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Output symmetric elements in derivatives of hessian w.r.t. parameters 

The preprocessor now writes all the symmetric elements in the "hp"
matrix (derivatives of the hessian w.r.t. parameters), for consistency with all
other derivatives output.

Previously it was only writing one of the two symmetric elements, when indices
of endogenous were different.
issue#70
Sébastien Villemot 2018-11-22 17:49:47 +01:00
parent e3a3992c1c
commit fc9cc2dc50
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GPG Key ID: 2CECE9350ECEBE4A
2 changed files with 36 additions and 0 deletions
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18
src/DynamicModel.cc
View File

@ -5526,6 +5526,24 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
third_derivs1_output << ";" << endl;
i++;
if (var1 != var2)
{
// Treat symmetric elements
third_derivs1_output << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var2_col << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var1_col << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param_col << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
<< RIGHT_ARRAY_SUBSCRIPT(output_type)
<< "=hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i-1 << ",5"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << ";" << endl;
i++;
}
}
string filename = julia ? basename + "DynamicParamsDerivs.jl" : packageDir(basename) + "/dynamic_params_derivs.m";

18
src/StaticModel.cc
View File

@ -2798,6 +2798,24 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
third_derivs1_output << ";" << endl;
i++;
if (var1 != var2)
{
// Treat symmetric elements
third_derivs1_output << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var2_col << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var1_col << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param_col << ";" << endl
<< "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
<< RIGHT_ARRAY_SUBSCRIPT(output_type)
<< "=hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i-1 << ",5"
<< RIGHT_ARRAY_SUBSCRIPT(output_type) << ";" << endl;
i++;
}
}
ofstream paramsDerivsFile;