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
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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
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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
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Ref. !69
2022-11-07 16:32:10 +01:00
Johannes Pfeifer
ed95a2ca2d
OccBin: add interface for max_check_ahead_periods option
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Related to 2f23604824
2022-11-04 23:11:59 +01:00
Sébastien Villemot
1430ab9cc2
Implement new sparse model representation in C
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Ref. dynare#1859
2022-11-04 14:23:29 +01:00
Sébastien Villemot
836351565d
Fix segfault of notmpterms option with block decomposition
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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
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Ref. dynare#1859
2022-11-04 14:23:29 +01:00
Sébastien Villemot
2a8e26310d
Block decomposition: fix computation of recursive variables with mfs>0
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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
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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
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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
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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
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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
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Ref. dynare#1859
2022-11-02 15:49:56 +01:00
Sébastien Villemot
0278c8577c
Provisions for new sparse representation of dynamic/static files
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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
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– 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
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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
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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
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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
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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
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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
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[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
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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
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– 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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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()
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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
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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
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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”
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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
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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
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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'
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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
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[skip ci]
2022-07-27 16:50:08 +02:00
Sébastien Villemot
c3cb7ca534
Bytecode: simplify type for storing list of instructions
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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_
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[skip ci]
2022-07-26 14:52:10 +02:00
Sébastien Villemot
21cecee599
Add “fsolve_options” option to “steady” command
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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
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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
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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
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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)
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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)
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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
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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
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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
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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