361 lines
16 KiB
C++
361 lines
16 KiB
C++
/*
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* Copyright © 2003-2019 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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#ifndef _STATIC_MODEL_HH
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#define _STATIC_MODEL_HH
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using namespace std;
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#include <fstream>
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#include <filesystem>
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#include "ModelTree.hh"
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class DynamicModel;
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//! Stores a static model, as derived from the "model" block when leads and lags have been removed
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class StaticModel : public ModelTree
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{
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private:
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//! global temporary terms for block decomposed models
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vector<vector<temporary_terms_t>> v_temporary_terms;
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//! local temporary terms for block decomposed models
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vector<vector<temporary_terms_t>> v_temporary_terms_local;
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vector<temporary_terms_inuse_t> v_temporary_terms_inuse;
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using first_chain_rule_derivatives_t = map<tuple<int, int, int>, expr_t>;
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first_chain_rule_derivatives_t first_chain_rule_derivatives;
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//! Writes static model file (standard Matlab version)
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void writeStaticMFile(const string &basename) const;
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//! Writes static model file (C version)
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void writeStaticCFile(const string &basename) const;
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//! Writes static model file (Julia version)
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void writeStaticJuliaFile(const string &basename) const;
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//! Writes the static model equations and its derivatives
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void writeStaticModel(const string &basename, ostream &StaticOutput, bool use_dll, bool julia) const;
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//! Writes the static function calling the block to solve (Matlab version)
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void writeStaticBlockMFSFile(const string &basename) const;
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//! Writes the Block reordred structure of the model in M output
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void writeModelEquationsOrdered_M(const string &basename) const;
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//! Writes the code of the Block reordred structure of the model in virtual machine bytecode
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void writeModelEquationsCode_Block(const string &basename, map_idx_t map_idx, vector<map_idx_t> map_idx2) const;
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//! Writes the code of the model in virtual machine bytecode
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void writeModelEquationsCode(const string &basename, map_idx_t map_idx) const;
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//! Computes jacobian and prepares for equation normalization
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/*! Using values from initval/endval blocks and parameter initializations:
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- computes the jacobian for the model w.r. to contemporaneous variables
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- removes edges of the incidence matrix when derivative w.r. to the corresponding variable is too close to zero (below the cutoff)
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*/
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void evaluateJacobian(const eval_context_t &eval_context, jacob_map_t *j_m, bool dynamic);
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map_idx_t map_idx;
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vector<map_idx_t> map_idx2;
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//! sorts the temporary terms in the blocks order
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void computeTemporaryTermsOrdered();
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//! creates a mapping from the index of temporary terms to a natural index
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void computeTemporaryTermsMapping(temporary_terms_t &temporary_terms, map_idx_t &map_idx);
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//! Write derivative code of an equation w.r. to a variable
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void compileDerivative(ofstream &code_file, unsigned int &instruction_number, int eq, int symb_id, map_idx_t &map_idx, temporary_terms_t temporary_terms) const;
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//! Write chain rule derivative code of an equation w.r. to a variable
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void compileChainRuleDerivative(ofstream &code_file, unsigned int &instruction_number, int eq, int var, int lag, map_idx_t &map_idx, temporary_terms_t temporary_terms) const;
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//! Get the type corresponding to a derivation ID
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SymbolType getTypeByDerivID(int deriv_id) const noexcept(false) override;
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//! Get the lag corresponding to a derivation ID
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int getLagByDerivID(int deriv_id) const noexcept(false) override;
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//! Get the symbol ID corresponding to a derivation ID
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int getSymbIDByDerivID(int deriv_id) const noexcept(false) override;
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//! Compute the column indices of the static Jacobian
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void computeStatJacobianCols();
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//! return a map on the block jacobian
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map<tuple<int, int, int, int, int>, int> get_Derivatives(int block);
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//! Computes chain rule derivatives of the Jacobian w.r. to endogenous variables
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void computeChainRuleJacobian(blocks_derivatives_t &blocks_derivatives);
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//! Collect only the first derivatives
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map<tuple<int, int, int>, expr_t> collect_first_order_derivatives_endogenous();
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//! Collecte the derivatives w.r. to endogenous of the block, to endogenous of previouys blocks and to exogenous
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void collect_block_first_order_derivatives();
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//! Indicate if the temporary terms are computed for the overall model (true) or not (false). Default value true
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bool global_temporary_terms{true};
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//! Vector describing equations: BlockSimulationType, if BlockSimulationType == EVALUATE_s then a expr_t on the new normalized equation
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equation_type_and_normalized_equation_t equation_type_and_normalized_equation;
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//! for each block contains pair< Simulation_Type, pair < Block_Size, Recursive_part_Size >>
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block_type_firstequation_size_mfs_t block_type_firstequation_size_mfs;
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//! for all blocks derivatives description
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blocks_derivatives_t blocks_derivatives;
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//! The jacobian without the elements below the cutoff
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dynamic_jacob_map_t dynamic_jacobian;
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//! Vector indicating if the block is linear in endogenous variable (true) or not (false)
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vector<bool> blocks_linear;
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//! Map the derivatives for a block tuple<lag, eq, var>
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using derivative_t = map<tuple<int, int, int>, expr_t>;
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//! Vector of derivative for each blocks
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vector<derivative_t> derivative_endo, derivative_other_endo, derivative_exo, derivative_exo_det;
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//!List for each block and for each lag-leag all the other endogenous variables and exogenous variables
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using var_t = set<int>;
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using lag_var_t = map<int, var_t>;
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//! for each block described the number of static, forward, backward and mixed variables in the block
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/*! tuple<static, forward, backward, mixed> */
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vector<tuple<int, int, int, int>> block_col_type;
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//!Maximum lead and lag for each block on endogenous of the block, endogenous of the previous blocks, exogenous and deterministic exogenous
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vector<pair<int, int>> endo_max_leadlag_block, other_endo_max_leadlag_block, exo_max_leadlag_block, exo_det_max_leadlag_block, max_leadlag_block;
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//! Helper functions for writeStaticModel
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void writeStaticModelHelper(const string &basename,
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const string &name, const string &retvalname,
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const string &name_tt, size_t ttlen,
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const string &previous_tt_name,
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const ostringstream &init_s, const ostringstream &end_s,
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const ostringstream &s, const ostringstream &s_tt) const;
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void writeWrapperFunctions(const string &basename, const string &ending) const;
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//! Create a legacy *_static.m file for Matlab/Octave not yet using the temporary terms array interface
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void writeStaticMatlabCompatLayer(const string &name) const;
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void writeStaticModel(ostream &DynamicOutput, bool use_dll, bool julia) const;
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void writeStaticModel(const string &dynamic_basename, bool use_dll, bool julia) const;
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//! Internal helper for the copy constructor and assignment operator
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/*! Copies all the structures that contain ExprNode*, by the converting the
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pointers into their equivalent in the new tree */
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void copyHelper(const StaticModel &m);
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public:
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StaticModel(SymbolTable &symbol_table_arg,
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NumericalConstants &num_constants,
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ExternalFunctionsTable &external_functions_table_arg);
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StaticModel(const StaticModel &m);
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StaticModel(StaticModel &&) = delete;
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StaticModel & operator=(const StaticModel &m);
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/* The move assignment operator is not explicitly deleted, otherwise the
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static_cast from DynamicModel does not work. However it looks like this
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operator will not be used in the end. See
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https://en.cppreference.com/w/cpp/language/copy_initialization
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With C++17, it should be possible to explicitly delete it */
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//StaticModel & operator=(StaticModel &&) = delete;
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//! Creates the static version of a dynamic model
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explicit StaticModel(const DynamicModel &m);
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//! Writes information on block decomposition when relevant
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void writeOutput(ostream &output, bool block) const;
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//! Execute computations (variable sorting + derivation)
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/*!
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\param eval_context evaluation context for normalization
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\param no_tmp_terms if true, no temporary terms will be computed in the static files
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\param derivsOrder order of derivation with respect to endogenous
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\param paramsDerivsOrder order of derivatives w.r. to a pair (endogenous, parameter) to be computed
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*/
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void computingPass(int derivsOrder, int paramsDerivsOrder, const eval_context_t &eval_context, bool no_tmp_terms, bool block, bool bytecode);
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//! Adds informations for simulation in a binary file for a block decomposed model
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void Write_Inf_To_Bin_File_Block(const string &basename, const int &num,
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int &u_count_int, bool &file_open) const;
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//! Writes static model file
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void writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot, bool julia) const;
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//! Write JSON Output (used by PlannerObjectiveStatement)
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void writeJsonOutput(ostream &output) const;
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//! Write JSON representation of static model
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void writeJsonComputingPassOutput(ostream &output, bool writeDetails) const;
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//! Writes file containing static parameters derivatives
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void writeJsonParamsDerivativesFile(ostream &output, bool writeDetails) const;
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//! Writes file containing static parameters derivatives
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void writeParamsDerivativesFile(const string &basename, bool julia) const;
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//! Writes LaTeX file with the equations of the static model
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void writeLatexFile(const string &basename, const bool write_equation_tags) const;
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//! Writes initializations in oo_.steady_state or steady state file for the auxiliary variables
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void writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type) const;
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//! Writes definition of the auxiliary variables in a .m or .jl file
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void writeSetAuxiliaryVariables(const string &basename, const bool julia) const;
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void writeAuxVarRecursiveDefinitions(ostream &output, ExprNodeOutputType output_type) const;
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void writeLatexAuxVarRecursiveDefinitions(ostream &output) const;
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void writeJsonAuxVarRecursiveDefinitions(ostream &output) const;
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//! To ensure that no exogenous is present in the planner objective
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//! See #1264
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bool exoPresentInEqs() const;
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int getDerivID(int symb_id, int lag) const noexcept(false) override;
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void addAllParamDerivId(set<int> &deriv_id_set) override;
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//! Return the number of blocks
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unsigned int
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getNbBlocks() const override
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{
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return (block_type_firstequation_size_mfs.size());
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};
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//! Determine the simulation type of each block
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BlockSimulationType
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getBlockSimulationType(int block_number) const override
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{
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return (get<0>(block_type_firstequation_size_mfs[block_number]));
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};
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//! Return the first equation number of a block
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unsigned int
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getBlockFirstEquation(int block_number) const override
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{
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return (get<1>(block_type_firstequation_size_mfs[block_number]));
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};
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//! Return the size of the block block_number
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unsigned int
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getBlockSize(int block_number) const override
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{
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return (get<2>(block_type_firstequation_size_mfs[block_number]));
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};
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//! Return the number of exogenous variable in the block block_number
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unsigned int
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getBlockExoSize(int block_number) const override
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{
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return 0;
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};
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//! Return the number of colums in the jacobian matrix for exogenous variable in the block block_number
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unsigned int
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getBlockExoColSize(int block_number) const override
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{
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return 0;
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}
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//! Return the number of feedback variable of the block block_number
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unsigned int
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getBlockMfs(int block_number) const override
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{
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return (get<3>(block_type_firstequation_size_mfs[block_number]));
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};
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//! Return the maximum lag in a block
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unsigned int
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getBlockMaxLag(int block_number) const override
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{
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return (block_lag_lead[block_number].first);
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};
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//! Return the maximum lead in a block
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unsigned int
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getBlockMaxLead(int block_number) const override
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{
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return (block_lag_lead[block_number].second);
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};
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//! Return the type of equation (equation_number) belonging to the block block_number
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EquationType
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getBlockEquationType(int block_number, int equation_number) const override
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{
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return (equation_type_and_normalized_equation[equation_reordered[get<1>(block_type_firstequation_size_mfs[block_number])+equation_number]].first);
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};
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//! Return true if the equation has been normalized
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bool
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isBlockEquationRenormalized(int block_number, int equation_number) const override
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{
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return (equation_type_and_normalized_equation[equation_reordered[get<1>(block_type_firstequation_size_mfs[block_number])+equation_number]].first == E_EVALUATE_S);
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};
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//! Return the expr_t of the equation equation_number belonging to the block block_number
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expr_t
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getBlockEquationExpr(int block_number, int equation_number) const override
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{
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return (equations[equation_reordered[get<1>(block_type_firstequation_size_mfs[block_number])+equation_number]]);
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};
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//! Return the expr_t of the renormalized equation equation_number belonging to the block block_number
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expr_t
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getBlockEquationRenormalizedExpr(int block_number, int equation_number) const override
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{
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return (equation_type_and_normalized_equation[equation_reordered[get<1>(block_type_firstequation_size_mfs[block_number])+equation_number]].second);
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};
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//! Return the original number of equation equation_number belonging to the block block_number
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int
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getBlockEquationID(int block_number, int equation_number) const override
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{
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return (equation_reordered[get<1>(block_type_firstequation_size_mfs[block_number])+equation_number]);
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};
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//! Return the original number of variable variable_number belonging to the block block_number
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int
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getBlockVariableID(int block_number, int variable_number) const override
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{
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return (variable_reordered[get<1>(block_type_firstequation_size_mfs[block_number])+variable_number]);
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};
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//! Return the original number of the exogenous variable varexo_number belonging to the block block_number
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int
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getBlockVariableExoID(int block_number, int variable_number) const override
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{
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return 0;
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};
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//! Return the position of equation_number in the block number belonging to the block block_number
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int
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getBlockInitialEquationID(int block_number, int equation_number) const override
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{
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return (static_cast<int>(inv_equation_reordered[equation_number]) - static_cast<int>(get<1>(block_type_firstequation_size_mfs[block_number])));
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};
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//! Return the position of variable_number in the block number belonging to the block block_number
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int
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getBlockInitialVariableID(int block_number, int variable_number) const override
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{
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return (static_cast<int>(inv_variable_reordered[variable_number]) - static_cast<int>(get<1>(block_type_firstequation_size_mfs[block_number])));
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};
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//! Return the position of variable_number in the block number belonging to the block block_number
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int
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getBlockInitialExogenousID(int block_number, int variable_number) const override
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{
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return -1;
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};
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//! Return the position of the deterministic exogenous variable_number in the block number belonging to the block block_number
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int
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getBlockInitialDetExogenousID(int block_number, int variable_number) const override
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{
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return -1;
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};
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//! Return the position of the other endogenous variable_number in the block number belonging to the block block_number
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int
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getBlockInitialOtherEndogenousID(int block_number, int variable_number) const override
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{
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return -1;
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};
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};
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#endif
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