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preprocessor/ModelTree.cc

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/*
* Copyright (C) 2003-2009 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
#include <cstdlib>
#include <cassert>
#include <iostream>
#include <fstream>
#include "ModelTree.hh"
ModelTree::ModelTree(SymbolTable &symbol_table_arg,
NumericalConstants &num_constants_arg) :
DataTree(symbol_table_arg, num_constants_arg)
{
for(int i=0; i < 3; i++)
NNZDerivatives[i] = 0;
}
int
ModelTree::equation_number() const
{
return(equations.size());
}
void
ModelTree::writeDerivative(ostream &output, int eq, int symb_id, int lag,
ExprNodeOutputType output_type,
const temporary_terms_type &temporary_terms) const
{
first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symb_id, lag)));
if (it != first_derivatives.end())
(it->second)->writeOutput(output, output_type, temporary_terms);
else
output << 0;
}
void
ModelTree::computeJacobian(const set<int> &vars)
{
for(set<int>::const_iterator it = vars.begin();
it != vars.end(); it++)
for (int eq = 0; eq < (int) equations.size(); eq++)
{
NodeID d1 = equations[eq]->getDerivative(*it);
if (d1 == Zero)
continue;
first_derivatives[make_pair(eq, *it)] = d1;
++NNZDerivatives[0];
}
}
void
ModelTree::computeHessian(const set<int> &vars)
{
for (first_derivatives_type::const_iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
int eq = it->first.first;
int var1 = it->first.second;
NodeID d1 = it->second;
// Store only second derivatives with var2 <= var1
for(set<int>::const_iterator it2 = vars.begin();
it2 != vars.end(); it2++)
{
int var2 = *it2;
if (var2 > var1)
continue;
NodeID d2 = d1->getDerivative(var2);
if (d2 == Zero)
continue;
second_derivatives[make_pair(eq, make_pair(var1, var2))] = d2;
if (var2 == var1)
++NNZDerivatives[1];
else
NNZDerivatives[1] += 2;
}
}
}
void
ModelTree::computeThirdDerivatives(const set<int> &vars)
{
for (second_derivatives_type::const_iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
{
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second;
// By construction, var2 <= var1
NodeID d2 = it->second;
// Store only third derivatives such that var3 <= var2 <= var1
for(set<int>::const_iterator it2 = vars.begin();
it2 != vars.end(); it2++)
{
int var3 = *it2;
if (var3 > var2)
continue;
NodeID d3 = d2->getDerivative(var3);
if (d3 == Zero)
continue;
third_derivatives[make_pair(eq, make_pair(var1, make_pair(var2, var3)))] = d3;
if (var3 == var2 && var2 == var1)
++NNZDerivatives[2];
else if (var3 == var2 || var2 == var1)
NNZDerivatives[2] += 3;
else
NNZDerivatives[2] += 6;
}
}
}
void
ModelTree::computeTemporaryTerms(bool is_matlab)
{
map<NodeID, int> reference_count;
temporary_terms.clear();
for (vector<BinaryOpNode *>::iterator it = equations.begin();
it != equations.end(); it++)
(*it)->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
for (first_derivatives_type::iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
for (second_derivatives_type::iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
for (third_derivatives_type::iterator it = third_derivatives.begin();
it != third_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
}
void
ModelTree::writeTemporaryTerms(const temporary_terms_type &tt, ostream &output,
ExprNodeOutputType output_type) const
{
// Local var used to keep track of temp nodes already written
temporary_terms_type tt2;
if (tt.size() > 0 && (IS_C(output_type)))
output << "double" << endl;
for (temporary_terms_type::const_iterator it = tt.begin();
it != tt.end(); it++)
{
if (IS_C(output_type) && it != tt.begin())
output << "," << endl;
(*it)->writeOutput(output, output_type, tt);
output << " = ";
(*it)->writeOutput(output, output_type, tt2);
// Insert current node into tt2
tt2.insert(*it);
if (IS_MATLAB(output_type))
output << ";" << endl;
}
if (IS_C(output_type))
output << ";" << endl;
}
void
ModelTree::writeModelLocalVariables(ostream &output, ExprNodeOutputType output_type) const
{
for (map<int, NodeID>::const_iterator it = local_variables_table.begin();
it != local_variables_table.end(); it++)
{
int id = it->first;
NodeID value = it->second;
if (IS_C(output_type))
output << "double ";
output << symbol_table.getName(id) << " = ";
// Use an empty set for the temporary terms
value->writeOutput(output, output_type, temporary_terms_type());
output << ";" << endl;
}
}
void
ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type) const
{
for (int eq = 0; eq < (int) equations.size(); eq++)
{
BinaryOpNode *eq_node = equations[eq];
NodeID lhs = eq_node->get_arg1();
output << "lhs =";
lhs->writeOutput(output, output_type, temporary_terms);
output << ";" << endl;
NodeID rhs = eq_node->get_arg2();
output << "rhs =";
rhs->writeOutput(output, output_type, temporary_terms);
output << ";" << endl;
output << "residual" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq + ARRAY_SUBSCRIPT_OFFSET(output_type) << RIGHT_ARRAY_SUBSCRIPT(output_type) << "= lhs-rhs;" << endl;
}
}
void
ModelTree::writeLatexModelFile(const string &filename, ExprNodeOutputType output_type) const
{
ofstream output;
output.open(filename.c_str(), ios::out | ios::binary);
if (!output.is_open())
{
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
output << "\\documentclass[10pt,a4paper]{article}" << endl
<< "\\usepackage[landscape]{geometry}" << endl
<< "\\usepackage{fullpage}" << endl
<< "\\begin{document}" << endl
<< "\\footnotesize" << endl;
// Write model local variables
for (map<int, NodeID>::const_iterator it = local_variables_table.begin();
it != local_variables_table.end(); it++)
{
int id = it->first;
NodeID value = it->second;
output << "\\begin{equation*}" << endl
<< symbol_table.getName(id) << " = ";
// Use an empty set for the temporary terms
value->writeOutput(output, output_type, temporary_terms_type());
output << endl << "\\end{equation*}" << endl;
}
for (int eq = 0; eq < (int) equations.size(); eq++)
{
output << "\\begin{equation}" << endl
<< "% Equation " << eq+1 << endl;
equations[eq]->writeOutput(output, output_type, temporary_terms_type());
output << endl << "\\end{equation}" << endl;
}
output << "\\end{document}" << endl;
output.close();
}
void
ModelTree::addEquation(NodeID eq)
{
BinaryOpNode *beq = dynamic_cast<BinaryOpNode *>(eq);
assert(beq != NULL && beq->get_op_code() == oEqual);
equations.push_back(beq);
}
void
ModelTree::addEquationTags(int i, const string &key, const string &value)
{
equation_tags.push_back(make_pair(i, make_pair(key, value)));
}
void
ModelTree::addAuxEquation(NodeID eq)
{
BinaryOpNode *beq = dynamic_cast<BinaryOpNode *>(eq);
assert(beq != NULL && beq->get_op_code() == oEqual);
aux_equations.push_back(beq);
}
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