/* * Copyright © 2003-2021 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 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](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[it.first] = convert_deriv_map(it.second); auto convert_temporary_terms_t = [f](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_mlv) temporary_terms_mlv[dynamic_cast(f(it.first))] = f(it.second); 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[f(it.first)] = it.second; for (const auto &it : m.params_derivs_temporary_terms) params_derivs_temporary_terms[it.first] = convert_temporary_terms_t(it.second); for (const auto &it : m.params_derivs_temporary_terms_idxs) params_derivs_temporary_terms_idxs[f(it.first)] = it.second; // Other stuff for (const auto &it : m.trend_symbols_map) trend_symbols_map[it.first] = f(it.second); for (const auto &it : m.nonstationary_symbols_map) nonstationary_symbols_map[it.first] = {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[it2.first] = f(it2.second); blocks_derivatives.push_back(v); } auto convert_vector_tt = [f](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[f(it.first)] = it.second; } 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) { } 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}, 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}, blocks{m.blocks}, endo2block{m.endo2block}, eq2block{m.eq2block}, endo2eq{m.endo2eq}, cutoff{m.cutoff}, mfs{m.mfs} { 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(); params_derivatives.clear(); temporary_terms_mlv.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(); blocks = m.blocks; endo2block = m.endo2block; eq2block = m.eq2block; blocks_temporary_terms.clear(); blocks_temporary_terms_idxs.clear(); endo2eq = m.endo2eq; cutoff = m.cutoff; mfs = m.mfs; 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; } bool ModelTree::computeNormalization(const jacob_map_t &contemporaneous_jacobian, bool verbose) { const int n = equations.size(); assert(n == symbol_table.endo_nbr()); using BipartiteGraph = boost::adjacency_list; /* 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); bool check = checked_edmonds_maximum_cardinality_matching(g, &mate_map[0]); assert(check); #ifdef DEBUG for (int i = 0; i < n; i++) cout << "Endogenous " << symbol_table.getName(symbol_table.getID(eEndogenous, i)) << " matched with equation " << (mate_map[i]-n+1) << endl; #endif // 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(), [=](int i) { return i-n; }); // 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) { if (verbose) cerr << "ERROR: Could not normalize the model. Variable " << symbol_table.getName(symbol_table.getID(SymbolType::endogenous, it - mate_map.begin())) << " is not in the maximum cardinality matching." << endl; check = false; } return check; } void ModelTree::computeNonSingularNormalization(const jacob_map_t &contemporaneous_jacobian) { cout << "Normalizing the model..." << endl; int n = equations.size(); // 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; bool found_normalization = false; int last_suppressed = 0; while (!found_normalization && 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) found_normalization = computeNormalization(normalized_contemporaneous_jacobian_above_cutoff, false); last_suppressed = suppressed; if (!found_normalization) { current_cutoff /= 2; // In this last case try to normalize with the complete jacobian if (current_cutoff <= cutoff_lower_limit) found_normalization = computeNormalization(normalized_contemporaneous_jacobian, false); } } if (!found_normalization) { 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. TODO: Explain why symbolic_jacobian is not contemporaneous. */ auto symbolic_jacobian = computeSymbolicJacobian(); found_normalization = computeNormalization(symbolic_jacobian, true); } if (!found_normalization) { cerr << "No normalization could be computed. Aborting." << endl; exit(EXIT_FAILURE); } } 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 symb = getSymbIDByDerivID(deriv_id); int var = symbol_table.getTypeSpecificID(symb); int lag = getLagByDerivID(deriv_id); double val = 0; try { val = d1->eval(eval_context); } catch (ExprNode::EvalExternalFunctionException &e) { val = 1; } catch (ExprNode::EvalException &e) { cerr << "ERROR: evaluation of Jacobian failed for equation " << eq+1 << " (line " << equations_lineno[eq] << ") and variable " << symbol_table.getName(symb) << "(" << lag << ") [" << symb << "] !" << endl; d1->writeOutput(cerr, ExprNodeOutputType::matlabDynamicModel, {}, {}); cerr << endl; exit(EXIT_FAILURE); } 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) 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, int mfs) { 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.find({ var, 0 }) == result.end(); try { normalized_eq = equations[eq]->normalizeEquation(symbol_table.getID(SymbolType::endogenous, var), 0); if ((mfs == 2 && variable_not_in_derivative) || mfs == 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, { 0, 0 }); blocks[blk].max_endo_lag = blocks[blk].max_endo_lead = 0; blocks[blk].max_other_endo_lag = blocks[blk].max_other_endo_lead = 0; blocks[blk].max_exo_lag = blocks[blk].max_exo_lead = 0; blocks[blk].max_exo_det_lag = blocks[blk].max_exo_det_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 for endogenous. Also fill 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); } else { blocks[blk].max_other_endo_lag = max(blocks[blk].max_other_endo_lag, -lag); blocks[blk].max_other_endo_lead = max(blocks[blk].max_other_endo_lead, lag); } // Compute max lags/leads for exogenous blocks[blk].max_exo_lag = max(e->maxExoLag(), blocks[blk].max_exo_lag); blocks[blk].max_exo_lead = max(e->maxExoLead(), blocks[blk].max_exo_lead); // Compute max lags/leads for deterministic exogenous set> dynvars; e->collectDynamicVariables(SymbolType::exogenousDet, dynvars); for (auto [symb_id, lag] : dynvars) { blocks[blk].max_exo_det_lag = max(-lag, blocks[blk].max_exo_det_lag); blocks[blk].max_exo_det_lead = max(lag, blocks[blk].max_exo_det_lead); } } // Compute max lags/leads over all variables blocks[blk].max_lag = max(blocks[blk].max_endo_lag, max(blocks[blk].max_other_endo_lag, max(blocks[blk].max_exo_lag, blocks[blk].max_exo_det_lag))); blocks[blk].max_lead = max(blocks[blk].max_endo_lead, max(blocks[blk].max_other_endo_lead, max(blocks[blk].max_exo_lead, blocks[blk].max_exo_det_lead))); // Categorize endos that belong to the block blocks[blk].n_mixed = blocks[blk].n_forward = blocks[blk].n_backward = blocks[blk].n_static = 0; for (int var = 0; var < blocks[blk].size; var++) { auto [max_lag, max_lead] = max_endo_lag_lead[var]; if (max_lag != 0 && max_lead != 0) blocks[blk].n_mixed++; else if (max_lag == 0 && max_lead != 0) blocks[blk].n_forward++; else if (max_lag != 0 && max_lead == 0) blocks[blk].n_backward++; else blocks[blk].n_static++; } } 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()) { 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 variable is computed. Then, the variables within the blocks are reordered so that recursive (non-feedback) appear first, to get a sub-recursive block without feedback variables. Within each of the two sub-blocks, variables are reordered depending on 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 || 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 || mfs == 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); const vector> dynamic_order{ make_pair(0, 0), make_pair(1, 0), make_pair(1, 1), make_pair(0, 1) }; // First the recursive equations conditional on feedback variables for (auto max_lag_lead : dynamic_order) for (int vtx : recursive_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++; } // Then the equations related to the feedback variables for (auto max_lag_lead : dynamic_order) 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.find({ getBlockVariableID(blk-1, var), -1 }) != endos_and_lags.end(); is_lead = is_lead || endos_and_lags.find({ getBlockVariableID(blk-1, var), 1 }) != endos_and_lags.end(); } 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::solveBackwardComplete: 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.find({ endo_idx_block2orig[blocks[blk].first_equation+l], 0 }) != endogenous.end()) { 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.find({ endo_idx_block2orig[blocks[blk].first_equation+l], lag }) != endogenous.end()) { blocks[blk].linear = false; goto the_end2; } } the_end2: break; default: break; } } int ModelTree::equation_number() const { return (equations.size()); } void ModelTree::writeDerivative(ostream &output, int eq, int symb_id, int lag, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const { if (auto it = derivatives[1].find({ eq, getDerivID(symb_id, lag) }); it != derivatives[1].end()) it->second->writeOutput(output, output_type, temporary_terms, {}); else output << 0; } 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]; } // Higher-order derivatives for (int o = 2; o <= order; o++) for (const auto &it : derivatives[o-1]) for (int var : vars) { if (it.first.back() > var) continue; expr_t d = it.second->getDerivative(var); if (d == Zero) continue; vector indices{it.first}; 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) { /* Collect all model local variables appearing in equations (and only those, because printing unused model local variables can lead to a crash, see Dynare/dynare#101). Then store them in a dedicated structure (temporary_terms_mlv), that will be treated as the rest of temporary terms. */ temporary_terms_mlv.clear(); set used_local_vars; for (auto &equation : equations) equation->collectVariables(SymbolType::modelLocalVariable, used_local_vars); for (int used_local_var : used_local_vars) { VariableNode *v = AddVariable(used_local_var); temporary_terms_mlv[v] = local_variables_table.find(used_local_var)->second; } // Compute the temporary terms in equations and derivatives map, temporary_terms_t> temp_terms_map; 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({ 0, order }, 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) // The following loop can be simplified with std::erase_if() in C++20 for (auto it2 = it.second.begin(); it2 != it.second.end();) if (!dynamic_cast(*it2)) it2 = it.second.erase(it2); else ++it2; // Fill the structures temporary_terms_derivatives.clear(); temporary_terms_derivatives.resize(derivatives.size()); for (int order = 0; order < static_cast(derivatives.size()); order++) temporary_terms_derivatives[order] = move(temp_terms_map[{ 0, order }]); // Compute indices in MATLAB/Julia vector int idx = 0; for (auto [mlv, value] : temporary_terms_mlv) temporary_terms_idxs[mlv] = idx++; for (int order = 0; order < static_cast(derivatives.size()); order++) for (auto it : temporary_terms_derivatives[order]) temporary_terms_idxs[it] = idx++; } void ModelTree::computeBlockTemporaryTerms() { int nb_blocks = blocks.size(); blocks_temporary_terms.resize(nb_blocks); map> reference_count; for (int blk = 0; blk < nb_blocks; blk++) { blocks_temporary_terms[blk].resize(blocks[blk].size + 1); for (int eq = 0; eq < blocks[blk].size; eq++) { if (eq < blocks[blk].getRecursiveSize() && isBlockEquationRenormalized(blk, eq)) getBlockEquationRenormalizedExpr(blk, eq)->computeBlockTemporaryTerms(blk, eq, blocks_temporary_terms, reference_count); else getBlockEquationExpr(blk, eq)->computeBlockTemporaryTerms(blk, eq, blocks_temporary_terms, reference_count); } for (const auto &[ignore, d] : blocks_derivatives[blk]) d->computeBlockTemporaryTerms(blk, blocks[blk].size, blocks_temporary_terms, reference_count); additionalBlockTemporaryTerms(blk, blocks_temporary_terms, reference_count); } // Compute indices in the temporary terms vector int idx = 0; blocks_temporary_terms_idxs.clear(); for (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::additionalBlockTemporaryTerms(int blk, vector> &blocks_temporary_terms, map> &reference_count) const { } void ModelTree::writeModelLocalVariableTemporaryTerms(temporary_terms_t &temp_term_union, const temporary_terms_idxs_t &tt_idxs, ostream &output, ExprNodeOutputType output_type, deriv_node_temp_terms_t &tef_terms) const { temporary_terms_t tto; for (auto [mlv, value] : temporary_terms_mlv) tto.insert(mlv); for (auto [mlv, value] : temporary_terms_mlv) { value->writeExternalFunctionOutput(output, output_type, temp_term_union, tt_idxs, tef_terms); if (isJuliaOutput(output_type)) output << " @inbounds const "; mlv->writeOutput(output, output_type, tto, tt_idxs, tef_terms); output << " = "; value->writeOutput(output, output_type, temp_term_union, tt_idxs, tef_terms); if (isCOutput(output_type) || isMatlabOutput(output_type)) output << ";"; output << endl; /* We put in temp_term_union the VariableNode corresponding to the MLV, not its definition, so that when equations use the MLV, T(XXX) is printed instead of the MLV name */ temp_term_union.insert(mlv); } } void ModelTree::writeTemporaryTerms(const temporary_terms_t &tt, temporary_terms_t &temp_term_union, const temporary_terms_idxs_t &tt_idxs, ostream &output, ExprNodeOutputType output_type, deriv_node_temp_terms_t &tef_terms) const { for (auto it : tt) { if (dynamic_cast(it)) it->writeExternalFunctionOutput(output, output_type, temp_term_union, tt_idxs, tef_terms); if (isJuliaOutput(output_type)) output << " @inbounds "; it->writeOutput(output, output_type, tt, tt_idxs, tef_terms); output << " = "; it->writeOutput(output, output_type, temp_term_union, tt_idxs, tef_terms); if (isCOutput(output_type) || isMatlabOutput(output_type)) output << ";"; output << endl; temp_term_union.insert(it); } } 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 bool wrote_term = false; temporary_terms_t tt2 = temp_term_union; output << R"("external_functions_temporary_terms_)" << concat << R"(": [)"; for (auto it : tt) { if (dynamic_cast(it)) { if (wrote_term) output << ", "; vector efout; it->writeJsonExternalFunctionOutput(efout, tt2, tef_terms); for (auto it1 = efout.begin(); it1 != efout.end(); ++it1) { if (it1 != efout.begin()) output << ", "; output << *it1; } wrote_term = true; } tt2.insert(it); } wrote_term = false; output << "]" << R"(, "temporary_terms_)" << concat << R"(": [)"; for (const auto &it : tt) { if (wrote_term) 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; wrote_term = true; 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()) { ostringstream ptvstr; ptvstr << i1++; varname = "paren32_tmp_var_" + ptvstr.str(); repstr = 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()) { ostringstream ptvstr; ptvstr << i1++; varname = "paren32_tmp_var_" + ptvstr.str(); repstr = 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 { int open = 0; for (char i : str) { if (i == '(') open++; else if (i == ')') open--; if (open > 32) return true; } return false; } void ModelTree::compileTemporaryTerms(ostream &code_file, unsigned int &instruction_number, bool dynamic, bool steady_dynamic, temporary_terms_t &temporary_terms_union, const temporary_terms_idxs_t &temporary_terms_idxs) const { // To store the functions that have already been written in the form TEF* = ext_fun(); deriv_node_temp_terms_t tef_terms; for (auto [tt, idx] : temporary_terms_idxs) { if (dynamic_cast(tt)) tt->compileExternalFunctionOutput(code_file, instruction_number, false, temporary_terms_union, temporary_terms_idxs, dynamic, steady_dynamic, tef_terms); FNUMEXPR_ fnumexpr(ExpressionType::TemporaryTerm, idx); fnumexpr.write(code_file, instruction_number); tt->compile(code_file, instruction_number, false, temporary_terms_union, temporary_terms_idxs, dynamic, steady_dynamic, tef_terms); if (dynamic) { FSTPT_ fstpt(idx); fstpt.write(code_file, instruction_number); } else { FSTPST_ fstpst(idx); fstpst.write(code_file, instruction_number); } } } 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": [)"; bool printed = false; for (int id : local_variables_vector) if (used_local_vars.find(id) != used_local_vars.end()) { if (printed) output << ", "; else printed = true; expr_t value = local_variables_table.find(id)->second; if (write_tef_terms) { vector efout; value->writeJsonExternalFunctionOutput(efout, {}, tef_terms); for (auto it1 = efout.begin(); it1 != efout.end(); ++it1) { if (it1 != efout.begin()) output << ", "; output << *it1; } if (!efout.empty()) output << ", "; } output << R"({"variable": ")" << symbol_table.getName(id) << R"(", "value": ")"; value->writeJsonOutput(output, {}, tef_terms); output << R"("})" << endl; } output << "]"; } void ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type) const { temporary_terms_t tt; temporary_terms_idxs_t ttidxs; writeModelEquations(output, output_type, tt); } void ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const { for (int eq = 0; eq < static_cast(equations.size()); eq++) { BinaryOpNode *eq_node = equations[eq]; expr_t lhs = eq_node->arg1; expr_t rhs = eq_node->arg2; // Test if the right hand side of the equation is empty. double vrhs = 1.0; try { vrhs = rhs->eval(eval_context_t()); } catch (ExprNode::EvalException &e) { } if (vrhs != 0) // The right hand side of the equation is not empty ==> residual=lhs-rhs; if (isJuliaOutput(output_type)) { output << " @inbounds residual" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq + ARRAY_SUBSCRIPT_OFFSET(output_type) << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ("; lhs->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs); output << ") - ("; rhs->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs); output << ")" << endl; } else { output << "lhs = "; lhs->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs); output << ";" << endl << "rhs = "; rhs->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs); output << ";" << endl << "residual" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq + ARRAY_SUBSCRIPT_OFFSET(output_type) << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = lhs - rhs;" << endl; } else // The right hand side of the equation is empty ==> residual=lhs; { if (isJuliaOutput(output_type)) output << " @inbounds "; output << "residual" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq + ARRAY_SUBSCRIPT_OFFSET(output_type) << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = "; lhs->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs); output << ";" << endl; } } } void ModelTree::compileModelEquations(ostream &code_file, unsigned int &instruction_number, bool dynamic, bool steady_dynamic, const temporary_terms_t &temporary_terms_union, const temporary_terms_idxs_t &temporary_terms_idxs) const { for (int eq = 0; eq < static_cast(equations.size()); eq++) { BinaryOpNode *eq_node = equations[eq]; expr_t lhs = eq_node->arg1; expr_t rhs = eq_node->arg2; FNUMEXPR_ fnumexpr(ExpressionType::ModelEquation, eq); fnumexpr.write(code_file, instruction_number); // Test if the right hand side of the equation is empty. double vrhs = 1.0; try { vrhs = rhs->eval(eval_context_t()); } catch (ExprNode::EvalException &e) { } if (vrhs != 0) // The right hand side of the equation is not empty ==> residual=lhs-rhs; { lhs->compile(code_file, instruction_number, false, temporary_terms_union, temporary_terms_idxs, dynamic, steady_dynamic); rhs->compile(code_file, instruction_number, false, temporary_terms_union, temporary_terms_idxs, dynamic, steady_dynamic); FBINARY_ fbinary{static_cast(BinaryOpcode::minus)}; fbinary.write(code_file, instruction_number); FSTPR_ fstpr(eq); fstpr.write(code_file, instruction_number); } else // The right hand side of the equation is empty ==> residual=lhs; { lhs->compile(code_file, instruction_number, false, temporary_terms_union, temporary_terms_idxs, dynamic, steady_dynamic); FSTPR_ fstpr(eq); fstpr.write(code_file, instruction_number); } } } void ModelTree::writeBytecodeBinFile(const string &filename, int &u_count_int, bool &file_open, bool is_two_boundaries) const { int j; std::ofstream SaveCode; if (file_open) SaveCode.open(filename, ios::out | ios::in | ios::binary | ios::ate); else SaveCode.open(filename, ios::out | ios::binary); if (!SaveCode.is_open()) { cerr << R"(Error : Can't open file ")" << filename << R"(" for writing)" << endl; exit(EXIT_FAILURE); } u_count_int = 0; for (const auto & [indices, d1] : derivatives[1]) { int deriv_id = indices[1]; if (getTypeByDerivID(deriv_id) == SymbolType::endogenous) { int eq = indices[0]; int symb = getSymbIDByDerivID(deriv_id); int var = symbol_table.getTypeSpecificID(symb); int lag = getLagByDerivID(deriv_id); SaveCode.write(reinterpret_cast(&eq), sizeof(eq)); int varr = var + lag * symbol_table.endo_nbr(); SaveCode.write(reinterpret_cast(&varr), sizeof(varr)); SaveCode.write(reinterpret_cast(&lag), sizeof(lag)); int u = u_count_int + symbol_table.endo_nbr(); SaveCode.write(reinterpret_cast(&u), sizeof(u)); u_count_int++; } } if (is_two_boundaries) u_count_int += symbol_table.endo_nbr(); for (j = 0; j < symbol_table.endo_nbr(); j++) SaveCode.write(reinterpret_cast(&j), sizeof(j)); for (j = 0; j < symbol_table.endo_nbr(); j++) SaveCode.write(reinterpret_cast(&j), sizeof(j)); SaveCode.close(); } 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"); ofstream output, content_output; string filename = mod_basename + "/latex/" + latex_basename + ".tex"; string content_filename = mod_basename + "/latex/" + latex_basename + "_content" + ".tex"; output.open(filename, ios::out | ios::binary); if (!output.is_open()) { cerr << "ERROR: Can't open file " << filename << " for writing" << endl; exit(EXIT_FAILURE); } content_output.open(content_filename, ios::out | ios::binary); if (!content_output.is_open()) { cerr << "ERROR: Can't open file " << content_filename << " 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.find(id)->second; 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, int lineno) { auto beq = dynamic_cast(eq); assert(beq && beq->op_code == BinaryOpcode::equal); equations.push_back(beq); equations_lineno.push_back(lineno); } vector ModelTree::includeExcludeEquations(set> &eqs, bool exclude_eqs, vector &equations, vector &equations_lineno, EquationTags &equation_tags, bool static_equations) const { vector excluded_vars; if (equations.empty()) return excluded_vars; // Get equation numbers of tags set tag_eqns; for (auto it = eqs.begin(); it != eqs.end();) if (auto tmp = equation_tags.getEqnsByTag(it->first, it->second); !tmp.empty()) { tag_eqns.insert(tmp.begin(), tmp.end()); it = eqs.erase(it); } else ++it; if (tag_eqns.empty()) return excluded_vars; set eqns; if (exclude_eqs) eqns = tag_eqns; else for (size_t i = 0; i < equations.size(); i++) if (tag_eqns.find(i) == tag_eqns.end()) eqns.insert(i); // remove from equations, equations_lineno, equation_tags vector new_eqns; vector new_equations_lineno; map old_eqn_num_2_new; for (size_t i = 0; i < equations.size(); i++) if (eqns.find(i) != eqns.end()) { if (auto tmp = equation_tags.getTagValueByEqnAndKey(i, "endogenous"); !tmp.empty()) excluded_vars.push_back(symbol_table.getID(tmp)); else { set> result; equations[i]->arg1->collectDynamicVariables(SymbolType::endogenous, result); if (result.size() == 1) excluded_vars.push_back(result.begin()->first); else { cerr << "ERROR: Equation " << i << " has been excluded but does not have a single variable on LHS or `endogenous` tag" << endl; exit(EXIT_FAILURE); } } } else { new_eqns.emplace_back(equations[i]); old_eqn_num_2_new[i] = new_eqns.size() - 1; new_equations_lineno.emplace_back(equations_lineno[i]); } int n_excl = equations.size() - new_eqns.size(); equations = new_eqns; equations_lineno = new_equations_lineno; equation_tags.erase(eqns, old_eqn_num_2_new); if (!static_equations) for (size_t i = 0; i < excluded_vars.size(); i++) for (size_t j = i+1; j < excluded_vars.size(); j++) if (excluded_vars[i] == excluded_vars[j]) { cerr << "Error: Variable " << symbol_table.getName(i) << " was excluded twice" << " via in/exclude_eqs option" << endl; exit(EXIT_FAILURE); } cout << "Excluded " << n_excl << (static_equations ? " static " : " dynamic ") << "equation" << (n_excl > 1 ? "s" : "") << " via in/exclude_eqs option" << endl; return excluded_vars; } void ModelTree::simplifyEquations() { size_t last_subst_table_size = 0; map subst_table; // Equations with “mcp” tag are excluded, see dynare#1697 findConstantEquationsWithoutMcpTag(subst_table); while (subst_table.size() != last_subst_table_size) { last_subst_table_size = subst_table.size(); for (auto &[id, definition] : local_variables_table) definition = definition->replaceVarsInEquation(subst_table); for (auto &equation : equations) equation = dynamic_cast(equation->replaceVarsInEquation(subst_table)); subst_table.clear(); findConstantEquationsWithoutMcpTag(subst_table); } } void ModelTree::findConstantEquationsWithoutMcpTag(map &subst_table) const { for (size_t i = 0; i < equations.size(); i++) if (auto tags = getEquationTags(i); tags.find("mcp") == tags.end()) equations[i]->findConstantEquations(subst_table); } void ModelTree::addEquation(expr_t eq, int lineno, const map &eq_tags) { equation_tags.add(equations.size(), 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.find(id) != trend_symbols_map.end()) 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.find(id) != nonstationary_symbols_map.end()) 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::jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const { if (isJuliaOutput(output_type)) output << " @inbounds "; output << "g1" << LEFT_ARRAY_SUBSCRIPT(output_type); if (isMatlabOutput(output_type) || isJuliaOutput(output_type)) output << eq_nb + 1 << "," << col_nb + 1; else output << eq_nb + col_nb *equations.size(); output << RIGHT_ARRAY_SUBSCRIPT(output_type); } 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 &[indices, dprev] : derivatives[endoOrd]) { expr_t d = dprev->getDerivative(param); if (d == Zero) continue; vector new_indices = indices; new_indices.push_back(param); params_derivatives[{ endoOrd, 1 }][new_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 &[indices, dprev] : params_derivatives[{ endoOrd, paramOrd-1 }]) for (int param : deriv_id_set) { if (indices.back() > param) continue; expr_t d = dprev->getDerivative(param); if (d == Zero) continue; vector new_indices = indices; new_indices.push_back(param); // At this point, indices of both endogenous and parameters are sorted in non-decreasing order params_derivatives[{ endoOrd, paramOrd }][new_indices] = d; } } void ModelTree::computeParamsDerivativesTemporaryTerms() { map>> reference_count; /* The temp terms should be constructed in the same order as the for loops in {Static,Dynamic}Model::write{Json,}ParamsDerivativesFile() */ params_derivs_temporary_terms.clear(); for (const auto &[order, derivs] : params_derivatives) for (const auto &[indices, d] : derivs) d->computeTemporaryTerms(order, params_derivs_temporary_terms, reference_count, true); int idx = 0; for (auto &[mlv, value] : temporary_terms_mlv) params_derivs_temporary_terms_idxs[mlv] = idx++; for (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.find(symb_id) != nonstationary_symbols_map.end(); } 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"(")"; try { // Test if the right hand side of the equation is empty. if (rhs->eval({}) != 0) { output << R"(, "rhs": ")"; rhs->writeJsonOutput(output, {}, {}); output << R"(")"; } } catch (ExprNode::EvalException &e) { } output << "}"; } else { output << R"({"lhs": ")"; lhs->writeJsonOutput(output, {}, {}); output << R"(", "rhs": ")"; rhs->writeJsonOutput(output, {}, {}); output << R"(")" << R"(, "line": )" << equations_lineno[eq]; if (auto eqtags = getEquationTags(eq); !eqtags.empty()) { output << R"(, "tags": {)"; int i = 0; for (const auto &[name, value] : eqtags) { if (i != 0) output << ", "; output << R"(")" << name << R"(": ")" << value << R"(")"; i++; } 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 { cerr << "ERROR: 'mexext' option to preprocessor incorrectly set, needed with 'use_dll'" << endl; exit(EXIT_FAILURE); } } void ModelTree::compileMEX(const string &basename, const string &funcname, const string &mexext, const vector &src_files, const filesystem::path &matlabroot, const filesystem::path &dynareroot) const { const string 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"; filesystem::path compiler; ostringstream flags; string libs; 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"; // Put the MinGW environment shipped with Dynare in the path auto mingwpath = dynareroot / "mingw64" / "bin"; string newpath = "PATH=" + mingwpath.string() + ';' + string{getenv("PATH")}; if (putenv(const_cast(newpath.c_str())) != 0) { cerr << "Can't set PATH" << endl; exit(EXIT_FAILURE); } } #ifdef __APPLE__ else if (mexext == "mexmaci64") { // macOS char dynare_m_path[PATH_MAX]; uint32_t size = PATH_MAX; string gcc_relative_path; if (_NSGetExecutablePath(dynare_m_path, &size) == 0) { string str = dynare_m_path; gcc_relative_path = str.substr(0, str.find_last_of("/")) + "/../../.brew/bin/gcc-10"; } if (filesystem::exists(gcc_relative_path)) compiler = gcc_relative_path; else if (filesystem::exists("/usr/local/bin/gcc-10")) compiler = "/usr/local/bin/gcc-10"; else { cerr << "ERROR: You must install gcc-10 on your system before using the `use_dll` option of Dynare. " << "You can do this via the Dynare installation package." << endl; exit(EXIT_FAILURE); } 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 mex_dir{"+" + basename}; filesystem::path binary{mex_dir / (funcname + "." + mexext)}; 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 << opt_flags << " " << flags.str() << " "; else cmd << user_set_subst_flags << " "; if (!user_set_add_flags.empty()) cmd << user_set_add_flags << " "; for (auto &src : src_files) cmd << src << " "; cmd << "-o " << binary << " "; 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; #ifdef _WIN32 cmd << '"'; #endif cout << "Compiling " << funcname << " MEX..." << endl << cmd.str() << endl; if (system(cmd.str().c_str())) { cerr << "Compilation failed" << endl; exit(EXIT_FAILURE); } } 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 = symbol_table.getTypeSpecificID(getSymbIDByDerivID(indices[1])); int lag = getLagByDerivID(indices[1]); endo_derivatives[{ eq, var, lag }] = d1; } return endo_derivatives; } ModelTree::jacob_map_t ModelTree::computeSymbolicJacobian() 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) symbolic_jacobian[{ i, endo }] = 1; } return 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; } } bool ModelTree::hasOccbinTags() const { return equation_tags.hasOccbinTags(); }