Commit Graph

1596 Commits (master)

Author SHA1 Message Date
Sébastien Villemot 7acf278370
Performance improvement of chain rule derivation
Commit 23b0c12d8e introduced caching in chain
rule derivation (used by block decomposition), which increased speed for mfs >
0, but actually decreased it for mfs=0.

This patch introduces the pre-computation of derivatives which are known to be
zero using symbolic a priori (similarly to what is done in the non-chain rule
context). The algorithms are now identical between the two contexts (both
symbolic a priori + caching), the difference being that in the chain rule
context, the symbolic a priori and the cache are not stored within the ExprNode
class, since they depend on the list of recursive variables.

This patch brings a significant performant improvement for all values of the
“mfs” option (the improvement is greater for small values of “mfs”).
2023-03-02 17:52:36 +01:00
Sébastien Villemot f8edce01ec
Minor simplification 2023-03-02 17:28:03 +01:00
Sébastien Villemot bf8ca27a47
Make ExprNode::prepareForDerivation() a protected member (was public) 2023-03-02 16:08:55 +01:00
Sébastien Villemot fe83933b1d
Bugfix: undefined behaviour in AbstractExternalFunctionNode::prepareForDerivation()
Input and output ranges should not overlap when calling std::set_union(),
otherwise the behaviour is undefined.

It seems that in this precise case the computation would still be
correct (though inefficient), because of the properties of std::set or because
of the specific implementation in libstdc++. But it’s better to be on the safe
side.
2023-03-02 15:55:51 +01:00
Sébastien Villemot 41052ccb74
Optimization for derivation of STEADY_STATE(…) operator in a dynamic context
In a dynamic context, the only potentially non-null derivatives of
STEADY_STATE(…) are the parameters. We know that the derivatives w.r.t. other
variables are zero, so store that information in non_null_derivatives.
2023-03-02 15:11:49 +01:00
Sébastien Villemot d64317a64f
Minor simplification 2023-03-02 15:11:47 +01:00
Sébastien Villemot ae83974e0e
Minor simplification using if with initialization 2023-02-28 16:27:31 +01:00
Sébastien Villemot 62c455ff56
Misc simplifications using STL algorithms 2023-02-28 16:27:29 +01:00
Sébastien Villemot 008a80910e
Bytecode: move CodeLoad class out of the preprocessor 2023-02-21 16:01:27 -05:00
Sébastien Villemot a88b921991
Bytecode: improve deserialization routines for FCALL and FBEGINBLOCK 2023-02-17 16:20:40 -05:00
Sébastien Villemot cf3ab36ac8
Bytecode: simplify specialized serialization methods 2023-02-17 15:31:22 -05:00
Sébastien Villemot 114d8eadfb
New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command 2023-02-07 14:44:59 -05:00
Sébastien Villemot 389a2647d3
Block decomposition: make mfs=1 the default
NB: mfs=3 is nevertheless used when “block” option has not been used, and the
model is purely backward/forward or static, for solve_algo={12,14}.
2023-01-25 18:38:58 +01:00
Sébastien Villemot dc966014a3
Remove some incorrect normalization rules for the case mfs=3
More precisely, incorrect equation normalization could occur in the presence of
cos, sin, tan, cosh and x^n (where n is an even integer).

Also add some comments explaining why some other rules are (hopefully) correct.
2023-01-25 17:14:01 +01:00
Sébastien Villemot 0ddcf81ac0
Fix typo 2023-01-25 16:50:56 +01:00
Sébastien Villemot 1c813a1cf9
Run detrending engine if trend variables are present, even if unused in a var(deflator=…) statement
Closes: #113
2023-01-24 14:14:40 +01:00
Sébastien Villemot 74e5bbf537
Drop dynamic_g1_nz.m generated file
No longer needed since perfect_foresight_problem MEX has moved to the sparse
representation.
2023-01-23 16:20:12 +01:00
Sébastien Villemot 4f9241442c
Fix size of dynamic derivatives (legacy representation) when there are unused exogenous and “nostrict” option is given 2023-01-19 11:00:32 +01:00
Sébastien Villemot c47d91c20b
Block decomposition: another fix for sparse indices of static Jacobian when mfs > 0 2023-01-19 10:03:37 +01:00
Sébastien Villemot 7db02b23e9
Block decomposition: fix sparse indices of static Jacobian when mfs > 0 2023-01-17 19:04:21 +01:00
Sébastien Villemot 9013a5cb1b
No longer create +<basename>/+block/ folder (now empty) 2023-01-17 18:42:40 +01:00
Sébastien Villemot f45a99fc68
Correctly propagate “mfs” and “cutoff” to the static model
Those two settings were previously always at their default value for the static
model, independently of what the user would set in the .mod file.
2023-01-17 16:38:03 +01:00
Sébastien Villemot fe503d3eab
Remove confusing comment 2023-01-17 16:37:24 +01:00
Sébastien Villemot 4bba274f39
Block decomposition: drop unused max lead/lag fields
Note that DynamicModel::determineBlockDerivativesType(), it’s legitimate to
replace max_{lead,lag} by max_endo_{lead,lag}, because for exogenous
lag=lead=0, and we no longer compute derivatives w.r.t. to endogenous that do
not belong to the block (so-called “other” endogenous).
2023-01-17 14:42:29 +01:00
Sébastien Villemot 2e09df90e7
Bytecode w/ block decomposition: no longer output derivatives w.r.t. exogenous and endogenous outside the block 2023-01-17 14:23:40 +01:00
Sébastien Villemot 1e377f061a
Block decomposition: drop unused structure fields 2023-01-17 14:18:41 +01:00
Sébastien Villemot bbdbd0807b
Sparse representation: Octave compatibility fix
Octave does not support “private” subdir inside plus folders (“+namespace”).

See https://savannah.gnu.org/bugs/?45444
2023-01-16 17:12:10 +01:00
Sébastien Villemot 8ebd9a9496
Drop the “Sigma_e” statement 2023-01-16 15:08:23 +01:00
Sébastien Villemot a7b0a324c9
Drop the “periods” statement 2023-01-16 15:02:50 +01:00
Sébastien Villemot 93b9ed6957
Drop the legacy representation of the block-decomposed model
As a consequence, and as a temporary measure, always output the
non-block-decomposed legacy representation.

Also drop the block kalman filter output, and drop now useless variables in
M_.block_structure.
2023-01-13 16:57:06 +01:00
Sébastien Villemot 35ac73fad8
Sparse representation: fix various bugs in the non-block MATLAB/Octave output 2023-01-10 15:58:45 +01:00
Sébastien Villemot e18ecc3fa5
ModFile::remove_directory_with_matlab_lock(): minor performance improvement
Use std::filesystem::file_status and cached directory entries information to
avoid extra filesystem operations.
2023-01-10 11:49:39 +01:00
Sébastien Villemot bae04fa899
ModelTree::findGccOnMacOS() now returns a std::filesystem::path 2023-01-10 11:48:33 +01:00
Sébastien Villemot a4f299c0b7
Bytecode: change interface of function called from bytecode MEX 2023-01-09 14:09:09 +01:00
Sébastien Villemot ec3ce156b4
Bytecode: always produce block and non-block versions
The block decomposed version is now under <BASENAME>/bytecode/block/.
2023-01-09 13:35:49 +01:00
Stéphane Adjemian (Guts) 4348f4d57f
Provisions for conditional likelihhod estimation. 2023-01-06 12:17:02 +01:00
Sébastien Villemot 0bc1539f45
Drop clang workaround 2023-01-05 18:11:33 +01:00
Sébastien Villemot cf493ef6a6
Add two missing checks for file opening failures 2023-01-05 17:21:30 +01:00
Sébastien Villemot 253fbbe7d6
Use std::filesystem::path in more places 2023-01-05 17:21:28 +01:00
Sébastien Villemot d36eb82b7c
Macro processor: removed unused “basename” variable 2023-01-05 15:49:36 +01:00
Sébastien Villemot 1f3ff760e1
EquationTags: drop useless method 2023-01-04 19:27:01 +01:00
Sébastien Villemot 3927862d23
EquationTags: misc implementation improvements 2023-01-04 17:15:51 +01:00
Sébastien Villemot 9658d82cc6
EquationTags::getEqnByTag() now returns an optional<int> instead of throwing 2023-01-04 16:45:12 +01:00
Sébastien Villemot e2c72a1b75
Drop ModelTree::getEquationTags(), and replace it by calls to better interfaces 2023-01-04 16:20:50 +01:00
Sébastien Villemot bdb5d37dec
EquationTags::getTagValueByEqnAndKey() now return an optional<string>
By the way, optimize the implementation.
2023-01-04 16:03:49 +01:00
Sébastien Villemot 422cbf5736
EquationTags: remove unused function 2023-01-04 16:03:45 +01:00
Sébastien Villemot df3a153356
Simplify residuals output (MATLAB/Octave and C) by dropping lhs/rhs temporary variables 2023-01-04 14:49:07 +01:00
Sébastien Villemot 9f5ea9467d Merge branch 'dynamic_model_info' into 'master'
Add dynamic option to model_info

See merge request Dynare/preprocessor!74
2023-01-04 09:57:18 +00:00
Johannes Pfeifer 2fd0681151 Add block_dynamic option to model_info
Also renames the old static option
2023-01-03 16:06:25 +01:00
Sébastien Villemot 21fcfa7758
use_dll: fixes to parallel compilation
— No longer call std::exit() from threads when compilation fails, that function
  is marked as not thread-safe under GNU/Linux; and it leads to deadlocks under
  Windows. Rather store the list of failed objects, and exit with a message and
  an error code from the main thread when that list is not empty at the end of
  preprocessing.
– Fix the condition used for waiting until all compilation threads finish;
  checking that the queue is empty is not enough, since a compilation may be
  ongoing. So also track objects whose compilation is ongoing.
2022-12-20 16:52:47 +01:00
Sébastien Villemot f349e22f4c
Macro processor: fix error message when @#include is used with nonexistent file 2022-12-14 15:22:20 +01:00
Sébastien Villemot 50a2737e41
Macro processor: fix tracking of line numbers after @#define, @#include and @#includepath directives
Closes: #108
2022-12-14 15:22:07 +01:00
Sébastien Villemot 8734bc5ca6
Allow LOG_* auxiliary variables in various commands
Closes: #107
2022-12-14 12:42:55 +01:00
Sébastien Villemot a234176d3c
Julia: do not rewrite derivatives w.r.t. parameters files when unmodified
Closes: #105
2022-12-14 12:35:50 +01:00
Sébastien Villemot a5eac0260a
JSON: fix output of date options
They were not enclosed within quotes.

Ref. dynare#1875
2022-12-14 12:16:04 +01:00
Sébastien Villemot 2758f46c83
Fix indexing in M_.endo_trends
It would use 0-based indexing, instead of 1-based.

Ref. dynare#1648

Closes: #109
2022-12-14 12:05:12 +01:00
Sébastien Villemot 8cb3437d2d
Minor simplification in static block decomposition driver output 2022-12-12 14:57:50 +01:00
Sébastien Villemot 4aa1ff1f73
Sparse representation: fix bug in output of indices in driver and JSON files
Jacobian column numbers were incorrect (it would return internal derivation
IDs).

Ref. dynare#1859
2022-12-12 14:57:49 +01:00
Sébastien Villemot 4f7794a8f9
Sparse representation: compatibility fix with MATLAB < R2020a
For those older MATLABs, the “sparse” function does not accept vectors of
integer data type as indices.

Ref. dynare#1875
2022-12-08 14:35:23 +01:00
Sébastien Villemot 83bfc792af
Sparse representation: fix bug in output of indices in driver and JSON files
It would previously forget to write the indices for the highest derivation
order (e.g. if order=3, then it would only write sparce indices up to 2nd
order).

Ref. dynare#1859
2022-12-07 16:10:03 +01:00
Johannes Pfeifer 9b015a6a10 Add new mh_init_scale_factor-option 2022-12-01 15:23:37 +01:00
Sébastien Villemot c48248fc0d
Implement time-recursive block decomposition tuned for purely backward/forward/static models
Such a decomposition has to be simulated with periods as the outer loop and
blocks as the inner loop.

It is enabled by default for purely backward/forward/static models, as long as
the “block” option is not given. In that case, “mfs” is also set to 3 by
default (until that value becomes the global default).

M_.time_recursive_block_decomposition is set to “true” when that decomposition
has been performed, “false” otherwise for the traditional decomposition (the
latter has to be simulated with blocks as the outer loop and periods as the
inner loop).
2022-11-30 14:43:44 +01:00
Sébastien Villemot bb3475d548
Remove call to setup_solvers.m
It is no longer used in the new implementation of solve_algo={12,14}.

However, the M_.lhs field that was created by setup_solvers.m is used from
other places, so reimplement it at the preprocessor level.
2022-11-30 14:43:44 +01:00
Sébastien Villemot ff296023a9
Block decomposition: ModelTree::block_decomposed field was not properly set on copy/move 2022-11-29 15:27:12 +01:00
Sébastien Villemot 53add0b2fe
Block decomposition: when falling back to symbolic normalization, use contemporaneous symbolic Jacobian
Previously, it would use a symbolic Jacobian where leads and lags were also
taken into account.
2022-11-28 13:40:49 +01:00
Johannes Pfeifer 56c62197d0 DynareBison.yy: add nobs and heteroskedastic_filter options to calib_smoother 2022-11-23 13:46:53 +01:00
Sébastien Villemot e01c748c7e
Julia: fix prototype of function computing dynamic derivatives w.r.t. parameters 2022-11-22 11:19:58 +01:00
MichelJuillard cf4e2194b7 Julia: remove module for derivatives w.r.t. parameters 2022-11-22 10:18:11 +00:00
Sébastien Villemot 2e171e28de
New files for helping a user to debug their model
The files are created under <basename>/+debug/dynamic_resid.m and
<basename>/+debug/static_resid.m.

Their purpose is to evaluate separately the LHS and RHS of each equation.
2022-11-16 11:18:09 +01:00
Sébastien Villemot 4807a6c880
use_dll: fix race condition with compilation of power_deriv.{c,h} 2022-11-14 13:45:15 +01:00
Sébastien Villemot 23b0c12d8e
Performance improvement of chain rule derivation, using caching
Useful for mfs > 0 on large models.
2022-11-08 12:34:05 +01:00
Sébastien Villemot dbc2851606
Merge branch 'max_check_ahead_periods' of git.dynare.org:JohannesPfeifer/preprocessor
Ref. !69
2022-11-07 16:32:10 +01:00
Johannes Pfeifer ed95a2ca2d OccBin: add interface for max_check_ahead_periods option
Related to 2f23604824
2022-11-04 23:11:59 +01:00
Sébastien Villemot 1430ab9cc2
Implement new sparse model representation in C
Ref. dynare#1859
2022-11-04 14:23:29 +01:00
Sébastien Villemot 836351565d
Fix segfault of notmpterms option with block decomposition
By the way, ensure that temporary terms associated to external functions are
not removed, since they are not optional.
2022-11-04 14:23:29 +01:00
Sébastien Villemot 4ab3e937ea
Implement new sparse model representation in MATLAB/Octave
Ref. dynare#1859
2022-11-04 14:23:29 +01:00
Sébastien Villemot 2a8e26310d
Block decomposition: fix computation of recursive variables with mfs>0
Within a block, if mfs>0, the recursive variables would not appear in recursive
order. This could lead to wrong results in case of dependency relationships
between recursive variables.
2022-11-04 14:23:29 +01:00
Sébastien Villemot 47290087f6
Provisions for new sparse representation of block-decomposed dynamic/static files
The stochastic mode in currently unsupported.

This commit adds new fields in M_.

This is a preliminary step for dynare#1859.
2022-11-04 14:23:29 +01:00
Sébastien Villemot 1ed72f6da2
Write block decomposition information in M_ independently of “block” option
This is now possible since the block decomposition is always computed. Of
course, the information is not printed if the decomposition failed.
2022-11-04 14:23:29 +01:00
Sébastien Villemot 00fd9dadb6
Julia: no longer write the main dynamic/static files in legacy representation 2022-11-02 15:51:26 +01:00
Sébastien Villemot 6aca84bfbb
Julia: move all generated files to the <basename>/model/julia/ subdirectory 2022-11-02 15:49:57 +01:00
MichelJuillard 6af8a57f9f
replace Julia modules by simple functions 2022-11-02 15:49:56 +01:00
Sébastien Villemot 762243c705
Julia: drop get_power_deriv function from module
The function is now provided separately by Dynare.jl.
2022-11-02 15:49:56 +01:00
Sébastien Villemot 4ae6df494d
JSON: add dynamic_tmp_nbr and static_tmp_nbr
As a consequence, remove the “tmp_nbr” variable from the Julia modules, since
it is now redundant.
2022-11-02 15:49:56 +01:00
Sébastien Villemot 723fc4139b
Implement new sparse model representation in Julia
Ref. dynare#1859
2022-11-02 15:49:56 +01:00
Sébastien Villemot 0278c8577c
Provisions for new sparse representation of dynamic/static files
The new representation is only supported for MATLAB/Octave, C and Julia output
for the time being. Bytecode and JSON are unsupported.

This commit adds new fields in M_.

This is a preliminary step for dynare#1859.
2022-11-02 15:49:56 +01:00
Sébastien Villemot 30853e7360
Block decomposition: improve debugging information for normalization
– print the information only for the final matching (and not the intermediary
  ones that may have failed);
– print the equation name next to its number.
2022-11-02 15:49:56 +01:00
Sébastien Villemot 627dd92c64
Block decomposition: bugfix with temporary terms when mfs=3
In an “evaluate” block, the LHS of a renormalized equation (such as “log(x)=…”)
could be associated to a temporary term that would then be incorrectly
computed: that temporary term would be evaluated *before* (and not after) the
evaluation of the associated variable (“x” in the example).
2022-10-26 17:33:26 +02:00
Johannes Pfeifer d5cf07fadd Occbin: implement simul_reset_check_ahead_period-option
Related to dynare@3765ef77 (dynare!2094)
2022-10-24 10:30:45 +02:00
Sébastien Villemot 219c8d2a47
Do not error out in stochastic mode if mfs > 0 but “block” option not passed
In that case, the block-DR routines will not be called.
2022-10-18 17:39:14 +02:00
Sébastien Villemot 5a6e276750
Fix comment 2022-10-18 17:39:14 +02:00
Sébastien Villemot 79c8fe61b1
Fix typo 2022-10-18 17:39:14 +02:00
Sébastien Villemot a31ef6069c
Correctly handle diff operator in equation renormalization
Should have no impact though, since diff nodes are already substituted out at
that point. But it’s better to implement it properly, in case we change the
substitution rules later.

By the way, make the computeSubExprContainingVariable method protected.
2022-10-18 17:39:14 +02:00
Sébastien Villemot 9f96db89ba
use_dll: ensure proper cleanup of thread workers threads in case of early exit (e.g. upon failure) 2022-10-17 14:03:27 +02:00
Sébastien Villemot 781e10c24b
Error out if “use_dll” is specified in Julia mode 2022-10-14 15:40:09 +02:00
Sébastien Villemot fd9902e87b
use_dll: rewrite the parallel compilation engine with a fixed number of threads
The previous system would spawn as many threads as there are object files to be
compiled (which could lead to hundreds of threads for large block-decomposed
models). This could pose a memory usage problem (even when not just waiting,
threads require memory for their own stack).
2022-10-14 15:33:52 +02:00
Sébastien Villemot e801f1a862
Fix typo
[skip ci]
2022-10-11 18:15:11 +02:00
Sébastien Villemot 39051aeb30
Make the hack for MATLAB+Windows directory lock work with any recursive directory structure
This simplifes the treatment of the new sparse representation, which creates
several subdirectories in the “+” package folder.
2022-10-11 17:26:47 +02:00
Sébastien Villemot 93054cf692
Various filesystem refactorings
– DataTree::packageDir() now takes a std::string_view, returns a
  std::filesystem::path, and no longer creates that directory
– DataTree::writeToFileIfModified() now takes a std::filesystem::path as
  argument
– Do not call DataTree::writeToFileIfModified() for generating MATLAB/Octave
  files, since it does not work (the directory inside which the file is written
  has been deleted by the preprocessor just before)
– Consistently use DataTree::packageDir() everywhere (for compatibility with
  planner_objective)
2022-10-11 16:28:17 +02:00
Sébastien Villemot 198ff70bce
Simplify strsplit() using std::string_view
By the way:
– improve the semantics by having a consistent treatment of empty substring
  components (previously, only the last one was ignored)
– move it to DataTree to make it more accessible from elsewhere (even though
  ideally it should be in a “utilities” namespace).
2022-10-11 16:23:11 +02:00
Sébastien Villemot 2fb9aa2a60
Minor simplification using argument dependent lookup (ADL) 2022-10-11 11:31:18 +02:00
Sébastien Villemot 5b400b69f0
Use std::filesystem::path::string() when writing paths to std::cout/std::cerr
Otherwise they will be quoted, which is not desirable, especially under
Windows (backslashes will be duplicated).
2022-10-11 11:31:15 +02:00
Sébastien Villemot e0b2583ff9
Streamline informative messages 2022-10-07 18:04:18 +02:00
Sébastien Villemot 3dd40c6c42
use_dll: split generated C file into smaller files that will be compiled in parallel
By the way, factorize the code between the dynamic and static versions.

Ref. #41
2022-10-07 18:04:18 +02:00
Sébastien Villemot dd66459e5f
use_dll: parallelize compilation of multiple object files within single MEX file
In particular, it implements dependency tracking in the thread scheduler, so
that multiple MEX files can share object files.

Ref. #41
2022-10-07 18:04:17 +02:00
Sébastien Villemot 5cf4729ab0
use_dll: dynamically limit the number of concurrently running GCC processes to the number of available logical processors
Ref. #41
2022-10-07 18:04:17 +02:00
Sébastien Villemot 49a530a775
use_dll: allow more flexible output directory in interface of ModelTree::compileMEX() 2022-10-07 18:04:17 +02:00
Sébastien Villemot d9bda244d4
use_dll: refactor MEX compilation so that it happens inside “write” methods 2022-10-07 18:04:17 +02:00
Sébastien Villemot 08a86b67cb
Drop logic for selecting whether to compute derivatives w.r.t. exogenous
We now always compute those derivatives, so no need for an alternate codepath.
2022-10-07 18:04:17 +02:00
Sébastien Villemot 8cac64c1cb
use_dll: fix bug where operator abs() within a .mod file would return an incorrect result
It would compute the *integer* part of the absolute value (calling “abs”
instead of “fabs” from the C source).
2022-10-07 18:04:00 +02:00
Sébastien Villemot 5c33051990
Use std::string_view in a few places where it makes sense 2022-10-04 16:47:16 +02:00
Sébastien Villemot 4c58451d83
Factorize computing pass for block decomposition
Also add “block_decomposed” data member for tracking whether the block
decomposition has been successful.
2022-10-04 16:00:30 +02:00
Sébastien Villemot 6e69eea3cf
Minor tightening of access specifiers 2022-10-04 16:00:30 +02:00
Sébastien Villemot f6053df754
use_dll: compile MEX files in parallel
Currently two threads are used (one for the dynamic MEX, one for the static
MEX). When the sparse representation is implemented, four threads will be used.

Closes: #41
2022-10-04 16:00:30 +02:00
Sébastien Villemot 36fcbf6cfe
Functions that write C files now return the paths to the generated files
This avoids computing those paths two times (the second time when compiling them).
2022-10-04 16:00:30 +02:00
Sébastien Villemot 895a866bb3
Optimization: use move semantics in more places 2022-10-04 16:00:30 +02:00
Sébastien Villemot 6ed033f202
Bugfix: “relative_irf” option passed to “irf_calibration” was also passed to next command 2022-10-04 16:00:30 +02:00
Sébastien Villemot 3d9ac26aa6
Remove all instances of the “map.find(key)->second” pattern
This is unsafe since the find() method can return a past-the-end iterator,
which should be tested for.

Replace most instances by calls to the std::map::at() method (which throws if
the key is unknown), and which is incidentally more readable.
2022-09-27 12:56:16 +02:00
Sébastien Villemot 18037fd29a
Drop code for supporting temporary terms corresponding to model-local variables
Since model-local variables are now substituted out of the model at an early
stage (see cfb41d291c), such temporary terms are
no longer generated.
2022-09-26 17:34:20 +02:00
Sébastien Villemot 64157d9083
Fix bug in ModelTree::writeParamsDerivativesFileHelper()
Elements of params_derivatives could be accessed without them being defined,
thus causing illegal memory read.

Ensure that these elements always exist. By the way, use std::map::at() instead
of std::map::find() to trigger an exception instead of an illegal memory read
in that case.
2022-09-26 17:17:47 +02:00
Sébastien Villemot b403cef871
Put driver output of static block decomposition in a separate function
For symmetry with the dynamic case, and for avoiding a call to “return” in the
middle of StaticModel::writeDriverOutput().
2022-09-21 18:48:35 +02:00
Sébastien Villemot 5b12354dc3
Minor performance improvement in copy constructors/assignments of ModelTree and DynamicModel 2022-09-21 17:37:02 +02:00
Sébastien Villemot 98d4f922ca
Cosmetics 2022-09-20 15:29:19 +02:00
Sébastien Villemot 7f1b4fcc20
Refactor OptionsList class
In particular, use a std::variant to store the values of options. This ensures
that a given option name can have only one value (previously, for a given
option name, it was possible to store several values as long as they were of
different types).
2022-09-20 11:56:43 +02:00
Sébastien Villemot e4449f1c4a
Add comment for special token name for “domain” keyword 2022-09-20 11:56:43 +02:00
Sébastien Villemot 8dcdcf1fd4
Fix check of “domain” option of new estimation prior syntax 2022-09-20 11:56:42 +02:00
Sébastien Villemot 3f674c1af9
Fix bug with “graph_format” option of “identification” and “dynare_sensitivity”
The local value of option was not copied to the top-level “options_” structure,
as it is done for “nograph” and “nodisplay”.
2022-09-20 11:56:42 +02:00
Sébastien Villemot 1088cc4242
Improve informative messages about derivatives and block decomposition
When computing the derivatives or block decomposition of the planner objective,
the epilogue or the original Ramsey model, the preprocessor would talk about
dynamic/static model, which was confusing. It now uses the right terminology.
2022-09-14 17:51:36 +02:00
Sébastien Villemot d67f569035
Always compute block decomposition, even if “block” option was not passed
If block decomposition fails, error out if “block” option was passed, but not
otherwise.

This commit does not modify the generated files.

This is a preliminary step for dynare#1859.
2022-09-13 16:16:00 +02:00
Sébastien Villemot 1aead92cd5
Fix bug in block derivatives w.r.t. exogenous deterministic 2022-09-12 17:38:47 +02:00
Sébastien Villemot 0b5e686c8c
Turn ramsey_FOC_equations_dynamic_model into a local variable instead of a data member 2022-09-09 17:13:21 +02:00
Sébastien Villemot 2fdc8b682e Merge branch 'BGP_space' into 'master'
Add missing whitespace in output of BGP warning

See merge request Dynare/preprocessor!65
2022-09-06 10:11:51 +00:00
Sébastien Villemot 482ec5fb67
macOS: bump to GCC 12 (for compilation and for use_dll) 2022-09-06 11:53:40 +02:00
Johannes Pfeifer da5b36704d Add missing whitespace in output of BGP warning 2022-08-03 10:52:08 +02:00
Sébastien Villemot fc4c9a73c9
Fix comment
[skip ci]
2022-07-27 16:50:08 +02:00
Sébastien Villemot c3cb7ca534
Bytecode: simplify type for storing list of instructions
Incidentally, make BytecodeInstruction an immutable struct, to facilitate
access to opcode in such a list.
2022-07-26 18:26:37 +02:00
Sébastien Villemot 613e0da782
Bytecode: add some comments to FNUMEXPR_
[skip ci]
2022-07-26 14:52:10 +02:00
Sébastien Villemot 21cecee599
Add “fsolve_options” option to “steady” command
Ref. dynare#1856
2022-07-22 13:43:41 +02:00
Sébastien Villemot ad40f1365c
Block decomposition: code factorization 2022-07-21 18:20:35 +02:00
Sébastien Villemot d4c453c422
Block decomposition: (likely) performance improvement in static file in relation to temp terms
Compute temporary terms for derivatives of “evaluate” mode, even though those
derivatives are not computed. This is because the temporary terms may be useful
for subsequent blocks.

By the way, add an explanatory comment for the equivalent code in dynamic file.
2022-07-21 17:31:48 +02:00
Sébastien Villemot a97a41f6c0
Bugfix with temporary terms in block+bytecode
There were actually two distinct bugs, leading to incorrect results in some
corner cases:

– in the “evaluate” mode of the bytecode MEX, the temporary terms of the
  derivatives “evaluate” blocks were not evaluated at runtime; but these
  temporary terms may be needed for residuals of subsequent blocks;

– when the bytecode MEX was only computing residuals of the model (and not 1st
  order derivatives), the temporary terms of the derivatives were not evaluated
  at runtime; but these temporary terms may be needed for residuals of subsequent
  blocks.
2022-07-21 17:22:08 +02:00
Sébastien Villemot 1401c85d6a
Bytecode: drop FCUML instruction
It’s redundant with FBINARY{BinaryOpcode::plus}.
2022-07-20 16:02:24 +02:00
Sébastien Villemot a58109d094
Bytecode: refactor methods for writing .cod and .bin files in the block decomposition case 2022-07-20 16:02:24 +02:00
Sébastien Villemot d598810329
Bytecode: minor simplification using syntax of sizeof operator without parentheses 2022-07-20 14:48:30 +02:00
Sébastien Villemot 50d5b916e2
Remove constructor and accessors for AuxVarInfo
Rather make all data members public and const, and use aggregate-initialization.
2022-07-20 14:48:30 +02:00
Sébastien Villemot f0629555a5
Remove useless constructors (aggregate initialization is enough for those)
By the way, turn those classes into structs since all their members are public.
2022-07-20 14:48:28 +02:00
Sébastien Villemot 83a94aca57
Replace most uses of std::string::compare() by operator==(), for clarity 2022-07-20 11:18:20 +02:00
Sébastien Villemot c0bfc99946
Minor simplification using std::vector::emplace_back() 2022-07-20 11:18:07 +02:00
Sébastien Villemot 435e56369c
Compatibility fixes with GCC 12 2022-07-16 12:46:16 +02:00
Sébastien Villemot 35dc7fcd81
Bytecode: fix treatment of temporary terms (in non-block mode)
The “temporary_terms_union.insert(it)” statement introduced in the previous
commit was in the wrong block.

By the way, replace the “switch” by an “if constexpr”.
2022-07-14 09:17:11 +02:00
Sébastien Villemot ae150d2b1f
Bytecode: refactor routines for creating .cod file in non-block mode 2022-07-13 18:51:01 +02:00
Sébastien Villemot 89debf429a
Factorize code for writing JSON output 2022-07-12 18:04:05 +02:00
Sébastien Villemot 6da24fc763
Fix bug in JSON output for dynamic derivatives w.r.t. parameters
Variable and parameter indices were wrong (offset by 1).
2022-07-12 17:45:00 +02:00
Sébastien Villemot 9e6c01f132
Streamline some function names 2022-07-12 17:04:41 +02:00
Sébastien Villemot a541d23055
Minor simplification 2022-07-12 16:39:17 +02:00
Sébastien Villemot 157c67e04b
New helpers to simplify common operations with derivation IDs 2022-07-12 16:30:45 +02:00
Sébastien Villemot 2013056a2c
Fix bug in JSON output for derivatives w.r.t. parameters
Confusion between a symbol ID and a derivation ID, which could lead to invalid
output or crash.
2022-07-12 16:23:44 +02:00
Sébastien Villemot 440173f2bc
Further simplification made possible by 75e453c5fe53ce9ce82e564577db073b41a0459a 2022-07-12 16:23:40 +02:00
Sébastien Villemot 7fd78606ae
Fix bug in MATLAB/Octave output introduced in 3e1f9dbb82 2022-07-12 16:23:32 +02:00
Sébastien Villemot 1d71386f01
Further templating of helpers for writing output files
So that more stuff is computed at compile-time (using constexpr features).
2022-07-12 16:23:28 +02:00
Sébastien Villemot 4370b76ce4
Remove unused function 2022-07-12 16:18:19 +02:00
Sébastien Villemot 9c3eeb7c8d
Refactor code for writing derivatives w.r.t. parameters 2022-07-12 16:18:16 +02:00
Sébastien Villemot 8da663a110
Further factorization in methods for writing static and dynamic files 2022-07-12 16:05:15 +02:00
MichelJuillard 3e1f9dbb82 use @inbounds blocks instead of @inbounds for each line 2022-07-12 13:07:33 +02:00
MichelJuillard a4556896db Julia functions Float64 -> <: Real 2022-07-12 11:15:51 +02:00
Sébastien Villemot 5174c3b52c
Minor simplification 2022-07-11 22:30:50 +02:00
Sébastien Villemot f38c8278ae
Refactor methods for writing static and dynamic files
– factorize common code between the static and the dynamic version
– reorganise language-specific code into dedicated functions
– use a function template in the main helper to do some computations
  at compile-time (using constexpr features)
2022-07-11 22:29:28 +02:00
Sébastien Villemot c8b046ec86
Simplification using non-default std::ofstream constructor 2022-07-11 22:17:36 +02:00
Sébastien Villemot 92047f547e
Minor simplification 2022-07-11 14:05:29 +02:00
Sébastien Villemot 9b34fe856f
Add missing “break” for consistency 2022-07-08 16:10:23 +02:00
Sébastien Villemot 4b30342dc2
Bytecode: various simplifications
Also improve the naming of the enum class used for identifying the type of
external function call.
2022-07-08 16:02:49 +02:00
Sébastien Villemot a7dc96516b
Minor cleanup 2022-07-08 15:13:21 +02:00
Sébastien Villemot 69354e0aec
More C++20 modernization 2022-07-08 14:52:21 +02:00
Sébastien Villemot 4867120757
Remove unused function 2022-07-08 14:44:01 +02:00
Sébastien Villemot 6d2d73a5d7
Bytecode: refactor output methods around an enum class similar to ExprNodeOutputType
By the way, add assertions to ensure that assignment LHS output type is only
used on VariableNode(s) and AbstractExternalFunctionNode(s).
2022-07-06 16:46:40 +02:00
Sébastien Villemot 93ef4c6feb
Small simplification 2022-07-05 17:08:29 +02:00
Sébastien Villemot 3d21821d0c
JSON output: remove duplicate “rhs” field when RHS of equation is non-zero constant 2022-07-05 17:08:29 +02:00
Sébastien Villemot c27342cfeb
Fix interaction of temporary terms with steady_state operator
When the same complex expression appears outside and inside a steady_state()
operator, the same temporary term would be used for both cases, which was
obviously wrong.

The fix consists in never substituting temporary terms for expressions inside
the steady_state operator().

Incidentally, this implies that external functions can no longer be used inside
steady_state operators (since their computed values are stored inside temporary
terms).
2022-07-05 17:08:27 +02:00
Sébastien Villemot db0d9290b5
Bytecode: remove hack for exogenous deterministic index
The support in the bytecode MEX was broken anyways.
2022-07-05 14:10:34 +02:00
Sébastien Villemot c27354ace0
Bytecode: change name of 2nd argument of ExprNode::writeBytecodeOutput(), for clarity 2022-07-04 17:10:44 +02:00
Johannes Pfeifer 99337ee32e dyn_forecast: remove unused output argument 2022-07-01 14:31:42 +02:00
Sébastien Villemot c3fc5b1dd7
Enable -Wunused-parameter
As a consequence, add many [[maybe_unused]] attributes for legitimate
cases (mainly in virtual functions).
2022-06-24 17:11:48 +02:00
Sébastien Villemot a6b5d40d4b
Pac{Expectation,TargetNonstationary}Node::writeOutput(): error out for non-LaTeX, as for VarExpectationNode 2022-06-24 17:11:48 +02:00
Sébastien Villemot 297f86a90e
NumConstNode::write{Bytecode,Json}Output(): check for temporary terms, as is done for MATLAB output 2022-06-24 17:11:48 +02:00
Sébastien Villemot 17f72d6162
Remove empty checkPass() methods 2022-06-24 17:11:48 +02:00
Sébastien Villemot 3b99ac5df0
Remove unused parameters to various methods 2022-06-24 17:11:38 +02:00
Sébastien Villemot e0c9a287c5
Remove unused StaticModel::copyHelper() 2022-06-24 15:28:42 +02:00
Sébastien Villemot b390390a98
Remove unnecessary inline specifiers
A function defined entirely inside a class/struct/union definition is
implicitly an inline function.
2022-06-24 15:09:08 +02:00
Sébastien Villemot b307097f85
Mark some functions as constexpr
This probably brings no benefit since those functions are currently not used at
compile time, but it’s nice…
2022-06-24 14:52:39 +02:00
Sébastien Villemot 7e01d01d80
VariableNode::writeBytecodeOutput(): check for temporary terms, as done for other types of output 2022-06-24 13:10:23 +02:00
Sébastien Villemot 9bd2973034
Refactor bytecode output around a new BytecodeWriter class and operator<< overloads 2022-06-24 13:10:04 +02:00
Sébastien Villemot 13dc0a1144
Use operator""s to replace some calls to std::string constructor
By the way, remove other unnecessary calls to that constructor.
2022-06-22 12:47:11 +02:00
Sébastien Villemot 83693e4427
Bytecode: stop using unsigned integers where signed ones avoid unnecessary casts 2022-06-20 17:49:31 +02:00
Sébastien Villemot 5cd5676c8e
Bytecode: directly use several enums inside instruction classes 2022-06-20 15:19:08 +02:00
Sébastien Villemot 4662a42c9a
Bytecode: in FNUMEXPR, store lag as int rather than int8_t
Otherwise lags are truncated at ±128.
2022-06-20 15:19:08 +02:00
Sébastien Villemot b1c8e24e01
Bytecode: store instruction opcode (Tags enum) directly inside instruction classes
This makes the code simpler. Incidentally, since Tags are no longer stored as
uint8_t, this makes the .cod files larger, but there is no clear performance impact.
2022-06-20 15:18:23 +02:00
Sébastien Villemot 09cb33d867
Bytecode: no longer bypass normal alignment rules in instructions representation
This change provides a (limited) performance gain, at the expense of
a (moderate) increase in .cod files.
2022-06-20 10:28:30 +02:00
Sébastien Villemot 2ea6a5244e
Bytecode: remove unused expression types and associated constructors 2022-06-17 16:31:47 +02:00
Sébastien Villemot 3613dbbe01
Bytecode: remove unused instruction class constructors 2022-06-17 16:10:17 +02:00
Sébastien Villemot aa4783fd86
Bytecode: move all instruction classes into a single class hierarchy
Class BytecodeInstruction is the root.
2022-06-17 15:33:54 +02:00