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
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
c4351166a9
use_dll: remove nb_row_x from static file, it is useless
2020-06-23 18:19:27 +02:00
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
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
fd13c03401
use_dll: use fmax() and fmin() from C99 to compute max and min operators
2020-06-23 15:59:35 +02:00
ad5e196d30
Block decomposition now compatible with 'use_dll' option
2020-06-23 15:13:04 +02:00
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
7641c2f7ee
Cosmetics
2020-06-22 11:33:16 +02:00
f098329c74
Block decomposition: static and dynamic files are now pure wrappers around the per-block files
2020-06-19 18:45:42 +02:00
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
8496979375
Block decomposition: remove useless “y” output for static/dynamic files of solved blocks
2020-06-16 10:38:16 +02:00
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
90b9b6a1e4
JSON output: write model local variables in parsed model (modfile.json)
...
Ref. dynare#1723
2020-06-05 16:10:38 +02:00
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
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
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
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
a6d9ba6e55
Rename EquationType::evaluate_s to evaluateRenormalized, for clarity
2020-05-20 11:49:32 +02:00
c6a17913b4
Rename {Static,Dynamic}Model::writeOutput() to ::writeDriverOutput() for clarity
2020-05-20 11:44:40 +02:00
96657b4974
Block decomposition: refactor code that writes the block structure to the driver file
2020-05-20 11:35:14 +02:00
2944484442
Bytecode: rename output methods for better consistency
2020-05-19 17:45:33 +02:00
1d838e96ff
Block decomposition: simplify routines for writing output dynamic/static M files
2020-05-19 17:33:58 +02:00
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
2e6bc7ecaa
Bytecode: fix handling of temporary terms
...
They were broken by 49036f166d
2020-05-13 12:53:47 +02:00
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
928aa977b6
Block decomposition: replace expr_t by BinaryOpNode * in a couple of places
2020-05-07 15:24:35 +02:00
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
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
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
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
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
4948adf2cd
Block decomposition: remove unused data structure
2020-04-29 17:47:48 +02:00
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
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
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
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
2154227990
Block decomposition, bugfix: M_.block_structure_stat.block().mfs was wrong
2020-04-23 16:03:38 +02:00
118ceab85b
Block decomposition: reorganize data structures storing block information
2020-04-21 18:25:33 +02:00
8eafd9ab4f
Block decomposition: various refactorings
2020-04-17 19:23:52 +02:00
7327fb9f17
Block decomposition: give more explicit names to ModelTree::{inv_,}{equation,variable}_reordered
2020-04-17 15:09:22 +02:00
4e819f09b2
Block decomposition: various refactorings
2020-04-15 17:56:28 +02:00
4d30f17e0b
Block decomposition: move collectFirstOrderDerivativesEndogenous in ModelTree
...
By the way, use camel case for the function name.
2020-03-30 14:51:53 +02:00
50776a766a
Remove the unsignedness of many integer variables and function arguments
...
This was only adding unneeded complexity, for no clear reason (we’re very far
from reaching 2³¹ equations, and if we wanted to support models that large, it
would be better to use long integers to avoid being limited to 2³²).
2020-03-24 18:28:03 +01:00
ce1cbb3e52
Block decomposition: turn EquationType into an enum class
2020-03-20 18:00:56 +01:00
8b4d046f9f
Block decomposition: turn BlockSimulationType into an enum class
2020-03-20 17:31:14 +01:00
f1061e8df1
Block decomposition: turn BlockType into an enum class
2020-03-20 16:38:43 +01:00
fcef9cf8b9
Block decomposition: further streamlining of function prototypes
2020-03-20 15:23:23 +01:00
bd6eee93df
Block decomposition: refactor the prototypes of various functions
...
— return output arguments on the left-hand side
— do not pass class members as input/output arguments
By the way, fix a (benign) vector allocation bug in
{Static,Dynamic}Model::computeChainRuleJacobian().
2020-03-19 17:47:12 +01:00
76c2e87c3b
Block decomposition: factorize data structures between StaticModel and DynamicModel
2020-03-17 18:58:34 +01:00
7371558321
rework equation tags
...
Create new EquationTags class to simplify use of equation tags throughout the code and avoid repeated code
issue #38
2020-02-21 17:49:38 +01:00
05f00aa33f
fix bug causing equation tags to be ignored when casting to StaticModel
2020-01-06 16:05:22 +01:00
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
031c0cff5f
Various code simplifications and modernizations
2019-12-16 19:42:59 +01:00
02cb4cc973
add compiler statement
...
Allows the user to set the compiler, flags, and libs to be used with `use_dll`
Issue #35
2019-12-04 16:57:20 +01:00
2c6fa34a1f
C++17: use structured bindings instead of std::tie whenever possible
2019-09-11 16:40:19 +02:00
0c755460b1
Use std::filesystem instead of boost::filesystem
...
Note that there is no equivalent of boost::filesystem::unique_path(), so I
implemented ModFile::unique_path() which does something similar.
2019-09-11 14:47:48 +02:00
0988a1f755
Generated LaTeX files are now under <basename>/latex/
2019-07-11 17:33:53 +02:00
271a579808
Remove symmetric elements in 3rd derivatives
2019-06-17 15:28:33 +02:00
82cd95a653
Remove some unnecessary headers
2019-05-02 15:30:33 +02:00
bf89cedd88
fix compilation of static/dynamic files on macOS
2019-04-24 17:40:50 +02:00
1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
...
Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
c628f21245
JSON: output derivatives at an arbitrary order
...
Backward incompatible change: the temporary terms for 3rd order are now stored
in "temporary_terms_third_derivative" (without the final "s"; same for external
functions), for consistency with the name of the slot for the derivatives
themselves ("third_derivative").
Ref dynare#217
2019-04-18 17:13:16 +02:00
43906691d3
JSON: simplification of method for writing temporary terms
2019-04-18 17:10:39 +02:00
b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding)
2019-04-16 11:35:31 +02:00
bbab112d65
Support for output of arbitrary derivation order (in MATLAB and DLL modes)
...
Does not work for Julia mode, neither with block and bytecode.
Note: in DLL mode, the number of temporary terms in no longer given in the
‘ntt’ symbol; it must be computed using ‘M_.dynamic_tmp_nbr’.
Ref dynare#217
2019-04-12 18:13:50 +02:00
8a41a75c85
Apply modernize-raw-string-literal from clang-tidy
...
Use ReplaceShorterLiterals option to enforce replacement of all strings.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-raw-string-literal.html
2019-04-03 16:45:52 +02:00
58adbdeddd
Compatibility fix with MATLAB ≤ R2011a
2019-03-26 15:41:48 +01:00
7d16fff786
Further simplifications
2019-02-21 12:16:22 +01:00
469a328cfc
replace make_pair and make_tuple
2019-02-21 10:42:10 +01:00
01385d1f80
Simplify implementation of nopreprocessoroutput option
...
Simply redirect cout to /dev/null, instead of propagating a boolean
everywhere.
2018-12-20 17:08:45 +01:00
571b5d0816
Computation of temporary terms generalized to any derivation order
2018-11-30 12:22:13 +01:00
b88e0de53f
Remove useless accessor methods for data members that are const in ExprNode classes
...
Those const data members are simply made public.
2018-11-28 14:35:30 +01:00
d733f3fb5a
Various simplifications and modernizations of the block/bytecode part
2018-11-23 17:19:59 +01:00
fc9cc2dc50
Output symmetric elements in derivatives of hessian w.r.t. parameters
...
The preprocessor now writes all the symmetric elements in the "hp"
matrix (derivatives of the hessian w.r.t. parameters), for consistency with all
other derivatives output.
Previously it was only writing one of the two symmetric elements, when indices
of endogenous were different.
2018-11-22 17:51:14 +01:00
e3a3992c1c
Derivation engine w.r.t. parameters generalized to any order
...
Also, no longer compute two times symmetric elements in derivation w.r.t.
parameters at order 2, for consistency with derivation w.r.t. endogenous.
It is therefore now necessary to duplicate them in the output to keep behavior
unchanged.
2018-11-22 17:13:55 +01:00
6fa115aedd
Derivation engine w.r.t. endogenous generalized to any order
2018-11-22 17:13:55 +01:00
f01c4f85c2
Fix Julia bug introduced in previous commit
2018-11-19 16:39:05 +01:00
33994dde03
Optimization for use_dll at 2nd and 3rd order
...
When creating the sparse matrix (in MATLAB or C mode), since storage is in
column-major order, output the first column, then the second, then the third.
This gives a significant performance boost in use_dll mode (at both compilation
and runtime), because it facilitates memory accesses and expression reusage.
2018-11-19 16:03:47 +01:00
b524e19cde
Remove duplicate storage of temp terms for params derivs in ModelTree
2018-11-16 18:26:36 +01:00
e9b5f239df
Properly deal with model local variables in params derivatives file
...
Closes #13
2018-11-16 18:26:11 +01:00
3d2125287a
Temporary terms: various simplifications and added comments
2018-11-16 17:11:06 +01:00
e89dd9cb8b
Make storage of derivatives ready for k-order
...
This is the first step towards computing k-order derivatives.
Ref Dynare/dynare#217, #10
2018-11-15 17:48:46 +01:00
4a974bb428
The preprocessor now compiles the MEX when use_dll is specified
...
New options "mexext" and "matlabroot" are introduced, so that the preprocessor
knows where to find MATLAB and which architecture to compile for.
Only recent gcc is now supported. A set of optimization flags is used so that
compilation goes reasonably fast on large models.
Consequently, options "msvc", "mingw" and "cygwin" have been removed.
2018-10-26 18:09:13 +02:00
ac94ad906e
Various fixes for silencing errors and warnings under Clang 6
2018-10-11 11:21:58 +02:00
bcdfb43fd3
Replate DynamicModel::toStatic() by a converting constructor in StaticModel
...
It is therefore now possible to write:
static_model = static_cast<StaticModel>(dynamic_model);
2018-10-10 17:08:54 +02:00
63a5ffb761
Rename ExprNode::cloneDynamic into ExprNode::clone, for clarity
2018-10-10 13:08:11 +02:00
f2cf86b734
Add copy constructors / assignment operators for the DataTree class hierarchy
...
In particular, it is necessary to turn back DataTree::AddVariable() into a
non-virtual method, because it is called from DataTree's constructor. Enforcing
the absence of leads/lags is now done using a new boolean DataTree::is_static.
Take advantage of the new copy constructor for handling
PlannerObjectiveStatement more elegantly.
Unfortunately it is not possible to implement *move* constructor / assigment
operators, because the reference ExprNode::datatree is not mutable.
2018-10-10 12:53:55 +02:00
7bb5382428
Always use brace-initializer in constructors
...
The syntax makes clearer the distinction between a function call and an
initialization. Also, it prevents bugs due to implicit type conversions.
2018-10-04 17:19:18 +02:00
5e6b8f0a6b
No longer test for __MINGW32__ macro, testing for _WIN32 is enough
...
Closes : Dynare/dynare#1315
2018-10-02 16:50:07 +02:00
15d026e54e
C output: split generated function into several smaller subfunctions
...
This mimicks the structure of M-functions (though the logic for filling the
temporary terms vector is a bit different).
This change implied a modification in the way we compute the checksum in case
of block decomposition (the temporary terms for the C output are not correctly
computed in that case).
2018-10-01 16:04:01 +02:00
139e3efa82
Adds a new model option "linear_decomposition" that creates a block composed of the non-linear equations o the model
2018-09-28 14:54:52 +02:00
c6cb9aa1b8
Fix bug in option notmpterms with model local variables
...
Since model local variables are now treated as temporary terms, they must be
marked as such even when option notmpterms is present.
2018-09-25 15:57:56 +02:00
85dbb649b7
move trend_component_table and var_model_table to DynamicModel as they are only used there
2018-09-14 17:04:06 +02:00
e19a14869e
Convert ExprNodeOutputType into a class enum
...
Incidentally, replace the IS_* macros by inline functions.
2018-09-05 18:28:32 +02:00
539fddc9f6
introduce var model table
2018-08-22 12:15:02 +02:00
afe0e475b1
trend_component_model statement
2018-08-17 16:52:48 +02:00
4ad0e500d4
C++11: convert {Unary,Binary,Trinary}Opcode to class enums
2018-07-18 16:18:26 +02:00
11b1fdcffd
Fix implicit narrowing conversions (omitted in previous commit)
2018-07-18 15:12:00 +02:00
d6055c1407
C++11: convert SymbolType to a class enum
2018-07-17 18:55:26 +02:00
988a9f6e2d
std::open and std::fstream constructor accept a std::string for filename in C++11
2018-06-27 15:30:45 +02:00
b91ed6f78c
Move the location of static and dynamic files on the filesystem
...
- M and MEX files are now under +${MODELNAME}/
- bytecode and C source now under ${MODELNAME}/model/
2018-06-27 15:30:25 +02:00
130004ef47
Simplify types for storing derivatives using std::tuple
2018-06-05 15:34:34 +02:00
608c43450c
Replace most calls to make_pair by braced-initializer lists or emplace()/emplace_back()
2018-06-04 16:36:46 +02:00
182c53273e
Remove useless spaces in type qualifiers
...
In C++11, it is no longer necessary to put a space between two consecutive ">".
2018-06-04 15:03:31 +02:00
1e56c73377
Port to C++11 nullptr keyword
...
Performed using modernize-use-nullptr from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-nullptr.html
2018-06-04 15:03:31 +02:00
e73ebc7033
Port to C++11 noexcept keyword
...
Performed using modernize-use-noexcept from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-noexcept.html
2018-06-04 15:03:31 +02:00
c0ed97d247
Port to C++11 auto keyword
...
Performed using modernize-use-auto from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-auto.html
2018-06-04 15:03:26 +02:00
6cf4e6dc0c
Port to C++11 range-based for loops
...
Performed using modernize-loop-convert from clang-tidy.
Manual intervention was needed in MacroValue.cc because of a variable name
capture issue.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-loop-convert.html
2018-06-04 12:26:16 +02:00
33b280b3d5
Remove some ExprNode::writeOutput variants
...
More precisely, remove those variants where temporary_terms can be specified
without temporary_terms_idxs, in order to make clear that the latter is
expected. For situations where the tt_idxs are not needed (C, block MATLAB), an
empty map has to be explicitly given.
2018-05-29 11:13:55 +02:00
3f874cfced
Remove obsolete function
2018-05-28 16:39:28 +02:00
dd6799187c
Fix derivs w.r.t. parameters with temporary terms array
2018-05-28 15:23:15 +02:00
61dc80bb64
Fix missing temporary terms indexes in hessian and 3rd derivatives of static model
2018-05-28 11:59:36 +02:00
8657d4dc98
Fix block decomposition with temporary terms array
2018-05-28 11:58:11 +02:00
38ed0f2ffc
Remove unused writeChainRuleDerivative methods
2018-05-25 17:10:16 +02:00
c7c26190d6
Reactivate use_dll mode
2018-05-25 15:48:55 +02:00
64323ef730
Add compatibility layer for Matlab/Octave code not using the new temporary terms array interface
2018-05-24 19:35:35 +02:00
164a6f303b
Fix bug in temporary terms array in the presence of model local variables
...
In the presence of MLVs, the temporary terms indexing was corrupted. The code
was using the implicit assumption that the ExprNodeLess ordering was giving the
same ordering as the temporary terms indexes ordering. But MLVs can be higher
in ExprNodeLess ordering than some other temporary terms, while they have the
lowest temporary terms index, hence the bug.
Fix this by no longer relying on the ExprNodeLess ordering, and rather use a
full map<ExprNode *, int> for ModelTree::temporary_terms_idxs. By the way,
simplify the code by removing a few useless data structures (e.g.
ModelTree::temporary_terms_idxs_*).
2018-05-24 19:35:21 +02:00
a9bfd1223b
Fix assertions that check the length of temporary terms vectors
...
Model local variables had been omitted in the length computations.
2018-05-24 17:04:16 +02:00
41d7496b46
Fix bug in wrapper functions (*_{dynamic,static}_resid_g1{,_g2,_g2_g3}.m)
...
The last argument (T_flag) was missing in the function definitions (but it was
used in some function calls).
2018-05-23 17:34:00 +02:00
3fa14031a2
Fix bug in *_{dynamic,static}_resid_g1_g2_g3.m functions
2018-05-22 12:02:48 +02:00
70ec52a6cc
Added a routine returning only the static jacobian.
...
Also added flags to decide which temporaries have to be (re)computed.
2018-04-10 09:45:40 +02:00
dfccecfb11
Fixed bug (x, exogenous variables steady state, is not a Matrix).
2018-03-29 22:23:38 +02:00
b52ded0eb4
Fixed doc headers for static and dynamic julia modules.
2018-03-29 09:31:25 +00:00
849936d81b
Same as bce9b66312 for matlab output.
2018-03-28 19:14:43 +02:00
bce9b66312
Added arrays providing the number of temp terms in Julia modules...
...
... For static and dynamic models.
2018-03-28 17:50:58 +02:00
ec215e2a44
separate temporary terms: WIP
2018-03-28 16:41:48 +02:00
13d408b058
Revert "Added new routine for the static model (only computes the jacobian)."
...
This reverts commit 7c9c83fba1
2018-03-28 16:14:15 +02:00
493f98fa3a
fix typo
2018-03-27 11:01:29 +02:00
7c9c83fba1
Added new routine for the static model (only computes the jacobian).
2018-03-10 10:20:50 +01:00
204457cd86
explicitly close output streams
2018-03-02 18:39:16 +01:00
b504f160ca
move files to src directory
2018-02-15 11:48:04 +01:00
Sébastien Villemot
Houtan Bastani
Ferhat Mihoubi
Stéphane Adjemian(Charybdis)