/* * Copyright (C) 2003-2010 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 #include #include #include #include "StaticModel.hh" // For mkdir() and chdir() #ifdef _WIN32 # include #else # include # include # include #endif StaticModel::StaticModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg, ExternalFunctionsTable &external_functions_table_arg) : ModelTree(symbol_table_arg, num_constants_arg, external_functions_table_arg), global_temporary_terms(true), cutoff(1e-15), mfs(0) { } void StaticModel::compileDerivative(ofstream &code_file, unsigned int &instruction_number, int eq, int symb_id, map_idx_t &map_idx) const { first_derivatives_t::const_iterator it = first_derivatives.find(make_pair(eq, symbol_table.getID(eEndogenous, symb_id))); if (it != first_derivatives.end()) (it->second)->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false); else { FLDZ_ fldz; fldz.write(code_file, instruction_number); } } void StaticModel::compileChainRuleDerivative(ofstream &code_file, unsigned int &instruction_number, int eqr, int varr, int lag, map_idx_t &map_idx) const { map >, expr_t>::const_iterator it = first_chain_rule_derivatives.find(make_pair(eqr, make_pair(varr, lag))); if (it != first_chain_rule_derivatives.end()) (it->second)->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false); else { FLDZ_ fldz; fldz.write(code_file, instruction_number); } } void StaticModel::initializeVariablesAndEquations() { for(int j = 0; j < equation_number(); j++) { equation_reordered.push_back(j); variable_reordered.push_back(j); } } void StaticModel::computeTemporaryTermsOrdered() { map > first_occurence; map reference_count; BinaryOpNode *eq_node; first_derivatives_t::const_iterator it; first_chain_rule_derivatives_t::const_iterator it_chr; ostringstream tmp_s; v_temporary_terms.clear(); map_idx.clear(); unsigned int nb_blocks = getNbBlocks(); v_temporary_terms = vector< vector >(nb_blocks); v_temporary_terms_inuse = vector(nb_blocks); temporary_terms.clear(); if (!global_temporary_terms) { for (unsigned int block = 0; block < nb_blocks; block++) { reference_count.clear(); temporary_terms.clear(); unsigned int block_size = getBlockSize(block); unsigned int block_nb_mfs = getBlockMfs(block); unsigned int block_nb_recursives = block_size - block_nb_mfs; v_temporary_terms[block] = vector(block_size); for (unsigned int i = 0; i < block_size; i++) { if (i < block_nb_recursives && isBlockEquationRenormalized(block, i)) getBlockEquationRenormalizedExpr(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, i); else { eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i); eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, i); } } for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++) { expr_t id = it->second.second; id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1); } set temporary_terms_in_use; temporary_terms_in_use.clear(); v_temporary_terms_inuse[block] = temporary_terms_in_use; } } else { for (unsigned int block = 0; block < nb_blocks; block++) { // Compute the temporary terms reordered unsigned int block_size = getBlockSize(block); unsigned int block_nb_mfs = getBlockMfs(block); unsigned int block_nb_recursives = block_size - block_nb_mfs; v_temporary_terms[block] = vector(block_size); for (unsigned int i = 0; i < block_size; i++) { if (i < block_nb_recursives && isBlockEquationRenormalized(block, i)) getBlockEquationRenormalizedExpr(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, i); else { eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i); eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, i); } } for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++) { expr_t id = it->second.second; id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1); } } for (unsigned int block = 0; block < nb_blocks; block++) { // Collecte the temporary terms reordered unsigned int block_size = getBlockSize(block); unsigned int block_nb_mfs = getBlockMfs(block); unsigned int block_nb_recursives = block_size - block_nb_mfs; set temporary_terms_in_use; for (unsigned int i = 0; i < block_size; i++) { if (i < block_nb_recursives && isBlockEquationRenormalized(block, i)) getBlockEquationRenormalizedExpr(block, i)->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block); else { eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i); eq_node->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block); } } for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++) { expr_t id = it->second.second; id->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block); } for (int i = 0; i < (int) getBlockSize(block); i++) for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin(); it != v_temporary_terms[block][i].end(); it++) (*it)->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block); v_temporary_terms_inuse[block] = temporary_terms_in_use; } computeTemporaryTermsMapping(); } } void StaticModel::computeTemporaryTermsMapping() { // Add a mapping form node ID to temporary terms order int j = 0; for (temporary_terms_t::const_iterator it = temporary_terms.begin(); it != temporary_terms.end(); it++) map_idx[(*it)->idx] = j++; } void StaticModel::writeModelEquationsOrdered_M(const string &static_basename) const { string tmp_s, sps; ostringstream tmp_output, tmp1_output, global_output; expr_t lhs = NULL, rhs = NULL; BinaryOpNode *eq_node; map reference_count; temporary_terms_t local_temporary_terms; ofstream output; int nze; vector feedback_variables; ExprNodeOutputType local_output_type; local_output_type = oMatlabStaticModelSparse; if (global_temporary_terms) local_temporary_terms = temporary_terms; //---------------------------------------------------------------------- //For each block for (unsigned int block = 0; block < getNbBlocks(); block++) { //recursive_variables.clear(); feedback_variables.clear(); //For a block composed of a single equation determines wether we have to evaluate or to solve the equation nze = derivative_endo[block].size(); BlockSimulationType simulation_type = getBlockSimulationType(block); unsigned int block_size = getBlockSize(block); unsigned int block_mfs = getBlockMfs(block); unsigned int block_recursive = block_size - block_mfs; tmp1_output.str(""); tmp1_output << static_basename << "_" << block+1 << ".m"; output.open(tmp1_output.str().c_str(), ios::out | ios::binary); output << "%\n"; output << "% " << tmp1_output.str() << " : Computes static model for Dynare\n"; output << "%\n"; output << "% Warning : this file is generated automatically by Dynare\n"; output << "% from model file (.mod)\n\n"; output << "%/\n"; if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD) output << "function y = " << static_basename << "_" << block+1 << "(y, x, params)\n"; else output << "function [residual, y, g1] = " << static_basename << "_" << block+1 << "(y, x, params)\n"; BlockType block_type; if (simulation_type == SOLVE_FORWARD_COMPLETE || simulation_type == SOLVE_BACKWARD_COMPLETE) block_type = SIMULTANS; else if ((simulation_type == SOLVE_FORWARD_SIMPLE || simulation_type == SOLVE_BACKWARD_SIMPLE || simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD) && getBlockFirstEquation(block) < prologue) block_type = PROLOGUE; else if ((simulation_type == SOLVE_FORWARD_SIMPLE || simulation_type == SOLVE_BACKWARD_SIMPLE || simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD) && getBlockFirstEquation(block) >= equations.size() - epilogue) block_type = EPILOGUE; else block_type = SIMULTANS; output << " % ////////////////////////////////////////////////////////////////////////" << endl << " % //" << string(" Block ").substr(int (log10(block + 1))) << block + 1 << " " << BlockType0(block_type) << " //" << endl << " % // Simulation type " << BlockSim(simulation_type) << " //" << endl << " % ////////////////////////////////////////////////////////////////////////" << endl; output << " global options_;" << endl; //The Temporary terms if (simulation_type != EVALUATE_BACKWARD && simulation_type != EVALUATE_FORWARD) output << " g1 = zeros(" << block_mfs << ", " << block_mfs << ");" << endl; if (v_temporary_terms_inuse[block].size()) { tmp_output.str(""); for (temporary_terms_inuse_t::const_iterator it = v_temporary_terms_inuse[block].begin(); it != v_temporary_terms_inuse[block].end(); it++) tmp_output << " T" << *it; output << " global" << tmp_output.str() << ";\n"; } if (simulation_type != EVALUATE_BACKWARD && simulation_type != EVALUATE_FORWARD) output << " residual=zeros(" << block_mfs << ",1);\n"; // The equations for (unsigned int i = 0; i < block_size; i++) { if (!global_temporary_terms) local_temporary_terms = v_temporary_terms[block][i]; temporary_terms_t tt2; tt2.clear(); if (v_temporary_terms[block].size()) { output << " " << "% //Temporary variables" << endl; for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin(); it != v_temporary_terms[block][i].end(); it++) { output << " " << sps; (*it)->writeOutput(output, local_output_type, local_temporary_terms); output << " = "; (*it)->writeOutput(output, local_output_type, tt2); // Insert current node into tt2 tt2.insert(*it); output << ";" << endl; } } int variable_ID = getBlockVariableID(block, i); int equation_ID = getBlockEquationID(block, i); EquationType equ_type = getBlockEquationType(block, i); string sModel = symbol_table.getName(symbol_table.getID(eEndogenous, variable_ID)); eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i); lhs = eq_node->get_arg1(); rhs = eq_node->get_arg2(); tmp_output.str(""); lhs->writeOutput(tmp_output, local_output_type, local_temporary_terms); switch (simulation_type) { case EVALUATE_BACKWARD: case EVALUATE_FORWARD: evaluation: output << " % equation " << getBlockEquationID(block, i)+1 << " variable : " << sModel << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << endl; output << " "; if (equ_type == E_EVALUATE) { output << tmp_output.str(); output << " = "; rhs->writeOutput(output, local_output_type, local_temporary_terms); } else if (equ_type == E_EVALUATE_S) { output << "%" << tmp_output.str(); output << " = "; if (isBlockEquationRenormalized(block, i)) { rhs->writeOutput(output, local_output_type, local_temporary_terms); output << "\n "; tmp_output.str(""); eq_node = (BinaryOpNode *) getBlockEquationRenormalizedExpr(block, i); lhs = eq_node->get_arg1(); rhs = eq_node->get_arg2(); lhs->writeOutput(output, local_output_type, local_temporary_terms); output << " = "; rhs->writeOutput(output, local_output_type, local_temporary_terms); } } else { cerr << "Type missmatch for equation " << equation_ID+1 << "\n"; exit(EXIT_FAILURE); } output << ";\n"; break; case SOLVE_BACKWARD_SIMPLE: case SOLVE_FORWARD_SIMPLE: case SOLVE_BACKWARD_COMPLETE: case SOLVE_FORWARD_COMPLETE: if (i < block_recursive) goto evaluation; feedback_variables.push_back(variable_ID); output << " % equation " << equation_ID+1 << " variable : " << sModel << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << endl; output << " " << "residual(" << i+1-block_recursive << ") = ("; goto end; default: end: output << tmp_output.str(); output << ") - ("; rhs->writeOutput(output, local_output_type, local_temporary_terms); output << ");\n"; } } // The Jacobian if we have to solve the block if (simulation_type == SOLVE_BACKWARD_SIMPLE || simulation_type == SOLVE_FORWARD_SIMPLE || simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE) output << " " << sps << "% Jacobian " << endl; switch (simulation_type) { case SOLVE_BACKWARD_SIMPLE: case SOLVE_FORWARD_SIMPLE: case SOLVE_BACKWARD_COMPLETE: case SOLVE_FORWARD_COMPLETE: for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++) { unsigned int eq = it->first.first; unsigned int var = it->first.second; unsigned int eqr = getBlockEquationID(block, eq); unsigned int varr = getBlockVariableID(block, var); expr_t id = it->second.second; output << " g1(" << eq+1-block_recursive << ", " << var+1-block_recursive << ") = "; id->writeOutput(output, local_output_type, local_temporary_terms); output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr)) << "(" << 0 << ") " << varr+1 << ", equation=" << eqr+1 << endl; } break; default: break; } output.close(); } } void StaticModel::writeModelEquationsCode(const string file_name, const string bin_basename, map_idx_t map_idx) const { ostringstream tmp_output; ofstream code_file; unsigned int instruction_number = 0; bool file_open = false; string main_name = file_name; main_name += ".cod"; code_file.open(main_name.c_str(), ios::out | ios::binary | ios::ate); if (!code_file.is_open()) { cout << "Error : Can't open file \"" << main_name << "\" for writing\n"; exit(EXIT_FAILURE); } int count_u; int u_count_int = 0; Write_Inf_To_Bin_File(file_name, u_count_int, file_open, false, symbol_table.endo_nbr()); file_open = true; //Temporary variables declaration FDIMT_ fdimt(temporary_terms.size()); fdimt.write(code_file, instruction_number); FBEGINBLOCK_ fbeginblock(symbol_table.endo_nbr(), SOLVE_FORWARD_COMPLETE, 0, symbol_table.endo_nbr(), variable_reordered, equation_reordered, false, symbol_table.endo_nbr(), 0, 0, u_count_int, symbol_table.endo_nbr() ); fbeginblock.write(code_file, instruction_number); // Add a mapping form node ID to temporary terms order int j = 0; for (temporary_terms_t::const_iterator it = temporary_terms.begin(); it != temporary_terms.end(); it++) map_idx[(*it)->idx] = j++; compileTemporaryTerms(code_file, instruction_number, temporary_terms, map_idx, false, false); compileModelEquations(code_file, instruction_number, temporary_terms, map_idx, false, false); FENDEQU_ fendequ; fendequ.write(code_file, instruction_number); vector > > derivatives; derivatives.resize(symbol_table.endo_nbr()); count_u = symbol_table.endo_nbr(); for (first_derivatives_t::const_iterator it = first_derivatives.begin(); it != first_derivatives.end(); it++) { int deriv_id = it->first.second; if (getTypeByDerivID(deriv_id) == eEndogenous) { expr_t d1 = it->second; unsigned int eq = it->first.first; int symb = getSymbIDByDerivID(deriv_id); unsigned int var = symbol_table.getTypeSpecificID(symb); FNUMEXPR_ fnumexpr(FirstEndoDerivative, eq, var); fnumexpr.write(code_file, instruction_number); if (!derivatives[eq].size()) derivatives[eq].clear(); derivatives[eq].push_back(make_pair(var, count_u)); d1->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false); FSTPSU_ fstpsu(count_u); fstpsu.write(code_file, instruction_number); count_u++; } } for (int i = 0; i < symbol_table.endo_nbr(); i++) { FLDR_ fldr(i); fldr.write(code_file, instruction_number); for(vector >::const_iterator it = derivatives[i].begin(); it != derivatives[i].end(); it++) { FLDSU_ fldsu(it->second); fldsu.write(code_file, instruction_number); FLDSV_ fldsv(eEndogenous, it->first); fldsv.write(code_file, instruction_number); FBINARY_ fbinary(oTimes); fbinary.write(code_file, instruction_number); if (it != derivatives[i].begin()) { FBINARY_ fbinary(oPlus); fbinary.write(code_file, instruction_number); } } FBINARY_ fbinary(oMinus); fbinary.write(code_file, instruction_number); FSTPSU_ fstpsu(i); fstpsu.write(code_file, instruction_number); } FENDBLOCK_ fendblock; fendblock.write(code_file, instruction_number); FEND_ fend; fend.write(code_file, instruction_number); code_file.close(); } void StaticModel::writeModelEquationsCode_Block(const string file_name, const string bin_basename, map_idx_t map_idx) const { struct Uff_l { int u, var, lag; Uff_l *pNext; }; struct Uff { Uff_l *Ufl, *Ufl_First; }; int i, v; string tmp_s; ostringstream tmp_output; ofstream code_file; unsigned int instruction_number = 0; expr_t lhs = NULL, rhs = NULL; BinaryOpNode *eq_node; Uff Uf[symbol_table.endo_nbr()]; map reference_count; vector feedback_variables; bool file_open = false; string main_name = file_name; main_name += ".cod"; code_file.open(main_name.c_str(), ios::out | ios::binary | ios::ate); if (!code_file.is_open()) { cout << "Error : Can't open file \"" << main_name << "\" for writing\n"; exit(EXIT_FAILURE); } //Temporary variables declaration FDIMT_ fdimt(temporary_terms.size()); fdimt.write(code_file, instruction_number); for (unsigned int block = 0; block < getNbBlocks(); block++) { feedback_variables.clear(); if (block > 0) { FENDBLOCK_ fendblock; fendblock.write(code_file, instruction_number); } int count_u; int u_count_int = 0; BlockSimulationType simulation_type = getBlockSimulationType(block); unsigned int block_size = getBlockSize(block); unsigned int block_mfs = getBlockMfs(block); unsigned int block_recursive = block_size - block_mfs; if (simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE) { Write_Inf_To_Bin_File_Block(file_name, bin_basename, block, u_count_int, file_open); file_open = true; } FBEGINBLOCK_ fbeginblock(block_mfs, simulation_type, getBlockFirstEquation(block), block_size, variable_reordered, equation_reordered, blocks_linear[block], symbol_table.endo_nbr(), 0, 0, u_count_int, symbol_table.endo_nbr() ); fbeginblock.write(code_file, instruction_number); // The equations for (i = 0; i < (int) block_size; i++) { //The Temporary terms temporary_terms_t tt2; tt2.clear(); if (v_temporary_terms[block].size()) { for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin(); it != v_temporary_terms[block][i].end(); it++) { FNUMEXPR_ fnumexpr(TemporaryTerm, (int)(map_idx.find((*it)->idx)->second)); fnumexpr.write(code_file, instruction_number); (*it)->compile(code_file, instruction_number, false, tt2, map_idx, false, false); FSTPST_ fstpst((int)(map_idx.find((*it)->idx)->second)); fstpst.write(code_file, instruction_number); // Insert current node into tt2 tt2.insert(*it); } } int variable_ID, equation_ID; EquationType equ_type; switch (simulation_type) { evaluation: case EVALUATE_BACKWARD: case EVALUATE_FORWARD: equ_type = getBlockEquationType(block, i); { FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i)); fnumexpr.write(code_file, instruction_number); } if (equ_type == E_EVALUATE) { eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i); lhs = eq_node->get_arg1(); rhs = eq_node->get_arg2(); rhs->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false); lhs->compile(code_file, instruction_number, true, temporary_terms, map_idx, false, false); } else if (equ_type == E_EVALUATE_S) { eq_node = (BinaryOpNode *) getBlockEquationRenormalizedExpr(block, i); lhs = eq_node->get_arg1(); rhs = eq_node->get_arg2(); rhs->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false); lhs->compile(code_file, instruction_number, true, temporary_terms, map_idx, false, false); } break; case SOLVE_BACKWARD_COMPLETE: case SOLVE_FORWARD_COMPLETE: if (i < (int) block_recursive) goto evaluation; variable_ID = getBlockVariableID(block, i); equation_ID = getBlockEquationID(block, i); feedback_variables.push_back(variable_ID); Uf[equation_ID].Ufl = NULL; goto end; default: end: FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i)); fnumexpr.write(code_file, instruction_number); eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i); lhs = eq_node->get_arg1(); rhs = eq_node->get_arg2(); lhs->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false); rhs->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false); FBINARY_ fbinary(oMinus); fbinary.write(code_file, instruction_number); FSTPR_ fstpr(i - block_recursive); fstpr.write(code_file, instruction_number); } } FENDEQU_ fendequ; fendequ.write(code_file, instruction_number); // The Jacobian if we have to solve the block if (simulation_type != EVALUATE_BACKWARD && simulation_type != EVALUATE_FORWARD) { switch (simulation_type) { case SOLVE_BACKWARD_SIMPLE: case SOLVE_FORWARD_SIMPLE: { FNUMEXPR_ fnumexpr(FirstEndoDerivative, 0, 0); fnumexpr.write(code_file, instruction_number); } compileDerivative(code_file, instruction_number, getBlockEquationID(block, 0), getBlockVariableID(block, 0), map_idx); { FSTPG_ fstpg(0); fstpg.write(code_file, instruction_number); } break; case SOLVE_BACKWARD_COMPLETE: case SOLVE_FORWARD_COMPLETE: count_u = feedback_variables.size(); for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++) { unsigned int eq = it->first.first; unsigned int var = it->first.second; unsigned int eqr = getBlockEquationID(block, eq); unsigned int varr = getBlockVariableID(block, var); if (eq >= block_recursive && var >= block_recursive) { if (!Uf[eqr].Ufl) { Uf[eqr].Ufl = (Uff_l *) malloc(sizeof(Uff_l)); Uf[eqr].Ufl_First = Uf[eqr].Ufl; } else { Uf[eqr].Ufl->pNext = (Uff_l *) malloc(sizeof(Uff_l)); Uf[eqr].Ufl = Uf[eqr].Ufl->pNext; } Uf[eqr].Ufl->pNext = NULL; Uf[eqr].Ufl->u = count_u; Uf[eqr].Ufl->var = varr; FNUMEXPR_ fnumexpr(FirstEndoDerivative, eqr, varr); fnumexpr.write(code_file, instruction_number); compileChainRuleDerivative(code_file, instruction_number, eqr, varr, 0, map_idx); FSTPSU_ fstpsu(count_u); fstpsu.write(code_file, instruction_number); count_u++; } } for (i = 0; i < (int) block_size; i++) { if (i >= (int) block_recursive) { FLDR_ fldr(i-block_recursive); fldr.write(code_file, instruction_number); FLDZ_ fldz; fldz.write(code_file, instruction_number); v = getBlockEquationID(block, i); for (Uf[v].Ufl = Uf[v].Ufl_First; Uf[v].Ufl; Uf[v].Ufl = Uf[v].Ufl->pNext) { FLDSU_ fldsu(Uf[v].Ufl->u); fldsu.write(code_file, instruction_number); FLDSV_ fldsv(eEndogenous, Uf[v].Ufl->var); fldsv.write(code_file, instruction_number); FBINARY_ fbinary(oTimes); fbinary.write(code_file, instruction_number); FCUML_ fcuml; fcuml.write(code_file, instruction_number); } Uf[v].Ufl = Uf[v].Ufl_First; while (Uf[v].Ufl) { Uf[v].Ufl_First = Uf[v].Ufl->pNext; free(Uf[v].Ufl); Uf[v].Ufl = Uf[v].Ufl_First; } FBINARY_ fbinary(oMinus); fbinary.write(code_file, instruction_number); FSTPSU_ fstpsu(i - block_recursive); fstpsu.write(code_file, instruction_number); } } break; default: break; } } } FENDBLOCK_ fendblock; fendblock.write(code_file, instruction_number); FEND_ fend; fend.write(code_file, instruction_number); code_file.close(); } void StaticModel::Write_Inf_To_Bin_File_Block(const string &static_basename, const string &bin_basename, const int &num, int &u_count_int, bool &file_open) const { int j; std::ofstream SaveCode; if (file_open) SaveCode.open((bin_basename + "_static.bin").c_str(), ios::out | ios::in | ios::binary | ios::ate); else SaveCode.open((bin_basename + "_static.bin").c_str(), ios::out | ios::binary); if (!SaveCode.is_open()) { cout << "Error : Can't open file \"" << bin_basename << "_static.bin\" for writing\n"; exit(EXIT_FAILURE); } u_count_int = 0; unsigned int block_size = getBlockSize(num); unsigned int block_mfs = getBlockMfs(num); unsigned int block_recursive = block_size - block_mfs; for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[num].begin(); it != (blocks_derivatives[num]).end(); it++) { unsigned int eq = it->first.first; unsigned int var = it->first.second; int lag = 0; if (eq >= block_recursive && var >= block_recursive) { int v = eq - block_recursive; SaveCode.write(reinterpret_cast(&v), sizeof(v)); int varr = var - block_recursive; SaveCode.write(reinterpret_cast(&varr), sizeof(varr)); SaveCode.write(reinterpret_cast(&lag), sizeof(lag)); int u = u_count_int + block_mfs; SaveCode.write(reinterpret_cast(&u), sizeof(u)); u_count_int++; } } for (j = block_recursive; j < (int) block_size; j++) { unsigned int varr = getBlockVariableID(num, j); SaveCode.write(reinterpret_cast(&varr), sizeof(varr)); } for (j = block_recursive; j < (int) block_size; j++) { unsigned int eqr = getBlockEquationID(num, j); SaveCode.write(reinterpret_cast(&eqr), sizeof(eqr)); } SaveCode.close(); } map >, expr_t> StaticModel::collect_first_order_derivatives_endogenous() { map >, expr_t> endo_derivatives; for (first_derivatives_t::iterator it2 = first_derivatives.begin(); it2 != first_derivatives.end(); it2++) { if (getTypeByDerivID(it2->first.second) == eEndogenous) { int eq = it2->first.first; int var = symbol_table.getTypeSpecificID(it2->first.second); int lag = 0; endo_derivatives[make_pair(eq, make_pair(var, lag))] = it2->second; } } return endo_derivatives; } void StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms, bool hessian, bool block, bool bytecode) { // Compute derivatives w.r. to all endogenous, and possibly exogenous and exogenous deterministic set vars; for (int i = 0; i < symbol_table.endo_nbr(); i++) vars.insert(symbol_table.getID(eEndogenous, i)); // Launch computations cout << "Computing static model derivatives:" << endl << " - order 1" << endl; first_derivatives.clear(); computeJacobian(vars); if (hessian) { cout << " - order 2" << endl; computeHessian(vars); } if (block) { jacob_map_t contemporaneous_jacobian, static_jacobian; vector n_static, n_forward, n_backward, n_mixed; // for each block contains pair vector > blocks; evaluateAndReduceJacobian(eval_context, contemporaneous_jacobian, static_jacobian, dynamic_jacobian, cutoff, false); computeNonSingularNormalization(contemporaneous_jacobian, cutoff, static_jacobian, dynamic_jacobian); computePrologueAndEpilogue(static_jacobian, equation_reordered, variable_reordered); map >, expr_t> first_order_endo_derivatives = collect_first_order_derivatives_endogenous(); equation_type_and_normalized_equation = equationTypeDetermination(first_order_endo_derivatives, variable_reordered, equation_reordered, mfs); cout << "Finding the optimal block decomposition of the model ...\n"; lag_lead_vector_t equation_lag_lead, variable_lag_lead; computeBlockDecompositionAndFeedbackVariablesForEachBlock(static_jacobian, dynamic_jacobian, equation_reordered, variable_reordered, blocks, equation_type_and_normalized_equation, false, false, mfs, inv_equation_reordered, inv_variable_reordered, equation_lag_lead, variable_lag_lead, n_static, n_forward, n_backward, n_mixed); block_type_firstequation_size_mfs = reduceBlocksAndTypeDetermination(dynamic_jacobian, blocks, equation_type_and_normalized_equation, variable_reordered, equation_reordered, n_static, n_forward, n_backward, n_mixed, block_col_type); printBlockDecomposition(blocks); computeChainRuleJacobian(blocks_derivatives); blocks_linear = BlockLinear(blocks_derivatives, variable_reordered); collect_block_first_order_derivatives(); global_temporary_terms = true; if (!no_tmp_terms) computeTemporaryTermsOrdered(); } else { if (!no_tmp_terms) { computeTemporaryTerms(true); if (bytecode) computeTemporaryTermsMapping(); } } } void StaticModel::writeStaticMFile(const string &func_name) const { // Writing comments and function definition command string filename = func_name + "_static.m"; ofstream output; output.open(filename.c_str(), ios::out | ios::binary); if (!output.is_open()) { cerr << "ERROR: Can't open file " << filename << " for writing" << endl; exit(EXIT_FAILURE); } output << "function [residual, g1, g2] = " << func_name + "_static(y, x, params)" << endl << "%" << endl << "% Status : Computes static model for Dynare" << endl << "%" << endl << "% Warning : this file is generated automatically by Dynare" << endl << "% from model file (.mod)" << endl << endl << "residual = zeros( " << equations.size() << ", 1);" << endl << endl << "%" << endl << "% Model equations" << endl << "%" << endl << endl; writeModelLocalVariables(output, oMatlabStaticModel); writeTemporaryTerms(temporary_terms, output, oMatlabStaticModel); writeModelEquations(output, oMatlabStaticModel); output << "if ~isreal(residual)" << endl << " residual = real(residual)+imag(residual).^2;" << endl << "end" << endl << "if nargout >= 2," << endl << " g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ");" << endl << endl << "%" << endl << "% Jacobian matrix" << endl << "%" << endl << endl; // Write Jacobian w.r. to endogenous only for (first_derivatives_t::const_iterator it = first_derivatives.begin(); it != first_derivatives.end(); it++) { int eq = it->first.first; int symb_id = it->first.second; expr_t d1 = it->second; output << " g1(" << eq+1 << "," << symbol_table.getTypeSpecificID(symb_id)+1 << ")="; d1->writeOutput(output, oMatlabStaticModel, temporary_terms); output << ";" << endl; } output << " if ~isreal(g1)" << endl << " g1 = real(g1)+2*imag(g1);" << endl << " end" << endl << "end" << endl << "if nargout >= 3," << endl << "%" << endl << "% Hessian matrix" << endl << "%" << endl << endl; int g2ncols = symbol_table.endo_nbr() * symbol_table.endo_nbr(); if (second_derivatives.size()) { output << " v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl; // Write Hessian w.r. to endogenous only (only if 2nd order derivatives have been computed) int k = 0; // Keep the line of a 2nd derivative in v2 for (second_derivatives_t::const_iterator it = second_derivatives.begin(); it != second_derivatives.end(); it++) { int eq = it->first.first; int symb_id1 = it->first.second.first; int symb_id2 = it->first.second.second; expr_t d2 = it->second; int tsid1 = symbol_table.getTypeSpecificID(symb_id1); int tsid2 = symbol_table.getTypeSpecificID(symb_id2); int col_nb = tsid1*symbol_table.endo_nbr()+tsid2; int col_nb_sym = tsid2*symbol_table.endo_nbr()+tsid1; output << "v2(" << k+1 << ",1)=" << eq + 1 << ";" << endl << "v2(" << k+1 << ",2)=" << col_nb + 1 << ";" << endl << "v2(" << k+1 << ",3)="; d2->writeOutput(output, oMatlabStaticModel, temporary_terms); output << ";" << endl; k++; // Treating symetric elements if (symb_id1 != symb_id2) { output << "v2(" << k+1 << ",1)=" << eq + 1 << ";" << endl << "v2(" << k+1 << ",2)=" << col_nb_sym + 1 << ";" << endl << "v2(" << k+1 << ",3)=v2(" << k << ",3);" << endl; k++; } } output << " g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << equations.size() << "," << g2ncols << ");" << endl; } else // Either hessian is all zero, or we didn't compute it output << " g2 = sparse([],[],[]," << equations.size() << "," << g2ncols << ");" << endl; output << "end;" << endl; // Close the if nargout >= 3 statement output.close(); } void StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode) const { int r; //assert(block); #ifdef _WIN32 r = mkdir(basename.c_str()); #else r = mkdir(basename.c_str(), 0777); #endif if (r < 0 && errno != EEXIST) { perror("ERROR"); exit(EXIT_FAILURE); } if (block && bytecode) writeModelEquationsCode_Block(basename + "_static", basename, map_idx); else if (!block && bytecode) writeModelEquationsCode(basename + "_static", basename, map_idx); else if (block && !bytecode) { chdir(basename.c_str()); writeModelEquationsOrdered_M(basename + "_static"); chdir(".."); writeStaticBlockMFSFile(basename); } else writeStaticMFile(basename); } void StaticModel::writeStaticBlockMFSFile(const string &basename) const { string filename = basename + "_static.m"; ofstream output; output.open(filename.c_str(), ios::out | ios::binary); if (!output.is_open()) { cerr << "ERROR: Can't open file " << filename << " for writing" << endl; exit(EXIT_FAILURE); } string func_name = basename + "_static"; output << "function [residual, g1, y] = " << func_name << "(nblock, y, x, params)" << endl << " residual = [];" << endl << " g1 = [];" << endl << " switch nblock" << endl; unsigned int nb_blocks = getNbBlocks(); for (int b = 0; b < (int) nb_blocks; b++) { set local_var; output << " case " << b+1 << endl; BlockSimulationType simulation_type = getBlockSimulationType(b); if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD) output << " y = " << func_name << "_" << b+1 << "(y, x, params);\n"; else output << " [residual, y, g1] = " << func_name << "_" << b+1 << "(y, x, params);\n"; } output << " end" << endl << "end" << endl; output.close(); } void StaticModel::writeOutput(ostream &output, bool block) const { if (!block) return; unsigned int nb_blocks = getNbBlocks(); output << "M_.blocksMFS = cell(" << nb_blocks << ", 1);" << endl; for (int b = 0; b < (int) nb_blocks; b++) { output << "M_.blocksMFS{" << b+1 << "} = [ "; unsigned int block_size = getBlockSize(b); unsigned int block_mfs = getBlockMfs(b); unsigned int block_recursive = block_size - block_mfs; BlockSimulationType simulation_type = getBlockSimulationType(b); if (simulation_type != EVALUATE_BACKWARD && simulation_type != EVALUATE_FORWARD) for (int i = block_recursive; i < (int) block_size; i++) output << getBlockVariableID(b, i)+1 << "; "; output << "];" << endl; } } SymbolType StaticModel::getTypeByDerivID(int deriv_id) const throw (UnknownDerivIDException) { return symbol_table.getType(getSymbIDByDerivID(deriv_id)); } int StaticModel::getLagByDerivID(int deriv_id) const throw (UnknownDerivIDException) { return 0; } int StaticModel::getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException) { return deriv_id; } int StaticModel::getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException) { if (symbol_table.getType(symb_id) == eEndogenous) return symb_id; else return -1; } map >, pair >, int> StaticModel::get_Derivatives(int block) { map >, pair >, int> Derivatives; Derivatives.clear(); int block_size = getBlockSize(block); int block_nb_recursive = block_size - getBlockMfs(block); int lag = 0; for (int eq = 0; eq < block_size; eq++) { int eqr = getBlockEquationID(block, eq); for (int var = 0; var < block_size; var++) { int varr = getBlockVariableID(block, var); if (dynamic_jacobian.find(make_pair(lag, make_pair(eqr, varr))) != dynamic_jacobian.end()) { bool OK = true; map >, pair >, int>::const_iterator its = Derivatives.find(make_pair(make_pair(lag, make_pair(eq, var)), make_pair(eqr, varr))); if (its != Derivatives.end()) { if (its->second == 2) OK = false; } if (OK) { if (getBlockEquationType(block, eq) == E_EVALUATE_S && eq < block_nb_recursive) //It's a normalized equation, we have to recompute the derivative using chain rule derivative function Derivatives[make_pair(make_pair(lag, make_pair(eq, var)), make_pair(eqr, varr))] = 1; else //It's a feedback equation we can use the derivatives Derivatives[make_pair(make_pair(lag, make_pair(eq, var)), make_pair(eqr, varr))] = 0; } if (var < block_nb_recursive) { int eqs = getBlockEquationID(block, var); for (int vars = block_nb_recursive; vars < block_size; vars++) { int varrs = getBlockVariableID(block, vars); //A new derivative needs to be computed using the chain rule derivative function (a feedback variable appears in a recursive equation) if (Derivatives.find(make_pair(make_pair(lag, make_pair(var, vars)), make_pair(eqs, varrs))) != Derivatives.end()) Derivatives[make_pair(make_pair(lag, make_pair(eq, vars)), make_pair(eqr, varrs))] = 2; } } } } } return (Derivatives); } void StaticModel::computeChainRuleJacobian(blocks_derivatives_t &blocks_derivatives) { map recursive_variables; unsigned int nb_blocks = getNbBlocks(); blocks_derivatives = blocks_derivatives_t(nb_blocks); for (unsigned int block = 0; block < nb_blocks; block++) { block_derivatives_equation_variable_laglead_nodeid_t tmp_derivatives; recursive_variables.clear(); BlockSimulationType simulation_type = getBlockSimulationType(block); int block_size = getBlockSize(block); int block_nb_mfs = getBlockMfs(block); int block_nb_recursives = block_size - block_nb_mfs; if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE) { blocks_derivatives.push_back(block_derivatives_equation_variable_laglead_nodeid_t(0)); for (int i = 0; i < block_nb_recursives; i++) { if (getBlockEquationType(block, i) == E_EVALUATE_S) recursive_variables[getDerivID(symbol_table.getID(eEndogenous, getBlockVariableID(block, i)), 0)] = getBlockEquationRenormalizedExpr(block, i); else recursive_variables[getDerivID(symbol_table.getID(eEndogenous, getBlockVariableID(block, i)), 0)] = getBlockEquationExpr(block, i); } map >, pair >, int> Derivatives = get_Derivatives(block); map >, pair >, int>::const_iterator it = Derivatives.begin(); for (int i = 0; i < (int) Derivatives.size(); i++) { int Deriv_type = it->second; pair >, pair > it_l(it->first); it++; int lag = it_l.first.first; int eq = it_l.first.second.first; int var = it_l.first.second.second; int eqr = it_l.second.first; int varr = it_l.second.second; if (Deriv_type == 0) first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = first_derivatives[make_pair(eqr, getDerivID(symbol_table.getID(eEndogenous, varr), lag))]; else if (Deriv_type == 1) first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = (equation_type_and_normalized_equation[eqr].second)->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables); else if (Deriv_type == 2) { if (getBlockEquationType(block, eq) == E_EVALUATE_S && eq < block_nb_recursives) first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = (equation_type_and_normalized_equation[eqr].second)->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables); else first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = equations[eqr]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables); } tmp_derivatives.push_back(make_pair(make_pair(eq, var), make_pair(lag, first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))]))); } } else if (simulation_type == SOLVE_BACKWARD_SIMPLE || simulation_type == SOLVE_FORWARD_SIMPLE || simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE) { blocks_derivatives.push_back(block_derivatives_equation_variable_laglead_nodeid_t(0)); for (int i = 0; i < block_nb_recursives; i++) { if (getBlockEquationType(block, i) == E_EVALUATE_S) recursive_variables[getDerivID(symbol_table.getID(eEndogenous, getBlockVariableID(block, i)), 0)] = getBlockEquationRenormalizedExpr(block, i); else recursive_variables[getDerivID(symbol_table.getID(eEndogenous, getBlockVariableID(block, i)), 0)] = getBlockEquationExpr(block, i); } for (int eq = block_nb_recursives; eq < block_size; eq++) { int eqr = getBlockEquationID(block, eq); for (int var = block_nb_recursives; var < block_size; var++) { int varr = getBlockVariableID(block, var); expr_t d1 = equations[eqr]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), 0), recursive_variables); if (d1 == Zero) continue; first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, 0))] = d1; tmp_derivatives.push_back( make_pair(make_pair(eq, var), make_pair(0, first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, 0))]))); } } } blocks_derivatives[block] = tmp_derivatives; } } void StaticModel::collect_block_first_order_derivatives() { //! vector for an equation or a variable indicates the block number vector equation_2_block, variable_2_block; unsigned int nb_blocks = getNbBlocks(); equation_2_block = vector(equation_reordered.size()); variable_2_block = vector(variable_reordered.size()); for (unsigned int block = 0; block < nb_blocks; block++) { unsigned int block_size = getBlockSize(block); for (unsigned int i = 0; i < block_size; i++) { equation_2_block[getBlockEquationID(block, i)] = block; variable_2_block[getBlockVariableID(block, i)] = block; } } derivative_endo = vector(nb_blocks); endo_max_leadlag_block = vector >(nb_blocks, make_pair(0, 0)); max_leadlag_block = vector >(nb_blocks, make_pair(0, 0)); for (first_derivatives_t::iterator it2 = first_derivatives.begin(); it2 != first_derivatives.end(); it2++) { int eq = it2->first.first; int var = symbol_table.getTypeSpecificID(getSymbIDByDerivID(it2->first.second)); int lag = 0; int block_eq = equation_2_block[eq]; int block_var = variable_2_block[var]; max_leadlag_block[block_eq] = make_pair(0, 0); max_leadlag_block[block_eq] = make_pair(0, 0); endo_max_leadlag_block[block_eq] = make_pair(0, 0); endo_max_leadlag_block[block_eq] = make_pair(0, 0); derivative_t tmp_derivative; lag_var_t lag_var; if (getTypeByDerivID(it2->first.second) == eEndogenous && block_eq == block_var) { tmp_derivative = derivative_endo[block_eq]; tmp_derivative[make_pair(lag, make_pair(eq, var))] = first_derivatives[make_pair(eq, getDerivID(symbol_table.getID(eEndogenous, var), lag))]; derivative_endo[block_eq] = tmp_derivative; } } } void StaticModel::writeChainRuleDerivative(ostream &output, int eqr, int varr, int lag, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const { map >, expr_t>::const_iterator it = first_chain_rule_derivatives.find(make_pair(eqr, make_pair(varr, lag))); if (it != first_chain_rule_derivatives.end()) (it->second)->writeOutput(output, output_type, temporary_terms); else output << 0; } void StaticModel::writeLatexFile(const string &basename) const { writeLatexModelFile(basename + "_static.tex", oLatexStaticModel); } void StaticModel::jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const { output << LEFT_ARRAY_SUBSCRIPT(output_type); if (IS_MATLAB(output_type)) output << eq_nb + 1 << ", " << col_nb + 1; else output << eq_nb + col_nb * equations.size(); output << RIGHT_ARRAY_SUBSCRIPT(output_type); } void StaticModel::hessianHelper(ostream &output, int row_nb, int col_nb, ExprNodeOutputType output_type) const { output << LEFT_ARRAY_SUBSCRIPT(output_type); if (IS_MATLAB(output_type)) output << row_nb + 1 << ", " << col_nb + 1; else output << row_nb + col_nb * NNZDerivatives[1]; output << RIGHT_ARRAY_SUBSCRIPT(output_type); } void StaticModel::writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type) const { for (int i = 0; i < (int) aux_equations.size(); i++) { dynamic_cast(aux_equations[i])->writeOutput(output, output_type); output << ";" << endl; } }