1051 lines
49 KiB
C++
1051 lines
49 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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cutoff(1e-15),
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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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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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first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, symbol_table.getID(eEndogenous, symb_id)));
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if (it != first_derivatives.end())
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(it->second)->compile(code_file, false, temporary_terms, map_idx, false, false);
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else
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{
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FLDZ_ fldz;
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fldz.write(code_file);
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}
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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, false);
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else
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{
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FLDZ_ fldz;
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fldz.write(code_file);
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}
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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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FDIMT_ fdimt(temporary_terms.size());
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fdimt.write(code_file);
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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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{
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FENDBLOCK_ fendblock;
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fendblock.write(code_file);
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}
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int count_u;
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int u_count_int=0;
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if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_COMPLETE)
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{
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Write_Inf_To_Bin_File(file_name, bin_basename, j, u_count_int,file_open);
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file_open=true;
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}
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FBEGINBLOCK_ fbeginblock(ModelBlock->Block_List[j].Size - ModelBlock->Block_List[j].Nb_Recursives,
|
|
ModelBlock->Block_List[j].Simulation_Type,
|
|
ModelBlock->Block_List[j].Variable,
|
|
ModelBlock->Block_List[j].Equation,
|
|
ModelBlock->Block_List[j].Own_Derivative,
|
|
ModelBlock->Block_List[j].is_linear,
|
|
symbol_table.endo_nbr(),
|
|
0,
|
|
0,
|
|
u_count_int
|
|
);
|
|
fbeginblock.write(code_file);
|
|
// 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
|
|
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, false);
|
|
FSTPST_ fstpst((int)(map_idx.find((*it)->idx))->second);
|
|
fstpst.write(code_file);
|
|
// 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, false);
|
|
lhs->compile(code_file, true, temporary_terms, map_idx, false, 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, false);
|
|
lhs->compile(code_file, true, temporary_terms, map_idx, false, 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, false);
|
|
rhs->compile(code_file, false, temporary_terms, map_idx, false, false);
|
|
FBINARY_ fbinary(oMinus);
|
|
fbinary.write(code_file);
|
|
|
|
FSTPR_ fstpr(i - ModelBlock->Block_List[j].Nb_Recursives);
|
|
fstpr.write(code_file);
|
|
}
|
|
}
|
|
FENDEQU_ fendequ;
|
|
fendequ.write(code_file);
|
|
//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);
|
|
{
|
|
FSTPG_ fstpg;
|
|
fstpg.write(code_file);
|
|
}
|
|
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);
|
|
FSTPSU_ fstpsu(count_u);
|
|
fstpsu.write(code_file);
|
|
count_u++;
|
|
}
|
|
}
|
|
for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
|
|
{
|
|
if(i>=ModelBlock->Block_List[j].Nb_Recursives)
|
|
{
|
|
FLDR_ fldr(i-ModelBlock->Block_List[j].Nb_Recursives);
|
|
fldr.write(code_file);
|
|
|
|
FLDZ_ fldz;
|
|
fldz.write(code_file);
|
|
|
|
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)
|
|
{
|
|
FLDSU_ fldsu(Uf[v].Ufl->u);
|
|
fldsu.write(code_file);
|
|
FLDSV_ fldsv(eEndogenous, Uf[v].Ufl->var);
|
|
fldsv.write(code_file);
|
|
|
|
FBINARY_ fbinary(oTimes);
|
|
fbinary.write(code_file);
|
|
|
|
FCUML_ fcuml;
|
|
fcuml.write(code_file);
|
|
}
|
|
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;
|
|
}
|
|
FBINARY_ fbinary(oMinus);
|
|
fbinary.write(code_file);
|
|
FSTPSU_ fstpsu(i - ModelBlock->Block_List[j].Nb_Recursives);
|
|
fstpsu.write(code_file);
|
|
}
|
|
}
|
|
break;
|
|
default:
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
FENDBLOCK_ fendblock;
|
|
fendblock.write(code_file);
|
|
FEND_ fend;
|
|
fend.write(code_file);
|
|
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::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;
|
|
cout << "evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getName(it->first.second) << "(" << 0 << ") [" << 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;
|
|
cerr << "StaticDllModel::evaluateJacobian: evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getName(it->first.second) << "(" << 0 << ")!" << 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 var = symbol_table.getTypeSpecificID(it->first.second);///symbol_table.getID(eEndogenous,it->first.second);//variable_table.getSymbolID(it->first.second);
|
|
int k1 = 0;//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())
|
|
if (first_derivatives.find(make_pair(i,symbol_table.getID(eEndogenous, j)))==first_derivatives.end())
|
|
{
|
|
block_triangular.incidencematrix.unfill_IM(i, j, 0, eEndogenous);
|
|
cout << "eliminating equation " << i << " and variable " << j << " in the incidence matrix\n";
|
|
}*/
|
|
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)));
|
|
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,symbol_table.getID(eEndogenous, var)));
|
|
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)));
|
|
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,symbol_table.getID(eEndogenous, var)));
|
|
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)
|
|
/*if (it2->first.second)==eEndogenous)
|
|
{*/
|
|
int eq = it2->first.first;
|
|
//int var=symbol_table.getTypeSpecificID(getSymbIDByDerivID(it2->first.second));
|
|
int var=symbol_table.getTypeSpecificID(it2->first.second);
|
|
//int lag=getLagByDerivID(it2->first.second);
|
|
int lag = 0;
|
|
//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)
|
|
{
|
|
assert(block);
|
|
|
|
// 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);
|
|
}*/
|
|
for(int i = 0; i < symbol_table.endo_nbr(); i++)
|
|
vars.insert(symbol_table.getID(eEndogenous, i));
|
|
|
|
// Launch computations
|
|
cout << "Computing static model derivatives:" << endl
|
|
<< " - order 1" << endl;
|
|
computeJacobian(vars);
|
|
//cout << "mode=" << mode << " eSparseDLLMode=" << eSparseDLLMode << " eSparseMode=" << eSparseMode << "\n";
|
|
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);
|
|
|
|
}
|
|
|
|
void
|
|
StaticDllModel::writeStaticFile(const string &basename, bool block) const
|
|
{
|
|
int r;
|
|
|
|
assert(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();
|
|
}
|
|
|
|
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)
|
|
{
|
|
if (symbol_table.getType(symb_id) == eEndogenous)
|
|
return symb_id;
|
|
else
|
|
return -1;
|
|
}
|
|
|
|
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];
|
|
recursive_variables[symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i])] = 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]];
|
|
recursive_variables[symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i])] = 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))];
|
|
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = first_derivatives[make_pair(eqr, symbol_table.getID(eEndogenous, varr))];
|
|
}
|
|
else if (Deriv_type == 1)
|
|
{
|
|
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = ModelBlock->Block_List[blck].Equation_Normalized[eq]->getChainRuleDerivative(symbol_table.getID(eEndogenous, varr), 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(symbol_table.getID(eEndogenous, varr), 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);
|
|
first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = equations[eqr]->getChainRuleDerivative(symbol_table.getID(eEndogenous, varr), 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];
|
|
recursive_variables[symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i])] = 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]];
|
|
recursive_variables[symbol_table.getID(eEndogenous, ModelBlock->Block_List[blck].Variable[i])] = 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);
|
|
NodeID d1 = equations[eqr]->getChainRuleDerivative(symbol_table.getID(eEndogenous, varr), 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::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);
|
|
}
|
|
|
|
void
|
|
StaticDllModel::writeAuxVarInitval(ostream &output) const
|
|
{
|
|
for(int i = 0; i < (int) aux_equations.size(); i++)
|
|
{
|
|
dynamic_cast<ExprNode *>(aux_equations[i])->writeOutput(output);
|
|
output << ";" << endl;
|
|
}
|
|
}
|