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write static model

issue#70
Houtan Bastani 2015-07-27 15:33:38 +02:00
parent c124fd040c
commit f3c14ec396
5 changed files with 78 additions and 10 deletions
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3
ExprNode.cc
View File

@ -660,6 +660,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
break;
case oCStaticModel:
case oJuliaStaticModel:
case oMatlabStaticModel:
case oMatlabStaticModelSparse:
i = tsid + ARRAY_SUBSCRIPT_OFFSET(output_type);
@ -718,6 +719,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "x[it_" << lag << "+" << i << "*nb_row_x]";
break;
case oCStaticModel:
case oJuliaStaticModel:
case oMatlabStaticModel:
case oMatlabStaticModelSparse:
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
@ -763,6 +765,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "x[it_" << lag << "+" << i << "*nb_row_x]";
break;
case oCStaticModel:
case oJuliaStaticModel:
case oMatlabStaticModel:
case oMatlabStaticModelSparse:
output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);

1
ExprNode.hh
View File

@ -66,6 +66,7 @@ enum ExprNodeOutputType
oMatlabDynamicModelSparse, //!< Matlab code, dynamic block decomposed model
oCDynamicModel, //!< C code, dynamic model
oCStaticModel, //!< C code, static model
oJuliaStaticModel, //!< Julia code, static model
oMatlabOutsideModel, //!< Matlab code, outside model block (for example in initval)
oLatexStaticModel, //!< LaTeX code, static model
oLatexDynamicModel, //!< LaTeX code, dynamic model

5
ModFile.cc
View File

@ -1113,6 +1113,11 @@ ModFile::writeExternalFilesJulia(const string &basename, FileOutputType output)
cout << "Processing outputs ..." << endl;
symbol_table.writeJuliaOutput(jlOutputFile);
if (dynamic_model.equation_number() > 0)
if (!no_static)
static_model.writeStaticFile(basename, false, false, false, &jlOutputFile);
jlOutputFile << "end" << endl;
jlOutputFile.close();
cout << "done" << endl;
}

72
StaticModel.cc
View File

@ -1175,19 +1175,20 @@ StaticModel::writeStaticMFile(const string &func_name) const
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl;
writeStaticModel(output, false);
writeStaticModel(output, false, false);
output << "end" << endl;
output.close();
}
void
StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) const
{
ostringstream model_output; // Used for storing model equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream third_derivatives_output; // Used for storing third order derivatives equations
ExprNodeOutputType output_type = (use_dll ? oCStaticModel : oMatlabStaticModel);
ExprNodeOutputType output_type = (use_dll ? oCStaticModel :
julia ? oJuliaStaticModel : oMatlabStaticModel);
deriv_node_temp_terms_t tef_terms;
writeModelLocalVariables(model_output, output_type, tef_terms);
@ -1320,7 +1321,7 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
k += k2;
}
if (!use_dll)
if (!use_dll && !julia)
{
StaticOutput << "residual = zeros( " << equations.size() << ", 1);" << endl << endl
<< "%" << endl
@ -1366,9 +1367,53 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
<< " g3 = sparse(v3(:,1),v3(:,2),v3(:,3)," << nrows << "," << ncols << ");" << endl;
else // Either 3rd derivatives is all zero, or we didn't compute it
StaticOutput << " g3 = sparse([],[],[]," << nrows << "," << ncols << ");" << endl;
}
else
else if (julia)
{
StaticOutput << "residual = zeros( " << equations.size() << ", 1)" << endl << endl
<< "#" << endl
<< "# Model equations" << endl
<< "#" << endl << endl
<< model_output.str()
<< "if ~isreal(residual)" << endl
<< " residual = real(residual)+imag(residual).^2;" << endl
<< "end" << endl
<< "g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ");"
<< endl << endl
<< "#" << endl
<< "# Jacobian matrix" << endl
<< "#" << endl << endl
<< jacobian_output.str()
<< "if ~isreal(g1)" << endl
<< " g1 = real(g1)+2*imag(g1);" << endl
<< "end" << endl
<< "#" << endl
<< "# Hessian matrix" << endl
<< "#" << endl;
if (second_derivatives.size())
StaticOutput << "v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl
<< hessian_output.str()
<< "g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << equations.size() << ","
<< g2ncols << ");" << endl;
else
StaticOutput << "g2 = sparse([],[],[]," << equations.size() << "," << g2ncols << ");" << endl;
// Initialize g3 matrix
StaticOutput << "#" << endl
<< "# Third order derivatives" << endl
<< "#" << endl;
int ncols = hessianColsNbr * JacobianColsNbr;
if (third_derivatives.size())
StaticOutput << "v3 = zeros(" << NNZDerivatives[2] << ",3);" << endl
<< third_derivatives_output.str()
<< "g3 = sparse(v3(:,1),v3(:,2),v3(:,3)," << nrows << "," << ncols << ");"
<< endl;
else // Either 3rd derivatives is all zero, or we didn't compute it
StaticOutput << "g3 = sparse([],[],[]," << nrows << "," << ncols << ");" << endl;
}
else if (use_dll)
{
StaticOutput << "void Static(double *y, double *x, int nb_row_x, double *params, double *residual, double *g1, double *v2)" << endl
<< "{" << endl
@ -1440,7 +1485,7 @@ StaticModel::writeStaticCFile(const string &func_name) const
writePowerDerivCHeader(output);
// Writing the function body
writeStaticModel(output, true);
writeStaticModel(output, true, false);
output << "}" << endl << endl;
writePowerDeriv(output, true);
@ -1515,7 +1560,16 @@ StaticModel::writeStaticCFile(const string &func_name) const
}
void
StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll) const
StaticModel::writeStaticJuliaFile(ofstream &jlOutputFile) const
{
jlOutputFile << "model__.static = function static(y, x, params)" << endl;
writeStaticModel(jlOutputFile, false, true);
jlOutputFile << "(residual, g1, g2, g3)" << endl
<< "end" << endl;
}
void
StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll, ofstream *jlOutputFile) const
{
int r;
@ -1544,6 +1598,8 @@ StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode,
}
else if(use_dll)
writeStaticCFile(basename);
else if (jlOutputFile != NULL)
writeStaticJuliaFile(*jlOutputFile);
else
writeStaticMFile(basename);
writeAuxVarRecursiveDefinitions(basename);

7
StaticModel.hh
View File

@ -50,8 +50,11 @@ private:
//! Writes static model file (C version)
void writeStaticCFile(const string &func_name) const;
//! Writes static model file (Julia version)
void writeStaticJuliaFile(ofstream &jlOutputFile) const;
//! Writes the static model equations and its derivatives
void writeStaticModel(ostream &StaticOutput, bool use_dll) const;
void writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) const;
//! Writes the static function calling the block to solve (Matlab version)
void writeStaticBlockMFSFile(const string &basename) const;
@ -168,7 +171,7 @@ public:
int &u_count_int, bool &file_open) const;
//! Writes static model file
void writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll) const;
void writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll, ofstream *jlOutputFile = NULL) const;
//! Writes file containing static parameters derivatives
void writeParamsDerivativesFile(const string &basename) const;