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No longer replace all auxiliary variables by their definition in the static model 

This is effectively a revert of commits 1b4f68f934,
32fb90d5f3 and f6f4ea70fb.

This transformation had been introduced in order to fix the computation of the
Ramsey steady state in the case where Lagrange multipliers appeared with a lead
or lag ⩾ 2 (and where thus part of the definition of an auxiliary variable).

But this transformation had introduced bugs in the handling of external
functions which were difficult to tackle.

Moreover, it seems preferable to keep the strict correspondence between the
dynamic and static model, in order to make reasoning about the preprocessor
internals easier (in particular, for this reason this transformation was not
implemented in ModFile::transformPass() but in ModFile::computingPass(), which
was a bit confusing).

A better solution for the Ramsey steady state issue will is implemented in the
descendent of the present commit.

Ref. dynare#633, dynare#1119, dynare#1133
master
Sébastien Villemot 2023-03-23 18:28:13 +01:00
parent f48a698458
commit fe3f18947e
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
5 changed files with 3 additions and 116 deletions
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64
src/ExprNode.cc
View File

@ -841,12 +841,6 @@ NumConstNode::isParamTimesEndogExpr() const
return false;
}
expr_t
NumConstNode::substituteStaticAuxiliaryVariable() const
{
return const_cast<NumConstNode *>(this);
}
expr_t
NumConstNode::replaceVarsInEquation([[maybe_unused]] map<VariableNode *, NumConstNode *> &table) const
{
@ -1382,20 +1376,6 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
}
}
expr_t
VariableNode::substituteStaticAuxiliaryVariable() const
{
if (get_type() == SymbolType::endogenous)
try
{
return datatree.symbol_table.getAuxiliaryVarsExprNode(symb_id)->substituteStaticAuxiliaryVariable();
}
catch (SymbolTable::SearchFailedException &e)
{
}
return const_cast<VariableNode *>(this);
}
double
VariableNode::eval(const eval_context_t &eval_context) const noexcept(false)
{
@ -3997,19 +3977,6 @@ UnaryOpNode::isParamTimesEndogExpr() const
return arg->isParamTimesEndogExpr();
}
expr_t
UnaryOpNode::substituteStaticAuxiliaryVariable() const
{
if (op_code == UnaryOpcode::diff)
return datatree.Zero;
expr_t argsubst = arg->substituteStaticAuxiliaryVariable();
if (op_code == UnaryOpcode::expectation)
return argsubst;
else
return buildSimilarUnaryOpNode(argsubst, datatree);
}
expr_t
UnaryOpNode::replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const
{
@ -5853,19 +5820,6 @@ BinaryOpNode::replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table)
return recurseTransform(&ExprNode::replaceVarsInEquation, table);
}
expr_t
BinaryOpNode::substituteStaticAuxiliaryVariable() const
{
return recurseTransform(&ExprNode::substituteStaticAuxiliaryVariable);
}
expr_t
BinaryOpNode::substituteStaticAuxiliaryDefinition() const
{
expr_t arg2subst = arg2->substituteStaticAuxiliaryVariable();
return buildSimilarBinaryOpNode(arg1, arg2subst, datatree);
}
void
BinaryOpNode::matchMatchedMoment(vector<int> &symb_ids, vector<int> &lags, vector<int> &powers) const
{
@ -6721,12 +6675,6 @@ TrinaryOpNode::isParamTimesEndogExpr() const
|| arg3->isParamTimesEndogExpr();
}
expr_t
TrinaryOpNode::substituteStaticAuxiliaryVariable() const
{
return recurseTransform(&ExprNode::substituteStaticAuxiliaryVariable);
}
expr_t
TrinaryOpNode::replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const
{
@ -7252,12 +7200,6 @@ AbstractExternalFunctionNode::containsExternalFunction() const
return true;
}
expr_t
AbstractExternalFunctionNode::substituteStaticAuxiliaryVariable() const
{
return recurseTransform(&ExprNode::substituteStaticAuxiliaryVariable);
}
expr_t
AbstractExternalFunctionNode::replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const
{
@ -8557,12 +8499,6 @@ SubModelNode::isParamTimesEndogExpr() const
return false;
}
expr_t
SubModelNode::substituteStaticAuxiliaryVariable() const
{
return const_cast<SubModelNode *>(this);
}
expr_t
SubModelNode::replaceVarsInEquation([[maybe_unused]] map<VariableNode *, NumConstNode *> &table) const
{

17
src/ExprNode.hh
View File

@ -713,9 +713,6 @@ public:
//! Returns true if the expression is in static form (no lead, no lag, no expectation, no STEADY_STATE)
virtual bool isInStaticForm() const = 0;
//! Substitute auxiliary variables by their expression in static model
virtual expr_t substituteStaticAuxiliaryVariable() const = 0;
//! Matches a linear combination of variables (endo or exo), where scalars can be constant*parameter
/*! Returns a list of (variable_id, lag, param_id, constant)
corresponding to the terms in the expression. When there is no
@ -916,7 +913,6 @@ public:
bool containsPacExpectation(const string &pac_model_name = "") const override;
bool containsPacTargetNonstationary(const string &pac_model_name = "") const override;
bool isParamTimesEndogExpr() const override;
expr_t substituteStaticAuxiliaryVariable() const override;
expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const override;
};
@ -990,8 +986,6 @@ public:
bool containsPacExpectation(const string &pac_model_name = "") const override;
bool containsPacTargetNonstationary(const string &pac_model_name = "") const override;
bool isParamTimesEndogExpr() const override;
//! Substitute auxiliary variables by their expression in static model
expr_t substituteStaticAuxiliaryVariable() const override;
void matchMatchedMoment(vector<int> &symb_ids, vector<int> &lags, vector<int> &powers) const override;
pair<int, expr_t> matchEndogenousTimesConstant() const override;
expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const override;
@ -1105,8 +1099,6 @@ public:
bool containsPacExpectation(const string &pac_model_name = "") const override;
bool containsPacTargetNonstationary(const string &pac_model_name = "") const override;
bool isParamTimesEndogExpr() const override;
//! Substitute auxiliary variables by their expression in static model
expr_t substituteStaticAuxiliaryVariable() const override;
void decomposeAdditiveTerms(vector<pair<expr_t, int>> &terms, int current_sign) const override;
expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const override;
};
@ -1256,10 +1248,6 @@ public:
pair<optional<int>, expr_t> getPacOptimizingShareAndExprNodesHelper(int lhs_orig_symb_id) const;
expr_t getPacNonOptimizingPart(int optim_share_symb_id) const;
bool isParamTimesEndogExpr() const override;
//! Substitute auxiliary variables by their expression in static model
expr_t substituteStaticAuxiliaryVariable() const override;
//! Substitute auxiliary variables by their expression in static model auxiliary variable definition
expr_t substituteStaticAuxiliaryDefinition() const;
void decomposeAdditiveTerms(vector<pair<expr_t, int>> &terms, int current_sign) const override;
void decomposeMultiplicativeFactors(vector<pair<expr_t, int>> &factors, int current_exponent = 1) const override;
void matchMatchedMoment(vector<int> &symb_ids, vector<int> &lags, vector<int> &powers) const override;
@ -1372,8 +1360,6 @@ public:
bool containsPacExpectation(const string &pac_model_name = "") const override;
bool containsPacTargetNonstationary(const string &pac_model_name = "") const override;
bool isParamTimesEndogExpr() const override;
//! Substitute auxiliary variables by their expression in static model
expr_t substituteStaticAuxiliaryVariable() const override;
expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const override;
};
@ -1498,8 +1484,6 @@ public:
bool containsPacExpectation(const string &pac_model_name = "") const override;
bool containsPacTargetNonstationary(const string &pac_model_name = "") const override;
bool isParamTimesEndogExpr() const override;
//! Substitute auxiliary variables by their expression in static model
expr_t substituteStaticAuxiliaryVariable() const override;
expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const override;
};
@ -1665,7 +1649,6 @@ public:
bool isInStaticForm() const override;
expr_t replaceVarsInEquation(map<VariableNode *, NumConstNode *> &table) const override;
bool isParamTimesEndogExpr() const override;
expr_t substituteStaticAuxiliaryVariable() const override;
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
expr_t decreaseLeadsLagsPredeterminedVariables() const override;
expr_t replaceTrendVar() const override;

22
src/StaticModel.cc
View File

@ -174,22 +174,6 @@ StaticModel::computingPass(int derivsOrder, int paramsDerivsOrder, const eval_co
{
initializeVariablesAndEquations();
vector<BinaryOpNode *> neweqs;
for (int eq = 0; eq < static_cast<int>(equations.size() - aux_equations.size()); eq++)
{
expr_t eq_tmp = equations[eq]->substituteStaticAuxiliaryVariable();
neweqs.push_back(dynamic_cast<BinaryOpNode *>(eq_tmp->toStatic(*this)));
}
for (auto &aux_equation : aux_equations)
{
expr_t eq_tmp = aux_equation->substituteStaticAuxiliaryDefinition();
neweqs.push_back(dynamic_cast<BinaryOpNode *>(eq_tmp->toStatic(*this)));
}
equations.clear();
copy(neweqs.begin(), neweqs.end(), back_inserter(equations));
/* In both MATLAB and Julia, tensors for higher-order derivatives are stored
in matrices whose columns correspond to variable multi-indices. Since we
currently are limited to 32-bit signed integers (hence 31 bits) for matrix
@ -769,7 +753,7 @@ StaticModel::writeAuxVarRecursiveDefinitions(ostream &output, ExprNodeOutputType
dynamic_cast<ExprNode *>(aux_equation)->writeExternalFunctionOutput(output, output_type, {}, {}, tef_terms);
for (auto aux_equation : aux_equations)
{
dynamic_cast<ExprNode *>(aux_equation->substituteStaticAuxiliaryDefinition())->writeOutput(output, output_type, {}, {}, tef_terms);
aux_equation->writeOutput(output, output_type, {}, {}, tef_terms);
output << ";" << endl;
}
}
@ -787,7 +771,7 @@ StaticModel::writeLatexAuxVarRecursiveDefinitions(ostream &output) const
for (auto aux_equation : aux_equations)
{
output << R"(\begin{dmath})" << endl;
dynamic_cast<ExprNode *>(aux_equation->substituteStaticAuxiliaryDefinition())->writeOutput(output, ExprNodeOutputType::latexStaticModel);
dynamic_cast<ExprNode *>(aux_equation)->writeOutput(output, ExprNodeOutputType::latexStaticModel);
output << endl << R"(\end{dmath})" << endl;
}
}
@ -820,7 +804,7 @@ StaticModel::writeJsonAuxVarRecursiveDefinitions(ostream &output) const
output << R"(, {"lhs": ")";
aux_equation->arg1->writeJsonOutput(output, temporary_terms, tef_terms, false);
output << R"(", "rhs": ")";
dynamic_cast<BinaryOpNode *>(aux_equation->substituteStaticAuxiliaryDefinition())->arg2->writeJsonOutput(output, temporary_terms, tef_terms, false);
aux_equation->arg2->writeJsonOutput(output, temporary_terms, tef_terms, false);
output << R"("})";
}
}

14
src/SymbolTable.cc
View File

@ -706,20 +706,6 @@ SymbolTable::unrollDiffLeadLagChain(int symb_id, int lag) const noexcept(false)
return { symb_id, lag };
}
expr_t
SymbolTable::getAuxiliaryVarsExprNode(int symb_id) const noexcept(false)
// throw exception if it is a Lagrange multiplier
{
for (const auto &aux_var : aux_vars)
if (aux_var.symb_id == symb_id)
if (expr_t expr_node = aux_var.expr_node;
expr_node)
return expr_node;
else
throw SearchFailedException(symb_id);
throw SearchFailedException(symb_id);
}
void
SymbolTable::markPredetermined(int symb_id) noexcept(false)
{

2
src/SymbolTable.hh
View File

@ -309,8 +309,6 @@ public:
{
return aux_vars.size();
};
//! Retruns expr_node for an auxiliary variable
expr_t getAuxiliaryVarsExprNode(int symb_id) const noexcept(false);
//! Tests if symbol already exists
inline bool exists(const string &name) const;
//! Get symbol name (by ID)