/* * 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 #include #include #include #include #include #include "StaticModel.hh" #include "DynamicModel.hh" void StaticModel::copyHelper(const StaticModel &m) { } 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} { } StaticModel::StaticModel(const StaticModel &m) : ModelTree{m} { copyHelper(m); } StaticModel & StaticModel::operator=(const StaticModel &m) { ModelTree::operator=(m); copyHelper(m); return *this; } StaticModel::StaticModel(const DynamicModel &m) : ModelTree{m.symbol_table, m.num_constants, m.external_functions_table} { // Convert model local variables (need to be done first) for (int it : m.local_variables_vector) AddLocalVariable(it, m.local_variables_table.find(it)->second->toStatic(*this)); // Convert equations int static_only_index = 0; set dynamic_equations = m.equation_tags.getDynamicEqns(); for (int i = 0; i < static_cast(m.equations.size()); i++) try { // If equation is dynamic, replace it by an equation marked [static] if (dynamic_equations.find(i) != dynamic_equations.end()) { auto [static_only_equations, static_only_equations_lineno, static_only_equations_equation_tags] = m.getStaticOnlyEquationsInfo(); addEquation(static_only_equations[static_only_index]->toStatic(*this), static_only_equations_lineno[static_only_index], static_only_equations_equation_tags.getTagsByEqn(static_only_index)); static_only_index++; } else addEquation(m.equations[i]->toStatic(*this), m.equations_lineno[i], m.equation_tags.getTagsByEqn(i)); } catch (DataTree::DivisionByZeroException) { cerr << "...division by zero error encountred when converting equation " << i << " to static" << endl; exit(EXIT_FAILURE); } // Convert auxiliary equations for (auto aux_eq : m.aux_equations) addAuxEquation(aux_eq->toStatic(*this)); 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; } void StaticModel::compileDerivative(ofstream &code_file, unsigned int &instruction_number, int eq, int symb_id, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs) const { if (auto it = derivatives[1].find({ eq, getDerivID(symbol_table.getID(SymbolType::endogenous, symb_id), 0) }); it != derivatives[1].end()) it->second->compile(code_file, instruction_number, false, temporary_terms, temporary_terms_idxs, false, false); else { FLDZ_ fldz; fldz.write(code_file, instruction_number); } } void StaticModel::compileChainRuleDerivative(ofstream &code_file, unsigned int &instruction_number, int blk, int eq, int var, int lag, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs) const { if (auto it = blocks_derivatives[blk].find({ eq, var, lag }); it != blocks_derivatives[blk].end()) it->second->compile(code_file, instruction_number, false, temporary_terms, temporary_terms_idxs, false, false); else { FLDZ_ fldz; fldz.write(code_file, instruction_number); } } void StaticModel::writeStaticPerBlockHelper(int blk, ostream &output, ExprNodeOutputType output_type, temporary_terms_t &temporary_terms) const { BlockSimulationType simulation_type = blocks[blk].simulation_type; int block_recursive_size = blocks[blk].getRecursiveSize(); // The equations deriv_node_temp_terms_t tef_terms; auto write_eq_tt = [&](int eq) { for (auto it : blocks_temporary_terms[blk][eq]) { if (dynamic_cast(it)) it->writeExternalFunctionOutput(output, output_type, temporary_terms, blocks_temporary_terms_idxs, tef_terms); output << " "; it->writeOutput(output, output_type, blocks_temporary_terms[blk][eq], blocks_temporary_terms_idxs, tef_terms); output << '='; it->writeOutput(output, output_type, temporary_terms, blocks_temporary_terms_idxs, tef_terms); temporary_terms.insert(it); output << ';' << endl; } }; for (int eq = 0; eq < blocks[blk].size; eq++) { write_eq_tt(eq); EquationType equ_type = getBlockEquationType(blk, eq); BinaryOpNode *e = getBlockEquationExpr(blk, eq); expr_t lhs = e->arg1, rhs = e->arg2; switch (simulation_type) { case BlockSimulationType::evaluateBackward: case BlockSimulationType::evaluateForward: evaluation: if (equ_type == EquationType::evaluateRenormalized) { e = getBlockEquationRenormalizedExpr(blk, eq); lhs = e->arg1; rhs = e->arg2; } else if (equ_type != EquationType::evaluate) { cerr << "Type mismatch for equation " << getBlockEquationID(blk, eq)+1 << endl; exit(EXIT_FAILURE); } output << " "; lhs->writeOutput(output, output_type, temporary_terms, blocks_temporary_terms_idxs); output << '='; rhs->writeOutput(output, output_type, temporary_terms, blocks_temporary_terms_idxs); output << ';' << endl; break; case BlockSimulationType::solveBackwardSimple: case BlockSimulationType::solveForwardSimple: case BlockSimulationType::solveBackwardComplete: case BlockSimulationType::solveForwardComplete: if (eq < block_recursive_size) goto evaluation; output << " residual" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq-block_recursive_size+ARRAY_SUBSCRIPT_OFFSET(output_type) << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=("; lhs->writeOutput(output, output_type, temporary_terms, blocks_temporary_terms_idxs); output << ")-("; rhs->writeOutput(output, output_type, temporary_terms, blocks_temporary_terms_idxs); output << ");" << endl; break; default: cerr << "Incorrect type for block " << blk+1 << endl; exit(EXIT_FAILURE); } } // The Jacobian if we have to solve the block if (simulation_type != BlockSimulationType::evaluateBackward && simulation_type != BlockSimulationType::evaluateForward) { // Write temporary terms for derivatives write_eq_tt(blocks[blk].size); ostringstream i_output, j_output, v_output; int line_counter = ARRAY_SUBSCRIPT_OFFSET(output_type); for (const auto &[indices, d] : blocks_derivatives[blk]) { auto [eq, var, ignore] = indices; i_output << " g1_i" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' << eq+1-block_recursive_size << ';' << endl; j_output << " g1_j" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' << var+1-block_recursive_size << ';' << endl; v_output << " g1_v" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter << RIGHT_ARRAY_SUBSCRIPT(output_type) << '='; d->writeOutput(v_output, output_type, temporary_terms, blocks_temporary_terms_idxs); v_output << ';' << endl; line_counter++; } output << i_output.str() << j_output.str() << v_output.str(); } } void StaticModel::writeStaticPerBlockMFiles(const string &basename) const { temporary_terms_t temporary_terms; // Temp terms written so far for (int blk = 0; blk < static_cast(blocks.size()); blk++) { BlockSimulationType simulation_type = blocks[blk].simulation_type; string filename = packageDir(basename + ".block") + "/static_" + to_string(blk+1) + ".m"; ofstream output; output.open(filename, ios::out | ios::binary); if (!output.is_open()) { cerr << "ERROR: Can't open file " << filename << " for writing" << endl; exit(EXIT_FAILURE); } output << "%" << endl << "% " << filename << " : Computes static version of one block" << endl << "%" << endl << "% Warning : this file is generated automatically by Dynare" << endl << "% from model file (.mod)" << endl << endl << "%" << endl; if (simulation_type == BlockSimulationType::evaluateBackward || simulation_type == BlockSimulationType::evaluateForward) output << "function [y, T] = static_" << blk+1 << "(y, x, params, T)" << endl; else output << "function [residual, y, T, g1] = static_" << blk+1 << "(y, x, params, T)" << endl; output << " % ////////////////////////////////////////////////////////////////////////" << endl << " % //" << string(" Block ").substr(static_cast(log10(blk + 1))) << blk+1 << " //" << endl << " % // Simulation type " << BlockSim(simulation_type) << " //" << endl << " % ////////////////////////////////////////////////////////////////////////" << endl; if (simulation_type != BlockSimulationType::evaluateBackward && simulation_type != BlockSimulationType::evaluateForward) output << " residual=zeros(" << blocks[blk].mfs_size << ",1);" << endl << " g1_i=zeros(" << blocks_derivatives[blk].size() << ",1);" << endl << " g1_j=zeros(" << blocks_derivatives[blk].size() << ",1);" << endl << " g1_v=zeros(" << blocks_derivatives[blk].size() << ",1);" << endl << endl; writeStaticPerBlockHelper(blk, output, ExprNodeOutputType::matlabStaticModel, temporary_terms); if (simulation_type != BlockSimulationType::evaluateBackward && simulation_type != BlockSimulationType::evaluateForward) output << endl << " g1=sparse(g1_i, g1_j, g1_v, " << blocks[blk].mfs_size << "," << blocks[blk].mfs_size << ");" << endl; output << "end" << endl; output.close(); } } void StaticModel::writeStaticPerBlockCFiles(const string &basename) const { temporary_terms_t temporary_terms; // Temp terms written so far for (int blk = 0; blk < static_cast(blocks.size()); blk++) { BlockSimulationType simulation_type = blocks[blk].simulation_type; string filename = basename + "/model/src/static_" + to_string(blk+1) + ".c"; ofstream output; output.open(filename, ios::out | ios::binary); if (!output.is_open()) { cerr << "ERROR: Can't open file " << filename << " for writing" << endl; exit(EXIT_FAILURE); } output << "/* Block " << blk+1 << endl << " " << BlockSim(simulation_type) << " */" << endl << endl << "#include " << endl << "#include " << endl << R"(#include "mex.h")" << endl << endl; // Write function definition if BinaryOpcode::powerDeriv is used writePowerDerivHeader(output); output << endl; if (simulation_type == BlockSimulationType::evaluateBackward || simulation_type == BlockSimulationType::evaluateForward) output << "void static_" << blk+1 << "(double *restrict y, const double *restrict x, const double *restrict params, double *restrict T)" << endl; else output << "void static_" << blk+1 << "(double *restrict y, const double *restrict x, const double *restrict params, double *restrict T, double *restrict residual, double *restrict g1_i, double *restrict g1_j, double *restrict g1_v)" << endl; output << '{' << endl; writeStaticPerBlockHelper(blk, output, ExprNodeOutputType::CStaticModel, temporary_terms); output << '}' << endl << endl; ostringstream header; if (simulation_type == BlockSimulationType::evaluateBackward || simulation_type == BlockSimulationType::evaluateForward) { header << "void static_" << blk+1 << "_mx(mxArray *y, const mxArray *x, const mxArray *params, mxArray *T)"; output << header.str() << endl << '{' << endl << " static_" << blk+1 << "(mxGetPr(y), mxGetPr(x), mxGetPr(params), mxGetPr(T));" << endl << '}' << endl; } else { header << "void static_" << blk+1 << "_mx(mxArray *y, const mxArray *x, const mxArray *params, mxArray *T, mxArray **residual, mxArray **g1)"; output << header.str() << endl << '{' << endl << " *residual = mxCreateDoubleMatrix(" << blocks[blk].mfs_size << ",1,mxREAL);" << endl << " mxArray *g1_i = mxCreateDoubleMatrix(" << blocks_derivatives[blk].size() << ",1,mxREAL);" << endl << " mxArray *g1_j = mxCreateDoubleMatrix(" << blocks_derivatives[blk].size() << ",1,mxREAL);" << endl << " mxArray *g1_v = mxCreateDoubleMatrix(" << blocks_derivatives[blk].size() << ",1,mxREAL);" << endl << " static_" << blk+1 << "(mxGetPr(y), mxGetPr(x), mxGetPr(params), mxGetPr(T), mxGetPr(*residual), mxGetPr(g1_i), mxGetPr(g1_j), mxGetPr(g1_v));" << endl << " mxArray *plhs[1];" << endl << " mxArray *m = mxCreateDoubleScalar(" << blocks[blk].mfs_size << ");" << endl << " mxArray *n = mxCreateDoubleScalar(" << blocks[blk].mfs_size << ");" << endl << " mxArray *prhs[5] = { g1_i, g1_j, g1_v, m, n };" << endl << R"( mexCallMATLAB(1, plhs, 5, prhs, "sparse");)" << endl << " *g1 = plhs[0];" << endl << " mxDestroyArray(g1_i);" << endl << " mxDestroyArray(g1_j);" << endl << " mxDestroyArray(g1_v);" << endl << " mxDestroyArray(m);" << endl << " mxDestroyArray(n);" << endl << '}' << endl; } output.close(); filename = basename + "/model/src/static_" + to_string(blk+1) + ".h"; ofstream header_output; header_output.open(filename, ios::out | ios::binary); if (!header_output.is_open()) { cerr << "ERROR: Can't open file " << filename << " for writing" << endl; exit(EXIT_FAILURE); } header_output << header.str() << ';' << endl; header_output.close(); } } void StaticModel::writeStaticBytecode(const string &basename) const { ostringstream tmp_output; ofstream code_file; unsigned int instruction_number = 0; bool file_open = false; string main_name = basename + "/model/bytecode/static.cod"; code_file.open(main_name, ios::out | ios::binary | ios::ate); if (!code_file.is_open()) { cerr << R"(Error : Can't open file ")" << main_name << R"(" for writing)" << endl; exit(EXIT_FAILURE); } int count_u; int u_count_int = 0; writeBytecodeBinFile(basename + "/model/bytecode/static.bin", u_count_int, file_open, false); file_open = true; // Compute the union of temporary terms from residuals and 1st derivatives temporary_terms_t temporary_terms = temporary_terms_derivatives[0]; copy(temporary_terms_derivatives[1].begin(), temporary_terms_derivatives[1].end(), inserter(temporary_terms, temporary_terms.end())); //Temporary variables declaration FDIMST_ fdimst(temporary_terms.size()); fdimst.write(code_file, instruction_number); FBEGINBLOCK_ fbeginblock(symbol_table.endo_nbr(), BlockSimulationType::solveForwardComplete, 0, symbol_table.endo_nbr(), endo_idx_block2orig, eq_idx_block2orig, false, symbol_table.endo_nbr(), 0, 0, u_count_int, symbol_table.endo_nbr()); fbeginblock.write(code_file, instruction_number); temporary_terms_t temporary_terms_union; compileTemporaryTerms(code_file, instruction_number, false, false, temporary_terms_union, temporary_terms_idxs); compileModelEquations(code_file, instruction_number, false, false, temporary_terms_union, temporary_terms_idxs); FENDEQU_ fendequ; fendequ.write(code_file, instruction_number); // Get the current code_file position and jump if eval = true streampos pos1 = code_file.tellp(); FJMPIFEVAL_ fjmp_if_eval(0); fjmp_if_eval.write(code_file, instruction_number); int prev_instruction_number = instruction_number; vector>> my_derivatives(symbol_table.endo_nbr()); count_u = symbol_table.endo_nbr(); 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); FNUMEXPR_ fnumexpr(ExpressionType::FirstEndoDerivative, eq, var); fnumexpr.write(code_file, instruction_number); if (!my_derivatives[eq].size()) my_derivatives[eq].clear(); my_derivatives[eq].emplace_back(var, count_u); d1->compile(code_file, instruction_number, false, temporary_terms_union, temporary_terms_idxs, 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); if (my_derivatives[i].size()) { for (auto it = my_derivatives[i].begin(); it != my_derivatives[i].end(); ++it) { FLDSU_ fldsu(it->second); fldsu.write(code_file, instruction_number); FLDSV_ fldsv{static_cast(SymbolType::endogenous), static_cast(it->first)}; fldsv.write(code_file, instruction_number); FBINARY_ fbinary{static_cast(BinaryOpcode::times)}; fbinary.write(code_file, instruction_number); if (it != my_derivatives[i].begin()) { FBINARY_ fbinary{static_cast(BinaryOpcode::plus)}; fbinary.write(code_file, instruction_number); } } FBINARY_ fbinary{static_cast(BinaryOpcode::minus)}; fbinary.write(code_file, instruction_number); } FSTPSU_ fstpsu(i); fstpsu.write(code_file, instruction_number); } // Get the current code_file position and jump = true streampos pos2 = code_file.tellp(); FJMP_ fjmp(0); fjmp.write(code_file, instruction_number); // Set code_file position to previous JMPIFEVAL_ and set the number of instructions to jump streampos pos3 = code_file.tellp(); code_file.seekp(pos1); FJMPIFEVAL_ fjmp_if_eval1(instruction_number - prev_instruction_number); fjmp_if_eval1.write(code_file, instruction_number); code_file.seekp(pos3); prev_instruction_number = instruction_number; temporary_terms_t tt2, tt3; // The Jacobian if we have to solve the block determinsitic bloc 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); FNUMEXPR_ fnumexpr(ExpressionType::FirstEndoDerivative, eq, var); fnumexpr.write(code_file, instruction_number); if (!my_derivatives[eq].size()) my_derivatives[eq].clear(); my_derivatives[eq].emplace_back(var, count_u); d1->compile(code_file, instruction_number, false, temporary_terms_union, temporary_terms_idxs, false, false); FSTPG2_ fstpg2(eq, var); fstpg2.write(code_file, instruction_number); } } // Set codefile position to previous JMP_ and set the number of instructions to jump pos1 = code_file.tellp(); code_file.seekp(pos2); FJMP_ fjmp1(instruction_number - prev_instruction_number); fjmp1.write(code_file, instruction_number); code_file.seekp(pos1); FENDBLOCK_ fendblock; fendblock.write(code_file, instruction_number); FEND_ fend; fend.write(code_file, instruction_number); code_file.close(); } void StaticModel::writeStaticBlockBytecode(const string &basename) 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 = nullptr, rhs = nullptr; BinaryOpNode *eq_node; Uff Uf[symbol_table.endo_nbr()]; map reference_count; vector feedback_variables; bool file_open = false; string main_name = basename + "/model/bytecode/static.cod"; code_file.open(main_name, ios::out | ios::binary | ios::ate); if (!code_file.is_open()) { cerr << R"(Error : Can't open file ")" << main_name << R"(" for writing)" << endl; exit(EXIT_FAILURE); } //Temporary variables declaration FDIMST_ fdimst(blocks_temporary_terms_idxs.size()); fdimst.write(code_file, instruction_number); temporary_terms_t temporary_terms_union; for (int block = 0; block < static_cast(blocks.size()); 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 = blocks[block].simulation_type; int block_size = blocks[block].size; int block_mfs = blocks[block].mfs_size; int block_recursive = blocks[block].getRecursiveSize(); if (simulation_type == BlockSimulationType::solveTwoBoundariesSimple || simulation_type == BlockSimulationType::solveTwoBoundariesComplete || simulation_type == BlockSimulationType::solveBackwardComplete || simulation_type == BlockSimulationType::solveForwardComplete) { writeBlockBytecodeBinFile(basename, block, u_count_int, file_open); file_open = true; } FBEGINBLOCK_ fbeginblock(block_mfs, simulation_type, blocks[block].first_equation, block_size, endo_idx_block2orig, eq_idx_block2orig, blocks[block].linear, symbol_table.endo_nbr(), 0, 0, u_count_int, block_size); fbeginblock.write(code_file, instruction_number); // Get the current code_file position and jump if eval = true streampos pos1 = code_file.tellp(); FJMPIFEVAL_ fjmp_if_eval(0); fjmp_if_eval.write(code_file, instruction_number); int prev_instruction_number = instruction_number; //The Temporary terms deriv_node_temp_terms_t tef_terms; /* Keep a backup of temporary_terms_union here, since temp. terms are written a second time below. This is probably unwanted… */ temporary_terms_t ttu_old = temporary_terms_union; auto write_eq_tt = [&](int eq) { for (auto it : blocks_temporary_terms[block][eq]) { if (dynamic_cast(it)) it->compileExternalFunctionOutput(code_file, instruction_number, false, temporary_terms_union, blocks_temporary_terms_idxs, false, false, tef_terms); FNUMEXPR_ fnumexpr(ExpressionType::TemporaryTerm, static_cast(blocks_temporary_terms_idxs.at(it))); fnumexpr.write(code_file, instruction_number); it->compile(code_file, instruction_number, false, temporary_terms_union, blocks_temporary_terms_idxs, false, false, tef_terms); FSTPST_ fstpst(static_cast(blocks_temporary_terms_idxs.at(it))); fstpst.write(code_file, instruction_number); temporary_terms_union.insert(it); } }; for (i = 0; i < block_size; i++) { write_eq_tt(i); // The equations int variable_ID, equation_ID; EquationType equ_type; switch (simulation_type) { evaluation: case BlockSimulationType::evaluateBackward: case BlockSimulationType::evaluateForward: equ_type = getBlockEquationType(block, i); { FNUMEXPR_ fnumexpr(ExpressionType::ModelEquation, getBlockEquationID(block, i)); fnumexpr.write(code_file, instruction_number); } if (equ_type == EquationType::evaluate) { eq_node = getBlockEquationExpr(block, i); lhs = eq_node->arg1; rhs = eq_node->arg2; rhs->compile(code_file, instruction_number, false, temporary_terms_union, blocks_temporary_terms_idxs, false, false); lhs->compile(code_file, instruction_number, true, temporary_terms_union, blocks_temporary_terms_idxs, false, false); } else if (equ_type == EquationType::evaluateRenormalized) { eq_node = getBlockEquationRenormalizedExpr(block, i); lhs = eq_node->arg1; rhs = eq_node->arg2; rhs->compile(code_file, instruction_number, false, temporary_terms_union, blocks_temporary_terms_idxs, false, false); lhs->compile(code_file, instruction_number, true, temporary_terms_union, blocks_temporary_terms_idxs, false, false); } break; case BlockSimulationType::solveBackwardComplete: case BlockSimulationType::solveForwardComplete: if (i < block_recursive) goto evaluation; variable_ID = getBlockVariableID(block, i); equation_ID = getBlockEquationID(block, i); feedback_variables.push_back(variable_ID); Uf[equation_ID].Ufl = nullptr; goto end; default: end: FNUMEXPR_ fnumexpr(ExpressionType::ModelEquation, getBlockEquationID(block, i)); fnumexpr.write(code_file, instruction_number); eq_node = getBlockEquationExpr(block, i); lhs = eq_node->arg1; rhs = eq_node->arg2; lhs->compile(code_file, instruction_number, false, temporary_terms_union, blocks_temporary_terms_idxs, false, false); rhs->compile(code_file, instruction_number, false, temporary_terms_union, blocks_temporary_terms_idxs, false, false); FBINARY_ fbinary{static_cast(BinaryOpcode::minus)}; 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 != BlockSimulationType::evaluateBackward && simulation_type != BlockSimulationType::evaluateForward) { // Write temporary terms for derivatives write_eq_tt(blocks[block].size); switch (simulation_type) { case BlockSimulationType::solveBackwardSimple: case BlockSimulationType::solveForwardSimple: { FNUMEXPR_ fnumexpr(ExpressionType::FirstEndoDerivative, 0, 0); fnumexpr.write(code_file, instruction_number); } compileDerivative(code_file, instruction_number, getBlockEquationID(block, 0), getBlockVariableID(block, 0), temporary_terms_union, blocks_temporary_terms_idxs); { FSTPG_ fstpg(0); fstpg.write(code_file, instruction_number); } break; case BlockSimulationType::solveBackwardComplete: case BlockSimulationType::solveForwardComplete: count_u = feedback_variables.size(); for (const auto &[indices, ignore2] : blocks_derivatives[block]) { auto [eq, var, ignore] = indices; int eqr = getBlockEquationID(block, eq); int varr = getBlockVariableID(block, var); if (eq >= block_recursive && var >= block_recursive) { if (!Uf[eqr].Ufl) { Uf[eqr].Ufl = static_cast(malloc(sizeof(Uff_l))); Uf[eqr].Ufl_First = Uf[eqr].Ufl; } else { Uf[eqr].Ufl->pNext = static_cast(malloc(sizeof(Uff_l))); Uf[eqr].Ufl = Uf[eqr].Ufl->pNext; } Uf[eqr].Ufl->pNext = nullptr; Uf[eqr].Ufl->u = count_u; Uf[eqr].Ufl->var = varr; FNUMEXPR_ fnumexpr(ExpressionType::FirstEndoDerivative, eqr, varr); fnumexpr.write(code_file, instruction_number); compileChainRuleDerivative(code_file, instruction_number, block, eq, var, 0, temporary_terms_union, blocks_temporary_terms_idxs); FSTPSU_ fstpsu(count_u); fstpsu.write(code_file, instruction_number); count_u++; } } for (i = 0; i < block_size; i++) { if (i >= 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{static_cast(SymbolType::endogenous), static_cast(Uf[v].Ufl->var)}; fldsv.write(code_file, instruction_number); FBINARY_ fbinary{static_cast(BinaryOpcode::times)}; 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{static_cast(BinaryOpcode::minus)}; fbinary.write(code_file, instruction_number); FSTPSU_ fstpsu(i - block_recursive); fstpsu.write(code_file, instruction_number); } } break; default: break; } } // Get the current code_file position and jump = true streampos pos2 = code_file.tellp(); FJMP_ fjmp(0); fjmp.write(code_file, instruction_number); // Set code_file position to previous JMPIFEVAL_ and set the number of instructions to jump streampos pos3 = code_file.tellp(); code_file.seekp(pos1); FJMPIFEVAL_ fjmp_if_eval1(instruction_number - prev_instruction_number); fjmp_if_eval1.write(code_file, instruction_number); code_file.seekp(pos3); prev_instruction_number = instruction_number; tef_terms.clear(); temporary_terms_union = ttu_old; for (i = 0; i < block_size; i++) { write_eq_tt(i); // The equations int variable_ID, equation_ID; EquationType equ_type; switch (simulation_type) { evaluation_l: case BlockSimulationType::evaluateBackward: case BlockSimulationType::evaluateForward: equ_type = getBlockEquationType(block, i); { FNUMEXPR_ fnumexpr(ExpressionType::ModelEquation, getBlockEquationID(block, i)); fnumexpr.write(code_file, instruction_number); } if (equ_type == EquationType::evaluate) { eq_node = getBlockEquationExpr(block, i); lhs = eq_node->arg1; rhs = eq_node->arg2; rhs->compile(code_file, instruction_number, false, temporary_terms_union, blocks_temporary_terms_idxs, false, false); lhs->compile(code_file, instruction_number, true, temporary_terms_union, blocks_temporary_terms_idxs, false, false); } else if (equ_type == EquationType::evaluateRenormalized) { eq_node = getBlockEquationRenormalizedExpr(block, i); lhs = eq_node->arg1; rhs = eq_node->arg2; rhs->compile(code_file, instruction_number, false, temporary_terms_union, blocks_temporary_terms_idxs, false, false); lhs->compile(code_file, instruction_number, true, temporary_terms_union, blocks_temporary_terms_idxs, false, false); } break; case BlockSimulationType::solveBackwardComplete: case BlockSimulationType::solveForwardComplete: if (i < block_recursive) goto evaluation_l; variable_ID = getBlockVariableID(block, i); equation_ID = getBlockEquationID(block, i); feedback_variables.push_back(variable_ID); Uf[equation_ID].Ufl = nullptr; goto end_l; default: end_l: FNUMEXPR_ fnumexpr(ExpressionType::ModelEquation, getBlockEquationID(block, i)); fnumexpr.write(code_file, instruction_number); eq_node = getBlockEquationExpr(block, i); lhs = eq_node->arg1; rhs = eq_node->arg2; lhs->compile(code_file, instruction_number, false, temporary_terms_union, blocks_temporary_terms_idxs, false, false); rhs->compile(code_file, instruction_number, false, temporary_terms_union, blocks_temporary_terms_idxs, false, false); FBINARY_ fbinary{static_cast(BinaryOpcode::minus)}; fbinary.write(code_file, instruction_number); FSTPR_ fstpr(i - block_recursive); fstpr.write(code_file, instruction_number); } } FENDEQU_ fendequ_l; fendequ_l.write(code_file, instruction_number); // The Jacobian if we have to solve the block determinsitic bloc // Write temporary terms for derivatives write_eq_tt(blocks[block].size); switch (simulation_type) { case BlockSimulationType::solveBackwardSimple: case BlockSimulationType::solveForwardSimple: { FNUMEXPR_ fnumexpr(ExpressionType::FirstEndoDerivative, 0, 0); fnumexpr.write(code_file, instruction_number); } compileDerivative(code_file, instruction_number, getBlockEquationID(block, 0), getBlockVariableID(block, 0), temporary_terms_union, blocks_temporary_terms_idxs); { FSTPG2_ fstpg2(0, 0); fstpg2.write(code_file, instruction_number); } break; case BlockSimulationType::evaluateBackward: case BlockSimulationType::evaluateForward: case BlockSimulationType::solveBackwardComplete: case BlockSimulationType::solveForwardComplete: count_u = feedback_variables.size(); for (const auto &[indices, ignore2] : blocks_derivatives[block]) { auto &[eq, var, ignore] = indices; int eqr = getBlockEquationID(block, eq); int varr = getBlockVariableID(block, var); FNUMEXPR_ fnumexpr(ExpressionType::FirstEndoDerivative, eqr, varr, 0); fnumexpr.write(code_file, instruction_number); compileChainRuleDerivative(code_file, instruction_number, block, eq, var, 0, temporary_terms_union, blocks_temporary_terms_idxs); FSTPG2_ fstpg2(eq, var); fstpg2.write(code_file, instruction_number); } break; default: break; } // Set codefile position to previous JMP_ and set the number of instructions to jump pos1 = code_file.tellp(); code_file.seekp(pos2); FJMP_ fjmp1(instruction_number - prev_instruction_number); fjmp1.write(code_file, instruction_number); code_file.seekp(pos1); } FENDBLOCK_ fendblock; fendblock.write(code_file, instruction_number); FEND_ fend; fend.write(code_file, instruction_number); code_file.close(); } void StaticModel::writeBlockBytecodeBinFile(const string &basename, int num, int &u_count_int, bool &file_open) const { int j; std::ofstream SaveCode; string filename = basename + "/model/bytecode/static.bin"; 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 << "Error : Can't open file " << filename << " for writing" << endl; exit(EXIT_FAILURE); } u_count_int = 0; int block_size = blocks[num].size; int block_mfs = blocks[num].mfs_size; int block_recursive = blocks[num].getRecursiveSize(); for (const auto &[indices, ignore2] : blocks_derivatives[num]) { auto [eq, var, ignore] = indices; 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 < block_size; j++) { int varr = getBlockVariableID(num, j); SaveCode.write(reinterpret_cast(&varr), sizeof(varr)); } for (j = block_recursive; j < block_size; j++) { int eqr = getBlockEquationID(num, j); SaveCode.write(reinterpret_cast(&eqr), sizeof(eqr)); } SaveCode.close(); } void StaticModel::computingPass(int derivsOrder, int paramsDerivsOrder, const eval_context_t &eval_context, bool no_tmp_terms, bool block, bool bytecode) { initializeVariablesAndEquations(); vector neweqs; for (int eq = 0; eq < static_cast(equations.size() - aux_equations.size()); eq++) { expr_t eq_tmp = equations[eq]->substituteStaticAuxiliaryVariable(); neweqs.push_back(dynamic_cast(eq_tmp->toStatic(*this))); } for (auto &aux_equation : aux_equations) { expr_t eq_tmp = aux_equation->substituteStaticAuxiliaryDefinition(); neweqs.push_back(dynamic_cast(eq_tmp->toStatic(*this))); } equations.clear(); copy(neweqs.begin(), neweqs.end(), back_inserter(equations)); // Compute derivatives w.r. to all endogenous set vars; for (int i = 0; i < symbol_table.endo_nbr(); i++) { int id = symbol_table.getID(SymbolType::endogenous, i); // if (!symbol_table.isAuxiliaryVariableButNotMultiplier(id)) vars.insert(getDerivID(id, 0)); } // Launch computations cout << "Computing static model derivatives (order " << derivsOrder << ")." << endl; computeDerivatives(derivsOrder, vars); if (paramsDerivsOrder > 0) { cout << "Computing static model derivatives w.r.t. parameters (order " << paramsDerivsOrder << ")." << endl; computeParamsDerivatives(paramsDerivsOrder); } if (block) { auto contemporaneous_jacobian = evaluateAndReduceJacobian(eval_context); computeNonSingularNormalization(contemporaneous_jacobian); auto [prologue, epilogue] = computePrologueAndEpilogue(); auto first_order_endo_derivatives = collectFirstOrderDerivativesEndogenous(); equationTypeDetermination(first_order_endo_derivatives, mfs); cout << "Finding the optimal block decomposition of the model ..." << endl; computeBlockDecomposition(prologue, epilogue); reduceBlockDecomposition(); printBlockDecomposition(); computeChainRuleJacobian(); determineLinearBlocks(); if (!no_tmp_terms) computeBlockTemporaryTerms(); } else { computeTemporaryTerms(true, no_tmp_terms); /* Must be called after computeTemporaryTerms(), because it depends on temporary_terms_mlv to be filled */ if (paramsDerivsOrder > 0 && !no_tmp_terms) computeParamsDerivativesTemporaryTerms(); } } void StaticModel::writeStaticMFile(const string &basename) const { writeStaticModel(basename, false, false); } void StaticModel::writeWrapperFunctions(const string &basename, const string &ending) const { string name; if (ending == "g1") name = "static_resid_g1"; else if (ending == "g2") name = "static_resid_g1_g2"; else if (ending == "g3") name = "static_resid_g1_g2_g3"; string filename = packageDir(basename) + "/" + name + ".m"; ofstream output; output.open(filename, ios::out | ios::binary); if (!output.is_open()) { cerr << "Error: Can't open file " << filename << " for writing" << endl; exit(EXIT_FAILURE); } if (ending == "g1") output << "function [residual, g1] = " << name << "(T, y, x, params, T_flag)" << endl << "% function [residual, g1] = " << name << "(T, y, x, params, T_flag)" << endl; else if (ending == "g2") output << "function [residual, g1, g2] = " << name << "(T, y, x, params, T_flag)" << endl << "% function [residual, g1, g2] = " << name << "(T, y, x, params, T_flag)" << endl; else if (ending == "g3") output << "function [residual, g1, g2, g3] = " << name << "(T, y, x, params, T_flag)" << endl << "% function [residual, g1, g2, g3] = " << name << "(T, y, x, params, T_flag)" << endl; output << "%" << endl << "% Wrapper function automatically created by Dynare" << endl << "%" << endl << endl << " if T_flag" << endl << " T = " << basename << ".static_" << ending << "_tt(T, y, x, params);" << endl << " end" << endl; if (ending == "g1") output << " residual = " << basename << ".static_resid(T, y, x, params, false);" << endl << " g1 = " << basename << ".static_g1(T, y, x, params, false);" << endl; else if (ending == "g2") output << " [residual, g1] = " << basename << ".static_resid_g1(T, y, x, params, false);" << endl << " g2 = " << basename << ".static_g2(T, y, x, params, false);" << endl; else if (ending == "g3") output << " [residual, g1, g2] = " << basename << ".static_resid_g1_g2(T, y, x, params, false);" << endl << " g3 = " << basename << ".static_g3(T, y, x, params, false);" << endl; output << endl << "end" << endl; output.close(); } void StaticModel::writeStaticModelHelper(const string &basename, const string &name, const string &retvalname, const string &name_tt, size_t ttlen, const string &previous_tt_name, const ostringstream &init_s, const ostringstream &end_s, const ostringstream &s, const ostringstream &s_tt) const { string filename = packageDir(basename) + "/" + name_tt + ".m"; ofstream output; output.open(filename, ios::out | ios::binary); if (!output.is_open()) { cerr << "Error: Can't open file " << filename << " for writing" << endl; exit(EXIT_FAILURE); } output << "function T = " << name_tt << "(T, y, x, params)" << endl << "% function T = " << name_tt << "(T, y, x, params)" << endl << "%" << endl << "% File created by Dynare Preprocessor from .mod file" << endl << "%" << endl << "% Inputs:" << endl << "% T [#temp variables by 1] double vector of temporary terms to be filled by function" << endl << "% y [M_.endo_nbr by 1] double vector of endogenous variables in declaration order" << endl << "% x [M_.exo_nbr by 1] double vector of exogenous variables in declaration order" << endl << "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl << "%" << endl << "% Output:" << endl << "% T [#temp variables by 1] double vector of temporary terms" << endl << "%" << endl << endl << "assert(length(T) >= " << ttlen << ");" << endl << endl; if (!previous_tt_name.empty()) output << "T = " << basename << "." << previous_tt_name << "(T, y, x, params);" << endl << endl; output << s_tt.str() << endl << "end" << endl; output.close(); filename = packageDir(basename) + "/" + name + ".m"; output.open(filename, ios::out | ios::binary); if (!output.is_open()) { cerr << "Error: Can't open file " << filename << " for writing" << endl; exit(EXIT_FAILURE); } output << "function " << retvalname << " = " << name << "(T, y, x, params, T_flag)" << endl << "% function " << retvalname << " = " << name << "(T, y, x, params, T_flag)" << endl << "%" << endl << "% File created by Dynare Preprocessor from .mod file" << endl << "%" << endl << "% Inputs:" << endl << "% T [#temp variables by 1] double vector of temporary terms to be filled by function" << endl << "% y [M_.endo_nbr by 1] double vector of endogenous variables in declaration order" << endl << "% x [M_.exo_nbr by 1] double vector of exogenous variables in declaration order" << endl << "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl << "% to evaluate the model" << endl << "% T_flag boolean boolean flag saying whether or not to calculate temporary terms" << endl << "%" << endl << "% Output:" << endl << "% " << retvalname << endl << "%" << endl << endl; if (!name_tt.empty()) output << "if T_flag" << endl << " T = " << basename << "." << name_tt << "(T, y, x, params);" << endl << "end" << endl; output << init_s.str() << endl << s.str() << end_s.str() << endl << "end" << endl; output.close(); } void StaticModel::writeStaticMatlabCompatLayer(const string &basename) const { string filename = packageDir(basename) + "/static.m"; ofstream output; output.open(filename, ios::out | ios::binary); if (!output.is_open()) { cerr << "Error: Can't open file " << filename << " for writing" << endl; exit(EXIT_FAILURE); } int ntt = temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() + temporary_terms_derivatives[3].size(); output << "function [residual, g1, g2, g3] = static(y, x, params)" << endl << " T = NaN(" << ntt << ", 1);" << endl << " if nargout <= 1" << endl << " residual = " << basename << ".static_resid(T, y, x, params, true);" << endl << " elseif nargout == 2" << endl << " [residual, g1] = " << basename << ".static_resid_g1(T, y, x, params, true);" << endl << " elseif nargout == 3" << endl << " [residual, g1, g2] = " << basename << ".static_resid_g1_g2(T, y, x, params, true);" << endl << " else" << endl << " [residual, g1, g2, g3] = " << basename << ".static_resid_g1_g2_g3(T, y, x, params, true);" << endl << " end" << endl << "end" << endl; output.close(); } void StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) const { writeStaticModel("", StaticOutput, use_dll, julia); } void StaticModel::writeStaticModel(const string &basename, bool use_dll, bool julia) const { ofstream StaticOutput; writeStaticModel(basename, StaticOutput, use_dll, julia); } void StaticModel::writeStaticModel(const string &basename, ostream &StaticOutput, bool use_dll, bool julia) const { vector d_output(derivatives.size()); // Derivatives output (at all orders, including 0=residual) vector tt_output(derivatives.size()); // Temp terms output (at all orders) ExprNodeOutputType output_type = (use_dll ? ExprNodeOutputType::CStaticModel : julia ? ExprNodeOutputType::juliaStaticModel : ExprNodeOutputType::matlabStaticModel); deriv_node_temp_terms_t tef_terms; temporary_terms_t temp_term_union; writeModelLocalVariableTemporaryTerms(temp_term_union, temporary_terms_idxs, tt_output[0], output_type, tef_terms); writeTemporaryTerms(temporary_terms_derivatives[0], temp_term_union, temporary_terms_idxs, tt_output[0], output_type, tef_terms); writeModelEquations(d_output[0], output_type, temp_term_union); int nrows = equations.size(); int JacobianColsNbr = symbol_table.endo_nbr(); int hessianColsNbr = JacobianColsNbr*JacobianColsNbr; auto getJacobCol = [this](int var) { return symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)); }; // Write Jacobian w.r. to endogenous only if (!derivatives[1].empty()) { writeTemporaryTerms(temporary_terms_derivatives[1], temp_term_union, temporary_terms_idxs, tt_output[1], output_type, tef_terms); for (const auto & [indices, d1] : derivatives[1]) { auto [eq, var] = vectorToTuple<2>(indices); jacobianHelper(d_output[1], eq, getJacobCol(var), output_type); d_output[1] << "="; d1->writeOutput(d_output[1], output_type, temp_term_union, temporary_terms_idxs, tef_terms); d_output[1] << ";" << endl; } } // Write derivatives for order ≥ 2 for (size_t i = 2; i < derivatives.size(); i++) if (!derivatives[i].empty()) { writeTemporaryTerms(temporary_terms_derivatives[i], temp_term_union, temporary_terms_idxs, tt_output[i], output_type, tef_terms); /* When creating the sparse matrix (in MATLAB or C mode), since storage is in column-major order, output the first column, then the second, then the third. This gives a significant performance boost in use_dll mode (at both compilation and runtime), because it facilitates memory accesses and expression reusage. */ ostringstream i_output, j_output, v_output; int k = 0; // Current line index in the 3-column matrix for (const auto &[vidx, d] : derivatives[i]) { int eq = vidx[0]; int col_idx = 0; for (size_t j = 1; j < vidx.size(); j++) { col_idx *= JacobianColsNbr; col_idx += getJacobCol(vidx[j]); } if (output_type == ExprNodeOutputType::juliaStaticModel) { d_output[i] << " @inbounds " << "g" << i << "[" << eq + 1 << "," << col_idx + 1 << "] = "; d->writeOutput(d_output[i], output_type, temp_term_union, temporary_terms_idxs, tef_terms); d_output[i] << endl; } else { i_output << "g" << i << "_i" << LEFT_ARRAY_SUBSCRIPT(output_type) << k + ARRAY_SUBSCRIPT_OFFSET(output_type) << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq + 1 << ";" << endl; j_output << "g" << i << "_j" << LEFT_ARRAY_SUBSCRIPT(output_type) << k + ARRAY_SUBSCRIPT_OFFSET(output_type) << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << col_idx + 1 << ";" << endl; v_output << "g" << i << "_v" << LEFT_ARRAY_SUBSCRIPT(output_type) << k + ARRAY_SUBSCRIPT_OFFSET(output_type) << RIGHT_ARRAY_SUBSCRIPT(output_type) << "="; d->writeOutput(v_output, output_type, temp_term_union, temporary_terms_idxs, tef_terms); v_output << ";" << endl; k++; } // Output symetric elements at order 2 if (i == 2 && vidx[1] != vidx[2]) { int col_idx_sym = getJacobCol(vidx[2]) * JacobianColsNbr + getJacobCol(vidx[1]); if (output_type == ExprNodeOutputType::juliaStaticModel) d_output[2] << " @inbounds g2[" << eq + 1 << "," << col_idx_sym + 1 << "] = " << "g2[" << eq + 1 << "," << col_idx + 1 << "]" << endl; else { i_output << "g" << i << "_i" << LEFT_ARRAY_SUBSCRIPT(output_type) << k + ARRAY_SUBSCRIPT_OFFSET(output_type) << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq + 1 << ";" << endl; j_output << "g" << i << "_j" << LEFT_ARRAY_SUBSCRIPT(output_type) << k + ARRAY_SUBSCRIPT_OFFSET(output_type) << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << col_idx_sym + 1 << ";" << endl; v_output << "g" << i << "_v" << LEFT_ARRAY_SUBSCRIPT(output_type) << k + ARRAY_SUBSCRIPT_OFFSET(output_type) << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << "g" << i << "_v" << LEFT_ARRAY_SUBSCRIPT(output_type) << k-1 + ARRAY_SUBSCRIPT_OFFSET(output_type) << RIGHT_ARRAY_SUBSCRIPT(output_type) << ";" << endl; k++; } } } if (output_type != ExprNodeOutputType::juliaStaticModel) d_output[i] << i_output.str() << j_output.str() << v_output.str(); } if (output_type == ExprNodeOutputType::matlabStaticModel) { // Check that we don't have more than 32 nested parenthesis because Matlab does not suppor this. See Issue #1201 map tmp_paren_vars; bool message_printed = false; for (auto &it : tt_output) fixNestedParenthesis(it, tmp_paren_vars, message_printed); for (auto &it : d_output) fixNestedParenthesis(it, tmp_paren_vars, message_printed); ostringstream init_output, end_output; init_output << "residual = zeros(" << equations.size() << ", 1);"; end_output << "if ~isreal(residual)" << endl << " residual = real(residual)+imag(residual).^2;" << endl << "end"; writeStaticModelHelper(basename, "static_resid", "residual", "static_resid_tt", temporary_terms_mlv.size() + temporary_terms_derivatives[0].size(), "", init_output, end_output, d_output[0], tt_output[0]); init_output.str(""); end_output.str(""); init_output << "g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ");"; end_output << "if ~isreal(g1)" << endl << " g1 = real(g1)+2*imag(g1);" << endl << "end"; writeStaticModelHelper(basename, "static_g1", "g1", "static_g1_tt", temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size(), "static_resid_tt", init_output, end_output, d_output[1], tt_output[1]); writeWrapperFunctions(basename, "g1"); // For order ≥ 2 int ncols = JacobianColsNbr; int ntt = temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size(); for (size_t i = 2; i < derivatives.size(); i++) { ncols *= JacobianColsNbr; ntt += temporary_terms_derivatives[i].size(); string gname = "g" + to_string(i); string gprevname = "g" + to_string(i-1); init_output.str(""); end_output.str(""); if (derivatives[i].size()) { init_output << gname << "_i = zeros(" << NNZDerivatives[i] << ",1);" << endl << gname << "_j = zeros(" << NNZDerivatives[i] << ",1);" << endl << gname << "_v = zeros(" << NNZDerivatives[i] << ",1);" << endl; end_output << gname << " = sparse(" << gname << "_i," << gname << "_j," << gname << "_v," << nrows << "," << ncols << ");"; } else init_output << gname << " = sparse([],[],[]," << nrows << "," << ncols << ");"; writeStaticModelHelper(basename, "static_" + gname, gname, "static_" + gname + "_tt", ntt, "static_" + gprevname + "_tt", init_output, end_output, d_output[i], tt_output[i]); if (i <= 3) writeWrapperFunctions(basename, gname); } writeStaticMatlabCompatLayer(basename); } else if (output_type == ExprNodeOutputType::CStaticModel) { for (size_t i = 0; i < d_output.size(); i++) { string funcname = i == 0 ? "resid" : "g" + to_string(i); StaticOutput << "void static_" << funcname << "_tt(const double *restrict y, const double *restrict x, const double *restrict params, double *restrict T)" << endl << "{" << endl << tt_output[i].str() << "}" << endl << endl << "void static_" << funcname << "(const double *restrict y, const double *restrict x, const double *restrict params, const double *restrict T, "; if (i == 0) StaticOutput << "double *restrict residual"; else if (i == 1) StaticOutput << "double *restrict g1"; else StaticOutput << "double *restrict " << funcname << "_i, double *restrict " << funcname << "_j, double *restrict " << funcname << "_v"; StaticOutput << ")" << endl << "{" << endl; if (i == 0) StaticOutput << " double lhs, rhs;" << endl; StaticOutput << d_output[i].str() << "}" << endl << endl; } } else { stringstream output; output << "module " << basename << "Static" << endl << "#" << endl << "# NB: this file was automatically generated by Dynare" << endl << "# from " << basename << ".mod" << endl << "#" << endl << "using StatsFuns" << endl << endl << "export tmp_nbr, static!, staticResid!, staticG1!, staticG2!, staticG3!" << endl << endl << "#=" << endl << "# The comments below apply to all functions contained in this module #" << endl << " NB: The arguments contained on the first line of the function" << endl << " definition are those that are modified in place" << endl << endl << "## Exported Functions ##" << endl << " static! : Wrapper function; computes residuals, Jacobian, Hessian," << endl << " and third order derivatives matroces depending on the arguments provided" << endl << " staticResid! : Computes the static model residuals" << endl << " staticG1! : Computes the static model Jacobian" << endl << " staticG2! : Computes the static model Hessian" << endl << " staticG3! : Computes the static model third derivatives" << endl << endl << "## Exported Variables ##" << endl << " tmp_nbr : Vector{Int}(4) respectively the number of temporary variables" << endl << " for the residuals, g1, g2 and g3." << endl << endl << "## Local Functions ##" << endl << " staticResidTT! : Computes the static model temporary terms for the residuals" << endl << " staticG1TT! : Computes the static model temporary terms for the Jacobian" << endl << " staticG2TT! : Computes the static model temporary terms for the Hessian" << endl << " staticG3TT! : Computes the static model temporary terms for the third derivatives" << endl << endl << "## Function Arguments ##" << endl << " T : Vector{Float64}(num_temp_terms) temporary terms" << endl << " y : Vector{Float64}(model_.endo_nbr) endogenous variables in declaration order" << endl << " x : Vector{Float64}(model_.exo_nbr) exogenous variables in declaration order" << endl << " params : Vector{Float64}(model_.param) parameter values in declaration order" << endl << " residual : Vector{Float64}(model_.eq_nbr) residuals of the static model equations" << endl << " in order of declaration of the equations. Dynare may prepend auxiliary equations," << endl << " see model.aux_vars" << endl << " g1 : Matrix{Float64}(model.eq_nbr,model_.endo_nbr) Jacobian matrix of the static model equations" << endl << " The columns and rows respectively correspond to the variables in declaration order and the" << endl << " equations in order of declaration" << endl << " g2 : spzeros(model.eq_nbr, model_.endo^2) Hessian matrix of the static model equations" << endl << " The columns and rows respectively correspond to the variables in declaration order and the" << endl << " equations in order of declaration" << endl << " g3 : spzeros(model.eq_nbr, model_.endo^3) Third order derivatives matrix of the static model equations" << endl << " The columns and rows respectively correspond to the variables in declaration order and the" << endl << " equations in order of declaration" << endl << endl << "## Remarks ##" << endl << " [1] The size of `T`, ie the value of `num_temp_terms`, depends on the version of the static model called. The number of temporary variables" << endl << " used for the different returned objects (residuals, jacobian, hessian or third order derivatives) is given by the elements in `tmp_nbr`" << endl << " exported vector. The first element is the number of temporaries used for the computation of the residuals, the second element is the" << endl << " number of temporaries used for the evaluation of the jacobian matrix, etc. If one calls the version of the static model computing the" << endl << " residuals, and the jacobian and hessian matrices, then `T` must have at least `sum(tmp_nbr[1:3])` elements." << endl << "=#" << endl << endl; // Write the number of temporary terms output << "tmp_nbr = zeros(Int,4)" << endl << "tmp_nbr[1] = " << temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() << "# Number of temporary terms for the residuals" << endl << "tmp_nbr[2] = " << temporary_terms_derivatives[1].size() << "# Number of temporary terms for g1 (jacobian)" << endl << "tmp_nbr[3] = " << temporary_terms_derivatives[2].size() << "# Number of temporary terms for g2 (hessian)" << endl << "tmp_nbr[4] = " << temporary_terms_derivatives[3].size() << "# Number of temporary terms for g3 (third order derivates)" << endl << endl; // staticResidTT! output << "function staticResidTT!(T::Vector{Float64}," << endl << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64})" << endl << " @assert length(T) >= " << temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() << endl << tt_output[0].str() << " return nothing" << endl << "end" << endl << endl; // static! output << "function staticResid!(T::Vector{Float64}, residual::Vector{Float64}," << endl << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T0_flag::Bool)" << endl << " @assert length(y) == " << symbol_table.endo_nbr() << endl << " @assert length(x) == " << symbol_table.exo_nbr() << endl << " @assert length(params) == " << symbol_table.param_nbr() << endl << " @assert length(residual) == " << equations.size() << endl << " if T0_flag" << endl << " staticResidTT!(T, y, x, params)" << endl << " end" << endl << d_output[0].str() << " if ~isreal(residual)" << endl << " residual = real(residual)+imag(residual).^2;" << endl << " end" << endl << " return nothing" << endl << "end" << endl << endl; // staticG1TT! output << "function staticG1TT!(T::Vector{Float64}," << endl << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T0_flag::Bool)" << endl << " if T0_flag" << endl << " staticResidTT!(T, y, x, params)" << endl << " end" << endl << tt_output[1].str() << " return nothing" << endl << "end" << endl << endl; // staticG1! output << "function staticG1!(T::Vector{Float64}, g1::Matrix{Float64}," << endl << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T1_flag::Bool, T0_flag::Bool)" << endl << " @assert length(T) >= " << temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() << endl << " @assert size(g1) == (" << equations.size() << ", " << symbol_table.endo_nbr() << ")" << endl << " @assert length(y) == " << symbol_table.endo_nbr() << endl << " @assert length(x) == " << symbol_table.exo_nbr() << endl << " @assert length(params) == " << symbol_table.param_nbr() << endl << " if T1_flag" << endl << " staticG1TT!(T, y, x, params, T0_flag)" << endl << " end" << endl << " fill!(g1, 0.0)" << endl << d_output[1].str() << " if ~isreal(g1)" << endl << " g1 = real(g1)+2*imag(g1);" << endl << " end" << endl << " return nothing" << endl << "end" << endl << endl; // staticG2TT! output << "function staticG2TT!(T::Vector{Float64}," << endl << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T1_flag::Bool, T0_flag::Bool)" << endl << " if T1_flag" << endl << " staticG1TT!(T, y, x, params, TO_flag)" << endl << " end" << endl << tt_output[2].str() << " return nothing" << endl << "end" << endl << endl; // staticG2! output << "function staticG2!(T::Vector{Float64}, g2::Matrix{Float64}," << endl << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T2_flag::Bool, T1_flag::Bool, T0_flag::Bool)" << endl << " @assert length(T) >= " << temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() << endl << " @assert size(g2) == (" << equations.size() << ", " << hessianColsNbr << ")" << endl << " @assert length(y) == " << symbol_table.endo_nbr() << endl << " @assert length(x) == " << symbol_table.exo_nbr() << endl << " @assert length(params) == " << symbol_table.param_nbr() << endl << " if T2_flag" << endl << " staticG2TT!(T, y, x, params, T1_flag, T0_flag)" << endl << " end" << endl << " fill!(g2, 0.0)" << endl << d_output[2].str() << " return nothing" << endl << "end" << endl << endl; // staticG3TT! output << "function staticG3TT!(T::Vector{Float64}," << endl << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T2_flag::Bool, T1_flag::Bool, T0_flag::Bool)" << endl << " if T2_flag" << endl << " staticG2TT!(T, y, x, params, T1_flag, T0_flag)" << endl << " end" << endl << tt_output[3].str() << " return nothing" << endl << "end" << endl << endl; // staticG3! int ncols = hessianColsNbr * JacobianColsNbr; output << "function staticG3!(T::Vector{Float64}, g3::Matrix{Float64}," << endl << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T3_flag::Bool, T2_flag::Bool, T1_flag::Bool, T0_flag::Bool)" << endl << " @assert length(T) >= " << temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() + temporary_terms_derivatives[3].size() << endl << " @assert size(g3) == (" << nrows << ", " << ncols << ")" << endl << " @assert length(y) == " << symbol_table.endo_nbr() << endl << " @assert length(x) == " << symbol_table.exo_nbr() << endl << " @assert length(params) == " << symbol_table.param_nbr() << endl << " if T3_flag" << endl << " staticG3TT!(T, y, x, params, T2_flag, T1_flag, T0_flag)" << endl << " end" << endl << " fill!(g3, 0.0)" << endl << d_output[3].str() << " return nothing" << endl << "end" << endl << endl; // static! output << "function static!(T::Vector{Float64}, residual::Vector{Float64}," << endl << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64})" << endl << " staticResid!(T, residual, y, x, params, true)" << endl << " return nothing" << endl << "end" << endl << endl << "function static!(T::Vector{Float64}, residual::Vector{Float64}, g1::Matrix{Float64}," << endl << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64})" << endl << " staticG1!(T, g1, y, x, params, true, true)" << endl << " staticResid!(T, residual, y, x, params, false)" << endl << " return nothing" << endl << "end" << endl << endl << "function static!(T::Vector{Float64}, g1::Matrix{Float64}," << endl << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64})" << endl << " staticG1!(T, g1, y, x, params, true, false)" << endl << " return nothing" << endl << "end" << endl << endl << "function static!(T::Vector{Float64}, residual::Vector{Float64}, g1::Matrix{Float64}, g2::Matrix{Float64}," << endl << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64})" << endl << " staticG2!(T, g2, y, x, params, true, true, true)" << endl << " staticG1!(T, g1, y, x, params, false, false)" << endl << " staticResid!(T, residual, y, x, params, false)" << endl << " return nothing" << endl << "end" << endl << endl; // Write function definition if BinaryOpcode::powerDeriv is used writePowerDerivJulia(output); output << "end" << endl; writeToFileIfModified(output, basename + "Static.jl"); } } void StaticModel::writeStaticCFile(const string &basename) const { // Writing comments and function definition command string filename = basename + "/model/src/static.c"; int ntt = temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() + temporary_terms_derivatives[3].size(); ofstream output; output.open(filename, ios::out | ios::binary); if (!output.is_open()) { cerr << "ERROR: Can't open file " << filename << " for writing" << endl; exit(EXIT_FAILURE); } output << "/*" << endl << " * " << filename << " : Computes static model for Dynare" << endl << " *" << endl << " * Warning : this file is generated automatically by Dynare" << endl << " * from model file (.mod)" << endl << endl << " */" << endl << endl << "#include " << endl << "#include " << endl << R"(#include "mex.h")" << endl << endl; // Write function definition if BinaryOpcode::powerDeriv is used writePowerDeriv(output); output << endl; writeStaticModel(output, true, false); output << "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl << "{" << endl << " if (nrhs > 3)" << endl << R"( mexErrMsgTxt("Accepts at most 3 output arguments");)" << endl << " if (nrhs != 3)" << endl << R"( mexErrMsgTxt("Requires exactly 3 input arguments");)" << endl << " double *y = mxGetPr(prhs[0]);" << endl << " double *x = mxGetPr(prhs[1]);" << endl << " double *params = mxGetPr(prhs[2]);" << endl << endl << " double *T = (double *) malloc(sizeof(double)*" << ntt << ");" << endl << endl << " if (nlhs >= 1)" << endl << " {" << endl << " plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl << " double *residual = mxGetPr(plhs[0]);" << endl << " static_resid_tt(y, x, params, T);" << endl << " static_resid(y, x, params, T, residual);" << endl << " }" << endl << endl << " if (nlhs >= 2)" << endl << " {" << endl << " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << symbol_table.endo_nbr() << ", mxREAL);" << endl << " double *g1 = mxGetPr(plhs[1]);" << endl << " static_g1_tt(y, x, params, T);" << endl << " static_g1(y, x, params, T, g1);" << endl << " }" << endl << endl << " if (nlhs >= 3)" << endl << " {" << endl << " mxArray *g2_i = mxCreateDoubleMatrix(" << NNZDerivatives[2] << ", " << 1 << ", mxREAL);" << endl << " mxArray *g2_j = mxCreateDoubleMatrix(" << NNZDerivatives[2] << ", " << 1 << ", mxREAL);" << endl << " mxArray *g2_v = mxCreateDoubleMatrix(" << NNZDerivatives[2] << ", " << 1 << ", mxREAL);" << endl << " static_g2_tt(y, x, params, T);" << endl << " static_g2(y, x, params, T, mxGetPr(g2_i), mxGetPr(g2_j), mxGetPr(g2_v));" << endl << " mxArray *m = mxCreateDoubleScalar(" << equations.size() << ");" << endl << " mxArray *n = mxCreateDoubleScalar(" << symbol_table.endo_nbr()*symbol_table.endo_nbr() << ");" << endl << " mxArray *plhs_sparse[1], *prhs_sparse[5] = { g2_i, g2_j, g2_v, m, n };" << endl << R"( mexCallMATLAB(1, plhs_sparse, 5, prhs_sparse, "sparse");)" << endl << " plhs[2] = plhs_sparse[0];" << endl << " mxDestroyArray(g2_i);" << endl << " mxDestroyArray(g2_j);" << endl << " mxDestroyArray(g2_v);" << endl << " mxDestroyArray(m);" << endl << " mxDestroyArray(n);" << endl << " }" << endl << endl << " free(T);" << endl << "}" << endl; output.close(); } void StaticModel::writeStaticJuliaFile(const string &basename) const { writeStaticModel(basename, false, true); } void StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot, bool julia) const { filesystem::path model_dir{basename}; model_dir /= "model"; if (use_dll) filesystem::create_directories(model_dir / "src"); if (bytecode) filesystem::create_directories(model_dir / "bytecode"); if (block) { if (bytecode) writeStaticBlockBytecode(basename); else if (use_dll) { writeStaticPerBlockCFiles(basename); writeStaticBlockCFile(basename); vector src_files{blocks.size() + 1}; for (int blk = 0; blk < static_cast(blocks.size()); blk++) src_files[blk] = model_dir / "src" / ("static_" + to_string(blk+1) + ".c"); src_files[blocks.size()] = model_dir / "src" / "static.c"; compileMEX(basename, "static", mexext, src_files, matlabroot, dynareroot); } else if (julia) { cerr << "'block' option is not available with Julia" << endl; exit(EXIT_FAILURE); } else // M-files { writeStaticPerBlockMFiles(basename); writeStaticBlockMFile(basename); } } else { if (bytecode) writeStaticBytecode(basename); else if (use_dll) { writeStaticCFile(basename); compileMEX(basename, "static", mexext, { model_dir / "src" / "static.c" }, matlabroot, dynareroot); } else if (julia) writeStaticJuliaFile(basename); else // M-files writeStaticMFile(basename); } writeSetAuxiliaryVariables(basename, julia); } bool StaticModel::exoPresentInEqs() const { for (auto equation : equations) { set result; equation->collectVariables(SymbolType::exogenous, result); equation->collectVariables(SymbolType::exogenousDet, result); if (!result.empty()) return true; } return false; } void StaticModel::writeStaticBlockMFile(const string &basename) const { string filename = packageDir(basename) + "/static.m"; ofstream output; output.open(filename, ios::out | ios::binary); if (!output.is_open()) { cerr << "ERROR: Can't open file " << filename << " for writing" << endl; exit(EXIT_FAILURE); } output << "function [residual, y, T, g1] = static(nblock, y, x, params, T)" << endl << " switch nblock" << endl; for (int blk = 0; blk < static_cast(blocks.size()); blk++) { output << " case " << blk+1 << endl; BlockSimulationType simulation_type = blocks[blk].simulation_type; if (simulation_type == BlockSimulationType::evaluateBackward || simulation_type == BlockSimulationType::evaluateForward) output << " [y, T] = " << basename << ".block.static_" << blk+1 << "(y, x, params, T);" << endl << " residual = [];" << endl << " g1 = [];" << endl; else output << " [residual, y, T, g1] = " << basename << ".block.static_" << blk+1 << "(y, x, params, T);" << endl; } output << " end" << endl << "end" << endl; output.close(); } void StaticModel::writeStaticBlockCFile(const string &basename) const { string filename = basename + "/model/src/static.c"; ofstream output; output.open(filename, ios::out | ios::binary); if (!output.is_open()) { cerr << "ERROR: Can't open file " << filename << " for writing" << endl; exit(EXIT_FAILURE); } output << "#include " << endl << R"(#include "mex.h")" << endl; for (int blk = 0; blk < static_cast(blocks.size()); blk++) output << R"(#include "static_)" << blk+1 << R"(.h")" << endl; output << endl; writePowerDeriv(output); output << endl << "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl << "{" << endl << " if (nrhs != 5)" << endl << R"( mexErrMsgTxt("Requires exactly 5 input arguments");)" << endl << " if (nlhs > 4)" << endl << R"( mexErrMsgTxt("Accepts at most 4 output arguments");)" << endl << " int nblock = (int) mxGetScalar(prhs[0]);" << endl << " const mxArray *y = prhs[1], *x = prhs[2], *params = prhs[3], *T = prhs[4];" << endl << " mxArray *T_new = mxDuplicateArray(T);" << endl << " mxArray *y_new = mxDuplicateArray(y);" << endl << " mxArray *residual, *g1;" << endl << " switch (nblock)" << endl << " {" << endl; for (int blk = 0; blk < static_cast(blocks.size()); blk++) { output << " case " << blk+1 << ':' << endl; BlockSimulationType simulation_type = blocks[blk].simulation_type; if (simulation_type == BlockSimulationType::evaluateBackward || simulation_type == BlockSimulationType::evaluateForward) output << " static_" << blk+1 << "_mx(y_new, x, params, T_new);" << endl << " residual = mxCreateDoubleMatrix(0,0,mxREAL);" << endl << " g1 = mxCreateDoubleMatrix(0,0,mxREAL);" << endl; else output << " static_" << blk+1 << "_mx(y_new, x, params, T_new, &residual, &g1);" << endl; output << " break;" << endl; } output << " }" << endl << endl << " if (nlhs >= 1)" << endl << " plhs[0] = residual;" << endl << " else" << endl << " mxDestroyArray(residual);" << endl << " if (nlhs >= 2)" << endl << " plhs[1] = y_new;" << endl << " else" << endl << " mxDestroyArray(y_new);" << endl << " if (nlhs >= 3)" << endl << " plhs[2] = T_new;" << endl << " else" << endl << " mxDestroyArray(T_new);" << endl << " if (nlhs >= 4)" << endl << " plhs[3] = g1;" << endl << " else" << endl << " mxDestroyArray(g1);" << endl << "}" << endl; output.close(); } void StaticModel::writeDriverOutput(ostream &output, bool block) const { output << "M_.static_tmp_nbr = ["; for (const auto &temporary_terms_derivative : temporary_terms_derivatives) output << temporary_terms_derivative.size() << "; "; output << "];" << endl; /* Write mapping between model local variables and indices in the temporary terms vector (dynare#1722) */ output << "M_.model_local_variables_static_tt_idxs = {" << endl; for (auto [mlv, value] : temporary_terms_mlv) output << " '" << symbol_table.getName(mlv->symb_id) << "', " << temporary_terms_idxs.at(mlv)+1 << ';' << endl; output << "};" << endl; if (!block) return; for (int blk = 0; blk < static_cast(blocks.size()); blk++) { output << "block_structure_stat.block(" << blk+1 << ").Simulation_Type = " << static_cast(blocks[blk].simulation_type) << ";" << endl << "block_structure_stat.block(" << blk+1 << ").endo_nbr = " << blocks[blk].size << ";" << endl << "block_structure_stat.block(" << blk+1 << ").mfs = " << blocks[blk].mfs_size << ";" << endl << "block_structure_stat.block(" << blk+1 << ").equation = ["; for (int eq = 0; eq < blocks[blk].size; eq++) output << " " << getBlockEquationID(blk, eq)+1; output << "];" << endl << "block_structure_stat.block(" << blk+1 << ").variable = ["; for (int var = 0; var < blocks[blk].size; var++) output << " " << getBlockVariableID(blk, var)+1; output << "];" << endl; } output << "M_.block_structure_stat.block = block_structure_stat.block;" << endl << "M_.block_structure_stat.variable_reordered = ["; for (int i = 0; i < symbol_table.endo_nbr(); i++) output << " " << endo_idx_block2orig[i]+1; output << "];" << endl << "M_.block_structure_stat.equation_reordered = ["; for (int i = 0; i < symbol_table.endo_nbr(); i++) output << " " << eq_idx_block2orig[i]+1; output << "];" << endl; set> row_incidence; for (const auto &[indices, d1] : derivatives[1]) if (int deriv_id = indices[1]; getTypeByDerivID(deriv_id) == SymbolType::endogenous) { int eq = indices[0]; int var = symbol_table.getTypeSpecificID(getSymbIDByDerivID(deriv_id)); row_incidence.emplace(eq, var); } output << "M_.block_structure_stat.incidence.sparse_IM = [" << endl; for (auto [eq, var] : row_incidence) output << " " << eq+1 << " " << var+1 << ";" << endl; output << "];" << endl << "M_.block_structure_stat.tmp_nbr = " << blocks_temporary_terms_idxs.size() << ";" << endl; } SymbolType StaticModel::getTypeByDerivID(int deriv_id) const noexcept(false) { if (deriv_id < symbol_table.endo_nbr()) return SymbolType::endogenous; else if (deriv_id < symbol_table.endo_nbr() + symbol_table.param_nbr()) return SymbolType::parameter; else throw UnknownDerivIDException(); } int StaticModel::getLagByDerivID(int deriv_id) const noexcept(false) { return 0; } int StaticModel::getSymbIDByDerivID(int deriv_id) const noexcept(false) { if (deriv_id < symbol_table.endo_nbr()) return symbol_table.getID(SymbolType::endogenous, deriv_id); else if (deriv_id < symbol_table.endo_nbr() + symbol_table.param_nbr()) return symbol_table.getID(SymbolType::parameter, deriv_id - symbol_table.endo_nbr()); else throw UnknownDerivIDException(); } int StaticModel::getDerivID(int symb_id, int lag) const noexcept(false) { if (symbol_table.getType(symb_id) == SymbolType::endogenous) return symbol_table.getTypeSpecificID(symb_id); else if (symbol_table.getType(symb_id) == SymbolType::parameter) return symbol_table.getTypeSpecificID(symb_id) + symbol_table.endo_nbr(); else return -1; } void StaticModel::addAllParamDerivId(set &deriv_id_set) { for (int i = 0; i < symbol_table.param_nbr(); i++) deriv_id_set.insert(i + symbol_table.endo_nbr()); } void StaticModel::computeChainRuleJacobian() { int nb_blocks = blocks.size(); blocks_derivatives.resize(nb_blocks); for (int blk = 0; blk < nb_blocks; blk++) { int nb_recursives = blocks[blk].getRecursiveSize(); map recursive_vars; for (int i = 0; i < nb_recursives; i++) { int deriv_id = getDerivID(symbol_table.getID(SymbolType::endogenous, getBlockVariableID(blk, i)), 0); if (getBlockEquationType(blk, i) == EquationType::evaluateRenormalized) recursive_vars[deriv_id] = getBlockEquationRenormalizedExpr(blk, i); else recursive_vars[deriv_id] = getBlockEquationExpr(blk, i); } assert(blocks[blk].simulation_type != BlockSimulationType::solveTwoBoundariesSimple && blocks[blk].simulation_type != BlockSimulationType::solveTwoBoundariesComplete); int size = blocks[blk].size; for (int eq = nb_recursives; eq < size; eq++) { int eq_orig = getBlockEquationID(blk, eq); for (int var = nb_recursives; var < size; var++) { int var_orig = getBlockVariableID(blk, var); expr_t d1 = equations[eq_orig]->getChainRuleDerivative(getDerivID(symbol_table.getID(SymbolType::endogenous, var_orig), 0), recursive_vars); if (d1 != Zero) blocks_derivatives[blk][{ eq, var, 0 }] = d1; } } } } void StaticModel::writeLatexFile(const string &basename, bool write_equation_tags) const { writeLatexModelFile(basename, "static", ExprNodeOutputType::latexStaticModel, write_equation_tags); } void StaticModel::writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type) const { for (auto aux_equation : aux_equations) { dynamic_cast(aux_equation)->writeOutput(output, output_type); output << ";" << endl; } } void StaticModel::writeSetAuxiliaryVariables(const string &basename, bool julia) const { ostringstream output_func_body; ExprNodeOutputType output_type = julia ? ExprNodeOutputType::juliaStaticModel : ExprNodeOutputType::matlabStaticModel; writeAuxVarRecursiveDefinitions(output_func_body, output_type); if (output_func_body.str().empty()) return; string func_name = julia ? basename + "_set_auxiliary_variables!" : "set_auxiliary_variables"; string comment = julia ? "#" : "%"; stringstream output; if (julia) output << "module " << basename << "SetAuxiliaryVariables" << endl << "export " << func_name << endl; output << "function "; if (!julia) output << "y = "; output << func_name << "(y, x, params)" << endl << comment << endl << comment << " Status : Computes static model for Dynare" << endl << comment << endl << comment << " Warning : this file is generated automatically by Dynare" << endl << comment << " from model file (.mod)" << endl << endl << output_func_body.str() << "end" << endl; if (julia) output << "end" << endl; writeToFileIfModified(output, julia ? basename + "SetAuxiliaryVariables.jl" : packageDir(basename) + "/" + func_name + ".m"); } void StaticModel::writeAuxVarRecursiveDefinitions(ostream &output, ExprNodeOutputType output_type) const { deriv_node_temp_terms_t tef_terms; for (auto aux_equation : aux_equations) if (dynamic_cast(aux_equation)->containsExternalFunction()) dynamic_cast(aux_equation)->writeExternalFunctionOutput(output, ExprNodeOutputType::matlabStaticModel, {}, {}, tef_terms); for (auto aux_equation : aux_equations) { dynamic_cast(aux_equation->substituteStaticAuxiliaryDefinition())->writeOutput(output, output_type); output << ";" << endl; } } void StaticModel::writeLatexAuxVarRecursiveDefinitions(ostream &output) const { deriv_node_temp_terms_t tef_terms; temporary_terms_t temporary_terms; temporary_terms_idxs_t temporary_terms_idxs; for (auto aux_equation : aux_equations) if (dynamic_cast(aux_equation)->containsExternalFunction()) dynamic_cast(aux_equation)->writeExternalFunctionOutput(output, ExprNodeOutputType::latexStaticModel, temporary_terms, temporary_terms_idxs, tef_terms); for (auto aux_equation : aux_equations) { output << R"(\begin{dmath})" << endl; dynamic_cast(aux_equation->substituteStaticAuxiliaryDefinition())->writeOutput(output, ExprNodeOutputType::latexStaticModel); output << endl << R"(\end{dmath})" << endl; } } void StaticModel::writeJsonAuxVarRecursiveDefinitions(ostream &output) const { deriv_node_temp_terms_t tef_terms; temporary_terms_t temporary_terms; for (auto aux_equation : aux_equations) if (dynamic_cast(aux_equation)->containsExternalFunction()) { vector efout; dynamic_cast(aux_equation)->writeJsonExternalFunctionOutput(efout, temporary_terms, tef_terms, false); for (auto it = efout.begin(); it != efout.end(); ++it) { if (it != efout.begin()) output << ", "; output << *it; } } for (auto aux_equation : aux_equations) { output << R"(, {"lhs": ")"; aux_equation->arg1->writeJsonOutput(output, temporary_terms, tef_terms, false); output << R"(", "rhs": ")"; dynamic_cast(aux_equation->substituteStaticAuxiliaryDefinition())->arg2->writeJsonOutput(output, temporary_terms, tef_terms, false); output << R"("})"; } } void StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) const { if (!params_derivatives.size()) return; ExprNodeOutputType output_type = (julia ? ExprNodeOutputType::juliaStaticModel : ExprNodeOutputType::matlabStaticModel); ostringstream tt_output; // Used for storing temporary terms ostringstream jacobian_output; // Used for storing jacobian equations ostringstream hessian_output; // Used for storing Hessian equations ostringstream hessian1_output; // Used for storing Hessian equations ostringstream third_derivs_output; // Used for storing third order derivatives equations ostringstream third_derivs1_output; // Used for storing third order derivatives equations temporary_terms_t temp_term_union; deriv_node_temp_terms_t tef_terms; writeModelLocalVariableTemporaryTerms(temp_term_union, params_derivs_temporary_terms_idxs, tt_output, output_type, tef_terms); for (const auto &it : params_derivs_temporary_terms) writeTemporaryTerms(it.second, temp_term_union, params_derivs_temporary_terms_idxs, tt_output, output_type, tef_terms); for (const auto & [indices, d1] : params_derivatives.find({ 0, 1 })->second) { auto [eq, param] = vectorToTuple<2>(indices); int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1; jacobian_output << "rp" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq+1 << ", " << param_col << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = "; d1->writeOutput(jacobian_output, output_type, temp_term_union, params_derivs_temporary_terms_idxs, tef_terms); jacobian_output << ";" << endl; } for (const auto & [indices, d2] : params_derivatives.find({ 1, 1 })->second) { auto [eq, var, param] = vectorToTuple<3>(indices); int var_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)) + 1; int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1; hessian_output << "gp" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq+1 << ", " << var_col << ", " << param_col << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = "; d2->writeOutput(hessian_output, output_type, temp_term_union, params_derivs_temporary_terms_idxs, tef_terms); hessian_output << ";" << endl; } int i = 1; for (const auto &[indices, d2] : params_derivatives.find({ 0, 2 })->second) { auto [eq, param1, param2] = vectorToTuple<3>(indices); int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1; int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1; hessian1_output << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "="; d2->writeOutput(hessian1_output, output_type, temp_term_union, params_derivs_temporary_terms_idxs, tef_terms); hessian1_output << ";" << endl; i++; if (param1 != param2) { // Treat symmetric elements hessian1_output << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i-1 << ",4" << RIGHT_ARRAY_SUBSCRIPT(output_type) << ";" << endl; i++; } } i = 1; for (const auto &[indices, d2] : params_derivatives.find({ 1, 2 })->second) { auto [eq, var, param1, param2] = vectorToTuple<4>(indices); int var_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)) + 1; int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1; int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1; third_derivs_output << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var_col << ";" << endl << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "="; d2->writeOutput(third_derivs_output, output_type, temp_term_union, params_derivs_temporary_terms_idxs, tef_terms); third_derivs_output << ";" << endl; i++; if (param1 != param2) { // Treat symmetric elements third_derivs_output << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var_col << ";" << endl << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i-1 << ",5" << RIGHT_ARRAY_SUBSCRIPT(output_type) << ";" << endl; i++; } } i = 1; for (const auto &[indices, d2] : params_derivatives.find({ 2, 1 })->second) { auto [eq, var1, var2, param] = vectorToTuple<4>(indices); int var1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var1)) + 1; int var2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var2)) + 1; int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1; third_derivs1_output << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var1_col << ";" << endl << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var2_col << ";" << endl << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param_col << ";" << endl << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "="; d2->writeOutput(third_derivs1_output, output_type, temp_term_union, params_derivs_temporary_terms_idxs, tef_terms); third_derivs1_output << ";" << endl; i++; if (var1 != var2) { // Treat symmetric elements third_derivs1_output << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var2_col << ";" << endl << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var1_col << ";" << endl << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param_col << ";" << endl << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5" << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i-1 << ",5" << RIGHT_ARRAY_SUBSCRIPT(output_type) << ";" << endl; i++; } } ofstream paramsDerivsFile; string filename = julia ? basename + "StaticParamsDerivs.jl" : packageDir(basename) + "/static_params_derivs.m"; paramsDerivsFile.open(filename, ios::out | ios::binary); if (!paramsDerivsFile.is_open()) { cerr << "ERROR: Can't open file " << filename << " for writing" << endl; exit(EXIT_FAILURE); } if (!julia) { // Check that we don't have more than 32 nested parenthesis because Matlab does not suppor this. See Issue #1201 map tmp_paren_vars; bool message_printed = false; fixNestedParenthesis(tt_output, tmp_paren_vars, message_printed); fixNestedParenthesis(jacobian_output, tmp_paren_vars, message_printed); fixNestedParenthesis(hessian_output, tmp_paren_vars, message_printed); fixNestedParenthesis(hessian1_output, tmp_paren_vars, message_printed); fixNestedParenthesis(third_derivs_output, tmp_paren_vars, message_printed); fixNestedParenthesis(third_derivs1_output, tmp_paren_vars, message_printed); paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = static_params_derivs(y, x, params)" << endl << "%" << endl << "% Status : Computes derivatives of the static model with respect to the parameters" << endl << "%" << endl << "% Inputs : " << endl << "% y [M_.endo_nbr by 1] double vector of endogenous variables in declaration order" << endl << "% x [M_.exo_nbr by 1] double vector of exogenous variables in declaration order" << endl << "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl << "%" << endl << "% Outputs:" << endl << "% rp [M_.eq_nbr by #params] double Jacobian matrix of static model equations with respect to parameters " << endl << "% Dynare may prepend or append auxiliary equations, see M_.aux_vars" << endl << "% gp [M_.endo_nbr by M_.endo_nbr by #params] double Derivative of the Jacobian matrix of the static model equations with respect to the parameters" << endl << "% rows: variables in declaration order" << endl << "% rows: equations in order of declaration" << endl << "% rpp [#second_order_residual_terms by 4] double Hessian matrix of second derivatives of residuals with respect to parameters;" << endl << "% rows: respective derivative term" << endl << "% 1st column: equation number of the term appearing" << endl << "% 2nd column: number of the first parameter in derivative" << endl << "% 3rd column: number of the second parameter in derivative" << endl << "% 4th column: value of the Hessian term" << endl << "% gpp [#second_order_Jacobian_terms by 5] double Hessian matrix of second derivatives of the Jacobian with respect to the parameters;" << endl << "% rows: respective derivative term" << endl << "% 1st column: equation number of the term appearing" << endl << "% 2nd column: column number of variable in Jacobian of the static model" << endl << "% 3rd column: number of the first parameter in derivative" << endl << "% 4th column: number of the second parameter in derivative" << endl << "% 5th column: value of the Hessian term" << endl << "%" << endl << "%" << endl << "% Warning : this file is generated automatically by Dynare" << endl << "% from model file (.mod)" << endl << endl << "T = NaN(" << params_derivs_temporary_terms_idxs.size() << ",1);" << endl << tt_output.str() << "rp = zeros(" << equations.size() << ", " << symbol_table.param_nbr() << ");" << endl << jacobian_output.str() << "gp = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ", " << symbol_table.param_nbr() << ");" << endl << hessian_output.str() << "if nargout >= 3" << endl << "rpp = zeros(" << params_derivatives.find({ 0, 2 })->second.size() << ",4);" << endl << hessian1_output.str() << "gpp = zeros(" << params_derivatives.find({ 1, 2 })->second.size() << ",5);" << endl << third_derivs_output.str() << "end" << endl << "if nargout >= 5" << endl << "hp = zeros(" << params_derivatives.find({ 2, 1 })->second.size() << ",5);" << endl << third_derivs1_output.str() << "end" << endl << "end" << endl; } else paramsDerivsFile << "module " << basename << "StaticParamsDerivs" << endl << "#" << endl << "# NB: this file was automatically generated by Dynare" << endl << "# from " << basename << ".mod" << endl << "#" << endl << "export params_derivs" << endl << endl << "function params_derivs(y, x, params)" << endl << tt_output.str() << "rp = zeros(" << equations.size() << ", " << symbol_table.param_nbr() << ");" << endl << jacobian_output.str() << "gp = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ", " << symbol_table.param_nbr() << ");" << endl << hessian_output.str() << "rpp = zeros(" << params_derivatives.find({ 0, 2 })->second.size() << ",4);" << endl << hessian1_output.str() << "gpp = zeros(" << params_derivatives.find({ 1, 2 })->second.size() << ",5);" << endl << third_derivs_output.str() << "hp = zeros(" << params_derivatives.find({ 2, 1 })->second.size() << ",5);" << endl << third_derivs1_output.str() << "(rp, gp, rpp, gpp, hp)" << endl << "end" << endl << "end" << endl; paramsDerivsFile.close(); } void StaticModel::writeJsonOutput(ostream &output) const { deriv_node_temp_terms_t tef_terms; writeJsonModelLocalVariables(output, false, tef_terms); output << ", "; writeJsonModelEquations(output, false); } void StaticModel::writeJsonComputingPassOutput(ostream &output, bool writeDetails) const { ostringstream model_local_vars_output; // Used for storing model local vars vector d_output(derivatives.size()); // Derivatives output (at all orders, including 0=residual) deriv_node_temp_terms_t tef_terms; temporary_terms_t temp_term_union; writeJsonModelLocalVariables(model_local_vars_output, true, tef_terms); writeJsonTemporaryTerms(temporary_terms_derivatives[0], temp_term_union, d_output[0], tef_terms, ""); d_output[0] << ", "; writeJsonModelEquations(d_output[0], true); auto getJacobCol = [this](int var) { return symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)); }; int ncols = symbol_table.endo_nbr(); for (size_t i = 1; i < derivatives.size(); i++) { string matrix_name = i == 1 ? "jacobian" : i == 2 ? "hessian" : i == 3 ? "third_derivative" : to_string(i) + "th_derivative"; writeJsonTemporaryTerms(temporary_terms_derivatives[i], temp_term_union, d_output[i], tef_terms, matrix_name); temp_term_union.insert(temporary_terms_derivatives[i].begin(), temporary_terms_derivatives[i].end()); d_output[i] << R"(, ")" << matrix_name << R"(": {)" << R"( "nrows": )" << equations.size() << R"(, "ncols": )" << ncols << R"(, "entries": [)"; for (auto it = derivatives[i].begin(); it != derivatives[i].end(); ++it) { if (it != derivatives[i].begin()) d_output[i] << ", "; const vector &vidx = it->first; expr_t d = it->second; int eq = vidx[0]; int col_idx = 0; for (size_t j = 1; j < vidx.size(); j++) { col_idx *= symbol_table.endo_nbr(); col_idx += getJacobCol(vidx[j]); } if (writeDetails) d_output[i] << R"({"eq": )" << eq + 1; else d_output[i] << R"({"row": )" << eq + 1; d_output[i] << R"(, "col": )" << (i > 1 ? "[" : "") << col_idx + 1; if (i == 2 && vidx[1] != vidx[2]) // Symmetric elements in hessian { int col_idx_sym = getJacobCol(vidx[2]) * symbol_table.endo_nbr() + getJacobCol(vidx[1]); d_output[i] << ", " << col_idx_sym + 1; } if (i > 1) d_output[i] << "]"; if (writeDetails) for (size_t j = 1; j < vidx.size(); j++) d_output[i] << R"(, "var)" << (i > 1 ? to_string(j) : "") << R"(": ")" << symbol_table.getName(getSymbIDByDerivID(vidx[j])) << R"(")"; d_output[i] << R"(, "val": ")"; d->writeJsonOutput(d_output[i], temp_term_union, tef_terms); d_output[i] << R"("})" << endl; } d_output[i] << "]}"; ncols *= symbol_table.endo_nbr(); } if (writeDetails) output << R"("static_model": {)"; else output << R"("static_model_simple": {)"; output << model_local_vars_output.str(); for (const auto &it : d_output) output << ", " << it.str(); output << "}"; } void StaticModel::writeJsonParamsDerivativesFile(ostream &output, bool writeDetails) const { if (!params_derivatives.size()) return; ostringstream model_local_vars_output; // Used for storing model local vars ostringstream model_output; // Used for storing model temp vars and equations ostringstream jacobian_output; // Used for storing jacobian equations ostringstream hessian_output; // Used for storing Hessian equations ostringstream hessian1_output; // Used for storing Hessian equations ostringstream third_derivs_output; // Used for storing third order derivatives equations ostringstream third_derivs1_output; // Used for storing third order derivatives equations deriv_node_temp_terms_t tef_terms; writeJsonModelLocalVariables(model_local_vars_output, true, tef_terms); temporary_terms_t temp_term_union; for (const auto &it : params_derivs_temporary_terms) writeJsonTemporaryTerms(it.second, temp_term_union, model_output, tef_terms, "all"); jacobian_output << R"("deriv_wrt_params": {)" << R"( "neqs": )" << equations.size() << R"(, "nparamcols": )" << symbol_table.param_nbr() << R"(, "entries": [)"; auto &rp = params_derivatives.find({ 0, 1 })->second; for (auto it = rp.begin(); it != rp.end(); ++it) { if (it != rp.begin()) jacobian_output << ", "; auto [eq, param] = vectorToTuple<2>(it->first); expr_t d1 = it->second; int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1; if (writeDetails) jacobian_output << R"({"eq": )" << eq + 1; else jacobian_output << R"({"row": )" << eq + 1; if (writeDetails) jacobian_output << R"(, "param_col": )" << param_col; jacobian_output << R"(, "param": ")" << symbol_table.getName(getSymbIDByDerivID(param)) << R"(")"; jacobian_output << R"(, "val": ")"; d1->writeJsonOutput(jacobian_output, temp_term_union, tef_terms); jacobian_output << R"("})" << endl; } jacobian_output << "]}"; hessian_output << R"("deriv_jacobian_wrt_params": {)" << R"( "neqs": )" << equations.size() << R"(, "nvarcols": )" << symbol_table.endo_nbr() << R"(, "nparamcols": )" << symbol_table.param_nbr() << R"(, "entries": [)"; auto &gp = params_derivatives.find({ 1, 1 })->second; for (auto it = gp.begin(); it != gp.end(); ++it) { if (it != gp.begin()) hessian_output << ", "; auto [eq, var, param] = vectorToTuple<3>(it->first); expr_t d2 = it->second; int var_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)) + 1; int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1; if (writeDetails) hessian_output << R"({"eq": )" << eq + 1; else hessian_output << R"({"row": )" << eq + 1; if (writeDetails) hessian_output << R"(, "var": ")" << symbol_table.getName(getSymbIDByDerivID(var)) << R"(")" << R"(, "param": ")" << symbol_table.getName(getSymbIDByDerivID(param)) << R"(")"; hessian_output << R"(, "var_col": )" << var_col << R"(, "param_col": )" << param_col << R"(, "val": ")"; d2->writeJsonOutput(hessian_output, temp_term_union, tef_terms); hessian_output << R"("})" << endl; } hessian_output << "]}"; hessian1_output << R"("second_deriv_residuals_wrt_params": {)" << R"( "nrows": )" << equations.size() << R"(, "nparam1cols": )" << symbol_table.param_nbr() << R"(, "nparam2cols": )" << symbol_table.param_nbr() << R"(, "entries": [)"; auto &rpp = params_derivatives.find({ 0, 2 })->second; for (auto it = rpp.begin(); it != rpp.end(); ++it) { if (it != rpp.begin()) hessian1_output << ", "; auto [eq, param1, param2] = vectorToTuple<3>(it->first); expr_t d2 = it->second; int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1; int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1; if (writeDetails) hessian1_output << R"({"eq": )" << eq + 1; else hessian1_output << R"({"row": )" << eq + 1; hessian1_output << R"(, "param1_col": )" << param1_col << R"(, "param2_col": )" << param2_col; if (writeDetails) hessian1_output << R"(, "param1": ")" << symbol_table.getName(getSymbIDByDerivID(param1)) << R"(")" << R"(, "param2": ")" << symbol_table.getName(getSymbIDByDerivID(param2)) << R"(")"; hessian1_output << R"(, "val": ")"; d2->writeJsonOutput(hessian1_output, temp_term_union, tef_terms); hessian1_output << R"("})" << endl; } hessian1_output << "]}"; third_derivs_output << R"("second_deriv_jacobian_wrt_params": {)" << R"( "neqs": )" << equations.size() << R"(, "nvarcols": )" << symbol_table.endo_nbr() << R"(, "nparam1cols": )" << symbol_table.param_nbr() << R"(, "nparam2cols": )" << symbol_table.param_nbr() << R"(, "entries": [)"; auto &gpp = params_derivatives.find({ 1, 2 })->second; for (auto it = gpp.begin(); it != gpp.end(); ++it) { if (it != gpp.begin()) third_derivs_output << ", "; auto [eq, var, param1, param2] = vectorToTuple<4>(it->first); expr_t d2 = it->second; int var_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)) + 1; int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1; int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1; if (writeDetails) third_derivs_output << R"({"eq": )" << eq + 1; else third_derivs_output << R"({"row": )" << eq + 1; third_derivs_output << R"(, "var_col": )" << var_col << R"(, "param1_col": )" << param1_col << R"(, "param2_col": )" << param2_col; if (writeDetails) third_derivs_output << R"(, "var": ")" << symbol_table.getName(var) << R"(")" << R"(, "param1": ")" << symbol_table.getName(getSymbIDByDerivID(param1)) << R"(")" << R"(, "param2": ")" << symbol_table.getName(getSymbIDByDerivID(param2)) << R"(")"; third_derivs_output << R"(, "val": ")"; d2->writeJsonOutput(third_derivs_output, temp_term_union, tef_terms); third_derivs_output << R"("})" << endl; } third_derivs_output << "]}" << endl; third_derivs1_output << R"("derivative_hessian_wrt_params": {)" << R"( "neqs": )" << equations.size() << R"(, "nvar1cols": )" << symbol_table.endo_nbr() << R"(, "nvar2cols": )" << symbol_table.endo_nbr() << R"(, "nparamcols": )" << symbol_table.param_nbr() << R"(, "entries": [)"; auto &hp = params_derivatives.find({ 2, 1 })->second; for (auto it = hp.begin(); it != hp.end(); ++it) { if (it != hp.begin()) third_derivs1_output << ", "; auto [eq, var1, var2, param] = vectorToTuple<4>(it->first); expr_t d2 = it->second; int var1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var1)) + 1; int var2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var2)) + 1; int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1; if (writeDetails) third_derivs1_output << R"({"eq": )" << eq + 1; else third_derivs1_output << R"({"row": )" << eq + 1; third_derivs1_output << R"(, "var1_col": )" << var1_col << R"(, "var2_col": )" << var2_col << R"(, "param_col": )" << param_col; if (writeDetails) third_derivs1_output << R"(, "var1": ")" << symbol_table.getName(getSymbIDByDerivID(var1)) << R"(")" << R"(, "var2": ")" << symbol_table.getName(getSymbIDByDerivID(var2)) << R"(")" << R"(, "param1": ")" << symbol_table.getName(getSymbIDByDerivID(param)) << R"(")"; third_derivs1_output << R"(, "val": ")"; d2->writeJsonOutput(third_derivs1_output, temp_term_union, tef_terms); third_derivs1_output << R"("})" << endl; } third_derivs1_output << "]}" << endl; if (writeDetails) output << R"("static_model_params_derivative": {)"; else output << R"("static_model_params_derivatives_simple": {)"; output << model_local_vars_output.str() << ", " << model_output.str() << ", " << jacobian_output.str() << ", " << hessian_output.str() << ", " << hessian1_output.str() << ", " << third_derivs_output.str() << ", " << third_derivs1_output.str() << "}"; }