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preprocessor/ModelNormalization.cc

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/*
* Copyright (C) 2007-2008 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/>.
*/
//#define DEBUG
#include <cstdio>
#include <cstdlib>
#include <iostream>
#include <sstream>
#include <fstream>
#include "ModelNormalization.hh"
using namespace std;
Normalization::Normalization(const SymbolTable &symbol_table_arg) :
symbol_table(symbol_table_arg)
{
//Empty
fp_verbose=false;
};
Normalization::~Normalization()
{
//Empty
};
void
Normalization::IM_to_Gr(int n0, int prologue, int epilogue, bool* IM, Equation_set *Equation, Variable_set *Variable )
// Create a non-oriented graph of the model from the incidence matrix
{
int i, j, edges, n;
Edge *e1;
#ifdef DEBUG
cout << "in IM_to_Gr\n";
#endif
//Normalize only the earth block (the prologue and the epilogue are still normalized)
n = n0 - prologue - epilogue;
Equation->size = n;
Variable->size = n;
Equation->Number = (Equation_vertex*)malloc(n * sizeof(Equation_vertex));
Variable->Number = (Variable_vertex*)malloc(n * sizeof(Variable_vertex));
edges = 0;
for(i = 0;i < n;i++)
{
Equation->Number[i].First_Edge = NULL;
Equation->Number[i].matched = -1;
Variable->Number[i].matched = -1;
for(j = 0;j < n;j++)
{
if(IM[(j + prologue)*n0 + (i + prologue)])
{
edges++;
e1 = (Edge *) malloc(sizeof(Edge));
e1->next = Equation->Number[i].First_Edge;
Equation->Number[i].First_Edge = e1;
e1->Vertex_Index = j;
}
}
}
//The maximum number of vertex in each equation is set to the total amount of edges in the model
Equation->edges = edges;
#ifdef DEBUG
cout << "end of IM_to_Gr\n";
#endif
}
void
Normalization::Inits(Equation_set *Equation)
{
int i;
#ifdef DEBUG
cout << "in Inits\n";
#endif
eq = eex = 0;
IndexUnmatched = Equation->edges * 2;
Local_Heap = (t_Heap*)malloc(IndexUnmatched * sizeof(t_Heap));
for(i = 0; i < Equation->size; i++)
{
Equation->Number[i].Next_Edge = Equation->Number[i].First_Edge;
visited[i] = 0;
// we put all unmatched vertices from Equation at the other end of the Local_Heap
if(Equation->Number[i].matched == -1)
{
Local_Heap[--IndexUnmatched].u = i;
#ifdef DEBUG
cout << i << " is unmatched\n";
#endif
}
}
#ifdef DEBUG
cout << "end of Inits\n";
#endif
}
void
Normalization::UpdatePath(Equation_set *Equation, Variable_set *Variable, int i1, int i2)
{
int i, j;
#ifdef DEBUG
cout << "in UpdatePath \n";
#endif
while(i2 >= 0)
{
i = Local_Heap[i2].u;
j = Local_Heap[i1].v;
Variable->Number[j].matched = i;
Equation->Number[i].matched = j;
i1 = i2;
i2 = Local_Heap[i2].i_parent;
eex++;
}
#ifdef DEBUG
cout << "end of UpdatePath \n";
#endif
}
void
Normalization::FindAugmentingPaths(Equation_set *Equation, Variable_set *Variable)
{
// augmenting paths using breadth-first search.
int Bottom;
int Top;
int u, i;
Edge *e, *e2;
#ifdef DEBUG
cout << "in FindAugmentingPaths\n";
#endif
// external loop gets unmatched u vertices from far end of array Local_Heap
while(IndexUnmatched < Equation->edges*2)
{
Top = Bottom = 0;
Local_Heap[Top].u = Local_Heap[IndexUnmatched++].u;
Local_Heap[Top].i_parent = -1; /* root of BFS tree */
#ifdef DEBUG
cout << "unmatched u" << Local_Heap[Top].u << " will be processed\n";
#endif
// Local_Heap processing
while(Bottom >= Top)
{
u = Local_Heap[Top++].u;
e = Equation->Number[u].First_Edge;
eq++;
// adjacency list scanning
while(e != NULL)
{
if (!visited[Variable->Number[e->Vertex_Index].matched])
{
// extend tree
Local_Heap[++Bottom].u = u = Variable->Number[e->Vertex_Index].matched;
Local_Heap[Bottom].i_parent = Top - 1;
Local_Heap[Bottom].v = e->Vertex_Index;
visited[u] = 1;
e2 = Equation->Number[u].Next_Edge;
eq++;
while ((e2 != NULL) && (Variable->Number[e2->Vertex_Index].matched != -1))
{
e2 = e2->next;
eq++;
}
Equation->Number[u].Next_Edge = e2;
if(e2 != NULL)
{
#ifdef DEBUG
cout << "augmenting path found\n";
#endif
// u in the Local_Heap but not the edge to v
Variable->Number[e2->Vertex_Index].matched = u;
Equation->Number[u].matched = e2->Vertex_Index;
// now for the rest of the path
UpdatePath(Equation, Variable, Bottom, Top - 1);
// temporary cut is emptied
for(i = 0; i <= Bottom; i++)
visited[Local_Heap[i].u] = 0;
Bottom = Top - 1;
// to get off from Local_Heap loop
// to get off from adj list scan loop
break;
}
}
e = e->next;
eq++;
}
}
}
#ifdef DEBUG
cout << "end of FindAugmentingPaths\n";
#endif
}
void
Normalization::CheapMatching(Equation_set *Equation, Variable_set *Variable)
{
int i;
Edge *e;
int count = 0;
#ifdef DEBUG
cout << "in CheapMatching Equation->size : " << Equation->size << "\n";
#endif
for(i = 0; i < Equation->size; i++)
{
e = Equation->Number[i].First_Edge;
while(e != (Edge *) NULL)
{
if(Variable->Number[e->Vertex_Index].matched == -1)
{
Variable->Number[e->Vertex_Index].matched = i;
Equation->Number[i].matched = e->Vertex_Index;
#ifdef DEBUG
cout << i << " matched to " << e->Vertex_Index << "\n";
#endif
count++;
break;
}
e = e->next;
}
}
if(fp_verbose)
cout << count << " vertices in Equation were initially matched (" << (float) 100*count / Equation->size << "%)\n";
#ifdef DEBUG
cout << "end of CheapMatching\n";
#endif
}
void
Normalization::MaximumMatching(Equation_set *Equation, Variable_set *Variable)
{
#ifdef DEBUG
cout << "in MaximumMatching\n";
#endif
CheapMatching(Equation, Variable);
Inits(Equation);
FindAugmentingPaths(Equation, Variable);
#ifdef DEBUG
cout << "end of MaximumMatching\n";
#endif
}
int
Normalization::MeasureMatching(Equation_set *Equation)
{
int size = 0, i;
for(i = 0; i < Equation->size; i++)
if(Equation->Number[i].matched != -1)
size++;
return size;
}
void
Normalization::OutputMatching(Equation_set* Equation)
{
int i;
Edge* e1;
cout << "Maximum Matching Results for |Equation|=" << Equation->size << " |Edges|=" << Equation->edges << "\n";
for(i = 0; i < Equation->size; i++)
{
if(Equation->Number[i].matched != -1)
cout << "equation " << i << " matched to variable " << Equation->Number[i].matched;
else
cout << "equation " << i << " not matched \n";
e1 = Equation->Number[i].First_Edge;
while(e1 != NULL)
{
cout << " " << e1->Vertex_Index;
e1 = e1->next;
}
cout << "\n";
}
}
void
Normalization::Gr_to_IM_basic(int n0, int prologue, int epilogue, bool* IM, Equation_set *Equation, bool transpose)
{
int i, j, edges, n;
Edge *e1;
n = n0 - prologue - epilogue;
Equation->size = n;
Equation->Number = (Equation_vertex*)malloc(n * sizeof(Equation_vertex));
edges = 0;
if(transpose)
{
for(i = 0;i < n;i++)
{
Equation->Number[i].First_Edge = NULL;
Equation->Number[i].matched = -1;
for(j = 0;j < n;j++)
{
if ((IM[(j + prologue)*n0 + (i + prologue)]) && (i != j))
{
edges++;
e1 = (Edge *) malloc(sizeof(Edge));
e1->next = Equation->Number[i].First_Edge;
Equation->Number[i].First_Edge = e1;
e1->Vertex_Index = j;
}
}
}
}
else
{
for(i = 0;i < n;i++)
{
Equation->Number[i].First_Edge = NULL;
Equation->Number[i].matched = -1;
for(j = 0;j < n;j++)
{
if ((IM[(i + prologue)*n0 + (j + prologue)]) && (i != j))
{
edges++;
e1 = (Edge *) malloc(sizeof(Edge));
e1->next = Equation->Number[i].First_Edge;
Equation->Number[i].First_Edge = e1;
e1->Vertex_Index = j;
}
}
}
}
//The maximum number of vertex in each equation is set to the total amount of edges in the model
Equation->edges = edges;
#ifdef DEBUG
cout << "end of IM_to_Gr\n";
#endif
}
void
Normalization::Gr_to_IM(int n0, int prologue, int epilogue, bool* IM, simple* Index_Equ_IM, Equation_set *Equation, bool mixing, bool* IM_s)
{
int i, j, n, l;
Edge *e1, *e2;
Equation_set* Equation_p;
simple* Index_Equ_IM_tmp = (simple*)malloc(n0 * sizeof(*Index_Equ_IM_tmp));
bool* SIM = (bool*)malloc(n0 * n0 * sizeof(bool));
#ifdef DEBUG
cout << "in Gr_to_IM\n";
#endif
n = n0 - prologue - epilogue;
if(mixing)
{
for(i = 0;i < n0*n0;i++)
SIM[i] = IM_s[i];
for(i = 0;i < n0;i++)
Index_Equ_IM_tmp[i].index = Index_Equ_IM[i].index;
for(i = 0;i < n;i++)
{
/*Index_Var_IM[j+prologue].index=Index_Var_IM_tmp[Equation->Number[j].matched+prologue].index;*/
if(fp_verbose)
cout << "Equation->Number[" << i << "].matched=" << Equation->Number[i].matched << "\n";
Index_Equ_IM[i + prologue].index = Index_Equ_IM_tmp[Equation->Number[i].matched + prologue].index;
for(j = 0;j < n0;j++)
SIM[(i + prologue)*n0 + j] = IM_s[(Equation->Number[i].matched + prologue) * n0 + j];
}
for(i = 0;i < n0*n0;i++)
IM[i] = SIM[i];
}
else
{
for(i = 0;i < n0*n0;i++)
SIM[i] = IM[i];
for(i = 0;i < n0;i++)
Index_Equ_IM_tmp[i].index = Index_Equ_IM[i].index;
for(j = 0;j < n;j++)
{
if(fp_verbose)
cout << "Equation->Number[" << j << "].matched=" << Equation->Number[j].matched << "\n";
Index_Equ_IM[j + prologue].index = Index_Equ_IM_tmp[Equation->Number[j].matched + prologue].index;
for(i = 0;i < n0;i++)
SIM[(i)*n0 + j + prologue] = IM[(i) * n0 + Equation->Number[j].matched + prologue];
}
for(i = 0;i < n0*n0;i++)
IM[i] = SIM[i];
}
free(SIM);
free(Index_Equ_IM_tmp);
if(mixing)
Gr_to_IM_basic(n0, prologue, epilogue, IM, Equation, true);
else
{
// In this step we :
// 1) get ride of the edge from the equation to its explain variable
// 2) resort the equation in the order of the matched variable
// 3) transpose the graph
// in order to get the oriented graph needed to find strong connex components
Equation_p = (Equation_set*)malloc(sizeof(Equation_set));
Equation_p->size = Equation->size;
Equation_p->edges = Equation->edges;
Equation_p->Number = (Equation_vertex*)malloc(n * sizeof(Equation_vertex));
for(i = 0;i < n;i++)
{
Equation_p->Number[i].First_Edge = NULL;
Equation_p->Number[i].Next_Edge = NULL;
}
for(i = 0;i < n;i++)
{
l = Equation->Number[i].matched;
e1 = Equation->Number[l].First_Edge;
while(e1 != NULL)
{
if(e1->Vertex_Index != i)
{
j = e1->Vertex_Index;
if(Equation_p->Number[j].First_Edge != NULL)
{
Equation_p->Number[j].Next_Edge->next = (Edge*)malloc(sizeof(Edge*));
Equation_p->Number[j].Next_Edge = Equation_p->Number[j].Next_Edge->next;
}
else
{
Equation_p->Number[j].First_Edge = (Edge*)malloc(sizeof(Edge*));
Equation_p->Number[j].Next_Edge = Equation_p->Number[j].First_Edge;
}
Equation_p->Number[j].Next_Edge->next = NULL;
Equation_p->Number[j].Next_Edge->Vertex_Index = i;
}
e2 = e1->next;
free(e1);
e1 = e2;
}
}
for(i = 0;i < n;i++)
{
Equation->Number[i].matched = Equation_p->Number[i].matched;
Equation->Number[i].First_Edge = Equation_p->Number[i].First_Edge;
Equation->Number[i].Next_Edge = Equation_p->Number[i].Next_Edge;
}
free(Equation_p->Number);
free(Equation_p);
}
#ifdef DEBUG
cout << "end of Gr_to_IM\n";
#endif
}
void
Normalization::Free_Equation(int n, Equation_set* Equation)
{
//free unused space
Edge *e1, *e2;
int i;
for(i = 0;i < n;i++)
{
e1 = Equation->Number[i].First_Edge;
while(e1 != NULL)
{
e2 = e1->next;
e1 = e2;
}
}
free(Equation->Number);
free(Equation);
}
void
Normalization::Free_Other(Variable_set* Variable)
{
//free unused space
free(Local_Heap);
free(Variable->Number);
free(Variable);
free(visited);
}
void
Normalization::Free_All(int n, Equation_set* Equation, Variable_set* Variable)
{
Free_Equation(n, Equation);
Free_Other(Variable);
}
void
Normalization::ErrorHandling(int n, bool* IM, simple* Index_Equ_IM)
{
int i, j, k, k1, k2;
for(i = 0;i < n;i++)
{
k = 0;
for(j = 0;j < n;j++)
k += (int)IM[j * n + Index_Equ_IM[i].index];
if(k == 0)
cout << " the variable " << getnamebyID(eEndogenous, Index_Equ_IM[i].index) << " does not appear in any equation \n";
for(j = i + 1;j < n;j++)
{
k1 = k2 = 0;
for(k = 0;k < n;k++)
{
k1 = k1 + (int)(IM[Index_Equ_IM[i].index * n + k] != IM[Index_Equ_IM[j].index * n + k]);
k2 = k2 + (int)IM[Index_Equ_IM[i].index * n + k];
}
if ((k1 == 0)&(k2 == 1))
cout << " the variable " << getnamebyID(eEndogenous, Index_Equ_IM[i].index) << " is the only endogenous variable in equations " << Index_Equ_IM[i].index + 1 << " and " << Index_Equ_IM[j].index + 1 << "\n";
}
}
}
void
Normalization::Set_fp_verbose(bool ok)
{
fp_verbose=ok;
}
bool
Normalization::Normalize(int n, int prologue, int epilogue, bool* IM, simple* Index_Equ_IM, Equation_set* Equation, bool mixing, bool* IM_s)
{
int matchingSize, effective_n;
int save_fp_verbose=fp_verbose;
fp_verbose = 0;
Variable_set* Variable = (Variable_set*) malloc(sizeof(Variable_set));
#ifdef DEBUG
cout << "in Normalize\n";
#endif
visited = (bool*)malloc(n * sizeof(*visited));
IM_to_Gr(n, prologue, epilogue, IM, Equation, Variable);
MaximumMatching(Equation, Variable);
matchingSize = MeasureMatching(Equation);
effective_n = n - prologue - epilogue;
fp_verbose=save_fp_verbose;
if(matchingSize < effective_n && fp_verbose)
{
cout << "Error: dynare could not normalize the model.\n The following equations:\n - ";
int i;
for(i = 0; i < Equation->size; i++)
if(Equation->Number[i].matched == -1)
cout << i << " ";
cout << "\n and the following variables:\n - ";
for(i = 0; i < Variable->size; i++)
if(Variable->Number[i].matched == -1)
cout << symbol_table.getNameByID(eEndogenous, Index_Equ_IM[i].index) << " ";
cout << "\n could not be normalized\n";
//ErrorHandling(n, IM, Index_Equ_IM);
//system("PAUSE");
exit( -1);
}
if(matchingSize >= effective_n )
{
Gr_to_IM(n, prologue, epilogue, IM, Index_Equ_IM, Equation, mixing, IM_s);
if(fp_verbose)
{
OutputMatching(Equation);
for(int i = 0;i < n;i++)
cout << "Index_Equ_IM[" << i << "]=" << Index_Equ_IM[i].index /*<< " == " "Index_Var_IM[" << i << "]=" << Index_Var_IM[i].index*/ << "\n";
}
}
Free_Other(Variable);
#ifdef DEBUG
cout << "end of Normalize\n";
#endif
if(matchingSize < effective_n )
return(0);
else
return(1);
}
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