_output.str()
<< tt_output.str()
<< "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< jacobian_output.str()
@ -5589,8 +5589,7 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
<< "export params_derivs" << endl << endl
<< "function params_derivs(y, x, paramssteady_state, it_, "
<< "ss_param_deriv, ss_param_2nd_deriv)" << endl
<< model_local_vars_output.str()
<< model_output.str()
<< tt_output.str()
<< "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< jacobian_output.str()

8
src/ModelTree.cc
View File

@ -1432,6 +1432,7 @@ ModelTree::computeTemporaryTerms(bool is_matlab, bool no_tmp_terms)
void
ModelTree::writeModelLocalVariableTemporaryTerms(temporary_terms_t &temp_term_union,
const temporary_terms_idxs_t &tt_idxs,
ostream &output, ExprNodeOutputType output_type,
deriv_node_temp_terms_t &tef_terms) const
{
@ -1444,9 +1445,9 @@ ModelTree::writeModelLocalVariableTemporaryTerms(temporary_terms_t &temp_term_un
if (isJuliaOutput(output_type))
output << " @inbounds const ";
it.first->writeOutput(output, output_type, tto, temporary_terms_idxs, tef_terms);
it.first->writeOutput(output, output_type, tto, tt_idxs, tef_terms);
output << " = ";
it.second->writeOutput(output, output_type, temp_term_union, temporary_terms_idxs, tef_terms);
it.second->writeOutput(output, output_type, temp_term_union, tt_idxs, tef_terms);
if (isCOutput(output_type) || isMatlabOutput(output_type))
output << ";";
@ -2184,6 +2185,9 @@ ModelTree::computeParamsDerivativesTemporaryTerms()
params_derivs_temporary_terms_split[{ 2, 1 }] = temp_terms_map[NodeTreeReference::hessianParamsDeriv];
int idx = 0;
for (auto &it : temporary_terms_mlv)
params_derivs_temporary_terms_idxs[it.first] = idx++;
for (auto tt : params_derivs_temporary_terms_split[{ 0, 1 }])
params_derivs_temporary_terms_idxs[tt] = idx++;

4
src/ModelTree.hh
View File

@ -121,6 +121,9 @@ protected:
temporary_terms_idxs_t temporary_terms_idxs;
//! Temporary terms for the file containing parameters derivatives
/*! However does not contain the TT related to model local variables.
TODO: this variable should probably be removed, it is essentially the
same information as in params_derivs_temporary_terms_split */
temporary_terms_t params_derivs_temporary_terms;
//! Temporary terms for parameter derivatives, under a disaggregated form
@ -176,6 +179,7 @@ protected:
//! Tests if string contains more than 32 nested parens, Issue #1201
bool testNestedParenthesis(const string &str) const;
void writeModelLocalVariableTemporaryTerms(temporary_terms_t &temp_term_union,
const temporary_terms_idxs_t &tt_idxs,
ostream &output, ExprNodeOutputType output_type,
deriv_node_temp_terms_t &tef_terms) const;
//! Writes model equations

33
src/StaticModel.cc
View File

@ -1269,9 +1269,6 @@ StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms
if (!nopreprocessoroutput)
cout << " - derivatives of Jacobian/Hessian w.r. to parameters" << endl;
computeParamsDerivatives(paramsDerivsOrder);
if (!no_tmp_terms)
computeParamsDerivativesTemporaryTerms();
}
if (block)
@ -1318,6 +1315,11 @@ StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms
computeTemporaryTerms(true, no_tmp_terms);
if (bytecode && !no_tmp_terms)
computeTemporaryTermsMapping(temporary_terms, map_idx);
/* Must be called after computeTemporaryTerms(), because it depends on
temporary_terms_mlv to be filled */
if (paramsDerivsOrder > 0 && !no_tmp_terms)
computeParamsDerivativesTemporaryTerms();
}
}
@ -1519,7 +1521,7 @@ StaticModel::writeStaticModel(const string &basename,
deriv_node_temp_terms_t tef_terms;
temporary_terms_t temp_term_union;
writeModelLocalVariableTemporaryTerms(temp_term_union,
writeModelLocalVariableTemporaryTerms(temp_term_union, temporary_terms_idxs,
model_tt_output, output_type, tef_terms);
writeTemporaryTerms(temporary_terms_derivatives[0],
@ -2640,8 +2642,7 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
ExprNodeOutputType output_type = (julia ? ExprNodeOutputType::juliaStaticModel : ExprNodeOutputType::matlabStaticModel);
ostringstream model_local_vars_output; // Used for storing model local vars
ostringstream model_output; // Used for storing model
ostringstream tt_output; // Used for storing temporary terms
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream hessian1_output; // Used for storing Hessian equations
@ -2651,6 +2652,7 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
temporary_terms_t temp_term_union;
deriv_node_temp_terms_t tef_terms;
writeModelLocalVariableTemporaryTerms(temp_term_union, params_derivs_temporary_terms_idxs, tt_output, output_type, tef_terms);
writeTemporaryTerms(params_derivs_temporary_terms, temp_term_union, params_derivs_temporary_terms_idxs, tt_output, output_type, tef_terms);
for (const auto & residuals_params_derivative : params_derivatives.find({ 0, 1 })->second)
@ -2664,7 +2666,7 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
jacobian_output << "rp" << LEFT_ARRAY_SUBSCRIPT(output_type)
<< eq+1 << ", " << param_col
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
d1->writeOutput(jacobian_output, output_type, params_derivs_temporary_terms, params_derivs_temporary_terms_idxs, tef_terms);
d1->writeOutput(jacobian_output, output_type, temp_term_union, params_derivs_temporary_terms_idxs, tef_terms);
jacobian_output << ";" << endl;
}
@ -2680,7 +2682,7 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
hessian_output << "gp" << LEFT_ARRAY_SUBSCRIPT(output_type)
<< eq+1 << ", " << var_col << ", " << param_col
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
d2->writeOutput(hessian_output, output_type, params_derivs_temporary_terms, params_derivs_temporary_terms_idxs, tef_terms);
d2->writeOutput(hessian_output, output_type, temp_term_union, params_derivs_temporary_terms_idxs, tef_terms);
hessian_output << ";" << endl;
}
@ -2702,7 +2704,7 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
<< "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
d2->writeOutput(hessian1_output, output_type, params_derivs_temporary_terms, params_derivs_temporary_terms_idxs, tef_terms);
d2->writeOutput(hessian1_output, output_type, temp_term_union, params_derivs_temporary_terms_idxs, tef_terms);
hessian1_output << ";" << endl;
i++;
@ -2729,7 +2731,7 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
<< "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
d2->writeOutput(third_derivs_output, output_type, params_derivs_temporary_terms, params_derivs_temporary_terms_idxs, tef_terms);
d2->writeOutput(third_derivs_output, output_type, temp_term_union, params_derivs_temporary_terms_idxs, tef_terms);
third_derivs_output << ";" << endl;
i++;
@ -2756,7 +2758,7 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param_col << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
d2->writeOutput(third_derivs1_output, output_type, params_derivs_temporary_terms, params_derivs_temporary_terms_idxs, tef_terms);
d2->writeOutput(third_derivs1_output, output_type, temp_term_union, params_derivs_temporary_terms_idxs, tef_terms);
third_derivs1_output << ";" << endl;
i++;
@ -2776,8 +2778,7 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
// Check that we don't have more than 32 nested parenthesis because Matlab does not suppor this. See Issue #1201
map<string, string> tmp_paren_vars;
bool message_printed = false;
fixNestedParenthesis(model_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(model_local_vars_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(tt_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(jacobian_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(hessian_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(hessian1_output, tmp_paren_vars, message_printed);
@ -2817,8 +2818,7 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl
<< "T = NaN(" << params_derivs_temporary_terms_idxs.size() << ",1);" << endl
<< model_local_vars_output.str()
<< model_output.str()
<< tt_output.str()
<< "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< jacobian_output.str()
@ -2845,8 +2845,7 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
<< "#" << endl
<< "export params_derivs" << endl << endl
<< "function params_derivs(y, x, params)" << endl
<< model_local_vars_output.str()
<< model_output.str()
<< tt_output.str()
<< "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< jacobian_output.str()