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
e0c9a287c5
Remove unused StaticModel::copyHelper()
2022-06-24 15:28:42 +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
13dc0a1144
Use operator""s to replace some calls to std::string constructor
...
By the way, remove other unnecessary calls to that constructor.
2022-06-22 12:47:11 +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
e3bc2d1b9b
Minor simplification
2022-06-08 14:37:59 +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
0b5c88109f
Various simplifications
2022-06-07 14:34:30 +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
b42ee40b55
C++20 modernization: use contains() method on containers
2022-05-04 17:37:57 +02:00
Sébastien Villemot
54ca5d9cc0
Improve messages during model normalization
...
– Indicate whether we are trying to normalize the static or dynamic model
– If failed to normalize the static model, suggest to use the “no_static”
option
– Remove a superfluous error message
2022-04-19 17:11:13 +02:00
Sébastien Villemot
5e8b478ccf
Add check to ensure that column indices in derivative matrices do not overflow
...
Closes : #89
2022-01-21 14:31:29 +01:00
Sébastien Villemot
a492417a5b
Fix typo
2021-12-10 12:44:42 +01:00
MichelJuillard
561bee0790
add NNZderivatives to JSON + use AbstractVector for Julia functions
2021-10-06 17:45:11 +02:00
Sébastien Villemot
90b1235a64
New utility to check if an expression contains an exogenous (possibly deterministic)
2021-07-20 12:10:58 +02:00
Sébastien Villemot
74ef3457b4
Use secure URL for link to GNU licenses
2021-06-09 17:21:00 +02:00
MichelJuillard
9773bafc5b
Julia: write definition of get_power_deriv inside generated static/dynamic files
2021-04-26 10:52:18 +00:00
Sébastien Villemot
dca294de3a
Julia: refactor the auxiliary variable/series files
...
— rename the files with camel case
— encapsulate the functions with modules
— change the signature of function <MODFILE>_dynamic_set_series!, by removing
the output argument and appending the exclamation mark, since this function
modifies one of its arguments, and for symmetry with the static version
Ref. DynareJulia/Dynare.jl#1
2021-04-23 17:57:33 +02:00
Sébastien Villemot
4354d8a578
Julia: do not overwrite steady state / auxiliary variables/series files if contents has not changed
...
Ref. DynareJulia/Dynare.jl#1
2021-04-23 17:56:54 +02:00
Sébastien Villemot
4cfc7a563b
Julia: do not overwrite Static/Dynamic files if contents has not changed
...
Ref. DynareJulia/Dynare.jl#1
2021-04-22 18:03:47 +02:00
Sébastien Villemot
81b1d02748
Julia: fix typo in StatsFuns package name
...
Ref. DynareJulia/Dynare.jl#1
2021-04-22 15:48:25 +02:00
Sébastien Villemot
1f17528383
Julia: update dependencies of Static/Dynamic modules
...
Ref. DynareJulia/Dynare.jl#1
2021-04-19 17:02:46 +02:00
MichelJuillard
c2009e2012
fix set_auxiliary_variables.jl
2021-04-01 17:05:13 +02:00
Sébastien Villemot
89e2daf7c7
C++17 modernization: convert the remaining enums to enum classes
2021-02-01 12:05:06 +01:00
Stéphane Adjemian (Charybdis)
b8f7b5846b
Fixed flags for temporaries (julia output).
2020-10-21 16:37:13 +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
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
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
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
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
8496979375
Block decomposition: remove useless “y” output for static/dynamic files of solved blocks
2020-06-16 10:38:16 +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
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
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
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
96657b4974
Block decomposition: refactor code that writes the block structure to the driver file
2020-05-20 11:35:14 +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
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
2e6bc7ecaa
Bytecode: fix handling of temporary terms
...
They were broken by 49036f166d
2020-05-13 12:53:47 +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
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
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
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
4948adf2cd
Block decomposition: remove unused data structure
2020-04-29 17:47:48 +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
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
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
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
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
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
Sébastien Villemot
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
Sébastien Villemot
ce1cbb3e52
Block decomposition: turn EquationType into an enum class
2020-03-20 18:00:56 +01:00
Sébastien Villemot
8b4d046f9f
Block decomposition: turn BlockSimulationType into an enum class
2020-03-20 17:31:14 +01:00
Sébastien Villemot
f1061e8df1
Block decomposition: turn BlockType into an enum class
2020-03-20 16:38:43 +01:00
Sébastien Villemot
fcef9cf8b9
Block decomposition: further streamlining of function prototypes
2020-03-20 15:23:23 +01:00
Sébastien Villemot
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
Sébastien Villemot
76c2e87c3b
Block decomposition: factorize data structures between StaticModel and DynamicModel
2020-03-17 18:58:34 +01:00
Houtan Bastani
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
Houtan Bastani
05f00aa33f
fix bug causing equation tags to be ignored when casting to StaticModel
2020-01-06 16:05:22 +01:00
Sébastien Villemot
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
Sébastien Villemot
031c0cff5f
Various code simplifications and modernizations
2019-12-16 19:42:59 +01:00
Houtan Bastani
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
Sébastien Villemot
2c6fa34a1f
C++17: use structured bindings instead of std::tie whenever possible
2019-09-11 16:40:19 +02:00
Sébastien Villemot
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
Sébastien Villemot
0988a1f755
Generated LaTeX files are now under <basename>/latex/
2019-07-11 17:33:53 +02:00
Sébastien Villemot
271a579808
Remove symmetric elements in 3rd derivatives
2019-06-17 15:28:33 +02:00
Sébastien Villemot
82cd95a653
Remove some unnecessary headers
2019-05-02 15:30:33 +02:00
Houtan Bastani
bf89cedd88
fix compilation of static/dynamic files on macOS
2019-04-24 17:40:50 +02:00
Sébastien Villemot
1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
...
Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
Sébastien Villemot
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
Sébastien Villemot
43906691d3
JSON: simplification of method for writing temporary terms
2019-04-18 17:10:39 +02:00
Sébastien Villemot
b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding)
2019-04-16 11:35:31 +02:00
Sébastien Villemot
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
Sébastien Villemot
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
Sébastien Villemot
58adbdeddd
Compatibility fix with MATLAB ≤ R2011a
2019-03-26 15:41:48 +01:00