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Block decomposition: move logic for Jacobians in stochastic mode outside the dynamic file

issue#70
Sébastien Villemot 2020-06-19 17:44:05 +02:00
parent 92aff91066
commit f4d2ce70da
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GPG Key ID: 2CECE9350ECEBE4A
1 changed files with 1 additions and 52 deletions
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53
src/DynamicModel.cc
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@ -1348,58 +1348,7 @@ DynamicModel::writeDynamicBlockMFile(const string &basename) const
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl
<< "%" << endl
<< endl
<< "function [residual, dr] = dynamic(options_, M_, oo_, y, x, params, steady_state, it_, dr)" << endl;
if (blocks_temporary_terms_idxs.size() > 0)
mDynamicModelFile << " T=NaN(" << blocks_temporary_terms_idxs.size() << ");" << endl;
mDynamicModelFile << " ys=y;" << endl
<< " ll_index=M_.lead_lag_incidence(M_.maximum_endo_lag+1, :);" << endl;
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
int block_size = blocks[blk].size,
block_recursive_size = blocks[blk].getRecursiveSize();
BlockSimulationType simulation_type = blocks[blk].simulation_type;
mDynamicModelFile << " y_index_eq=[";
for (int eq = (simulation_type == BlockSimulationType::evaluateForward
|| simulation_type == BlockSimulationType::evaluateBackward)
? 0 : block_recursive_size; eq < block_size; eq++)
mDynamicModelFile << " " << getBlockEquationID(blk, eq)+1;
mDynamicModelFile << "];" << endl
<< " y_index=[";
for (int var = (simulation_type == BlockSimulationType::evaluateForward
|| simulation_type == BlockSimulationType::evaluateBackward)
? 0 : block_recursive_size; var < block_size; var++)
mDynamicModelFile << " " << getBlockVariableID(blk, var)+1;
mDynamicModelFile << "];" << endl;
switch (simulation_type)
{
case BlockSimulationType::evaluateForward:
case BlockSimulationType::evaluateBackward:
mDynamicModelFile << " [y, T, dr(" << blk + 1 << ").g1, dr(" << blk + 1 << ").g1_x, dr(" << blk + 1 << ").g1_xd, dr(" << blk + 1 << ").g1_o]=" << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, it_, true);" << endl
<< " r=NaN(M_.endo_nbr,1);" << endl
<< " r(nonzeros(ll_index))=ys(find(ll_index))-y(find(ll_index));" << endl
<< " residual(y_index_eq)=r(y_index);" << endl;
break;
case BlockSimulationType::solveForwardSimple:
case BlockSimulationType::solveBackwardSimple:
case BlockSimulationType::solveForwardComplete:
case BlockSimulationType::solveBackwardComplete:
case BlockSimulationType::solveTwoBoundariesComplete:
case BlockSimulationType::solveTwoBoundariesSimple:
mDynamicModelFile << " [r, T, dr(" << blk + 1 << ").g1, dr(" << blk + 1 << ").g1_x, dr(" << blk + 1 << ").g1_xd, dr(" << blk + 1 << ").g1_o]=" << basename << ".block.dynamic_" << blk + 1 << "(y, x, params, steady_state, T, it_, true);" << endl
<< " residual(y_index_eq)=r;" << endl;
break;
default:
break;
}
}
mDynamicModelFile << "end" << endl;
<< endl;
mDynamicModelFile.close();
}