305 lines
11 KiB
C++
305 lines
11 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 <cstdlib>
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#include "StaticModel.hh"
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StaticModel::StaticModel(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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computeStaticHessian(false)
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{
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}
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void
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StaticModel::writeStaticMFile(const string &static_basename) const
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{
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string filename = static_basename + ".m";
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ofstream mStaticModelFile;
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mStaticModelFile.open(filename.c_str(), ios::out | ios::binary);
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if (!mStaticModelFile.is_open())
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{
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cerr << "Error: Can't open file " << filename << " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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// Writing comments and function definition command
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mStaticModelFile << "function [residual, g1, g2] = " << static_basename << "(y, x, params)" << endl
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<< "%" << endl
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<< "% Status : Computes static model for Dynare" << endl
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<< "%" << endl
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<< "% Warning : this file is generated automatically by Dynare" << endl
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<< "% from model file (.mod)" << endl << endl;
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writeStaticModel(mStaticModelFile);
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mStaticModelFile.close();
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}
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void
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StaticModel::writeStaticCFile(const string &static_basename) const
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{
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string filename = static_basename + ".c";
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ofstream mStaticModelFile;
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mStaticModelFile.open(filename.c_str(), ios::out | ios::binary);
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if (!mStaticModelFile.is_open())
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{
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cerr << "Error: Can't open file " << filename << " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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mStaticModelFile << "/*" << endl
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<< " * " << filename << " : Computes static model for Dynare" << endl
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<< " * Warning : this file is generated automatically by Dynare" << endl
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<< " * from model file (.mod)" << endl
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<< endl
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<< " */" << endl
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<< "#include <math.h>" << endl
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<< "#include \"mex.h\"" << endl;
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// Writing the function Static
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writeStaticModel(mStaticModelFile);
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// Writing the gateway routine
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mStaticModelFile << "/* The gateway routine */" << endl
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<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
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<< "{" << endl
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<< " double *y, *x, *params;" << endl
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<< " double *residual, *g1;" << endl
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<< endl
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<< " /* Create a pointer to the input matrix y. */" << endl
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<< " y = mxGetPr(prhs[0]);" << endl
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<< endl
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<< " /* Create a pointer to the input matrix x. */" << endl
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<< " x = mxGetPr(prhs[1]);" << endl
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<< endl
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<< " /* Create a pointer to the input matrix params. */" << endl
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<< " params = mxGetPr(prhs[2]);" << endl
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<< endl
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<< " residual = NULL;" << endl
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<< " if (nlhs >= 1)" << endl
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<< " {" << endl
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<< " /* Set the output pointer to the output matrix residual. */" << endl
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<< " plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
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<< " /* Create a C pointer to a copy of the output matrix residual. */" << endl
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<< " residual = mxGetPr(plhs[0]);" << endl
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<< " }" << endl
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<< endl
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<< " g1 = NULL;" << endl
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<< " if (nlhs >= 2)" << endl
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<< " {" << endl
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<< " /* Set the output pointer to the output matrix g1. */" << endl
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<< " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << symbol_table.endo_nbr() << ", mxREAL);" << endl
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<< " /* Create a C pointer to a copy of the output matrix g1. */" << endl
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<< " g1 = mxGetPr(plhs[1]);" << endl
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<< " }" << endl
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<< endl
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<< " /* Call the C Static. */" << endl
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<< " Static(y, x, params, residual, g1);" << endl
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<< "}" << endl;
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mStaticModelFile.close();
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}
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void
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StaticModel::writeStaticModel(ostream &StaticOutput) const
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{
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ostringstream model_output; // Used for storing model equations
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ostringstream jacobian_output; // Used for storing jacobian equations
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ostringstream hessian_output;
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ostringstream lsymetric; // For symmetric elements in hessian
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ExprNodeOutputType output_type = (mode == eDLLMode ? oCStaticModel : oMatlabStaticModel);
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writeModelLocalVariables(model_output, output_type);
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writeTemporaryTerms(model_output, output_type);
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writeModelEquations(model_output, output_type);
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// Write Jacobian w.r. to endogenous only
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for (first_derivatives_type::const_iterator it = first_derivatives.begin();
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it != first_derivatives.end(); it++)
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{
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int eq = it->first.first;
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int var = it->first.second;
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NodeID d1 = it->second;
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ostringstream g1;
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g1 << " g1";
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matrixHelper(g1, eq, var, output_type);
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jacobian_output << g1.str() << "=" << g1.str() << "+";
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d1->writeOutput(jacobian_output, output_type, temporary_terms);
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jacobian_output << ";" << endl;
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}
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// Write Hessian w.r. to endogenous only
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if (computeStaticHessian)
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for (second_derivatives_type::const_iterator it = second_derivatives.begin();
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it != second_derivatives.end(); it++)
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{
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int eq = it->first.first;
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int var1 = it->first.second.first;
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int var2 = it->first.second.second;
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NodeID d2 = it->second;
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int col_nb = var1*symbol_table.endo_nbr()+var2;
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int col_nb_sym = var2*symbol_table.endo_nbr()+var1;
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hessian_output << " g2";
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matrixHelper(hessian_output, eq, col_nb, output_type);
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hessian_output << " = ";
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d2->writeOutput(hessian_output, output_type, temporary_terms);
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hessian_output << ";" << endl;
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// Treating symetric elements
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if (var1 != var2)
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{
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lsymetric << " g2";
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matrixHelper(lsymetric, eq, col_nb_sym, output_type);
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lsymetric << " = " << "g2";
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matrixHelper(lsymetric, eq, col_nb, output_type);
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lsymetric << ";" << endl;
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}
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}
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// Writing ouputs
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if (mode != eDLLMode)
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{
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StaticOutput << "residual = zeros( " << equations.size() << ", 1);" << endl << endl
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<< "%" << endl
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<< "% Model equations" << endl
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<< "%" << endl
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<< endl
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<< model_output.str()
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<< "if ~isreal(residual)" << endl
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<< " residual = real(residual)+imag(residual).^2;" << endl
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<< "end" << endl
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<< "if nargout >= 2," << endl
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<< " g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ");" << endl
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<< endl
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<< "%" << endl
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<< "% Jacobian matrix" << endl
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<< "%" << endl
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<< endl
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<< jacobian_output.str()
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<< " if ~isreal(g1)" << endl
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<< " g1 = real(g1)+2*imag(g1);" << endl
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<< " end" << endl
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<< "end" << endl;
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if (computeStaticHessian)
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{
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StaticOutput << "if nargout >= 3,\n";
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// Writing initialization instruction for matrix g2
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int ncols = symbol_table.endo_nbr() * symbol_table.endo_nbr();
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StaticOutput << " g2 = sparse([],[],[], " << equations.size() << ", " << ncols << ", " << 5*ncols << ");" << endl
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<< endl
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<< "%" << endl
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<< "% Hessian matrix" << endl
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<< "%" << endl
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<< endl
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<< hessian_output.str()
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<< lsymetric.str()
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<< "end;" << endl;
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}
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}
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else
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{
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StaticOutput << "void Static(double *y, double *x, double *params, double *residual, double *g1)" << endl
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<< "{" << endl
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<< " double lhs, rhs;" << endl
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// Writing residual equations
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<< " /* Residual equations */" << endl
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<< " if (residual == NULL)" << endl
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<< " return;" << endl
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<< " else" << endl
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<< " {" << endl
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<< model_output.str()
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// Writing Jacobian
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<< " /* Jacobian for endogenous variables without lag */" << endl
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<< " if (g1 == NULL)" << endl
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<< " return;" << endl
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<< " else" << endl
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<< " {" << endl
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<< jacobian_output.str()
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<< " }" << endl
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<< " }" << endl
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<< "}" << endl << endl;
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}
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}
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void
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StaticModel::writeStaticFile(const string &basename) const
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{
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switch (mode)
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{
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case eStandardMode:
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case eSparseDLLMode:
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case eSparseMode:
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writeStaticMFile(basename + "_static");
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break;
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case eDLLMode:
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writeStaticCFile(basename + "_static");
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break;
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}
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}
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void
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StaticModel::computingPass(bool no_tmp_terms)
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{
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// Determine derivation order
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int order = 1;
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if (computeStaticHessian)
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order = 2;
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// Launch computations
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cout << "Computing static model derivatives at order " << order << "...";
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derive(order);
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cout << " done" << endl;
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if (!no_tmp_terms)
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computeTemporaryTerms(order);
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}
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int
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StaticModel::computeDerivID(int symb_id, int lag)
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{
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if (symbol_table.getType(symb_id) == eEndogenous)
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return symbol_table.getTypeSpecificID(symb_id);
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else
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return -1;
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}
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int
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StaticModel::getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException)
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{
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if (symbol_table.getType(symb_id) == eEndogenous)
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return symbol_table.getTypeSpecificID(symb_id);
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else
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throw UnknownDerivIDException();
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}
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int
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StaticModel::getDerivIDNbr() const
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{
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return symbol_table.endo_nbr();
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}
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