/* * Copyright (C) 2007-2009 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 // For select1st() #ifdef __GNUC__ # include using namespace __gnu_cxx; #endif #include #include #include "ExprNode.hh" #include "DataTree.hh" #include "BlockTriangular.hh" ExprNode::ExprNode(DataTree &datatree_arg) : datatree(datatree_arg) { // Add myself to datatree datatree.node_list.push_back(this); // Set my index and increment counter idx = datatree.node_counter++; } ExprNode::~ExprNode() { } NodeID ExprNode::getDerivative(int deriv_id) { // Return zero if derivative is necessarily null (using symbolic a priori) set::const_iterator it = non_null_derivatives.find(deriv_id); if (it == non_null_derivatives.end()) return datatree.Zero; // If derivative is stored in cache, use the cached value, otherwise compute it (and cache it) map::const_iterator it2 = derivatives.find(deriv_id); if (it2 != derivatives.end()) return it2->second; else { NodeID d = computeDerivative(deriv_id); derivatives[deriv_id] = d; return d; } } int ExprNode::precedence(ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const { // For a constant, a variable, or a unary op, the precedence is maximal return 100; } int ExprNode::cost(const temporary_terms_type &temporary_terms, bool is_matlab) const { // For a terminal node, the cost is null return 0; } void ExprNode::collectEndogenous(set > &result) const { set > symb_ids; collectVariables(eEndogenous, symb_ids); for(set >::const_iterator it = symb_ids.begin(); it != symb_ids.end(); it++) result.insert(make_pair(datatree.symbol_table.getTypeSpecificID(it->first), it->second)); } void ExprNode::collectExogenous(set > &result) const { set > symb_ids; collectVariables(eExogenous, symb_ids); for(set >::const_iterator it = symb_ids.begin(); it != symb_ids.end(); it++) result.insert(make_pair(datatree.symbol_table.getTypeSpecificID(it->first), it->second)); } void ExprNode::collectModelLocalVariables(set &result) const { set > symb_ids; collectVariables(eModelLocalVariable, symb_ids); transform(symb_ids.begin(), symb_ids.end(), inserter(result, result.begin()), select1st >()); } void ExprNode::computeTemporaryTerms(map &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const { // Nothing to do for a terminal node } void ExprNode::computeTemporaryTerms(map &reference_count, temporary_terms_type &temporary_terms, map > &first_occurence, int Curr_block, Model_Block *ModelBlock, int equation, map_idx_type &map_idx) const { // Nothing to do for a terminal node } pair ExprNode::normalizeEquation(int var_endo, vector > > &List_of_Op_RHS) const { return(make_pair(0, (NodeID)NULL)); } void ExprNode::writeOutput(ostream &output) { writeOutput(output, oMatlabOutsideModel, temporary_terms_type()); } NumConstNode::NumConstNode(DataTree &datatree_arg, int id_arg) : ExprNode(datatree_arg), id(id_arg) { // Add myself to the num const map datatree.num_const_node_map[id] = this; // All derivatives are null, so non_null_derivatives is left empty } NodeID NumConstNode::computeDerivative(int deriv_id) { return datatree.Zero; } void NumConstNode::collectTemporary_terms(const temporary_terms_type &temporary_terms, Model_Block *ModelBlock, int Curr_Block) const { temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); if (it != temporary_terms.end()) ModelBlock->Block_List[Curr_Block].Temporary_InUse->insert(idx); } void NumConstNode::writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const { //cout << "writeOutput constante\n"; temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); if (it != temporary_terms.end()) if (output_type == oMatlabDynamicModelSparse) output << "T" << idx << "(it_)"; else output << "T" << idx; else output << datatree.num_constants.get(id); } double NumConstNode::eval(const eval_context_type &eval_context) const throw (EvalException) { return(datatree.num_constants.getDouble(id)); } void NumConstNode::compile(ostream &CompileCode, bool lhs_rhs, const temporary_terms_type &temporary_terms, map_idx_type &map_idx, bool dynamic, bool steady_dynamic) const { CompileCode.write(&FLDC, sizeof(FLDC)); double vard = datatree.num_constants.getDouble(id); CompileCode.write(reinterpret_cast(&vard),sizeof(vard)); } void NumConstNode::collectVariables(SymbolType type_arg, set > &result) const { } pair NumConstNode::normalizeEquation(int var_endo, vector > > &List_of_Op_RHS) const { return(make_pair(0, datatree.AddNumConstant(datatree.num_constants.get(id)))); } NodeID NumConstNode::getChainRuleDerivative(int deriv_id, const map &recursive_variables) { return datatree.Zero; } NodeID NumConstNode::toStatic(DataTree &static_datatree) const { return static_datatree.AddNumConstant(datatree.num_constants.get(id)); } VariableNode::VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg, int deriv_id_arg) : ExprNode(datatree_arg), symb_id(symb_id_arg), type(datatree.symbol_table.getType(symb_id_arg)), lag(lag_arg), deriv_id(deriv_id_arg) { // Add myself to the variable map datatree.variable_node_map[make_pair(symb_id, lag)] = this; // It makes sense to allow a lead/lag on parameters: during steady state calibration, endogenous and parameters can be swapped assert(lag == 0 || (type != eModelLocalVariable && type != eModFileLocalVariable && type != eUnknownFunction)); // Fill in non_null_derivatives switch (type) { case eEndogenous: case eExogenous: case eExogenousDet: case eParameter: // For a variable or a parameter, the only non-null derivative is with respect to itself non_null_derivatives.insert(deriv_id); break; case eModelLocalVariable: // Non null derivatives are those of the value of the local parameter non_null_derivatives = datatree.local_variables_table[symb_id]->non_null_derivatives; break; case eModFileLocalVariable: // Such a variable is never derived break; case eUnknownFunction: cerr << "Attempt to construct a VariableNode with an unknown function name" << endl; exit(EXIT_FAILURE); } } NodeID VariableNode::computeDerivative(int deriv_id_arg) { switch (type) { case eEndogenous: case eExogenous: case eExogenousDet: case eParameter: if (deriv_id == deriv_id_arg) return datatree.One; else return datatree.Zero; case eModelLocalVariable: return datatree.local_variables_table[symb_id]->getDerivative(deriv_id_arg); case eModFileLocalVariable: cerr << "ModFileLocalVariable is not derivable" << endl; exit(EXIT_FAILURE); case eUnknownFunction: cerr << "Impossible case!" << endl; exit(EXIT_FAILURE); } // Suppress GCC warning exit(EXIT_FAILURE); } void VariableNode::collectTemporary_terms(const temporary_terms_type &temporary_terms, Model_Block *ModelBlock, int Curr_Block) const { temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); if (it != temporary_terms.end()) ModelBlock->Block_List[Curr_Block].Temporary_InUse->insert(idx); if (type== eModelLocalVariable) datatree.local_variables_table[symb_id]->collectTemporary_terms(temporary_terms, ModelBlock, Curr_Block); } void VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const { // If node is a temporary term temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); if (it != temporary_terms.end()) { if (output_type == oMatlabDynamicModelSparse) output << "T" << idx << "(it_)"; else output << "T" << idx; return; } if (IS_LATEX(output_type)) { if (output_type == oLatexDynamicSteadyStateOperator) output << "\\bar{"; output << datatree.symbol_table.getTeXName(symb_id); if (output_type == oLatexDynamicModel && (type == eEndogenous || type == eExogenous || type == eExogenousDet || type == eModelLocalVariable)) { output << "_{t"; if (lag != 0) { if (lag > 0) output << "+"; output << lag; } output << "}"; } else if (output_type == oLatexDynamicSteadyStateOperator) output << "}"; return; } int i; int tsid = datatree.symbol_table.getTypeSpecificID(symb_id); switch (type) { case eParameter: if (output_type == oMatlabOutsideModel) output << "M_.params" << "(" << tsid + 1 << ")"; else output << "params" << LEFT_ARRAY_SUBSCRIPT(output_type) << tsid + ARRAY_SUBSCRIPT_OFFSET(output_type) << RIGHT_ARRAY_SUBSCRIPT(output_type); break; case eModelLocalVariable: case eModFileLocalVariable: if (output_type==oMatlabDynamicModelSparse || output_type==oMatlabStaticModelSparse) { output << "("; datatree.local_variables_table[symb_id]->writeOutput(output, output_type,temporary_terms); output << ")"; } else output << datatree.symbol_table.getName(symb_id); break; case eEndogenous: switch (output_type) { case oMatlabDynamicModel: case oCDynamicModel: i = datatree.getDynJacobianCol(deriv_id) + ARRAY_SUBSCRIPT_OFFSET(output_type); output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type); break; case oMatlabStaticModel: case oMatlabStaticModelSparse: i = tsid + ARRAY_SUBSCRIPT_OFFSET(output_type); output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type); break; case oMatlabDynamicModelSparse: i = tsid + ARRAY_SUBSCRIPT_OFFSET(output_type); if (lag > 0) output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_+" << lag << ", " << i << RIGHT_ARRAY_SUBSCRIPT(output_type); else if (lag < 0) output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_" << lag << ", " << i << RIGHT_ARRAY_SUBSCRIPT(output_type); else output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << "it_, " << i << RIGHT_ARRAY_SUBSCRIPT(output_type); break; case oMatlabOutsideModel: output << "oo_.steady_state(" << tsid + 1 << ")"; break; case oMatlabDynamicSteadyStateOperator: output << "oo_.steady_state(" << tsid + 1 << ")"; break; default: assert(false); } break; case eExogenous: i = tsid + ARRAY_SUBSCRIPT_OFFSET(output_type); switch (output_type) { case oMatlabDynamicModel: case oMatlabDynamicModelSparse: if (lag > 0) output << "x(it_+" << lag << ", " << i << ")"; else if (lag < 0) output << "x(it_" << lag << ", " << i << ")"; else output << "x(it_, " << i << ")"; break; case oCDynamicModel: if (lag == 0) output << "x[it_+" << i << "*nb_row_x]"; else if (lag > 0) output << "x[it_+" << lag << "+" << i << "*nb_row_x]"; else output << "x[it_" << lag << "+" << i << "*nb_row_x]"; break; case oMatlabStaticModel: case oMatlabStaticModelSparse: output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type); break; case oMatlabOutsideModel: assert(lag == 0); output << "oo_.exo_steady_state(" << i << ")"; break; case oMatlabDynamicSteadyStateOperator: output << "oo_.exo_steady_state(" << i << ")"; break; default: assert(false); } break; case eExogenousDet: i = tsid + datatree.symbol_table.exo_nbr() + ARRAY_SUBSCRIPT_OFFSET(output_type); switch (output_type) { case oMatlabDynamicModel: case oMatlabDynamicModelSparse: if (lag > 0) output << "x(it_+" << lag << ", " << i << ")"; else if (lag < 0) output << "x(it_" << lag << ", " << i << ")"; else output << "x(it_, " << i << ")"; break; case oCDynamicModel: if (lag == 0) output << "x[it_+" << i << "*nb_row_xd]"; else if (lag > 0) output << "x[it_+" << lag << "+" << i << "*nb_row_xd]"; else output << "x[it_" << lag << "+" << i << "*nb_row_xd]"; break; case oMatlabStaticModel: case oMatlabStaticModelSparse: output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type); break; case oMatlabOutsideModel: assert(lag == 0); output << "oo_.exo_det_steady_state(" << tsid + 1 << ")"; break; case oMatlabDynamicSteadyStateOperator: output << "oo_.exo_det_steady_state(" << tsid + 1 << ")"; break; default: assert(false); } break; case eUnknownFunction: cerr << "Impossible case" << endl; exit(EXIT_FAILURE); } } double VariableNode::eval(const eval_context_type &eval_context) const throw (EvalException) { eval_context_type::const_iterator it = eval_context.find(symb_id); if (it == eval_context.end()) throw EvalException(); return it->second; } void VariableNode::compile(ostream &CompileCode, bool lhs_rhs, const temporary_terms_type &temporary_terms, map_idx_type &map_idx, bool dynamic, bool steady_dynamic) const { int i, lagl; if (!lhs_rhs) { if(dynamic) { if(steady_dynamic) // steady state values in a dynamic model CompileCode.write(&FLDVS, sizeof(FLDVS)); else CompileCode.write(&FLDV, sizeof(FLDV)); } else CompileCode.write(&FLDSV, sizeof(FLDSV)); } else { if(dynamic) { if(steady_dynamic) // steady state values in a dynamic model { /*CompileCode.write(&FLDVS, sizeof(FLDVS));*/ cerr << "Impossible case: steady_state in rhs of equation" << endl; exit(EXIT_FAILURE); } else CompileCode.write(&FSTPV, sizeof(FSTPV)); } else CompileCode.write(&FSTPSV, sizeof(FSTPSV)); } char typel=(char)type; CompileCode.write(&typel, sizeof(typel)); int tsid = datatree.symbol_table.getTypeSpecificID(symb_id); switch (type) { case eParameter: //cout << "Parameter=" << tsid << "\n"; i = tsid; CompileCode.write(reinterpret_cast(&i), sizeof(i)); break; case eEndogenous : //cout << "Endogenous=" << symb_id << "\n"; i = tsid;//symb_id; CompileCode.write(reinterpret_cast(&i), sizeof(i)); if(dynamic && !steady_dynamic) { lagl=lag; CompileCode.write(reinterpret_cast(&lagl), sizeof(lagl)); } break; case eExogenous : //cout << "Exogenous=" << tsid << "\n"; i = tsid; CompileCode.write(reinterpret_cast(&i), sizeof(i)); if(dynamic && !steady_dynamic) { lagl=lag; CompileCode.write(reinterpret_cast(&lagl), sizeof(lagl)); } break; case eExogenousDet: i = tsid + datatree.symbol_table.exo_nbr(); //cout << "ExogenousDet=" << i << "\n"; CompileCode.write(reinterpret_cast(&i), sizeof(i)); if(dynamic && !steady_dynamic) { lagl=lag; CompileCode.write(reinterpret_cast(&lagl), sizeof(lagl)); } break; case eModelLocalVariable: case eModFileLocalVariable: //cout << "eModelLocalVariable=" << symb_id << "\n"; datatree.local_variables_table[symb_id]->compile(CompileCode, lhs_rhs, temporary_terms, map_idx, dynamic, steady_dynamic); break; case eUnknownFunction: cerr << "Impossible case: eUnknownFuncion" << endl; exit(EXIT_FAILURE); } } void VariableNode::computeTemporaryTerms(map &reference_count, temporary_terms_type &temporary_terms, map > &first_occurence, int Curr_block, Model_Block *ModelBlock, int equation, map_idx_type &map_idx) const { if (type== eModelLocalVariable) datatree.local_variables_table[symb_id]->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, Curr_block, ModelBlock, equation, map_idx); } void VariableNode::collectVariables(SymbolType type_arg, set > &result) const { if (type == type_arg) result.insert(make_pair(symb_id, lag)); if (type == eModelLocalVariable) datatree.local_variables_table[symb_id]->collectVariables(type_arg, result); } pair VariableNode::normalizeEquation(int var_endo, vector > > &List_of_Op_RHS) const { if (type ==eEndogenous) { if (datatree.symbol_table.getTypeSpecificID(symb_id)==var_endo && lag==0) return(make_pair(1, (NodeID)NULL )); else return(make_pair(0, datatree.AddVariableInternal(datatree.symbol_table.getName(symb_id), lag) )); } else { if (type == eParameter) return(make_pair(0, datatree.AddVariableInternal(datatree.symbol_table.getName(symb_id), 0) )); else return(make_pair(0, datatree.AddVariableInternal(datatree.symbol_table.getName(symb_id), lag) )); } } NodeID VariableNode::getChainRuleDerivative(int deriv_id_arg, const map &recursive_variables) { switch (type) { case eEndogenous: case eExogenous: case eExogenousDet: case eParameter: if (deriv_id == deriv_id_arg) return datatree.One; else { //if there is in the equation a recursive variable we could use a chaine rule derivation map::const_iterator it = recursive_variables.find(deriv_id); if (it != recursive_variables.end()) { map::const_iterator it2 = derivatives.find(deriv_id_arg); if (it2 != derivatives.end()) return it2->second; else { map recursive_vars2(recursive_variables); recursive_vars2.erase(it->first); //NodeID c = datatree.AddNumConstant("1"); NodeID d = datatree.AddUMinus(it->second->getChainRuleDerivative(deriv_id_arg, recursive_vars2)); //d = datatree.AddTimes(c, d); derivatives[deriv_id_arg] = d; return d; } } else return datatree.Zero; } case eModelLocalVariable: return datatree.local_variables_table[symb_id]->getChainRuleDerivative(deriv_id_arg, recursive_variables); case eModFileLocalVariable: cerr << "ModFileLocalVariable is not derivable" << endl; exit(EXIT_FAILURE); case eUnknownFunction: cerr << "Impossible case!" << endl; exit(EXIT_FAILURE); } // Suppress GCC warning exit(EXIT_FAILURE); } NodeID VariableNode::toStatic(DataTree &static_datatree) const { return static_datatree.AddVariable(datatree.symbol_table.getName(symb_id)); } UnaryOpNode::UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const NodeID arg_arg) : ExprNode(datatree_arg), arg(arg_arg), op_code(op_code_arg) { // Add myself to the unary op map datatree.unary_op_node_map[make_pair(arg, op_code)] = this; // Non-null derivatives are those of the argument non_null_derivatives = arg->non_null_derivatives; } NodeID UnaryOpNode::composeDerivatives(NodeID darg) { NodeID t11, t12, t13; switch (op_code) { case oUminus: return datatree.AddUMinus(darg); case oExp: return datatree.AddTimes(darg, this); case oLog: return datatree.AddDivide(darg, arg); case oLog10: t11 = datatree.AddExp(datatree.One); t12 = datatree.AddLog10(t11); t13 = datatree.AddDivide(darg, arg); return datatree.AddTimes(t12, t13); case oCos: t11 = datatree.AddSin(arg); t12 = datatree.AddUMinus(t11); return datatree.AddTimes(darg, t12); case oSin: t11 = datatree.AddCos(arg); return datatree.AddTimes(darg, t11); case oTan: t11 = datatree.AddTimes(this, this); t12 = datatree.AddPlus(t11, datatree.One); return datatree.AddTimes(darg, t12); case oAcos: t11 = datatree.AddSin(this); t12 = datatree.AddDivide(darg, t11); return datatree.AddUMinus(t12); case oAsin: t11 = datatree.AddCos(this); return datatree.AddDivide(darg, t11); case oAtan: t11 = datatree.AddTimes(arg, arg); t12 = datatree.AddPlus(datatree.One, t11); return datatree.AddDivide(darg, t12); case oCosh: t11 = datatree.AddSinh(arg); return datatree.AddTimes(darg, t11); case oSinh: t11 = datatree.AddCosh(arg); return datatree.AddTimes(darg, t11); case oTanh: t11 = datatree.AddTimes(this, this); t12 = datatree.AddMinus(datatree.One, t11); return datatree.AddTimes(darg, t12); case oAcosh: t11 = datatree.AddSinh(this); return datatree.AddDivide(darg, t11); case oAsinh: t11 = datatree.AddCosh(this); return datatree.AddDivide(darg, t11); case oAtanh: t11 = datatree.AddTimes(arg, arg); t12 = datatree.AddMinus(datatree.One, t11); return datatree.AddTimes(darg, t12); case oSqrt: t11 = datatree.AddPlus(this, this); return datatree.AddDivide(darg, t11); case oSteadyState: if (datatree.isDynamic()) return datatree.Zero; else return darg; } // Suppress GCC warning exit(EXIT_FAILURE); } NodeID UnaryOpNode::computeDerivative(int deriv_id) { NodeID darg = arg->getDerivative(deriv_id); return composeDerivatives(darg); } int UnaryOpNode::cost(const temporary_terms_type &temporary_terms, bool is_matlab) const { // For a temporary term, the cost is null temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); if (it != temporary_terms.end()) return 0; int cost = arg->cost(temporary_terms, is_matlab); if (is_matlab) // Cost for Matlab files switch (op_code) { case oUminus: return cost + 70; case oExp: return cost + 160; case oLog: return cost + 300; case oLog10: return cost + 16000; case oCos: case oSin: case oCosh: return cost + 210; case oTan: return cost + 230; case oAcos: return cost + 300; case oAsin: return cost + 310; case oAtan: return cost + 140; case oSinh: return cost + 240; case oTanh: return cost + 190; case oAcosh: return cost + 770; case oAsinh: return cost + 460; case oAtanh: return cost + 350; case oSqrt: return cost + 570; case oSteadyState: return cost; } else // Cost for C files switch (op_code) { case oUminus: return cost + 3; case oExp: case oAcosh: return cost + 210; case oLog: return cost + 137; case oLog10: return cost + 139; case oCos: case oSin: return cost + 160; case oTan: return cost + 170; case oAcos: case oAtan: return cost + 190; case oAsin: return cost + 180; case oCosh: case oSinh: case oTanh: return cost + 240; case oAsinh: return cost + 220; case oAtanh: return cost + 150; case oSqrt: return cost + 90; case oSteadyState: return cost; } // Suppress GCC warning exit(EXIT_FAILURE); } void UnaryOpNode::computeTemporaryTerms(map &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const { NodeID this2 = const_cast(this); map::iterator it = reference_count.find(this2); if (it == reference_count.end()) { reference_count[this2] = 1; arg->computeTemporaryTerms(reference_count, temporary_terms, is_matlab); } else { reference_count[this2]++; if (reference_count[this2] * cost(temporary_terms, is_matlab) > MIN_COST(is_matlab)) temporary_terms.insert(this2); } } void UnaryOpNode::computeTemporaryTerms(map &reference_count, temporary_terms_type &temporary_terms, map > &first_occurence, int Curr_block, Model_Block *ModelBlock, int equation, map_idx_type &map_idx) const { NodeID this2 = const_cast(this); map::iterator it = reference_count.find(this2); if (it == reference_count.end()) { reference_count[this2] = 1; first_occurence[this2] = make_pair(Curr_block,equation); arg->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, Curr_block, ModelBlock, equation, map_idx); } else { reference_count[this2]++; if (reference_count[this2] * cost(temporary_terms, false) > MIN_COST_C) { temporary_terms.insert(this2); ModelBlock->Block_List[first_occurence[this2].first].Temporary_Terms_in_Equation[first_occurence[this2].second]->insert(this2); } } } void UnaryOpNode::collectTemporary_terms(const temporary_terms_type &temporary_terms, Model_Block *ModelBlock, int Curr_Block) const { temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); if (it != temporary_terms.end()) ModelBlock->Block_List[Curr_Block].Temporary_InUse->insert(idx); else arg->collectTemporary_terms(temporary_terms, ModelBlock, Curr_Block); } void UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const { // If node is a temporary term temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); if (it != temporary_terms.end()) { if (output_type == oMatlabDynamicModelSparse) output << "T" << idx << "(it_)"; else output << "T" << idx; return; } // Always put parenthesis around uminus nodes if (op_code == oUminus) output << LEFT_PAR(output_type); switch (op_code) { case oUminus: output << "-"; break; case oExp: output << "exp"; break; case oLog: output << "log"; break; case oLog10: if (IS_LATEX(output_type)) output << "log_{10}"; else output << "log10"; break; case oCos: output << "cos"; break; case oSin: output << "sin"; break; case oTan: output << "tan"; break; case oAcos: output << "acos"; break; case oAsin: output << "asin"; break; case oAtan: output << "atan"; break; case oCosh: output << "cosh"; break; case oSinh: output << "sinh"; break; case oTanh: output << "tanh"; break; case oAcosh: output << "acosh"; break; case oAsinh: output << "asinh"; break; case oAtanh: output << "atanh"; break; case oSqrt: output << "sqrt"; break; case oSteadyState: ExprNodeOutputType new_output_type; switch(output_type) { case oMatlabDynamicModel: new_output_type = oMatlabDynamicSteadyStateOperator; break; case oLatexDynamicModel: new_output_type = oLatexDynamicSteadyStateOperator; break; case oCDynamicModel: cerr << "Steady State Operator not implemented for oCDynamicModel." << endl; exit(EXIT_FAILURE); case oMatlabDynamicModelSparse: cerr << "Steady State Operator not implemented for oMatlabDynamicModelSparse." << endl; exit(EXIT_FAILURE); default: new_output_type = output_type; break; } arg->writeOutput(output, new_output_type, temporary_terms); return; } bool close_parenthesis = false; /* Enclose argument with parentheses if: - current opcode is not uminus, or - current opcode is uminus and argument has lowest precedence */ if (op_code != oUminus || (op_code == oUminus && arg->precedence(output_type, temporary_terms) < precedence(output_type, temporary_terms))) { output << LEFT_PAR(output_type); close_parenthesis = true; } // Write argument arg->writeOutput(output, output_type, temporary_terms); if (close_parenthesis) output << RIGHT_PAR(output_type); // Close parenthesis for uminus if (op_code == oUminus) output << RIGHT_PAR(output_type); } double UnaryOpNode::eval_opcode(UnaryOpcode op_code, double v) throw (EvalException) { switch (op_code) { case oUminus: return(-v); case oExp: return(exp(v)); case oLog: return(log(v)); case oLog10: return(log10(v)); case oCos: return(cos(v)); case oSin: return(sin(v)); case oTan: return(tan(v)); case oAcos: return(acos(v)); case oAsin: return(asin(v)); case oAtan: return(atan(v)); case oCosh: return(cosh(v)); case oSinh: return(sinh(v)); case oTanh: return(tanh(v)); case oAcosh: return(acosh(v)); case oAsinh: return(asinh(v)); case oAtanh: return(atanh(v)); case oSqrt: return(sqrt(v)); case oSteadyState: return(v); } // Suppress GCC warning exit(EXIT_FAILURE); } double UnaryOpNode::eval(const eval_context_type &eval_context) const throw (EvalException) { double v = arg->eval(eval_context); return eval_opcode(op_code, v); } void UnaryOpNode::compile(ostream &CompileCode, bool lhs_rhs, const temporary_terms_type &temporary_terms, map_idx_type &map_idx, bool dynamic, bool steady_dynamic) const { temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); if (it != temporary_terms.end()) { if(dynamic) CompileCode.write(&FLDT, sizeof(FLDT)); else CompileCode.write(&FLDST, sizeof(FLDST)); int var=map_idx[idx]; CompileCode.write(reinterpret_cast(&var), sizeof(var)); return; } if (op_code == oSteadyState) arg->compile(CompileCode, lhs_rhs, temporary_terms, map_idx, dynamic, true); else { arg->compile(CompileCode, lhs_rhs, temporary_terms, map_idx, dynamic, steady_dynamic); CompileCode.write(&FUNARY, sizeof(FUNARY)); UnaryOpcode op_codel=op_code; CompileCode.write(reinterpret_cast(&op_codel), sizeof(op_codel)); } } void UnaryOpNode::collectVariables(SymbolType type_arg, set > &result) const { arg->collectVariables(type_arg, result); } pair UnaryOpNode::normalizeEquation(int var_endo, vector > > &List_of_Op_RHS) const { pair res = arg->normalizeEquation(var_endo, List_of_Op_RHS); int is_endogenous_present = res.first; NodeID New_NodeID = res.second; /*if(res.second.second)*/ if(is_endogenous_present==2) return(make_pair(2, (NodeID)NULL)); else if (is_endogenous_present) { switch (op_code) { case oUminus: List_of_Op_RHS.push_back(make_pair(oUminus, make_pair((NodeID)NULL, (NodeID)NULL))); return(make_pair(1, (NodeID)NULL)); case oExp: List_of_Op_RHS.push_back(make_pair(oLog, make_pair((NodeID)NULL, (NodeID)NULL))); return(make_pair(1, (NodeID)NULL)); case oLog: List_of_Op_RHS.push_back(make_pair(oExp, make_pair((NodeID)NULL, (NodeID)NULL))); return(make_pair(1, (NodeID)NULL)); case oLog10: List_of_Op_RHS.push_back(make_pair(oPower, make_pair((NodeID)NULL, datatree.AddNumConstant("10")))); return(make_pair(1, (NodeID)NULL)); case oCos: return(make_pair(1, (NodeID)NULL)); case oSin: return(make_pair(1, (NodeID)NULL)); case oTan: return(make_pair(1, (NodeID)NULL)); case oAcos: return(make_pair(1, (NodeID)NULL)); case oAsin: return(make_pair(1, (NodeID)NULL)); case oAtan: return(make_pair(1, (NodeID)NULL)); case oCosh: return(make_pair(1, (NodeID)NULL)); case oSinh: return(make_pair(1, (NodeID)NULL)); case oTanh: return(make_pair(1, (NodeID)NULL)); case oAcosh: return(make_pair(1, (NodeID)NULL)); case oAsinh: return(make_pair(1, (NodeID)NULL)); case oAtanh: return(make_pair(1, (NodeID)NULL)); case oSqrt: List_of_Op_RHS.push_back(make_pair(oPower, make_pair((NodeID)NULL, datatree.AddNumConstant("2")))); return(make_pair(1, (NodeID)NULL)); case oSteadyState: return(make_pair(1, (NodeID)NULL)); } } else { switch (op_code) { case oUminus: return(make_pair(0, datatree.AddUMinus(New_NodeID))); case oExp: return(make_pair(0, datatree.AddExp(New_NodeID))); case oLog: return(make_pair(0, datatree.AddLog(New_NodeID))); case oLog10: return(make_pair(0, datatree.AddLog10(New_NodeID))); case oCos: return(make_pair(0, datatree.AddCos(New_NodeID))); case oSin: return(make_pair(0, datatree.AddSin(New_NodeID))); case oTan: return(make_pair(0, datatree.AddTan(New_NodeID))); case oAcos: return(make_pair(0, datatree.AddAcos(New_NodeID))); case oAsin: return(make_pair(0, datatree.AddAsin(New_NodeID))); case oAtan: return(make_pair(0, datatree.AddAtan(New_NodeID))); case oCosh: return(make_pair(0, datatree.AddCosh(New_NodeID))); case oSinh: return(make_pair(0, datatree.AddSinh(New_NodeID))); case oTanh: return(make_pair(0, datatree.AddTanh(New_NodeID))); case oAcosh: return(make_pair(0, datatree.AddAcosh(New_NodeID))); case oAsinh: return(make_pair(0, datatree.AddAsinh(New_NodeID))); case oAtanh: return(make_pair(0, datatree.AddAtanh(New_NodeID))); case oSqrt: return(make_pair(0, datatree.AddSqrt(New_NodeID))); case oSteadyState: return(make_pair(0, datatree.AddSteadyState(New_NodeID))); } } return(make_pair(1, (NodeID)NULL)); } NodeID UnaryOpNode::getChainRuleDerivative(int deriv_id, const map &recursive_variables) { NodeID darg = arg->getChainRuleDerivative(deriv_id, recursive_variables); return composeDerivatives(darg); } NodeID UnaryOpNode::toStatic(DataTree &static_datatree) const { NodeID sarg = arg->toStatic(static_datatree); switch (op_code) { case oUminus: return static_datatree.AddUMinus(sarg); case oExp: return static_datatree.AddExp(sarg); case oLog: return static_datatree.AddLog(sarg); case oLog10: return static_datatree.AddLog10(sarg); case oCos: return static_datatree.AddCos(sarg); case oSin: return static_datatree.AddSin(sarg); case oTan: return static_datatree.AddTan(sarg); case oAcos: return static_datatree.AddAcos(sarg); case oAsin: return static_datatree.AddAsin(sarg); case oAtan: return static_datatree.AddAtan(sarg); case oCosh: return static_datatree.AddCosh(sarg); case oSinh: return static_datatree.AddSinh(sarg); case oTanh: return static_datatree.AddTanh(sarg); case oAcosh: return static_datatree.AddAcosh(sarg); case oAsinh: return static_datatree.AddAsinh(sarg); case oAtanh: return static_datatree.AddAtanh(sarg); case oSqrt: return static_datatree.AddSqrt(sarg); case oSteadyState: return static_datatree.AddSteadyState(sarg); } // Suppress GCC warning exit(EXIT_FAILURE); } BinaryOpNode::BinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg, BinaryOpcode op_code_arg, const NodeID arg2_arg) : ExprNode(datatree_arg), arg1(arg1_arg), arg2(arg2_arg), op_code(op_code_arg) { datatree.binary_op_node_map[make_pair(make_pair(arg1, arg2), op_code)] = this; // Non-null derivatives are the union of those of the arguments // Compute set union of arg1->non_null_derivatives and arg2->non_null_derivatives set_union(arg1->non_null_derivatives.begin(), arg1->non_null_derivatives.end(), arg2->non_null_derivatives.begin(), arg2->non_null_derivatives.end(), inserter(non_null_derivatives, non_null_derivatives.begin())); } NodeID BinaryOpNode::composeDerivatives(NodeID darg1, NodeID darg2) { NodeID t11, t12, t13, t14, t15; switch (op_code) { case oPlus: return datatree.AddPlus(darg1, darg2); case oMinus: return datatree.AddMinus(darg1, darg2); case oTimes: t11 = datatree.AddTimes(darg1, arg2); t12 = datatree.AddTimes(darg2, arg1); return datatree.AddPlus(t11, t12); case oDivide: if (darg2!=datatree.Zero) { t11 = datatree.AddTimes(darg1, arg2); t12 = datatree.AddTimes(darg2, arg1); t13 = datatree.AddMinus(t11, t12); t14 = datatree.AddTimes(arg2, arg2); return datatree.AddDivide(t13, t14); } else return datatree.AddDivide(darg1, arg2); case oLess: case oGreater: case oLessEqual: case oGreaterEqual: case oEqualEqual: case oDifferent: return datatree.Zero; case oPower: if (darg2 == datatree.Zero) { if (darg1 == datatree.Zero) return datatree.Zero; else { t11 = datatree.AddMinus(arg2, datatree.One); t12 = datatree.AddPower(arg1, t11); t13 = datatree.AddTimes(arg2, t12); return datatree.AddTimes(darg1, t13); } } else { t11 = datatree.AddLog(arg1); t12 = datatree.AddTimes(darg2, t11); t13 = datatree.AddTimes(darg1, arg2); t14 = datatree.AddDivide(t13, arg1); t15 = datatree.AddPlus(t12, t14); return datatree.AddTimes(t15, this); } case oMax: t11 = datatree.AddGreater(arg1,arg2); t12 = datatree.AddTimes(t11,darg1); t13 = datatree.AddMinus(datatree.One,t11); t14 = datatree.AddTimes(t13,darg2); return datatree.AddPlus(t14,t12); case oMin: t11 = datatree.AddGreater(arg2,arg1); t12 = datatree.AddTimes(t11,darg1); t13 = datatree.AddMinus(datatree.One,t11); t14 = datatree.AddTimes(t13,darg2); return datatree.AddPlus(t14,t12); case oEqual: return datatree.AddMinus(darg1, darg2); } // Suppress GCC warning exit(EXIT_FAILURE); } NodeID BinaryOpNode::computeDerivative(int deriv_id) { NodeID darg1 = arg1->getDerivative(deriv_id); NodeID darg2 = arg2->getDerivative(deriv_id); return composeDerivatives(darg1, darg2); } int BinaryOpNode::precedence(ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const { temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); // A temporary term behaves as a variable if (it != temporary_terms.end()) return 100; switch (op_code) { case oEqual: return 0; case oEqualEqual: case oDifferent: return 1; case oLessEqual: case oGreaterEqual: case oLess: case oGreater: return 2; case oPlus: case oMinus: return 3; case oTimes: case oDivide: return 4; case oPower: if (IS_C(output_type)) // In C, power operator is of the form pow(a, b) return 100; else return 5; case oMin: case oMax: return 100; } // Suppress GCC warning exit(EXIT_FAILURE); } int BinaryOpNode::cost(const temporary_terms_type &temporary_terms, bool is_matlab) const { temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); // For a temporary term, the cost is null if (it != temporary_terms.end()) return 0; int cost = arg1->cost(temporary_terms, is_matlab); cost += arg2->cost(temporary_terms, is_matlab); if (is_matlab) // Cost for Matlab files switch (op_code) { case oLess: case oGreater: case oLessEqual: case oGreaterEqual: case oEqualEqual: case oDifferent: return cost + 60; case oPlus: case oMinus: case oTimes: return cost + 90; case oMax: case oMin: return cost + 110; case oDivide: return cost + 990; case oPower: return cost + 1160; case oEqual: return cost; } else // Cost for C files switch (op_code) { case oLess: case oGreater: case oLessEqual: case oGreaterEqual: case oEqualEqual: case oDifferent: return cost + 2; case oPlus: case oMinus: case oTimes: return cost + 4; case oMax: case oMin: return cost + 5; case oDivide: return cost + 15; case oPower: return cost + 520; case oEqual: return cost; } // Suppress GCC warning exit(EXIT_FAILURE); } void BinaryOpNode::computeTemporaryTerms(map &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const { NodeID this2 = const_cast(this); map::iterator it = reference_count.find(this2); if (it == reference_count.end()) { // If this node has never been encountered, set its ref count to one, // and travel through its children reference_count[this2] = 1; arg1->computeTemporaryTerms(reference_count, temporary_terms, is_matlab); arg2->computeTemporaryTerms(reference_count, temporary_terms, is_matlab); } else { // If the node has already been encountered, increment its ref count // and declare it as a temporary term if it is too costly reference_count[this2]++; if (reference_count[this2] * cost(temporary_terms, is_matlab) > MIN_COST(is_matlab)) temporary_terms.insert(this2); } } void BinaryOpNode::computeTemporaryTerms(map &reference_count, temporary_terms_type &temporary_terms, map > &first_occurence, int Curr_block, Model_Block *ModelBlock, int equation, map_idx_type &map_idx) const { NodeID this2 = const_cast(this); map::iterator it = reference_count.find(this2); if (it == reference_count.end()) { reference_count[this2] = 1; first_occurence[this2] = make_pair(Curr_block, equation); arg1->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, Curr_block, ModelBlock, equation, map_idx); arg2->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, Curr_block, ModelBlock, equation, map_idx); } else { reference_count[this2]++; if (reference_count[this2] * cost(temporary_terms, false) > MIN_COST_C) { temporary_terms.insert(this2); ModelBlock->Block_List[first_occurence[this2].first].Temporary_Terms_in_Equation[first_occurence[this2].second]->insert(this2); } } } double BinaryOpNode::eval_opcode(double v1, BinaryOpcode op_code, double v2) throw (EvalException) { switch (op_code) { case oPlus: return(v1 + v2); case oMinus: return(v1 - v2); case oTimes: return(v1 * v2); case oDivide: return(v1 / v2); case oPower: return(pow(v1, v2)); case oMax: if (v1 < v2) return v2; else return v1; case oMin: if (v1 > v2) return v2; else return v1; case oLess: return (v1 < v2); case oGreater: return (v1 > v2); case oLessEqual: return (v1 <= v2); case oGreaterEqual: return (v1 >= v2); case oEqualEqual: return (v1 == v2); case oDifferent: return (v1 != v2); case oEqual: throw EvalException(); } // Suppress GCC warning exit(EXIT_FAILURE); } double BinaryOpNode::eval(const eval_context_type &eval_context) const throw (EvalException) { double v1 = arg1->eval(eval_context); double v2 = arg2->eval(eval_context); return eval_opcode(v1, op_code, v2); } void BinaryOpNode::compile(ostream &CompileCode, bool lhs_rhs, const temporary_terms_type &temporary_terms, map_idx_type &map_idx, bool dynamic, bool steady_dynamic) const { // If current node is a temporary term temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); if (it != temporary_terms.end()) { if(dynamic) CompileCode.write(&FLDT, sizeof(FLDT)); else CompileCode.write(&FLDST, sizeof(FLDST)); int var=map_idx[idx]; CompileCode.write(reinterpret_cast(&var), sizeof(var)); return; } arg1->compile(CompileCode, lhs_rhs, temporary_terms, map_idx, dynamic, steady_dynamic); arg2->compile(CompileCode, lhs_rhs, temporary_terms, map_idx, dynamic, steady_dynamic); CompileCode.write(&FBINARY, sizeof(FBINARY)); BinaryOpcode op_codel=op_code; CompileCode.write(reinterpret_cast(&op_codel),sizeof(op_codel)); } void BinaryOpNode::collectTemporary_terms(const temporary_terms_type &temporary_terms, Model_Block *ModelBlock, int Curr_Block) const { temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); if (it != temporary_terms.end()) ModelBlock->Block_List[Curr_Block].Temporary_InUse->insert(idx); else { arg1->collectTemporary_terms(temporary_terms, ModelBlock, Curr_Block); arg2->collectTemporary_terms(temporary_terms, ModelBlock, Curr_Block); } } void BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const { //cout << "writeOutput binary\n"; // If current node is a temporary term temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); if (it != temporary_terms.end()) { if (output_type == oMatlabDynamicModelSparse) output << "T" << idx << "(it_)"; else output << "T" << idx; return; } // Treat special case of power operator in C, and case of max and min operators if ((op_code == oPower && IS_C(output_type)) || op_code == oMax || op_code == oMin ) { switch (op_code) { case oPower: output << "pow("; break; case oMax: output << "max("; break; case oMin: output << "min("; break; default: ; } arg1->writeOutput(output, output_type, temporary_terms); output << ","; arg2->writeOutput(output, output_type, temporary_terms); output << ")"; return; } int prec = precedence(output_type, temporary_terms); bool close_parenthesis = false; if (IS_LATEX(output_type) && op_code == oDivide) output << "\\frac{"; else { // If left argument has a lower precedence, or if current and left argument are both power operators, add parenthesis around left argument BinaryOpNode *barg1 = dynamic_cast(arg1); if (arg1->precedence(output_type, temporary_terms) < prec || (op_code == oPower && barg1 != NULL && barg1->op_code == oPower)) { output << LEFT_PAR(output_type); close_parenthesis = true; } } // Write left argument arg1->writeOutput(output, output_type, temporary_terms); if (close_parenthesis) output << RIGHT_PAR(output_type); if (IS_LATEX(output_type) && op_code == oDivide) output << "}"; // Write current operator symbol switch (op_code) { case oPlus: output << "+"; break; case oMinus: output << "-"; break; case oTimes: if (IS_LATEX(output_type)) output << "\\, "; else output << "*"; break; case oDivide: if (!IS_LATEX(output_type)) output << "/"; break; case oPower: output << "^"; break; case oLess: output << "<"; break; case oGreater: output << ">"; break; case oLessEqual: if (IS_LATEX(output_type)) output << "\\leq "; else output << "<="; break; case oGreaterEqual: if (IS_LATEX(output_type)) output << "\\geq "; else output << ">="; break; case oEqualEqual: output << "=="; break; case oDifferent: if (IS_MATLAB(output_type)) output << "~="; else { if (IS_C(output_type)) output << "!="; else output << "\\neq "; } break; case oEqual: output << "="; break; default: ; } close_parenthesis = false; if (IS_LATEX(output_type) && (op_code == oPower || op_code == oDivide)) output << "{"; else { /* Add parenthesis around right argument if: - its precedence is lower than those of the current node - it is a power operator and current operator is also a power operator - it is a minus operator with same precedence than current operator - it is a divide operator with same precedence than current operator */ BinaryOpNode *barg2 = dynamic_cast(arg2); int arg2_prec = arg2->precedence(output_type, temporary_terms); if (arg2_prec < prec || (op_code == oPower && barg2 != NULL && barg2->op_code == oPower && !IS_LATEX(output_type)) || (op_code == oMinus && arg2_prec == prec) || (op_code == oDivide && arg2_prec == prec && !IS_LATEX(output_type))) { output << LEFT_PAR(output_type); close_parenthesis = true; } } // Write right argument arg2->writeOutput(output, output_type, temporary_terms); if (IS_LATEX(output_type) && (op_code == oPower || op_code == oDivide)) output << "}"; if (close_parenthesis) output << RIGHT_PAR(output_type); } void BinaryOpNode::collectVariables(SymbolType type_arg, set > &result) const { arg1->collectVariables(type_arg, result); arg2->collectVariables(type_arg, result); } NodeID BinaryOpNode::Compute_RHS(NodeID arg1, NodeID arg2, int op, int op_type) const { temporary_terms_type temp; switch(op_type) { case 0: /*Unary Operator*/ switch(op) { case oUminus: return(datatree.AddUMinus(arg1)); break; case oExp: return(datatree.AddExp(arg1)); break; case oLog: return(datatree.AddLog(arg1)); break; case oLog10: return(datatree.AddLog10(arg1)); break; } break; case 1: /*Binary Operator*/ switch(op) { case oPlus: return(datatree.AddPlus(arg1, arg2)); break; case oMinus: return(datatree.AddMinus(arg1, arg2)); break; case oTimes: return(datatree.AddTimes(arg1, arg2)); break; case oDivide: return(datatree.AddDivide(arg1, arg2)); break; case oPower: return(datatree.AddPower(arg1, arg2)); break; } break; } return((NodeID)NULL); } pair BinaryOpNode::normalizeEquation(int var_endo, vector > > &List_of_Op_RHS) const { vector > > List_of_Op_RHS1, List_of_Op_RHS2; int is_endogenous_present_1, is_endogenous_present_2; pair res; NodeID NodeID_1, NodeID_2; res = arg1->normalizeEquation(var_endo, List_of_Op_RHS1); is_endogenous_present_1 = res.first; NodeID_1 = res.second; res = arg2->normalizeEquation(var_endo, List_of_Op_RHS2); is_endogenous_present_2 = res.first; NodeID_2 = res.second; if(is_endogenous_present_1==2 || is_endogenous_present_2==2) return(make_pair(2,(NodeID)NULL)); else if(is_endogenous_present_1 && is_endogenous_present_2) return(make_pair(2,(NodeID)NULL)); else if(is_endogenous_present_1) { if(op_code==oEqual) { pair > it; int oo=List_of_Op_RHS1.size(); for(int i=0;i > it; it = List_of_Op_RHS2.back(); List_of_Op_RHS2.pop_back(); if(it.second.first && !it.second.second) /*Binary operator*/ NodeID_1 = Compute_RHS((BinaryOpNode*)NodeID_1, (BinaryOpNode*)it.second.first, it.first, 1); else if(it.second.second && !it.second.first) /*Binary operator*/ NodeID_1 = Compute_RHS((BinaryOpNode*)it.second.second, (BinaryOpNode*)NodeID_1, it.first, 1); else if(it.second.second && it.second.first) /*Binary operator*/ NodeID_1 = Compute_RHS(it.second.first, it.second.second, it.first, 1); else NodeID_1 = Compute_RHS((UnaryOpNode*)NodeID_1, (UnaryOpNode*)it.second.first, it.first, 0); } } else List_of_Op_RHS =List_of_Op_RHS2; } switch (op_code) { case oPlus: if (!is_endogenous_present_1 && !is_endogenous_present_2) { List_of_Op_RHS.push_back(make_pair(oMinus, make_pair(datatree.AddPlus(NodeID_1, NodeID_2), (NodeID)NULL))); return(make_pair(0, datatree.AddPlus(NodeID_1, NodeID_2))); } else if (is_endogenous_present_1 && is_endogenous_present_2) return(make_pair(1, (NodeID)NULL)); else if (!is_endogenous_present_1 && is_endogenous_present_2) { List_of_Op_RHS.push_back(make_pair(oMinus, make_pair(NodeID_1, (NodeID)NULL))); return(make_pair(1, NodeID_1)); } else if (is_endogenous_present_1 && !is_endogenous_present_2) { List_of_Op_RHS.push_back(make_pair(oMinus, make_pair(NodeID_2, (NodeID)NULL) )); return(make_pair(1, NodeID_2)); } break; case oMinus: if (!is_endogenous_present_1 && !is_endogenous_present_2) { List_of_Op_RHS.push_back(make_pair(oMinus, make_pair(datatree.AddMinus(NodeID_1, NodeID_2), (NodeID)NULL) )); return(make_pair(0, datatree.AddMinus(NodeID_1, NodeID_2))); } else if (is_endogenous_present_1 && is_endogenous_present_2) return(make_pair(1, (NodeID)NULL)); else if (!is_endogenous_present_1 && is_endogenous_present_2) { List_of_Op_RHS.push_back(make_pair(oUminus, make_pair((NodeID)NULL, (NodeID)NULL))); List_of_Op_RHS.push_back(make_pair(oMinus, make_pair(NodeID_1, (NodeID)NULL) )); return(make_pair(1, NodeID_1)); } else if (is_endogenous_present_1 && !is_endogenous_present_2) { List_of_Op_RHS.push_back(make_pair(oPlus, make_pair(NodeID_2, (NodeID) NULL) )); return(make_pair(1, datatree.AddUMinus(NodeID_2))); } break; case oTimes: if (!is_endogenous_present_1 && !is_endogenous_present_2) return(make_pair(0, datatree.AddTimes(NodeID_1, NodeID_2))); else if(!is_endogenous_present_1 && is_endogenous_present_2) { List_of_Op_RHS.push_back(make_pair(oDivide, make_pair(NodeID_1, (NodeID)NULL) )); return(make_pair(1, NodeID_1)); } else if(is_endogenous_present_1 && !is_endogenous_present_2) { List_of_Op_RHS.push_back(make_pair(oDivide, make_pair(NodeID_2, (NodeID)NULL) )); return(make_pair(1, NodeID_2)); } else return(make_pair(1, (NodeID)NULL)); break; case oDivide: if (!is_endogenous_present_1 && !is_endogenous_present_2) return(make_pair(0, datatree.AddDivide(NodeID_1, NodeID_2))); else if(!is_endogenous_present_1 && is_endogenous_present_2) { List_of_Op_RHS.push_back(make_pair(oDivide, make_pair((NodeID)NULL, NodeID_1) )); return(make_pair(1, NodeID_1)); } else if(is_endogenous_present_1 && !is_endogenous_present_2) { List_of_Op_RHS.push_back(make_pair(oTimes, make_pair(NodeID_2, (NodeID)NULL) )); return(make_pair(1, NodeID_2)); } else return(make_pair(1, (NodeID)NULL)); break; case oPower: if (!is_endogenous_present_1 && !is_endogenous_present_2) return(make_pair(0, datatree.AddPower(NodeID_1, NodeID_2))); else if(is_endogenous_present_1 && !is_endogenous_present_2) { List_of_Op_RHS.push_back(make_pair(oPower, make_pair(datatree.AddDivide( datatree.AddNumConstant("1"), NodeID_2), (NodeID)NULL) )); return(make_pair(1, (NodeID)NULL)); } break; case oEqual: if (!is_endogenous_present_1 && !is_endogenous_present_2) { return( make_pair(0, datatree.AddEqual(datatree.AddVariable(datatree.symbol_table.getName(datatree.symbol_table.getID(eEndogenous, var_endo)), 0), datatree.AddMinus(NodeID_2, NodeID_1)) )); } else if (is_endogenous_present_1 && is_endogenous_present_2) { return(make_pair(0, datatree.AddEqual(datatree.AddVariable(datatree.symbol_table.getName(datatree.symbol_table.getID(eEndogenous, var_endo)), 0), datatree.Zero) )); } else if (!is_endogenous_present_1 && is_endogenous_present_2) { return(make_pair(0, datatree.AddEqual(datatree.AddVariable(datatree.symbol_table.getName(datatree.symbol_table.getID(eEndogenous, var_endo)), 0), /*datatree.AddUMinus(NodeID_1)*/NodeID_1) )); } else if (is_endogenous_present_1 && !is_endogenous_present_2) { return(make_pair(0, datatree.AddEqual(datatree.AddVariable(datatree.symbol_table.getName(datatree.symbol_table.getID(eEndogenous, var_endo)), 0), NodeID_2) )); } break; case oMax: if (!is_endogenous_present_1 && !is_endogenous_present_2) return(make_pair(0, datatree.AddMax(NodeID_1, NodeID_2) )); else return(make_pair(1, (NodeID)NULL )); break; case oMin: if (!is_endogenous_present_1 && !is_endogenous_present_2) return(make_pair(0, datatree.AddMin(NodeID_1, NodeID_2) )); else return(make_pair(1, (NodeID)NULL )); break; case oLess: if (!is_endogenous_present_1 && !is_endogenous_present_2) return(make_pair(0, datatree.AddLess(NodeID_1, NodeID_2) )); else return(make_pair(1, (NodeID)NULL )); break; case oGreater: if (!is_endogenous_present_1 && !is_endogenous_present_2) return(make_pair(0, datatree.AddGreater(NodeID_1, NodeID_2) )); else return(make_pair(1, (NodeID)NULL )); break; case oLessEqual: if (!is_endogenous_present_1 && !is_endogenous_present_2) return(make_pair(0, datatree.AddLessEqual(NodeID_1, NodeID_2) )); else return(make_pair(1, (NodeID)NULL )); break; case oGreaterEqual: if (!is_endogenous_present_1 && !is_endogenous_present_2) return(make_pair(0, datatree.AddGreaterEqual(NodeID_1, NodeID_2) )); else return(make_pair(1, (NodeID)NULL )); break; case oEqualEqual: if (!is_endogenous_present_1 && !is_endogenous_present_2) return(make_pair(0, datatree.AddEqualEqual(NodeID_1, NodeID_2) )); else return(make_pair(1, (NodeID)NULL )); break; case oDifferent: if (!is_endogenous_present_1 && !is_endogenous_present_2) return(make_pair(0, datatree.AddDifferent(NodeID_1, NodeID_2) )); else return(make_pair(1, (NodeID)NULL )); break; } // Suppress GCC warning exit(EXIT_FAILURE); } NodeID BinaryOpNode::getChainRuleDerivative(int deriv_id, const map &recursive_variables) { NodeID darg1 = arg1->getChainRuleDerivative(deriv_id, recursive_variables); NodeID darg2 = arg2->getChainRuleDerivative(deriv_id, recursive_variables); return composeDerivatives(darg1, darg2); } NodeID BinaryOpNode::toStatic(DataTree &static_datatree) const { NodeID sarg1 = arg1->toStatic(static_datatree); NodeID sarg2 = arg2->toStatic(static_datatree); switch (op_code) { case oPlus: return static_datatree.AddPlus(sarg1, sarg2); case oMinus: return static_datatree.AddMinus(sarg1, sarg2); case oTimes: return static_datatree.AddTimes(sarg1, sarg2); case oDivide: return static_datatree.AddDivide(sarg1, sarg2); case oPower: return static_datatree.AddPower(sarg1, sarg2); case oEqual: return static_datatree.AddEqual(sarg1, sarg2); case oMax: return static_datatree.AddMax(sarg1, sarg2); case oMin: return static_datatree.AddMin(sarg1, sarg2); case oLess: return static_datatree.AddLess(sarg1, sarg2); case oGreater: return static_datatree.AddGreater(sarg1, sarg2); case oLessEqual: return static_datatree.AddLessEqual(sarg1, sarg2); case oGreaterEqual: return static_datatree.AddGreaterEqual(sarg1, sarg2); case oEqualEqual: return static_datatree.AddEqualEqual(sarg1, sarg2); case oDifferent: return static_datatree.AddDifferent(sarg1, sarg2); } // Suppress GCC warning exit(EXIT_FAILURE); } TrinaryOpNode::TrinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg, TrinaryOpcode op_code_arg, const NodeID arg2_arg, const NodeID arg3_arg) : ExprNode(datatree_arg), arg1(arg1_arg), arg2(arg2_arg), arg3(arg3_arg), op_code(op_code_arg) { datatree.trinary_op_node_map[make_pair(make_pair(make_pair(arg1, arg2), arg3), op_code)] = this; // Non-null derivatives are the union of those of the arguments // Compute set union of arg{1,2,3}->non_null_derivatives set non_null_derivatives_tmp; set_union(arg1->non_null_derivatives.begin(), arg1->non_null_derivatives.end(), arg2->non_null_derivatives.begin(), arg2->non_null_derivatives.end(), inserter(non_null_derivatives_tmp, non_null_derivatives_tmp.begin())); set_union(non_null_derivatives_tmp.begin(), non_null_derivatives_tmp.end(), arg3->non_null_derivatives.begin(), arg3->non_null_derivatives.end(), inserter(non_null_derivatives, non_null_derivatives.begin())); } NodeID TrinaryOpNode::composeDerivatives(NodeID darg1, NodeID darg2, NodeID darg3) { NodeID t11, t12, t13, t14, t15; switch (op_code) { case oNormcdf: // normal pdf is inlined in the tree NodeID y; // sqrt(2*pi) t14 = datatree.AddSqrt(datatree.AddTimes(datatree.Two, datatree.Pi)); // x - mu t12 = datatree.AddMinus(arg1,arg2); // y = (x-mu)/sigma y = datatree.AddDivide(t12,arg3); // (x-mu)^2/sigma^2 t12 = datatree.AddTimes(y,y); // -(x-mu)^2/sigma^2 t13 = datatree.AddUMinus(t12); // -((x-mu)^2/sigma^2)/2 t12 = datatree.AddDivide(t13, datatree.Two); // exp(-((x-mu)^2/sigma^2)/2) t13 = datatree.AddExp(t12); // derivative of a standardized normal // t15 = (1/sqrt(2*pi))*exp(-y^2/2) t15 = datatree.AddDivide(t13,t14); // derivatives thru x t11 = datatree.AddDivide(darg1,arg3); // derivatives thru mu t12 = datatree.AddDivide(darg2,arg3); // intermediary sum t14 = datatree.AddMinus(t11,t12); // derivatives thru sigma t11 = datatree.AddDivide(y,arg3); t12 = datatree.AddTimes(t11,darg3); //intermediary sum t11 = datatree.AddMinus(t14,t12); // total derivative: // (darg1/sigma - darg2/sigma - darg3*(x-mu)/sigma^2) * t15 // where t15 is the derivative of a standardized normal return datatree.AddTimes(t11, t15); } // Suppress GCC warning exit(EXIT_FAILURE); } NodeID TrinaryOpNode::computeDerivative(int deriv_id) { NodeID darg1 = arg1->getDerivative(deriv_id); NodeID darg2 = arg2->getDerivative(deriv_id); NodeID darg3 = arg3->getDerivative(deriv_id); return composeDerivatives(darg1, darg2, darg3); } int TrinaryOpNode::precedence(ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const { temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); // A temporary term behaves as a variable if (it != temporary_terms.end()) return 100; switch (op_code) { case oNormcdf: return 100; } // Suppress GCC warning exit(EXIT_FAILURE); } int TrinaryOpNode::cost(const temporary_terms_type &temporary_terms, bool is_matlab) const { temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); // For a temporary term, the cost is null if (it != temporary_terms.end()) return 0; int cost = arg1->cost(temporary_terms, is_matlab); cost += arg2->cost(temporary_terms, is_matlab); if (is_matlab) // Cost for Matlab files switch (op_code) { case oNormcdf: return cost+1000; } else // Cost for C files switch (op_code) { case oNormcdf: return cost+1000; } // Suppress GCC warning exit(EXIT_FAILURE); } void TrinaryOpNode::computeTemporaryTerms(map &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const { NodeID this2 = const_cast(this); map::iterator it = reference_count.find(this2); if (it == reference_count.end()) { // If this node has never been encountered, set its ref count to one, // and travel through its children reference_count[this2] = 1; arg1->computeTemporaryTerms(reference_count, temporary_terms, is_matlab); arg2->computeTemporaryTerms(reference_count, temporary_terms, is_matlab); arg3->computeTemporaryTerms(reference_count, temporary_terms, is_matlab); } else { // If the node has already been encountered, increment its ref count // and declare it as a temporary term if it is too costly reference_count[this2]++; if (reference_count[this2] * cost(temporary_terms, is_matlab) > MIN_COST(is_matlab)) temporary_terms.insert(this2); } } void TrinaryOpNode::computeTemporaryTerms(map &reference_count, temporary_terms_type &temporary_terms, map > &first_occurence, int Curr_block, Model_Block *ModelBlock, int equation, map_idx_type &map_idx) const { NodeID this2 = const_cast(this); map::iterator it = reference_count.find(this2); if (it == reference_count.end()) { reference_count[this2] = 1; first_occurence[this2] = make_pair(Curr_block,equation); arg1->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, Curr_block, ModelBlock, equation, map_idx); arg2->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, Curr_block, ModelBlock, equation, map_idx); arg3->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, Curr_block, ModelBlock, equation, map_idx); } else { reference_count[this2]++; if (reference_count[this2] * cost(temporary_terms, false) > MIN_COST_C) { temporary_terms.insert(this2); ModelBlock->Block_List[first_occurence[this2].first].Temporary_Terms_in_Equation[first_occurence[this2].second]->insert(this2); } } } double TrinaryOpNode::eval_opcode(double v1, TrinaryOpcode op_code, double v2, double v3) throw (EvalException) { switch (op_code) { case oNormcdf: cerr << "NORMCDF: eval not implemented" << endl; exit(EXIT_FAILURE); } // Suppress GCC warning exit(EXIT_FAILURE); } double TrinaryOpNode::eval(const eval_context_type &eval_context) const throw (EvalException) { double v1 = arg1->eval(eval_context); double v2 = arg2->eval(eval_context); double v3 = arg3->eval(eval_context); return eval_opcode(v1, op_code, v2, v3); } void TrinaryOpNode::compile(ostream &CompileCode, bool lhs_rhs, const temporary_terms_type &temporary_terms, map_idx_type &map_idx, bool dynamic, bool steady_dynamic) const { // If current node is a temporary term temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); if (it != temporary_terms.end()) { if(dynamic) CompileCode.write(&FLDT, sizeof(FLDT)); else CompileCode.write(&FLDST, sizeof(FLDST)); int var=map_idx[idx]; CompileCode.write(reinterpret_cast(&var), sizeof(var)); return; } arg1->compile(CompileCode, lhs_rhs, temporary_terms, map_idx, dynamic, steady_dynamic); arg2->compile(CompileCode, lhs_rhs, temporary_terms, map_idx, dynamic, steady_dynamic); arg3->compile(CompileCode, lhs_rhs, temporary_terms, map_idx, dynamic, steady_dynamic); CompileCode.write(&FBINARY, sizeof(FBINARY)); TrinaryOpcode op_codel=op_code; CompileCode.write(reinterpret_cast(&op_codel),sizeof(op_codel)); } void TrinaryOpNode::collectTemporary_terms(const temporary_terms_type &temporary_terms, Model_Block *ModelBlock, int Curr_Block) const { temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); if (it != temporary_terms.end()) ModelBlock->Block_List[Curr_Block].Temporary_InUse->insert(idx); else { arg1->collectTemporary_terms(temporary_terms, ModelBlock, Curr_Block); arg2->collectTemporary_terms(temporary_terms, ModelBlock, Curr_Block); arg3->collectTemporary_terms(temporary_terms, ModelBlock, Curr_Block); } } void TrinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const { // TrinaryOpNode not implemented for C output assert(!IS_C(output_type)); // If current node is a temporary term temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); if (it != temporary_terms.end()) { output << "T" << idx; return; } switch (op_code) { case oNormcdf: output << "normcdf("; break; } arg1->writeOutput(output, output_type, temporary_terms); output << ","; arg2->writeOutput(output, output_type, temporary_terms); output << ","; arg3->writeOutput(output, output_type, temporary_terms); output << ")"; } void TrinaryOpNode::collectVariables(SymbolType type_arg, set > &result) const { arg1->collectVariables(type_arg, result); arg2->collectVariables(type_arg, result); arg3->collectVariables(type_arg, result); } pair TrinaryOpNode::normalizeEquation(int var_endo, vector > > &List_of_Op_RHS) const { pair res = arg1->normalizeEquation(var_endo, List_of_Op_RHS); bool is_endogenous_present_1 = res.first; NodeID NodeID_1 = res.second; res = arg2->normalizeEquation(var_endo, List_of_Op_RHS); bool is_endogenous_present_2 = res.first; NodeID NodeID_2 = res.second; res = arg3->normalizeEquation(var_endo, List_of_Op_RHS); bool is_endogenous_present_3 = res.first; NodeID NodeID_3 = res.second; if (!is_endogenous_present_1 && !is_endogenous_present_2 && !is_endogenous_present_3) return(make_pair(0, datatree.AddNormcdf(NodeID_1, NodeID_2, NodeID_3) )); else return(make_pair(1, (NodeID)NULL )); } NodeID TrinaryOpNode::getChainRuleDerivative(int deriv_id, const map &recursive_variables) { NodeID darg1 = arg1->getChainRuleDerivative(deriv_id, recursive_variables); NodeID darg2 = arg2->getChainRuleDerivative(deriv_id, recursive_variables); NodeID darg3 = arg3->getChainRuleDerivative(deriv_id, recursive_variables); return composeDerivatives(darg1, darg2, darg3); } NodeID TrinaryOpNode::toStatic(DataTree &static_datatree) const { NodeID sarg1 = arg1->toStatic(static_datatree); NodeID sarg2 = arg2->toStatic(static_datatree); NodeID sarg3 = arg3->toStatic(static_datatree); switch (op_code) { case oNormcdf: return static_datatree.AddNormcdf(sarg1, sarg2, sarg3); } // Suppress GCC warning exit(EXIT_FAILURE); } UnknownFunctionNode::UnknownFunctionNode(DataTree &datatree_arg, int symb_id_arg, const vector &arguments_arg) : ExprNode(datatree_arg), symb_id(symb_id_arg), arguments(arguments_arg) { } NodeID UnknownFunctionNode::computeDerivative(int deriv_id) { cerr << "UnknownFunctionNode::computeDerivative: operation impossible!" << endl; exit(EXIT_FAILURE); } NodeID UnknownFunctionNode::getChainRuleDerivative(int deriv_id, const map &recursive_variables) { cerr << "UnknownFunctionNode::getChainRuleDerivative: operation impossible!" << endl; exit(EXIT_FAILURE); } void UnknownFunctionNode::computeTemporaryTerms(map &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const { cerr << "UnknownFunctionNode::computeTemporaryTerms: operation impossible!" << endl; exit(EXIT_FAILURE); } void UnknownFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const { output << datatree.symbol_table.getName(symb_id) << "("; for (vector::const_iterator it = arguments.begin(); it != arguments.end(); it++) { if (it != arguments.begin()) output << ","; (*it)->writeOutput(output, output_type, temporary_terms); } output << ")"; } void UnknownFunctionNode::computeTemporaryTerms(map &reference_count, temporary_terms_type &temporary_terms, map > &first_occurence, int Curr_block, Model_Block *ModelBlock, int equation, map_idx_type &map_idx) const { cerr << "UnknownFunctionNode::computeTemporaryTerms: not implemented" << endl; exit(EXIT_FAILURE); } void UnknownFunctionNode::collectVariables(SymbolType type_arg, set > &result) const { for (vector::const_iterator it = arguments.begin(); it != arguments.end(); it++) (*it)->collectVariables(type_arg, result); } void UnknownFunctionNode::collectTemporary_terms(const temporary_terms_type &temporary_terms, Model_Block *ModelBlock, int Curr_Block) const { temporary_terms_type::const_iterator it = temporary_terms.find(const_cast(this)); if (it != temporary_terms.end()) ModelBlock->Block_List[Curr_Block].Temporary_InUse->insert(idx); else { //arg->collectTemporary_terms(temporary_terms, result); } } double UnknownFunctionNode::eval(const eval_context_type &eval_context) const throw (EvalException) { throw EvalException(); } void UnknownFunctionNode::compile(ostream &CompileCode, bool lhs_rhs, const temporary_terms_type &temporary_terms, map_idx_type &map_idx, bool dynamic, bool steady_dynamic) const { cerr << "UnknownFunctionNode::compile: operation impossible!" << endl; exit(EXIT_FAILURE); } pair UnknownFunctionNode::normalizeEquation(int var_endo, vector > > &List_of_Op_RHS) const { vector > V_arguments; vector V_NodeID; bool present = false; for (vector::const_iterator it = arguments.begin(); it != arguments.end(); it++) { V_arguments.push_back((*it)->normalizeEquation(var_endo, List_of_Op_RHS)); present = present || V_arguments[V_arguments.size()-1].first; V_NodeID.push_back(V_arguments[V_arguments.size()-1].second); } if (!present) return(make_pair(0, datatree.AddUnknownFunction(datatree.symbol_table.getName(symb_id), V_NodeID))); else return(make_pair(1, (NodeID)NULL )); } NodeID UnknownFunctionNode::toStatic(DataTree &static_datatree) const { vector static_arguments; for (vector::const_iterator it = arguments.begin(); it != arguments.end(); it++) static_arguments.push_back((*it)->toStatic(static_datatree)); return static_datatree.AddUnknownFunction(datatree.symbol_table.getName(symb_id), static_arguments); }