Temporary terms computed in previous blocks were not used in the bytecode
output of a given block. This was inefficient (because this means that
expressions already computed and store in the temporary terms vector would be
recomputed), and incidentally it would break the external functions
output (because it would trigger a lookup in the “TEF terms”, which would thus
fail).
Closes: #115
If the model is purely backward, determine whether all original equations have
a single contemporaneous endogenous on the LHS. If this is the case, then first
try a normalization by enforcing that each original equation is matched with
the endogenous on the LHS.
This helps with the simulation of purely backward models, where equations are
renormalized with mfs=3, since it produces a simpler system to be recursively
evaluated/solved.
It would previously return a boolean. The exception is more convenient for
producing a different error message in the case of the specialized algorithm
introduced in the next commit.
The C99 copysign() function was used in the generated C output, but that
function does not correctly handle zero. Replace it by a custom sign()
function.
Previously, the MinGW location was appended multiple times to the PATH
variable, which in some cases would make the variable too long and thus
dysfunctional.
The variable is now initialized once when the worker threads are created.
By the way, move the macOS+Octave environment variable initializations to the
same place, for consistency.
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).
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.
— 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.
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
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).
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.
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.
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).
– 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)
Sébastien Villemot
Johannes Pfeifer
Willi Mutschler