/* * 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 . */ #ifndef _STATIC_MODEL_HH #define _STATIC_MODEL_HH using namespace std; #include #include "ModelTree.hh" //! Stores a static model, as derived from the "model" block when leads and lags have been removed class StaticModel : public ModelTree { private: typedef map, int> deriv_id_table_t; //! Maps a pair (symbol_id, lag) to a deriv ID deriv_id_table_t deriv_id_table; //! Maps a deriv ID to a pair (symbol_id, lag) vector > inv_deriv_id_table; //! Temporary terms for the file containing parameters dervicatives temporary_terms_t params_derivs_temporary_terms; //! Temporary terms for block decomposed models vector > v_temporary_terms; vector v_temporary_terms_inuse; typedef map< pair< int, pair< int, int> >, expr_t> first_chain_rule_derivatives_t; first_chain_rule_derivatives_t first_chain_rule_derivatives; //! Writes static model file (standard Matlab version) void writeStaticMFile(const string &static_basename) const; //! Writes the static function calling the block to solve (Matlab version) void writeStaticBlockMFSFile(const string &basename) const; //! Writes static model file (C version) /*! \todo add third derivatives handling */ void writeStaticCFile(const string &static_basename) const; //! Writes the Block reordred structure of the model in M output void writeModelEquationsOrdered_M(const string &dynamic_basename) const; //! Writes the code of the Block reordred structure of the model in virtual machine bytecode void writeModelEquationsCode_Block(const string file_name, const string bin_basename, map_idx_t map_idx) const; //! Writes the code of the model in virtual machine bytecode void writeModelEquationsCode(const string file_name, const string bin_basename, map_idx_t map_idx) const; //! Computes jacobian and prepares for equation normalization /*! Using values from initval/endval blocks and parameter initializations: - computes the jacobian for the model w.r. to contemporaneous variables - removes edges of the incidence matrix when derivative w.r. to the corresponding variable is too close to zero (below the cutoff) */ void evaluateJacobian(const eval_context_t &eval_context, jacob_map_t *j_m, bool dynamic); map_idx_t map_idx; //! sorts the temporary terms in the blocks order void computeTemporaryTermsOrdered(); //! creates a mapping from the index of temporary terms to a natural index void computeTemporaryTermsMapping(); //! Write derivative code of an equation w.r. to a variable void compileDerivative(ofstream &code_file, unsigned int &instruction_number, int eq, int symb_id, map_idx_t &map_idx) const; //! Write chain rule derivative code of an equation w.r. to a variable void compileChainRuleDerivative(ofstream &code_file, unsigned int &instruction_number, int eq, int var, int lag, map_idx_t &map_idx) const; //! Get the type corresponding to a derivation ID virtual SymbolType getTypeByDerivID(int deriv_id) const throw (UnknownDerivIDException); //! Get the lag corresponding to a derivation ID virtual int getLagByDerivID(int deriv_id) const throw (UnknownDerivIDException); //! Get the symbol ID corresponding to a derivation ID virtual int getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException); //! Compute the column indices of the static Jacobian void computeStatJacobianCols(); //! return a map on the block jacobian map >, pair >, int> get_Derivatives(int block); //! Computes chain rule derivatives of the Jacobian w.r. to endogenous variables void computeChainRuleJacobian(blocks_derivatives_t &blocks_derivatives); //! Collect only the first derivatives map >, expr_t> collect_first_order_derivatives_endogenous(); //! Helper for writing the Jacobian elements in MATLAB and C /*! Writes either (i+1,j+1) or [i+j*no_eq] */ void jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const; //! Helper for writing the sparse Hessian elements in MATLAB and C /*! Writes either (i+1,j+1) or [i+j*NNZDerivatives[1]] */ void hessianHelper(ostream &output, int row_nb, int col_nb, ExprNodeOutputType output_type) const; //! Write chain rule derivative of a recursive equation w.r. to a variable void writeChainRuleDerivative(ostream &output, int eq, int var, int lag, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const; //! Collecte the derivatives w.r. to endogenous of the block, to endogenous of previouys blocks and to exogenous void collect_block_first_order_derivatives(); protected: //! Indicate if the temporary terms are computed for the overall model (true) or not (false). Default value true bool global_temporary_terms; //! vector of block reordered variables and equations vector equation_reordered, variable_reordered, inv_equation_reordered, inv_variable_reordered; //! Vector describing equations: BlockSimulationType, if BlockSimulationType == EVALUATE_s then a expr_t on the new normalized equation equation_type_and_normalized_equation_t equation_type_and_normalized_equation; //! for each block contains pair< Simulation_Type, pair < Block_Size, Recursive_part_Size > > block_type_firstequation_size_mfs_t block_type_firstequation_size_mfs; //! for all blocks derivatives description blocks_derivatives_t blocks_derivatives; //! The jacobian without the elements below the cutoff dynamic_jacob_map_t dynamic_jacobian; //! Vector indicating if the block is linear in endogenous variable (true) or not (false) vector blocks_linear; //! Map the derivatives for a block pair typedef map >, expr_t> derivative_t; //! Vector of derivative for each blocks vector derivative_endo, derivative_other_endo, derivative_exo, derivative_exo_det; //!List for each block and for each lag-leag all the other endogenous variables and exogenous variables typedef set var_t; typedef map lag_var_t; vector other_endo_block, exo_block, exo_det_block; //! for each block described the number of static, forward, backward and mixed variables in the block /*! pair< pair, pair > */ vector, pair > > block_col_type; //! List for each variable its block number and its maximum lag and lead inside the block vector > > variable_block_lead_lag; //! List for each equation its block number vector equation_block; //!Maximum lead and lag for each block on endogenous of the block, endogenous of the previous blocks, exogenous and deterministic exogenous vector > endo_max_leadlag_block, other_endo_max_leadlag_block, exo_max_leadlag_block, exo_det_max_leadlag_block, max_leadlag_block; public: StaticModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants, ExternalFunctionsTable &external_functions_table_arg); //! Writes information on block decomposition when relevant void writeOutput(ostream &output, bool block) const; //! Absolute value under which a number is considered to be zero double cutoff; //! Compute the minimum feedback set in the static model: /*! 0 : all endogenous variables are considered as feedback variables 1 : the variables belonging to a non linear equation are considered as feedback variables 2 : the variables belonging to a non normalizable non linear equation are considered as feedback variables default value = 0 */ int mfs; //! the file containing the model and the derivatives code ofstream code_file; //! Execute computations (variable sorting + derivation) /*! \param jacobianExo whether derivatives w.r. to exo and exo_det should be in the Jacobian (derivatives w.r. to endo are always computed) \param hessian whether 2nd derivatives w.r. to exo, exo_det and endo should be computed (implies jacobianExo = true) \param thirdDerivatives whether 3rd derivatives w.r. to endo/exo/exo_det should be computed (implies jacobianExo = true) \param paramsDerivatives whether 2nd derivatives w.r. to a pair (endo/exo/exo_det, parameter) should be computed (implies jacobianExo = true) \param eval_context evaluation context for normalization \param no_tmp_terms if true, no temporary terms will be computed in the static files */ void computingPass(const eval_context_t &eval_context, bool no_tmp_terms, bool hessian, bool block, bool bytecode); //! Adds informations for simulation in a binary file for a block decomposed model void 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; //! Writes static model file void writeStaticFile(const string &basename, bool block, bool bytecode) const; //! Writes LaTeX file with the equations of the static model void writeLatexFile(const string &basename) const; //! Writes initializations in oo_.steady_state or steady state file for the auxiliary variables void writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type) const; //! Initialize equation_reordered & variable_reordered void initializeVariablesAndEquations(); virtual int getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException); //! Return the number of blocks virtual unsigned int getNbBlocks() const { return (block_type_firstequation_size_mfs.size()); }; //! Determine the simulation type of each block virtual BlockSimulationType getBlockSimulationType(int block_number) const { return (block_type_firstequation_size_mfs[block_number].first.first); }; //! Return the first equation number of a block virtual unsigned int getBlockFirstEquation(int block_number) const { return (block_type_firstequation_size_mfs[block_number].first.second); }; //! Return the size of the block block_number virtual unsigned int getBlockSize(int block_number) const { return (block_type_firstequation_size_mfs[block_number].second.first); }; //! Return the number of exogenous variable in the block block_number virtual unsigned int getBlockExoSize(int block_number) const { return 0; }; //! Return the number of colums in the jacobian matrix for exogenous variable in the block block_number virtual unsigned int getBlockExoColSize(int block_number) const { return 0; } //! Return the number of feedback variable of the block block_number virtual unsigned int getBlockMfs(int block_number) const { return (block_type_firstequation_size_mfs[block_number].second.second); }; //! Return the maximum lag in a block virtual unsigned int getBlockMaxLag(int block_number) const { return (block_lag_lead[block_number].first); }; //! Return the maximum lead in a block virtual unsigned int getBlockMaxLead(int block_number) const { return (block_lag_lead[block_number].second); }; //! Return the type of equation (equation_number) belonging to the block block_number virtual EquationType getBlockEquationType(int block_number, int equation_number) const { return (equation_type_and_normalized_equation[equation_reordered[block_type_firstequation_size_mfs[block_number].first.second+equation_number]].first); }; //! Return true if the equation has been normalized virtual bool isBlockEquationRenormalized(int block_number, int equation_number) const { return (equation_type_and_normalized_equation[equation_reordered[block_type_firstequation_size_mfs[block_number].first.second+equation_number]].first == E_EVALUATE_S); }; //! Return the expr_t of the equation equation_number belonging to the block block_number virtual expr_t getBlockEquationExpr(int block_number, int equation_number) const { return (equations[equation_reordered[block_type_firstequation_size_mfs[block_number].first.second+equation_number]]); }; //! Return the expr_t of the renormalized equation equation_number belonging to the block block_number virtual expr_t getBlockEquationRenormalizedExpr(int block_number, int equation_number) const { return (equation_type_and_normalized_equation[equation_reordered[block_type_firstequation_size_mfs[block_number].first.second+equation_number]].second); }; //! Return the original number of equation equation_number belonging to the block block_number virtual int getBlockEquationID(int block_number, int equation_number) const { return (equation_reordered[block_type_firstequation_size_mfs[block_number].first.second+equation_number]); }; //! Return the original number of variable variable_number belonging to the block block_number virtual int getBlockVariableID(int block_number, int variable_number) const { return (variable_reordered[block_type_firstequation_size_mfs[block_number].first.second+variable_number]); }; //! Return the original number of the exogenous variable varexo_number belonging to the block block_number virtual int getBlockVariableExoID(int block_number, int variable_number) const { return 0; }; //! Return the position of equation_number in the block number belonging to the block block_number virtual int getBlockInitialEquationID(int block_number, int equation_number) const { return ((int) inv_equation_reordered[equation_number] - (int) block_type_firstequation_size_mfs[block_number].first.second); }; //! Return the position of variable_number in the block number belonging to the block block_number virtual int getBlockInitialVariableID(int block_number, int variable_number) const { return ((int) inv_variable_reordered[variable_number] - (int) block_type_firstequation_size_mfs[block_number].first.second); }; //! Return the position of variable_number in the block number belonging to the block block_number virtual int getBlockInitialExogenousID(int block_number, int variable_number) const { return -1; }; //! Return the position of the deterministic exogenous variable_number in the block number belonging to the block block_number virtual int getBlockInitialDetExogenousID(int block_number, int variable_number) const { return -1; }; //! Return the position of the other endogenous variable_number in the block number belonging to the block block_number virtual int getBlockInitialOtherEndogenousID(int block_number, int variable_number) const { return -1; }; }; #endif