Commit Graph

1025 Commits (365fb27f3d48ed208332a52f0f96e255f54c2dd4)

Author SHA1 Message Date
Sébastien Villemot 4b8290faa5
Do not crash when unknown symbol is passed to “irf_shocks” option
Closes: #57
2020-11-18 17:47:37 +01:00
Sébastien Villemot b1df9ecc38
Parallel config file: switch back to DynarePath field (instead of ProgramPath)
This is a partial revert of f022f666b7

Ref. dynare#1748
2020-11-13 15:35:01 +01:00
Sébastien Villemot cfb41d291c
Substitute out model-local variables early in the model transform pass
Incidentally, this makes it possible to use model-local variables with either
the “block” or “bytecode” option. (Ref: dynare#1243)
2020-11-10 18:07:57 +01:00
Sébastien Villemot 1e419a48e4
Remove unused function 2020-11-10 18:02:06 +01:00
Sébastien Villemot 9bca65c7e5
Deterministic models: replace exogenous with lead/lags by auxiliary variables
This brings those models in line with stochastic models.

However note that transformation is still not exactly the same on stochastic
and deterministic models, because there is no need to take into account the
Jensen inequality on the latter. In deterministic models, there is a one-to-one
mapping between exogenous with lead/lags and auxiliaries, while in stochastic
models, an auxiliary endo may correspond to a more complex nonlinear expression.
2020-11-09 16:28:32 +01:00
Sébastien Villemot 5d564eed07
Fix the interpretation of @#elseif clauses within an @#ifdef or @#ifndef 2020-11-02 12:47:33 +01:00
Sébastien Villemot df8d8ef116
Fix logic for @#ifndef
Ref. dynare#1747
2020-11-02 12:27:27 +01:00
Stéphane Adjemian (Charybdis) abf5a6553b
Removed useless subfield (only julia output).
TODO: Check that we can do the same in the matlab version…
2020-10-21 18:16:07 +02:00
Stéphane Adjemian (Charybdis) b8f7b5846b
Fixed flags for temporaries (julia output). 2020-10-21 16:37:13 +02:00
Sébastien Villemot 56581b1dd4
PAC model: make detection of non-optimizing part more robust
Introduce a new method for decomposing a product of factors, so that we can
identify expressions of the form (1-optim_share)*A*B.

Also enforce that the optim_share parameter be in a factor of the form
1-optim_share (previously it would accept any expression containing the
parameter).

Note that this fix does not yet allow to actually write non-optimizing parts of
the form (1-optim_share)*A*B, since at a later point the preprocessor imposes
that this part be a linear combination of variables (but in the future we could
think of expanding the A*B product into a linear combination if, for example, A
is a paramater or a constant and B is a linear combination).

Closes: #50
2020-10-19 18:32:30 +02:00
Sébastien Villemot db3ef925a7
Fix handling of diffLead in SymbolTable::getOrigLeadLagForDiffAuxVar() 2020-10-16 16:31:55 +02:00
Sébastien Villemot d2cbe2a19e
PAC model: fixes to M_.pac.MODEL.ar (information about autoregressive part)
– Fix order of items in this structure. Previously, items were ordered
  according to the declaration order of parameters. Now, items are order
  according to lag order (first lag appears first)
– Gracefully handle the case where there is no autoregressive part
  (Closes: #52)
2020-10-16 16:31:51 +02:00
Sébastien Villemot 740ea833f6
Block decomposition: bugfix for solve one boundary blocks with mfs>0
Ref. dynare#1726
2020-10-07 18:55:19 +02:00
Sébastien Villemot e736b9234f
Minor simplification 2020-10-07 17:15:53 +02:00
Sébastien Villemot 4560639eb4
Block decomposition: fix evaluation of recursive variables in solved blocks
Ref. dynare#1726
2020-10-06 18:30:34 +02:00
Sébastien Villemot 5979885714
Block decomposition, chain rule derivation: code improvement 2020-10-02 18:31:55 +02:00
Sébastien Villemot d347a92f14
Drop ExprNode::containsExogenous()
Replace it by calls to ExprNode::collectVariables() at the single place where
it was used.
2020-09-29 18:41:31 +02:00
Sébastien Villemot 063207e71f
ExprNode::collectEndogenous() is not a virtual method 2020-09-29 18:41:31 +02:00
Sébastien Villemot 2424b7358c
Remove unused ExprNode::collectExogenous() 2020-09-29 18:41:31 +02:00
Sébastien Villemot b0bd031a9f
Remove unused ExprNode::containsEndogenous() 2020-09-29 18:41:31 +02:00
Sébastien Villemot 7f05489639
Simplify ExprNode::findConstantEquations() 2020-09-29 18:41:31 +02:00
Sébastien Villemot a377fc8398
Fix various potential bugs with model local variables
Many recursive function on ExprNodes were not correctly recursing into the
definition of model local variables.
2020-09-29 18:41:17 +02:00
Sébastien Villemot e4687bb976
Ensure that negative constants are never marked as temporary terms 2020-09-23 17:28:53 +02:00
Sébastien Villemot 571ea3eb8a
SymbolTable: add some const qualifiers 2020-09-23 17:28:04 +02:00
Sébastien Villemot 8f31e443d6
SymbolTable::getTypeSpecificID() now throws an exception instead of returning -1 when symbol does not have a type-specific ID
This can potentially avoid some undetected bugs.
2020-09-23 17:09:36 +02:00
Houtan Bastani 7ba77751c3
simplify external function C output 2020-09-18 17:05:54 +02:00
Sébastien Villemot 98d01cbbb6
Provide a meaningful error message when 'use_dll' option is used without 'matlabroot' 2020-09-18 15:00:47 +02:00
Sébastien Villemot 7e1563fdbb
Allow 'use_dll' option to be specified on the command line
Ref. Enteprise/dynare#4
2020-09-18 15:00:00 +02:00
Stéphane Adjemian (Charybdis) 0f268ce70c
Fixed logic.
Value passed to steady_state_growth was not acknowledge.
2020-09-18 11:11:50 +02:00
Sébastien Villemot feee0ffa12
PAC model: better error message when pac_expectation refers to a non-existent pac_model
Closes: #53
2020-09-10 14:24:20 +02:00
Sébastien Villemot de65e74c8f
use_dll: add the “restrict” C99 keyword to all pointers to double in computation functions
This greatly facilitates the job of the compiler during the optimization pass,
since we promise that the various pointers do not overlap each other. It may
now be possible to reenable some of the optimization flags that were disabled
without sacrificing compilation time, but this needs more investigation.

For the gory details, see:
https://en.cppreference.com/w/c/language/restrict
https://cellperformance.beyond3d.com/articles/2006/05/demystifying-the-restrict-keyword.html
2020-09-03 18:09:06 +02:00
Sébastien Villemot 5a9d1c4d87 Merge branch 'MoM' into 'master'
Remove matched_moments_ as input of method_of_moments

See merge request Dynare/preprocessor!27
2020-09-01 13:13:26 +00:00
Sébastien Villemot c6ad212c8a Merge branch 'typo' into 'master'
Fix typo

See merge request Dynare/preprocessor!26
2020-09-01 12:15:44 +00:00
Johannes Pfeifer 9d9a4bd4d1 Remove matched_moments_ as input of method_of_moments
Now a subfield of M_
2020-08-05 13:46:09 +02:00
Johannes Pfeifer d714cac8e1 EquationTags.hh: fix typo 2020-08-04 16:21:50 +02:00
Sébastien Villemot 09054e11dc
Add new “matched_moments” block
Closes: #51
2020-07-28 18:30:24 +02:00
Sébastien Villemot ecf6d67e1c
PAC/MCE model: fix timing of target in PAC expectation term
Also be more strict on the form of the target (must now be X(-1) or log(X(-1))
where X is *not* an auxiliary variable).

By the way, improve some comments in SymbolTable.
2020-07-24 18:26:16 +02:00
Sébastien Villemot 3b3589b958
PAC model: rewrite the algorithm for detecting the target, to make it more robust
Closes: #54
2020-07-23 17:19:16 +02:00
Sébastien Villemot 7bca47385d
Fixes to include_eqs/exclude_eqs
— fix segfault due to bad handling of iterators while erasing elements of a set
— fix logic for excluding endogenous variable when it is present on the LHS
2020-07-23 11:06:57 +02:00
Sébastien Villemot 86ac7d5bbc
PAC/MCE: improve informative message about # of aux. vars/eqs by adding the model name
This makes the output more useful when there are multiple PAC models.
2020-07-22 16:09:12 +02:00
Sébastien Villemot 2b25ab3e85
Fix handling of multiple PAC models 2020-07-22 12:21:05 +02:00
Sébastien Villemot f2f6097777 Merge branch 'tune_jscale' into 'master'
Fix faulty logic in checks for mh_tune_jscale

Closes #46

See merge request Dynare/preprocessor!25
2020-07-21 08:59:20 +00:00
Johannes Pfeifer eb464665ac Fix faulty logic in checks 2020-07-21 10:48:45 +02:00
Johannes Pfeifer 5cc9f216ca Make preprocessor recognize default order=2 of stoch_simul 2020-07-21 10:40:08 +02:00
Sébastien Villemot d4e20c7ec4 Merge branch 'moment_estimation' into 'master'
Method of moments: Preprocessor preparations

See merge request Dynare/preprocessor!23
2020-07-16 08:56:03 +00:00
Stéphane Adjemian (Charybdis) 03f53c1b0d
Allow empty shocks(overwrite) block. 2020-07-15 12:33:02 +02:00
Sébastien Villemot 16f9168fda
PAC MCE: fix incorrect detection of the target variable
The detection of the target EC variable to be used when constructing the
forward-looking expectation variable is rather fragile.

When the PAC model is written with an (non-)optimizing share of agents,
restrict the identification of the target variable to the optimizing
expression, to minimize the risk of wrong identification.

By the way, add a few comments, and a small simplification.
2020-07-13 17:52:42 +02:00
Johannes Pfeifer 98ddbb61ba Method of moments: Preprocessor preparations 2020-07-10 11:18:57 +02:00
Stéphane Adjemian (Charybdis) 51b3d5c68f
Do not print aux. var. for PAC expectation in dynamic_set_auxiliary_series routine.
It is useless in the backward looking version, and it cannot be
evaluated in the MCE case (because of the forward looking recursion).
2020-07-08 22:51:35 +02:00
Sébastien Villemot 3a9b0fc9ce
PAC MCE expectations: add corresponding auxiliary variables in dynamic_set_auxiliary_series.m and set_auxiliary_variables.m 2020-07-08 22:49:51 +02:00
Sébastien Villemot 4b3f010bc6
Simplify DynamicModel::writeAuxVarRecursiveDefinitions() 2020-07-08 18:48:45 +02:00
Sébastien Villemot 5b80a4db59
Unary ops substitution: bugfix, actually restrict the substitution to the chosen equations
By default, the preprocessor is supposed to only do the “unary ops”
transformation in the equations of VAR/PAC/trend component models.

However, the implementation was slightly different so far. It would detect
candidates to this transformation in the chosen equations, but it would then
perform the substitution in *all* equations.

This could lead for crashes, for example if the chosen equation contains
log(X(-1)), but another (non-chosen) equation has log(X(-2)). Then this latter
expression, even though it belongs to the same lag-equivalence class, is not
properly handled, causing a segfault.

Also do a few related cosmetic changes.
2020-07-08 15:13:14 +02:00
Sébastien Villemot 59bda04d8b
Block decomposition + use_dll: fix bug in timing of exogenous variables 2020-06-25 15:19:49 +02:00
Sébastien Villemot c4351166a9
use_dll: remove nb_row_x from static file, it is useless 2020-06-23 18:19:27 +02:00
Sébastien Villemot db8c5439f7
use_dll: higher order derivatives are now returned as sparse matrices by static/dynamic files
Previously they were returned as 3-column matrices. But this was inconsistent
with the M-file mode.
2020-06-23 17:50:50 +02:00
Sébastien Villemot 95bdfcee8c
use_dll: better safeguards on the number of input/output argument to static/dynamic MEX files 2020-06-23 16:30:21 +02:00
Sébastien Villemot 633b89db64
use_dll: remove hack for Microsoft Visual C++
We don’t support that compiler, and in any case it should support C99.
2020-06-23 16:00:55 +02:00
Sébastien Villemot fd13c03401
use_dll: use fmax() and fmin() from C99 to compute max and min operators 2020-06-23 15:59:35 +02:00
Sébastien Villemot ad5e196d30
Block decomposition now compatible with 'use_dll' option 2020-06-23 15:13:04 +02:00
Sébastien Villemot 479c2c029f
Block decomposition: move core of the routine for writing per-block files in separate function
This is a preparatory step to allow use_dll with block decomposition.
2020-06-22 14:18:21 +02:00
Sébastien Villemot 7641c2f7ee
Cosmetics 2020-06-22 11:33:16 +02:00
Sébastien Villemot f098329c74
Block decomposition: static and dynamic files are now pure wrappers around the per-block files 2020-06-19 18:45:42 +02:00
Sébastien Villemot f4d2ce70da
Block decomposition: move logic for Jacobians in stochastic mode outside the dynamic file 2020-06-19 17:44:05 +02:00
Sébastien Villemot 92aff91066
Block decomposition: in per-block files, construct sparse Jacobians more efficiently
Use 3-column format before calling sparse().

Ensure that the 3-column matrix is constructed in column-major order: data
locality will greatly improve performance once we implement use_dll.
2020-06-19 16:42:32 +02:00
Sébastien Villemot 93c18d514b
Block decomposition: in per-block dynamic files, fix nonzero elements for deterministic Jacobians 2020-06-19 15:26:19 +02:00
Sébastien Villemot 8ec43b1fb2
Block decomposition: small simplification in per-block dynamic files 2020-06-19 12:39:54 +02:00
Sébastien Villemot dc28aaa5e9
Block decomposition: fix bug in reduction of block decomposition
Some evaluated blocks could be incorrectly merged, leading to wrong
results (e.g. blocks incorrectly marked as evaluable forward).

Bug introduced in 39407083be
2020-06-17 19:42:13 +02:00
Sébastien Villemot 79763911b2
Block decomposition: in the dynamic file, y and T are now vectors as in non-block mode 2020-06-17 16:49:12 +02:00
Sébastien Villemot 91d5be3b8c
Block decomposition: fix value of M_.block_structure.dyn_tmp_nbr 2020-06-17 16:04:49 +02:00
Sébastien Villemot 257b399a94
Block decomposition: in dynamic files, rename “jacobian_eval” to “stochastic_mode”
This is much more explicit.
2020-06-16 15:54:51 +02:00
Sébastien Villemot 379be6ccef
Block decomposition: for “solve two-boundaries” blocks, move the iteration loop outside the dynamic file 2020-06-16 15:34:45 +02:00
Sébastien Villemot 85b900363d
Block decomposition: for “solve two boundaries” block, no longer compute “b” (-residuals+g1*y) in the dynamic function 2020-06-16 13:49:23 +02:00
Sébastien Villemot 8496979375
Block decomposition: remove useless “y” output for static/dynamic files of solved blocks 2020-06-16 10:38:16 +02:00
Sébastien Villemot ad583adcd4
Block decomposition: for evaluate blocks, move the iteration loop outside the dynamic file 2020-06-15 18:13:17 +02:00
Sébastien Villemot f022c0e16e
Block decomposition: remove duplicate “periods” arg. to dynamic file of complete two-boundaries blocks 2020-06-15 16:54:11 +02:00
Sébastien Villemot d530ccd012
Misc cosmetic improvements 2020-06-05 17:12:15 +02:00
Sébastien Villemot b402e35683
In the driver file, provide mapping between model local variables and indices in the temporary terms vector
The structures are M_.model_local_variables_{dynamic,static}_tt_idxs.

Ref. dynare#1722
2020-06-05 17:12:15 +02:00
Sébastien Villemot 90b9b6a1e4
JSON output: write model local variables in parsed model (modfile.json)
Ref. dynare#1723
2020-06-05 16:10:38 +02:00
Sébastien Villemot 7b9495bb2f
JSON output: when writing the model after computing pass, use TEF terms for (not derived) external functions 2020-06-05 16:10:38 +02:00
Sébastien Villemot f9ab44da56
JSON output: do not append two underscores after model local variable names in their definition
This is inconsistent with the way they are printed in equations (without
underscores).

The practice of appending underscores only makes sense in a MATLAB workspace context.
2020-06-05 16:10:37 +02:00
Sébastien Villemot 931935a942
Bug fix: allow external functions in model local variables 2020-06-05 14:50:06 +02:00
Sébastien Villemot 050f1cdd74
Block decomposition: remove unused 2nd and 3rd derivatives in output of dynamic functions 2020-06-03 16:59:04 +02:00
Sébastien Villemot f0c8a14551
Block decomposition: no longer compute deterministic simulation from dynamic.m file 2020-06-02 17:42:00 +02:00
Sébastien Villemot 2caad3ee84
Block decomposition: simplify DynamicModel::writeDynamicBlockMFile() 2020-05-29 16:48:38 +02:00
Sébastien Villemot 7b11898689
use_dll: merge the two generated C source files into a single one
Also, do various other cosmetic/simplification changes.
2020-05-29 16:12:01 +02:00
Sébastien Villemot 3c5d731500
Fix compilation with GCC 10 2020-05-28 14:21:58 +02:00
Sébastien Villemot 3ca1914e03
Block decomposition: fix simulation of blocks of type "evaluate backward" (without bytecode)
Ref. dynare#1727
2020-05-26 17:00:21 +02:00
Sébastien Villemot faa6666abe
Block decomposition: no longer use global variables for temporary terms in the dynamic M-file
Rather use a single vector as in non-block mode.

By the way, change the order of output arguments in static functions, to be
closer to the dynamic ones.
2020-05-26 16:21:11 +02:00
Sébastien Villemot 04b7d4386d
Block decomposition: no longer use global variables for temporary terms in the static M-file
Rather use a single vector as in non-block mode.
2020-05-25 18:35:36 +02:00
Sébastien Villemot a5abbae46a
use_dll: remove workaround for char16_t type
Should no longer be needed now that the minimal MATLAB version is R2014a.
2020-05-25 16:06:17 +02:00
Sébastien Villemot b9216be277
Block decomposition: fix incorrect check with model local variables
We normally never arrive here, since MLV are not compatible with 'block'
option.
2020-05-25 15:42:16 +02:00
Sébastien Villemot 3033417f5a
Block decomposition: remove ExprNodeOutputType::matlabDynamicSparseSteadyStateOperator
It’s not really needed, since it does the same as
ExprNodeOutputType::matlabDynamicSteadyStateOperator.
2020-05-25 15:35:55 +02:00
Sébastien Villemot 7b1a77ca47
Block decomposition: use logical values for some inputs to solve_{one_boundary,two_boundaries} 2020-05-25 15:12:43 +02:00
Sébastien Villemot a6d9ba6e55
Rename EquationType::evaluate_s to evaluateRenormalized, for clarity 2020-05-20 11:49:32 +02:00
Sébastien Villemot c6a17913b4
Rename {Static,Dynamic}Model::writeOutput() to ::writeDriverOutput() for clarity 2020-05-20 11:44:40 +02:00
Sébastien Villemot becc433d56
Rename byte_code to bytecode for consistency with user option name 2020-05-20 11:39:59 +02:00
Sébastien Villemot c579a45b08
Remove helper now unused because of 1d838e96ff 2020-05-20 11:35:44 +02:00
Sébastien Villemot 96657b4974
Block decomposition: refactor code that writes the block structure to the driver file 2020-05-20 11:35:14 +02:00
Sébastien Villemot 4b28f1fe9c
Bytecode: remove unused data structure 2020-05-20 10:31:31 +02:00
Sébastien Villemot 2944484442
Bytecode: rename output methods for better consistency 2020-05-19 17:45:33 +02:00
Sébastien Villemot 1d838e96ff
Block decomposition: simplify routines for writing output dynamic/static M files 2020-05-19 17:33:58 +02:00
Sébastien Villemot d05ffde63e Merge branch 'hif' into 'master'
histval_file initval_file refactoring

See merge request Dynare/preprocessor!20
2020-05-14 14:36:36 +00:00
MichelJuillard ed4c36a267 add first_simulation_period to the lexer
(cherry picked from commit c8575e11d2f81ad606ab50849c52127653699a93)
2020-05-14 14:36:35 +00:00
Sébastien Villemot a2bea00fee
Block decomposition: another fix related to temporary terms refactoring
Temporary terms need to be computed per equation (as was done previously), and
not simply per block.

It’s necessary to track temporary terms per equation, because some equations
are evaluated instead of solved, and an equation E1 may depend on the value of
an endogenous Y computed by a previously evaluated equation E2; in this case,
if some temporary term TT of equation E2 contains Y, then TT needs to be
computed after E1, but before E2.
2020-05-13 16:58:19 +02:00
Sébastien Villemot c9388da649
Bytecode: still another fix for temporary terms 2020-05-13 15:16:38 +02:00
Sébastien Villemot 2e6bc7ecaa
Bytecode: fix handling of temporary terms
They were broken by 49036f166d
2020-05-13 12:53:47 +02:00
Sébastien Villemot f8796c67c5
ExprNode::computeTemporaryTerms: minor simplifications, for symmetry with blocks code 2020-05-12 18:39:15 +02:00
Sébastien Villemot 49036f166d
Block decomposition: refactor code for computing temporary terms
In particular, in dynamic models, temporary terms are now computed for
derivatives w.r.t. exogenous, and also w.r.t. endogenous variables that do not
belong to the block.
2020-05-12 18:39:13 +02:00
Sébastien Villemot ba214a100d
Block decomposition: bugfix, cutoff option was ignored
Introduced in c699d57308
2020-05-07 18:41:01 +02:00
Sébastien Villemot 928aa977b6
Block decomposition: replace expr_t by BinaryOpNode * in a couple of places 2020-05-07 15:24:35 +02:00
Sébastien Villemot c699d57308
Block decomposition: no longer compute static Jacobian, it’s not used
Also remove a message about elements below the cutoff that was no longer
correct (elements below the cutoff have no impact on the incidence matrix
outside of normalization).
2020-05-06 18:11:11 +02:00
Sébastien Villemot a1b37288f9
Block decomposition: do not write unnecessary zeros in dynamic Jacobian
Also do cosmetic change in the corresponding code for static Jacobian.
2020-05-06 14:22:04 +02:00
Sébastien Villemot 9f361e9e37
Block decomposition: simplify code for ordering dynamic Jacobian columns 2020-05-06 14:21:24 +02:00
Sébastien Villemot 061245e50d
Block decomposition: simplify routines that write static model in MATLAB form
By the way, this probably fixes a bug in the presence of external
functions (so-called TEF terms were not properly repeated in each per-block
static file).

Also remove debugging output in the M-file.
2020-05-05 18:59:28 +02:00
Sébastien Villemot 38ccd5e0cf
Block decomposition: remove unneeded code for bytecode 2020-05-05 17:15:08 +02:00
Sébastien Villemot 5f22f00436
PAC models: handle PAC data in DynamicModel copy constructor and assignment operator 2020-05-05 16:34:51 +02:00
Sébastien Villemot 4f453320d1
Block decomposition: remove unneeded code for exogenous 2020-05-05 16:17:22 +02:00
Sébastien Villemot cb61ee8506
Block decomposition: make structures storing derivatives w.r.t. other endo/exo symmetric with those for endos belonging to the block 2020-04-30 18:24:24 +02:00
Sébastien Villemot b1a739c56a
DynamicModel: add missing members in copy constructor/assignment operator 2020-04-30 14:57:50 +02:00
Sébastien Villemot a8c2defe26
Block decomposition: compute simulation types into separate function; prologue and epilogue are no longer class members
By the way, remove the BlockType stuff which was purely informative (and it’s
not worth carrying over prologue and epilogue information just for that).
2020-04-30 12:48:16 +02:00
Sébastien Villemot 26fc71ffa7
Block decomposition: store max lead/lag of all variables in the “blocks” structure
By the way, regroup all code that computes the dynamic structure of a block
into a single function.
2020-04-30 12:03:14 +02:00
Sébastien Villemot 7f57821401
Now compute blocks[].first_equation from ModelTree::computeBlockDecompositionAndFeedbackVariablesForEachBlock
Also include various cosmetic changes.
2020-04-29 18:48:42 +02:00
Sébastien Villemot 1886746581
VariableDependencyGraph::reorderRecursiveVariables now returns indices from vertex_index
This is for consistency with other graph algorithms. Previously it would return
an index from vertex_index1.

See also 1d92adacf4 (which this commit basically
reverts).

Also do some cosmetic changes in calling graph code.
2020-04-29 18:46:15 +02:00
Sébastien Villemot 24db5e6033
Minor simplifications in graph algorithms 2020-04-29 18:12:22 +02:00
Sébastien Villemot 4948adf2cd
Block decomposition: remove unused data structure 2020-04-29 17:47:48 +02:00
Sébastien Villemot f39c687d85
Block decomposition: store mapping between endos/eqs and their block
Previously this computation was done at several places.
2020-04-29 17:42:46 +02:00
Sébastien Villemot 39407083be
Block decomposition: ensure that the cutoff option only impacts normalization
Previously, the cutoff option would also impact the block decomposition itself,
since it would had an influence on the incidence matrix used for computing the
blocks and their derivatives.

The problem is that, in the general case, it’s quite possible that an element
of the numerical Jacobian be zero at the evaluation point, while being quite
different from zero along the simulation path. A typical example is an
expression of the type x*y, where y is an endogenous and x is an exogenous not
present in the initval block (and hence initialized to zero).
2020-04-29 12:41:39 +02:00
Sébastien Villemot 470cb5fcb0
Block decomposition: remove mostly unused structure ModelTree::derivative_endo
It has been superseded by ModelTree::blocks_derivatives.

By the way, fix the initial number of non-zero elements in sparse Jacobian.

Also avoid computing suboptimal temporary terms.
2020-04-28 14:12:29 +02:00
Sébastien Villemot 2c69f1f31e
Cosmetic changes to ModelTree::determineLinearBlocks() 2020-04-28 12:35:18 +02:00
Sébastien Villemot 2e136cae56
Block decomposition: simplify computation of block derivatives
— use a std::map for storing block derivatives
— remove redundant ModelTree::first_chain_rule_derivatives structure
— remove unused codepaths in StaticModel
— DynamicModel: simplify code that determines the type of derivatives in a
  block. We now use a slightly different categorization.
— by the way, fix the max lead/lag information for blocks that are obtained via
  merging. A workaround was previously implemented in
  DynamicModel::get_Derivative(), but it is no longer needed with this fix.
2020-04-28 12:26:51 +02:00
Sébastien Villemot 5bd41f8599
Improve comments 2020-04-24 19:06:30 +02:00
Sébastien Villemot 45b260cf20
VariableNode::getChainRuleDerivative: do not cache values in ExprNode::derivatives
This field is used for standard derivatives. Using it also for chain rule
derivatives can only lead to wrong results.
2020-04-24 19:06:30 +02:00
Sébastien Villemot 29f28be772
Further simplify ModelTree::computeBlockDecompositionAndFeedbackVariablesForEachBlock() 2020-04-24 11:36:05 +02:00
Sébastien Villemot 5ee45f5bd4
Block decomposition: remove helpers that are no longer needed since data structure are cleaner
Add a new helper for getting the number of recursive variables in a block.
2020-04-23 16:31:57 +02:00
Sébastien Villemot 2154227990
Block decomposition, bugfix: M_.block_structure_stat.block().mfs was wrong 2020-04-23 16:03:38 +02:00
Sébastien Villemot e48e761b94
Block decomposition: various minor cleanups 2020-04-23 14:41:18 +02:00
Houtan Bastani 8b6e42559d
fix typo
[skip ci]
2020-04-21 13:08:27 -04:00
Sébastien Villemot 118ceab85b
Block decomposition: reorganize data structures storing block information 2020-04-21 18:25:33 +02:00
Sébastien Villemot 8eafd9ab4f
Block decomposition: various refactorings 2020-04-17 19:23:52 +02:00
Sébastien Villemot 1d92adacf4
Block decomposition: fix bug with mfs > 0 introduced in 5431451db3 2020-04-17 18:19:07 +02:00
Sébastien Villemot a741799f90
Block decomposition: factorize various helper functions
Should have been done in 76c2e87c3b.
2020-04-17 16:04:19 +02:00
Sébastien Villemot 7327fb9f17
Block decomposition: give more explicit names to ModelTree::{inv_,}{equation,variable}_reordered 2020-04-17 15:09:22 +02:00
Sébastien Villemot 4e819f09b2
Block decomposition: various refactorings 2020-04-15 17:56:28 +02:00
Sébastien Villemot 5431451db3
Block decomposition: refactor algorithms on the variable dependency graph
In particular, move them into a separate class rather than a namespace.
2020-04-10 12:55:07 +02:00
Stéphane Adjemian (Charybdis) c38f9aa7c3
Cosmetic change. 2020-04-06 09:29:57 +02:00
Stéphane Adjemian (Charybdis) 27a8b3b70e
Added preprocessor option: notime.
Do not print the total computing time at the end of the driver.
2020-04-03 11:00:48 +02:00
Sébastien Villemot daa8d01686
Complete rewrite of the equation normalization symbolic engine 2020-04-02 19:19:57 +02:00
Sébastien Villemot e88c05e3b8
Change prototype of DataTree::AddEqual()
This permits some simplifications.
2020-04-02 19:19:57 +02:00
Sébastien Villemot fb72472ee0
Block decomposition: fix several bugs in computation of renormalized equations
This would only hit for mfs=2 or mfs=3.
2020-03-30 18:39:25 +02:00
Sébastien Villemot 1949a355a7
Block decomposition: simplifications to ModelTree::equationTypeDetermination 2020-03-30 17:06:48 +02:00