/* * Copyright © 2003-2019 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 #include #include #include #pragma GCC diagnostic push #pragma GCC diagnostic ignored "-Wold-style-cast" #include #pragma GCC diagnostic pop #include "DataTree.hh" void DataTree::initConstants() { Zero = AddNonNegativeConstant("0"); One = AddNonNegativeConstant("1"); Two = AddNonNegativeConstant("2"); Three = AddNonNegativeConstant("3"); MinusOne = AddUMinus(One); NaN = AddNonNegativeConstant("NaN"); Infinity = AddNonNegativeConstant("Inf"); MinusInfinity = AddUMinus(Infinity); Pi = AddNonNegativeConstant("3.141592653589793"); } DataTree::DataTree(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg, ExternalFunctionsTable &external_functions_table_arg, bool is_dynamic_arg) : symbol_table{symbol_table_arg}, num_constants{num_constants_arg}, external_functions_table{external_functions_table_arg}, is_dynamic {is_dynamic_arg} { initConstants(); } DataTree::DataTree(const DataTree &d) : symbol_table {d.symbol_table}, num_constants {d.num_constants}, external_functions_table {d.external_functions_table}, is_dynamic {d.is_dynamic}, local_variables_vector {d.local_variables_vector} { // Constants must be initialized first because they are used in some Add* methods initConstants(); for (const auto & it : d.node_list) it->clone(*this); assert(node_list.size() == d.node_list.size()); for (const auto & it : d.local_variables_table) local_variables_table[it.first] = it.second->clone(*this); } DataTree & DataTree::operator=(const DataTree &d) { assert (&symbol_table == &d.symbol_table); assert (&num_constants == &d.num_constants); assert (&external_functions_table == &d.external_functions_table); assert (is_dynamic == d.is_dynamic); num_const_node_map.clear(); variable_node_map.clear(); unary_op_node_map.clear(); binary_op_node_map.clear(); trinary_op_node_map.clear(); external_function_node_map.clear(); var_expectation_node_map.clear(); pac_expectation_node_map.clear(); first_deriv_external_function_node_map.clear(); second_deriv_external_function_node_map.clear(); node_list.clear(); // Constants must be initialized first because they are used in some Add* methods initConstants(); for (const auto & it : d.node_list) it->clone(*this); assert(node_list.size() == d.node_list.size()); local_variables_vector = d.local_variables_vector; for (const auto & it : d.local_variables_table) local_variables_table[it.first] = it.second->clone(*this); return *this; } expr_t DataTree::AddNonNegativeConstant(const string &value) { int id = num_constants.AddNonNegativeConstant(value); auto it = num_const_node_map.find(id); if (it != num_const_node_map.end()) return it->second; auto sp = make_unique(*this, node_list.size(), id); auto p = sp.get(); node_list.push_back(move(sp)); num_const_node_map[id] = p; return p; } VariableNode * DataTree::AddVariable(int symb_id, int lag) { if (lag != 0 && !is_dynamic) { cerr << "Leads/lags not authorized in this DataTree" << endl; exit(EXIT_FAILURE); } auto it = variable_node_map.find({ symb_id, lag }); if (it != variable_node_map.end()) return it->second; auto sp = make_unique(*this, node_list.size(), symb_id, lag); auto p = sp.get(); node_list.push_back(move(sp)); variable_node_map[{ symb_id, lag }] = p; return p; } VariableNode * DataTree::getVariable(int symb_id, int lag) const { auto it = variable_node_map.find({ symb_id, lag }); if (it == variable_node_map.end()) { cerr << "DataTree::getVariable: unknown variable node for symb_id=" << symb_id << " and lag=" << lag << endl; exit(EXIT_FAILURE); } return it->second; } bool DataTree::ParamUsedWithLeadLagInternal() const { for (const auto & it : variable_node_map) if (symbol_table.getType(it.first.first) == SymbolType::parameter && it.first.second != 0) return true; return false; } expr_t DataTree::AddPlus(expr_t iArg1, expr_t iArg2) { if (iArg1 != Zero && iArg2 != Zero) { // Simplify x+(-y) in x-y auto uarg2 = dynamic_cast(iArg2); if (uarg2 != nullptr && uarg2->op_code == UnaryOpcode::uminus) return AddMinus(iArg1, uarg2->arg); // Simplify (-x)+y in y-x auto uarg1 = dynamic_cast(iArg1); if (uarg1 != nullptr && uarg1->op_code == UnaryOpcode::uminus) return AddMinus(iArg2, uarg1->arg); // To treat commutativity of "+" // Nodes iArg1 and iArg2 are sorted by index if (iArg1->idx > iArg2->idx) swap(iArg1, iArg2); return AddBinaryOp(iArg1, BinaryOpcode::plus, iArg2); } else if (iArg1 != Zero) return iArg1; else if (iArg2 != Zero) return iArg2; else return Zero; } expr_t DataTree::AddMinus(expr_t iArg1, expr_t iArg2) { if (iArg2 == Zero) return iArg1; if (iArg1 == Zero) return AddUMinus(iArg2); if (iArg1 == iArg2) return Zero; return AddBinaryOp(iArg1, BinaryOpcode::minus, iArg2); } expr_t DataTree::AddUMinus(expr_t iArg1) { if (iArg1 != Zero) { // Simplify -(-x) in x auto *uarg = dynamic_cast(iArg1); if (uarg != nullptr && uarg->op_code == UnaryOpcode::uminus) return uarg->arg; return AddUnaryOp(UnaryOpcode::uminus, iArg1); } else return Zero; } expr_t DataTree::AddTimes(expr_t iArg1, expr_t iArg2) { if (iArg1 == MinusOne) return AddUMinus(iArg2); else if (iArg2 == MinusOne) return AddUMinus(iArg1); else if (iArg1 != Zero && iArg1 != One && iArg2 != Zero && iArg2 != One) { // To treat commutativity of "*" // Nodes iArg1 and iArg2 are sorted by index if (iArg1->idx > iArg2->idx) swap(iArg1, iArg2); return AddBinaryOp(iArg1, BinaryOpcode::times, iArg2); } else if (iArg1 != Zero && iArg1 != One && iArg2 == One) return iArg1; else if (iArg2 != Zero && iArg2 != One && iArg1 == One) return iArg2; else if (iArg2 == One && iArg1 == One) return One; else return Zero; } expr_t DataTree::AddDivide(expr_t iArg1, expr_t iArg2) noexcept(false) { if (iArg2 == One) return iArg1; // This test should be before the next two, otherwise 0/0 won't be rejected if (iArg2 == Zero) { cerr << "ERROR: Division by zero!" << endl; throw DivisionByZeroException(); } if (iArg1 == Zero) return Zero; if (iArg1 == iArg2) return One; return AddBinaryOp(iArg1, BinaryOpcode::divide, iArg2); } expr_t DataTree::AddLess(expr_t iArg1, expr_t iArg2) { return AddBinaryOp(iArg1, BinaryOpcode::less, iArg2); } expr_t DataTree::AddGreater(expr_t iArg1, expr_t iArg2) { return AddBinaryOp(iArg1, BinaryOpcode::greater, iArg2); } expr_t DataTree::AddLessEqual(expr_t iArg1, expr_t iArg2) { return AddBinaryOp(iArg1, BinaryOpcode::lessEqual, iArg2); } expr_t DataTree::AddGreaterEqual(expr_t iArg1, expr_t iArg2) { return AddBinaryOp(iArg1, BinaryOpcode::greaterEqual, iArg2); } expr_t DataTree::AddEqualEqual(expr_t iArg1, expr_t iArg2) { return AddBinaryOp(iArg1, BinaryOpcode::equalEqual, iArg2); } expr_t DataTree::AddDifferent(expr_t iArg1, expr_t iArg2) { return AddBinaryOp(iArg1, BinaryOpcode::different, iArg2); } expr_t DataTree::AddPower(expr_t iArg1, expr_t iArg2) { if (iArg1 != Zero && iArg2 != Zero && iArg1 != One && iArg2 != One) return AddBinaryOp(iArg1, BinaryOpcode::power, iArg2); else if (iArg1 == One) return One; else if (iArg2 == One) return iArg1; else if (iArg2 == Zero) return One; else return Zero; } expr_t DataTree::AddPowerDeriv(expr_t iArg1, expr_t iArg2, int powerDerivOrder) { assert(powerDerivOrder > 0); return AddBinaryOp(iArg1, BinaryOpcode::powerDeriv, iArg2, powerDerivOrder); } expr_t DataTree::AddDiff(expr_t iArg1) { if (iArg1->maxLead() > 0) // Issue preprocessor#21: always expand diffs with leads return AddMinus(iArg1, iArg1->decreaseLeadsLags(1)); return AddUnaryOp(UnaryOpcode::diff, iArg1); } expr_t DataTree::AddAdl(expr_t iArg1, const string &name, const vector &lags) { return AddUnaryOp(UnaryOpcode::adl, iArg1, 0, 0, 0, string(name), lags); } expr_t DataTree::AddExp(expr_t iArg1) { if (iArg1 != Zero) return AddUnaryOp(UnaryOpcode::exp, iArg1); else return One; } expr_t DataTree::AddLog(expr_t iArg1) { if (iArg1 == One) return Zero; if (iArg1 == Zero) { cerr << "ERROR: log(0) not defined!" << endl; exit(EXIT_FAILURE); } // Try to simplify log(1/x) into -log(x) auto barg1 = dynamic_cast(iArg1); if (barg1 && barg1->op_code == BinaryOpcode::divide && barg1->arg1 == One) return AddUMinus(AddLog(barg1->arg2)); return AddUnaryOp(UnaryOpcode::log, iArg1); } expr_t DataTree::AddLog10(expr_t iArg1) { if (iArg1 == One) return Zero; if (iArg1 == Zero) { cerr << "ERROR: log10(0) not defined!" << endl; exit(EXIT_FAILURE); } // Try to simplify log10(1/x) into -log10(x) auto barg1 = dynamic_cast(iArg1); if (barg1 && barg1->op_code == BinaryOpcode::divide && barg1->arg1 == One) return AddUMinus(AddLog10(barg1->arg2)); return AddUnaryOp(UnaryOpcode::log10, iArg1); } expr_t DataTree::AddCos(expr_t iArg1) { if (iArg1 != Zero) return AddUnaryOp(UnaryOpcode::cos, iArg1); else return One; } expr_t DataTree::AddSin(expr_t iArg1) { if (iArg1 != Zero) return AddUnaryOp(UnaryOpcode::sin, iArg1); else return Zero; } expr_t DataTree::AddTan(expr_t iArg1) { if (iArg1 != Zero) return AddUnaryOp(UnaryOpcode::tan, iArg1); else return Zero; } expr_t DataTree::AddAcos(expr_t iArg1) { if (iArg1 != One) return AddUnaryOp(UnaryOpcode::acos, iArg1); else return Zero; } expr_t DataTree::AddAsin(expr_t iArg1) { if (iArg1 != Zero) return AddUnaryOp(UnaryOpcode::asin, iArg1); else return Zero; } expr_t DataTree::AddAtan(expr_t iArg1) { if (iArg1 != Zero) return AddUnaryOp(UnaryOpcode::atan, iArg1); else return Zero; } expr_t DataTree::AddCosh(expr_t iArg1) { if (iArg1 != Zero) return AddUnaryOp(UnaryOpcode::cosh, iArg1); else return One; } expr_t DataTree::AddSinh(expr_t iArg1) { if (iArg1 != Zero) return AddUnaryOp(UnaryOpcode::sinh, iArg1); else return Zero; } expr_t DataTree::AddTanh(expr_t iArg1) { if (iArg1 != Zero) return AddUnaryOp(UnaryOpcode::tanh, iArg1); else return Zero; } expr_t DataTree::AddAcosh(expr_t iArg1) { if (iArg1 != One) return AddUnaryOp(UnaryOpcode::acosh, iArg1); else return Zero; } expr_t DataTree::AddAsinh(expr_t iArg1) { if (iArg1 != Zero) return AddUnaryOp(UnaryOpcode::asinh, iArg1); else return Zero; } expr_t DataTree::AddAtanh(expr_t iArg1) { if (iArg1 != Zero) return AddUnaryOp(UnaryOpcode::atanh, iArg1); else return Zero; } expr_t DataTree::AddSqrt(expr_t iArg1) { if (iArg1 != Zero) return AddUnaryOp(UnaryOpcode::sqrt, iArg1); else return Zero; } expr_t DataTree::AddCbrt(expr_t iArg1) { if (iArg1 == Zero) return Zero; else if (iArg1 == One) return One; else return AddUnaryOp(UnaryOpcode::cbrt, iArg1); } expr_t DataTree::AddAbs(expr_t iArg1) { if (iArg1 == Zero) return Zero; if (iArg1 == One) return One; else return AddUnaryOp(UnaryOpcode::abs, iArg1); } expr_t DataTree::AddSign(expr_t iArg1) { if (iArg1 == Zero) return Zero; if (iArg1 == One) return One; else return AddUnaryOp(UnaryOpcode::sign, iArg1); } expr_t DataTree::AddErf(expr_t iArg1) { if (iArg1 != Zero) return AddUnaryOp(UnaryOpcode::erf, iArg1); else return Zero; } expr_t DataTree::AddMax(expr_t iArg1, expr_t iArg2) { return AddBinaryOp(iArg1, BinaryOpcode::max, iArg2); } expr_t DataTree::AddMin(expr_t iArg1, expr_t iArg2) { return AddBinaryOp(iArg1, BinaryOpcode::min, iArg2); } expr_t DataTree::AddNormcdf(expr_t iArg1, expr_t iArg2, expr_t iArg3) { return AddTrinaryOp(iArg1, TrinaryOpcode::normcdf, iArg2, iArg3); } expr_t DataTree::AddNormpdf(expr_t iArg1, expr_t iArg2, expr_t iArg3) { return AddTrinaryOp(iArg1, TrinaryOpcode::normpdf, iArg2, iArg3); } expr_t DataTree::AddSteadyState(expr_t iArg1) { return AddUnaryOp(UnaryOpcode::steadyState, iArg1); } expr_t DataTree::AddSteadyStateParamDeriv(expr_t iArg1, int param_symb_id) { return AddUnaryOp(UnaryOpcode::steadyStateParamDeriv, iArg1, 0, param_symb_id); } expr_t DataTree::AddSteadyStateParam2ndDeriv(expr_t iArg1, int param1_symb_id, int param2_symb_id) { return AddUnaryOp(UnaryOpcode::steadyStateParam2ndDeriv, iArg1, 0, param1_symb_id, param2_symb_id); } expr_t DataTree::AddExpectation(int iArg1, expr_t iArg2) { return AddUnaryOp(UnaryOpcode::expectation, iArg2, iArg1); } expr_t DataTree::AddVarExpectation(const string &model_name) { auto it = var_expectation_node_map.find(model_name); if (it != var_expectation_node_map.end()) return it->second; auto sp = make_unique(*this, node_list.size(), model_name); auto p = sp.get(); node_list.push_back(move(sp)); var_expectation_node_map[model_name] = p; return p; } expr_t DataTree::AddPacExpectation(const string &model_name) { auto it = pac_expectation_node_map.find(model_name); if (it != pac_expectation_node_map.end()) return it->second; auto sp = make_unique(*this, node_list.size(), model_name); auto p = sp.get(); node_list.push_back(move(sp)); pac_expectation_node_map[model_name] = p; return p; } expr_t DataTree::AddEqual(expr_t iArg1, expr_t iArg2) { return AddBinaryOp(iArg1, BinaryOpcode::equal, iArg2); } void DataTree::AddLocalVariable(int symb_id, expr_t value) noexcept(false) { assert(symbol_table.getType(symb_id) == SymbolType::modelLocalVariable); // Throw an exception if symbol already declared auto it = local_variables_table.find(symb_id); if (it != local_variables_table.end()) throw LocalVariableException(symbol_table.getName(symb_id)); local_variables_table[symb_id] = value; local_variables_vector.push_back(symb_id); } expr_t DataTree::AddExternalFunction(int symb_id, const vector &arguments) { assert(symbol_table.getType(symb_id) == SymbolType::externalFunction); auto it = external_function_node_map.find({ arguments, symb_id }); if (it != external_function_node_map.end()) return it->second; auto sp = make_unique(*this, node_list.size(), symb_id, arguments); auto p = sp.get(); node_list.push_back(move(sp)); external_function_node_map[{ arguments, symb_id }] = p; return p; } expr_t DataTree::AddFirstDerivExternalFunction(int top_level_symb_id, const vector &arguments, int input_index) { assert(symbol_table.getType(top_level_symb_id) == SymbolType::externalFunction); auto it = first_deriv_external_function_node_map.find({ arguments, input_index, top_level_symb_id }); if (it != first_deriv_external_function_node_map.end()) return it->second; auto sp = make_unique(*this, node_list.size(), top_level_symb_id, arguments, input_index); auto p = sp.get(); node_list.push_back(move(sp)); first_deriv_external_function_node_map[{ arguments, input_index, top_level_symb_id }] = p; return p; } expr_t DataTree::AddSecondDerivExternalFunction(int top_level_symb_id, const vector &arguments, int input_index1, int input_index2) { assert(symbol_table.getType(top_level_symb_id) == SymbolType::externalFunction); auto it = second_deriv_external_function_node_map.find({ arguments, input_index1, input_index2, top_level_symb_id }); if (it != second_deriv_external_function_node_map.end()) return it->second; auto sp = make_unique(*this, node_list.size(), top_level_symb_id, arguments, input_index1, input_index2); auto p = sp.get(); node_list.push_back(move(sp)); second_deriv_external_function_node_map[{ arguments, input_index1, input_index2, top_level_symb_id }] = p; return p; } bool DataTree::isSymbolUsed(int symb_id) const { for (const auto & it : variable_node_map) if (it.first.first == symb_id) return true; if (local_variables_table.find(symb_id) != local_variables_table.end()) return true; return false; } int DataTree::getDerivID(int symb_id, int lag) const noexcept(false) { throw UnknownDerivIDException(); } SymbolType DataTree::getTypeByDerivID(int deriv_id) const noexcept(false) { throw UnknownDerivIDException(); } int DataTree::getLagByDerivID(int deriv_id) const noexcept(false) { throw UnknownDerivIDException(); } int DataTree::getSymbIDByDerivID(int deriv_id) const noexcept(false) { throw UnknownDerivIDException(); } void DataTree::addAllParamDerivId(set &deriv_id_set) { } int DataTree::getDynJacobianCol(int deriv_id) const noexcept(false) { throw UnknownDerivIDException(); } bool DataTree::isUnaryOpUsed(UnaryOpcode opcode) const { for (const auto & it : unary_op_node_map) if (get<1>(it.first) == opcode) return true; return false; } bool DataTree::isUnaryOpUsedOnType(SymbolType type, UnaryOpcode opcode) const { set var; for (const auto & it : unary_op_node_map) if (get<1>(it.first) == opcode) { it.second->collectVariables(type, var); if (!var.empty()) return true; } return false; } bool DataTree::isBinaryOpUsed(BinaryOpcode opcode) const { for (const auto & it : binary_op_node_map) if (get<2>(it.first) == opcode) return true; return false; } bool DataTree::isBinaryOpUsedOnType(SymbolType type, BinaryOpcode opcode) const { set var; for (const auto & it : binary_op_node_map) if (get<2>(it.first) == opcode) { it.second->collectVariables(type, var); if (!var.empty()) return true; } return false; } bool DataTree::isTrinaryOpUsed(TrinaryOpcode opcode) const { for (const auto & it : trinary_op_node_map) if (get<3>(it.first) == opcode) return true; return false; } bool DataTree::isExternalFunctionUsed(int symb_id) const { for (const auto & it : external_function_node_map) if (it.first.second == symb_id) return true; return false; } bool DataTree::isFirstDerivExternalFunctionUsed(int symb_id) const { for (const auto & it : first_deriv_external_function_node_map) if (get<2>(it.first) == symb_id) return true; return false; } bool DataTree::isSecondDerivExternalFunctionUsed(int symb_id) const { for (const auto & it : second_deriv_external_function_node_map) if (get<3>(it.first) == symb_id) return true; return false; } int DataTree::minLagForSymbol(int symb_id) const { int r = 0; for (const auto & it : variable_node_map) if (it.first.first == symb_id && it.first.second < r) r = it.first.second; return r; } void DataTree::writePowerDerivCHeader(ostream &output) const { if (isBinaryOpUsed(BinaryOpcode::powerDeriv)) output << "double getPowerDeriv(double, double, int);" << endl; } void DataTree::writePowerDeriv(ostream &output) const { if (isBinaryOpUsed(BinaryOpcode::powerDeriv)) output << "/*" << endl << " * The k-th derivative of x^p" << endl << " */" << endl << "double getPowerDeriv(double x, double p, int k)" << endl << "{" << endl << "#ifdef _MSC_VER" << endl << "# define nearbyint(x) (fabs((x)-floor(x)) < fabs((x)-ceil(x)) ? floor(x) : ceil(x))" << endl << "#endif" << endl << " if ( fabs(x) < " << near_zero << " && p > 0 && k > p && fabs(p-nearbyint(p)) < " << near_zero << " )" << endl << " return 0.0;" << endl << " else" << endl << " {" << endl << " int i = 0;" << endl << " double dxp = pow(x, p-k);" << endl << " for (; i