Commit Graph

306 Commits (34c37cfd01fdba4d017dafaad5d7750c810f17df)

Author SHA1 Message Date
Sébastien Villemot 69a394a115
ExprNode: factorization of code that recurisively applies a transformation on a node 2023-03-23 12:39:35 +01:00
Sébastien Villemot 661f116af1
Rename the argument to ExprNode::clone() for clarity
The argument had the same name as the data member “datatree”, so this could
lead to confusion (though there was no bug, since the argument was masking
the data member).
2023-03-23 12:39:35 +01:00
Sébastien Villemot 2f111f5055
ExprNode: simplification of external function nodes clone() and toStatic() methods 2023-03-23 12:39:11 +01:00
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 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 62c455ff56
Misc simplifications using STL algorithms 2023-02-28 16:27:29 +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 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 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 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 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 fc4c9a73c9
Fix comment
[skip ci]
2022-07-27 16:50:08 +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 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 92047f547e
Minor simplification 2022-07-11 14:05:29 +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 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 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
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 3b99ac5df0
Remove unused parameters to various methods 2022-06-24 17:11:38 +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 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 a85730313c
Split CodeInterpreter.hh into two headers
– a generic one: CommonEnums.hh
– and a bytecode-specific one: Bytecode.hh

By the way, rename global constant “near_zero” into “power_deriv_near_zero”,
for clarity.
2022-06-16 17:53:23 +02:00
Sébastien Villemot 49277dbbf2
StaticModel::getDerivID() now throws an exception when arg is not endo or parameter
Previously it would return -1, which is bad practice.
2022-06-08 14:54:09 +02:00
Sébastien Villemot c94dfb848c
C++20 modernization: use initialization within range-based for loop
In particular, use this feature in many loops which feature a special treatment
for the first iteration, using a boolean variable (replacing iterator
manipulation). By the way, also use std::exchange() to simultaneously test the
value of this variable and update it.
2022-06-07 14:35:59 +02:00
Sébastien Villemot 9ace2dc413
C++17 modernization: take advantage of class template argument deduction 2022-06-07 14:35:26 +02:00
Sébastien Villemot 0b5c88109f
Various simplifications 2022-06-07 14:34:30 +02:00
Sébastien Villemot cec47cc78c
Implement bytecode compilation of 2nd deriv of external functions 2022-05-20 12:35:38 +02:00
Sébastien Villemot d1a3b227fd
Fix bug in bytecode compilation of 1st deriv of external functions 2022-05-20 12:35:23 +02:00
Sébastien Villemot 171cd65566
Fix bytecode compilation of external function nodes 2022-05-20 11:43:02 +02:00
Sébastien Villemot 701db61e09
JSON output: fix several bugs related to switch/case fallthrough 2022-05-18 16:33:42 +02:00
Sébastien Villemot 3e94250582
C++17 modernization: use std::optional in ExprNode::getPacOptimizingShareAndExprNodes() 2022-05-16 19:10:16 +02:00
Sébastien Villemot 0eb11d3323
C++17 modernization: use std::optional in expression matching functions 2022-05-16 19:10:16 +02:00
Sébastien Villemot fa7a926143
C++17 modernization: use std::optional for the storage of orig_symb_id and orig_lead_lag in SymbolTable
For the diff and unaryOp auxvar types, these value may be set or unset
depending on the complexity of the expression represented by the auxvar.
2022-05-16 19:10:15 +02:00
Sébastien Villemot 0b51294994
C++17 modernization: use std::optional for trend variables in TCM 2022-05-16 19:10:15 +02:00
Sébastien Villemot b42ee40b55
C++20 modernization: use contains() method on containers 2022-05-04 17:37:57 +02:00
Sébastien Villemot ef02b79486
Various minor simplifications 2022-05-04 17:36:59 +02:00
Sébastien Villemot 621134b8d8
Julia: more adaptation of DynamicSetAuxiliarySeries.jl for TimeDataFrame objects
– also use vectorized versions for .+ and .-
– add a space before vectorized operators to avoid syntactical ambiguity

This commits complements bfdcc546ec.
2022-04-08 15:06:29 +02:00