3775 lines
190 KiB
C++
3775 lines
190 KiB
C++
/*
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* Copyright (C) 2003-2008 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include <cstdlib>
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#include <iostream>
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#include <fstream>
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#include <sstream>
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#include <cstring>
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#include <cmath>
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#include "ModelTree.hh"
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#include "Model_Graph.hh"
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ModelTree::ModelTree(SymbolTable &symbol_table_arg,
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NumericalConstants &num_constants_arg) :
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DataTree(symbol_table_arg, num_constants_arg),
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mode(eStandardMode),
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compiler(NO_COMPILE),
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cutoff(1e-12),
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markowitz(0.7),
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new_SGE(true),
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computeJacobian(false),
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computeJacobianExo(false),
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computeHessian(false),
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computeStaticHessian(false),
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computeThirdDerivatives(false),
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block_triangular(symbol_table_arg)
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{
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}
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int
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ModelTree::equation_number() const
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{
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return(equations.size());
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}
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void
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ModelTree::writeDerivative(ostream &output, int eq, int symb_id, int lag,
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ExprNodeOutputType output_type,
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const temporary_terms_type &temporary_terms) const
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{
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first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, variable_table.getID(eEndogenous, symb_id, lag)));
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if (it != first_derivatives.end())
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(it->second)->writeOutput(output, output_type, temporary_terms);
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else
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output << 0;
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}
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void
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ModelTree::compileDerivative(ofstream &code_file, int eq, int symb_id, int lag, ExprNodeOutputType output_type, map_idx_type map_idx) const
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{
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first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, variable_table.getID(eEndogenous, symb_id, lag)));
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if (it != first_derivatives.end())
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{
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/*NodeID Id = it->second;*/
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(it->second)->compile(code_file,false, output_type, temporary_terms, map_idx);
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}
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else
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{
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code_file.write(&FLDZ, sizeof(FLDZ));
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}
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}
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void
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ModelTree::derive(int order)
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{
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cout << "Processing derivation ..." << endl;
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cout << " Processing Order 1... ";
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for(int var = 0; var < variable_table.size(); var++)
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for(int eq = 0; eq < (int) equations.size(); eq++)
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{
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NodeID d1 = equations[eq]->getDerivative(var);
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if (d1 == Zero)
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continue;
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first_derivatives[make_pair(eq, var)] = d1;
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}
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cout << "done" << endl;
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if (order >= 2)
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{
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cout << " Processing Order 2... ";
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for(first_derivatives_type::const_iterator it = first_derivatives.begin();
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it != first_derivatives.end(); it++)
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{
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int eq = it->first.first;
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int var1 = it->first.second;
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NodeID d1 = it->second;
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// Store only second derivatives with var2 <= var1
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for(int var2 = 0; var2 <= var1; var2++)
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{
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NodeID d2 = d1->getDerivative(var2);
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if (d2 == Zero)
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continue;
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second_derivatives[make_pair(eq, make_pair(var1, var2))] = d2;
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}
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}
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cout << "done" << endl;
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}
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if (order >= 3)
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{
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cout << " Processing Order 3... ";
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for(second_derivatives_type::const_iterator it = second_derivatives.begin();
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it != second_derivatives.end(); it++)
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{
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int eq = it->first.first;
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int var1 = it->first.second.first;
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int var2 = it->first.second.second;
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// By construction, var2 <= var1
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NodeID d2 = it->second;
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// Store only third derivatives such that var3 <= var2 <= var1
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for(int var3 = 0; var3 <= var2; var3++)
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{
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NodeID d3 = d2->getDerivative(var3);
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if (d3 == Zero)
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continue;
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third_derivatives[make_pair(eq, make_pair(var1, make_pair(var2, var3)))] = d3;
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}
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}
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cout << "done" << endl;
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}
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}
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void
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ModelTree::computeTemporaryTerms(int order)
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{
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map<NodeID, int> reference_count;
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temporary_terms.clear();
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bool is_matlab = (mode != eDLLMode);
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for(vector<BinaryOpNode *>::iterator it = equations.begin();
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it != equations.end(); it++)
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(*it)->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
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for(first_derivatives_type::iterator it = first_derivatives.begin();
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it != first_derivatives.end(); it++)
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it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
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if (order >= 2)
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for(second_derivatives_type::iterator it = second_derivatives.begin();
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it != second_derivatives.end(); it++)
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it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
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if (order >= 3)
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for(third_derivatives_type::iterator it = third_derivatives.begin();
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it != third_derivatives.end(); it++)
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it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
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}
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void
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ModelTree::writeTemporaryTerms(ostream &output, ExprNodeOutputType output_type) const
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{
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// A copy of temporary terms
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temporary_terms_type tt2;
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if (temporary_terms.size() > 0 && (!OFFSET(output_type)))
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output << "double\n";
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for(temporary_terms_type::const_iterator it = temporary_terms.begin();
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it != temporary_terms.end(); it++)
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{
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if (!OFFSET(output_type) && it != temporary_terms.begin())
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output << "," << endl;
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(*it)->writeOutput(output, output_type, temporary_terms);
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output << " = ";
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(*it)->writeOutput(output, output_type, tt2);
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// Insert current node into tt2
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tt2.insert(*it);
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if (OFFSET(output_type))
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output << ";" << endl;
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}
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if (!OFFSET(output_type))
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output << ";" << endl;
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}
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void
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ModelTree::writeModelLocalVariables(ostream &output, ExprNodeOutputType output_type) const
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{
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for(map<int, NodeID>::const_iterator it = local_variables_table.begin();
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it != local_variables_table.end(); it++)
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{
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int id = it->first;
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NodeID value = it->second;
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if (!OFFSET(output_type))
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output << "double ";
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output << symbol_table.getNameByID(eModelLocalVariable, id) << " = ";
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// Use an empty set for the temporary terms
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value->writeOutput(output, output_type, temporary_terms_type());
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output << ";" << endl;
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}
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}
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void
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ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type) const
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{
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for(int eq = 0; eq < (int) equations.size(); eq++)
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{
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BinaryOpNode *eq_node = equations[eq];
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NodeID lhs = eq_node->arg1;
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output << "lhs =";
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lhs->writeOutput(output, output_type, temporary_terms);
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output << ";" << endl;
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NodeID rhs = eq_node->arg2;
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output << "rhs =";
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rhs->writeOutput(output, output_type, temporary_terms);
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output << ";" << endl;
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output << "residual" << LPAR(output_type) << eq + OFFSET(output_type) << RPAR(output_type) << "= lhs-rhs;" << endl;
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}
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}
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void
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ModelTree::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
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{
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map<NodeID, int> reference_count, first_occurence;
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int i, j, m, eq, var, lag/*, prev_size=0*/;
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temporary_terms_type vect;
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ostringstream tmp_output;
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BinaryOpNode *eq_node;
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NodeID lhs, rhs;
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first_derivatives_type::const_iterator it;
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ostringstream tmp_s;
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temporary_terms.clear();
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map_idx.clear();
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for(j = 0;j < ModelBlock->Size;j++)
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{
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if (ModelBlock->Block_List[j].Size==1)
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{
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eq_node = equations[ModelBlock->Block_List[j].Equation[0]];
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lhs = eq_node->arg1;
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rhs = eq_node->arg2;
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tmp_s.str("");
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tmp_output.str("");
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lhs->writeOutput(tmp_output, oCDynamicModelSparseDLL, temporary_terms);
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tmp_s << "y[Per_y_+" << ModelBlock->Block_List[j].Variable[0] << "]";
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if (tmp_output.str()==tmp_s.str())
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{
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if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_SIMPLE)
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ModelBlock->Block_List[j].Simulation_Type=EVALUATE_BACKWARD;
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else if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_FOREWARD_SIMPLE)
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ModelBlock->Block_List[j].Simulation_Type=EVALUATE_FOREWARD;
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}
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else
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{
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tmp_output.str("");
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rhs->writeOutput(tmp_output, oCDynamicModelSparseDLL, temporary_terms);
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if (tmp_output.str()==tmp_s.str())
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{
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if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_SIMPLE)
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ModelBlock->Block_List[j].Simulation_Type=EVALUATE_BACKWARD_R;
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else if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_FOREWARD_SIMPLE)
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ModelBlock->Block_List[j].Simulation_Type=EVALUATE_FOREWARD_R;
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}
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}
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}
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for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
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{
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eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
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eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, map_idx);
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}
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if (ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD
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&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD
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&&ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD_R
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&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD_R)
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{
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if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE ||
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ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
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{
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for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
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{
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lag=m-ModelBlock->Block_List[j].Max_Lag;
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for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
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{
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eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
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var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
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it=first_derivatives.find(make_pair(eq,variable_table.getID(eEndogenous, var,lag)));
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it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, map_idx);
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}
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}
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}
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else if (ModelBlock->Block_List[j].Simulation_Type!=SOLVE_BACKWARD_SIMPLE
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&& ModelBlock->Block_List[j].Simulation_Type!=SOLVE_FOREWARD_SIMPLE)
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{
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m=ModelBlock->Block_List[j].Max_Lag;
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for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
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{
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eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
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var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
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it=first_derivatives.find(make_pair(eq,variable_table.getID(eEndogenous,var,0)));
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it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, map_idx);
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}
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}
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else
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{
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eq=ModelBlock->Block_List[j].Equation[0];
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var=ModelBlock->Block_List[j].Variable[0];
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it=first_derivatives.find(make_pair(eq,variable_table.getID(eEndogenous,var,0)));
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it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, map_idx);
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}
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}
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}
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if (order == 2)
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for(second_derivatives_type::iterator it = second_derivatives.begin();
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it != second_derivatives.end(); it++)
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it->second->computeTemporaryTerms(reference_count, temporary_terms, false);
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/*New*/
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j=0;
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for(temporary_terms_type::const_iterator it = temporary_terms.begin();
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it != temporary_terms.end(); it++)
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map_idx[(*it)->idx]=j++;
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/*EndNew*/
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}
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void
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ModelTree::writeModelEquationsOrdered_C(ostream &output, Model_Block *ModelBlock) const
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{
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int i,j,k,m;
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string tmp_s;
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ostringstream tmp_output;
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NodeID lhs=NULL, rhs=NULL;
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BinaryOpNode *eq_node;
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bool OK, lhs_rhs_done, skip_the_head;
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ostringstream Uf[symbol_table.endo_nbr];
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map<NodeID, int> reference_count;
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int prev_Simulation_Type=-1;
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temporary_terms_type::const_iterator it_temp=temporary_terms.begin();
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//----------------------------------------------------------------------
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//Temporary variables declaration
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OK=true;
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for(temporary_terms_type::const_iterator it = temporary_terms.begin();
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it != temporary_terms.end(); it++)
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{
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if (OK)
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OK=false;
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else
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tmp_output << ", ";
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(*it)->writeOutput(tmp_output, oCDynamicModel, temporary_terms);
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tmp_output << "[" << block_triangular.periods + variable_table.max_lag+variable_table.max_lead << "]";
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}
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if (tmp_output.str().length()>0)
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{
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output << "double " << tmp_output.str() << ";\n\n";
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}
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//For each block
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for(j = 0;j < ModelBlock->Size;j++)
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{
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//For a block composed of a single equation determines wether we have to evaluate or to solve the equation
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if (ModelBlock->Block_List[j].Size==1)
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{
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lhs_rhs_done=true;
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eq_node = equations[ModelBlock->Block_List[j].Equation[0]];
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lhs = eq_node->arg1;
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rhs = eq_node->arg2;
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tmp_output.str("");
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lhs->writeOutput(tmp_output, oCDynamicModelSparseDLL, temporary_terms);
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}
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else
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lhs_rhs_done=false;
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if (prev_Simulation_Type==ModelBlock->Block_List[j].Simulation_Type
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&& (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
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||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FOREWARD
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||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R
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||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FOREWARD_R ))
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skip_the_head=true;
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else
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skip_the_head=false;
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if (!skip_the_head)
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{
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if (j>0)
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output << "}\n\n";
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output << "void Dynamic" << j+1 << "(double *y, double *x, double *residual, double *g1, double *g2)\n";
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output << "{\n";
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output << " ////////////////////////////////////////////////////////////////////////\n" <<
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" //" << string(" Block ").substr(int(log10(j + 1))) << j + 1 << " " << BlockTriangular::BlockType0(ModelBlock->Block_List[j].Type) <<
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" //\n" <<
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" // Simulation type ";
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output << BlockTriangular::BlockSim(ModelBlock->Block_List[j].Simulation_Type) << " //\n" <<
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" ////////////////////////////////////////////////////////////////////////\n";
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#ifdef CONDITION
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if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
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output << " longd condition[" << ModelBlock->Block_List[j].Size << "]; /*to improve condition*/\n";
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#endif
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}
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//The Temporary terms
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temporary_terms_type tt2;
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if (ModelBlock->Block_List[j].Temporary_terms->size())
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output << " //Temporary variables\n";
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i=0;
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for(temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_terms->begin();
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it != ModelBlock->Block_List[j].Temporary_terms->end(); it++)
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{
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output << " ";
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(*it)->writeOutput(output, oCDynamicModelSparseDLL, temporary_terms);
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output << " = ";
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(*it)->writeOutput(output, oCDynamicModelSparseDLL, tt2);
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// Insert current node into tt2
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tt2.insert(*it);
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output << ";" << endl;
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i++;
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}
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// The equations
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for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
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{
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ModelBlock->Block_List[j].Variable_Sorted[i] = variable_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i], 0);
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string sModel = symbol_table.getNameByID(eEndogenous, ModelBlock->Block_List[j].Variable[i]) ;
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output << " //equation " << ModelBlock->Block_List[j].Equation[i] << " variable : " <<
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sModel << " (" << ModelBlock->Block_List[j].Variable[i] << ")\n";
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if (!lhs_rhs_done)
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{
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eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
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lhs = eq_node->arg1;
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rhs = eq_node->arg2;
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tmp_output.str("");
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lhs->writeOutput(tmp_output, oCDynamicModelSparseDLL, temporary_terms);
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}
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output << " ";
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switch(ModelBlock->Block_List[j].Simulation_Type)
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{
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case EVALUATE_BACKWARD:
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case EVALUATE_FOREWARD:
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output << tmp_output.str();
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output << " = ";
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rhs->writeOutput(output, oCDynamicModelSparseDLL, temporary_terms);
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output << ";\n";
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break;
|
|
case EVALUATE_BACKWARD_R:
|
|
case EVALUATE_FOREWARD_R:
|
|
rhs->writeOutput(output, oCDynamicModelSparseDLL, temporary_terms);
|
|
output << " = ";
|
|
lhs->writeOutput(output, oCDynamicModelSparseDLL, temporary_terms);
|
|
output << ";\n";
|
|
break;
|
|
case SOLVE_BACKWARD_COMPLETE:
|
|
case SOLVE_FOREWARD_COMPLETE:
|
|
Uf[ModelBlock->Block_List[j].Equation[i]] << " u[" << i << "] = residual[" << i << "]";
|
|
goto end;
|
|
case SOLVE_TWO_BOUNDARIES_COMPLETE:
|
|
Uf[ModelBlock->Block_List[j].Equation[i]] << " u[" << i << "+Per_u_] = residual[" << i << "]";
|
|
goto end;
|
|
default:
|
|
end:
|
|
output << "residual[" << i << "] = (";
|
|
output << tmp_output.str();
|
|
output << ") - (";
|
|
rhs->writeOutput(output, oCDynamicModelSparseDLL, temporary_terms);
|
|
output << ");\n";
|
|
#ifdef CONDITION
|
|
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
|
|
output << " condition[" << i << "]=0;\n";
|
|
#endif
|
|
}
|
|
}
|
|
// The Jacobian if we have to solve the block
|
|
if (ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD
|
|
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD
|
|
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD_R
|
|
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD_R)
|
|
{
|
|
output << " /* Jacobian */\n";
|
|
switch(ModelBlock->Block_List[j].Simulation_Type)
|
|
{
|
|
case SOLVE_BACKWARD_SIMPLE:
|
|
case SOLVE_FOREWARD_SIMPLE:
|
|
output << " g1[0]=";
|
|
writeDerivative(output, ModelBlock->Block_List[j].Equation[0], ModelBlock->Block_List[j].Variable[0], 0, oCDynamicModelSparseDLL, temporary_terms);
|
|
output << "; /* variable=" << symbol_table.getNameByID(eEndogenous, ModelBlock->Block_List[j].Variable[0])
|
|
<<"(" << variable_table.getLag(variable_table.getSymbolID(ModelBlock->Block_List[j].Variable[0])) << ") " << ModelBlock->Block_List[j].Variable[0]
|
|
<< ", equation=" << ModelBlock->Block_List[j].Equation[0] << "*/\n";
|
|
break;
|
|
case SOLVE_BACKWARD_COMPLETE:
|
|
case SOLVE_FOREWARD_COMPLETE:
|
|
m=ModelBlock->Block_List[j].Max_Lag;
|
|
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
|
|
{
|
|
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
|
|
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
|
|
int u=ModelBlock->Block_List[j].IM_lead_lag[m].us[i];
|
|
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
|
|
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "-u[" << u << "]*y[Per_y_+" << var << "]";
|
|
output << " u[" << u << "] = ";
|
|
writeDerivative(output, eq, var, 0, oCDynamicModelSparseDLL, temporary_terms);
|
|
output << "; // variable=" << symbol_table.getNameByID(eEndogenous, var)
|
|
<<"(" << variable_table.getLag(variable_table.getSymbolID(var))<< ") " << var
|
|
<< ", equation=" << eq << "\n";
|
|
}
|
|
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
output << Uf[ModelBlock->Block_List[j].Equation[i]].str() << ";\n";
|
|
break;
|
|
case SOLVE_TWO_BOUNDARIES_COMPLETE:
|
|
for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
|
|
{
|
|
k=m-ModelBlock->Block_List[j].Max_Lag;
|
|
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
|
|
{
|
|
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
|
|
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
|
|
int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
|
|
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
|
|
if (k==0)
|
|
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "-u[" << u << "+Per_u_]*y[Per_y_+" << var << "]";
|
|
else if (k>0)
|
|
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "-u[" << u << "+Per_u_]*y[(it_+" << k << ")*y_size+" << var << "]";
|
|
else if (k<0)
|
|
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "-u[" << u << "+Per_u_]*y[(it_" << k << ")*y_size+" << var << "]";
|
|
output << " u[" << u << "+Per_u_] = ";
|
|
writeDerivative(output, eq, var, k, oCDynamicModelSparseDLL, temporary_terms);
|
|
output << "; // variable=" << symbol_table.getNameByID(eEndogenous, var)
|
|
<<"(" << k << ") " << var
|
|
<< ", equation=" << eq << "\n";
|
|
#ifdef CONDITION
|
|
output << " if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
|
|
output << " condition[" << eqr << "]=u[" << u << "+Per_u_];\n";
|
|
#endif
|
|
}
|
|
}
|
|
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
{
|
|
output << Uf[ModelBlock->Block_List[j].Equation[i]].str() << ";\n";
|
|
#ifdef CONDITION
|
|
output << " if (fabs(condition[" << i << "])<fabs(u[" << i << "+Per_u_]))\n";
|
|
output << " condition[" << i << "]=u[" << i << "+Per_u_];\n";
|
|
#endif
|
|
}
|
|
#ifdef CONDITION
|
|
for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
|
|
{
|
|
k=m-ModelBlock->Block_List[j].Max_Lag;
|
|
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
|
|
{
|
|
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
|
|
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
|
|
int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
|
|
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
|
|
output << " u[" << u << "+Per_u_] /= condition[" << eqr << "];\n";
|
|
}
|
|
}
|
|
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
output << " u[" << i << "+Per_u_] /= condition[" << i << "];\n";
|
|
#endif
|
|
break;
|
|
}
|
|
}
|
|
prev_Simulation_Type=ModelBlock->Block_List[j].Simulation_Type;
|
|
}
|
|
output << "}\n\n";
|
|
}
|
|
|
|
|
|
|
|
void
|
|
ModelTree::writeModelEquationsOrdered_M(ostream &output, Model_Block *ModelBlock, const string &dynamic_basename) const
|
|
{
|
|
int i,j,k,m;
|
|
string tmp_s, sps;
|
|
ostringstream tmp_output, global_output;
|
|
NodeID lhs=NULL, rhs=NULL;
|
|
BinaryOpNode *eq_node;
|
|
bool OK, lhs_rhs_done, skip_the_head;
|
|
ostringstream Uf[symbol_table.endo_nbr];
|
|
map<NodeID, int> reference_count;
|
|
int prev_Simulation_Type=-1;
|
|
temporary_terms_type::const_iterator it_temp=temporary_terms.begin();
|
|
//----------------------------------------------------------------------
|
|
//Temporary variables declaration
|
|
OK=true;
|
|
for(temporary_terms_type::const_iterator it = temporary_terms.begin();
|
|
it != temporary_terms.end(); it++)
|
|
{
|
|
if (OK)
|
|
OK=false;
|
|
else
|
|
tmp_output << " ";
|
|
|
|
(*it)->writeOutput(tmp_output, oMatlabDynamicModel, temporary_terms);
|
|
|
|
/*tmp_output << "[" << block_triangular.periods + variable_table.max_lag+variable_table.max_lead << "]";*/
|
|
}
|
|
|
|
if (tmp_output.str().length()>0)
|
|
{
|
|
global_output << " global " << tmp_output.str() << " M_ ;\n";
|
|
}
|
|
//For each block
|
|
for(j = 0;j < ModelBlock->Size;j++)
|
|
{
|
|
//For a block composed of a single equation determines wether we have to evaluate or to solve the equation
|
|
if (ModelBlock->Block_List[j].Size==1)
|
|
{
|
|
lhs_rhs_done=true;
|
|
eq_node = equations[ModelBlock->Block_List[j].Equation[0]];
|
|
lhs = eq_node->arg1;
|
|
rhs = eq_node->arg2;
|
|
tmp_output.str("");
|
|
lhs->writeOutput(tmp_output, oMatlabDynamicModelSparse, temporary_terms);
|
|
}
|
|
else
|
|
lhs_rhs_done=false;
|
|
if (prev_Simulation_Type==ModelBlock->Block_List[j].Simulation_Type
|
|
&& (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
|
|
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FOREWARD
|
|
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R
|
|
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FOREWARD_R ))
|
|
skip_the_head=true;
|
|
else
|
|
skip_the_head=false;
|
|
if (!skip_the_head)
|
|
{
|
|
if (j>0)
|
|
{
|
|
output << "return;\n\n\n";
|
|
}
|
|
else
|
|
output << "\n\n";
|
|
if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
|
|
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FOREWARD
|
|
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R
|
|
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FOREWARD_R)
|
|
output << "function [y] = " << dynamic_basename << "_" << j+1 << "(y, x, it_)\n";
|
|
else if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_SIMPLE
|
|
||ModelBlock->Block_List[j].Simulation_Type==SOLVE_FOREWARD_SIMPLE)
|
|
output << "function [residual, g1, g2, g3, b] = " << dynamic_basename << "_" << j+1 << "(y, x, it_)\n";
|
|
else
|
|
output << "function [residual, g1, g2, g3, b] = " << dynamic_basename << "_" << j+1 << "(y, x, y_kmin, y_size, periods)\n";
|
|
output << " % ////////////////////////////////////////////////////////////////////////" << endl
|
|
<< " % //" << string(" Block ").substr(int(log10(j + 1))) << j + 1 << " " << BlockTriangular::BlockType0(ModelBlock->Block_List[j].Type)
|
|
<< " //" << endl
|
|
<< " % // Simulation type "
|
|
<< BlockTriangular::BlockSim(ModelBlock->Block_List[j].Simulation_Type) << " //" << endl
|
|
<< " % ////////////////////////////////////////////////////////////////////////" << endl;
|
|
//The Temporary terms
|
|
output << global_output.str();
|
|
output << " if M_.param_nbr > 0\n";
|
|
output << " params = M_.params;\n";
|
|
output << " end\n";
|
|
}
|
|
|
|
|
|
temporary_terms_type tt2;
|
|
if(ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
|
|
{
|
|
int nze;
|
|
for(nze=0,m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
|
|
nze+=ModelBlock->Block_List[j].IM_lead_lag[m].size;
|
|
output << " Jacobian_Size=" << ModelBlock->Block_List[j].Size << "*(y_kmin+" << ModelBlock->Block_List[j].Max_Lead << " +periods);\n";
|
|
output << " g1=spalloc( y_size*periods, Jacobian_Size, " << nze << "*periods" << ");\n";
|
|
output << " for it_ = y_kmin+1:(periods+y_kmin)\n";
|
|
output << " Per_y_=it_*y_size;\n";
|
|
output << " Per_J_=(it_-y_kmin-1)*y_size;\n";
|
|
output << " Per_K_=(it_-1)*y_size;\n";
|
|
sps=" ";
|
|
}
|
|
else
|
|
sps="";
|
|
if (ModelBlock->Block_List[j].Temporary_terms->size())
|
|
output << " " << sps << "% //Temporary variables" << endl;
|
|
i=0;
|
|
for(temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_terms->begin();
|
|
it != ModelBlock->Block_List[j].Temporary_terms->end(); it++)
|
|
{
|
|
output << " " << sps;
|
|
(*it)->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
|
|
output << " = ";
|
|
(*it)->writeOutput(output, oMatlabDynamicModelSparse, tt2);
|
|
// Insert current node into tt2
|
|
tt2.insert(*it);
|
|
output << ";" << endl;
|
|
i++;
|
|
}
|
|
// The equations
|
|
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
{
|
|
ModelBlock->Block_List[j].Variable_Sorted[i] = variable_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i], 0);
|
|
string sModel = symbol_table.getNameByID(eEndogenous, ModelBlock->Block_List[j].Variable[i]) ;
|
|
output << sps << " % equation " << ModelBlock->Block_List[j].Equation[i] << " variable : " << sModel
|
|
<< " (" << ModelBlock->Block_List[j].Variable[i] << ")" << endl;
|
|
if (!lhs_rhs_done)
|
|
{
|
|
eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
|
|
lhs = eq_node->arg1;
|
|
rhs = eq_node->arg2;
|
|
tmp_output.str("");
|
|
lhs->writeOutput(tmp_output, oMatlabDynamicModelSparse, temporary_terms);
|
|
}
|
|
output << " ";
|
|
switch(ModelBlock->Block_List[j].Simulation_Type)
|
|
{
|
|
case EVALUATE_BACKWARD:
|
|
case EVALUATE_FOREWARD:
|
|
output << tmp_output.str();
|
|
output << " = ";
|
|
rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
|
|
output << ";\n";
|
|
break;
|
|
case EVALUATE_BACKWARD_R:
|
|
case EVALUATE_FOREWARD_R:
|
|
rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
|
|
output << " = ";
|
|
lhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
|
|
output << ";\n";
|
|
break;
|
|
case SOLVE_BACKWARD_SIMPLE:
|
|
case SOLVE_FOREWARD_SIMPLE:
|
|
output << sps << "residual(" << i+1 << ") = (";
|
|
goto end;
|
|
case SOLVE_BACKWARD_COMPLETE:
|
|
case SOLVE_FOREWARD_COMPLETE:
|
|
Uf[ModelBlock->Block_List[j].Equation[i]] << " b(" << i+1 << ") = residual(" << i+1 << ", it_)";
|
|
output << sps << "residual(" << i+1 << ") = (";
|
|
goto end;
|
|
case SOLVE_TWO_BOUNDARIES_COMPLETE:
|
|
Uf[ModelBlock->Block_List[j].Equation[i]] << " b(" << i+1 << "+Per_J_) = -residual(" << i+1 << ", it_)";
|
|
output << sps << "residual(" << i+1 << ", it_) = (";
|
|
goto end;
|
|
default:
|
|
end:
|
|
output << tmp_output.str();
|
|
output << ") - (";
|
|
rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
|
|
output << ");\n";
|
|
#ifdef CONDITION
|
|
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
|
|
output << " condition(" << i+1 << ")=0;\n";
|
|
#endif
|
|
}
|
|
}
|
|
// The Jacobian if we have to solve the block
|
|
if (ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD
|
|
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD
|
|
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD_R
|
|
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD_R)
|
|
{
|
|
output << " " << sps << "% Jacobian " << endl;
|
|
switch(ModelBlock->Block_List[j].Simulation_Type)
|
|
{
|
|
case SOLVE_BACKWARD_SIMPLE:
|
|
case SOLVE_FOREWARD_SIMPLE:
|
|
output << " g1(1)=";
|
|
writeDerivative(output, ModelBlock->Block_List[j].Equation[0], ModelBlock->Block_List[j].Variable[0], 0, oMatlabDynamicModelSparse, temporary_terms);
|
|
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, ModelBlock->Block_List[j].Variable[0])
|
|
<< "(" << variable_table.getLag(variable_table.getSymbolID(ModelBlock->Block_List[j].Variable[0]))
|
|
<< ") " << ModelBlock->Block_List[j].Variable[0]
|
|
<< ", equation=" << ModelBlock->Block_List[j].Equation[0] << endl;
|
|
break;
|
|
case SOLVE_BACKWARD_COMPLETE:
|
|
case SOLVE_FOREWARD_COMPLETE:
|
|
m=ModelBlock->Block_List[j].Max_Lag;
|
|
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
|
|
{
|
|
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
|
|
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
|
|
int u=ModelBlock->Block_List[j].IM_lead_lag[m].us[i];
|
|
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
|
|
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "-u(" << u << ")*y(Per_y_+" << var << ")";
|
|
output << " u(" << u+1 << ") = ";
|
|
writeDerivative(output, eq, var, 0, oMatlabDynamicModelSparse, temporary_terms);
|
|
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, var)
|
|
<< "(" << variable_table.getLag(variable_table.getSymbolID(var)) << ") " << var
|
|
<< ", equation=" << eq << endl;
|
|
}
|
|
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
output << Uf[ModelBlock->Block_List[j].Equation[i]].str() << ";\n";
|
|
break;
|
|
case SOLVE_TWO_BOUNDARIES_COMPLETE:
|
|
output << " g2=0;g3=0;\n";
|
|
for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
|
|
{
|
|
k=m-ModelBlock->Block_List[j].Max_Lag;
|
|
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
|
|
{
|
|
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
|
|
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
|
|
//int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
|
|
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
|
|
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
|
|
if (k==0)
|
|
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "+g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+Per_K_)*y(it_, " << var+1 << ")";
|
|
else if (k>0)
|
|
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "+g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+y_size*(it_+" << k << "-1))*y(it_+" << k << ", " << var+1 << ")";
|
|
else if (k<0)
|
|
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "+g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+y_size*(it_" << k << "-1))*y(it_" << k << ", " << var+1 << ")";
|
|
//output << " u(" << u+1 << "+Per_u_) = ";
|
|
if(k==0)
|
|
output << " g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+Per_K_) = ";
|
|
else if(k>0)
|
|
output << " g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+y_size*(it_+" << k << "-1)) = ";
|
|
else if(k<0)
|
|
output << " g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+y_size*(it_" << k << "-1)) = ";
|
|
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms);
|
|
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, var)
|
|
<< "(" << k << ") " << var
|
|
<< ", equation=" << eq << endl;
|
|
#ifdef CONDITION
|
|
output << " if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
|
|
output << " condition(" << eqr << ")=u(" << u << "+Per_u_);\n";
|
|
#endif
|
|
}
|
|
}
|
|
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
{
|
|
output << Uf[ModelBlock->Block_List[j].Equation[i]].str() << ";\n";
|
|
#ifdef CONDITION
|
|
output << " if (fabs(condition(" << i+1 << "))<fabs(u(" << i << "+Per_u_)))\n";
|
|
output << " condition(" << i+1 << ")=u(" << i+1 << "+Per_u_);\n";
|
|
#endif
|
|
}
|
|
#ifdef CONDITION
|
|
for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
|
|
{
|
|
k=m-ModelBlock->Block_List[j].Max_Lag;
|
|
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
|
|
{
|
|
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
|
|
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
|
|
int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
|
|
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
|
|
output << " u(" << u+1 << "+Per_u_) = u(" << u+1 << "+Per_u_) / condition(" << eqr+1 << ");\n";
|
|
}
|
|
}
|
|
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
output << " u(" << i+1 << "+Per_u_) = u(" << i+1 << "+Per_u_) / condition(" << i+1 << ");\n";
|
|
#endif
|
|
output << " end;\n";
|
|
break;
|
|
}
|
|
}
|
|
prev_Simulation_Type=ModelBlock->Block_List[j].Simulation_Type;
|
|
}
|
|
output << "return;\n\n\n";
|
|
}
|
|
|
|
void
|
|
ModelTree::writeModelStaticEquationsOrdered_M(ostream &output, Model_Block *ModelBlock, const string &static_basename) const
|
|
{
|
|
int i,j,k,m, var, eq;
|
|
string tmp_s, sps;
|
|
ostringstream tmp_output, global_output;
|
|
NodeID lhs=NULL, rhs=NULL;
|
|
BinaryOpNode *eq_node;
|
|
bool OK, lhs_rhs_done, skip_the_head;
|
|
ostringstream Uf[symbol_table.endo_nbr];
|
|
map<NodeID, int> reference_count;
|
|
int prev_Simulation_Type=-1;
|
|
int nze=0;
|
|
bool *IM, *IMl;
|
|
temporary_terms_type::const_iterator it_temp=temporary_terms.begin();
|
|
//----------------------------------------------------------------------
|
|
//Temporary variables declaration
|
|
OK=true;
|
|
for(temporary_terms_type::const_iterator it = temporary_terms.begin();
|
|
it != temporary_terms.end(); it++)
|
|
{
|
|
if (OK)
|
|
OK=false;
|
|
else
|
|
tmp_output << " ";
|
|
(*it)->writeOutput(tmp_output, oMatlabStaticModelSparse, temporary_terms);
|
|
}
|
|
if (tmp_output.str().length()>0)
|
|
{
|
|
global_output << " global " << tmp_output.str() << " M_ ;\n";
|
|
}
|
|
//For each block
|
|
for(j = 0;j < ModelBlock->Size;j++)
|
|
{
|
|
//For a block composed of a single equation determines wether we have to evaluate or to solve the equation
|
|
if (ModelBlock->Block_List[j].Size==1)
|
|
{
|
|
lhs_rhs_done=true;
|
|
eq_node = equations[ModelBlock->Block_List[j].Equation[0]];
|
|
lhs = eq_node->arg1;
|
|
rhs = eq_node->arg2;
|
|
tmp_output.str("");
|
|
lhs->writeOutput(tmp_output, oMatlabStaticModelSparse, temporary_terms);
|
|
}
|
|
else
|
|
lhs_rhs_done=false;
|
|
if (prev_Simulation_Type==ModelBlock->Block_List[j].Simulation_Type
|
|
&& (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
|
|
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FOREWARD
|
|
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R
|
|
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FOREWARD_R ))
|
|
skip_the_head=true;
|
|
else
|
|
skip_the_head=false;
|
|
if (!skip_the_head)
|
|
{
|
|
if (j>0)
|
|
{
|
|
output << "return;\n\n\n";
|
|
}
|
|
else
|
|
output << "\n\n";
|
|
output << "function [residual, g1, g2, g3, b] = " << static_basename << "_" << j+1 << "(y, x)\n";
|
|
output << " % ////////////////////////////////////////////////////////////////////////" << endl
|
|
<< " % //" << string(" Block ").substr(int(log10(j + 1))) << j + 1 << " "
|
|
<< BlockTriangular::BlockType0(ModelBlock->Block_List[j].Type) << " //" << endl
|
|
<< " % // Simulation type ";
|
|
output << BlockTriangular::BlockSim(ModelBlock->Block_List[j].Simulation_Type) << " //" << endl
|
|
<< " % ////////////////////////////////////////////////////////////////////////" << endl;
|
|
//The Temporary terms
|
|
output << global_output.str();
|
|
output << " if M_.param_nbr > 0\n";
|
|
output << " params = M_.params;\n";
|
|
output << " end\n";
|
|
}
|
|
|
|
|
|
temporary_terms_type tt2;
|
|
|
|
int n=ModelBlock->Block_List[j].Size;
|
|
int n1=symbol_table.endo_nbr;
|
|
//cout << "n1=" << n1 << "\n";
|
|
IM=(bool*)malloc(n*n*sizeof(bool));
|
|
memset(IM, 0, n*n*sizeof(bool));
|
|
//cout << "ModelBlock->Block_List[j].Max_Lead" << ModelBlock->Block_List[j].Max_Lag << " ModelBlock->Block_List[j].Max_Lag=" << ModelBlock->Block_List[j].Max_Lead << "\n";
|
|
for(m=-ModelBlock->Block_List[j].Max_Lag;m<=ModelBlock->Block_List[j].Max_Lead;m++)
|
|
{
|
|
//cout << "bGet_IM(" << m << ")\n";
|
|
IMl=block_triangular.bGet_IM(m);
|
|
//cout <<"OK\n";
|
|
for(i=0;i<n;i++)
|
|
{
|
|
eq=ModelBlock->Block_List[j].Equation[i];
|
|
for(k=0;k<n;k++)
|
|
{
|
|
var=ModelBlock->Block_List[j].Variable[k];
|
|
//cout << "eq=" << eq << " var=" << var << "\n";
|
|
IM[i*n+k]=IM[i*n+k] || IMl[eq*n1+var];
|
|
/*if(IM[i*n+k])
|
|
cout << " ->i=" << i << " j=" << j << "\n";*/
|
|
}
|
|
}
|
|
//cout << "done\n";
|
|
}
|
|
for(nze=0, i=0;i<n*n;i++)
|
|
{
|
|
nze+=IM[i];
|
|
}
|
|
cout << "nze=" << nze << "\n";
|
|
memset(IM, 0, n*n*sizeof(bool));
|
|
if( ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD && ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD
|
|
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD_R && ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD_R)
|
|
output << " g1=spalloc(" << ModelBlock->Block_List[j].Size << ", " << ModelBlock->Block_List[j].Size << ", " << nze << ");\n";
|
|
sps="";
|
|
if (ModelBlock->Block_List[j].Temporary_terms->size())
|
|
output << " " << sps << "% //Temporary variables" << endl;
|
|
i=0;
|
|
for(temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_terms->begin();
|
|
it != ModelBlock->Block_List[j].Temporary_terms->end(); it++)
|
|
{
|
|
output << " " << sps;
|
|
(*it)->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
|
|
output << " = ";
|
|
(*it)->writeOutput(output, oMatlabStaticModelSparse, tt2);
|
|
// Insert current node into tt2
|
|
tt2.insert(*it);
|
|
output << ";" << endl;
|
|
i++;
|
|
}
|
|
// The equations
|
|
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
{
|
|
ModelBlock->Block_List[j].Variable_Sorted[i] = variable_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i], 0);
|
|
string sModel = symbol_table.getNameByID(eEndogenous, ModelBlock->Block_List[j].Variable[i]) ;
|
|
output << sps << " % equation " << ModelBlock->Block_List[j].Equation[i] << " variable : "
|
|
<< sModel << " (" << ModelBlock->Block_List[j].Variable[i] << ")" << endl;
|
|
if (!lhs_rhs_done)
|
|
{
|
|
eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
|
|
lhs = eq_node->arg1;
|
|
rhs = eq_node->arg2;
|
|
tmp_output.str("");
|
|
lhs->writeOutput(tmp_output, oMatlabStaticModelSparse, temporary_terms);
|
|
}
|
|
output << " ";
|
|
switch(ModelBlock->Block_List[j].Simulation_Type)
|
|
{
|
|
case EVALUATE_BACKWARD:
|
|
case EVALUATE_FOREWARD:
|
|
output << tmp_output.str();
|
|
output << " = ";
|
|
rhs->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
|
|
output << ";\n";
|
|
break;
|
|
case EVALUATE_BACKWARD_R:
|
|
case EVALUATE_FOREWARD_R:
|
|
rhs->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
|
|
output << " = ";
|
|
lhs->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
|
|
output << ";\n";
|
|
break;
|
|
case SOLVE_BACKWARD_COMPLETE:
|
|
case SOLVE_FOREWARD_COMPLETE:
|
|
case SOLVE_TWO_BOUNDARIES_COMPLETE:
|
|
Uf[ModelBlock->Block_List[j].Equation[i]] << " b(" << i+1 << ") = - residual(" << i+1 << ")";
|
|
goto end;
|
|
default:
|
|
end:
|
|
output << sps << "residual(" << i+1 << ") = (";
|
|
output << tmp_output.str();
|
|
output << ") - (";
|
|
rhs->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
|
|
output << ");\n";
|
|
#ifdef CONDITION
|
|
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
|
|
output << " condition(" << i+1 << ")=0;\n";
|
|
#endif
|
|
}
|
|
}
|
|
// The Jacobian if we have to solve the block
|
|
if (ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD
|
|
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD
|
|
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD_R
|
|
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD_R)
|
|
{
|
|
output << " " << sps << "% Jacobian " << endl;
|
|
switch(ModelBlock->Block_List[j].Simulation_Type)
|
|
{
|
|
case SOLVE_BACKWARD_SIMPLE:
|
|
case SOLVE_FOREWARD_SIMPLE:
|
|
output << " g1(1)=";
|
|
writeDerivative(output, ModelBlock->Block_List[j].Equation[0], ModelBlock->Block_List[j].Variable[0], 0, oMatlabStaticModelSparse, temporary_terms);
|
|
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, ModelBlock->Block_List[j].Variable[0])
|
|
<< "(" << variable_table.getLag(variable_table.getSymbolID(ModelBlock->Block_List[j].Variable[0]))
|
|
<< ") " << ModelBlock->Block_List[j].Variable[0]
|
|
<< ", equation=" << ModelBlock->Block_List[j].Equation[0] << endl;
|
|
break;
|
|
case SOLVE_BACKWARD_COMPLETE:
|
|
case SOLVE_FOREWARD_COMPLETE:
|
|
m=ModelBlock->Block_List[j].Max_Lag;
|
|
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
|
|
{
|
|
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
|
|
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
|
|
int u=ModelBlock->Block_List[j].IM_lead_lag[m].us[i];
|
|
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
|
|
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "-u(" << u << ")*y(Per_y_+" << var << ")";
|
|
output << " u(" << u+1 << ") = ";
|
|
writeDerivative(output, eq, var, 0, oMatlabStaticModelSparse, temporary_terms);
|
|
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, var)
|
|
<< "(" << variable_table.getLag(variable_table.getSymbolID(var)) << ") " << var
|
|
<< ", equation=" << eq << endl;
|
|
}
|
|
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
output << Uf[ModelBlock->Block_List[j].Equation[i]].str() << ";\n";
|
|
break;
|
|
case SOLVE_TWO_BOUNDARIES_COMPLETE:
|
|
output << " g2=0;g3=0;\n";
|
|
for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
|
|
{
|
|
k=m-ModelBlock->Block_List[j].Max_Lag;
|
|
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
|
|
{
|
|
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
|
|
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
|
|
//int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
|
|
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
|
|
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
|
|
output << "% i=" << i << " eq=" << eq << " var=" << var << " eqr=" << eqr << " varr=" << varr << "\n";
|
|
cout << "% i=" << i << " eq=" << eq << " var=" << var << " eqr=" << eqr << " varr=" << varr << "\n";
|
|
if(!IM[eqr*ModelBlock->Block_List[j].Size+varr])
|
|
{
|
|
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "+g1(" << eqr+1
|
|
<< ", " << varr+1 << ")*y( " << var+1 << ")";
|
|
IM[eqr*ModelBlock->Block_List[j].Size+varr]=1;
|
|
}
|
|
output << " g1(" << eqr+1 << ", " << varr+1 << ") = g1(" << eqr+1 << ", " << varr+1 << ") + ";
|
|
writeDerivative(output, eq, var, k, oMatlabStaticModelSparse, temporary_terms);
|
|
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, var)
|
|
<< "(" << k << ") " << var
|
|
<< ", equation=" << eq << endl;
|
|
#ifdef CONDITION
|
|
output << " if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
|
|
output << " condition(" << eqr << ")=u(" << u << "+Per_u_);\n";
|
|
#endif
|
|
}
|
|
}
|
|
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
{
|
|
output << Uf[ModelBlock->Block_List[j].Equation[i]].str() << ";\n";
|
|
#ifdef CONDITION
|
|
output << " if (fabs(condition(" << i+1 << "))<fabs(u(" << i << "+Per_u_)))\n";
|
|
output << " condition(" << i+1 << ")=u(" << i+1 << "+Per_u_);\n";
|
|
#endif
|
|
}
|
|
#ifdef CONDITION
|
|
for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
|
|
{
|
|
k=m-ModelBlock->Block_List[j].Max_Lag;
|
|
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
|
|
{
|
|
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
|
|
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
|
|
int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
|
|
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
|
|
output << " u(" << u+1 << "+Per_u_) = u(" << u+1 << "+Per_u_) / condition(" << eqr+1 << ");\n";
|
|
}
|
|
}
|
|
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
output << " u(" << i+1 << "+Per_u_) = u(" << i+1 << "+Per_u_) / condition(" << i+1 << ");\n";
|
|
#endif
|
|
break;
|
|
}
|
|
}
|
|
prev_Simulation_Type=ModelBlock->Block_List[j].Simulation_Type;
|
|
}
|
|
output << "return;\n\n\n";
|
|
free(IM);
|
|
}
|
|
|
|
|
|
void
|
|
ModelTree::writeModelEquationsCodeOrdered(const string file_name, const Model_Block *ModelBlock, const string bin_basename, ExprNodeOutputType output_type) const
|
|
{
|
|
struct Uff_l
|
|
{
|
|
int u, var, lag;
|
|
Uff_l *pNext;
|
|
};
|
|
|
|
struct Uff
|
|
{
|
|
Uff_l *Ufl, *Ufl_First;
|
|
int eqr;
|
|
};
|
|
|
|
int i,j,k,m, v, ModelBlock_Aggregated_Count, k0, k1;
|
|
string tmp_s;
|
|
ostringstream tmp_output;
|
|
ofstream code_file;
|
|
NodeID lhs=NULL, rhs=NULL;
|
|
BinaryOpNode *eq_node;
|
|
bool lhs_rhs_done;
|
|
Uff Uf[symbol_table.endo_nbr];
|
|
map<NodeID, int> reference_count;
|
|
map<int,int> ModelBlock_Aggregated_Size, ModelBlock_Aggregated_Number;
|
|
int prev_Simulation_Type=-1;
|
|
SymbolicGaussElimination SGE;
|
|
temporary_terms_type::const_iterator it_temp=temporary_terms.begin();
|
|
//----------------------------------------------------------------------
|
|
string main_name=file_name;
|
|
main_name+=".cod";
|
|
code_file.open(main_name.c_str(), ios::out | ios::binary | ios::ate );
|
|
if (!code_file.is_open())
|
|
{
|
|
cout << "Error : Can't open file \"" << main_name << "\" for writing\n";
|
|
exit( -1);
|
|
}
|
|
//Temporary variables declaration
|
|
code_file.write(&FDIMT, sizeof(FDIMT));
|
|
k=temporary_terms.size();
|
|
code_file.write(reinterpret_cast<char *>(&k),sizeof(k));
|
|
//search for successive and identical blocks
|
|
i=k=k0=0;
|
|
ModelBlock_Aggregated_Count=-1;
|
|
for(j = 0;j < ModelBlock->Size;j++)
|
|
{
|
|
if (prev_Simulation_Type==ModelBlock->Block_List[j].Simulation_Type
|
|
&& (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
|
|
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FOREWARD
|
|
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R
|
|
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FOREWARD_R ))
|
|
{
|
|
}
|
|
else
|
|
{
|
|
k=k0=0;
|
|
ModelBlock_Aggregated_Count++;
|
|
}
|
|
k0+=ModelBlock->Block_List[j].Size;
|
|
ModelBlock_Aggregated_Number[ModelBlock_Aggregated_Count]=k0;
|
|
ModelBlock_Aggregated_Size[ModelBlock_Aggregated_Count]=++k;
|
|
prev_Simulation_Type=ModelBlock->Block_List[j].Simulation_Type;
|
|
}
|
|
ModelBlock_Aggregated_Count++;
|
|
//cout << "ModelBlock_Aggregated_Count=" << ModelBlock_Aggregated_Count << "\n";
|
|
//For each block
|
|
j=0;
|
|
for(k0 = 0;k0 < ModelBlock_Aggregated_Count;k0++)
|
|
{
|
|
k1=j;
|
|
if (k0>0)
|
|
code_file.write(&FENDBLOCK, sizeof(FENDBLOCK));
|
|
code_file.write(&FBEGINBLOCK, sizeof(FBEGINBLOCK));
|
|
v=ModelBlock_Aggregated_Number[k0];
|
|
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
|
|
v=ModelBlock->Block_List[j].Simulation_Type;
|
|
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
|
|
//cout << "FBEGINBLOCK j=" << j << " size=" << ModelBlock_Aggregated_Number[k0] << " type=" << v << "\n";
|
|
for(k=0; k<ModelBlock_Aggregated_Size[k0]; k++)
|
|
{
|
|
for(i=0; i < ModelBlock->Block_List[j].Size;i++)
|
|
{
|
|
code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].Variable[i]),sizeof(ModelBlock->Block_List[j].Variable[i]));
|
|
code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].Equation[i]),sizeof(ModelBlock->Block_List[j].Equation[i]));
|
|
code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].Own_Derivative[i]),sizeof(ModelBlock->Block_List[j].Own_Derivative[i]));
|
|
}
|
|
j++;
|
|
}
|
|
j=k1;
|
|
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE ||
|
|
ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_FOREWARD_COMPLETE)
|
|
{
|
|
code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].is_linear),sizeof(ModelBlock->Block_List[j].is_linear));
|
|
v=block_triangular.ModelBlock->Block_List[j].IM_lead_lag[block_triangular.ModelBlock->Block_List[j].Max_Lag + block_triangular.ModelBlock->Block_List[j].Max_Lead].u_finish + 1;
|
|
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
|
|
v=symbol_table.endo_nbr;
|
|
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
|
|
v=block_triangular.ModelBlock->Block_List[j].Max_Lag;
|
|
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
|
|
v=block_triangular.ModelBlock->Block_List[j].Max_Lead;
|
|
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
|
|
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
|
|
{
|
|
int u_count_int=0;
|
|
Write_Inf_To_Bin_File(file_name, bin_basename, j, u_count_int,SGE.file_open);
|
|
v=u_count_int;
|
|
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
|
|
SGE.file_is_open();
|
|
}
|
|
}
|
|
for(k1 = 0; k1 < ModelBlock_Aggregated_Size[k0]; k1++)
|
|
{
|
|
//For a block composed of a single equation determines wether we have to evaluate or to solve the equation
|
|
if (ModelBlock->Block_List[j].Size==1)
|
|
{
|
|
lhs_rhs_done=true;
|
|
eq_node = equations[ModelBlock->Block_List[j].Equation[0]];
|
|
lhs = eq_node->arg1;
|
|
rhs = eq_node->arg2;
|
|
}
|
|
else
|
|
lhs_rhs_done=false;
|
|
if (ModelBlock->Block_List[j].Size==1)
|
|
lhs_rhs_done=true;
|
|
else
|
|
lhs_rhs_done=false;
|
|
//The Temporary terms
|
|
temporary_terms_type tt2;
|
|
i=0;
|
|
for(temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_terms->begin();
|
|
it != ModelBlock->Block_List[j].Temporary_terms->end(); it++)
|
|
{
|
|
(*it)->compile(code_file,false, output_type, tt2, map_idx);
|
|
code_file.write(&FSTPT, sizeof(FSTPT));
|
|
map_idx_type::const_iterator ii=map_idx.find((*it)->idx);
|
|
v=(int)ii->second;
|
|
code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
|
|
// Insert current node into tt2
|
|
tt2.insert(*it);
|
|
#ifdef DEBUGC
|
|
cout << "FSTPT " << v << "\n";
|
|
code_file.write(&FOK, sizeof(FOK));
|
|
code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
|
|
#endif
|
|
i++;
|
|
}
|
|
for(temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_terms->begin();
|
|
it != ModelBlock->Block_List[j].Temporary_terms->end(); it++)
|
|
{
|
|
map_idx_type::const_iterator ii=map_idx.find((*it)->idx);
|
|
#ifdef DEBUGC
|
|
cout << "map_idx[" << (*it)->idx <<"]=" << ii->second << "\n";
|
|
#endif
|
|
}
|
|
// The equations
|
|
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
{
|
|
ModelBlock->Block_List[j].Variable_Sorted[i] = variable_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i], 0);
|
|
if (!lhs_rhs_done)
|
|
{
|
|
eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
|
|
lhs = eq_node->arg1;
|
|
rhs = eq_node->arg2;
|
|
}
|
|
switch (ModelBlock->Block_List[j].Simulation_Type)
|
|
{
|
|
case EVALUATE_BACKWARD:
|
|
case EVALUATE_FOREWARD:
|
|
rhs->compile(code_file,false, output_type, temporary_terms, map_idx);
|
|
lhs->compile(code_file,true, output_type, temporary_terms, map_idx);
|
|
break;
|
|
case EVALUATE_BACKWARD_R:
|
|
case EVALUATE_FOREWARD_R:
|
|
lhs->compile(code_file,false, output_type, temporary_terms, map_idx);
|
|
rhs->compile(code_file,true, output_type, temporary_terms, map_idx);
|
|
break;
|
|
case SOLVE_TWO_BOUNDARIES_SIMPLE:
|
|
v=ModelBlock->Block_List[j].Equation[i];
|
|
Uf[v].eqr=i;
|
|
Uf[v].Ufl=NULL;
|
|
goto end;
|
|
case SOLVE_BACKWARD_COMPLETE:
|
|
case SOLVE_FOREWARD_COMPLETE:
|
|
v=ModelBlock->Block_List[j].Equation[i];
|
|
Uf[v].eqr=i;
|
|
Uf[v].Ufl=NULL;
|
|
goto end;
|
|
case SOLVE_TWO_BOUNDARIES_COMPLETE:
|
|
v=ModelBlock->Block_List[j].Equation[i];
|
|
Uf[v].eqr=i;
|
|
Uf[v].Ufl=NULL;
|
|
goto end;
|
|
default:
|
|
end:
|
|
lhs->compile(code_file,false, output_type, temporary_terms, map_idx);
|
|
rhs->compile(code_file,false, output_type, temporary_terms, map_idx);
|
|
code_file.write(&FBINARY, sizeof(FBINARY));
|
|
int v=oMinus;
|
|
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
|
|
code_file.write(&FSTPR, sizeof(FSTPR));
|
|
code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
|
|
#ifdef CONDITION
|
|
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
|
|
output << " condition[" << i << "]=0;\n";
|
|
#endif
|
|
}
|
|
}
|
|
code_file.write(&FENDEQU, sizeof(FENDEQU));
|
|
// The Jacobian if we have to solve the block
|
|
if (ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD
|
|
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD
|
|
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD_R
|
|
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FOREWARD_R)
|
|
{
|
|
switch (ModelBlock->Block_List[j].Simulation_Type)
|
|
{
|
|
case SOLVE_BACKWARD_SIMPLE:
|
|
case SOLVE_FOREWARD_SIMPLE:
|
|
compileDerivative(code_file, ModelBlock->Block_List[j].Equation[0], ModelBlock->Block_List[j].Variable[0], 0, output_type, map_idx);
|
|
code_file.write(&FSTPG, sizeof(FSTPG));
|
|
v=0;
|
|
code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
|
|
break;
|
|
case SOLVE_BACKWARD_COMPLETE:
|
|
case SOLVE_FOREWARD_COMPLETE:
|
|
m=ModelBlock->Block_List[j].Max_Lag;
|
|
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
|
|
{
|
|
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
|
|
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
|
|
int u=ModelBlock->Block_List[j].IM_lead_lag[m].us[i];
|
|
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
|
|
int v=ModelBlock->Block_List[j].Equation[eqr];
|
|
if (!Uf[v].Ufl)
|
|
{
|
|
Uf[v].Ufl=(Uff_l*)malloc(sizeof(Uff_l));
|
|
Uf[v].Ufl_First=Uf[v].Ufl;
|
|
}
|
|
else
|
|
{
|
|
Uf[v].Ufl->pNext=(Uff_l*)malloc(sizeof(Uff_l));
|
|
Uf[v].Ufl=Uf[v].Ufl->pNext;
|
|
}
|
|
Uf[v].Ufl->pNext=NULL;
|
|
Uf[v].Ufl->u=u;
|
|
Uf[v].Ufl->var=var;
|
|
compileDerivative(code_file, eq, var, 0, output_type, map_idx);
|
|
code_file.write(&FSTPU, sizeof(FSTPU));
|
|
code_file.write(reinterpret_cast<char *>(&u), sizeof(u));
|
|
}
|
|
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
{
|
|
code_file.write(&FLDR, sizeof(FLDR));
|
|
code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
|
|
code_file.write(&FLDZ, sizeof(FLDZ));
|
|
int v=ModelBlock->Block_List[j].Equation[i];
|
|
for(Uf[v].Ufl=Uf[v].Ufl_First;Uf[v].Ufl;Uf[v].Ufl=Uf[v].Ufl->pNext)
|
|
{
|
|
code_file.write(&FLDU, sizeof(FLDU));
|
|
code_file.write(reinterpret_cast<char *>(&Uf[v].Ufl->u), sizeof(Uf[v].Ufl->u));
|
|
code_file.write(&FLDV, sizeof(FLDV));
|
|
char vc=eEndogenous;
|
|
code_file.write(reinterpret_cast<char *>(&vc), sizeof(vc));
|
|
code_file.write(reinterpret_cast<char *>(&Uf[v].Ufl->var), sizeof(Uf[v].Ufl->var));
|
|
int v1=0;
|
|
code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
|
|
code_file.write(&FBINARY, sizeof(FBINARY));
|
|
v1=oTimes;
|
|
code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
|
|
code_file.write(&FCUML, sizeof(FCUML));
|
|
}
|
|
code_file.write(&FBINARY, sizeof(FBINARY));
|
|
v=oMinus;
|
|
code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
|
|
code_file.write(&FSTPU, sizeof(FSTPU));
|
|
code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
|
|
}
|
|
break;
|
|
case SOLVE_TWO_BOUNDARIES_COMPLETE:
|
|
case SOLVE_TWO_BOUNDARIES_SIMPLE:
|
|
for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
|
|
{
|
|
k=m-ModelBlock->Block_List[j].Max_Lag;
|
|
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
|
|
{
|
|
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
|
|
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
|
|
int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
|
|
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
|
|
int v=ModelBlock->Block_List[j].Equation[eqr];
|
|
if (!Uf[v].Ufl)
|
|
{
|
|
Uf[v].Ufl=(Uff_l*)malloc(sizeof(Uff_l));
|
|
Uf[v].Ufl_First=Uf[v].Ufl;
|
|
}
|
|
else
|
|
{
|
|
Uf[v].Ufl->pNext=(Uff_l*)malloc(sizeof(Uff_l));
|
|
Uf[v].Ufl=Uf[v].Ufl->pNext;
|
|
}
|
|
Uf[v].Ufl->pNext=NULL;
|
|
Uf[v].Ufl->u=u;
|
|
Uf[v].Ufl->var=var;
|
|
Uf[v].Ufl->lag=k;
|
|
compileDerivative(code_file, eq, var, k, output_type, map_idx);
|
|
code_file.write(&FSTPU, sizeof(FSTPU));
|
|
code_file.write(reinterpret_cast<char *>(&u), sizeof(u));
|
|
#ifdef CONDITION
|
|
output << " if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
|
|
output << " condition[" << eqr << "]=u[" << u << "+Per_u_];\n";
|
|
#endif
|
|
}
|
|
}
|
|
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
{
|
|
code_file.write(&FLDR, sizeof(FLDR));
|
|
code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
|
|
code_file.write(&FLDZ, sizeof(FLDZ));
|
|
int v=ModelBlock->Block_List[j].Equation[i];
|
|
for(Uf[v].Ufl=Uf[v].Ufl_First;Uf[v].Ufl;Uf[v].Ufl=Uf[v].Ufl->pNext)
|
|
{
|
|
code_file.write(&FLDU, sizeof(FLDU));
|
|
code_file.write(reinterpret_cast<char *>(&Uf[v].Ufl->u), sizeof(Uf[v].Ufl->u));
|
|
code_file.write(&FLDV, sizeof(FLDV));
|
|
char vc=eEndogenous;
|
|
code_file.write(reinterpret_cast<char *>(&vc), sizeof(vc));
|
|
int v1=Uf[v].Ufl->var;
|
|
code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
|
|
v1=Uf[v].Ufl->lag;
|
|
code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
|
|
code_file.write(&FBINARY, sizeof(FBINARY));
|
|
v1=oTimes;
|
|
code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
|
|
code_file.write(&FCUML, sizeof(FCUML));
|
|
}
|
|
code_file.write(&FBINARY, sizeof(FBINARY));
|
|
v=oMinus;
|
|
code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
|
|
code_file.write(&FSTPU, sizeof(FSTPU));
|
|
code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
|
|
#ifdef CONDITION
|
|
output << " if (fabs(condition[" << i << "])<fabs(u[" << i << "+Per_u_]))\n";
|
|
output << " condition[" << i << "]=u[" << i << "+Per_u_];\n";
|
|
#endif
|
|
}
|
|
#ifdef CONDITION
|
|
for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
|
|
{
|
|
k=m-ModelBlock->Block_List[j].Max_Lag;
|
|
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
|
|
{
|
|
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
|
|
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
|
|
int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
|
|
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
|
|
output << " u[" << u << "+Per_u_] /= condition[" << eqr << "];\n";
|
|
}
|
|
}
|
|
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
output << " u[" << i << "+Per_u_] /= condition[" << i << "];\n";
|
|
#endif
|
|
break;
|
|
}
|
|
|
|
prev_Simulation_Type=ModelBlock->Block_List[j].Simulation_Type;
|
|
}
|
|
j++;
|
|
}
|
|
}
|
|
code_file.write(&FENDBLOCK, sizeof(FENDBLOCK));
|
|
code_file.write(&FEND, sizeof(FEND));
|
|
code_file.close();
|
|
}
|
|
|
|
|
|
void
|
|
ModelTree::writeStaticMFile(const string &static_basename) const
|
|
{
|
|
string filename = static_basename + ".m";
|
|
|
|
ofstream mStaticModelFile;
|
|
mStaticModelFile.open(filename.c_str(), ios::out | ios::binary);
|
|
if (!mStaticModelFile.is_open())
|
|
{
|
|
cerr << "Error: Can't open file " << filename << " for writing" << endl;
|
|
exit(-1);
|
|
}
|
|
// Writing comments and function definition command
|
|
mStaticModelFile << "function [residual, g1, g2] = " << static_basename << "(y, x, params)" << endl
|
|
<< "%" << endl
|
|
<< "% Status : Computes static model for Dynare" << endl
|
|
<< "%" << endl
|
|
<< "% Warning : this file is generated automatically by Dynare" << endl
|
|
<< "% from model file (.mod)" << endl << endl;
|
|
|
|
writeStaticModel(mStaticModelFile);
|
|
|
|
mStaticModelFile.close();
|
|
}
|
|
|
|
|
|
void
|
|
ModelTree::writeDynamicMFile(const string &dynamic_basename) const
|
|
{
|
|
string filename = dynamic_basename + ".m";
|
|
|
|
ofstream mDynamicModelFile;
|
|
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
|
|
if (!mDynamicModelFile.is_open())
|
|
{
|
|
cerr << "Error: Can't open file " << filename << " for writing" << endl;
|
|
exit(-1);
|
|
}
|
|
mDynamicModelFile << "function [residual, g1, g2, g3] = " << dynamic_basename << "(y, x, params, it_)" << endl
|
|
<< "%" << endl
|
|
<< "% Status : Computes dynamic model for Dynare" << endl
|
|
<< "%" << endl
|
|
<< "% Warning : this file is generated automatically by Dynare" << endl
|
|
<< "% from model file (.mod)" << endl << endl;
|
|
|
|
writeDynamicModel(mDynamicModelFile);
|
|
|
|
mDynamicModelFile.close();
|
|
}
|
|
|
|
void
|
|
ModelTree::writeStaticCFile(const string &static_basename) const
|
|
{
|
|
string filename = static_basename + ".c";
|
|
|
|
ofstream mStaticModelFile;
|
|
mStaticModelFile.open(filename.c_str(), ios::out | ios::binary);
|
|
if (!mStaticModelFile.is_open())
|
|
{
|
|
cerr << "Error: Can't open file " << filename << " for writing" << endl;
|
|
exit(-1);
|
|
}
|
|
mStaticModelFile << "/*" << endl
|
|
<< " * " << filename << " : Computes static model for Dynare" << endl
|
|
<< " * Warning : this file is generated automatically by Dynare" << endl
|
|
<< " * from model file (.mod)" << endl
|
|
<< endl
|
|
<< " */" << endl
|
|
<< "#include <math.h>" << endl
|
|
<< "#include \"mex.h\"" << endl;
|
|
|
|
// Writing the function Static
|
|
writeStaticModel(mStaticModelFile);
|
|
|
|
// Writing the gateway routine
|
|
mStaticModelFile << "/* The gateway routine */" << endl
|
|
<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
|
|
<< "{" << endl
|
|
<< " double *y, *x, *params;" << endl
|
|
<< " double *residual, *g1;" << endl
|
|
<< endl
|
|
<< " /* Create a pointer to the input matrix y. */" << endl
|
|
<< " y = mxGetPr(prhs[0]);" << endl
|
|
<< endl
|
|
<< " /* Create a pointer to the input matrix x. */" << endl
|
|
<< " x = mxGetPr(prhs[1]);" << endl
|
|
<< endl
|
|
<< " /* Create a pointer to the input matrix params. */" << endl
|
|
<< " params = mxGetPr(prhs[2]);" << endl
|
|
<< endl
|
|
<< " residual = NULL;" << endl
|
|
<< " if (nlhs >= 1)" << endl
|
|
<< " {" << endl
|
|
<< " /* Set the output pointer to the output matrix residual. */" << endl
|
|
<< " plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
|
|
<< " /* Create a C pointer to a copy of the output matrix residual. */" << endl
|
|
<< " residual = mxGetPr(plhs[0]);" << endl
|
|
<< " }" << endl
|
|
<< endl
|
|
<< " g1 = NULL;" << endl
|
|
<< " if (nlhs >= 2)" << endl
|
|
<< " {" << endl
|
|
<< " /* Set the output pointer to the output matrix g1. */" << endl
|
|
<< " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << symbol_table.endo_nbr << ", mxREAL);" << endl
|
|
<< " /* Create a C pointer to a copy of the output matrix g1. */" << endl
|
|
<< " g1 = mxGetPr(plhs[1]);" << endl
|
|
<< " }" << endl
|
|
<< endl
|
|
<< " /* Call the C Static. */" << endl
|
|
<< " Static(y, x, params, residual, g1);" << endl
|
|
<< "}" << endl;
|
|
|
|
mStaticModelFile.close();
|
|
}
|
|
|
|
void
|
|
ModelTree::writeDynamicCFile(const string &dynamic_basename) const
|
|
{
|
|
string filename = dynamic_basename + ".c";
|
|
ofstream mDynamicModelFile;
|
|
|
|
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
|
|
if (!mDynamicModelFile.is_open())
|
|
{
|
|
cerr << "Error: Can't open file " << filename << " for writing" << endl;
|
|
exit(-1);
|
|
}
|
|
mDynamicModelFile << "/*" << endl
|
|
<< " * " << filename << " : Computes dynamic model for Dynare" << endl
|
|
<< " *" << endl
|
|
<< " * Warning : this file is generated automatically by Dynare" << endl
|
|
<< " * from model file (.mod)" << endl
|
|
<< endl
|
|
<< " */" << endl
|
|
<< "#include <math.h>" << endl
|
|
<< "#include \"mex.h\"" << endl;
|
|
|
|
// Writing the function body
|
|
writeDynamicModel(mDynamicModelFile);
|
|
|
|
// Writing the gateway routine
|
|
mDynamicModelFile << "/* The gateway routine */" << endl
|
|
<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
|
|
<< "{" << endl
|
|
<< " double *y, *x, *params;" << endl
|
|
<< " double *residual, *g1, *g2;" << endl
|
|
<< " int nb_row_x, it_;" << endl
|
|
<< endl
|
|
<< " /* Create a pointer to the input matrix y. */" << endl
|
|
<< " y = mxGetPr(prhs[0]);" << endl
|
|
<< endl
|
|
<< " /* Create a pointer to the input matrix x. */" << endl
|
|
<< " x = mxGetPr(prhs[1]);" << endl
|
|
<< endl
|
|
<< " /* Create a pointer to the input matrix params. */" << endl
|
|
<< " params = mxGetPr(prhs[2]);" << endl
|
|
<< endl
|
|
<< " /* Fetch time index */" << endl
|
|
<< " it_ = (int) mxGetScalar(prhs[3]) - 1;" << endl
|
|
<< endl
|
|
<< " /* Gets number of rows of matrix x. */" << endl
|
|
<< " nb_row_x = mxGetM(prhs[1]);" << endl
|
|
<< endl
|
|
<< " residual = NULL;" << endl
|
|
<< " if (nlhs >= 1)" << endl
|
|
<< " {" << endl
|
|
<< " /* Set the output pointer to the output matrix residual. */" << endl
|
|
<< " plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
|
|
<< " /* Create a C pointer to a copy of the output matrix residual. */" << endl
|
|
<< " residual = mxGetPr(plhs[0]);" << endl
|
|
<< " }" << endl
|
|
<< endl
|
|
<< " g1 = NULL;" << endl
|
|
<< " if (nlhs >= 2)" << endl
|
|
<< " {" << endl
|
|
<< " /* Set the output pointer to the output matrix g1. */" << endl;
|
|
|
|
if (computeJacobianExo)
|
|
mDynamicModelFile << " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.get_dyn_var_nbr() << ", mxREAL);" << endl;
|
|
else if (computeJacobian)
|
|
mDynamicModelFile << " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.var_endo_nbr << ", mxREAL);" << endl;
|
|
|
|
mDynamicModelFile << " /* Create a C pointer to a copy of the output matrix g1. */" << endl
|
|
<< " g1 = mxGetPr(plhs[1]);" << endl
|
|
<< " }" << endl
|
|
<< endl
|
|
<< " g2 = NULL;" << endl
|
|
<< " if (nlhs >= 3)" << endl
|
|
<< " {" << endl
|
|
<< " /* Set the output pointer to the output matrix g2. */" << endl
|
|
<< " plhs[2] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.get_dyn_var_nbr()*variable_table.get_dyn_var_nbr() << ", mxREAL);" << endl
|
|
<< " /* Create a C pointer to a copy of the output matrix g1. */" << endl
|
|
<< " g2 = mxGetPr(plhs[2]);" << endl
|
|
<< " }" << endl
|
|
<< endl
|
|
<< " /* Call the C subroutines. */" << endl
|
|
<< " Dynamic(y, x, nb_row_x, params, it_, residual, g1, g2);" << endl
|
|
<< "}" << endl;
|
|
mDynamicModelFile.close();
|
|
}
|
|
|
|
void
|
|
ModelTree::writeStaticModel(ostream &StaticOutput) const
|
|
{
|
|
ostringstream model_output; // Used for storing model equations
|
|
ostringstream jacobian_output; // Used for storing jacobian equations
|
|
ostringstream hessian_output;
|
|
ostringstream lsymetric; // For symmetric elements in hessian
|
|
|
|
ExprNodeOutputType output_type = (mode == eDLLMode ? oCStaticModel : oMatlabStaticModel);
|
|
|
|
writeModelLocalVariables(model_output, output_type);
|
|
|
|
writeTemporaryTerms(model_output, output_type);
|
|
|
|
writeModelEquations(model_output, output_type);
|
|
|
|
// Write Jacobian w.r. to endogenous only
|
|
for(first_derivatives_type::const_iterator it = first_derivatives.begin();
|
|
it != first_derivatives.end(); it++)
|
|
{
|
|
int eq = it->first.first;
|
|
int var = it->first.second;
|
|
NodeID d1 = it->second;
|
|
|
|
if (variable_table.getType(var) == eEndogenous)
|
|
{
|
|
ostringstream g1;
|
|
g1 << " g1";
|
|
matrixHelper(g1, eq, variable_table.getSymbolID(var), output_type);
|
|
|
|
jacobian_output << g1.str() << "=" << g1.str() << "+";
|
|
d1->writeOutput(jacobian_output, output_type, temporary_terms);
|
|
jacobian_output << ";" << endl;
|
|
}
|
|
}
|
|
|
|
// Write Hessian w.r. to endogenous only
|
|
if (computeStaticHessian)
|
|
for(second_derivatives_type::const_iterator it = second_derivatives.begin();
|
|
it != second_derivatives.end(); it++)
|
|
{
|
|
int eq = it->first.first;
|
|
int var1 = it->first.second.first;
|
|
int var2 = it->first.second.second;
|
|
NodeID d2 = it->second;
|
|
|
|
// Keep only derivatives w.r. to endogenous variables
|
|
if (variable_table.getType(var1) == eEndogenous
|
|
&& variable_table.getType(var2) == eEndogenous)
|
|
{
|
|
int id1 = variable_table.getSymbolID(var1);
|
|
int id2 = variable_table.getSymbolID(var2);
|
|
|
|
int col_nb = id1*symbol_table.endo_nbr+id2;
|
|
int col_nb_sym = id2*symbol_table.endo_nbr+id1;
|
|
|
|
hessian_output << " g2";
|
|
matrixHelper(hessian_output, eq, col_nb, output_type);
|
|
hessian_output << " = ";
|
|
d2->writeOutput(hessian_output, output_type, temporary_terms);
|
|
hessian_output << ";" << endl;
|
|
|
|
// Treating symetric elements
|
|
if (var1 != var2)
|
|
{
|
|
lsymetric << " g2";
|
|
matrixHelper(lsymetric, eq, col_nb_sym, output_type);
|
|
lsymetric << " = " << "g2";
|
|
matrixHelper(lsymetric, eq, col_nb, output_type);
|
|
lsymetric << ";" << endl;
|
|
}
|
|
}
|
|
}
|
|
|
|
// Writing ouputs
|
|
if (mode != eDLLMode)
|
|
{
|
|
StaticOutput << "residual = zeros( " << equations.size() << ", 1);" << endl << endl
|
|
<< "%" << endl
|
|
<< "% Model equations" << endl
|
|
<< "%" << endl
|
|
<< endl
|
|
<< model_output.str()
|
|
<< "if ~isreal(residual)" << endl
|
|
<< " residual = real(residual)+imag(residual).^2;" << endl
|
|
<< "end" << endl
|
|
<< "if nargout >= 2," << endl
|
|
<< " g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr << ");" << endl
|
|
<< endl
|
|
<< "%" << endl
|
|
<< "% Jacobian matrix" << endl
|
|
<< "%" << endl
|
|
<< endl
|
|
<< jacobian_output.str()
|
|
<< " if ~isreal(g1)" << endl
|
|
<< " g1 = real(g1)+2*imag(g1);" << endl
|
|
<< " end" << endl
|
|
<< "end" << endl;
|
|
if (computeStaticHessian)
|
|
{
|
|
StaticOutput << "if nargout >= 3,\n";
|
|
// Writing initialization instruction for matrix g2
|
|
int ncols = symbol_table.endo_nbr * symbol_table.endo_nbr;
|
|
StaticOutput << " g2 = sparse([],[],[], " << equations.size() << ", " << ncols << ", " << 5*ncols << ");" << endl
|
|
<< endl
|
|
<< "%" << endl
|
|
<< "% Hessian matrix" << endl
|
|
<< "%" << endl
|
|
<< endl
|
|
<< hessian_output.str()
|
|
<< lsymetric.str()
|
|
<< "end;" << endl;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
StaticOutput << "void Static(double *y, double *x, double *params, double *residual, double *g1)" << endl
|
|
<< "{" << endl
|
|
<< " double lhs, rhs;" << endl
|
|
// Writing residual equations
|
|
<< " /* Residual equations */" << endl
|
|
<< " if (residual == NULL)" << endl
|
|
<< " return;" << endl
|
|
<< " else" << endl
|
|
<< " {" << endl
|
|
<< model_output.str()
|
|
// Writing Jacobian
|
|
<< " /* Jacobian for endogenous variables without lag */" << endl
|
|
<< " if (g1 == NULL)" << endl
|
|
<< " return;" << endl
|
|
<< " else" << endl
|
|
<< " {" << endl
|
|
<< jacobian_output.str()
|
|
<< " }" << endl
|
|
<< " }" << endl
|
|
<< "}" << endl << endl;
|
|
}
|
|
}
|
|
|
|
string
|
|
ModelTree::reform(const string name1) const
|
|
{
|
|
string name=name1;
|
|
int pos = name.find("\\", 0);
|
|
while(pos >= 0)
|
|
{
|
|
if (name.substr(pos + 1, 1) != "\\")
|
|
{
|
|
name = name.insert(pos, "\\");
|
|
pos++;
|
|
}
|
|
pos++;
|
|
pos = name.find("\\", pos);
|
|
}
|
|
return (name);
|
|
}
|
|
|
|
void
|
|
ModelTree::writeSparseDLLDynamicHFile(const string &dynamic_basename) const
|
|
{
|
|
string filename;
|
|
ofstream mDynamicModelFile;
|
|
string tmp_s;
|
|
int i, j;
|
|
|
|
if (compiler == LCC_COMPILE)
|
|
filename = dynamic_basename + ".h";
|
|
else
|
|
filename = dynamic_basename + ".hh";
|
|
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
|
|
if (!mDynamicModelFile.is_open())
|
|
{
|
|
cout << "ModelTree::Open : Error : Can't open file " << filename
|
|
<< ".h for writing\n";
|
|
exit(-1);
|
|
}
|
|
filename.erase(filename.end() - 2, filename.end());
|
|
tmp_s = filename;
|
|
j = tmp_s.size();
|
|
for(i = 0;i < j;i++)
|
|
if ((tmp_s[i] == '\\') || (tmp_s[i] == '.') || (tmp_s[i] == ':'))
|
|
tmp_s[i] = '_';
|
|
mDynamicModelFile << "#ifndef " << tmp_s << "\n";
|
|
mDynamicModelFile << "#define " << tmp_s << "\n";
|
|
if (compiler==LCC_COMPILE)
|
|
{
|
|
mDynamicModelFile << "typedef struct IM_compact\n";
|
|
mDynamicModelFile << "{\n";
|
|
mDynamicModelFile << " int size, u_init, u_finish, nb_endo;\n";
|
|
mDynamicModelFile << " int *u, *Var, *Equ, *Var_Index, *Equ_Index, *Var_dyn_Index;\n";
|
|
mDynamicModelFile << "} IM_compact;\n";
|
|
mDynamicModelFile << "typedef struct Variable_l\n";
|
|
mDynamicModelFile << "{\n";
|
|
mDynamicModelFile << " int* Index;\n";
|
|
mDynamicModelFile << "} Variable_l;\n";
|
|
mDynamicModelFile << "typedef struct tBlock\n";
|
|
mDynamicModelFile << "{\n";
|
|
mDynamicModelFile << " int Size, Sized, Type, Max_Lead, Max_Lag, Simulation_Type, /*icc1_size,*/ Nb_Lead_Lag_Endo;\n";
|
|
mDynamicModelFile << " int *Variable, *dVariable, *Equation/*, *icc1, *ics*/;\n";
|
|
mDynamicModelFile << " int *variable_dyn_index, *variable_dyn_leadlag;\n";
|
|
mDynamicModelFile << " IM_compact *IM_lead_lag;\n";
|
|
mDynamicModelFile << "} tBlock;\n";
|
|
mDynamicModelFile << "\n";
|
|
mDynamicModelFile << "typedef struct tModel_Block\n";
|
|
mDynamicModelFile << "{\n";
|
|
mDynamicModelFile << " int Size;\n";
|
|
mDynamicModelFile << " tBlock * List;\n";
|
|
mDynamicModelFile << "} tModel_Block;\n";
|
|
mDynamicModelFile << "\n";
|
|
mDynamicModelFile << "double *u, slowc, max_res, res2, res1;\n";
|
|
mDynamicModelFile << "double *params;\n";
|
|
mDynamicModelFile << "int it_,Per_u_;\n";
|
|
mDynamicModelFile << "bool cvg;\n";
|
|
mDynamicModelFile << "int nb_row_x;\n";
|
|
mDynamicModelFile << "int y_kmin, y_kmax,periods, x_size, y_size, u_size, maxit_;\n";
|
|
mDynamicModelFile << "double *y=NULL, *x=NULL, *r=NULL, *g1=NULL, *g2=NULL, solve_tolf, dynaretol;\n";
|
|
mDynamicModelFile << "pctimer_t t0, t1;\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << "typedef struct IM_compact\n";
|
|
mDynamicModelFile << "{\n";
|
|
mDynamicModelFile << " int size, u_init, u_finish, nb_endo;\n";
|
|
mDynamicModelFile << " int *u, *Var, *Equ, *Var_Index, *Equ_Index, *Var_dyn_Index;\n";
|
|
mDynamicModelFile << "};\n";
|
|
mDynamicModelFile << "typedef struct Variable_l\n";
|
|
mDynamicModelFile << "{\n";
|
|
mDynamicModelFile << " int* Index;\n";
|
|
mDynamicModelFile << "};\n";
|
|
mDynamicModelFile << "typedef struct tBlock\n";
|
|
mDynamicModelFile << "{\n";
|
|
mDynamicModelFile << " int Size, Sized, Type, Max_Lead, Max_Lag, Simulation_Type, /*icc1_size,*/ Nb_Lead_Lag_Endo;\n";
|
|
mDynamicModelFile << " int *Variable, *dVariable, *Equation/*, *icc1, *ics*/;\n";
|
|
mDynamicModelFile << " int *variable_dyn_index, *variable_dyn_leadlag;\n";
|
|
mDynamicModelFile << " IM_compact *IM_lead_lag;\n";
|
|
mDynamicModelFile << "};\n";
|
|
mDynamicModelFile << "\n";
|
|
mDynamicModelFile << "typedef struct tModel_Block\n";
|
|
mDynamicModelFile << "{\n";
|
|
mDynamicModelFile << " int Size;\n";
|
|
mDynamicModelFile << " tBlock * List;\n";
|
|
mDynamicModelFile << "};\n";
|
|
mDynamicModelFile << "\n";
|
|
}
|
|
mDynamicModelFile << "#endif\n";
|
|
mDynamicModelFile.close();
|
|
}
|
|
|
|
void
|
|
ModelTree::Write_Inf_To_Bin_File(const string &dynamic_basename, const string &bin_basename, const int &num,
|
|
int &u_count_int, bool &file_open) const
|
|
{
|
|
int j;
|
|
std::ofstream SaveCode;
|
|
if (file_open)
|
|
SaveCode.open((bin_basename + ".bin").c_str(), ios::out | ios::in | ios::binary | ios ::ate );
|
|
else
|
|
SaveCode.open((bin_basename + ".bin").c_str(), ios::out | ios::binary);
|
|
if (!SaveCode.is_open())
|
|
{
|
|
cout << "Error : Can't open file \"" << bin_basename << ".bin\" for writing\n";
|
|
exit( -1);
|
|
}
|
|
u_count_int=0;
|
|
for(int m=0;m<=block_triangular.ModelBlock->Block_List[num].Max_Lead+block_triangular.ModelBlock->Block_List[num].Max_Lag;m++)
|
|
{
|
|
int k1=m-block_triangular.ModelBlock->Block_List[num].Max_Lag;
|
|
for(j=0;j<block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].size;j++)
|
|
{
|
|
int varr=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].Var[j]+k1*block_triangular.ModelBlock->Block_List[num].Size;
|
|
int u=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].u[j];
|
|
int eqr1=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].Equ[j];
|
|
/*cout << " ! IM_i[std::make_pair(std::make_pair(" << eqr1 << ", " << varr+k1*block_triangular.ModelBlock->Block_List[num].Size << "), " << k1 << ")] = " << u << ";\n";
|
|
cout << " ? IM_i[std::make_pair(std::make_pair(" << eqr1 << ", " << varr << "), " << k1 << ")] = " << u << ";\n";*/
|
|
SaveCode.write(reinterpret_cast<char *>(&eqr1), sizeof(eqr1));
|
|
SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
|
|
SaveCode.write(reinterpret_cast<char *>(&k1), sizeof(k1));
|
|
SaveCode.write(reinterpret_cast<char *>(&u), sizeof(u));
|
|
cout << "eqr1=" << eqr1 << " varr=" << varr << " k1=" << k1 << " u=" << u << "\n";
|
|
u_count_int++;
|
|
}
|
|
}
|
|
for(j=0;j<block_triangular.ModelBlock->Block_List[num].Size;j++)
|
|
{
|
|
int eqr1=j;
|
|
int varr=block_triangular.ModelBlock->Block_List[num].Size*(block_triangular.periods
|
|
+block_triangular.Model_Max_Lead);
|
|
int k1=0;
|
|
SaveCode.write(reinterpret_cast<char *>(&eqr1), sizeof(eqr1));
|
|
SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
|
|
SaveCode.write(reinterpret_cast<char *>(&k1), sizeof(k1));
|
|
SaveCode.write(reinterpret_cast<char *>(&eqr1), sizeof(eqr1));
|
|
cout << "eqr1=" << eqr1 << " varr=" << varr << " k1=" << k1 << " eqr1=" << eqr1 << "\n";
|
|
u_count_int++;
|
|
}
|
|
for(j=0;j<block_triangular.ModelBlock->Block_List[num].Size;j++)
|
|
{
|
|
int varr=block_triangular.ModelBlock->Block_List[num].Variable[j];
|
|
SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
|
|
}
|
|
for(j=0;j<block_triangular.ModelBlock->Block_List[num].Size;j++)
|
|
{
|
|
int eqr1=block_triangular.ModelBlock->Block_List[num].Equation[j];
|
|
SaveCode.write(reinterpret_cast<char *>(&eqr1), sizeof(eqr1));
|
|
}
|
|
SaveCode.close();
|
|
}
|
|
|
|
void
|
|
ModelTree::writeSparseStaticMFile(const string &static_basename, const string &bin_basename, const int mode) const
|
|
{
|
|
string filename;
|
|
ofstream mStaticModelFile;
|
|
int i, k, prev_Simulation_Type;
|
|
bool /*printed = false,*/ skip_head, open_par=false;
|
|
filename = static_basename + ".m";
|
|
mStaticModelFile.open(filename.c_str(), ios::out | ios::binary);
|
|
if (!mStaticModelFile.is_open())
|
|
{
|
|
cerr << "Error: Can't open file " << filename << " for writing" << endl;
|
|
exit(-1);
|
|
}
|
|
mStaticModelFile << "%\n";
|
|
mStaticModelFile << "% " << filename << " : Computes static model for Dynare\n";
|
|
mStaticModelFile << "%\n";
|
|
mStaticModelFile << "% Warning : this file is generated automatically by Dynare\n";
|
|
mStaticModelFile << "% from model file (.mod)\n\n";
|
|
mStaticModelFile << "%/\n";
|
|
mStaticModelFile << "function [varargout] = " << static_basename << "(varargin)\n";
|
|
mStaticModelFile << " global oo_ options_ M_ ys0_ ;\n";
|
|
mStaticModelFile << " y_kmin=M_.maximum_lag;\n";
|
|
mStaticModelFile << " y_kmax=M_.maximum_lead;\n";
|
|
mStaticModelFile << " y_size=M_.endo_nbr;\n";
|
|
mStaticModelFile << " if(length(varargin)>0)\n";
|
|
mStaticModelFile << " %it is a simple evaluation of the dynamic model for time _it\n";
|
|
mStaticModelFile << " global it_;\n";
|
|
mStaticModelFile << " y=varargin{1}(y_kmin,:);\n";
|
|
mStaticModelFile << " ys=y;\n";
|
|
mStaticModelFile << " x=varargin{2}(y_kmin,:);\n";
|
|
mStaticModelFile << " residual=zeros(1, " << symbol_table.endo_nbr << ");\n";
|
|
prev_Simulation_Type=-1;
|
|
for(i=0;i<block_triangular.ModelBlock->Size;i++)
|
|
{
|
|
mStaticModelFile << " y_index=[";
|
|
for(int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
|
|
{
|
|
mStaticModelFile << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
|
|
}
|
|
mStaticModelFile << " ];\n";
|
|
k=block_triangular.ModelBlock->Block_List[i].Simulation_Type;
|
|
if (prev_Simulation_Type==k &&
|
|
(k==EVALUATE_FOREWARD || k==EVALUATE_BACKWARD || k==EVALUATE_FOREWARD_R || k==EVALUATE_BACKWARD_R))
|
|
skip_head=true;
|
|
else
|
|
skip_head=false;
|
|
switch(k)
|
|
{
|
|
case EVALUATE_FOREWARD:
|
|
case EVALUATE_BACKWARD:
|
|
case EVALUATE_FOREWARD_R:
|
|
case EVALUATE_BACKWARD_R:
|
|
if(!skip_head)
|
|
mStaticModelFile << " " << static_basename << "_" << i + 1 << "(y, x);\n";
|
|
mStaticModelFile << " residual(y_index)=ys(y_index)-y(y_index);\n";
|
|
break;
|
|
case SOLVE_FOREWARD_COMPLETE:
|
|
case SOLVE_BACKWARD_COMPLETE:
|
|
case SOLVE_FOREWARD_SIMPLE:
|
|
case SOLVE_BACKWARD_SIMPLE:
|
|
case SOLVE_TWO_BOUNDARIES_COMPLETE:
|
|
mStaticModelFile << " [r, g1]=" << static_basename << "_" << i + 1 << "(y, x);\n";
|
|
mStaticModelFile << " residual(y_index)=r;\n";
|
|
break;
|
|
}
|
|
prev_Simulation_Type=k;
|
|
}
|
|
mStaticModelFile << " varargout{1}=residual;\n";
|
|
mStaticModelFile << " varargout{2}=g1;\n";
|
|
mStaticModelFile << " return;\n";
|
|
mStaticModelFile << " end;\n";
|
|
mStaticModelFile << " %it is the deterministic simulation of the block decomposed static model\n";
|
|
mStaticModelFile << " periods=options_.periods;\n";
|
|
mStaticModelFile << " maxit_=options_.maxit_;\n";
|
|
mStaticModelFile << " solve_tolf=options_.solve_tolf;\n";
|
|
mStaticModelFile << " y=oo_.steady_state;\n";
|
|
mStaticModelFile << " x=oo_.exo_steady_state;\n";
|
|
prev_Simulation_Type=-1;
|
|
for(i = 0;i < block_triangular.ModelBlock->Size;i++)
|
|
{
|
|
k = block_triangular.ModelBlock->Block_List[i].Simulation_Type;
|
|
if (prev_Simulation_Type==k &&
|
|
(k==EVALUATE_FOREWARD || k==EVALUATE_BACKWARD || k==EVALUATE_FOREWARD_R || k==EVALUATE_BACKWARD_R))
|
|
skip_head=true;
|
|
else
|
|
skip_head=false;
|
|
if ((k == EVALUATE_FOREWARD || k == EVALUATE_FOREWARD_R || k == EVALUATE_BACKWARD || k == EVALUATE_BACKWARD_R) && (block_triangular.ModelBlock->Block_List[i].Size))
|
|
{
|
|
if (!skip_head)
|
|
{
|
|
if (open_par)
|
|
{
|
|
mStaticModelFile << " end\n";
|
|
}
|
|
mStaticModelFile << " " << static_basename << "_" << i + 1 << "(y, x);\n";
|
|
}
|
|
open_par=false;
|
|
}
|
|
else if ((k == SOLVE_FOREWARD_SIMPLE || k == SOLVE_BACKWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
|
|
{
|
|
if (open_par)
|
|
{
|
|
mStaticModelFile << " end\n";
|
|
}
|
|
open_par=false;
|
|
mStaticModelFile << " g1=0;\n";
|
|
mStaticModelFile << " r=0;\n";
|
|
/*mStaticModelFile << " for it_=y_kmin+1:periods+y_kmin\n";
|
|
mStaticModelFile << " cvg=0;\n";
|
|
mStaticModelFile << " iter=0;\n";
|
|
mStaticModelFile << " Per_y_=it_*y_size;\n";
|
|
mStaticModelFile << " while ~(cvg==1 | iter>maxit_),\n";
|
|
mStaticModelFile << " [r, g1] = " << static_basename << "_" << i + 1 << "(y, x, it_, Per_y_, y_size);\n";
|
|
mStaticModelFile << " y[it_, " << block_triangular.ModelBlock->Block_List[i].Variable[0] << "] = y[it_, " << block_triangular.ModelBlock->Block_List[i].Variable[0] << "]-r/g1;\n";
|
|
mStaticModelFile << " cvg=((r[0]*r[0])<solve_tolf);\n";
|
|
mStaticModelFile << " iter=iter+1;\n";
|
|
mStaticModelFile << " end\n";
|
|
mStaticModelFile << " if cvg==0\n";
|
|
mStaticModelFile << " fprintf('Convergence not achieved in block " << i << ", at time %d after %d iterations\\n',it_,iter);\n";
|
|
mStaticModelFile << " return;\n";
|
|
mStaticModelFile << " end\n";
|
|
mStaticModelFile << " end\n";*/
|
|
mStaticModelFile << " cvg=0;\n";
|
|
mStaticModelFile << " iter=0;\n";
|
|
/*mStaticModelFile << " Per_y_=it_*y_size;\n";*/
|
|
mStaticModelFile << " while ~(cvg==1 | iter>maxit_),\n";
|
|
mStaticModelFile << " [r, g1] = " << static_basename << "_" << i + 1 << "(y, x);\n";
|
|
mStaticModelFile << " y(" << block_triangular.ModelBlock->Block_List[i].Variable[0]+1 << ") = y(" << block_triangular.ModelBlock->Block_List[i].Variable[0]+1 << ")-r/g1;\n";
|
|
mStaticModelFile << " cvg=((r*r)<solve_tolf);\n";
|
|
mStaticModelFile << " iter=iter+1;\n";
|
|
mStaticModelFile << " end\n";
|
|
mStaticModelFile << " if cvg==0\n";
|
|
mStaticModelFile << " fprintf('Convergence not achieved in block " << i << ", after %d iterations\\n',iter);\n";
|
|
mStaticModelFile << " return;\n";
|
|
mStaticModelFile << " end\n";
|
|
}
|
|
else if ((k == SOLVE_FOREWARD_COMPLETE || k == SOLVE_BACKWARD_COMPLETE || k == SOLVE_TWO_BOUNDARIES_COMPLETE) && (block_triangular.ModelBlock->Block_List[i].Size))
|
|
{
|
|
if (open_par)
|
|
{
|
|
mStaticModelFile << "end\n";
|
|
}
|
|
open_par=false;
|
|
mStaticModelFile << " y_index=[";
|
|
for(int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
|
|
{
|
|
mStaticModelFile << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
|
|
}
|
|
mStaticModelFile << " ];\n";
|
|
mStaticModelFile << " g1=0;g2=0;g3=0;\n";
|
|
mStaticModelFile << " r=0;\n";
|
|
/*mStaticModelFile << " for it_=y_kmin+1:periods+y_kmin\n";
|
|
mStaticModelFile << " cvg=0;\n";
|
|
mStaticModelFile << " iter=0;\n";
|
|
mStaticModelFile << " Per_y_=it_*y_size;\n";
|
|
mStaticModelFile << " while ~(cvg==1 | iter>maxit_),\n";
|
|
mStaticModelFile << " [r, g1, g2, g3, b] = " << static_basename << "_" << i + 1 << "(y, x, it_, Per_y_, y_size);\n";
|
|
mStaticModelFile << " [L, U] = LU(g1);\n";
|
|
mStaticModelFile << " y(it_, y_index) = U\\(L\\b);\n";
|
|
mStaticModelFile << " cvg=((r'*r)<solve_tolf);\n";
|
|
mStaticModelFile << " iter=iter+1;\n";
|
|
mStaticModelFile << " end\n";
|
|
mStaticModelFile << " if cvg==0\n";
|
|
mStaticModelFile << " fprintf('Convergence not achieved in block " << i << ", at time %d after %d iterations\\n',it_,iter);\n";
|
|
mStaticModelFile << " return;\n";
|
|
mStaticModelFile << " end\n";
|
|
mStaticModelFile << " end\n";*/
|
|
mStaticModelFile << " cvg=0;\n";
|
|
mStaticModelFile << " iter=0;\n";
|
|
/*mStaticModelFile << " Per_y_=it_*y_size;\n";*/
|
|
mStaticModelFile << " lambda=1;\n";
|
|
mStaticModelFile << " while ~(cvg==1 | iter>maxit_),\n";
|
|
mStaticModelFile << " [r, g1, g2, g3, b] = " << static_basename << "_" << i + 1 << "(y, x);\n";
|
|
mStaticModelFile << " max_res=max(abs(r));\n";
|
|
mStaticModelFile << " if(iter>0)\n";
|
|
mStaticModelFile << " if(~isreal(max_res) | max_resa<max_res)\n";
|
|
mStaticModelFile << " if(lambda>1e-6)\n";
|
|
mStaticModelFile << " lambda=lambda/2;\n";
|
|
mStaticModelFile << " y(y_index)=y_save+lambda*dx;\n";
|
|
mStaticModelFile << " continue;\n";
|
|
mStaticModelFile << " else\n";
|
|
mStaticModelFile << " disp(['No convergence after ' num2str(iter,'%d') ' iterations']);\n";
|
|
mStaticModelFile << " return;\n";
|
|
mStaticModelFile << " end;\n";
|
|
mStaticModelFile << " else\n";
|
|
mStaticModelFile << " if(lambda<1)\n";
|
|
mStaticModelFile << " lambda=max(lambda*2, 1);\n";
|
|
mStaticModelFile << " end;\n";
|
|
mStaticModelFile << " end;\n";
|
|
mStaticModelFile << " end;\n";
|
|
mStaticModelFile << " max_resa=max_res;\n";
|
|
mStaticModelFile << " cvg=(max_res<solve_tolf);\n";
|
|
mStaticModelFile << " if (cvg==0),\n";
|
|
mStaticModelFile << " spparms('autommd',0);\n";
|
|
mStaticModelFile << " q = colamd(g1);\n";
|
|
mStaticModelFile << " z = g1(:,q)\\b';\n";
|
|
mStaticModelFile << " z(q) = z;\n";
|
|
mStaticModelFile << " spparms('autommd',1);\n";
|
|
mStaticModelFile << " y_save=y(y_index);\n";
|
|
mStaticModelFile << " dx= (z-y_save);\n";
|
|
mStaticModelFile << " y(y_index)=y_save+lambda*dx;\n";
|
|
mStaticModelFile << " end;\n";
|
|
mStaticModelFile << " iter=iter+1;\n";
|
|
mStaticModelFile << " disp(['iter=' num2str(iter,'%d') ' err=' num2str(max_res,'%f')]);\n";
|
|
mStaticModelFile << " end\n";
|
|
mStaticModelFile << " if cvg==0\n";
|
|
mStaticModelFile << " fprintf('Error in steady: Convergence not achieved in block " << i << ", after %d iterations\\n',iter);\n";
|
|
mStaticModelFile << " return;\n";
|
|
mStaticModelFile << " else\n";
|
|
mStaticModelFile << " fprintf('convergence achieved after %d iterations\\n',iter);\n";
|
|
mStaticModelFile << " end\n";
|
|
}
|
|
prev_Simulation_Type=k;
|
|
}
|
|
if(open_par)
|
|
mStaticModelFile << " end;\n";
|
|
mStaticModelFile << " oo_.steady_state = y;\n";
|
|
mStaticModelFile << " if isempty(ys0_)\n";
|
|
mStaticModelFile << " oo_.endo_simul(:,1:M_.maximum_lag) = oo_.steady_state * ones(1,M_.maximum_lag);\n";
|
|
mStaticModelFile << " else\n";
|
|
mStaticModelFile << " options_ =set_default_option(options_,'periods',1);\n";
|
|
mStaticModelFile << " oo_.endo_simul(:,M_.maximum_lag+1:M_.maximum_lag+options_.periods+M_.maximum_lead) = oo_.steady_state * ones(1,options_.periods+M_.maximum_lead);\n";
|
|
mStaticModelFile << " end;\n";
|
|
mStaticModelFile << " disp('Steady State value');\n";
|
|
mStaticModelFile << " disp([strcat(M_.endo_names,' : ') num2str(oo_.steady_state,'%f')]);\n";
|
|
mStaticModelFile << "return;\n";
|
|
|
|
writeModelStaticEquationsOrdered_M(mStaticModelFile, block_triangular.ModelBlock, static_basename);
|
|
mStaticModelFile.close();
|
|
}
|
|
|
|
|
|
/*void
|
|
ModelTree::writeSparseDLLDynamicCFileAndBinFile(const string &dynamic_basename, const string &bin_basename, ExprNodeOutputType output_type) const*/
|
|
void
|
|
ModelTree::writeSparseDynamicFileAndBinFile(const string &dynamic_basename, const string &bin_basename, ExprNodeOutputType output_type, const int mode) const
|
|
{
|
|
string filename, sp;
|
|
ofstream mDynamicModelFile;
|
|
int prev_Simulation_Type;
|
|
SymbolicGaussElimination SGE;
|
|
bool OK;
|
|
if(mode==eSparseDLLMode)
|
|
{
|
|
if (compiler == LCC_COMPILE || compiler == GCC_COMPILE)
|
|
{
|
|
if (compiler == LCC_COMPILE)
|
|
filename = dynamic_basename + ".c";
|
|
else
|
|
filename = dynamic_basename + ".cc";
|
|
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
|
|
if (!mDynamicModelFile.is_open())
|
|
{
|
|
cerr << "Error: Can't open file " << filename << " for writing" << endl;
|
|
exit(-1);
|
|
}
|
|
mDynamicModelFile << "/*\n";
|
|
mDynamicModelFile << " * " << filename << " : Computes dynamic model for Dynare\n";
|
|
mDynamicModelFile << " *\n";
|
|
mDynamicModelFile << " * Warning : this file is generated automatically by Dynare\n";
|
|
mDynamicModelFile << " * from model file (.mod)\n\n";
|
|
mDynamicModelFile << " */\n";
|
|
if (compiler==LCC_COMPILE)
|
|
{
|
|
mDynamicModelFile << "#include <math.h>\n";
|
|
mDynamicModelFile << "#include <stdio.h>\n";
|
|
mDynamicModelFile << "#include <string.h>\n";
|
|
mDynamicModelFile << "#include \"pctimer_h.h\"\n";
|
|
mDynamicModelFile << "#include \"mex.h\" /* The Last include file*/\n";
|
|
mDynamicModelFile << "#include \"" << dynamic_basename.c_str() << ".h\"\n";
|
|
mDynamicModelFile << "#include \"simulate.h\"\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << "#include \"" << dynamic_basename.c_str() << ".hh\"\n";
|
|
mDynamicModelFile << "#include \"simulate.cc\"\n";
|
|
}
|
|
mDynamicModelFile << "//#define DEBUG\n";
|
|
}
|
|
writeModelLocalVariables(mDynamicModelFile, oCDynamicModelSparseDLL);
|
|
if (compiler==NO_COMPILE)
|
|
writeModelEquationsCodeOrdered(dynamic_basename, block_triangular.ModelBlock, bin_basename, oCDynamicModelSparseDLL);
|
|
else
|
|
writeModelEquationsOrdered_C(mDynamicModelFile, block_triangular.ModelBlock);
|
|
}
|
|
else
|
|
{
|
|
filename = dynamic_basename + ".m";
|
|
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
|
|
if (!mDynamicModelFile.is_open())
|
|
{
|
|
cerr << "Error: Can't open file " << filename << " for writing" << endl;
|
|
exit(-1);
|
|
}
|
|
mDynamicModelFile << "%\n";
|
|
mDynamicModelFile << "% " << filename << " : Computes dynamic model for Dynare\n";
|
|
mDynamicModelFile << "%\n";
|
|
mDynamicModelFile << "% Warning : this file is generated automatically by Dynare\n";
|
|
mDynamicModelFile << "% from model file (.mod)\n\n";
|
|
mDynamicModelFile << "%/\n";
|
|
}
|
|
int i, j, k, Nb_SGE=0;
|
|
bool printed = false, skip_head, open_par=false;
|
|
if (computeJacobian || computeJacobianExo || computeHessian)
|
|
{
|
|
if (compiler!=NO_COMPILE || mode==eSparseMode)
|
|
{
|
|
//mDynamicModelFile << "void Dynamic_Init(tModel_Block *Model_Block)\n";
|
|
if(mode==eSparseDLLMode)
|
|
{
|
|
mDynamicModelFile << "void Dynamic_Init()\n";
|
|
mDynamicModelFile << " {\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << "function [varargout] = " << dynamic_basename << "(varargin)\n";
|
|
mDynamicModelFile << " global oo_ options_ M_ ;\n";
|
|
//Temporary variables declaration
|
|
{
|
|
OK=true;
|
|
ostringstream tmp_output;
|
|
for(temporary_terms_type::const_iterator it = temporary_terms.begin();
|
|
it != temporary_terms.end(); it++)
|
|
{
|
|
if (OK)
|
|
OK=false;
|
|
else
|
|
tmp_output << " ";
|
|
(*it)->writeOutput(tmp_output, oMatlabDynamicModel, temporary_terms);
|
|
}
|
|
if (tmp_output.str().length()>0)
|
|
{
|
|
mDynamicModelFile << " global " << tmp_output.str() << " M_ ;\n";
|
|
}
|
|
}
|
|
mDynamicModelFile << " T_init=zeros(1,options_.periods+M_.maximum_lag+M_.maximum_lead);\n";
|
|
{
|
|
ostringstream tmp_output;
|
|
OK=true;
|
|
for(temporary_terms_type::const_iterator it = temporary_terms.begin();
|
|
it != temporary_terms.end(); it++)
|
|
{
|
|
if (OK)
|
|
OK=false;
|
|
else
|
|
tmp_output << "=T_init;\n ";
|
|
(*it)->writeOutput(tmp_output, oMatlabDynamicModel, temporary_terms);
|
|
}
|
|
if (tmp_output.str().length()>0)
|
|
{
|
|
mDynamicModelFile << tmp_output.str() << "=T_init;\n";
|
|
}
|
|
}
|
|
mDynamicModelFile << " y_kmin=M_.maximum_lag;\n";
|
|
mDynamicModelFile << " y_kmax=M_.maximum_lead;\n";
|
|
mDynamicModelFile << " y_size=M_.endo_nbr;\n";
|
|
mDynamicModelFile << " if(length(varargin)>0)\n";
|
|
mDynamicModelFile << " %it is a simple evaluation of the dynamic model for time _it\n";
|
|
mDynamicModelFile << " global it_;\n";
|
|
mDynamicModelFile << " Per_u_=0;\n";
|
|
mDynamicModelFile << " Per_y_=it_*y_size;\n";
|
|
mDynamicModelFile << " y1=varargin{1};\n";
|
|
mDynamicModelFile << " cnb_nz_elem=1;\n";
|
|
mDynamicModelFile << " for i = -y_kmin:y_kmax\n";
|
|
mDynamicModelFile << " nz_elem=find(M_.lead_lag_incidence(:,1+i+y_kmin));\n";
|
|
mDynamicModelFile << " nb_nz_elem=length(nz_elem);\n";
|
|
mDynamicModelFile << " y(it_+i, nz_elem)=y1(cnb_nz_elem:(cnb_nz_elem+nb_nz_elem));\n";
|
|
mDynamicModelFile << " if(i==0)\n";
|
|
mDynamicModelFile << " ys(nz_elem)=y(it_, nz_elem);\n";
|
|
mDynamicModelFile << " nz_elem_s=nz_elem;\n";
|
|
mDynamicModelFile << " end;\n";
|
|
mDynamicModelFile << " cnb_nz_elem=cnb_nz_elem+nb_nz_elem;\n";
|
|
mDynamicModelFile << " end;\n";
|
|
mDynamicModelFile << " x=varargin{2};\n";
|
|
prev_Simulation_Type=-1;
|
|
for(i = 0;i < block_triangular.ModelBlock->Size;i++)
|
|
{
|
|
mDynamicModelFile << " y_index=[";
|
|
for(int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
|
|
{
|
|
mDynamicModelFile << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
|
|
}
|
|
mDynamicModelFile << " ];\n";
|
|
k=block_triangular.ModelBlock->Block_List[i].Simulation_Type;
|
|
if (prev_Simulation_Type==k &&
|
|
(k==EVALUATE_FOREWARD || k==EVALUATE_BACKWARD || k==EVALUATE_FOREWARD_R || k==EVALUATE_BACKWARD_R))
|
|
skip_head=true;
|
|
else
|
|
skip_head=false;
|
|
switch(k)
|
|
{
|
|
case EVALUATE_FOREWARD:
|
|
case EVALUATE_BACKWARD:
|
|
case EVALUATE_FOREWARD_R:
|
|
case EVALUATE_BACKWARD_R:
|
|
if(!skip_head)
|
|
mDynamicModelFile << " " << dynamic_basename << "_" << i + 1 << "(y, x, it_, y_kmin, Per_u_, Per_y_, y_size);\n";
|
|
mDynamicModelFile << " residual(y_index)=ys(y_index)-y(it_, y_index);\n";
|
|
break;
|
|
case SOLVE_FOREWARD_COMPLETE:
|
|
case SOLVE_BACKWARD_COMPLETE:
|
|
case SOLVE_TWO_BOUNDARIES_COMPLETE:
|
|
mDynamicModelFile << " [r, g1, g2, g3, b]=" << dynamic_basename << "_" << i + 1 << "(y, x, it_, y_size, it_);\n";
|
|
mDynamicModelFile << " residual(y_index)=r;\n";
|
|
break;
|
|
}
|
|
prev_Simulation_Type=k;
|
|
}
|
|
mDynamicModelFile << " varagout{1}=residual;\n";
|
|
mDynamicModelFile << " return;\n";
|
|
mDynamicModelFile << " end;\n";
|
|
mDynamicModelFile << " %it is the deterministic simulation of the block decomposed dynamic model\n";
|
|
mDynamicModelFile << " if(options_.simulation_method==0)\n";
|
|
mDynamicModelFile << " mthd='Sparse LU';\n";
|
|
mDynamicModelFile << " elseif(options_.simulation_method==2)\n";
|
|
mDynamicModelFile << " mthd='GMRES';\n";
|
|
mDynamicModelFile << " elseif(options_.simulation_method==3)\n";
|
|
mDynamicModelFile << " mthd='BICGSTAB';\n";
|
|
mDynamicModelFile << " else\n";
|
|
mDynamicModelFile << " mthd='UNKNOWN';\n";
|
|
mDynamicModelFile << " end;\n";
|
|
mDynamicModelFile << " disp (['-----------------------------------------------------']) ;\n";
|
|
mDynamicModelFile << " disp (['MODEL SIMULATION: (method=' mthd ')']) ;\n";
|
|
mDynamicModelFile << " fprintf('\\n') ;\n";
|
|
mDynamicModelFile << " periods=options_.periods;\n";
|
|
mDynamicModelFile << " maxit_=options_.maxit_;\n";
|
|
mDynamicModelFile << " solve_tolf=options_.solve_tolf;\n";
|
|
mDynamicModelFile << " y=oo_.endo_simul';\n";
|
|
mDynamicModelFile << " x=oo_.exo_simul;\n";
|
|
}
|
|
prev_Simulation_Type=-1;
|
|
for(i = 0;i < block_triangular.ModelBlock->Size;i++)
|
|
{
|
|
k = block_triangular.ModelBlock->Block_List[i].Simulation_Type;
|
|
if (prev_Simulation_Type==k &&
|
|
(k==EVALUATE_FOREWARD || k==EVALUATE_BACKWARD || k==EVALUATE_FOREWARD_R || k==EVALUATE_BACKWARD_R))
|
|
skip_head=true;
|
|
else
|
|
skip_head=false;
|
|
if ((k == EVALUATE_FOREWARD || k == EVALUATE_FOREWARD_R) && (block_triangular.ModelBlock->Block_List[i].Size))
|
|
{
|
|
if (!skip_head)
|
|
{
|
|
if(mode==eSparseDLLMode)
|
|
{
|
|
if (open_par)
|
|
{
|
|
mDynamicModelFile << "#endif\n";
|
|
mDynamicModelFile << " }\n";
|
|
}
|
|
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " Per_y_=it_*y_size;\n";
|
|
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
|
|
mDynamicModelFile << "#ifdef DEBUG\n";
|
|
}
|
|
else
|
|
{
|
|
if (open_par)
|
|
{
|
|
mDynamicModelFile << " end\n";
|
|
}
|
|
mDynamicModelFile << " Per_u_=0;\n";
|
|
mDynamicModelFile << " for it_ = y_kmin+1:(periods+y_kmin)\n";
|
|
mDynamicModelFile << " Per_y_=it_*y_size;\n";
|
|
mDynamicModelFile << " y=" << dynamic_basename << "_" << i + 1 << "(y, x, it_);\n";
|
|
}
|
|
}
|
|
if(mode==eSparseDLLMode)
|
|
for(j = 0;j < block_triangular.ModelBlock->Block_List[i].Size;j++)
|
|
mDynamicModelFile << " mexPrintf(\"y[%d, %d]=%f \\n\",it_," << block_triangular.ModelBlock->Block_List[i].Variable[j] << ",double(y[it_," << block_triangular.ModelBlock->Block_List[i].Variable[j] << "]));\n";
|
|
open_par=true;
|
|
}
|
|
else if ((k == EVALUATE_BACKWARD || k == EVALUATE_BACKWARD_R) && (block_triangular.ModelBlock->Block_List[i].Size))
|
|
{
|
|
if (!skip_head)
|
|
{
|
|
if(mode==eSparseDLLMode)
|
|
{
|
|
if (open_par)
|
|
{
|
|
mDynamicModelFile << "#endif\n";
|
|
mDynamicModelFile << " }\n";
|
|
}
|
|
mDynamicModelFile << " for(it_=periods+y_kmin;it_>y_kmin;it_--)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " Per_y_=it_*y_size;\n";
|
|
mDynamicModelFile << " y=" << dynamic_basename << "_" << i + 1 << "(y, x, r, g1, g2);\n";
|
|
mDynamicModelFile << "#ifdef DEBUG\n";
|
|
}
|
|
else
|
|
{
|
|
if (open_par)
|
|
{
|
|
mDynamicModelFile << " end\n";
|
|
}
|
|
mDynamicModelFile << " Per_u_=0;\n";
|
|
mDynamicModelFile << " for it_ = y_kmin+1:(periods+y_kmin)\n";
|
|
mDynamicModelFile << " Per_y_=it_*y_size;\n";
|
|
mDynamicModelFile << " " << dynamic_basename << "_" << i + 1 << "(y, x, it_);\n";
|
|
}
|
|
}
|
|
if(mode==eSparseDLLMode)
|
|
for(j = 0;j < block_triangular.ModelBlock->Block_List[i].Size;j++)
|
|
mDynamicModelFile << " mexPrintf(\"y[%d, %d]=%f \\n\",it_," << block_triangular.ModelBlock->Block_List[i].Variable[j] << ",double(y[it_," << block_triangular.ModelBlock->Block_List[i].Variable[j] << "]));\n";
|
|
open_par=true;
|
|
}
|
|
else if ((k == SOLVE_FOREWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
|
|
{
|
|
if (open_par)
|
|
{
|
|
if(mode==eSparseDLLMode)
|
|
{
|
|
mDynamicModelFile << "#endif\n";
|
|
mDynamicModelFile << " }\n";
|
|
}
|
|
else
|
|
{
|
|
//if (!skip_head)
|
|
mDynamicModelFile << " end\n";
|
|
}
|
|
}
|
|
open_par=false;
|
|
if(mode==eSparseDLLMode)
|
|
{
|
|
mDynamicModelFile << " g1=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size*block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
|
|
mDynamicModelFile << " r=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
|
|
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " cvg=false;\n";
|
|
mDynamicModelFile << " iter=0;\n";
|
|
mDynamicModelFile << " Per_y_=it_*y_size;\n";
|
|
mDynamicModelFile << " while(!((cvg)||(iter>maxit_)))\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
|
|
mDynamicModelFile << " y[Per_y_+" << block_triangular.ModelBlock->Block_List[i].Variable[0] << "] += -r[0]/g1[0];\n";
|
|
mDynamicModelFile << " cvg=((r[0]*r[0])<solve_tolf);\n";
|
|
mDynamicModelFile << " iter++;\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " if (!cvg)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " mexPrintf(\"Convergence not achieved in block " << i << ", at time %d after %d iterations\\n\",it_,iter);\n";
|
|
mDynamicModelFile << " mexErrMsgTxt(\"End of simulate\");\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << "#ifdef DEBUG\n";
|
|
mDynamicModelFile << " mexPrintf(\"y[%d, %d]=%f \\n\",it_," << block_triangular.ModelBlock->Block_List[i].Variable[0] << ",y[it_," << block_triangular.ModelBlock->Block_List[i].Variable[0] << "]);\n";
|
|
mDynamicModelFile << "#endif\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " mxFree(g1);\n";
|
|
mDynamicModelFile << " mxFree(r);\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << " g1=0;\n";
|
|
mDynamicModelFile << " r=0;\n";
|
|
mDynamicModelFile << " for it_=y_kmin+1:periods+y_kmin\n";
|
|
mDynamicModelFile << " cvg=0;\n";
|
|
mDynamicModelFile << " iter=0;\n";
|
|
mDynamicModelFile << " Per_y_=it_*y_size;\n";
|
|
mDynamicModelFile << " while ~(cvg==1 | iter>maxit_),\n";
|
|
mDynamicModelFile << " [r, g1] = " << dynamic_basename << "_" << i + 1 << "(y, x, it_);\n";
|
|
mDynamicModelFile << " y(it_, " << block_triangular.ModelBlock->Block_List[i].Variable[0]+1 << ") = y(it_, " << block_triangular.ModelBlock->Block_List[i].Variable[0]+1 << ")-r/g1;\n";
|
|
mDynamicModelFile << " cvg=((r*r)<solve_tolf);\n";
|
|
mDynamicModelFile << " iter=iter+1;\n";
|
|
mDynamicModelFile << " end\n";
|
|
mDynamicModelFile << " if cvg==0\n";
|
|
mDynamicModelFile << " fprintf('Convergence not achieved in block " << i << ", at time %d after %d iterations\\n',it_,iter);\n";
|
|
mDynamicModelFile << " return;\n";
|
|
mDynamicModelFile << " end\n";
|
|
mDynamicModelFile << " end\n";
|
|
}
|
|
}
|
|
else if ((k == SOLVE_BACKWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
|
|
{
|
|
if (open_par)
|
|
{
|
|
if(mode==eSparseDLLMode)
|
|
{
|
|
mDynamicModelFile << "#endif\n";
|
|
mDynamicModelFile << " }\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << " end\n";
|
|
}
|
|
}
|
|
open_par=false;
|
|
if(mode==eSparseDLLMode)
|
|
{
|
|
mDynamicModelFile << " g1=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size*block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
|
|
mDynamicModelFile << " r=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
|
|
mDynamicModelFile << " for(it_=periods+y_kmin;it_>y_kmin;it_--)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " cvg=false;\n";
|
|
mDynamicModelFile << " iter=0;\n";
|
|
mDynamicModelFile << " Per_y_=it_*y_size;\n";
|
|
mDynamicModelFile << " while(!((cvg)||(iter>maxit_)))\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
|
|
mDynamicModelFile << " y[Per_y_+" << block_triangular.ModelBlock->Block_List[i].Variable[0] << "] += -r[0]/g1[0];\n";
|
|
mDynamicModelFile << " cvg=((r[0]*r[0])<solve_tolf);\n";
|
|
mDynamicModelFile << " iter++;\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " if (!cvg)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " mexPrintf(\"Convergence not achieved in block " << i << ", at time %d after %d iterations\\n\",it_,iter);\n";
|
|
mDynamicModelFile << " mexErrMsgTxt(\"End of simulate\");\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << "#ifdef DEBUG\n";
|
|
mDynamicModelFile << " mexPrintf(\"y[%d, %d]=%f \\n\",it_," << block_triangular.ModelBlock->Block_List[i].Variable[0] << ",y[it_," << block_triangular.ModelBlock->Block_List[i].Variable[0] << "]);\n";
|
|
mDynamicModelFile << "#endif\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " mxFree(g1);\n";
|
|
mDynamicModelFile << " mxFree(r);\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << " g1=0;\n";
|
|
mDynamicModelFile << " r=0;\n";
|
|
mDynamicModelFile << " for it_=periods+y_kmin:-1:y_kmin+1\n";
|
|
mDynamicModelFile << " cvg=0;\n";
|
|
mDynamicModelFile << " iter=0;\n";
|
|
mDynamicModelFile << " Per_y_=it_*y_size;\n";
|
|
mDynamicModelFile << " while ~(cvg==1 | iter>maxit_),\n";
|
|
mDynamicModelFile << " [r, g1] = " << dynamic_basename << "_" << i + 1 << "(y, x, it_);\n";
|
|
mDynamicModelFile << " y[it_, " << block_triangular.ModelBlock->Block_List[i].Variable[0] << "] = y[it_, " << block_triangular.ModelBlock->Block_List[i].Variable[0] << "]-r[it_]/g1;\n";
|
|
mDynamicModelFile << " cvg=((r[it_]*r[it_])<solve_tolf);\n";
|
|
mDynamicModelFile << " iter=iter+1;\n";
|
|
mDynamicModelFile << " end\n";
|
|
mDynamicModelFile << " if cvg==0\n";
|
|
mDynamicModelFile << " fprintf('Convergence not achieved in block " << i << ", at time %d after %d iterations\\n',it_,iter);\n";
|
|
mDynamicModelFile << " return;\n";
|
|
mDynamicModelFile << " end\n";
|
|
mDynamicModelFile << " end\n";
|
|
}
|
|
}
|
|
else if ((k == SOLVE_TWO_BOUNDARIES_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
|
|
{
|
|
if (open_par)
|
|
{
|
|
if(mode==eSparseDLLMode)
|
|
{
|
|
mDynamicModelFile << "#endif\n";
|
|
mDynamicModelFile << " }\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << " end\n";
|
|
}
|
|
}
|
|
open_par=false;
|
|
if (!printed)
|
|
{
|
|
printed = true;
|
|
}
|
|
SGE.SGE_compute(block_triangular.ModelBlock, i, true, bin_basename, symbol_table.endo_nbr);
|
|
Nb_SGE++;
|
|
#ifdef PRINT_OUT
|
|
cout << "end of Gaussian elimination\n";
|
|
#endif
|
|
mDynamicModelFile << " Read_file(\"" << reform(bin_basename) << "\",periods," <<
|
|
block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr <<
|
|
", " << block_triangular.ModelBlock->Block_List[i].Max_Lag << ", " << block_triangular.ModelBlock->Block_List[i].Max_Lead << ");\n";
|
|
mDynamicModelFile << " g1=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size*block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
|
|
mDynamicModelFile << " r=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
|
|
if (!block_triangular.ModelBlock->Block_List[i].is_linear)
|
|
{
|
|
mDynamicModelFile << " cvg=false;\n";
|
|
mDynamicModelFile << " iter=0;\n";
|
|
mDynamicModelFile << " while(!((cvg)||(iter>maxit_)))\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " res2=0;\n";
|
|
mDynamicModelFile << " res1=0;\n";
|
|
mDynamicModelFile << " max_res=0;\n";
|
|
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " Per_u_=(it_-y_kmin)*" << block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ";\n";
|
|
mDynamicModelFile << " Per_y_=it_*y_size;\n";
|
|
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
|
|
mDynamicModelFile << " for(i=0;i<" << block_triangular.ModelBlock->Block_List[i].Size << ";i++)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " if (max_res<fabs(r[i]))\n";
|
|
mDynamicModelFile << " max_res=fabs(r[i]);\n";
|
|
mDynamicModelFile << " res2+=r[i]*r[i];\n";
|
|
mDynamicModelFile << " res1+=fabs(r[i]);\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " iter++;\n";
|
|
mDynamicModelFile << " cvg=(max_res<solve_tolf);\n";
|
|
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", periods, true);\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " if (!cvg)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " mexPrintf(\"Convergence not achieved in block " << i << ", after %d iterations\\n\",iter);\n";
|
|
mDynamicModelFile << " mexErrMsgTxt(\"End of simulate\");\n";
|
|
mDynamicModelFile << " }\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " Per_u_=(it_-y_kmin)*" << block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ";\n";
|
|
mDynamicModelFile << " Per_y_=it_*y_size;\n";
|
|
mDynamicModelFile << " " << dynamic_basename << "_" << i + 1 << "(y, x, r, g1, g2);\n";
|
|
mDynamicModelFile << "#ifdef PRINT_OUT\n";
|
|
mDynamicModelFile << " for(j=0;j<" << block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ";j++)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " mexPrintf(\" %f\",u[Per_u_+j]);\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " mexPrintf(\"\\n\");\n";
|
|
mDynamicModelFile << "#endif\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", periods, true);\n";
|
|
}
|
|
mDynamicModelFile << " mxFree(g1);\n";
|
|
mDynamicModelFile << " mxFree(r);\n";
|
|
mDynamicModelFile << " mxFree(u);\n";
|
|
mDynamicModelFile << " //mexErrMsgTxt(\"Exit from Dynare\");\n";
|
|
}
|
|
else if ((k == SOLVE_FOREWARD_COMPLETE) && (block_triangular.ModelBlock->Block_List[i].Size))
|
|
{
|
|
if (open_par)
|
|
{
|
|
if(mode==eSparseDLLMode)
|
|
{
|
|
mDynamicModelFile << "#endif\n";
|
|
mDynamicModelFile << " }\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << " end\n";
|
|
}
|
|
}
|
|
open_par=false;
|
|
if (!printed)
|
|
{
|
|
printed = true;
|
|
}
|
|
SGE.SGE_compute(block_triangular.ModelBlock, i, false, bin_basename, /*mod_param.endo_nbr*/symbol_table.endo_nbr);
|
|
Nb_SGE++;
|
|
mDynamicModelFile << " Read_file(\"" << reform(bin_basename) << "\", periods, 0, " << symbol_table.endo_nbr << ", " << block_triangular.ModelBlock->Block_List[i].Max_Lag << ", " << block_triangular.ModelBlock->Block_List[i].Max_Lead << " );\n";
|
|
mDynamicModelFile << " g1=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size*block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
|
|
mDynamicModelFile << " r=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
|
|
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
|
|
mDynamicModelFile << " {\n";
|
|
if (!block_triangular.ModelBlock->Block_List[i].is_linear)
|
|
{
|
|
mDynamicModelFile << " cvg=false;\n";
|
|
mDynamicModelFile << " iter=0;\n";
|
|
mDynamicModelFile << " Per_y_=it_*y_size;\n";
|
|
mDynamicModelFile << " while(!((cvg)||(iter>maxit_)))\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
|
|
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", 0, false);\n";
|
|
mDynamicModelFile << " res2=0;\n";
|
|
mDynamicModelFile << " res1=0;\n";
|
|
mDynamicModelFile << " max_res=0;\n";
|
|
mDynamicModelFile << " for(i=0;i<" << block_triangular.ModelBlock->Block_List[i].Size << ";i++)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " if (max_res<fabs(r[i]))\n";
|
|
mDynamicModelFile << " max_res=fabs(r[i]);\n";
|
|
mDynamicModelFile << " res2+=r[i]*r[i];\n";
|
|
mDynamicModelFile << " res1+=fabs(r[i]);\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " cvg=(max_res<solve_tolf);\n";
|
|
mDynamicModelFile << " iter++;\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " if (!cvg)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " mexPrintf(\"Convergence not achieved in block " << i << ", at time %d after %d iterations\\n\",it_,iter);\n";
|
|
mDynamicModelFile << " mexErrMsgTxt(\"End of simulate\");\n";
|
|
mDynamicModelFile << " }\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
|
|
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", 0, false);\n";
|
|
}
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " mxFree(g1);\n";
|
|
mDynamicModelFile << " mxFree(r);\n";
|
|
mDynamicModelFile << " mxFree(u);\n";
|
|
}
|
|
else if ((k == SOLVE_BACKWARD_COMPLETE) && (block_triangular.ModelBlock->Block_List[i].Size))
|
|
{
|
|
if (open_par)
|
|
{
|
|
if(mode==eSparseDLLMode)
|
|
{
|
|
mDynamicModelFile << "#endif\n";
|
|
mDynamicModelFile << " }\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << " end\n";
|
|
}
|
|
}
|
|
open_par=false;
|
|
SGE.SGE_compute(block_triangular.ModelBlock, i, false, bin_basename, /*mod_param.endo_nbr*/symbol_table.endo_nbr);
|
|
Nb_SGE++;
|
|
mDynamicModelFile << " Read_file(\"" << reform(bin_basename) << "\", periods, 0, " << symbol_table.endo_nbr << ", " << block_triangular.ModelBlock->Block_List[i].Max_Lag << ", " << block_triangular.ModelBlock->Block_List[i].Max_Lead << " );\n";
|
|
mDynamicModelFile << " g1=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size*block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
|
|
mDynamicModelFile << " r=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
|
|
mDynamicModelFile << " for(it_=periods+y_kmin;it_>y_kmin;it_--)\n";
|
|
mDynamicModelFile << " {\n";
|
|
if (!block_triangular.ModelBlock->Block_List[i].is_linear)
|
|
{
|
|
mDynamicModelFile << " cvg=false;\n";
|
|
mDynamicModelFile << " iter=0;\n";
|
|
mDynamicModelFile << " Per_y_=it_*y_size;\n";
|
|
mDynamicModelFile << " while(!((cvg)||(iter>maxit_)))\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
|
|
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", 0, false);\n";
|
|
mDynamicModelFile << " res2=0;\n";
|
|
mDynamicModelFile << " for(i=0;i<" << block_triangular.ModelBlock->Block_List[i].Size << ";i++)\n";
|
|
mDynamicModelFile << " res2+=r[i]*r[i];\n";
|
|
mDynamicModelFile << " cvg=(res2<solve_tolf);\n";
|
|
mDynamicModelFile << " iter++;\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " if (!cvg)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " mexPrintf(\"Convergence not achieved in block " << i << ", at time %d after %d iterations\\n\",it_,iter);\n";
|
|
mDynamicModelFile << " mexErrMsgTxt(\"End of simulate\");\n";
|
|
mDynamicModelFile << " }\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
|
|
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", 0, false);\n";
|
|
}
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " mxFree(g1);\n";
|
|
mDynamicModelFile << " mxFree(r);\n";
|
|
mDynamicModelFile << " mxFree(u);\n";
|
|
}
|
|
else if ((k == SOLVE_TWO_BOUNDARIES_COMPLETE) && (block_triangular.ModelBlock->Block_List[i].Size))
|
|
{
|
|
if (open_par)
|
|
{
|
|
if(mode==eSparseDLLMode)
|
|
{
|
|
mDynamicModelFile << "#endif\n";
|
|
mDynamicModelFile << " }\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << " end\n";
|
|
}
|
|
}
|
|
open_par=false;
|
|
if (!printed)
|
|
{
|
|
printed = true;
|
|
}
|
|
Nb_SGE++;
|
|
//cout << "new_SGE=" << new_SGE << "\n";
|
|
if(mode==eSparseDLLMode)
|
|
{
|
|
if (new_SGE)
|
|
{
|
|
int u_count_int=0;
|
|
Write_Inf_To_Bin_File(dynamic_basename, bin_basename, i, u_count_int,SGE.file_open);
|
|
SGE.file_is_open();
|
|
mDynamicModelFile << " u_count=" << u_count_int << "*periods;\n";
|
|
mDynamicModelFile << " u_count_alloc = 2*u_count;\n";
|
|
mDynamicModelFile << " u=(longd*)mxMalloc(u_count_alloc*sizeof(longd));\n";
|
|
mDynamicModelFile << " memset(u, 0, u_count_alloc*sizeof(longd));\n";
|
|
mDynamicModelFile << " u_count_init=" <<
|
|
block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag +
|
|
block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ";\n";
|
|
mDynamicModelFile << " Read_SparseMatrix(\"" << reform(bin_basename) << "\","
|
|
<< block_triangular.ModelBlock->Block_List[i].Size << ", periods, y_kmin, y_kmax"
|
|
<< ");\n";
|
|
mDynamicModelFile << " u_count=" << u_count_int << "*(periods+y_kmax+y_kmin);\n";
|
|
}
|
|
else
|
|
{
|
|
SGE.SGE_compute(block_triangular.ModelBlock, i, true, bin_basename, /*mod_param.endo_nbr*/symbol_table.endo_nbr);
|
|
mDynamicModelFile << " Read_file(\"" << reform(bin_basename) << "\",periods," <<
|
|
block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr <<
|
|
", " << block_triangular.ModelBlock->Block_List[i].Max_Lag << ", " << block_triangular.ModelBlock->Block_List[i].Max_Lead << ");\n";
|
|
}
|
|
mDynamicModelFile << " g1=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size*block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
|
|
mDynamicModelFile << " r=(double*)mxMalloc(" << block_triangular.ModelBlock->Block_List[i].Size << "*sizeof(double));\n";
|
|
if (!block_triangular.ModelBlock->Block_List[i].is_linear)
|
|
{
|
|
mDynamicModelFile << " cvg=false;\n";
|
|
mDynamicModelFile << " iter=0;\n";
|
|
mDynamicModelFile << " while(!((cvg)||(iter>maxit_)))\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " res2=0;\n";
|
|
mDynamicModelFile << " res1=0;\n";
|
|
mDynamicModelFile << " max_res=0;\n";
|
|
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " Per_u_=(it_-y_kmin)*" << block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ";\n";
|
|
mDynamicModelFile << " Per_y_=it_*y_size;\n";
|
|
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
|
|
mDynamicModelFile << " if (isnan(res1)||isinf(res1))\n";
|
|
mDynamicModelFile << " break;\n";
|
|
mDynamicModelFile << " for(i=0;i<" << block_triangular.ModelBlock->Block_List[i].Size << ";i++)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " if (max_res<fabs(r[i]))\n";
|
|
mDynamicModelFile << " max_res=fabs(r[i]);\n";
|
|
mDynamicModelFile << " res2+=r[i]*r[i];\n";
|
|
mDynamicModelFile << " res1+=fabs(r[i]);\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " cvg=(max_res<solve_tolf);\n";
|
|
if (new_SGE)
|
|
mDynamicModelFile << " simulate_NG1(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", periods, true, cvg);\n";
|
|
else
|
|
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", periods, true);\n";
|
|
mDynamicModelFile << " iter++;\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " if (!cvg)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " mexPrintf(\"Convergence not achieved in block " << i << ", after %d iterations\\n\",iter);\n";
|
|
mDynamicModelFile << " mexErrMsgTxt(\"End of simulate\");\n";
|
|
mDynamicModelFile << " }\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << " for(it_=y_kmin;it_<periods+y_kmin;it_++)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " Per_u_=(it_-y_kmin)*" << block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ";\n";
|
|
mDynamicModelFile << " Per_y_=it_*y_size;\n";
|
|
mDynamicModelFile << " Dynamic" << i + 1 << "(y, x, r, g1, g2);\n";
|
|
mDynamicModelFile << "#ifdef PRINT_OUT\n";
|
|
mDynamicModelFile << " for(j=0;j<" << block_triangular.ModelBlock->Block_List[i].IM_lead_lag[block_triangular.ModelBlock->Block_List[i].Max_Lag + block_triangular.ModelBlock->Block_List[i].Max_Lead].u_finish + 1 << ";j++)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " mexPrintf(\" %f\",u[Per_u_+j]);\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " mexPrintf(\"\\n\");\n";
|
|
mDynamicModelFile << "#endif\n";
|
|
mDynamicModelFile << " }\n";
|
|
if (new_SGE)
|
|
mDynamicModelFile << " simulate_NG1(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", periods, true, cvg);\n";
|
|
else
|
|
mDynamicModelFile << " simulate(" << i << ", " << /*mod_param.endo_nbr*/symbol_table.endo_nbr << ", it_, y_kmin, y_kmax," << block_triangular.ModelBlock->Block_List[i].Size << ", periods, true);\n";
|
|
}
|
|
mDynamicModelFile << " mxFree(g1);\n";
|
|
mDynamicModelFile << " mxFree(r);\n";
|
|
mDynamicModelFile << " mxFree(u);\n";
|
|
mDynamicModelFile << " mxFree(index_vara);\n";
|
|
mDynamicModelFile << " memset(direction,0,size_of_direction);\n";
|
|
mDynamicModelFile << " //mexErrMsgTxt(\"Exit from Dynare\");\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << " cvg=0;\n";
|
|
mDynamicModelFile << " iter=0;\n";
|
|
mDynamicModelFile << " Per_u_=0;\n";
|
|
mDynamicModelFile << " y_index=[";
|
|
for(int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
|
|
{
|
|
mDynamicModelFile << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
|
|
}
|
|
mDynamicModelFile << " ];\n";
|
|
mDynamicModelFile << " Blck_size=" << block_triangular.ModelBlock->Block_List[i].Size << ";\n";
|
|
/*mDynamicModelFile << " if(options_.simulation_method==2 | options_.simulation_method==3),\n";
|
|
mDynamicModelFile << " [r, g1]= " << bin_basename << "_static(y, x);\n";
|
|
mDynamicModelFile << " [L1,U1] = lu(g1,1e-5);\n";
|
|
mDynamicModelFile << " I = speye(periods);\n";
|
|
mDynamicModelFile << " L1=kron(I,L1);\n";
|
|
mDynamicModelFile << " U1=kron(I,U1);\n";
|
|
mDynamicModelFile << " end;\n";*/
|
|
mDynamicModelFile << " y_kmin_l=" << block_triangular.ModelBlock->Block_List[i].Max_Lag << ";\n";
|
|
mDynamicModelFile << " y_kmax_l=" << block_triangular.ModelBlock->Block_List[i].Max_Lead << ";\n";
|
|
mDynamicModelFile << " lambda=options_.slowc;\n";
|
|
mDynamicModelFile << " correcting_factor=0.01;\n";
|
|
if (!block_triangular.ModelBlock->Block_List[i].is_linear)
|
|
{
|
|
sp=" ";
|
|
mDynamicModelFile << " while ~(cvg==1 | iter>maxit_),\n";
|
|
}
|
|
else
|
|
{
|
|
sp="";
|
|
}
|
|
mDynamicModelFile << sp << " [r, g1, g2, g3, b]=" << dynamic_basename << "_" << i + 1 << "(y, x, y_kmin, Blck_size, periods);\n";
|
|
mDynamicModelFile << sp << " g1a=g1(:, y_kmin*Blck_size+1:(periods+y_kmin)*Blck_size);\n";
|
|
mDynamicModelFile << sp << " b = b' -g1(:, 1+(y_kmin-y_kmin_l)*Blck_size:y_kmin*Blck_size)*reshape(y(1+y_kmin-y_kmin_l:y_kmin,y_index)',1,y_kmin_l*Blck_size)'-g1(:, (periods+y_kmin)*Blck_size+1:(periods+y_kmin+y_kmax_l)*Blck_size)*reshape(y(periods+y_kmin+1:periods+y_kmin+y_kmax_l,y_index)',1,y_kmax_l*Blck_size)';\n";
|
|
mDynamicModelFile << sp << " if(~isreal(r))\n";
|
|
mDynamicModelFile << sp << " max_res=(-(max(max(abs(r))))^2)^0.5;\n";
|
|
mDynamicModelFile << sp << " else\n";
|
|
mDynamicModelFile << sp << " max_res=max(max(abs(r)));\n";
|
|
mDynamicModelFile << sp << " end;\n";
|
|
|
|
mDynamicModelFile << sp << " if(iter>0)\n";
|
|
mDynamicModelFile << sp << " if(~isreal(max_res) | isnan(max_res) | max_resa<max_res)\n";
|
|
mDynamicModelFile << sp << " if(isnan(max_res))\n";
|
|
mDynamicModelFile << sp << " detJ=det(g1aa);\n";
|
|
mDynamicModelFile << sp << " if(abs(detJ)<1e-7)\n";
|
|
mDynamicModelFile << sp << " max_factor=max(max(abs(g1aa)));\n";
|
|
mDynamicModelFile << sp << " ze_elem=sum(diag(g1aa)<options_.cutoff);\n";
|
|
mDynamicModelFile << sp << " disp([num2str(full(ze_elem),'%d') ' elements on the Jacobian diagonal are below the cutoff (' num2str(options_.cutoff,'%f') ')']);\n";
|
|
mDynamicModelFile << sp << " if(correcting_factor<max_factor)\n";
|
|
mDynamicModelFile << sp << " correcting_factor=correcting_factor*4;\n";
|
|
mDynamicModelFile << sp << " disp(['The Jacobain matrix is singular, det(Jacobian)=' num2str(detJ,'%f') '.']);\n";
|
|
mDynamicModelFile << sp << " disp([' trying to correct the Jacobian matrix:']);\n";
|
|
mDynamicModelFile << sp << " disp([' correcting_factor=' num2str(correcting_factor,'%f') ' max(Jacobian)=' num2str(full(max_factor),'%f')]);\n";
|
|
mDynamicModelFile << sp << " dx = (g1aa+correcting_factor*speye(periods*Blck_size))\\ba- ya;\n";
|
|
mDynamicModelFile << sp << " y(1+y_kmin:periods+y_kmin,y_index)=reshape((ya_save+lambda*dx)',length(y_index),periods)';\n";
|
|
if (!block_triangular.ModelBlock->Block_List[i].is_linear)
|
|
mDynamicModelFile << sp << " continue;\n";
|
|
mDynamicModelFile << sp << " else\n";
|
|
mDynamicModelFile << sp << " disp('The singularity of the jacobian matrix could not be corrected');\n";
|
|
mDynamicModelFile << sp << " return;\n";
|
|
mDynamicModelFile << sp << " end;\n";
|
|
mDynamicModelFile << sp << " end;\n";
|
|
mDynamicModelFile << sp << " elseif(lambda>1e-6)\n";
|
|
mDynamicModelFile << sp << " lambda=lambda/2;\n";
|
|
mDynamicModelFile << sp << " disp(['reducing the path length: lambda=' num2str(lambda,'%f')]);\n";
|
|
mDynamicModelFile << sp << " y(1+y_kmin:periods+y_kmin,y_index)=reshape((ya_save+lambda*dx)',length(y_index),periods)';\n";
|
|
if (!block_triangular.ModelBlock->Block_List[i].is_linear)
|
|
mDynamicModelFile << sp << " continue;\n";
|
|
mDynamicModelFile << sp << " else\n";
|
|
mDynamicModelFile << sp << " disp(['No convergence after ' num2str(iter,'%d') ' iterations']);\n";
|
|
mDynamicModelFile << sp << " return;\n";
|
|
mDynamicModelFile << sp << " end;\n";
|
|
mDynamicModelFile << sp << " else\n";
|
|
mDynamicModelFile << sp << " if(lambda<1)\n";
|
|
mDynamicModelFile << sp << " lambda=max(lambda*2, 1);\n";
|
|
mDynamicModelFile << sp << " end;\n";
|
|
mDynamicModelFile << sp << " end;\n";
|
|
mDynamicModelFile << sp << " end;\n";
|
|
|
|
mDynamicModelFile << sp << " ya = reshape(y(y_kmin+1:y_kmin+periods,y_index)',1,periods*Blck_size)';\n";
|
|
mDynamicModelFile << sp << " ya_save=ya;\n";
|
|
mDynamicModelFile << sp << " g1aa=g1a;\n";
|
|
mDynamicModelFile << sp << " ba=b;\n";
|
|
mDynamicModelFile << sp << " max_resa=max_res;\n";
|
|
|
|
|
|
mDynamicModelFile << sp << " if(options_.simulation_method==0),\n";
|
|
mDynamicModelFile << sp << " dx = g1a\\b- ya;\n";
|
|
mDynamicModelFile << sp << " ya = ya + lambda*dx;\n";
|
|
mDynamicModelFile << sp << " y(1+y_kmin:periods+y_kmin,y_index)=reshape(ya',length(y_index),periods)';\n";
|
|
mDynamicModelFile << sp << " elseif(options_.simulation_method==2),\n";
|
|
mDynamicModelFile << sp << " [L1, U1]=luinc(g1a,1e-6);\n";
|
|
mDynamicModelFile << sp << " [za,flag1] = gmres(g1a,b," << block_triangular.ModelBlock->Block_List[i].Size << ",1e-6," << block_triangular.ModelBlock->Block_List[i].Size << "*periods,L1,U1);\n";
|
|
mDynamicModelFile << sp << " dx = za - ya;\n";
|
|
mDynamicModelFile << sp << " ya = ya + lambda*dx;\n";
|
|
mDynamicModelFile << sp << " y(1+y_kmin:periods+y_kmin,y_index)=reshape(ya',length(y_index),periods)';\n";
|
|
mDynamicModelFile << sp << " if (flag1>0)\n";
|
|
mDynamicModelFile << sp << " if(flag1==1)\n";
|
|
mDynamicModelFile << sp << " disp(['No convergence inside GMRES after ' num2str(periods*" << block_triangular.ModelBlock->Block_List[i].Size << ",'%6d') ' iterations']);\n";
|
|
mDynamicModelFile << sp << " elseif(flag1==2)\n";
|
|
mDynamicModelFile << sp << " disp(['Preconditioner is ill-conditioned ']);\n";
|
|
mDynamicModelFile << sp << " elseif(flag1==3)\n";
|
|
mDynamicModelFile << sp << " disp(['GMRES stagnated. (Two consecutive iterates were the same.)']);\n";
|
|
mDynamicModelFile << sp << " end;\n";
|
|
mDynamicModelFile << sp << " end;\n";
|
|
mDynamicModelFile << sp << " elseif(options_.simulation_method==3),\n";
|
|
mDynamicModelFile << sp << " [L1, U1]=luinc(g1a,1e-7);\n";
|
|
mDynamicModelFile << sp << " [za,flag1] = bicgstab(g1a,b,1e-7," << block_triangular.ModelBlock->Block_List[i].Size << "*periods,L1,U1);\n";
|
|
mDynamicModelFile << sp << " dx = za - ya;\n";
|
|
mDynamicModelFile << sp << " ya = ya + lambda*dx;\n";
|
|
//mDynamicModelFile << sp << " [ya,flag1] = eval(strcat(fullfile(matlabroot,'toolbox','matlab','sparfun','bicgstab'),'(g1a,b,1e-6," << block_triangular.ModelBlock->Block_List[i].Size << "*periods,L1,U1)'));\n";
|
|
mDynamicModelFile << sp << " y(1+y_kmin:periods+y_kmin,y_index)=reshape(ya',length(y_index),periods)';\n";
|
|
mDynamicModelFile << sp << " if (flag1>0)\n";
|
|
mDynamicModelFile << sp << " if(flag1==1)\n";
|
|
mDynamicModelFile << sp << " disp(['No convergence inside BICGSTAB after ' num2str(periods*" << block_triangular.ModelBlock->Block_List[i].Size << ",'%6d') ' iterations']);\n";
|
|
mDynamicModelFile << sp << " elseif(flag1==2)\n";
|
|
mDynamicModelFile << sp << " disp(['Preconditioner is ill-conditioned ']);\n";
|
|
mDynamicModelFile << sp << " elseif(flag1==3)\n";
|
|
mDynamicModelFile << sp << " disp(['BICGSTAB stagnated. (Two consecutive iterates were the same.)']);\n";
|
|
mDynamicModelFile << sp << " end;\n";
|
|
mDynamicModelFile << sp << " end;\n";
|
|
mDynamicModelFile << sp << " end;\n";
|
|
if(!block_triangular.ModelBlock->Block_List[i].is_linear)
|
|
{
|
|
mDynamicModelFile << " cvg=(max_res<solve_tolf);\n";
|
|
mDynamicModelFile << " iter=iter+1;\n";
|
|
}
|
|
mDynamicModelFile << " disp(['iteration: ' num2str(iter,'%d') ' error: ' num2str(max_res,'%e')]);\n";
|
|
if(!block_triangular.ModelBlock->Block_List[i].is_linear)
|
|
{
|
|
mDynamicModelFile << " end\n";
|
|
mDynamicModelFile << " if (iter>maxit_)\n";
|
|
mDynamicModelFile << " disp(['No convergence after ' num2str(iter,'%4d') ' iterations']);\n";
|
|
mDynamicModelFile << " return;\n";
|
|
mDynamicModelFile << " end;\n";
|
|
}
|
|
}
|
|
|
|
}
|
|
prev_Simulation_Type=k;
|
|
}
|
|
// Writing the gateway routine
|
|
if(mode==eSparseDLLMode)
|
|
{
|
|
mDynamicModelFile << "#endif\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " }\n";
|
|
}
|
|
if(mode==eSparseMode)
|
|
{
|
|
if(open_par)
|
|
mDynamicModelFile << " end;\n";
|
|
mDynamicModelFile << " oo_.endo_simul = y';\n";
|
|
mDynamicModelFile << "return;\n";
|
|
}
|
|
if(mode==eSparseDLLMode)
|
|
{
|
|
mDynamicModelFile << "/* The gateway routine */\n";
|
|
mDynamicModelFile << "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])\n";
|
|
mDynamicModelFile << "{\n";
|
|
mDynamicModelFile << " mxArray *M_, *oo_, *options_;\n";
|
|
mDynamicModelFile << " int i, row_y, col_y, row_x, col_x, nb_row_xd;\n";
|
|
mDynamicModelFile << " double * pind ;\n";
|
|
mDynamicModelFile << "\n";
|
|
mDynamicModelFile << " /* Gets model parameters from global workspace of Matlab */\n";
|
|
mDynamicModelFile << " M_ = mexGetVariable(\"global\",\"M_\");\n";
|
|
mDynamicModelFile << " if (M_ == NULL )\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " mexPrintf(\"Global variable not found : \");\n";
|
|
mDynamicModelFile << " mexErrMsgTxt(\"M_ \\n\");\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " /* Gets variables and parameters from global workspace of Matlab */\n";
|
|
mDynamicModelFile << " oo_ = mexGetVariable(\"global\",\"oo_\");\n";
|
|
mDynamicModelFile << " if (oo_ == NULL )\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " mexPrintf(\"Global variable not found : \");\n";
|
|
mDynamicModelFile << " mexErrMsgTxt(\"oo_ \\n\");\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " options_ = mexGetVariable(\"global\",\"options_\");\n";
|
|
mDynamicModelFile << " if (options_ == NULL )\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " mexPrintf(\"Global variable not found : \");\n";
|
|
mDynamicModelFile << " mexErrMsgTxt(\"options_ \\n\");\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " params = mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"params\")));\n";
|
|
mDynamicModelFile << " double *yd, *xd;\n";
|
|
mDynamicModelFile << " yd= mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,\"endo_simul\")));\n";
|
|
mDynamicModelFile << " row_y=mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,\"endo_simul\")));\n";
|
|
mDynamicModelFile << " xd= mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,\"exo_simul\")));\n";
|
|
mDynamicModelFile << " row_x=mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,\"exo_simul\")));\n";
|
|
mDynamicModelFile << " col_x=mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,\"exo_simul\")));\n";
|
|
if (compiler==GCC_COMPILE)
|
|
{
|
|
mDynamicModelFile << " y_kmin=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"maximum_lag\"))))));\n";
|
|
mDynamicModelFile << " y_kmax=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"maximum_lead\"))))));\n";
|
|
mDynamicModelFile << " y_decal=max(0,y_kmin-int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"maximum_endo_lag\")))))));\n";
|
|
mDynamicModelFile << " periods=int(floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"periods\"))))));\n";
|
|
mDynamicModelFile << " maxit_=int(floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"maxit_\"))))));\n";
|
|
mDynamicModelFile << " slowc=double(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"slowc\")))));\n";
|
|
mDynamicModelFile << " markowitz_c=double(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"markowitz\")))));\n";
|
|
mDynamicModelFile << " nb_row_xd=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"exo_det_nbr\"))))));\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << " y_kmin=(int)floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"maximum_lag\")))));\n";
|
|
mDynamicModelFile << " y_kmax=(int)floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"maximum_lead\")))));\n";
|
|
mDynamicModelFile << " y_decal=max(0,y_kmin-int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"maximum_endo_lag\")))))));\n";
|
|
mDynamicModelFile << " periods=(int)floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"periods\")))));\n";
|
|
mDynamicModelFile << " maxit_=(int)floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"maxit_\")))));\n";
|
|
mDynamicModelFile << " slowc=double(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"slowc\")))));\n";
|
|
mDynamicModelFile << " markowitz_c=double(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"markowitz\")))));\n";
|
|
mDynamicModelFile << " nb_row_xd=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"exo_det_nbr\"))))));\n";
|
|
}
|
|
mDynamicModelFile << " mxArray *mxa=mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,\"fname\"));\n";
|
|
mDynamicModelFile << " int buflen=mxGetM(mxa) * mxGetN(mxa) + 1;\n";
|
|
mDynamicModelFile << " char *fname;\n";
|
|
mDynamicModelFile << " fname=(char*)mxCalloc(buflen, sizeof(char));\n";
|
|
mDynamicModelFile << " int status = mxGetString(mxa, fname, buflen);\n";
|
|
mDynamicModelFile << " if (status != 0)\n";
|
|
mDynamicModelFile << " mexWarnMsgTxt(\"Not enough space. Filename is truncated.\");\n";
|
|
mDynamicModelFile << " mexPrintf(\"fname=%s\\n\",fname);\n";
|
|
mDynamicModelFile << " col_y=mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,\"endo_simul\")));;\n";
|
|
mDynamicModelFile << " if (col_y<row_x)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " row_y=row_y/row_x;\n";
|
|
mDynamicModelFile << " col_y=row_x;\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " solve_tolf=*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,\"dynatol\"))));\n";
|
|
mDynamicModelFile << " size_of_direction=col_y*row_y*sizeof(longd);\n";
|
|
mDynamicModelFile << " y=(longd*)mxMalloc(size_of_direction);\n";
|
|
mDynamicModelFile << " ya=(longd*)mxMalloc(size_of_direction);\n";
|
|
mDynamicModelFile << " direction=(longd*)mxMalloc(size_of_direction);\n";
|
|
mDynamicModelFile << " memset(direction,0,size_of_direction);\n";
|
|
mDynamicModelFile << " x=(longd*)mxMalloc(col_x*row_x*sizeof(longd));\n";
|
|
mDynamicModelFile << " for(i=0;i<row_x*col_x;i++)\n";
|
|
mDynamicModelFile << " x[i]=longd(xd[i]);\n";
|
|
mDynamicModelFile << " for(i=0;i<row_y*col_y;i++)\n";
|
|
mDynamicModelFile << " y[i]=longd(yd[i]);\n";
|
|
mDynamicModelFile << " \n";
|
|
mDynamicModelFile << " y_size=row_y;\n";
|
|
mDynamicModelFile << " x_size=row_x;\n";
|
|
mDynamicModelFile << " nb_row_x=row_x;\n";
|
|
mDynamicModelFile << "#ifdef DEBUG\n";
|
|
mDynamicModelFile << " for(j=0;j<periods+y_kmin+y_kmax;j++)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " for(i=0;i<row_y;i++)\n";
|
|
mDynamicModelFile << " mexPrintf(\"y[%d,%d]=%f \",j,i,y[j*y_size+i]);\n";
|
|
mDynamicModelFile << " mexPrintf(\"\\n\");\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " mexPrintf(\"\\n\");\n";
|
|
mDynamicModelFile << " mexPrintf(\"x=%x\\n\",x);\n";
|
|
mDynamicModelFile << " for(j=0;j<periods+y_kmin+y_kmax;j++)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " for(i=0;i<col_x;i++)\n";
|
|
mDynamicModelFile << " mexPrintf(\"x[%d,%d]=%f \",j,i,x[i*x_size+j]);\n";
|
|
mDynamicModelFile << " mexPrintf(\"\\n\");\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " mexPrintf(\"x[1]=%f\\n\",x[1]);\n";
|
|
mDynamicModelFile << "#endif\n";
|
|
mDynamicModelFile << " /* Gets it_ from global workspace of Matlab */\n";
|
|
mDynamicModelFile << " //it_ = (int) floor(mxGetScalar(mexGetVariable(\"global\", \"it_\")))-1;\n";
|
|
mDynamicModelFile << " /* Call the C subroutines. */\n";
|
|
mDynamicModelFile << " t0= pctimer();\n";
|
|
mDynamicModelFile << " Dynamic_Init();\n";
|
|
mDynamicModelFile << " t1= pctimer();\n";
|
|
mDynamicModelFile << " mexPrintf(\"Simulation Time=%f milliseconds\\n\",1000*(t1-t0));\n";
|
|
if (compiler==LCC_COMPILE )
|
|
{
|
|
mDynamicModelFile << " if (SaveCode)\n";
|
|
mDynamicModelFile << " fclose(SaveCode);\n";
|
|
}
|
|
else
|
|
{
|
|
mDynamicModelFile << " if (SaveCode.is_open())\n";
|
|
mDynamicModelFile << " SaveCode.close();\n";
|
|
}
|
|
mDynamicModelFile << " if (nlhs>0)\n";
|
|
mDynamicModelFile << " {\n";
|
|
mDynamicModelFile << " plhs[0] = mxCreateDoubleMatrix(row_y, col_y, mxREAL);\n";
|
|
mDynamicModelFile << " pind = mxGetPr(plhs[0]);\n";
|
|
mDynamicModelFile << " for(i=0;i<row_y*col_y;i++)\n";
|
|
mDynamicModelFile << " pind[i]=y[i];\n";
|
|
mDynamicModelFile << " }\n";
|
|
mDynamicModelFile << " mxFree(x);\n";
|
|
mDynamicModelFile << " mxFree(y);\n";
|
|
mDynamicModelFile << " mxFree(ya);\n";
|
|
mDynamicModelFile << " mxFree(direction);\n";
|
|
mDynamicModelFile << "}\n";
|
|
}
|
|
}
|
|
if(mode==eSparseMode)
|
|
writeModelEquationsOrdered_M(mDynamicModelFile, block_triangular.ModelBlock, dynamic_basename);
|
|
mDynamicModelFile.close();
|
|
}
|
|
if (printed)
|
|
cout << "done\n";
|
|
}
|
|
|
|
void
|
|
ModelTree::writeDynamicModel(ostream &DynamicOutput) const
|
|
{
|
|
ostringstream lsymetric; // Used when writing symetric elements in Hessian
|
|
ostringstream model_output; // Used for storing model equations
|
|
ostringstream jacobian_output; // Used for storing jacobian equations
|
|
ostringstream hessian_output; // Used for storing Hessian equations
|
|
ostringstream third_derivatives_output;
|
|
|
|
ExprNodeOutputType output_type = (mode == eStandardMode || mode==eSparseMode ? oMatlabDynamicModel : oCDynamicModel);
|
|
|
|
writeModelLocalVariables(model_output, output_type);
|
|
|
|
writeTemporaryTerms(model_output, output_type);
|
|
|
|
writeModelEquations(model_output, output_type);
|
|
|
|
int nrows = equations.size();
|
|
int nvars;
|
|
if (computeJacobianExo)
|
|
nvars = variable_table.get_dyn_var_nbr();
|
|
else
|
|
nvars = variable_table.var_endo_nbr;
|
|
int nvars_sq = nvars * nvars;
|
|
|
|
// Writing Jacobian
|
|
if (computeJacobian || computeJacobianExo)
|
|
for(first_derivatives_type::const_iterator it = first_derivatives.begin();
|
|
it != first_derivatives.end(); it++)
|
|
{
|
|
int eq = it->first.first;
|
|
int var = it->first.second;
|
|
NodeID d1 = it->second;
|
|
|
|
if (computeJacobianExo || variable_table.getType(var) == eEndogenous)
|
|
{
|
|
ostringstream g1;
|
|
g1 << " g1";
|
|
matrixHelper(g1, eq, variable_table.getSortID(var), output_type);
|
|
|
|
jacobian_output << g1.str() << "=" << g1.str() << "+";
|
|
d1->writeOutput(jacobian_output, output_type, temporary_terms);
|
|
jacobian_output << ";" << endl;
|
|
}
|
|
}
|
|
|
|
// Writing Hessian
|
|
if (computeHessian)
|
|
for(second_derivatives_type::const_iterator it = second_derivatives.begin();
|
|
it != second_derivatives.end(); it++)
|
|
{
|
|
int eq = it->first.first;
|
|
int var1 = it->first.second.first;
|
|
int var2 = it->first.second.second;
|
|
NodeID d2 = it->second;
|
|
|
|
int id1 = variable_table.getSortID(var1);
|
|
int id2 = variable_table.getSortID(var2);
|
|
|
|
int col_nb = id1*nvars+id2;
|
|
int col_nb_sym = id2*nvars+id1;
|
|
|
|
hessian_output << " g2";
|
|
matrixHelper(hessian_output, eq, col_nb, output_type);
|
|
hessian_output << " = ";
|
|
d2->writeOutput(hessian_output, output_type, temporary_terms);
|
|
hessian_output << ";" << endl;
|
|
|
|
// Treating symetric elements
|
|
if (id1 != id2)
|
|
{
|
|
lsymetric << " g2";
|
|
matrixHelper(lsymetric, eq, col_nb_sym, output_type);
|
|
lsymetric << " = " << "g2";
|
|
matrixHelper(lsymetric, eq, col_nb, output_type);
|
|
lsymetric << ";" << endl;
|
|
}
|
|
}
|
|
|
|
// Writing third derivatives
|
|
if (computeThirdDerivatives)
|
|
for(third_derivatives_type::const_iterator it = third_derivatives.begin();
|
|
it != third_derivatives.end(); it++)
|
|
{
|
|
int eq = it->first.first;
|
|
int var1 = it->first.second.first;
|
|
int var2 = it->first.second.second.first;
|
|
int var3 = it->first.second.second.second;
|
|
NodeID d3 = it->second;
|
|
|
|
int id1 = variable_table.getSortID(var1);
|
|
int id2 = variable_table.getSortID(var2);
|
|
int id3 = variable_table.getSortID(var3);
|
|
|
|
// Reference column number for the g3 matrix
|
|
int ref_col = id1 * nvars_sq + id2 * nvars + id3;
|
|
|
|
third_derivatives_output << " g3";
|
|
matrixHelper(third_derivatives_output, eq, ref_col, output_type);
|
|
third_derivatives_output << " = ";
|
|
d3->writeOutput(third_derivatives_output, output_type, temporary_terms);
|
|
third_derivatives_output << ";" << endl;
|
|
|
|
// Compute the column numbers for the 5 other permutations of (id1,id2,id3) and store them in a set (to avoid duplicates if two indexes are equal)
|
|
set<int> cols;
|
|
cols.insert(id1 * nvars_sq + id3 * nvars + id2);
|
|
cols.insert(id2 * nvars_sq + id1 * nvars + id3);
|
|
cols.insert(id2 * nvars_sq + id3 * nvars + id1);
|
|
cols.insert(id3 * nvars_sq + id1 * nvars + id2);
|
|
cols.insert(id3 * nvars_sq + id2 * nvars + id1);
|
|
|
|
for(set<int>::iterator it2 = cols.begin(); it2 != cols.end(); it2++)
|
|
if (*it2 != ref_col)
|
|
{
|
|
third_derivatives_output << " g3";
|
|
matrixHelper(third_derivatives_output, eq, *it2, output_type);
|
|
third_derivatives_output << " = " << "g3";
|
|
matrixHelper(third_derivatives_output, eq, ref_col, output_type);
|
|
third_derivatives_output << ";" << endl;
|
|
}
|
|
}
|
|
|
|
if (mode == eStandardMode)
|
|
{
|
|
DynamicOutput << "%" << endl
|
|
<< "% Model equations" << endl
|
|
<< "%" << endl
|
|
<< endl
|
|
<< "residual = zeros(" << nrows << ", 1);" << endl
|
|
<< model_output.str();
|
|
|
|
if (computeJacobian || computeJacobianExo)
|
|
{
|
|
// Writing initialization instruction for matrix g1
|
|
DynamicOutput << "if nargout >= 2," << endl
|
|
<< " g1 = zeros(" << nrows << ", " << nvars << ");" << endl
|
|
<< endl
|
|
<< "%" << endl
|
|
<< "% Jacobian matrix" << endl
|
|
<< "%" << endl
|
|
<< endl
|
|
<< jacobian_output.str()
|
|
<< "end" << endl;
|
|
}
|
|
if (computeHessian)
|
|
{
|
|
// Writing initialization instruction for matrix g2
|
|
int ncols = nvars_sq;
|
|
DynamicOutput << "if nargout >= 3," << endl
|
|
<< " g2 = sparse([],[],[], " << nrows << ", " << ncols << ", " << 5*ncols << ");" << endl
|
|
<< endl
|
|
<< "%" << endl
|
|
<< "% Hessian matrix" << endl
|
|
<< "%" << endl
|
|
<< endl
|
|
<< hessian_output.str()
|
|
<< lsymetric.str()
|
|
<< "end;" << endl;
|
|
}
|
|
if (computeThirdDerivatives)
|
|
{
|
|
int ncols = nvars_sq * nvars;
|
|
DynamicOutput << "if nargout >= 4," << endl
|
|
<< " g3 = sparse([],[],[], " << nrows << ", " << ncols << ", " << 5*ncols << ");" << endl
|
|
<< endl
|
|
<< "%" << endl
|
|
<< "% Third order derivatives" << endl
|
|
<< "%" << endl
|
|
<< endl
|
|
<< third_derivatives_output.str()
|
|
<< "end;" << endl;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
DynamicOutput << "void Dynamic(double *y, double *x, int nb_row_x, double *params, int it_, double *residual, double *g1, double *g2)" << endl
|
|
<< "{" << endl
|
|
<< " double lhs, rhs;" << endl
|
|
<< endl
|
|
<< " /* Residual equations */" << endl
|
|
<< model_output.str();
|
|
|
|
if (computeJacobian || computeJacobianExo)
|
|
{
|
|
DynamicOutput << " /* Jacobian */" << endl
|
|
<< " if (g1 == NULL)" << endl
|
|
<< " return;" << endl
|
|
<< " else" << endl
|
|
<< " {" << endl
|
|
<< jacobian_output.str()
|
|
<< " }" << endl;
|
|
}
|
|
if (computeHessian)
|
|
{
|
|
DynamicOutput << " /* Hessian for endogenous and exogenous variables */" << endl
|
|
<< " if (g2 == NULL)" << endl
|
|
<< " return;" << endl
|
|
<< " else" << endl
|
|
<< " {" << endl
|
|
<< hessian_output.str()
|
|
<< lsymetric.str()
|
|
<< " }" << endl;
|
|
}
|
|
DynamicOutput << "}" << endl << endl;
|
|
}
|
|
}
|
|
|
|
void
|
|
ModelTree::writeOutput(ostream &output) const
|
|
{
|
|
/* Writing initialisation for M_.lead_lag_incidence matrix
|
|
M_.lead_lag_incidence is a matrix with as many columns as there are
|
|
endogenous variables and as many rows as there are periods in the
|
|
models (nbr of rows = M_.max_lag+M_.max_lead+1)
|
|
|
|
The matrix elements are equal to zero if a variable isn't present in the
|
|
model at a given period.
|
|
*/
|
|
output << "M_.lead_lag_incidence = [";
|
|
// Loop on endogenous variables
|
|
for(int endoID = 0; endoID < symbol_table.endo_nbr; endoID++)
|
|
{
|
|
output << "\n\t";
|
|
// Loop on periods
|
|
for(int lag = -variable_table.max_endo_lag; lag <= variable_table.max_endo_lead; lag++)
|
|
{
|
|
// Print variableID if exists with current period, otherwise print 0
|
|
try
|
|
{
|
|
int varID = variable_table.getID(eEndogenous, endoID, lag);
|
|
output << " " << variable_table.getSortID(varID) + 1;
|
|
}
|
|
catch(VariableTable::UnknownVariableKeyException &e)
|
|
{
|
|
output << " 0";
|
|
}
|
|
}
|
|
output << ";";
|
|
}
|
|
output << "]';\n";
|
|
|
|
// Writing initialization for some other variables
|
|
output << "M_.exo_names_orig_ord = [1:" << symbol_table.exo_nbr << "];\n";
|
|
output << "M_.maximum_lag = " << variable_table.max_lag << ";\n";
|
|
output << "M_.maximum_lead = " << variable_table.max_lead << ";\n";
|
|
if (symbol_table.endo_nbr)
|
|
{
|
|
output << "M_.maximum_endo_lag = " << variable_table.max_endo_lag << ";\n";
|
|
output << "M_.maximum_endo_lead = " << variable_table.max_endo_lead << ";\n";
|
|
output << "oo_.steady_state = zeros(" << symbol_table.endo_nbr << ", 1);\n";
|
|
}
|
|
if (symbol_table.exo_nbr)
|
|
{
|
|
output << "M_.maximum_exo_lag = " << variable_table.max_exo_lag << ";\n";
|
|
output << "M_.maximum_exo_lead = " << variable_table.max_exo_lead << ";\n";
|
|
output << "oo_.exo_steady_state = zeros(" << symbol_table.exo_nbr << ", 1);\n";
|
|
}
|
|
if (symbol_table.exo_det_nbr)
|
|
{
|
|
output << "M_.maximum_exo_det_lag = " << variable_table.max_exo_det_lag << ";\n";
|
|
output << "M_.maximum_exo_det_lead = " << variable_table.max_exo_det_lead << ";\n";
|
|
output << "oo_.exo_det_steady_state = zeros(" << symbol_table.exo_det_nbr << ", 1);\n";
|
|
}
|
|
if (symbol_table.recur_nbr)
|
|
{
|
|
output << "M_.maximum_recur_lag = " << variable_table.max_recur_lag << ";\n";
|
|
output << "M_.maximum_recur_lead = " << variable_table.max_recur_lead << ";\n";
|
|
output << "oo_.recur_steady_state = zeros(" << symbol_table.recur_nbr << ", 1);\n";
|
|
}
|
|
if (symbol_table.parameter_nbr)
|
|
output << "M_.params = repmat(NaN," << symbol_table.parameter_nbr << ", 1);\n";
|
|
}
|
|
|
|
void
|
|
ModelTree::addEquation(NodeID eq)
|
|
{
|
|
BinaryOpNode *beq = dynamic_cast<BinaryOpNode *>(eq);
|
|
|
|
if (beq == NULL || beq->op_code != oEqual)
|
|
{
|
|
cerr << "ModelTree::addEquation: you didn't provide an equal node!" << endl;
|
|
exit(-1);
|
|
}
|
|
|
|
equations.push_back(beq);
|
|
}
|
|
|
|
void
|
|
ModelTree::evaluateJacobian(const eval_context_type &eval_context, jacob_map *j_m)
|
|
{
|
|
int i=0;
|
|
int j=0;
|
|
bool *IM=NULL;
|
|
int a_variable_lag=-9999;
|
|
//block_triangular.Print_IM(2);
|
|
for(first_derivatives_type::iterator it = first_derivatives.begin();
|
|
it != first_derivatives.end(); it++)
|
|
{
|
|
if (variable_table.getType(it->first.second) == eEndogenous)
|
|
{
|
|
NodeID Id = it->second;
|
|
double val;
|
|
try
|
|
{
|
|
val = Id->eval(eval_context);
|
|
}
|
|
catch(ExprNode::EvalException &e)
|
|
{
|
|
cerr << "ModelTree::evaluateJacobian: evaluation of Jacobian failed!" << endl;
|
|
}
|
|
int eq=it->first.first;
|
|
int var=variable_table.getSymbolID(it->first.second);
|
|
int k1=variable_table.getLag(it->first.second);
|
|
if (a_variable_lag!=k1)
|
|
{
|
|
IM=block_triangular.bGet_IM(k1);
|
|
a_variable_lag=k1;
|
|
}
|
|
if (k1==0)
|
|
{
|
|
j++;
|
|
(*j_m)[make_pair(eq,var)]=val;
|
|
}
|
|
if (IM[eq*symbol_table.endo_nbr+var] && (fabs(val) < cutoff))
|
|
{
|
|
cout << "the coefficient related to variable " << var << " with lag " << k1 << " in equation " << eq << " is equal to " << val << " and is set to 0 in the incidence matrix (size=" << symbol_table.endo_nbr << ")\n";
|
|
block_triangular.unfill_IM(eq, var, k1);
|
|
i++;
|
|
}
|
|
}
|
|
}
|
|
if (i>0)
|
|
{
|
|
cout << i << " elements among " << first_derivatives.size() << " in the incidence matrices are below the cutoff (" << cutoff << ") and are discarded\n";
|
|
cout << "the contemporaneous incidence matrix has " << j << " elements\n";
|
|
}
|
|
}
|
|
|
|
void
|
|
ModelTree::BlockLinear(Model_Block *ModelBlock)
|
|
{
|
|
int i,j,l,m,ll;
|
|
for(j = 0;j < ModelBlock->Size;j++)
|
|
{
|
|
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE ||
|
|
ModelBlock->Block_List[j].Simulation_Type==SOLVE_FOREWARD_COMPLETE)
|
|
{
|
|
ll=ModelBlock->Block_List[j].Max_Lag;
|
|
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[ll].size;i++)
|
|
{
|
|
int eq=ModelBlock->Block_List[j].IM_lead_lag[ll].Equ_Index[i];
|
|
int var=ModelBlock->Block_List[j].IM_lead_lag[ll].Var_Index[i];
|
|
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(eEndogenous,var,0)));
|
|
if (it!= first_derivatives.end())
|
|
{
|
|
NodeID Id = it->second;
|
|
set<pair<int, int> > endogenous;
|
|
Id->collectEndogenous(endogenous);
|
|
if (endogenous.size() > 0)
|
|
{
|
|
for(l=0;l<ModelBlock->Block_List[j].Size;l++)
|
|
{
|
|
if (endogenous.find(make_pair(ModelBlock->Block_List[j].Variable[l], 0)) != endogenous.end())
|
|
{
|
|
ModelBlock->Block_List[j].is_linear=false;
|
|
goto follow;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
else if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
|
|
{
|
|
for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
|
|
{
|
|
int k1=m-ModelBlock->Block_List[j].Max_Lag;
|
|
for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
|
|
{
|
|
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
|
|
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
|
|
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(eEndogenous,var,k1)));
|
|
NodeID Id = it->second;
|
|
if (it!= first_derivatives.end())
|
|
{
|
|
set<pair<int, int> > endogenous;
|
|
Id->collectEndogenous(endogenous);
|
|
if (endogenous.size() > 0)
|
|
{
|
|
for(l=0;l<ModelBlock->Block_List[j].Size;l++)
|
|
{
|
|
if (endogenous.find(make_pair(ModelBlock->Block_List[j].Variable[l], k1)) != endogenous.end())
|
|
{
|
|
ModelBlock->Block_List[j].is_linear=false;
|
|
goto follow;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
follow:
|
|
i=0;
|
|
}
|
|
}
|
|
|
|
void
|
|
ModelTree::computingPass(const eval_context_type &eval_context)
|
|
{
|
|
cout << equations.size() << " equation(s) found" << endl;
|
|
|
|
// Sorting variable table
|
|
variable_table.sort();
|
|
|
|
// Determine derivation order
|
|
int order = 1;
|
|
if (computeThirdDerivatives)
|
|
order = 3;
|
|
else if (computeHessian || computeStaticHessian)
|
|
order = 2;
|
|
|
|
// Launch computations
|
|
derive(order);
|
|
|
|
if (mode == eSparseDLLMode || mode == eSparseMode)
|
|
{
|
|
jacob_map j_m;
|
|
|
|
evaluateJacobian(eval_context, &j_m);
|
|
|
|
if (block_triangular.bt_verbose)
|
|
{
|
|
cout << "The gross incidence matrix \n";
|
|
block_triangular.Print_IM( symbol_table.endo_nbr);
|
|
}
|
|
block_triangular.Normalize_and_BlockDecompose_Static_0_Model(j_m);
|
|
BlockLinear(block_triangular.ModelBlock);
|
|
|
|
computeTemporaryTermsOrdered(order, block_triangular.ModelBlock);
|
|
}
|
|
else
|
|
computeTemporaryTerms(order);
|
|
}
|
|
|
|
void
|
|
ModelTree::writeStaticFile(const string &basename) const
|
|
{
|
|
switch(mode)
|
|
{
|
|
case eStandardMode:
|
|
case eSparseDLLMode:
|
|
writeStaticMFile(basename + "_static");
|
|
break;
|
|
case eSparseMode:
|
|
writeSparseStaticMFile(basename + "_static", basename, mode);
|
|
case eDLLMode:
|
|
writeStaticCFile(basename + "_static");
|
|
break;
|
|
}
|
|
}
|
|
|
|
void
|
|
ModelTree::writeDynamicFile(const string &basename) const
|
|
{
|
|
ExprNodeOutputType output_type = (mode == eDLLMode ? oCStaticModel : oMatlabStaticModel);
|
|
switch(mode)
|
|
{
|
|
case eStandardMode:
|
|
writeDynamicMFile(basename + "_dynamic");
|
|
break;
|
|
case eSparseMode:
|
|
writeSparseDynamicFileAndBinFile(basename + "_dynamic", basename, output_type, mode);
|
|
break;
|
|
case eDLLMode:
|
|
writeDynamicCFile(basename + "_dynamic");
|
|
break;
|
|
case eSparseDLLMode:
|
|
writeSparseDynamicFileAndBinFile(basename + "_dynamic", basename, output_type, mode);
|
|
if (compiler==GCC_COMPILE || compiler==LCC_COMPILE )
|
|
writeSparseDLLDynamicHFile(basename + "_dynamic");
|
|
break;
|
|
}
|
|
}
|
|
|
|
void
|
|
ModelTree::matrixHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const
|
|
{
|
|
output << LPAR(output_type);
|
|
if (OFFSET(output_type))
|
|
output << eq_nb + 1 << ", " << col_nb + 1;
|
|
else
|
|
output << eq_nb + col_nb * equations.size();
|
|
output << RPAR(output_type);
|
|
}
|