/* * Copyright © 2003-2023 Dynare Team * * This file is part of Dynare. * * Dynare is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * Dynare is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with Dynare. If not, see . */ #include "ModelTree.hh" #include "VariableDependencyGraph.hh" #pragma GCC diagnostic push #pragma GCC diagnostic ignored "-Wold-style-cast" #pragma GCC diagnostic ignored "-Wsign-compare" #pragma GCC diagnostic ignored "-Wmaybe-uninitialized" #include #include #include #pragma GCC diagnostic pop #ifdef __APPLE__ # include #endif #include #include #include /* NB: The workers must be listed *after* all the other static variables related to MEX compilation, so that when the preprocessor exits, the workers are destroyed *before* those variables (since the former rely on the latter for their functioning). */ condition_variable_any ModelTree::mex_compilation_cv; mutex ModelTree::mex_compilation_mut; vector, string>> ModelTree::mex_compilation_queue; set ModelTree::mex_compilation_ongoing, ModelTree::mex_compilation_done, ModelTree::mex_compilation_failed; vector ModelTree::mex_compilation_workers; void ModelTree::copyHelper(const ModelTree& m) { auto f = [this](expr_t e) { return e->clone(*this); }; // Equations for (const auto& it : m.equations) equations.push_back(dynamic_cast(f(it))); for (const auto& it : m.aux_equations) aux_equations.push_back(dynamic_cast(f(it))); auto convert_deriv_map = [f](const map, expr_t>& dm) { map, expr_t> dm2; for (const auto& it : dm) dm2.emplace(it.first, f(it.second)); return dm2; }; // Derivatives for (const auto& it : m.derivatives) derivatives.push_back(convert_deriv_map(it)); for (const auto& it : m.params_derivatives) params_derivatives.emplace(it.first, convert_deriv_map(it.second)); for (const auto& it : m.jacobian_sparse_column_major_order) jacobian_sparse_column_major_order.emplace(it.first, f(it.second)); auto convert_temporary_terms_t = [f](const temporary_terms_t& tt) { temporary_terms_t tt2; for (const auto& it : tt) tt2.insert(f(it)); return tt2; }; // Temporary terms for (const auto& it : m.temporary_terms_derivatives) temporary_terms_derivatives.push_back(convert_temporary_terms_t(it)); for (const auto& it : m.temporary_terms_idxs) temporary_terms_idxs.emplace(f(it.first), it.second); for (const auto& it : m.params_derivs_temporary_terms) params_derivs_temporary_terms.emplace(it.first, convert_temporary_terms_t(it.second)); for (const auto& it : m.params_derivs_temporary_terms_idxs) params_derivs_temporary_terms_idxs.emplace(f(it.first), it.second); // Other stuff for (const auto& it : m.trend_symbols_map) trend_symbols_map.emplace(it.first, f(it.second)); for (const auto& it : m.nonstationary_symbols_map) nonstationary_symbols_map.emplace(it.first, pair {it.second.first, f(it.second.second)}); for (const auto& it : m.equation_type_and_normalized_equation) equation_type_and_normalized_equation.emplace_back(it.first, dynamic_cast(f(it.second))); for (const auto& it : m.blocks_derivatives) { map, expr_t> v; for (const auto& it2 : it) v.emplace(it2.first, f(it2.second)); blocks_derivatives.push_back(v); } auto convert_vector_tt = [f](const vector& vtt) { vector vtt2; for (const auto& tt : vtt) { temporary_terms_t tt2; for (const auto& it : tt) tt2.insert(f(it)); vtt2.push_back(tt2); } return vtt2; }; for (const auto& it : m.blocks_temporary_terms) blocks_temporary_terms.push_back(convert_vector_tt(it)); for (const auto& it : m.blocks_temporary_terms_idxs) blocks_temporary_terms_idxs.emplace(f(it.first), it.second); for (const auto& it : m.blocks_jacobian_sparse_column_major_order) { map, expr_t, columnMajorOrderLess> v; for (const auto& it2 : it) v.emplace(it2.first, f(it2.second)); blocks_jacobian_sparse_column_major_order.push_back(v); } } ModelTree::ModelTree(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg, ExternalFunctionsTable& external_functions_table_arg, bool is_dynamic_arg) : DataTree {symbol_table_arg, num_constants_arg, external_functions_table_arg, is_dynamic_arg}, derivatives(4), NNZDerivatives(4, 0), temporary_terms_derivatives(4) { // Ensure that elements accessed by writeParamsDerivativesFileHelper() exist for (const auto& ord : {pair {0, 1}, pair {1, 1}, pair {0, 2}, pair {1, 2}, pair {2, 1}, pair {3, 1}}) params_derivatives.try_emplace(ord); } ModelTree::ModelTree(const ModelTree& m) : DataTree {m}, user_set_add_flags {m.user_set_add_flags}, user_set_subst_flags {m.user_set_subst_flags}, user_set_add_libs {m.user_set_add_libs}, user_set_subst_libs {m.user_set_subst_libs}, user_set_compiler {m.user_set_compiler}, equations_lineno {m.equations_lineno}, equation_tags {m.equation_tags}, computed_derivs_order {m.computed_derivs_order}, NNZDerivatives {m.NNZDerivatives}, jacobian_sparse_colptr {m.jacobian_sparse_colptr}, eq_idx_block2orig {m.eq_idx_block2orig}, endo_idx_block2orig {m.endo_idx_block2orig}, eq_idx_orig2block {m.eq_idx_orig2block}, endo_idx_orig2block {m.endo_idx_orig2block}, block_decomposed {m.block_decomposed}, time_recursive_block_decomposition {m.time_recursive_block_decomposition}, blocks {m.blocks}, endo2block {m.endo2block}, eq2block {m.eq2block}, blocks_jacobian_sparse_colptr {m.blocks_jacobian_sparse_colptr}, endo2eq {m.endo2eq}, cutoff {m.cutoff} { copyHelper(m); } ModelTree& ModelTree::operator=(const ModelTree& m) { DataTree::operator=(m); equations.clear(); equations_lineno = m.equations_lineno; aux_equations.clear(); equation_tags = m.equation_tags; computed_derivs_order = m.computed_derivs_order; NNZDerivatives = m.NNZDerivatives; derivatives.clear(); jacobian_sparse_column_major_order.clear(); jacobian_sparse_colptr = m.jacobian_sparse_colptr; params_derivatives.clear(); temporary_terms_derivatives.clear(); params_derivs_temporary_terms.clear(); params_derivs_temporary_terms_idxs.clear(); trend_symbols_map.clear(); nonstationary_symbols_map.clear(); eq_idx_block2orig = m.eq_idx_block2orig; endo_idx_block2orig = m.endo_idx_block2orig; eq_idx_orig2block = m.eq_idx_orig2block; endo_idx_orig2block = m.endo_idx_orig2block; equation_type_and_normalized_equation.clear(); blocks_derivatives.clear(); block_decomposed = m.block_decomposed; time_recursive_block_decomposition = m.time_recursive_block_decomposition; blocks = m.blocks; endo2block = m.endo2block; eq2block = m.eq2block; blocks_temporary_terms.clear(); blocks_temporary_terms_idxs.clear(); blocks_jacobian_sparse_column_major_order.clear(); blocks_jacobian_sparse_colptr = m.blocks_jacobian_sparse_colptr; endo2eq = m.endo2eq; cutoff = m.cutoff; user_set_add_flags = m.user_set_add_flags; user_set_subst_flags = m.user_set_subst_flags; user_set_add_libs = m.user_set_add_libs; user_set_subst_libs = m.user_set_subst_libs; user_set_compiler = m.user_set_compiler; copyHelper(m); return *this; } void ModelTree::computeNormalization(const jacob_map_t& contemporaneous_jacobian) { const int n {static_cast(equations.size())}; assert(n == symbol_table.endo_nbr()); using BipartiteGraph = boost::adjacency_list; using vertex_descriptor_t = boost::graph_traits::vertex_descriptor; /* Vertices 0 to n-1 are for endogenous (using type specific ID) Vertices n to 2*n-1 are for equations (using equation no.) */ BipartiteGraph g(2 * n); // Fill in the graph for (const auto& [eq_and_endo, val] : contemporaneous_jacobian) add_edge(eq_and_endo.first + n, eq_and_endo.second, g); // Compute maximum cardinality matching vector mate_map(2 * n); edmonds_maximum_cardinality_matching(g, &mate_map[0]); // Check if all variables are normalized if (auto it = find(mate_map.begin(), mate_map.begin() + n, boost::graph_traits::null_vertex()); it != mate_map.begin() + n) throw ModelNormalizationFailed { symbol_table.getName(symbol_table.getID(SymbolType::endogenous, it - mate_map.begin()))}; // Create the resulting map, by copying the n first elements of mate_map, and substracting n to // them endo2eq.resize(equations.size()); transform(mate_map.begin(), mate_map.begin() + n, endo2eq.begin(), [=](vertex_descriptor_t i) { return i - n; }); } bool ModelTree::computeNonSingularNormalization(const eval_context_t& eval_context) { const int n {static_cast(equations.size())}; /* Optimal policy models (discretionary, or Ramsey before computing FOCs) do not have as many equations as variables. */ if (n != symbol_table.endo_nbr()) { cout << "The " << modelClassName() << " cannot be normalized, since it does not have as many equations as variables." << endl; return false; } cout << "Normalizing the " << modelClassName() << "..." << endl; /* If the model is purely backward, determine whether all original equations have a single contemporaneous endogenous on the LHS. If this is the case, then first try a normalization by enforcing that each original equation is matched with the endogenous on the LHS. */ if (time_recursive_block_decomposition) { auto [normalize_by_lhs, lhs_symbolic_jacobian] {computeLeftHandSideSymbolicJacobian()}; if (normalize_by_lhs) try { computeNormalization(lhs_symbolic_jacobian); return true; } catch (ModelNormalizationFailed& e) { cerr << "WARNING: All equations are written so that a single contemporaneous " "endogenous variable appears on the left-hand side. This suggests a natural " "normalization of the model. However, variable " << e.unmatched_endo << " could not be matched with an equation. Check whether this is desired." << endl; } } auto contemporaneous_jacobian {evaluateAndReduceJacobian(eval_context)}; // Compute the maximum value of each row of the contemporaneous Jacobian matrix vector max_val(n, 0.0); for (const auto& [eq_and_endo, val] : contemporaneous_jacobian) max_val[eq_and_endo.first] = max(max_val[eq_and_endo.first], fabs(val)); // Compute normalized contemporaneous Jacobian jacob_map_t normalized_contemporaneous_jacobian(contemporaneous_jacobian); for (auto& [eq_and_endo, val] : normalized_contemporaneous_jacobian) val /= max_val[eq_and_endo.first]; // We start with the highest value of the cutoff and try to normalize the model double current_cutoff = 0.99999999; const double cutoff_lower_limit = 1e-19; int last_suppressed = 0; while (current_cutoff > cutoff_lower_limit) { // Drop elements below cutoff from normalized contemporaneous Jacobian jacob_map_t normalized_contemporaneous_jacobian_above_cutoff; int suppressed = 0; for (const auto& [eq_and_endo, val] : normalized_contemporaneous_jacobian) if (fabs(val) > max(current_cutoff, cutoff)) normalized_contemporaneous_jacobian_above_cutoff[eq_and_endo] = val; else suppressed++; if (suppressed != last_suppressed) try { computeNormalization(normalized_contemporaneous_jacobian_above_cutoff); return true; } catch (ModelNormalizationFailed& e) { } last_suppressed = suppressed; current_cutoff /= 2; } // Try to normalize with the complete numerical jacobian try { computeNormalization(normalized_contemporaneous_jacobian); return true; } catch (ModelNormalizationFailed& e) { } cout << "Normalization failed with cutoff, trying symbolic normalization..." << endl; /* If no non-singular normalization can be found, try to find a normalization even with a potential singularity. */ auto symbolic_jacobian {computeSymbolicJacobian(true)}; try { computeNormalization(symbolic_jacobian); return true; } catch (ModelNormalizationFailed& e) { cerr << "Could not normalize the " << modelClassName() << ". Variable " << e.unmatched_endo << " is not in the maximum cardinality matching." << endl; } return false; } ModelTree::jacob_map_t ModelTree::evaluateAndReduceJacobian(const eval_context_t& eval_context) const { jacob_map_t contemporaneous_jacobian; for (const auto& [indices, d1] : derivatives[1]) { int deriv_id = indices[1]; if (getTypeByDerivID(deriv_id) == SymbolType::endogenous) { int eq = indices[0]; int var {getTypeSpecificIDByDerivID(deriv_id)}; int lag = getLagByDerivID(deriv_id); double val {[&] { try { return d1->eval(eval_context); // NOLINT(clang-analyzer-core.NullDereference) } catch (ExprNode::EvalExternalFunctionException& e) { return 1.0; } /* Other types of EvalException should not happen (all symbols should have a value; we don’t evaluate an equal sign) */ }()}; if ((isnan(val) || fabs(val) >= cutoff) && lag == 0) contemporaneous_jacobian[{eq, var}] = val; } } return contemporaneous_jacobian; } pair ModelTree::computePrologueAndEpilogue() { const int n = equations.size(); /* Initialize “eq_idx_block2orig” and “endo_idx_block2orig” to the identity permutation. */ eq_idx_block2orig.resize(n); endo_idx_block2orig.resize(n); for (int i = 0; i < n; i++) { eq_idx_block2orig[i] = i; endo_idx_block2orig[endo2eq[i]] = i; } /* Compute incidence matrix, equations in rows, variables in columns. Row (resp. column) indices are to be interpreted according to “eq_idx_block2orig” (resp. “endo_idx_block2orig”). Stored in row-major order. */ vector IM(n * n, false); for (int i = 0; i < n; i++) { set> endos_and_lags; equations[i]->collectEndogenous(endos_and_lags); for (auto [endo, lag] : endos_and_lags) if (!time_recursive_block_decomposition || lag == 0) IM[i * n + endo2eq[endo]] = true; } bool something_has_been_done; // Find the prologue equations and place first the AR(1) shock equations first int prologue = 0; do { something_has_been_done = false; int new_prologue = prologue; for (int i = prologue; i < n; i++) { int nze = 0; int k = 0; for (int j = new_prologue; j < n; j++) if (IM[i * n + j]) { nze++; k = j; } if (nze == 1) { // Swap equations indexed by “new_prologue” and i for (int j = 0; j < n; j++) swap(IM[new_prologue * n + j], IM[i * n + j]); swap(eq_idx_block2orig[new_prologue], eq_idx_block2orig[i]); // Swap variables indexed by “new_prologue” and k (in the matching) for (int j = 0; j < n; j++) swap(IM[j * n + new_prologue], IM[j * n + k]); swap(endo_idx_block2orig[new_prologue], endo_idx_block2orig[k]); new_prologue++; something_has_been_done = true; } } prologue = new_prologue; } while (something_has_been_done); // Find the epilogue equations int epilogue = 0; do { something_has_been_done = false; int new_epilogue = epilogue; for (int i = prologue; i < n - epilogue; i++) { int nze = 0; int k = 0; for (int j = prologue; j < n - new_epilogue; j++) if (IM[j * n + i]) { nze++; k = j; } if (nze == 1) { for (int j = 0; j < n; j++) swap(IM[(n - 1 - new_epilogue) * n + j], IM[k * n + j]); swap(eq_idx_block2orig[n - 1 - new_epilogue], eq_idx_block2orig[k]); for (int j = 0; j < n; j++) swap(IM[j * n + n - 1 - new_epilogue], IM[j * n + i]); swap(endo_idx_block2orig[n - 1 - new_epilogue], endo_idx_block2orig[i]); new_epilogue++; something_has_been_done = true; } } epilogue = new_epilogue; } while (something_has_been_done); updateReverseVariableEquationOrderings(); return {prologue, epilogue}; } void ModelTree::equationTypeDetermination( const map, expr_t>& first_order_endo_derivatives) { equation_type_and_normalized_equation.clear(); equation_type_and_normalized_equation.resize(equations.size()); for (int i = 0; i < static_cast(equations.size()); i++) { int eq = eq_idx_block2orig[i]; int var = endo_idx_block2orig[i]; expr_t lhs = equations[eq]->arg1; EquationType Equation_Simulation_Type = EquationType::solve; BinaryOpNode* normalized_eq = nullptr; if (auto it = first_order_endo_derivatives.find({eq, var, 0}); it != first_order_endo_derivatives.end()) { expr_t derivative = it->second; // Determine whether the equation can be evaluated rather than solved if (lhs->isVariableNodeEqualTo(SymbolType::endogenous, endo_idx_block2orig[i], 0) && derivative->isNumConstNodeEqualTo(1)) Equation_Simulation_Type = EquationType::evaluate; else { set> result; derivative->collectEndogenous(result); bool variable_not_in_derivative = !result.contains({var, 0}); try { normalized_eq = equations[eq]->normalizeEquation( symbol_table.getID(SymbolType::endogenous, var), 0); if ((getMFS() == 2 && variable_not_in_derivative) || getMFS() == 3) Equation_Simulation_Type = EquationType::evaluateRenormalized; } catch (ExprNode::NormalizationFailed& e) { } } } equation_type_and_normalized_equation[eq] = {Equation_Simulation_Type, normalized_eq}; } } void ModelTree::computeDynamicStructureOfBlock(int blk) { vector max_endo_lag_lead(blocks[blk].size, pair {0, 0}); blocks[blk].max_endo_lag = blocks[blk].max_endo_lead = 0; for (int eq = 0; eq < blocks[blk].size; eq++) { set> endos_and_lags; expr_t e = getBlockEquationExpr(blk, eq); /* Compute max lags/leads and per-variable structure for endos belonging to this block */ e->collectEndogenous(endos_and_lags); for (auto [endo, lag] : endos_and_lags) if (endo2block[endo] == blk) { blocks[blk].max_endo_lag = max(blocks[blk].max_endo_lag, -lag); blocks[blk].max_endo_lead = max(blocks[blk].max_endo_lead, lag); auto& [max_endo_lag, max_endo_lead] = max_endo_lag_lead[getBlockInitialVariableID(blk, endo)]; max_endo_lag = max(max_endo_lag, -lag); max_endo_lead = max(max_endo_lead, lag); } } } void ModelTree::computeSimulationTypeOfBlock(int blk) { auto& type = blocks[blk].simulation_type; if (blocks[blk].max_endo_lag > 0 && blocks[blk].max_endo_lead > 0) { if (blocks[blk].size == 1) type = BlockSimulationType::solveTwoBoundariesSimple; else type = BlockSimulationType::solveTwoBoundariesComplete; } else if (blocks[blk].size > 1) { if (blocks[blk].max_endo_lead > 0) type = BlockSimulationType::solveBackwardComplete; else type = BlockSimulationType::solveForwardComplete; } else { bool can_eval = (getBlockEquationType(blk, 0) == EquationType::evaluate || getBlockEquationType(blk, 0) == EquationType::evaluateRenormalized); if (blocks[blk].max_endo_lead > 0) type = can_eval ? BlockSimulationType::evaluateBackward : BlockSimulationType::solveBackwardSimple; else type = can_eval ? BlockSimulationType::evaluateForward : BlockSimulationType::solveForwardSimple; } } pair ModelTree::getVariableLeadLagByBlock() const { int nb_endo = symbol_table.endo_nbr(); lag_lead_vector_t variable_lag_lead(nb_endo, {0, 0}), equation_lag_lead(nb_endo, {0, 0}); for (int eq = 0; eq < nb_endo; eq++) { set> endos_and_lags; equations[eq]->collectEndogenous(endos_and_lags); for (auto [endo, lag] : endos_and_lags) if (endo2block[endo] == eq2block[eq]) { variable_lag_lead[endo].first = max(variable_lag_lead[endo].first, -lag); variable_lag_lead[endo].second = max(variable_lag_lead[endo].second, lag); equation_lag_lead[eq].first = max(equation_lag_lead[eq].first, -lag); equation_lag_lead[eq].second = max(equation_lag_lead[eq].second, lag); } } return {equation_lag_lead, variable_lag_lead}; } void ModelTree::computeBlockDecomposition(int prologue, int epilogue) { int nb_var = symbol_table.endo_nbr(); int nb_simvars = nb_var - prologue - epilogue; /* Construct the graph representing the dependencies between all variables that do not belong to the prologue or the epilogue. For detecting dependencies between variables, use the symbolic adjacency matrix */ VariableDependencyGraph G(nb_simvars); for (const auto& [key, value] : computeSymbolicJacobian(time_recursive_block_decomposition)) { auto [eq, endo] = key; if (eq_idx_orig2block[eq] >= prologue && eq_idx_orig2block[eq] < nb_var - epilogue && endo_idx_orig2block[endo] >= prologue && endo_idx_orig2block[endo] < nb_var - epilogue && eq != endo2eq[endo]) add_edge(vertex(eq_idx_orig2block[endo2eq[endo]] - prologue, G), vertex(eq_idx_orig2block[eq] - prologue, G), G); } /* Identify the simultaneous blocks. Each simultaneous block is given an index, starting from 0, in recursive order */ auto [num_simblocks, simvar2simblock] = G.sortedStronglyConnectedComponents(); int num_blocks = prologue + num_simblocks + epilogue; blocks.clear(); blocks.resize(num_blocks); endo2block.resize(nb_var); eq2block.resize(nb_var); // Initialize size and mfs_size for prologue and epilogue, plus eq/endo→block mappings for (int blk = 0; blk < num_blocks; blk++) if (blk < prologue || blk >= num_blocks - epilogue) { int var_eq = (blk < prologue ? blk : blk - num_simblocks + nb_simvars); blocks[blk].size = 1; blocks[blk].mfs_size = 1; blocks[blk].first_equation = var_eq; endo2block[endo_idx_block2orig[var_eq]] = blk; eq2block[eq_idx_block2orig[var_eq]] = blk; } // Initialize size for simultaneous blocks, plus eq/endo→block mappings vector> simblock2simvars(num_simblocks); for (int i = 0; i < static_cast(simvar2simblock.size()); i++) { simblock2simvars[simvar2simblock[i]].push_back(i); int blk = prologue + simvar2simblock[i]; blocks[blk].size++; endo2block[endo_idx_block2orig[prologue + i]] = blk; eq2block[eq_idx_block2orig[prologue + i]] = blk; } // Determine the dynamic structure of each block auto [equation_lag_lead, variable_lag_lead] = getVariableLeadLagByBlock(); /* For each simultaneous block, the minimum set of feedback variables is computed. Then, the variables within the blocks are reordered so that recursive (non-feedback) appear first, in recursive order. They are followed by feedback variables, which are reordered according to their dynamic status (static first, then backward, mixed and forward). */ /* First, add a loop on vertices which could not be normalized or vertices related to lead/lag variables. This forces those vertices to belong to the feedback set */ for (int i = 0; i < nb_simvars; i++) if (equation_type_and_normalized_equation[eq_idx_block2orig[i + prologue]].first == EquationType::solve || (!time_recursive_block_decomposition && (variable_lag_lead[endo_idx_block2orig[i + prologue]].first > 0 || variable_lag_lead[endo_idx_block2orig[i + prologue]].second > 0 || equation_lag_lead[eq_idx_block2orig[i + prologue]].first > 0 || equation_lag_lead[eq_idx_block2orig[i + prologue]].second > 0)) || getMFS() == 0) add_edge(vertex(i, G), vertex(i, G), G); const vector old_eq_idx_block2orig(eq_idx_block2orig), old_endo_idx_block2orig(endo_idx_block2orig); int ordidx = prologue; for (int blk = prologue; blk < prologue + num_simblocks; blk++) { blocks[blk].first_equation = (blk == 0 ? 0 : blocks[blk - 1].first_equation + blocks[blk - 1].size); auto subG = G.extractSubgraph(simblock2simvars[blk - prologue]); auto feed_back_vertices = subG.minimalSetOfFeedbackVertices(); blocks[blk].mfs_size = feed_back_vertices.size(); auto recursive_vertices = subG.reorderRecursiveVariables(feed_back_vertices); auto v_index1 = get(boost::vertex_index1, subG); /* First the recursive variables conditional on feedback variables, in recursive order */ for (int vtx : recursive_vertices) { int simvar {v_index1[vertex(vtx, subG)]}; eq_idx_block2orig[ordidx] = old_eq_idx_block2orig[simvar + prologue]; endo_idx_block2orig[ordidx] = old_endo_idx_block2orig[simvar + prologue]; ordidx++; } // Then the feedback variables, reordered by dynamic status for (auto max_lag_lead : {pair {0, 0}, pair {1, 0}, pair {1, 1}, pair {0, 1}}) for (int vtx : feed_back_vertices) if (int simvar = v_index1[vertex(vtx, subG)]; variable_lag_lead[old_endo_idx_block2orig[simvar + prologue]] == max_lag_lead) { eq_idx_block2orig[ordidx] = old_eq_idx_block2orig[simvar + prologue]; endo_idx_block2orig[ordidx] = old_endo_idx_block2orig[simvar + prologue]; ordidx++; } } updateReverseVariableEquationOrderings(); for (int blk = 0; blk < static_cast(blocks.size()); blk++) { computeDynamicStructureOfBlock(blk); computeSimulationTypeOfBlock(blk); } } void ModelTree::printBlockDecomposition() const { int largest_block = 0, Nb_SimulBlocks = 0, Nb_feedback_variable = 0; int Nb_TotalBlocks = blocks.size(); for (int block = 0; block < Nb_TotalBlocks; block++) if (BlockSimulationType simulation_type = blocks[block].simulation_type; simulation_type == BlockSimulationType::solveForwardComplete || simulation_type == BlockSimulationType::solveBackwardComplete || simulation_type == BlockSimulationType::solveTwoBoundariesComplete) { Nb_SimulBlocks++; if (int size = blocks[block].size; size > largest_block) { largest_block = size; Nb_feedback_variable = blocks[block].mfs_size; } } int Nb_RecursBlocks = Nb_TotalBlocks - Nb_SimulBlocks; cout << Nb_TotalBlocks << " block(s) found:" << endl << " " << Nb_RecursBlocks << " recursive block(s) and " << Nb_SimulBlocks << " simultaneous block(s)." << endl << " the largest simultaneous block has " << largest_block << " equation(s)" << endl << " and " << Nb_feedback_variable << " feedback variable(s)." << endl; } void ModelTree::reduceBlockDecomposition() { for (int blk = 1; blk < static_cast(blocks.size()); blk++) if (blocks[blk].size == 1) { /* Try to merge this block with the previous one. This is only possible if the two blocks can simply be evaluated (in the same direction), and if the merge does not break the restrictions on leads/lags. */ set> endos_and_lags; getBlockEquationExpr(blk, 0)->collectEndogenous(endos_and_lags); bool is_lead = false, is_lag = false; for (int var = 0; var < blocks[blk - 1].size; var++) { is_lag = is_lag || endos_and_lags.contains({getBlockVariableID(blk - 1, var), -1}); is_lead = is_lead || endos_and_lags.contains({getBlockVariableID(blk - 1, var), 1}); } if ((blocks[blk - 1].simulation_type == BlockSimulationType::evaluateForward && blocks[blk].simulation_type == BlockSimulationType::evaluateForward && !is_lead) || (blocks[blk - 1].simulation_type == BlockSimulationType::evaluateBackward && blocks[blk].simulation_type == BlockSimulationType::evaluateBackward && !is_lag)) { // Merge the current block into the previous one blocks[blk - 1].size++; blocks[blk - 1].mfs_size = blocks[blk - 1].size; computeDynamicStructureOfBlock(blk - 1); blocks.erase(blocks.begin() + blk); for (auto& b : endo2block) if (b >= blk) b--; for (auto& b : eq2block) if (b >= blk) b--; blk--; continue; } } } void ModelTree::determineLinearBlocks() { // Note that field “linear” in class BlockInfo defaults to true for (int blk = 0; blk < static_cast(blocks.size()); blk++) switch (blocks[blk].simulation_type) { case BlockSimulationType::solveBackwardSimple: case BlockSimulationType::solveBackwardComplete: case BlockSimulationType::solveForwardSimple: case BlockSimulationType::solveForwardComplete: for (const auto& [indices, d1] : blocks_derivatives[blk]) { int lag = get<2>(indices); if (lag == 0) { set> endogenous; d1->collectEndogenous(endogenous); for (int l = 0; l < blocks[blk].size; l++) if (endogenous.contains({endo_idx_block2orig[blocks[blk].first_equation + l], 0})) { blocks[blk].linear = false; goto the_end; } } } the_end: break; case BlockSimulationType::solveTwoBoundariesComplete: case BlockSimulationType::solveTwoBoundariesSimple: for (const auto& [indices, d1] : blocks_derivatives[blk]) { int lag = get<2>(indices); set> endogenous; d1->collectEndogenous(endogenous); for (int l = 0; l < blocks[blk].size; l++) if (endogenous.contains({endo_idx_block2orig[blocks[blk].first_equation + l], lag})) { blocks[blk].linear = false; goto the_end2; } } the_end2: break; default: break; } } int ModelTree::equation_number() const { return (equations.size()); } void ModelTree::computeDerivatives(int order, const set& vars) { assert(order >= 1); computed_derivs_order = order; // Do not shrink the vectors, since they have a minimal size of 4 (see constructor) derivatives.resize(max(static_cast(order + 1), derivatives.size())); NNZDerivatives.resize(max(static_cast(order + 1), NNZDerivatives.size()), 0); // First-order derivatives for (int var : vars) for (int eq = 0; eq < static_cast(equations.size()); eq++) { expr_t d1 = equations[eq]->getDerivative(var); if (d1 == Zero) continue; derivatives[1][{eq, var}] = d1; ++NNZDerivatives[1]; } // Compute the sparse representation of the Jacobian for (const auto& [indices, d1] : derivatives[1]) jacobian_sparse_column_major_order.try_emplace({indices[0], getJacobianCol(indices[1], true)}, d1); jacobian_sparse_colptr = computeCSCColPtr(jacobian_sparse_column_major_order, getJacobianColsNbr(true)); // Higher-order derivatives for (int o = 2; o <= order; o++) for (const auto& [lower_indices, lower_d] : derivatives[o - 1]) for (int var : vars) { if (lower_indices.back() > var) continue; expr_t d = lower_d->getDerivative(var); if (d == Zero) continue; vector indices {lower_indices}; indices.push_back(var); // At this point, indices of endogenous variables are sorted in non-decreasing order derivatives[o][indices] = d; // We output symmetric elements at order = 2 if (o == 2 && indices[1] != indices[2]) NNZDerivatives[o] += 2; else NNZDerivatives[o]++; } } void ModelTree::computeTemporaryTerms(bool is_matlab, bool no_tmp_terms) { /* Ensure that we don’t have any model-local variable in the model at this point (we used to treat them as temporary terms) */ assert([&] { set used_local_vars; for (auto& equation : equations) equation->collectVariables(SymbolType::modelLocalVariable, used_local_vars); return used_local_vars.empty(); }()); // Compute the temporary terms in equations and derivatives map, unordered_set> temp_terms_map; unordered_map>> reference_count; for (auto& equation : equations) equation->computeTemporaryTerms({0, 0}, temp_terms_map, reference_count, is_matlab); for (int order = 1; order < static_cast(derivatives.size()); order++) for (const auto& it : derivatives[order]) it.second->computeTemporaryTerms({order, 0}, temp_terms_map, reference_count, is_matlab); /* If the user has specified the notmpterms option, clear all temporary terms, except those that correspond to external functions (since they are not optional) */ if (no_tmp_terms) for (auto& it : temp_terms_map) erase_if(it.second, [](expr_t e) { return !dynamic_cast(e); }); // Fill the structures temporary_terms_derivatives.clear(); temporary_terms_derivatives.resize(derivatives.size()); for (int order = 0; order < static_cast(derivatives.size()); order++) copy(temp_terms_map[{order, 0}].begin(), temp_terms_map[{order, 0}].end(), inserter(temporary_terms_derivatives.at(order), temporary_terms_derivatives.at(order).begin())); // Compute indices in MATLAB/Julia vector for (int order {0}, idx {0}; order < static_cast(derivatives.size()); order++) for (auto it : temporary_terms_derivatives[order]) temporary_terms_idxs[it] = idx++; } void ModelTree::computeBlockTemporaryTerms(bool no_tmp_terms) { int nb_blocks = blocks.size(); unordered_map> reference_count; vector>> temp_terms(nb_blocks); for (int blk = 0; blk < nb_blocks; blk++) { temp_terms[blk].resize(blocks[blk].size + 1); for (int eq = 0; eq < blocks[blk].size; eq++) { /* It is important to compute temporary terms of the renormalized equation if the latter is going to be used in the output files. Otherwise, for an equation of the form log(x) = RHS, a temporary term could be associated to log(x), and since it would be associated to this equation, it would be printed and thus computed *before* x is actually evaluated, and thus would be incorrect. */ if ((blocks[blk].simulation_type == BlockSimulationType::evaluateBackward || blocks[blk].simulation_type == BlockSimulationType::evaluateForward || eq < blocks[blk].getRecursiveSize()) && isBlockEquationRenormalized(blk, eq)) getBlockEquationRenormalizedExpr(blk, eq)->computeBlockTemporaryTerms( blk, eq, temp_terms, reference_count); else getBlockEquationExpr(blk, eq)->computeBlockTemporaryTerms(blk, eq, temp_terms, reference_count); } for (const auto& [ignore, d] : blocks_derivatives[blk]) d->computeBlockTemporaryTerms(blk, blocks[blk].size, temp_terms, reference_count); } /* If the user has specified the notmpterms option, clear all temporary terms, except those that correspond to external functions (since they are not optional) */ if (no_tmp_terms) for (auto& it : temp_terms) for (auto& it2 : it) erase_if(it2, [](expr_t e) { return !dynamic_cast(e); }); blocks_temporary_terms.resize(nb_blocks); for (int blk {0}; blk < nb_blocks; blk++) { blocks_temporary_terms.at(blk).resize(temp_terms.at(blk).size()); for (size_t i {0}; i < temp_terms.at(blk).size(); i++) copy(temp_terms.at(blk).at(i).begin(), temp_terms.at(blk).at(i).end(), inserter(blocks_temporary_terms.at(blk).at(i), blocks_temporary_terms.at(blk).at(i).begin())); } // Compute indices in the temporary terms vector blocks_temporary_terms_idxs.clear(); for (int idx {0}; auto& blk_tt : blocks_temporary_terms) for (auto& eq_tt : blk_tt) for (auto tt : eq_tt) blocks_temporary_terms_idxs[tt] = idx++; } void ModelTree::writeJsonTemporaryTerms(const temporary_terms_t& tt, temporary_terms_t& temp_term_union, ostream& output, deriv_node_temp_terms_t& tef_terms, const string& concat) const { // Local var used to keep track of temp nodes already written temporary_terms_t tt2 = temp_term_union; output << R"("external_functions_temporary_terms_)" << concat << R"(": [)"; for (bool printed_term {false}; auto it : tt) { if (dynamic_cast(it)) { if (exchange(printed_term, true)) output << ", "; vector efout; it->writeJsonExternalFunctionOutput(efout, tt2, tef_terms); for (bool printed_efout {false}; auto& it : efout) { if (exchange(printed_efout, true)) output << ", "; output << it; } } tt2.insert(it); } output << "]" << R"(, "temporary_terms_)" << concat << R"(": [)"; for (bool printed_term {false}; const auto& it : tt) { if (exchange(printed_term, true)) output << ", "; output << R"({"temporary_term": ")"; it->writeJsonOutput(output, tt, tef_terms); output << R"(")" << R"(, "value": ")"; it->writeJsonOutput(output, temp_term_union, tef_terms); output << R"("})" << endl; temp_term_union.insert(it); } output << "]"; } void ModelTree::fixNestedParenthesis(ostringstream& output, map& tmp_paren_vars, bool& message_printed) const { string str = output.str(); if (!testNestedParenthesis(str)) return; int open = 0; int first_open_paren = 0; int matching_paren = 0; bool hit_limit = false; int i1 = 0; for (size_t i = 0; i < str.length(); i++) { if (str.at(i) == '(') { if (open == 0) first_open_paren = i; open++; } else if (str.at(i) == ')') { open--; if (open == 0) matching_paren = i; } if (open > 32) hit_limit = true; if (hit_limit && open == 0) { if (!message_printed) { cerr << "Warning: A .m file created by Dynare will have more than 32 nested " "parenthesis. MATLAB cannot support this. " << endl << " We are going to modify, albeit inefficiently, this output to have " "fewer than 32 nested parenthesis. " << endl << " It would hence behoove you to use the use_dll option of the model " "block to circumnavigate this problem." << endl << " If you have not yet set up a compiler on your system, see the " "MATLAB documentation for doing so." << endl << " For Windows, see: " "https://www.mathworks.com/help/matlab/matlab_external/" "install-mingw-support-package.html" << endl << endl; message_printed = true; } string str1 = str.substr(first_open_paren, matching_paren - first_open_paren + 1); string repstr, varname; while (testNestedParenthesis(str1)) { size_t open_paren_idx = string::npos; size_t match_paren_idx = string::npos; size_t last_open_paren = string::npos; for (size_t j = 0; j < str1.length(); j++) { if (str1.at(j) == '(') { // don't match, e.g. y(1) if (size_t idx = str1.find_last_of("*/-+", j - 1); j == 0 || (idx != string::npos && idx == j - 1)) open_paren_idx = j; last_open_paren = j; } else if (str1.at(j) == ')') { // don't match, e.g. y(1) if (size_t idx = str1.find_last_not_of("0123456789", j - 1); idx != string::npos && idx != last_open_paren) match_paren_idx = j; } if (open_paren_idx != string::npos && match_paren_idx != string::npos) { string val = str1.substr(open_paren_idx, match_paren_idx - open_paren_idx + 1); if (auto it = tmp_paren_vars.find(val); it == tmp_paren_vars.end()) { varname = "paren32_tmp_var_" + to_string(i1++); repstr += varname + " = " + val + ";\n"; tmp_paren_vars[val] = varname; } else varname = it->second; str1.replace(open_paren_idx, match_paren_idx - open_paren_idx + 1, varname); break; } } } if (auto it = tmp_paren_vars.find(str1); it == tmp_paren_vars.end()) { varname = "paren32_tmp_var_" + to_string(i1++); repstr += varname + " = " + str1 + ";\n"; } else varname = it->second; str.replace(first_open_paren, matching_paren - first_open_paren + 1, varname); size_t insertLoc = str.find_last_of('\n', first_open_paren); str.insert(insertLoc + 1, repstr); hit_limit = false; i = -1; first_open_paren = matching_paren = open = 0; } } output.str(str); } bool ModelTree::testNestedParenthesis(const string& str) const { for (int open {0}; char i : str) { if (i == '(') open++; else if (i == ')') open--; if (open > 32) return true; } return false; } void ModelTree::writeJsonModelLocalVariables(ostream& output, bool write_tef_terms, deriv_node_temp_terms_t& tef_terms) const { /* Collect all model local variables appearing in equations, and print only them. Printing unused model local variables can lead to a crash (see ticket #101). */ set used_local_vars; for (auto equation : equations) equation->collectVariables(SymbolType::modelLocalVariable, used_local_vars); output << R"("model_local_variables": [)"; for (bool printed_something {false}; int id : local_variables_vector) if (used_local_vars.contains(id)) { if (exchange(printed_something, true)) output << ", "; expr_t value = local_variables_table.at(id); if (write_tef_terms) { vector efout; value->writeJsonExternalFunctionOutput(efout, {}, tef_terms); for (bool printed_efout {false}; auto& it : efout) { if (exchange(printed_efout, true)) output << ", "; output << it; } if (!efout.empty()) output << ", "; } output << R"({"variable": ")" << symbol_table.getName(id) << R"(", "value": ")"; value->writeJsonOutput(output, {}, tef_terms); output << R"("})" << endl; } output << "]"; } int ModelTree::writeBytecodeBinFile(const filesystem::path& filename, bool is_two_boundaries) const { ofstream SaveCode {filename, ios::out | ios::binary}; if (!SaveCode.is_open()) { cerr << R"(Error : Can't open file ")" << filename.string() << R"(" for writing)" << endl; exit(EXIT_FAILURE); } int u_count {0}; for (const auto& [indices, d1] : derivatives[1]) if (int deriv_id {indices[1]}; getTypeByDerivID(deriv_id) == SymbolType::endogenous) { int eq {indices[0]}; SaveCode.write(reinterpret_cast(&eq), sizeof eq); int tsid {getTypeSpecificIDByDerivID(deriv_id)}; int lag {getLagByDerivID(deriv_id)}; int varr {tsid + lag * symbol_table.endo_nbr()}; SaveCode.write(reinterpret_cast(&varr), sizeof varr); SaveCode.write(reinterpret_cast(&lag), sizeof lag); int u {u_count + symbol_table.endo_nbr()}; SaveCode.write(reinterpret_cast(&u), sizeof u); u_count++; } if (is_two_boundaries) u_count += symbol_table.endo_nbr(); for (int j {0}; j < symbol_table.endo_nbr(); j++) SaveCode.write(reinterpret_cast(&j), sizeof j); for (int j {0}; j < symbol_table.endo_nbr(); j++) SaveCode.write(reinterpret_cast(&j), sizeof j); SaveCode.close(); return u_count; } int ModelTree::writeBlockBytecodeBinFile(ofstream& bin_file, int block) const { int u_count {0}; int block_size {blocks[block].size}; int block_mfs {blocks[block].mfs_size}; int block_recursive {blocks[block].getRecursiveSize()}; BlockSimulationType simulation_type {blocks[block].simulation_type}; bool is_two_boundaries {simulation_type == BlockSimulationType::solveTwoBoundariesComplete || simulation_type == BlockSimulationType::solveTwoBoundariesSimple}; for (const auto& [indices, ignore] : blocks_derivatives[block]) { const auto& [eq, var, lag] {indices}; if (lag != 0 && !is_two_boundaries) continue; if (eq >= block_recursive && var >= block_recursive) { int v {eq - block_recursive}; bin_file.write(reinterpret_cast(&v), sizeof v); int varr {var - block_recursive + lag * block_mfs}; bin_file.write(reinterpret_cast(&varr), sizeof varr); bin_file.write(reinterpret_cast(&lag), sizeof lag); int u {u_count + block_mfs}; bin_file.write(reinterpret_cast(&u), sizeof u); u_count++; } } if (is_two_boundaries) u_count += block_mfs; for (int j {block_recursive}; j < block_size; j++) { int varr {getBlockVariableID(block, j)}; bin_file.write(reinterpret_cast(&varr), sizeof varr); } for (int j {block_recursive}; j < block_size; j++) { int eqr {getBlockEquationID(block, j)}; bin_file.write(reinterpret_cast(&eqr), sizeof eqr); } return u_count; } void ModelTree::writeLatexModelFile(const string& mod_basename, const string& latex_basename, ExprNodeOutputType output_type, bool write_equation_tags) const { filesystem::create_directories(mod_basename + "/latex"); const filesystem::path filename {mod_basename + "/latex/" + latex_basename + ".tex"}, content_filename {mod_basename + "/latex/" + latex_basename + "_content" + ".tex"}; ofstream output {filename, ios::out | ios::binary}; if (!output.is_open()) { cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl; exit(EXIT_FAILURE); } ofstream content_output {content_filename, ios::out | ios::binary}; if (!content_output.is_open()) { cerr << "ERROR: Can't open file " << content_filename.string() << " for writing" << endl; exit(EXIT_FAILURE); } output << R"(\documentclass[10pt,a4paper]{article})" << endl << R"(\usepackage[landscape]{geometry})" << endl << R"(\usepackage{fullpage})" << endl << R"(\usepackage{amsfonts})" << endl << R"(\usepackage{breqn})" << endl << R"(\begin{document})" << endl << R"(\footnotesize)" << endl; // Write model local variables for (int id : local_variables_vector) { expr_t value = local_variables_table.at(id); content_output << R"(\begin{dmath*})" << endl << symbol_table.getTeXName(id) << " = "; // Use an empty set for the temporary terms value->writeOutput(content_output, output_type); content_output << endl << R"(\end{dmath*})" << endl; } for (int eq = 0; eq < static_cast(equations.size()); eq++) { content_output << "% Equation " << eq + 1 << endl; if (write_equation_tags) equation_tags.writeLatexOutput(content_output, eq); content_output << R"(\begin{dmath})" << endl; // Here it is necessary to cast to superclass ExprNode, otherwise the overloaded writeOutput() // method is not found dynamic_cast(equations[eq])->writeOutput(content_output, output_type); content_output << endl << R"(\end{dmath})" << endl; } output << R"(\include{)" << latex_basename + "_content" << "}" << endl << R"(\end{document})" << endl; output.close(); content_output.close(); } void ModelTree::addEquation(expr_t eq, const optional& lineno) { auto beq = dynamic_cast(eq); assert(beq && beq->op_code == BinaryOpcode::equal); equations.push_back(beq); equations_lineno.push_back(lineno); } void ModelTree::findConstantEquationsWithoutMcpTag(map& subst_table) const { for (size_t i = 0; i < equations.size(); i++) if (!equation_tags.exists(i, "mcp")) equations[i]->findConstantEquations(subst_table); } void ModelTree::addEquation(expr_t eq, const optional& lineno, map eq_tags) { equation_tags.add(equations.size(), move(eq_tags)); addEquation(eq, lineno); } void ModelTree::addAuxEquation(expr_t eq) { auto beq = dynamic_cast(eq); assert(beq && beq->op_code == BinaryOpcode::equal); aux_equations.push_back(beq); } void ModelTree::addTrendVariables(const vector& trend_vars, expr_t growth_factor) noexcept(false) { for (int id : trend_vars) if (trend_symbols_map.contains(id)) throw TrendException {symbol_table.getName(id)}; else trend_symbols_map[id] = growth_factor; } void ModelTree::addNonstationaryVariables(const vector& nonstationary_vars, bool log_deflator, expr_t deflator) noexcept(false) { for (int id : nonstationary_vars) if (nonstationary_symbols_map.contains(id)) throw TrendException {symbol_table.getName(id)}; else nonstationary_symbols_map[id] = {log_deflator, deflator}; } void ModelTree::initializeVariablesAndEquations() { for (size_t j = 0; j < equations.size(); j++) eq_idx_block2orig.push_back(j); for (int j = 0; j < symbol_table.endo_nbr(); j++) endo_idx_block2orig.push_back(j); } void ModelTree::set_cutoff_to_zero() { cutoff = 0; } void ModelTree::computeParamsDerivatives(int paramsDerivsOrder) { assert(paramsDerivsOrder >= 1); set deriv_id_set; addAllParamDerivId(deriv_id_set); // First-order derivatives w.r.t. params for (int param : deriv_id_set) { for (int eq = 0; eq < static_cast(equations.size()); eq++) { expr_t d = equations[eq]->getDerivative(param); if (d == Zero) continue; params_derivatives[{0, 1}][{eq, param}] = d; } for (int endoOrd = 1; endoOrd < static_cast(derivatives.size()); endoOrd++) for (const auto& [lower_indices, lower_d] : derivatives[endoOrd]) { expr_t d = lower_d->getDerivative(param); if (d == Zero) continue; vector indices {lower_indices}; indices.push_back(param); params_derivatives[{endoOrd, 1}][indices] = d; } } // Higher-order derivatives w.r.t. parameters for (int endoOrd = 0; endoOrd < static_cast(derivatives.size()); endoOrd++) for (int paramOrd = 2; paramOrd <= paramsDerivsOrder; paramOrd++) for (const auto& [lower_indices, lower_d] : params_derivatives[{endoOrd, paramOrd - 1}]) for (int param : deriv_id_set) { if (lower_indices.back() > param) continue; expr_t d = lower_d->getDerivative(param); if (d == Zero) continue; vector indices {lower_indices}; indices.push_back(param); // At this point, indices of both endogenous and parameters are sorted in non-decreasing // order params_derivatives[{endoOrd, paramOrd}][indices] = d; } } void ModelTree::computeParamsDerivativesTemporaryTerms() { unordered_map>> reference_count; /* The temp terms should be constructed in the same order as the for loops in {Static,Dynamic}Model::write{Json,}ParamsDerivativesFile() */ map, unordered_set> temp_terms_map; for (const auto& [order, derivs] : params_derivatives) for (const auto& [indices, d] : derivs) d->computeTemporaryTerms(order, temp_terms_map, reference_count, true); for (const auto& [order, tts] : temp_terms_map) copy(temp_terms_map[order].begin(), temp_terms_map[order].end(), inserter(params_derivs_temporary_terms[order], params_derivs_temporary_terms[order].begin())); for (int idx {0}; const auto& [order, tts] : params_derivs_temporary_terms) for (const auto& tt : tts) params_derivs_temporary_terms_idxs[tt] = idx++; } bool ModelTree::isNonstationary(int symb_id) const { return nonstationary_symbols_map.contains(symb_id); } void ModelTree::writeJsonModelEquations(ostream& output, bool residuals) const { if (residuals) output << endl << R"("residuals":[)" << endl; else output << endl << R"("model":[)" << endl; for (int eq = 0; eq < static_cast(equations.size()); eq++) { if (eq > 0) output << ", "; BinaryOpNode* eq_node = equations[eq]; expr_t lhs = eq_node->arg1; expr_t rhs = eq_node->arg2; if (residuals) { output << R"({"residual": {)" << R"("lhs": ")"; lhs->writeJsonOutput(output, {}, {}); output << R"(")"; output << R"(, "rhs": ")"; rhs->writeJsonOutput(output, {}, {}); output << R"("})"; } else { output << R"({"lhs": ")"; lhs->writeJsonOutput(output, {}, {}); output << R"(", "rhs": ")"; rhs->writeJsonOutput(output, {}, {}); output << R"(")"; if (equations_lineno[eq]) output << R"(, "line": )" << *equations_lineno[eq]; if (auto eqtags = equation_tags.getTagsByEqn(eq); !eqtags.empty()) { output << R"(, "tags": {)"; for (bool printed_something {false}; const auto& [name, value] : eqtags) { if (exchange(printed_something, true)) output << ", "; output << R"(")" << name << R"(": ")" << value << R"(")"; } output << "}"; eqtags.clear(); } } output << "}" << endl; } output << endl << "]" << endl; } string ModelTree::matlab_arch(const string& mexext) { if (mexext == "mexglx") return "glnx86"; else if (mexext == "mexa64") return "glnxa64"; if (mexext == "mexw32") return "win32"; else if (mexext == "mexw64") return "win64"; else if (mexext == "mexmaci") { cerr << "32-bit MATLAB not supported on macOS" << endl; exit(EXIT_FAILURE); } else if (mexext == "mexmaci64") return "maci64"; else if (mexext == "mexmaca64") return "maca64"; else { cerr << "ERROR: 'mexext' option to preprocessor incorrectly set, needed with 'use_dll'" << endl; exit(EXIT_FAILURE); } } #ifdef __APPLE__ pair ModelTree::findCompilerOnMacos(const string& mexext) { /* Try to find gcc, otherwise use Apple’s clang compiler. Homebrew binaries are located in /usr/local/bin/ on x86_64 systems and in /opt/homebrew/bin/ on arm64 systems. Apple’s clang is located both in /usr/bin/gcc and /usr/bin/clang, it automatically selects x86_64 or arm64 depending on the compile-time environment. */ const string macos_gcc_version {"13"}; if (filesystem::path global_gcc_path {"/usr/local/bin/gcc-" + macos_gcc_version}; exists(global_gcc_path) && mexext == "mexmaci64") return {global_gcc_path, false}; else if (filesystem::path global_gcc_path {"/opt/homebrew/bin/gcc-" + macos_gcc_version}; exists(global_gcc_path) && mexext == "mexmaca64") return {global_gcc_path, false}; else if (filesystem::path global_clang_path {"/usr/bin/clang"}; exists(global_clang_path)) return {global_clang_path, true}; else { cerr << "ERROR: You must install gcc-" << macos_gcc_version << " on your system before using the `use_dll` option of Dynare. " << "You should install Homebrew"; if (mexext == "mexmaca64") cerr << " for arm64"; else if (mexext == "mexmaci64") cerr << " for x86_64"; cerr << " and run `brew install gcc-" << macos_gcc_version << "` in a terminal." << endl; exit(EXIT_FAILURE); } } #endif filesystem::path ModelTree::compileMEX(const filesystem::path& output_dir, const string& output_basename, const string& mexext, const vector& input_files, const filesystem::path& matlabroot, bool link) const { assert(!mex_compilation_workers.empty()); const string gcc_opt_flags { "-O3 -g0 --param ira-max-conflict-table-size=1 -fno-forward-propagate -fno-gcse -fno-dce " "-fno-dse -fno-tree-fre -fno-tree-pre -fno-tree-cselim -fno-tree-dse -fno-tree-dce " "-fno-tree-pta -fno-gcse-after-reload"}; const string clang_opt_flags { "-O3 -g0 --param ira-max-conflict-table-size=1 -Wno-unused-command-line-argument"}; filesystem::path compiler; ostringstream flags; string libs; bool is_clang {false}; if (matlabroot.empty()) { cerr << "ERROR: 'matlabroot' option to preprocessor is not set, needed with 'use_dll'" << endl; exit(EXIT_FAILURE); } if (mexext == "mex") { // Octave compiler = matlabroot / "bin" / "mkoctfile"; flags << "--mex"; } else { // MATLAB compiler = "gcc"; string arch = matlab_arch(mexext); auto include_dir = matlabroot / "extern" / "include"; flags << "-I " << include_dir; auto bin_dir = matlabroot / "bin" / arch; flags << " -L " << bin_dir; flags << " -fexceptions -DNDEBUG"; libs = "-lmex -lmx"; if (mexext == "mexa64") { // GNU/Linux flags << " -D_GNU_SOURCE -fPIC -pthread" << " -shared -Wl,--no-undefined -Wl,-rpath-link," << bin_dir; libs += " -lm"; } else if (mexext == "mexw64") // Windows flags << " -static-libgcc -shared"; #ifdef __APPLE__ else if (mexext == "mexmaci64" || mexext == "mexmaca64") { tie(compiler, is_clang) = findCompilerOnMacos(mexext); flags << " -fno-common -Wl,-twolevel_namespace -undefined error -bundle"; libs += " -lm"; } #endif else { cerr << "ERROR: unsupported value '" << mexext << "' for 'mexext' option" << endl; exit(EXIT_FAILURE); } } filesystem::path output_filename {output_dir / (output_basename + "." + (link ? mexext : "o"))}; ostringstream cmd; #ifdef _WIN32 /* On Windows, system() hands the command over to "cmd.exe /C". We need to enclose the whole command line within double quotes if we want the inner quotes to be correctly handled. See "cmd /?" for more details. */ cmd << '"'; #endif if (user_set_compiler.empty()) cmd << compiler << " "; else if (!filesystem::exists(user_set_compiler)) { cerr << "Error: The specified compiler '" << user_set_compiler << "' cannot be found on your system" << endl; exit(EXIT_FAILURE); } else cmd << user_set_compiler << " "; if (user_set_subst_flags.empty()) cmd << (is_clang ? clang_opt_flags : gcc_opt_flags) << " " << flags.str() << " "; else cmd << user_set_subst_flags << " "; if (!user_set_add_flags.empty()) cmd << user_set_add_flags << " "; for (auto& f : input_files) cmd << f << " "; cmd << "-o " << output_filename << " "; if (link) { if (user_set_subst_libs.empty()) cmd << libs; else cmd << user_set_subst_libs; if (!user_set_add_libs.empty()) cmd << " " << user_set_add_libs; } else cmd << " -c"; #ifdef _WIN32 cmd << '"'; #endif cout << "Compiling " << output_filename.string() << endl; // The prerequisites are the object files among the input files set prerequisites; copy_if(input_files.begin(), input_files.end(), inserter(prerequisites, prerequisites.end()), [](const auto& p) { return p.extension() == ".o"; }); unique_lock lk {mex_compilation_mut}; mex_compilation_queue.emplace_back(output_filename, prerequisites, cmd.str()); lk.unlock(); mex_compilation_cv.notify_one(); return output_filename; } void ModelTree::reorderAuxiliaryEquations() { using namespace boost; // Create the mapping between auxiliary variables and auxiliary equations int n = static_cast(aux_equations.size()); map auxEndoToEq; for (int i = 0; i < n; i++) { auto varexpr = dynamic_cast(aux_equations[i]->arg1); assert(varexpr && symbol_table.getType(varexpr->symb_id) == SymbolType::endogenous); auxEndoToEq[varexpr->symb_id] = i; } assert(static_cast(auxEndoToEq.size()) == n); /* Construct the directed acyclic graph where auxiliary equations are vertices and edges represent dependency relationships. */ using Graph = adjacency_list; Graph g(n); for (int i = 0; i < n; i++) { set endos; aux_equations[i]->collectVariables(SymbolType::endogenous, endos); for (int endo : endos) if (auto it = auxEndoToEq.find(endo); it != auxEndoToEq.end() && it->second != i) add_edge(i, it->second, g); } // Topological sort of the graph using Vertex = graph_traits::vertex_descriptor; vector ordered; topological_sort(g, back_inserter(ordered)); // Reorder auxiliary equations accordingly auto aux_equations_old = aux_equations; auto index = get(vertex_index, g); // Maps vertex descriptors to their index for (int i = 0; i < n; i++) aux_equations[i] = aux_equations_old[index[ordered[i]]]; } map, expr_t> ModelTree::collectFirstOrderDerivativesEndogenous() { map, expr_t> endo_derivatives; for (auto& [indices, d1] : derivatives[1]) if (getTypeByDerivID(indices[1]) == SymbolType::endogenous) { int eq = indices[0]; int var {getTypeSpecificIDByDerivID(indices[1])}; int lag = getLagByDerivID(indices[1]); endo_derivatives[{eq, var, lag}] = d1; } return endo_derivatives; } ModelTree::jacob_map_t ModelTree::computeSymbolicJacobian(bool contemporaneous_only) const { jacob_map_t symbolic_jacobian; for (int i = 0; i < static_cast(equations.size()); i++) { set> endos_and_lags; equations[i]->collectEndogenous(endos_and_lags); for (const auto& [endo, lag] : endos_and_lags) if (!contemporaneous_only || lag == 0) symbolic_jacobian.try_emplace({i, endo}, 1); } return symbolic_jacobian; } pair ModelTree::computeLeftHandSideSymbolicJacobian() const { jacob_map_t lhs_symbolic_jacobian; auto not_contemporaneous = [](const pair& p) { return p.second != 0; }; for (int eq {0}; eq < static_cast(equations.size()); eq++) if (equations_lineno[eq]) // Hand-written equation: test whether LHS has single contemporaneous // endo { set> endos_and_lags; equations[eq]->arg1->collectEndogenous(endos_and_lags); erase_if(endos_and_lags, not_contemporaneous); if (endos_and_lags.size() == 1) lhs_symbolic_jacobian.try_emplace({eq, endos_and_lags.begin()->first}, 1); else return {false, {}}; } else // Generated equation: keep all endos on both LHS and RHS { set> endos_and_lags; equations[eq]->collectEndogenous(endos_and_lags); erase_if(endos_and_lags, not_contemporaneous); for (const auto& [endo, lag] : endos_and_lags) lhs_symbolic_jacobian.try_emplace({eq, endo}, 1); } return {true, lhs_symbolic_jacobian}; } void ModelTree::updateReverseVariableEquationOrderings() { int n = equations.size(); eq_idx_orig2block.resize(n); endo_idx_orig2block.resize(n); for (int i = 0; i < n; i++) { endo_idx_orig2block[endo_idx_block2orig[i]] = i; eq_idx_orig2block[eq_idx_block2orig[i]] = i; } } expr_t ModelTree::getRHSFromLHS(expr_t lhs) const { for (auto eq : equations) if (eq->arg1 == lhs) return eq->arg2; throw ExprNode::MatchFailureException {"Cannot find an equation with the requested LHS"}; } void ModelTree::initializeMEXCompilationWorkers(int numworkers, const filesystem::path& dynareroot, const string& mexext) { assert(numworkers > 0); assert(mex_compilation_workers.empty()); cout << "Spawning " << numworkers << " threads for compiling MEX files." << endl; for (int i {0}; i < numworkers; i++) /* Passing the stop_token by const reference is ok (and makes clang-tidy happier), since the std::jthread constructor calls the lambda with the return argument of the get_stop_token() method, which returns a stop_token by value; hence there is no lifetime issue. See: https://stackoverflow.com/questions/72990607/const-stdstop-token-or-just-stdstop-token-as-parameter-for-thread-funct */ mex_compilation_workers.emplace_back([](const stop_token& stoken) { unique_lock lk {mex_compilation_mut}; filesystem::path output; string cmd; /* Look for an object to compile, whose prerequisites are already compiled. If found, remove it from the queue, save the output path and the compilation command, and return true. Must be run under the lock. */ auto pick_job = [&cmd, &output] { for (auto it {mex_compilation_queue.begin()}; it != mex_compilation_queue.end(); ++it) if (const auto& prerequisites {get<1>(*it)}; // Will become dangling after erase includes(mex_compilation_done.begin(), mex_compilation_done.end(), prerequisites.begin(), prerequisites.end())) { output = get<0>(*it); cmd = get<2>(*it); mex_compilation_queue.erase(it); mex_compilation_ongoing.insert(output); return true; } return false; }; while (!stoken.stop_requested()) if (mex_compilation_cv.wait(lk, stoken, pick_job)) { lk.unlock(); int r {system(cmd.c_str())}; lk.lock(); mex_compilation_ongoing.erase(output); if (r) mex_compilation_failed.insert(output); else mex_compilation_done.insert(output); /* The object just compiled may be a prerequisite for several other objects, so notify all waiting workers. Also needed to notify the main thread when in ModelTree::waitForMEXCompilationWorkers().*/ mex_compilation_cv.notify_all(); } }); /* Set some environment variables needed for compilation on Windows/MATLAB and macOS/Octave. For Windows/MATLAB, this should be done only once, because otherwise the PATH variable can become too long and GCC will not be found. */ if (mexext == "mexw64") { // Put the MinGW environment shipped with Dynare in the path auto mingwpath = dynareroot / "mingw64" / "bin"; string newpath = "PATH=" + mingwpath.string() + ';' + getenv("PATH"); /* We can’t use setenv() since it is not available on MinGW. Note that putenv() seems to make an internal copy of the string on MinGW, contrary to what is done on GNU/Linux and macOS. */ if (putenv(const_cast(newpath.c_str())) != 0) { cerr << "Can't set PATH" << endl; exit(EXIT_FAILURE); } } #ifdef __APPLE__ else if (mexext == "mex") { /* On macOS, with Octave, enforce our compiler. In particular this is necessary if we’ve selected GCC; otherwise Clang will be used, and it does not accept the same optimization flags (see dynare#1797) */ auto [compiler_path, is_clang] {findCompilerOnMacos(mexext)}; if (setenv("CC", compiler_path.c_str(), 1) != 0) { cerr << "Can't set CC environment variable" << endl; exit(EXIT_FAILURE); } // We also define CXX, because that is used for linking if (setenv("CXX", compiler_path.c_str(), 1) != 0) { cerr << "Can't set CXX environment variable" << endl; exit(EXIT_FAILURE); } } #endif } void ModelTree::waitForMEXCompilationWorkers() { unique_lock lk {mex_compilation_mut}; mex_compilation_cv.wait(lk, [] { return (mex_compilation_queue.empty() && mex_compilation_ongoing.empty()) || !mex_compilation_failed.empty(); }); if (!mex_compilation_failed.empty()) { cerr << "Compilation failed for: "; for (const auto& p : mex_compilation_failed) cerr << p.string() << " "; cerr << endl; lk.unlock(); // So that threads can process their stoken exit(EXIT_FAILURE); } } void ModelTree::computingPassBlock(const eval_context_t& eval_context, bool no_tmp_terms) { if (!computeNonSingularNormalization(eval_context)) return; auto [prologue, epilogue] = computePrologueAndEpilogue(); auto first_order_endo_derivatives = collectFirstOrderDerivativesEndogenous(); equationTypeDetermination(first_order_endo_derivatives); cout << "Finding the optimal block decomposition of the " << modelClassName() << "..." << endl; computeBlockDecomposition(prologue, epilogue); reduceBlockDecomposition(); printBlockDecomposition(); computeChainRuleJacobian(); determineLinearBlocks(); computeBlockTemporaryTerms(no_tmp_terms); block_decomposed = true; } vector ModelTree::computeCSCColPtr(const SparseColumnMajorOrderMatrix& matrix, int ncols) { vector colptr(ncols + 1, matrix.size()); for (int k {0}, current_col {0}; const auto& [indices, d1] : matrix) { while (indices.second >= current_col) colptr[current_col++] = k; k++; } return colptr; } void ModelTree::writeAuxVarRecursiveDefinitions(ostream& output, ExprNodeOutputType output_type) const { deriv_node_temp_terms_t tef_terms; for (auto aux_equation : aux_equations) if (aux_equation->containsExternalFunction()) aux_equation->writeExternalFunctionOutput(output, output_type, {}, {}, tef_terms); for (auto aux_equation : aux_equations) { aux_equation->writeOutput(output, output_type, {}, {}, tef_terms); output << ";" << endl; } }