/*
* Copyright (C) 2007-2008 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see .
*/
#ifndef _BLOCKTRIANGULAR_HH
#define _BLOCKTRIANGULAR_HH
#include
#include "CodeInterpreter.hh"
#include "ExprNode.hh"
#include "SymbolTable.hh"
//#include "ModelNormalization.hh"
//#include "ModelBlocks.hh"
#include "IncidenceMatrix.hh"
#include "ModelTree.hh"
//! Sparse matrix of double to store the values of the Jacobian
typedef map,double> jacob_map;
typedef vector > > t_type;
//! Vector describing equations: BlockSimulationType, if BlockSimulationType == EVALUATE_s then a NodeID on the new normalized equation
typedef vector > t_etype;
//! Vector describing variables: max_lag in the block, max_lead in the block
typedef vector > t_vtype;
typedef set temporary_terms_inuse_type;
typedef vector >, pair > > chain_rule_derivatives_type;
//! For one lead/lag of one block, stores mapping of information between original model and block-decomposed model
struct IM_compact
{
int size, u_init, u_finish, nb_endo, nb_other_endo, size_exo, size_other_endo;
int *u, *us, *Var, *Equ, *Var_Index, *Equ_Index, *Exogenous, *Exogenous_Index, *Equ_X, *Equ_X_Index;
int *u_other_endo, *Var_other_endo, *Equ_other_endo, *Var_Index_other_endo, *Equ_Index_other_endo;
};
//! One block of the model
struct Block
{
int Size, Sized, nb_exo, nb_exo_det, nb_other_endo, Nb_Recursives;
BlockType Type;
BlockSimulationType Simulation_Type;
int Max_Lead, Max_Lag, Nb_Lead_Lag_Endo;
int Max_Lag_Endo, Max_Lead_Endo;
int Max_Lag_Other_Endo, Max_Lead_Other_Endo;
int Max_Lag_Exo, Max_Lead_Exo;
bool is_linear;
int *Equation, *Own_Derivative;
EquationType *Equation_Type;
NodeID *Equation_Normalized;
int *Variable, *Other_Endogenous, *Exogenous;
temporary_terms_type **Temporary_Terms_in_Equation;
//temporary_terms_type *Temporary_terms;
temporary_terms_inuse_type *Temporary_InUse;
IM_compact *IM_lead_lag;
chain_rule_derivatives_type *Chain_Rule_Derivatives;
int Code_Start, Code_Length;
};
//! The set of all blocks of the model
struct Model_Block
{
int Size, Periods;
Block* Block_List;
//int *in_Block_Equ, *in_Block_Var, *in_Equ_of_Block, *in_Var_of_Block;
};
//! Creates the incidence matrix, computes prologue & epilogue, normalizes the model and computes the block decomposition
class BlockTriangular
{
private:
//! Find equations and endogenous variables belonging to the prologue and epilogue of the model
void Prologue_Epilogue(bool* IM, int &prologue, int &epilogue, int n, vector &Index_Var_IM, vector &Index_Equ_IM, bool* IM0);
//! Allocates and fills the Model structure describing the content of each block
void Allocate_Block(int size, int *count_Equ, int count_Block, BlockType type, BlockSimulationType SimType, Model_Block *ModelBlock, t_etype &Equation_Type, int recurs_Size, vector &Index_Var_IM, vector &Index_Equ_IM);
//! Finds a matching between equations and endogenous variables
bool Compute_Normalization(bool *IM, int equation_number, int prologue, int epilogue, int verbose, bool *IM0, vector &Index_Var_IM) const;
//! Decomposes into recurive blocks the non purely recursive equations and determines for each block the minimum feedback variables
void Compute_Block_Decomposition_and_Feedback_Variables_For_Each_Block(bool *IM, int nb_var, int prologue, int epilogue, vector &Index_Equ_IM, vector &Index_Var_IM, vector > &blocks, t_etype &Equation_Type, bool verbose_, bool select_feedback_variable, int mfs) const;
//! determines the type of each equation of the model (could be evaluated or need to be solved)
t_etype Equation_Type_determination(vector &equations, map >, NodeID> &first_order_endo_derivatives, vector &Index_Var_IM, vector &Index_Equ_IM, int mfs);
//! Tries to merge the consecutive blocks in a single block and determine the type of each block: recursive, simultaneous, ...
t_type Reduce_Blocks_and_type_determination(int prologue, int epilogue, vector > &blocks, vector &equations, t_etype &Equation_Type, vector &Index_Var_IM, vector &Index_Equ_IM);
//! Compute for each variable its maximum lead and lag in its block
t_vtype Get_Variable_LeadLag_By_Block(vector &components_set, int nb_blck_sim, int prologue, int epilogue, t_vtype &equation_lead_lag) const;
public:
SymbolTable &symbol_table;
/*Blocks blocks;
Normalization normalization;*/
IncidenceMatrix incidencematrix;
NumericalConstants &num_const;
DataTree *Normalized_Equation;
BlockTriangular(SymbolTable &symbol_table_arg, NumericalConstants &num_const_arg);
~BlockTriangular();
//! Frees the Model structure describing the content of each block
void Free_Block(Model_Block* ModelBlock) const;
map >, pair >, int> get_Derivatives(Model_Block *ModelBlock, int Blck);
void Normalize_and_BlockDecompose_Static_0_Model(jacob_map &j_m, vector &equations, t_etype &V_Equation_Type, map >, NodeID> &first_order_endo_derivatives, int mfs, double cutoff);
void Normalize_and_BlockDecompose(bool* IM, Model_Block* ModelBlock, int n, int &prologue, int &epilogue, vector &Index_Var_IM, vector &Index_Equ_IM, bool* IM_0 , jacob_map &j_m, vector &equations, t_etype &equation_simulation_type, map >, NodeID> &first_order_endo_derivatives, bool dynamic, int mfs, double cutoff);
vector Index_Equ_IM;
vector Index_Var_IM;
int prologue, epilogue;
bool bt_verbose;
Model_Block* ModelBlock;
int periods;
inline static std::string BlockType0(int type)
{
switch (type)
{
case 0:
return ("SIMULTANEOUS TIME SEPARABLE ");
break;
case 1:
return ("PROLOGUE ");
break;
case 2:
return ("EPILOGUE ");
break;
case 3:
return ("SIMULTANEOUS TIME UNSEPARABLE");
break;
default:
return ("UNKNOWN ");
break;
}
};
inline static std::string BlockSim(int type)
{
switch (type)
{
case EVALUATE_FORWARD:
//case EVALUATE_FORWARD_R:
return ("EVALUATE FORWARD ");
break;
case EVALUATE_BACKWARD:
//case EVALUATE_BACKWARD_R:
return ("EVALUATE BACKWARD ");
break;
case SOLVE_FORWARD_SIMPLE:
return ("SOLVE FORWARD SIMPLE ");
break;
case SOLVE_BACKWARD_SIMPLE:
return ("SOLVE BACKWARD SIMPLE ");
break;
case SOLVE_TWO_BOUNDARIES_SIMPLE:
return ("SOLVE TWO BOUNDARIES SIMPLE ");
break;
case SOLVE_FORWARD_COMPLETE:
return ("SOLVE FORWARD COMPLETE ");
break;
case SOLVE_BACKWARD_COMPLETE:
return ("SOLVE BACKWARD COMPLETE ");
break;
case SOLVE_TWO_BOUNDARIES_COMPLETE:
return ("SOLVE TWO BOUNDARIES COMPLETE");
break;
default:
return ("UNKNOWN ");
break;
}
};
inline static std::string c_Equation_Type(int type)
{
char c_Equation_Type[4][13]=
{
"E_UNKNOWN ",
"E_EVALUATE ",
"E_EVALUATE_S",
"E_SOLVE "
};
return(c_Equation_Type[type]);
};
};
#endif