Commit Graph

205 Commits (a5eac0260a8735761002f920fc0622755a33a834)

Author SHA1 Message Date
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 1430ab9cc2
Implement new sparse model representation in C
Ref. dynare#1859
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 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
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 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 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 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 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 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 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 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 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 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 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 89debf429a
Factorize code for writing JSON output 2022-07-12 18:04:05 +02:00
Sébastien Villemot 9e6c01f132
Streamline some function names 2022-07-12 17:04:41 +02:00
Sébastien Villemot 157c67e04b
New helpers to simplify common operations with derivation IDs 2022-07-12 16:30:45 +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 9c3eeb7c8d
Refactor code for writing derivatives w.r.t. parameters 2022-07-12 16:18:16 +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 3b99ac5df0
Remove unused parameters to various methods 2022-06-24 17:11:38 +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 9bd2973034
Refactor bytecode output around a new BytecodeWriter class and operator<< overloads 2022-06-24 13:10:04 +02:00
Sébastien Villemot 0b5c88109f
Various simplifications 2022-06-07 14:34:30 +02:00
Sébastien Villemot 8b5e33b87a
Avoid name clash between function parameter and class member 2022-06-03 20:38:07 +02:00
Sébastien Villemot cecf14f29d
Improve comment 2022-06-03 20:30:40 +02:00
Sébastien Villemot 171cd65566
Fix bytecode compilation of external function nodes 2022-05-20 11:43:02 +02:00
Sébastien Villemot 591b5e5f9e
Always create bytecode output
And, symmetrically, when the “bytecode” option is requested by the user, always
create the .m static/dynamic files.

The “bytecode” option therefore no longer modifies the preprocessor output.
2022-05-19 14:49:46 +02:00
Sébastien Villemot 0284b249f5
Remove unused “bytecode” argument in {Static,Dynamic}Model::computingPass() 2022-05-19 14:10:22 +02:00
Sébastien Villemot 2795207802
No longer delete move constructor/assignment operator
We follow the advice given by Josuttis in his book about move semantics.

Deleting those member fuctions can be a bug if we want to allow copy semantics,
because overload resolution will no longer fallback to the copy
constructor/assignment operator when given an rvalue.

In particular, this explain why it was not possible to delete the move
assignment operator of the StaticModel class.
2022-05-18 16:33:48 +02:00
Sébastien Villemot 92d3b8166a
C++17 modernization: use std::optional for equation line numbers 2022-05-16 19:10:15 +02:00
Sébastien Villemot 71edfd05e4
Add new “log” option to “var” statement
When an endogenous is declared with “var(log)”, say “y”:
– creates an auxiliary named “LOG_y”
– replaces “y(±l)” everywhere by “exp(LOG_y(±l))”
– adds a new auxiliary equation “y=exp(LOG_y)”
– adds a new definition “LOG_y=log(y)” in set_auxiliary_variables.m and
  dynamic_set_auxiliary_series.m files

This option also works in conjunction with “deflator=…”, such as “var(log,
deflator=…)” (the “log” must appear befor “deflator”). There are no provisions
for combining “log” with “log_deflator”, because that would not make much sense
from an economic point of view (amounts to taking the log two times).

Ref. dynare#349
2022-03-30 17:46:07 +02:00
Sébastien Villemot 01bea3f5e7
TCM: remove useless 3rd dimension of A0 and A0star (supposedly for lags) 2022-01-28 16:38:50 +01:00
Sébastien Villemot aa0e06bc7d
Refactor handling of var_expectation_model statements
Creates a VarExpectationModelTable analogous to PacModelTable.
2022-01-20 16:26:15 +01:00
Sébastien Villemot e1e5118373
Refactor the code that substitutes unary ops in model equations
In particular, make it more visible that the substitution also occurs in PAC
equations (and not only in VAR and TCM equations).
2022-01-19 15:56:44 +01:00
Sébastien Villemot d149d3a76c
PAC: substitute unary ops in “growth” expressions (in “pac_model” and “pac_target_info”)
Ref. dynare#1837
2022-01-18 12:40:15 +01:00
Sébastien Villemot 0db05a886a
Move “using namespace std” statement after inclusion of standard headers
Otherwise clang emits this warning:
 using directive refers to implicitly-defined namespace 'std'
2022-01-06 14:54:57 +01:00
Sébastien Villemot a8fce06dc4
PAC: new options “auxname” and “kind” to “pac_model” 2021-12-16 15:40:47 +01:00
Sébastien Villemot ea6fb40db7
PAC: new “pac_target_info” block and “pac_target_nonstationary” operator
Ref. Madysson/estimation-codes#5
2021-12-16 15:40:47 +01:00
Sébastien Villemot 1f004584e9
New model_remove statement and model_replace block
Factorize the implementation with the existing code for the include_eqs and
exclude_eqs options (which has been refactored by the way).

Ref. #19
2021-12-15 12:11:25 +01:00