1456 lines
65 KiB
C++
1456 lines
65 KiB
C++
/*
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* Copyright (C) 2003-2009 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 <iostream>
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#include <cmath>
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#include <cstdlib>
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#include <cassert>
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#include <cstdio>
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#include <cerrno>
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#include "StaticDllModel.hh"
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// For mkdir() and chdir()
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#ifdef _WIN32
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# include <direct.h>
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#else
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# include <unistd.h>
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# include <sys/stat.h>
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# include <sys/types.h>
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#endif
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StaticDllModel::StaticDllModel(SymbolTable &symbol_table_arg,
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NumericalConstants &num_constants_arg) :
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ModelTree(symbol_table_arg, num_constants_arg),
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max_lag(0), max_lead(0),
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max_endo_lag(0), max_endo_lead(0),
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max_exo_lag(0), max_exo_lead(0),
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max_exo_det_lag(0), max_exo_det_lead(0),
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dynJacobianColsNbr(0),
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mode(eStandardMode),
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cutoff(1e-15),
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markowitz(0.7),
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mfs(0),
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block_triangular(symbol_table_arg, num_constants_arg)
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{
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}
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NodeID
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StaticDllModel::AddVariable(const string &name, int lag)
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{
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return AddVariableInternal(name, lag);
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}
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void
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StaticDllModel::compileDerivative(ofstream &code_file, int eq, int symb_id, int lag, 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, getDerivID(symb_id, lag)));
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first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symbol_table.getID(eEndogenous, symb_id), lag)));
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if (it != first_derivatives.end())
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(it->second)->compile(code_file, false, temporary_terms, map_idx, false);
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else
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code_file.write(&FLDZ, sizeof(FLDZ));
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}
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void
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StaticDllModel::compileChainRuleDerivative(ofstream &code_file, int eqr, int varr, int lag, map_idx_type &map_idx) const
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{
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map<pair<int, pair<int, int> >, NodeID>::const_iterator it = first_chain_rule_derivatives.find(make_pair(eqr, make_pair(varr, lag)));
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if (it != first_chain_rule_derivatives.end())
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(it->second)->compile(code_file, false, temporary_terms, map_idx, false);
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else
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code_file.write(&FLDZ, sizeof(FLDZ));
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}
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void
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StaticDllModel::BuildIncidenceMatrix()
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{
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set<pair<int, int> > endogenous, exogenous;
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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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endogenous.clear();
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NodeID Id = eq_node->get_arg1();
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Id->collectEndogenous(endogenous);
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Id = eq_node->get_arg2();
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Id->collectEndogenous(endogenous);
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for (set<pair<int, int> >::iterator it_endogenous=endogenous.begin();it_endogenous!=endogenous.end();it_endogenous++)
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{
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block_triangular.incidencematrix.fill_IM(eq, it_endogenous->first, 0, eEndogenous);
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}
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exogenous.clear();
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Id = eq_node->get_arg1();
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Id->collectExogenous(exogenous);
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Id = eq_node->get_arg2();
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Id->collectExogenous(exogenous);
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for (set<pair<int, int> >::iterator it_exogenous=exogenous.begin();it_exogenous!=exogenous.end();it_exogenous++)
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{
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block_triangular.incidencematrix.fill_IM(eq, it_exogenous->first, 0, eExogenous);
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}
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}
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}
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void
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StaticDllModel::computeTemporaryTermsOrdered(Model_Block *ModelBlock)
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{
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map<NodeID, pair<int, int> > first_occurence;
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map<NodeID, int> reference_count;
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int i, j, eqr, varr, lag;
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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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first_derivatives_type::const_iterator it;
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first_chain_rule_derivatives_type::const_iterator it_chr;
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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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// Compute the temporary terms reordered
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for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
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{
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if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S && i<ModelBlock->Block_List[j].Nb_Recursives && ModelBlock->Block_List[j].Equation_Normalized[i])
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ModelBlock->Block_List[j].Equation_Normalized[i]->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, i, map_idx);
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else
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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, i, map_idx);
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}
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}
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for(i=0; i<(int)ModelBlock->Block_List[j].Chain_Rule_Derivatives->size();i++)
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{
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pair< pair<int, pair<int, int> >, pair<int, int> > it = ModelBlock->Block_List[j].Chain_Rule_Derivatives->at(i);
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lag=it.first.first;
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int eqr=it.second.first;
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int varr=it.second.second;
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it_chr=first_chain_rule_derivatives.find(make_pair(eqr, make_pair( varr, lag)));
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it_chr->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
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}
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}
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for (j = 0;j < ModelBlock->Size;j++)
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{
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// Collecte the temporary terms reordered
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for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
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{
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if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S && i<ModelBlock->Block_List[j].Nb_Recursives && ModelBlock->Block_List[j].Equation_Normalized[i])
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ModelBlock->Block_List[j].Equation_Normalized[i]->collectTemporary_terms(temporary_terms, ModelBlock, j);
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else
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{
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eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
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eq_node->collectTemporary_terms(temporary_terms, ModelBlock, j);
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}
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}
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for(i=0; i<(int)ModelBlock->Block_List[j].Chain_Rule_Derivatives->size();i++)
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{
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pair< pair<int, pair<int, int> >, pair<int, int> > it = ModelBlock->Block_List[j].Chain_Rule_Derivatives->at(i);
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lag=it.first.first;
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eqr=it.second.first;
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varr=it.second.second;
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it_chr=first_chain_rule_derivatives.find(make_pair(eqr, make_pair( varr, lag)));
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it_chr->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
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}
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}
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// Add a mapping form node ID to temporary terms order
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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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}
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void
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StaticDllModel::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &static_basename) const
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{
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int i,j,k,m;
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string tmp_s, sps;
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ostringstream tmp_output, tmp1_output, global_output;
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NodeID lhs=NULL, rhs=NULL;
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BinaryOpNode *eq_node;
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map<NodeID, int> reference_count;
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ofstream output;
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int nze, nze_exo, nze_other_endo;
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vector<int> feedback_variables;
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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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//recursive_variables.clear();
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feedback_variables.clear();
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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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nze = nze_exo = nze_other_endo = 0;
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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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nze+=ModelBlock->Block_List[j].IM_lead_lag[m].size;
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tmp1_output.str("");
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tmp1_output << static_basename << "_" << j+1 << ".m";
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output.open(tmp1_output.str().c_str(), ios::out | ios::binary);
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output << "%\n";
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output << "% " << tmp1_output.str() << " : Computes static model for Dynare\n";
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output << "%\n";
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output << "% Warning : this file is generated automatically by Dynare\n";
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output << "% from model file (.mod)\n\n";
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output << "%/\n";
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if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
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||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD)
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output << "function y = " << static_basename << "_" << j+1 << "(y, x, params)\n";
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else if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_COMPLETE
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|| ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE
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|| ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_SIMPLE
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|| ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_SIMPLE)
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output << "function [residual, y, g1] = " << static_basename << "_" << j+1 << "(y, x, params)\n";
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output << " % ////////////////////////////////////////////////////////////////////////" << endl
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<< " % //" << string(" Block ").substr(int(log10(j + 1))) << j + 1 << " " << BlockTriangular::BlockType0(ModelBlock->Block_List[j].Type)
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<< " //" << endl
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<< " % // Simulation type "
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<< BlockTriangular::BlockSim(ModelBlock->Block_List[j].Simulation_Type) << " //" << endl
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<< " % ////////////////////////////////////////////////////////////////////////" << endl;
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//The Temporary terms
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if (ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD
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&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FORWARD)
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output << " g1 = spalloc(" << ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives
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<< ", " << ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives << ", " << nze << ");\n";
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if (ModelBlock->Block_List[j].Temporary_InUse->size())
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{
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tmp_output.str("");
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for (temporary_terms_inuse_type::const_iterator it = ModelBlock->Block_List[j].Temporary_InUse->begin();
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it != ModelBlock->Block_List[j].Temporary_InUse->end(); it++)
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tmp_output << " T" << *it;
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output << " global" << tmp_output.str() << ";\n";
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}
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if (ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD && ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FORWARD)
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output << " residual=zeros(" << ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives << ",1);\n";
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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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temporary_terms_type tt2;
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tt2.clear();
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if (ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->size())
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output << " " << sps << "% //Temporary variables" << endl;
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for (temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->begin();
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it != ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->end(); it++)
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{
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output << " " << sps;
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(*it)->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
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output << " = ";
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(*it)->writeOutput(output, oMatlabStaticModelSparse, 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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}
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string sModel = symbol_table.getName(symbol_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i])) ;
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eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
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lhs = eq_node->get_arg1();
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rhs = eq_node->get_arg2();
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tmp_output.str("");
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/*if((ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD or ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FORWARD) and (i<ModelBlock->Block_List[j].Nb_Recursives))
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lhs->writeOutput(tmp_output, oMatlabStaticModelSparse, temporary_terms);
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else*/
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lhs->writeOutput(tmp_output, oMatlabStaticModelSparse, temporary_terms);
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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_FORWARD:
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evaluation: if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
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output << " % equation " << ModelBlock->Block_List[j].Equation[i]+1 << " variable : " << sModel
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<< " (" << ModelBlock->Block_List[j].Variable[i]+1 << ") " << block_triangular.c_Equation_Type(ModelBlock->Block_List[j].Equation_Type[i]) << endl;
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output << " ";
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if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE)
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{
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output << tmp_output.str();
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output << " = ";
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rhs->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
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}
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else if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S)
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{
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output << "%" << tmp_output.str();
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output << " = ";
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if (ModelBlock->Block_List[j].Equation_Normalized[i])
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{
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rhs->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
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output << "\n ";
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tmp_output.str("");
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eq_node = (BinaryOpNode *)ModelBlock->Block_List[j].Equation_Normalized[i];
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lhs = eq_node->get_arg1();
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rhs = eq_node->get_arg2();
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lhs->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
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output << " = ";
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rhs->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
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}
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}
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else
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{
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cerr << "Type missmatch for equation " << ModelBlock->Block_List[j].Equation[i]+1 << "\n";
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exit(EXIT_FAILURE);
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}
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output << ";\n";
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break;
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case SOLVE_BACKWARD_SIMPLE:
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case SOLVE_FORWARD_SIMPLE:
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case SOLVE_BACKWARD_COMPLETE:
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case SOLVE_FORWARD_COMPLETE:
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if (i<ModelBlock->Block_List[j].Nb_Recursives)
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goto evaluation;
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feedback_variables.push_back(ModelBlock->Block_List[j].Variable[i]);
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output << " % equation " << ModelBlock->Block_List[j].Equation[i]+1 << " variable : " << sModel
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<< " (" << ModelBlock->Block_List[j].Variable[i]+1 << ") " << block_triangular.c_Equation_Type(ModelBlock->Block_List[j].Equation_Type[i]) << endl;
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output << " " << "residual(" << i+1-ModelBlock->Block_List[j].Nb_Recursives << ") = (";
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goto end;
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default:
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end:
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output << tmp_output.str();
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output << ") - (";
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rhs->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
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output << ");\n";
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}
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}
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// The Jacobian if we have to solve the block
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output << " " << sps << "% Jacobian " << endl;
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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_FORWARD:
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break;
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case SOLVE_BACKWARD_SIMPLE:
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case SOLVE_FORWARD_SIMPLE:
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case SOLVE_BACKWARD_COMPLETE:
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case SOLVE_FORWARD_COMPLETE:
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for(i=0; i<(int)ModelBlock->Block_List[j].Chain_Rule_Derivatives->size();i++)
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{
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pair< pair<int, pair<int, int> >, pair<int, int> > it = ModelBlock->Block_List[j].Chain_Rule_Derivatives->at(i);
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k=it.first.first;
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int eq=it.first.second.first;
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int var=it.first.second.second;
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int eqr=it.second.first;
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int varr=it.second.second;
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output << " g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives << ", "
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<< var+1-ModelBlock->Block_List[j].Nb_Recursives << ") = ";
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writeChainRuleDerivative(output, eqr, varr, k, oMatlabStaticModelSparse, temporary_terms);
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output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
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<< " " << varr+1 << ", equation=" << eqr+1 << endl;
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}
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break;
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default:
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break;
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}
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output.close();
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}
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}
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void
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StaticDllModel::writeModelEquationsCodeOrdered(const string file_name, const Model_Block *ModelBlock, const string bin_basename, map_idx_type map_idx) const
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{
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struct Uff_l
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{
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int u, var, lag;
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Uff_l *pNext;
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};
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struct Uff
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{
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Uff_l *Ufl, *Ufl_First;
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};
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int i,j,k,v;
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string tmp_s;
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ostringstream tmp_output;
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ofstream code_file;
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NodeID lhs=NULL, rhs=NULL;
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BinaryOpNode *eq_node;
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Uff Uf[symbol_table.endo_nbr()];
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map<NodeID, int> reference_count;
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vector<int> feedback_variables;
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bool file_open=false;
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string main_name=file_name;
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main_name+=".cod";
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code_file.open(main_name.c_str(), ios::out | ios::binary | ios::ate );
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if (!code_file.is_open())
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{
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cout << "Error : Can't open file \"" << main_name << "\" for writing\n";
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exit(EXIT_FAILURE);
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}
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//Temporary variables declaration
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code_file.write(&FDIMST, sizeof(FDIMST));
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k=temporary_terms.size();
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code_file.write(reinterpret_cast<char *>(&k),sizeof(k));
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for (j = 0; j < ModelBlock->Size ;j++)
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{
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feedback_variables.clear();
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if (j>0)
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code_file.write(&FENDBLOCK, sizeof(FENDBLOCK));
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code_file.write(&FBEGINBLOCK, sizeof(FBEGINBLOCK));
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v=ModelBlock->Block_List[j].Size - ModelBlock->Block_List[j].Nb_Recursives;
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code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
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v=ModelBlock->Block_List[j].Simulation_Type;
|
|
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
|
|
int count_u;
|
|
for (i=ModelBlock->Block_List[j].Nb_Recursives; 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]));
|
|
}
|
|
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_COMPLETE)
|
|
{
|
|
int u_count_int=0;
|
|
Write_Inf_To_Bin_File(file_name, bin_basename, j, u_count_int,file_open);
|
|
code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].is_linear),sizeof(ModelBlock->Block_List[j].is_linear));
|
|
v = u_count_int ;
|
|
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));
|
|
|
|
v=u_count_int;
|
|
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
|
|
file_open=true;
|
|
}
|
|
// The equations
|
|
//cout << block_triangular.BlockSim(ModelBlock->Block_List[j].Simulation_Type) << " j=" << j << endl;
|
|
for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
{
|
|
//The Temporary terms
|
|
//cout << "equation = " << ModelBlock->Block_List[j].Equation[i] << " variable = " << ModelBlock->Block_List[j].Variable[i] << " r[" << i << "] " << block_triangular.c_Equation_Type(ModelBlock->Block_List[j].Equation_Type[i]) << endl;
|
|
temporary_terms_type tt2;
|
|
tt2.clear();
|
|
for (temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->begin();
|
|
it != ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->end(); it++)
|
|
{
|
|
(*it)->compile(code_file, false, tt2, map_idx, false);
|
|
code_file.write(&FSTPST, sizeof(FSTPST));
|
|
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);
|
|
}
|
|
switch (ModelBlock->Block_List[j].Simulation_Type)
|
|
{
|
|
evaluation:
|
|
case EVALUATE_BACKWARD:
|
|
case EVALUATE_FORWARD:
|
|
if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE)
|
|
{
|
|
eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
|
|
lhs = eq_node->get_arg1();
|
|
rhs = eq_node->get_arg2();
|
|
rhs->compile(code_file, false, temporary_terms, map_idx, false);
|
|
lhs->compile(code_file, true, temporary_terms, map_idx, false);
|
|
}
|
|
else if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S)
|
|
{
|
|
eq_node = (BinaryOpNode*)ModelBlock->Block_List[j].Equation_Normalized[i];
|
|
lhs = eq_node->get_arg1();
|
|
rhs = eq_node->get_arg2();
|
|
rhs->compile(code_file, false, temporary_terms, map_idx, false);
|
|
lhs->compile(code_file, true, temporary_terms, map_idx, false);
|
|
}
|
|
break;
|
|
case SOLVE_BACKWARD_COMPLETE:
|
|
case SOLVE_FORWARD_COMPLETE:
|
|
if (i<ModelBlock->Block_List[j].Nb_Recursives)
|
|
goto evaluation;
|
|
feedback_variables.push_back(ModelBlock->Block_List[j].Variable[i]);
|
|
v=ModelBlock->Block_List[j].Equation[i];
|
|
Uf[v].Ufl=NULL;
|
|
goto end;
|
|
default:
|
|
end:
|
|
eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
|
|
lhs = eq_node->get_arg1();
|
|
rhs = eq_node->get_arg2();
|
|
lhs->compile(code_file, false, temporary_terms, map_idx, false);
|
|
rhs->compile(code_file, false, temporary_terms, map_idx, false);
|
|
code_file.write(&FBINARY, sizeof(FBINARY));
|
|
int v=oMinus;
|
|
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
|
|
code_file.write(&FSTPR, sizeof(FSTPR));
|
|
v = i - ModelBlock->Block_List[j].Nb_Recursives;
|
|
code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
|
|
}
|
|
}
|
|
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_FORWARD)
|
|
{
|
|
switch (ModelBlock->Block_List[j].Simulation_Type)
|
|
{
|
|
case SOLVE_BACKWARD_SIMPLE:
|
|
case SOLVE_FORWARD_SIMPLE:
|
|
compileDerivative(code_file, ModelBlock->Block_List[j].Equation[0], ModelBlock->Block_List[j].Variable[0], 0, 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_FORWARD_COMPLETE:
|
|
count_u = feedback_variables.size();
|
|
for(i=0; i<(int)ModelBlock->Block_List[j].Chain_Rule_Derivatives->size();i++)
|
|
{
|
|
pair< pair<int, pair<int, int> >, pair<int, int> > it = ModelBlock->Block_List[j].Chain_Rule_Derivatives->at(i);
|
|
k=it.first.first;
|
|
int eq=it.first.second.first;
|
|
int var=it.first.second.second;
|
|
int eqr=it.second.first;
|
|
int varr=it.second.second;
|
|
int v=ModelBlock->Block_List[j].Equation[eq];
|
|
if(eq>=ModelBlock->Block_List[j].Nb_Recursives and var>=ModelBlock->Block_List[j].Nb_Recursives)
|
|
{
|
|
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=count_u;
|
|
Uf[v].Ufl->var=varr;
|
|
Uf[v].Ufl->lag=k;
|
|
compileChainRuleDerivative(code_file, eqr, varr, k, map_idx);
|
|
code_file.write(&FSTPSU, sizeof(FSTPSU));
|
|
code_file.write(reinterpret_cast<char *>(&count_u), sizeof(count_u));
|
|
count_u++;
|
|
}
|
|
}
|
|
for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
{
|
|
if(i>=ModelBlock->Block_List[j].Nb_Recursives)
|
|
{
|
|
code_file.write(&FLDR, sizeof(FLDR));
|
|
v = i-ModelBlock->Block_List[j].Nb_Recursives;
|
|
code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
|
|
code_file.write(&FLDZ, sizeof(FLDZ));
|
|
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(&FLDSU, sizeof(FLDSU));
|
|
code_file.write(reinterpret_cast<char *>(&Uf[v].Ufl->u), sizeof(Uf[v].Ufl->u));
|
|
code_file.write(&FLDSV, sizeof(FLDSV));
|
|
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));
|
|
code_file.write(&FBINARY, sizeof(FBINARY));
|
|
v1=oTimes;
|
|
code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
|
|
code_file.write(&FCUML, sizeof(FCUML));
|
|
}
|
|
Uf[v].Ufl=Uf[v].Ufl_First;
|
|
while (Uf[v].Ufl)
|
|
{
|
|
Uf[v].Ufl_First=Uf[v].Ufl->pNext;
|
|
free(Uf[v].Ufl);
|
|
Uf[v].Ufl=Uf[v].Ufl_First;
|
|
}
|
|
code_file.write(&FBINARY, sizeof(FBINARY));
|
|
v=oMinus;
|
|
code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
|
|
code_file.write(&FSTPSU, sizeof(FSTPSU));
|
|
v = i - ModelBlock->Block_List[j].Nb_Recursives;
|
|
code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
|
|
}
|
|
}
|
|
break;
|
|
default:
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
code_file.write(&FENDBLOCK, sizeof(FENDBLOCK));
|
|
code_file.write(&FEND, sizeof(FEND));
|
|
code_file.close();
|
|
}
|
|
|
|
|
|
|
|
void
|
|
StaticDllModel::Write_Inf_To_Bin_File(const string &static_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 + "_static.bin").c_str(), ios::out | ios::in | ios::binary | ios ::ate );
|
|
else
|
|
SaveCode.open((bin_basename + "_static.bin").c_str(), ios::out | ios::binary);
|
|
if (!SaveCode.is_open())
|
|
{
|
|
cout << "Error : Can't open file \"" << bin_basename << "_static.bin\" for writing\n";
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
u_count_int=0;
|
|
int Size = block_triangular.ModelBlock->Block_List[num].Size - block_triangular.ModelBlock->Block_List[num].Nb_Recursives;
|
|
for(int i=0; i<(int)block_triangular.ModelBlock->Block_List[num].Chain_Rule_Derivatives->size();i++)
|
|
{
|
|
//Chain_Rule_Derivatives.insert(make_pair( make_pair(eq, eqr), make_pair(var, make_pair(varr, lag))));
|
|
pair< pair<int, pair<int, int> >, pair<int, int> > it = block_triangular.ModelBlock->Block_List[num].Chain_Rule_Derivatives->at(i);
|
|
int k=it.first.first;
|
|
int eq=it.first.second.first;
|
|
|
|
int var_init=it.first.second.second;
|
|
/*int eqr=it.second.first;
|
|
int varr=it.second.second;*/
|
|
if(eq>=block_triangular.ModelBlock->Block_List[num].Nb_Recursives and var_init>=block_triangular.ModelBlock->Block_List[num].Nb_Recursives)
|
|
{
|
|
int v=eq-block_triangular.ModelBlock->Block_List[num].Nb_Recursives;
|
|
SaveCode.write(reinterpret_cast<char *>(&v), sizeof(v));
|
|
int var=it.first.second.second-block_triangular.ModelBlock->Block_List[num].Nb_Recursives + k * Size;
|
|
SaveCode.write(reinterpret_cast<char *>(&var), sizeof(var));
|
|
SaveCode.write(reinterpret_cast<char *>(&k), sizeof(k));
|
|
int u = u_count_int + Size;
|
|
SaveCode.write(reinterpret_cast<char *>(&u), sizeof(u));
|
|
//cout << "eq=" << v << ", var=" << var << ", lag=" << k << " u=" << u << "\n";
|
|
u_count_int++;
|
|
}
|
|
}
|
|
/*cout << "u_count_int=" << u_count_int << endl;
|
|
cout << "block_triangular.ModelBlock->Block_List[" << num << "].Nb_Recursives=" << block_triangular.ModelBlock->Block_List[num].Nb_Recursives << " block_triangular.ModelBlock->Block_List[" << num << "].Size=" << block_triangular.ModelBlock->Block_List[num].Size << endl;*/
|
|
for (j=block_triangular.ModelBlock->Block_List[num].Nb_Recursives;j<block_triangular.ModelBlock->Block_List[num].Size;j++)
|
|
{
|
|
int varr=block_triangular.ModelBlock->Block_List[num].Variable[j];
|
|
//cout << "j=" << j << " varr=" << varr << "\n";
|
|
SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
|
|
}
|
|
for (j=block_triangular.ModelBlock->Block_List[num].Nb_Recursives;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
|
|
StaticDllModel::writeSparseStaticMFile(const string &static_basename, const string &basename, const int mode) const
|
|
{
|
|
string sp;
|
|
ofstream mStaticModelFile;
|
|
ostringstream tmp, tmp1, tmp_eq;
|
|
int prev_Simulation_Type;
|
|
//SymbolicGaussElimination SGE;
|
|
bool OK;
|
|
chdir(basename.c_str());
|
|
string 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(EXIT_FAILURE);
|
|
}
|
|
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";
|
|
|
|
int i, k;
|
|
|
|
mStaticModelFile << "function [varargout] = " << static_basename << "(varargin)\n";
|
|
mStaticModelFile << " 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, oMatlabStaticModelSparse, temporary_terms);
|
|
}
|
|
if (tmp_output.str().length()>0)
|
|
mStaticModelFile << " global " << tmp_output.str() << " M_ ;\n";
|
|
|
|
mStaticModelFile << " T_init=0;\n";
|
|
tmp_output.str("");
|
|
for (temporary_terms_type::const_iterator it = temporary_terms.begin();
|
|
it != temporary_terms.end(); it++)
|
|
{
|
|
tmp_output << " ";
|
|
(*it)->writeOutput(tmp_output, oMatlabStaticModel, temporary_terms);
|
|
tmp_output << "=T_init;\n";
|
|
}
|
|
if (tmp_output.str().length()>0)
|
|
mStaticModelFile << tmp_output.str();
|
|
|
|
mStaticModelFile << " y_size=M_.endo_nbr;\n";
|
|
mStaticModelFile << " %it is the deterministic simulation of the block decomposed static model\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 oo_.exo_det_steady_state];\n";
|
|
|
|
prev_Simulation_Type=-1;
|
|
mStaticModelFile << " params=M_.params;\n";
|
|
mStaticModelFile << " oo_.deterministic_simulation.status = 0;\n";
|
|
for (i = 0;i < block_triangular.ModelBlock->Size;i++)
|
|
{
|
|
k = block_triangular.ModelBlock->Block_List[i].Simulation_Type;
|
|
if ((k == EVALUATE_FORWARD) && (block_triangular.ModelBlock->Block_List[i].Size))
|
|
{
|
|
mStaticModelFile << " oo_.deterministic_simulation.status = 1;\n";
|
|
mStaticModelFile << " oo_.deterministic_simulation.error = 0;\n";
|
|
mStaticModelFile << " oo_.deterministic_simulation.iterations = 0;\n";
|
|
mStaticModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
|
|
mStaticModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
|
|
mStaticModelFile << " else\n";
|
|
mStaticModelFile << " blck_num = 1;\n";
|
|
mStaticModelFile << " end;\n";
|
|
mStaticModelFile << " oo_.deterministic_simulation.block(blck_num).status = 1;\n";
|
|
mStaticModelFile << " oo_.deterministic_simulation.block(blck_num).error = 0;\n";
|
|
mStaticModelFile << " oo_.deterministic_simulation.block(blck_num).iterations = 0;\n";
|
|
//mStaticModelFile << " for it_ = y_kmin+1:(periods+y_kmin)\n";
|
|
mStaticModelFile << " y=" << static_basename << "_" << i + 1 << "(y, x, params);\n";
|
|
mStaticModelFile << " tmp = y(:,M_.block_structure.block(" << i + 1 << ").variable);\n";
|
|
mStaticModelFile << " if(isnan(tmp) | isinf(tmp))\n";
|
|
mStaticModelFile << " disp(['Inf or Nan value during the evaluation of block " << i <<"']);\n";
|
|
mStaticModelFile << " return;\n";
|
|
mStaticModelFile << " end;\n";
|
|
}
|
|
else if ((k == EVALUATE_BACKWARD) && (block_triangular.ModelBlock->Block_List[i].Size))
|
|
{
|
|
mStaticModelFile << " oo_.deterministic_simulation.status = 1;\n";
|
|
mStaticModelFile << " oo_.deterministic_simulation.error = 0;\n";
|
|
mStaticModelFile << " oo_.deterministic_simulation.iterations = 0;\n";
|
|
mStaticModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
|
|
mStaticModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
|
|
mStaticModelFile << " else\n";
|
|
mStaticModelFile << " blck_num = 1;\n";
|
|
mStaticModelFile << " end;\n";
|
|
mStaticModelFile << " oo_.deterministic_simulation.block(blck_num).status = 1;\n";
|
|
mStaticModelFile << " oo_.deterministic_simulation.block(blck_num).error = 0;\n";
|
|
mStaticModelFile << " oo_.deterministic_simulation.block(blck_num).iterations = 0;\n";
|
|
mStaticModelFile << " " << static_basename << "_" << i + 1 << "(y, x, params);\n";
|
|
mStaticModelFile << " tmp = y(:,M_.block_structure.block(" << i + 1 << ").variable);\n";
|
|
mStaticModelFile << " if(isnan(tmp) | isinf(tmp))\n";
|
|
mStaticModelFile << " disp(['Inf or Nan value during the evaluation of block " << i <<"']);\n";
|
|
mStaticModelFile << " return;\n";
|
|
mStaticModelFile << " end;\n";
|
|
}
|
|
else if ((k == SOLVE_FORWARD_COMPLETE || k == SOLVE_FORWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
|
|
{
|
|
/*mStaticModelFile << " g1=0;\n";
|
|
mStaticModelFile << " r=0;\n";*/
|
|
tmp.str("");
|
|
for (int ik=block_triangular.ModelBlock->Block_List[i].Nb_Recursives ;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
|
|
{
|
|
tmp << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
|
|
}
|
|
mStaticModelFile << " y_index = [" << tmp.str() << "];\n";
|
|
/*int nze, m;
|
|
for (nze=0,m=0;m<=block_triangular.ModelBlock->Block_List[i].Max_Lead+block_triangular.ModelBlock->Block_List[i].Max_Lag;m++)*/
|
|
int nze=block_triangular.ModelBlock->Block_List[i].IM_lead_lag[0].size;
|
|
mStaticModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
|
|
mStaticModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
|
|
mStaticModelFile << " else\n";
|
|
mStaticModelFile << " blck_num = 1;\n";
|
|
mStaticModelFile << " end;\n";
|
|
mStaticModelFile << " y = solve_one_boundary('" << static_basename << "_" << i + 1 << "'" <<
|
|
", y, x, params, y_index, " << nze <<
|
|
", 1, " << block_triangular.ModelBlock->Block_List[i].is_linear <<
|
|
", blck_num, 0, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method, 1, 0, 0);\n";
|
|
mStaticModelFile << " tmp = y(:,M_.block_structure.block(" << i + 1 << ").variable);\n";
|
|
mStaticModelFile << " if(isnan(tmp) | isinf(tmp))\n";
|
|
mStaticModelFile << " disp(['Inf or Nan value during the resolution of block " << i <<"']);\n";
|
|
mStaticModelFile << " return;\n";
|
|
mStaticModelFile << " end;\n";
|
|
}
|
|
else if ((k == SOLVE_BACKWARD_COMPLETE || k == SOLVE_BACKWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
|
|
{
|
|
/*mStaticModelFile << " g1=0;\n";
|
|
mStaticModelFile << " r=0;\n";*/
|
|
tmp.str("");
|
|
for (int ik=block_triangular.ModelBlock->Block_List[i].Nb_Recursives ;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
|
|
{
|
|
tmp << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
|
|
}
|
|
mStaticModelFile << " y_index = [" << tmp.str() << "];\n";
|
|
/*int nze, m;
|
|
for (nze=0,m=0;m<=block_triangular.ModelBlock->Block_List[i].Max_Lead+block_triangular.ModelBlock->Block_List[i].Max_Lag;m++)*/
|
|
int nze=block_triangular.ModelBlock->Block_List[i].IM_lead_lag[0].size;
|
|
mStaticModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
|
|
mStaticModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
|
|
mStaticModelFile << " else\n";
|
|
mStaticModelFile << " blck_num = 1;\n";
|
|
mStaticModelFile << " end;\n";
|
|
mStaticModelFile << " y = solve_one_boundary('" << static_basename << "_" << i + 1 << "'" <<
|
|
", y, x, params, y_index, " << nze <<
|
|
", 0, " << block_triangular.ModelBlock->Block_List[i].is_linear <<
|
|
", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method, 1, 0, 0);\n";
|
|
mStaticModelFile << " tmp = y(:,M_.block_structure.block(" << i + 1 << ").variable);\n";
|
|
mStaticModelFile << " if(isnan(tmp) | isinf(tmp))\n";
|
|
mStaticModelFile << " disp(['Inf or Nan value during the resolution of block " << i <<"']);\n";
|
|
mStaticModelFile << " return;\n";
|
|
mStaticModelFile << " end;\n";
|
|
}
|
|
}
|
|
mStaticModelFile << " oo_.steady_state = y';\n";
|
|
mStaticModelFile << "return;\n";
|
|
|
|
mStaticModelFile.close();
|
|
|
|
writeModelEquationsOrdered_M( block_triangular.ModelBlock, static_basename);
|
|
|
|
chdir("..");
|
|
}
|
|
|
|
|
|
void
|
|
StaticDllModel::writeOutput(ostream &output, const string &basename, bool block) const
|
|
{
|
|
output << "options_.block=" << block << ";" << endl;
|
|
output << "options_.bytecode=1;" << endl;
|
|
output << "options_.model_mode = " << mode << ";" << endl;
|
|
|
|
// Erase possible remnants of previous runs
|
|
if (mode != eStandardMode)
|
|
output << "delete('" << basename << "_static.m');" << endl;
|
|
if (mode != eDLLMode)
|
|
output << "erase_compiled_function('" + basename + "_static');" << endl;
|
|
|
|
// Special setup for DLL or Sparse modes
|
|
if (mode == eDLLMode)
|
|
output << "mex -O LDFLAGS='-pthread -shared -Wl,--no-undefined' " << basename << "_static.c" << endl;
|
|
if (block)
|
|
output << "addpath " << basename << ";" << endl;
|
|
}
|
|
|
|
void
|
|
StaticDllModel::writeOutputPostComputing(ostream &output, const string &basename, bool block) const
|
|
{
|
|
if (block)
|
|
output << "rmpath " << basename << ";" << endl;
|
|
}
|
|
|
|
void
|
|
StaticDllModel::evaluateJacobian(const eval_context_type &eval_context, jacob_map *j_m, bool dynamic)
|
|
{
|
|
int i=0;
|
|
int j=0;
|
|
bool *IM=NULL;
|
|
int a_variable_lag=-9999;
|
|
for (first_derivatives_type::iterator it = first_derivatives.begin();
|
|
it != first_derivatives.end(); it++)
|
|
{
|
|
//cout << "it->first.second=" << it->first.second << " variable_table.getSymbolID(it->first.second)=" << variable_table.getSymbolID(it->first.second) << " Type=" << variable_table.getType(it->first.second) << " eEndogenous=" << eEndogenous << " eExogenous=" << eExogenous << " variable_table.getLag(it->first.second)=" << variable_table.getLag(it->first.second) << "\n";
|
|
if (getTypeByDerivID(it->first.second) == eEndogenous)
|
|
{
|
|
NodeID Id = it->second;
|
|
double val = 0;
|
|
try
|
|
{
|
|
val = Id->eval(eval_context);
|
|
}
|
|
catch (ExprNode::EvalException &e)
|
|
{
|
|
cout << "evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getName(getSymbIDByDerivID(it->first.second)) << "(" << getLagByDerivID(it->first.second) << ") [" << getSymbIDByDerivID(it->first.second) << "] !" << endl;
|
|
Id->writeOutput(cout, oMatlabStaticModelSparse, temporary_terms);
|
|
cout << "\n";
|
|
cerr << "StaticDllModel::evaluateJacobian: evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getName(getSymbIDByDerivID(it->first.second)) << "(" << getLagByDerivID(it->first.second) << ")!" << endl;
|
|
}
|
|
int eq=it->first.first;
|
|
int var = symbol_table.getTypeSpecificID(getSymbIDByDerivID(it->first.second));///symbol_table.getID(eEndogenous,it->first.second);//variable_table.getSymbolID(it->first.second);
|
|
int k1 = getLagByDerivID(it->first.second);
|
|
if (a_variable_lag!=k1)
|
|
{
|
|
IM=block_triangular.incidencematrix.Get_IM(k1, eEndogenous);
|
|
a_variable_lag=k1;
|
|
}
|
|
if (k1==0 or !dynamic)
|
|
{
|
|
j++;
|
|
(*j_m)[make_pair(eq,var)]+=val;
|
|
}
|
|
if (IM[eq*symbol_table.endo_nbr()+var] && (fabs(val) < cutoff))
|
|
{
|
|
if (block_triangular.bt_verbose)
|
|
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.incidencematrix.unfill_IM(eq, var, k1, eEndogenous);
|
|
i++;
|
|
}
|
|
}
|
|
}
|
|
//Get ride of the elements of the incidence matrix equal to Zero
|
|
IM=block_triangular.incidencematrix.Get_IM(0, eEndogenous);
|
|
for (int i=0;i<symbol_table.endo_nbr();i++)
|
|
for (int j=0;j<symbol_table.endo_nbr();j++)
|
|
if (IM[i*symbol_table.endo_nbr()+j])
|
|
if (first_derivatives.find(make_pair(i,getDerivID(symbol_table.getID(eEndogenous, j), 0)))==first_derivatives.end())
|
|
block_triangular.incidencematrix.unfill_IM(i, j, 0, eEndogenous);
|
|
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
|
|
StaticDllModel::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_FORWARD_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(var,0)));
|
|
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,getDerivID(symbol_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 || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
|
|
{
|
|
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(var,k1)));
|
|
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,getDerivID(symbol_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;
|
|
}
|
|
}
|
|
|
|
|
|
map<pair<int, pair<int, int > >, NodeID>
|
|
StaticDllModel::collect_first_order_derivatives_endogenous()
|
|
{
|
|
map<pair<int, pair<int, int > >, NodeID> endo_derivatives;
|
|
for (first_derivatives_type::iterator it2 = first_derivatives.begin();
|
|
it2 != first_derivatives.end(); it2++)
|
|
{
|
|
if (getTypeByDerivID(it2->first.second)==eEndogenous)
|
|
{
|
|
int eq = it2->first.first;
|
|
int var=symbol_table.getTypeSpecificID(getSymbIDByDerivID(it2->first.second));
|
|
int lag=getLagByDerivID(it2->first.second);
|
|
//if (lag==0)
|
|
endo_derivatives[make_pair(eq, make_pair(var, lag))] = it2->second;
|
|
}
|
|
}
|
|
return endo_derivatives;
|
|
}
|
|
|
|
|
|
|
|
void
|
|
StaticDllModel::computingPass(const eval_context_type &eval_context, bool no_tmp_terms, bool block)
|
|
{
|
|
|
|
// Computes static jacobian columns
|
|
computeStatJacobianCols();
|
|
|
|
// Compute derivatives w.r. to all endogenous, and possibly exogenous and exogenous deterministic
|
|
set<int> vars;
|
|
for (deriv_id_table_t::const_iterator it = deriv_id_table.begin();
|
|
it != deriv_id_table.end(); it++)
|
|
{
|
|
SymbolType type = symbol_table.getType(it->first.first);
|
|
if (type == eEndogenous)
|
|
vars.insert(it->second);
|
|
}
|
|
|
|
// Launch computations
|
|
cout << "Computing static model derivatives:" << endl
|
|
<< " - order 1" << endl;
|
|
computeJacobian(vars);
|
|
//cout << "mode=" << mode << " eSparseDLLMode=" << eSparseDLLMode << " eSparseMode=" << eSparseMode << "\n";
|
|
if (block)
|
|
{
|
|
BuildIncidenceMatrix();
|
|
|
|
jacob_map j_m;
|
|
evaluateJacobian(eval_context, &j_m, true);
|
|
|
|
|
|
if (block_triangular.bt_verbose)
|
|
{
|
|
cout << "The gross incidence matrix \n";
|
|
block_triangular.incidencematrix.Print_IM(eEndogenous);
|
|
}
|
|
t_etype equation_simulation_type;
|
|
map<pair<int, pair<int, int> >, NodeID> first_order_endo_derivatives = collect_first_order_derivatives_endogenous();
|
|
|
|
block_triangular.Normalize_and_BlockDecompose_Static_0_Model(j_m, equations, equation_simulation_type, first_order_endo_derivatives, mfs, cutoff);
|
|
/*for (int j = 0;j < block_triangular.ModelBlock->Size;j++)
|
|
{
|
|
for (int i = 0;i < block_triangular.ModelBlock->Block_List[j].Size;i++)
|
|
{
|
|
if (i<block_triangular.ModelBlock->Block_List[j].Nb_Recursives )
|
|
cout << "block=" << j << " R i=" << i << " equation=" << block_triangular.ModelBlock->Block_List[j].Equation[i]+1 << " variable=" << block_triangular.ModelBlock->Block_List[j].Variable[i]+1 << endl;
|
|
else
|
|
cout << "block=" << j << " S i=" << i << " equation=" << block_triangular.ModelBlock->Block_List[j].Equation[i]+1 << " variable=" << block_triangular.ModelBlock->Block_List[j].Variable[i]+1 << endl;
|
|
}
|
|
}*/
|
|
|
|
BlockLinear(block_triangular.ModelBlock);
|
|
|
|
computeChainRuleJacobian(block_triangular.ModelBlock);
|
|
|
|
if (!no_tmp_terms)
|
|
computeTemporaryTermsOrdered(block_triangular.ModelBlock);
|
|
|
|
}
|
|
else
|
|
if (!no_tmp_terms)
|
|
computeTemporaryTerms(mode == eStandardMode);
|
|
}
|
|
|
|
void
|
|
StaticDllModel::writeStaticFile(const string &basename, bool block) const
|
|
{
|
|
int r;
|
|
if(block)
|
|
{
|
|
#ifdef _WIN32
|
|
r = mkdir(basename.c_str());
|
|
#else
|
|
r = mkdir(basename.c_str(), 0777);
|
|
#endif
|
|
if (r < 0 && errno != EEXIST)
|
|
{
|
|
perror("ERROR");
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
writeModelEquationsCodeOrdered(basename + "_static", block_triangular.ModelBlock, basename, map_idx);
|
|
block_triangular.Free_Block(block_triangular.ModelBlock);
|
|
block_triangular.incidencematrix.Free_IM();
|
|
}
|
|
else
|
|
{
|
|
}
|
|
/*switch (mode)
|
|
{
|
|
case eStandardMode:
|
|
break;
|
|
case eSparseMode:
|
|
#ifdef _WIN32
|
|
r = mkdir(basename.c_str());
|
|
#else
|
|
r = mkdir(basename.c_str(), 0777);
|
|
#endif
|
|
if (r < 0 && errno != EEXIST)
|
|
{
|
|
perror("ERROR");
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
writeSparseStaticMFile(basename + "_static", basename, mode);
|
|
block_triangular.Free_Block(block_triangular.ModelBlock);
|
|
block_triangular.incidencematrix.Free_IM();
|
|
//block_triangular.Free_IM_X(block_triangular.First_IM_X);
|
|
break;
|
|
case eDLLMode:
|
|
break;
|
|
case eSparseDLLMode:
|
|
// create a directory to store all the files
|
|
#ifdef _WIN32
|
|
r = mkdir(basename.c_str());
|
|
#else
|
|
r = mkdir(basename.c_str(), 0777);
|
|
#endif
|
|
if (r < 0 && errno != EEXIST)
|
|
{
|
|
perror("ERROR");
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
writeModelEquationsCodeOrdered(basename + "_static", block_triangular.ModelBlock, basename, map_idx);
|
|
block_triangular.Free_Block(block_triangular.ModelBlock);
|
|
block_triangular.incidencematrix.Free_IM();
|
|
//block_triangular.Free_IM_X(block_triangular.First_IM_X);
|
|
break;
|
|
}*/
|
|
}
|
|
|
|
|
|
int
|
|
StaticDllModel::computeDerivID(int symb_id, int lag)
|
|
{
|
|
// Check if static variable already has a deriv_id
|
|
pair<int, int> key = make_pair(symb_id, lag);
|
|
deriv_id_table_t::const_iterator it = deriv_id_table.find(key);
|
|
if (it != deriv_id_table.end())
|
|
return it->second;
|
|
|
|
// Create a new deriv_id
|
|
int deriv_id = deriv_id_table.size();
|
|
|
|
deriv_id_table[key] = deriv_id;
|
|
inv_deriv_id_table.push_back(key);
|
|
|
|
SymbolType type = symbol_table.getType(symb_id);
|
|
|
|
if (type == eEndogenous)
|
|
dynJacobianColsNbr++;
|
|
|
|
return deriv_id;
|
|
}
|
|
|
|
SymbolType
|
|
StaticDllModel::getTypeByDerivID(int deriv_id) const throw (UnknownDerivIDException)
|
|
{
|
|
return symbol_table.getType(getSymbIDByDerivID(deriv_id));
|
|
}
|
|
|
|
int
|
|
StaticDllModel::getLagByDerivID(int deriv_id) const throw (UnknownDerivIDException)
|
|
{
|
|
if (deriv_id < 0 || deriv_id >= (int) inv_deriv_id_table.size())
|
|
throw UnknownDerivIDException();
|
|
|
|
return inv_deriv_id_table[deriv_id].second;
|
|
}
|
|
|
|
int
|
|
StaticDllModel::getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException)
|
|
{
|
|
if (deriv_id < 0 || deriv_id >= (int) inv_deriv_id_table.size())
|
|
throw UnknownDerivIDException();
|
|
|
|
return inv_deriv_id_table[deriv_id].first;
|
|
}
|
|
|
|
int
|
|
StaticDllModel::getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException)
|
|
{
|
|
deriv_id_table_t::const_iterator it = deriv_id_table.find(make_pair(symb_id, lag));
|
|
if (it == deriv_id_table.end())
|
|
throw UnknownDerivIDException();
|
|
else
|
|
return it->second;
|
|
}
|
|
|
|
void
|
|
StaticDllModel::computeStatJacobianCols()
|
|
{
|
|
/* Sort the static endogenous variables by lexicographic order over (lag, type_specific_symbol_id)
|
|
and fill the static columns for exogenous and exogenous deterministic */
|
|
map<pair<int, int>, int> ordered_dyn_endo;
|
|
|
|
for (deriv_id_table_t::const_iterator it = deriv_id_table.begin();
|
|
it != deriv_id_table.end(); it++)
|
|
{
|
|
const int &symb_id = it->first.first;
|
|
const int &lag = it->first.second;
|
|
const int &deriv_id = it->second;
|
|
SymbolType type = symbol_table.getType(symb_id);
|
|
int tsid = symbol_table.getTypeSpecificID(symb_id);
|
|
|
|
switch (type)
|
|
{
|
|
case eEndogenous:
|
|
ordered_dyn_endo[make_pair(lag, tsid)] = deriv_id;
|
|
break;
|
|
case eExogenous:
|
|
// At this point, dynJacobianColsNbr contains the number of static endogenous
|
|
break;
|
|
case eExogenousDet:
|
|
// At this point, dynJacobianColsNbr contains the number of static endogenous
|
|
break;
|
|
case eParameter:
|
|
// We don't assign a static jacobian column to parameters
|
|
break;
|
|
default:
|
|
// Shut up GCC
|
|
cerr << "StaticDllModel::computeStatJacobianCols: impossible case" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
|
|
// Fill in static jacobian columns for endogenous
|
|
int sorted_id = 0;
|
|
for (map<pair<int, int>, int>::const_iterator it = ordered_dyn_endo.begin();
|
|
it != ordered_dyn_endo.end(); it++)
|
|
dyn_jacobian_cols_table[it->second] = sorted_id++;
|
|
|
|
}
|
|
|
|
int
|
|
StaticDllModel::getDynJacobianCol(int deriv_id) const throw (UnknownDerivIDException)
|
|
{
|
|
map<int, int>::const_iterator it = dyn_jacobian_cols_table.find(deriv_id);
|
|
if (it == dyn_jacobian_cols_table.end())
|
|
throw UnknownDerivIDException();
|
|
else
|
|
return it->second;
|
|
}
|
|
|
|
|
|
void
|
|
StaticDllModel::computeChainRuleJacobian(Model_Block *ModelBlock)
|
|
{
|
|
map<int, NodeID> recursive_variables;
|
|
first_chain_rule_derivatives.clear();
|
|
for(int blck = 0; blck<ModelBlock->Size; blck++)
|
|
{
|
|
recursive_variables.clear();
|
|
if (ModelBlock->Block_List[blck].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE or ModelBlock->Block_List[blck].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
|
|
{
|
|
ModelBlock->Block_List[blck].Chain_Rule_Derivatives->clear();
|
|
for(int i = 0; i < ModelBlock->Block_List[blck].Nb_Recursives; i++)
|
|
{
|
|
if (ModelBlock->Block_List[blck].Equation_Type[i] == E_EVALUATE_S)
|
|
recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i]), 0)] = ModelBlock->Block_List[blck].Equation_Normalized[i];
|
|
else
|
|
recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i]), 0)] = equations[ModelBlock->Block_List[blck].Equation[i]];
|
|
}
|
|
map<pair<pair<int, pair<int, int> >, pair<int, int> >, int> Derivatives = block_triangular.get_Derivatives(ModelBlock, blck);
|
|
|
|
map<pair<pair<int, pair<int, int> >, pair<int, int> >, int>::const_iterator it = Derivatives.begin();
|
|
//#pragma omp parallel for shared(it, blck)
|
|
for(int i=0; i<(int)Derivatives.size(); i++)
|
|
{
|
|
int Deriv_type = it->second;
|
|
pair<pair<int, pair<int, int> >, pair<int, int> > it_l(it->first);
|
|
it++;
|
|
int lag = it_l.first.first;
|
|
int eq = it_l.first.second.first;
|
|
int var = it_l.first.second.second;
|
|
int eqr = it_l.second.first;
|
|
int varr = it_l.second.second;
|
|
if(Deriv_type == 0)
|
|
{
|
|
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = first_derivatives[make_pair(eqr, getDerivID(symbol_table.getID(eEndogenous, varr), lag))];
|
|
}
|
|
else if (Deriv_type == 1)
|
|
{
|
|
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = ModelBlock->Block_List[blck].Equation_Normalized[eq]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables);
|
|
}
|
|
else if (Deriv_type == 2)
|
|
{
|
|
if(ModelBlock->Block_List[blck].Equation_Type[eq] == E_EVALUATE_S && eq<ModelBlock->Block_List[blck].Nb_Recursives)
|
|
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = ModelBlock->Block_List[blck].Equation_Normalized[eq]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables);
|
|
else
|
|
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = equations[eqr]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables);
|
|
}
|
|
ModelBlock->Block_List[blck].Chain_Rule_Derivatives->push_back(make_pair( make_pair(lag, make_pair(eq, var)), make_pair(eqr, varr)));
|
|
}
|
|
}
|
|
else if( ModelBlock->Block_List[blck].Simulation_Type==SOLVE_BACKWARD_SIMPLE or ModelBlock->Block_List[blck].Simulation_Type==SOLVE_FORWARD_SIMPLE
|
|
or ModelBlock->Block_List[blck].Simulation_Type==SOLVE_BACKWARD_COMPLETE or ModelBlock->Block_List[blck].Simulation_Type==SOLVE_FORWARD_COMPLETE)
|
|
{
|
|
ModelBlock->Block_List[blck].Chain_Rule_Derivatives->clear();
|
|
for(int i = 0; i < ModelBlock->Block_List[blck].Nb_Recursives; i++)
|
|
{
|
|
if (ModelBlock->Block_List[blck].Equation_Type[i] == E_EVALUATE_S)
|
|
recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i]), 0)] = ModelBlock->Block_List[blck].Equation_Normalized[i];
|
|
else
|
|
recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i]), 0)] = equations[ModelBlock->Block_List[blck].Equation[i]];
|
|
}
|
|
for(int eq = ModelBlock->Block_List[blck].Nb_Recursives; eq < ModelBlock->Block_List[blck].Size; eq++)
|
|
{
|
|
int eqr = ModelBlock->Block_List[blck].Equation[eq];
|
|
for(int var = ModelBlock->Block_List[blck].Nb_Recursives; var < ModelBlock->Block_List[blck].Size; var++)
|
|
{
|
|
int varr = ModelBlock->Block_List[blck].Variable[var];
|
|
NodeID d1 = equations[eqr]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), 0), recursive_variables);
|
|
if (d1 == Zero)
|
|
continue;
|
|
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, 0))] = d1;
|
|
ModelBlock->Block_List[blck].Chain_Rule_Derivatives->push_back(make_pair( make_pair(0, make_pair(eq, var)), make_pair(eqr, varr)));
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
|
|
|
|
void
|
|
StaticDllModel::computeParamsDerivatives()
|
|
{
|
|
for (deriv_id_table_t::const_iterator it = deriv_id_table.begin();
|
|
it != deriv_id_table.end(); it++)
|
|
{
|
|
if (symbol_table.getType(it->first.first) != eParameter)
|
|
continue;
|
|
|
|
int param = it->second;
|
|
|
|
for (first_derivatives_type::const_iterator it2 = first_derivatives.begin();
|
|
it2 != first_derivatives.end(); it2++)
|
|
{
|
|
int eq = it2->first.first;
|
|
int var = it2->first.second;
|
|
NodeID d1 = it2->second;
|
|
|
|
NodeID d2 = d1->getDerivative(param);
|
|
if (d2 == Zero)
|
|
continue;
|
|
params_derivatives[make_pair(eq, make_pair(var, param))] = d2;
|
|
}
|
|
}
|
|
}
|
|
|
|
void
|
|
StaticDllModel::computeParamsDerivativesTemporaryTerms()
|
|
{
|
|
map<NodeID, int> reference_count;
|
|
params_derivs_temporary_terms.clear();
|
|
|
|
for (second_derivatives_type::iterator it = params_derivatives.begin();
|
|
it != params_derivatives.end(); it++)
|
|
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
|
|
}
|
|
|
|
void
|
|
StaticDllModel::writeParamsDerivativesFile(const string &basename) const
|
|
{
|
|
if (!params_derivatives.size())
|
|
return;
|
|
|
|
string filename = basename + "_params_derivs.m";
|
|
|
|
ofstream paramsDerivsFile;
|
|
paramsDerivsFile.open(filename.c_str(), ios::out | ios::binary);
|
|
if (!paramsDerivsFile.is_open())
|
|
{
|
|
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
paramsDerivsFile << "function gp = " << basename << "_params_derivs(y, x, params, it_)" << endl
|
|
<< "%" << endl
|
|
<< "% Warning : this file is generated automatically by Dynare" << endl
|
|
<< "% from model file (.mod)" << endl << endl;
|
|
|
|
|
|
writeTemporaryTerms(params_derivs_temporary_terms, paramsDerivsFile, oMatlabStaticModel);
|
|
|
|
paramsDerivsFile << "gp = zeros(" << equation_number() << ", " << dynJacobianColsNbr << ", "
|
|
<< symbol_table.param_nbr() << ");" << endl;
|
|
|
|
for (second_derivatives_type::const_iterator it = params_derivatives.begin();
|
|
it != params_derivatives.end(); it++)
|
|
{
|
|
int eq = it->first.first;
|
|
int var = it->first.second.first;
|
|
int param = it->first.second.second;
|
|
NodeID d2 = it->second;
|
|
|
|
int var_col = getDynJacobianCol(var) + 1;
|
|
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
|
|
|
|
paramsDerivsFile << "gp(" << eq+1 << ", " << var_col << ", " << param_col << ") = ";
|
|
d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms);
|
|
paramsDerivsFile << ";" << endl;
|
|
}
|
|
|
|
paramsDerivsFile.close();
|
|
}
|
|
|
|
|
|
|
|
void
|
|
StaticDllModel::writeChainRuleDerivative(ostream &output, int eqr, int varr, int lag,
|
|
ExprNodeOutputType output_type,
|
|
const temporary_terms_type &temporary_terms) const
|
|
{
|
|
map<pair<int, pair<int, int> >, NodeID>::const_iterator it = first_chain_rule_derivatives.find(make_pair(eqr, make_pair(varr, lag)));
|
|
if (it != first_chain_rule_derivatives.end())
|
|
(it->second)->writeOutput(output, output_type, temporary_terms);
|
|
else
|
|
output << 0;
|
|
}
|
|
|
|
|
|
void
|
|
StaticDllModel::writeLatexFile(const string &basename) const
|
|
{
|
|
writeLatexModelFile(basename + "_static.tex", oLatexStaticModel);
|
|
}
|
|
|
|
void
|
|
StaticDllModel::jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const
|
|
{
|
|
output << LEFT_ARRAY_SUBSCRIPT(output_type);
|
|
if (IS_MATLAB(output_type))
|
|
output << eq_nb + 1 << ", " << col_nb + 1;
|
|
else
|
|
output << eq_nb + col_nb * equations.size();
|
|
output << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
}
|
|
|
|
void
|
|
StaticDllModel::hessianHelper(ostream &output, int row_nb, int col_nb, ExprNodeOutputType output_type) const
|
|
{
|
|
output << LEFT_ARRAY_SUBSCRIPT(output_type);
|
|
if (IS_MATLAB(output_type))
|
|
output << row_nb + 1 << ", " << col_nb + 1;
|
|
else
|
|
output << row_nb + col_nb * NNZDerivatives[1];
|
|
output << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
|
}
|
|
|
|
|