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preprocessor/Model_Graph.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/>.
*/
#include <cstdlib>
#include <cstdio>
#include <iostream>
#include <string>
#include <ctime>
#include <stack>
#include <cmath>
#include "ModelTree.hh"
#include "Model_Graph.hh"
#include "BlockTriangular.hh"
using namespace std;
void
free_model_graph(t_model_graph* model_graph)
{
int i;
for(i = 0;i < model_graph->nb_vertices;i++)
{
free(model_graph->vertex[i].in_degree_edge);
free(model_graph->vertex[i].out_degree_edge);
}
free(model_graph->vertex);
free(model_graph);
}
void
print_Graph(t_model_graph* model_graph)
{
int i, j;
for(i = 0;i < model_graph->nb_vertices;i++)
{
cout << "vertex " << model_graph->vertex[i].index << "(" << i << " ," << model_graph->vertex[i].nb_out_degree_edges << ")\n";
cout << " -> ";
for(j = 0;j < model_graph->vertex[i].nb_out_degree_edges;j++)
cout << model_graph->vertex[model_graph->vertex[i].out_degree_edge[j].index].index << /*" -" << model_graph->vertex[i].out_degree_edge[j].index << "-*/" (" << model_graph->vertex[i].out_degree_edge[j].u_count << "), ";
cout << "\n";
cout << " <- ";
for(j = 0;j < model_graph->vertex[i].nb_in_degree_edges;j++)
cout << model_graph->vertex[model_graph->vertex[i].in_degree_edge[j].index].index << /*" -" << model_graph->vertex[i].in_degree_edge[j].index << "-*/" (" << model_graph->vertex[i].in_degree_edge[j].u_count << "), ";
cout << "\n";
}
}
void Check_Graph(t_model_graph* model_graph)
{
int i, j, k, i1, i2;
bool OK, OK_u_count;
for(i = 0;i < model_graph->nb_vertices;i++)
{
for(j = 0;j < model_graph->vertex[i].nb_in_degree_edges;j++)
{
i1 = model_graph->vertex[i].in_degree_edge[j].index;
i2 = model_graph->vertex[i].in_degree_edge[j].u_count;
OK = 0;
OK_u_count = 0;
for(k = 0;(k < model_graph->vertex[i1].nb_out_degree_edges) && (!OK);k++)
{
if(model_graph->vertex[i1].out_degree_edge[k].index == i)
{
OK = 1;
if(model_graph->vertex[i1].out_degree_edge[k].u_count == i2)
OK_u_count = 1;
}
}
if(!OK)
{
cout << "not symetric for edge between vertices " << model_graph->vertex[i1].index << " and " << model_graph->vertex[i].index << " (in_degree)\n";
print_Graph(model_graph);
system("pause");
exit( -1);
}
if(!OK_u_count)
{
cout << "valeur de u_count non sym<79>trique sur l'arc entre " << model_graph->vertex[i1].index << " et " << model_graph->vertex[i].index << " (in_degree)\n";
print_Graph(model_graph);
system("pause");
exit( -1);
}
}
for(j = 0;j < model_graph->vertex[i].nb_out_degree_edges;j++)
{
i1 = model_graph->vertex[i].out_degree_edge[j].index;
i2 = model_graph->vertex[i].out_degree_edge[j].u_count;
OK = 0;
OK_u_count = 0;
for(k = 0;(k < model_graph->vertex[i1].nb_in_degree_edges) && (!OK);k++)
{
if(model_graph->vertex[i1].in_degree_edge[k].index == i)
{
OK = 1;
if(model_graph->vertex[i1].in_degree_edge[k].u_count == i2)
OK_u_count = 1;
}
}
if(!OK)
{
cout << "pas sym<79>trique sur l'arc entre " << model_graph->vertex[i1].index << " et " << model_graph->vertex[i].index << " (out_degree)\n";
print_Graph(model_graph);
system("pause");
exit( -1);
}
if(!OK_u_count)
{
cout << "valeur de u_count non sym<79>trique sur l'arc entre " << model_graph->vertex[i1].index << " et " << model_graph->vertex[i].index << " (out_degree)\n";
print_Graph(model_graph);
system("pause");
exit( -1);
}
}
}
}
void
copy_model_graph(t_model_graph* model_graph, t_model_graph* saved_model_graph, int nb_endo, int y_kmax)
{
int i, j;
saved_model_graph->nb_vertices = model_graph->nb_vertices;
saved_model_graph->vertex = (t_vertex*)malloc(model_graph->nb_vertices * sizeof(*model_graph->vertex));
for(i = 0;i < model_graph->nb_vertices;i++)
{
saved_model_graph->vertex[i].index = model_graph->vertex[i].index;
saved_model_graph->vertex[i].nb_in_degree_edges = model_graph->vertex[i].nb_in_degree_edges;
saved_model_graph->vertex[i].in_degree_edge = (t_edge*)malloc((y_kmax + 2) * nb_endo * sizeof(t_edge));
for(j = 0;j < model_graph->vertex[i].nb_in_degree_edges;j++)
{
saved_model_graph->vertex[i].in_degree_edge[j].index = model_graph->vertex[i].in_degree_edge[j].index;
saved_model_graph->vertex[i].in_degree_edge[j].u_count = model_graph->vertex[i].in_degree_edge[j].u_count;
}
saved_model_graph->vertex[i].nb_out_degree_edges = model_graph->vertex[i].nb_out_degree_edges;
saved_model_graph->vertex[i].out_degree_edge = (t_edge*)malloc((y_kmax + 2) * nb_endo * sizeof(t_edge));
for(j = 0;j < model_graph->vertex[i].nb_out_degree_edges;j++)
{
saved_model_graph->vertex[i].out_degree_edge[j].index = model_graph->vertex[i].out_degree_edge[j].index;
saved_model_graph->vertex[i].out_degree_edge[j].u_count = model_graph->vertex[i].out_degree_edge[j].u_count;
}
}
}
int
ModelBlock_Graph(Model_Block *ModelBlock, int Blck_num, bool dynamic, t_model_graph* model_graph, int nb_endo, int* block_u_count, int *starting_vertex, int *periods, int *nb_table_y, int *mean_var_in_equ)
{
int i, j, k, l, m, lag, per, lag1, k2, complete_size = 0, u_count;
int max_lead, max_lag, size, Lead, Lag;
int *Used, *todo_lag, *todo_lead, *vertex_ref, *vertex_index, *todo_lag1, *todo_lead1 ;
max_lag = ModelBlock->Block_List[Blck_num].Max_Lag;
max_lead = ModelBlock->Block_List[Blck_num].Max_Lead;
if(!dynamic)
{
/*It's a static model that have to be solved at each period*/
/*size=ModelBlock->Block_List[Blck_num].IM_lead_lag[max_lag].size;*/
size = ModelBlock->Block_List[Blck_num].Size;
/*We add an extra vertex to take into account of the f(x0) constant term in f(x)=0 approximated by f(x0) + (x-x0) f'(x0) = 0*/
//cout << "Static, Blck_num= " << Blck_num << "size= " << size << "\n";
model_graph->nb_vertices = size + 1;
*starting_vertex = 0;
model_graph->vertex = (t_vertex*)malloc(model_graph->nb_vertices * sizeof(*model_graph->vertex));
for(i = 0;i < size;i++)
{
/*It's not f(x0) vertex*/
model_graph->vertex[i].in_degree_edge = (t_edge*)malloc((size + 1) * sizeof(t_edge));
model_graph->vertex[i].out_degree_edge = (t_edge*)malloc((size + 1) * sizeof(t_edge));
model_graph->vertex[i].nb_in_degree_edges = 0;
model_graph->vertex[i].nb_out_degree_edges = 0;
model_graph->vertex[i].index = ModelBlock->Block_List[Blck_num].Variable[i];
model_graph->vertex[i].lag_lead = 0;
}
/*It's f(x0) vertex*/
model_graph->vertex[size].in_degree_edge = (t_edge*)malloc(0 * sizeof(t_edge));
model_graph->vertex[size].out_degree_edge = (t_edge*)malloc((size) * sizeof(t_edge));
model_graph->vertex[size].nb_in_degree_edges = 0;
model_graph->vertex[size].index = -1;
model_graph->vertex[size].lag_lead = 0;
for(i = 0;i < ModelBlock->Block_List[Blck_num].IM_lead_lag[max_lag].size;i++)
{
k = ModelBlock->Block_List[Blck_num].IM_lead_lag[max_lag].Equ[i];
m = ModelBlock->Block_List[Blck_num].IM_lead_lag[max_lag].Var[i];
j = model_graph->vertex[k].nb_in_degree_edges++;
l = model_graph->vertex[m].nb_out_degree_edges++;
model_graph->vertex[k].in_degree_edge[j].index = m;
model_graph->vertex[m].out_degree_edge[l].index = k;
model_graph->vertex[k].in_degree_edge[j].u_count = ModelBlock->Block_List[Blck_num].IM_lead_lag[max_lag].us[i];
model_graph->vertex[m].out_degree_edge[l].u_count = ModelBlock->Block_List[Blck_num].IM_lead_lag[max_lag].us[i];
}
model_graph->vertex[size].nb_out_degree_edges = size;
for(i = 0;i < size;i++)
{
j = model_graph->vertex[i].nb_in_degree_edges++;
model_graph->vertex[i].in_degree_edge[j].index = size;
model_graph->vertex[i].in_degree_edge[j].u_count = i;
model_graph->vertex[size].out_degree_edge[i].index = i;
model_graph->vertex[size].out_degree_edge[i].u_count = i;
}
u_count = ModelBlock->Block_List[Blck_num].IM_lead_lag[max_lag].u_finish - ModelBlock->Block_List[Blck_num].IM_lead_lag[max_lag].u_init + 1
+ ModelBlock->Block_List[Blck_num].Size;
*block_u_count = u_count;
*nb_table_y = size;
return (u_count);
}
else
{
int sup;
Lead = ModelBlock->Block_List[Blck_num].Max_Lead;
Lag = ModelBlock->Block_List[Blck_num].Max_Lag;
cout << "---> *periods=" << *periods << "\n";
if(*periods>3)
{
sup = Lead + Lag +3;
*periods = Lead + Lag + sup;
}
#ifdef PRINT_OUT
cout << "Lag=" << Lag << " Lead=" << Lead << "\n";
cout << "periods=Lead+2*Lag+2= " << *periods << "\n";
#endif
size = ModelBlock->Block_List[Blck_num].Size;
/*It's a dynamic model that have to be solved for all periods.
So we consider the incidence matrice for all lead and lags plus the current value*/
model_graph->nb_vertices = 0;
vertex_ref = (int*)malloc(size * (Lag + Lead + *periods) * sizeof(int));
memset(vertex_ref, -1, size*(Lag + Lead + *periods)*sizeof(int));
vertex_index = (int*)malloc(size * (Lag + Lead + *periods) * sizeof(int));
complete_size = ModelBlock->Block_List[Blck_num].IM_lead_lag[Lag].size * (*periods);
if(Lag > 0)
{
todo_lag = (int*)malloc(size * Lag * sizeof(int));
todo_lag1 = (int*)malloc(size * Lag * sizeof(int));
memset(todo_lag, -1, size*Lag*sizeof(int));
memset(todo_lag1, -1, size*Lag*sizeof(int));
Used = (int*)malloc(size * Lag * sizeof(int));
for(lag = 0;lag < Lag;lag++)
{
memset(Used, -1, size*Lag*sizeof(int));
complete_size += ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].size;
for(i = 0;i < ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].size;i++)
{
if(Used[ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].Var[i]] < 0)
{
k = ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].Var[i];
todo_lag[lag*size + k] = k;
vertex_ref[lag*size + k] = model_graph->nb_vertices;
vertex_index[model_graph->nb_vertices] = lag * nb_endo + ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].Var_Index[i];
todo_lag1[lag*size + k] = i;
model_graph->nb_vertices++;
Used[k] = i;
}
}
if(lag > 0)
{
for(lag1 = 0;lag1 < lag;lag1++)
for(i = 0;i < size;i++)
if(todo_lag[(lag1)*size + i] >= 0)
{
if(Used[i] < 0)
{
todo_lag[lag*size + i] = i;
k = todo_lag[(lag1) * size + i];
vertex_ref[lag*size + k] = model_graph->nb_vertices;
j = todo_lag1[(lag1) * size + i];
vertex_index[model_graph->nb_vertices] = lag * nb_endo + ModelBlock->Block_List[Blck_num].IM_lead_lag[lag1].Var_Index[k];
model_graph->nb_vertices++;
}
}
}
}
*starting_vertex = model_graph->nb_vertices;
free(Used);
free(todo_lag);
free(todo_lag1);
}
int nb_vertices_1=model_graph->nb_vertices;
#ifdef PRINT_OUT
cout << "nb_vertices in the first part: " << nb_vertices_1 << "\n";
#endif
for(per = Lag;per < Lag + *periods;per++)
for(i = 0;i < size;i++)
{
vertex_ref[per*size + i] = model_graph->nb_vertices;
vertex_index[model_graph->nb_vertices] = (per) * nb_endo + ModelBlock->Block_List[Blck_num].Variable[i];
model_graph->nb_vertices++;
}
int nb_vertices_2=model_graph->nb_vertices-nb_vertices_1;
#ifdef PRINT_OUT
cout << "nb_vertices in the second part: " << nb_vertices_2 << "\n";
#endif
if(Lead > 0)
{
todo_lead = (int*)malloc(size * Lead * sizeof(int));
todo_lead1 = (int*)malloc(size * Lead * sizeof(int));
memset(todo_lead, -1, size*Lead*sizeof(int));
memset(todo_lead1, -1, size*Lead*sizeof(int));
Used = (int*)malloc(size * Lead * sizeof(int));
k2 = model_graph->nb_vertices;
for(lag = Lag + Lead;lag > Lag;lag--)
{
complete_size += ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].size;
memset(Used, -1, size*Lead*sizeof(int));
for(i = 0;i < ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].size;i++)
{
if(Used[ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].Var[i]] < 0)
{
k = ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].Var[i];
todo_lead[(lag - Lag - 1)*size + k] = k;
todo_lead1[(lag - Lag - 1)*size + k] = i;
Used[k] = i;
model_graph->nb_vertices++;
}
}
if(lag < Lag + Lead)
{
for(lag1 = Lag + Lead;lag1 > lag;lag1--)
for(i = 0;i < size;i++)
{
if(todo_lead[(lag1 - Lag - 1)*size + i] >= 0)
{
if(Used[i] < 0)
{
k = todo_lead[(lag1 - Lag - 1) * size + i];
model_graph->nb_vertices++;
}
}
}
}
}
k2 = model_graph->nb_vertices;
memset(todo_lead, -1, size*Lead*sizeof(int));
for(lag = Lag + Lead;lag > Lag;lag--)
{
complete_size += ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].size;
memset(Used, -1, size*Lead*sizeof(int));
for(i = ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].size - 1;i >= 0;i--)
{
if(Used[ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].Var[i]] < 0)
{
k2--;
k = ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].Var[i];
todo_lead[(lag - Lag - 1)*size + k] = k;
todo_lead1[(lag - Lag - 1)*size + k] = i;
vertex_ref[(lag + *periods - 1)*size + k] = k2;
vertex_index[k2] = (lag + *periods - 1) * nb_endo + ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].Var_Index[i];
Used[k] = i;
}
}
if(lag < Lag + Lead)
{
for(lag1 = Lag + Lead;lag1 > lag;lag1--)
{
for(i = size - 1;i >= 0;i--)
{
if(todo_lead[(lag1 - Lag - 1)*size + i] >= 0)
{
if(Used[i] < 0)
{
k2--;
todo_lead[(lag - Lag - 1)*size + i] = i;
todo_lead1[(lag - Lag - 1)*size + i] = todo_lead1[(lag1 - Lag - 1)*size + i];
k = todo_lead[(lag1 - Lag - 1) * size + i];
vertex_ref[(lag + *periods - 1)*size + k] = k2;
//#ifdef PRINT_OUT
//#endif
j = todo_lead1[(lag1 - Lag - 1) * size + i];
//#ifdef PRINT_OUT
if(j>ModelBlock->Block_List[Blck_num].IM_lead_lag[lag1].size||j==-1)
{
cout << "Error in model graph construction (lead part): j (" << j << ")>size (" << ModelBlock->Block_List[Blck_num].IM_lead_lag[lag1].size << ")\n";
system("pause");
exit(-1);
}
//#endif
vertex_index[k2] = (lag + *periods - 1) * nb_endo + ModelBlock->Block_List[Blck_num].IM_lead_lag[lag1].Var_Index[j];
}
}
}
}
}
}
free(Used);
free(todo_lead);
free(todo_lead1);
}
int nb_vertices_3=model_graph->nb_vertices-nb_vertices_2-nb_vertices_1;
#ifdef PRINT_OUT
cout << "nb_vertices in the last part: " << nb_vertices_3 << "\n";
#endif
/*We add an extra vertex to take into account of the f(x0) constant term in f(x)=0 approx f(x0) + (x-x0) f'(x0) = 0*/
model_graph->nb_vertices++;
model_graph->vertex = (t_vertex*)malloc(model_graph->nb_vertices * sizeof(*model_graph->vertex));
vertex_index[model_graph->nb_vertices - 1] = -1;
#ifdef PRINT_OUT
cout << "ok0\n";
cout << "model_graph->nb_vertices=" << model_graph->nb_vertices << " Lag=" << Lag << " Lead=" << Lead << "\n";
cout << "*periods=" << *periods << " size=" << size << "\n";
cout << "allocated / vertex = " << (size + nb_vertices_1 + nb_vertices_3+ 1) << "\n";
#endif
int nb_table_u= size+nb_vertices_1+nb_vertices_3+2;
for(k = 0;k < model_graph->nb_vertices-1;k++)
{
model_graph->vertex[k].index = vertex_index[k];
model_graph->vertex[k].in_degree_edge = (t_edge*)malloc(nb_table_u * sizeof(t_edge));
model_graph->vertex[k].out_degree_edge = (t_edge*)malloc(nb_table_u * sizeof(t_edge));
model_graph->vertex[k].nb_in_degree_edges = 0;
model_graph->vertex[k].nb_out_degree_edges = 0;
model_graph->vertex[k].max_nb_in_degree_edges = nb_table_u;
model_graph->vertex[k].max_nb_out_degree_edges = nb_table_u;
#ifdef PRINT_OUT
//if(k==8)
{
cout << " model_graph->vertex[" << k << "].in_degree_edge=" << model_graph->vertex[k].in_degree_edge << "\n";
}
#endif
}
model_graph->vertex[model_graph->nb_vertices-1].index = vertex_index[model_graph->nb_vertices-1];
model_graph->vertex[model_graph->nb_vertices-1].in_degree_edge = (t_edge*)malloc(/*model_graph->nb_vertices **/ sizeof(t_edge));
model_graph->vertex[model_graph->nb_vertices-1].out_degree_edge = (t_edge*)malloc(model_graph->nb_vertices * sizeof(t_edge));
model_graph->vertex[model_graph->nb_vertices-1].nb_in_degree_edges = 0;
model_graph->vertex[model_graph->nb_vertices-1].nb_out_degree_edges = 0;
model_graph->vertex[model_graph->nb_vertices-1].max_nb_in_degree_edges = 0;
model_graph->vertex[model_graph->nb_vertices-1].max_nb_out_degree_edges = model_graph->nb_vertices;
#ifdef PRINT_OUT
cout << "ok1\n";
system("pause");
#endif
u_count = 0;
*mean_var_in_equ = 0;
for(per = 0;per < *periods;per++)
{
j = model_graph->nb_vertices - 1;
for(i = 0;i < size;i++)
{
k = vertex_ref[(Lag + per) * size + i];
model_graph->vertex[k].in_degree_edge[model_graph->vertex[k].nb_in_degree_edges].index = j;
model_graph->vertex[j].out_degree_edge[model_graph->vertex[j].nb_out_degree_edges].index = k;
model_graph->vertex[k].in_degree_edge[model_graph->vertex[k].nb_in_degree_edges].u_count = u_count;
model_graph->vertex[j].out_degree_edge[model_graph->vertex[j].nb_out_degree_edges].u_count = u_count;
model_graph->vertex[k].nb_in_degree_edges++;
model_graph->vertex[j].nb_out_degree_edges++;
u_count++;
}
for(lag = 0;lag < Lag + Lead + 1;lag++)
{
#ifdef PRINT_OUT
cout << "ModelBlock->Block_List[" << Blck_num << "].IM_lead_lag[" << lag << "].size = " << ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].size << "\n";
#endif
for(i = 0;i < ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].size;i++)
{
j = vertex_ref[(lag + per) * size + ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].Var[i]];
k = vertex_ref[(Lag + per) * size + ModelBlock->Block_List[Blck_num].IM_lead_lag[lag].Equ[i]];
#ifdef PRINT_OUT
cout << "per=" << per << " lag=" << lag << " i=" << i << " j=" << j << " k=" << k << "\n";
#endif
model_graph->vertex[k].in_degree_edge[model_graph->vertex[k].nb_in_degree_edges].index = j;
model_graph->vertex[j].out_degree_edge[model_graph->vertex[j].nb_out_degree_edges].index = k;
model_graph->vertex[k].in_degree_edge[model_graph->vertex[k].nb_in_degree_edges].u_count = u_count;
model_graph->vertex[j].out_degree_edge[model_graph->vertex[j].nb_out_degree_edges].u_count = u_count;
if(per==(Lag+2))/*&&(lag==(Lag+1))*/
(*mean_var_in_equ)++;
model_graph->vertex[k].nb_in_degree_edges++;
model_graph->vertex[j].nb_out_degree_edges++;
u_count++;
}
}
}
(*mean_var_in_equ) += size;
//cout << "Total variables=" << *mean_var_in_equ << " nb_endo=" << size << "\n";
i=*mean_var_in_equ ;
i =int(ceil(double(i)/size));
*mean_var_in_equ = i;
//cout << "Mean var in equation=" << *mean_var_in_equ << "\n";
*block_u_count = u_count / (*periods);
free(vertex_index);
free(vertex_ref);
if(nb_vertices_1+nb_vertices_3+1>size)
*nb_table_y = nb_vertices_1+nb_vertices_3+1;
else
*nb_table_y = size;
return (u_count);
}
}
void
IM_to_model_graph(List_IM* First_IM, int Time, int endo, int *y_kmin, int *y_kmax, t_model_graph* model_graph, int *nb_endo, int *stacked_time, double** u1, int *u_count
#ifdef VERIF
, Matrix *B, Matrix *D
#endif
)
{
int i, j, t, n, k, l=0, k_k_in = 0, m;
t_pList* Endo;
List_IM* Curr_IM;
int nb_IM = 0;
int Max_edge = 0;
#ifdef STACKED
int k_block = 0;
#endif
bool OK;
*nb_endo = endo;
Curr_IM = First_IM;
while(Curr_IM)
{
if(Curr_IM->lead_lag > *y_kmax)
*y_kmax = Curr_IM->lead_lag;
if( -Curr_IM->lead_lag > *y_kmin)
*y_kmin = -Curr_IM->lead_lag;
Curr_IM = Curr_IM->pNext;
nb_IM++;
}
Endo = (t_pList*)malloc(endo * sizeof(t_pList));
for(i = 0;i < endo;i++)
{
Endo[i].Lag_in = (int*)malloc((*y_kmin + *y_kmax + 1) * sizeof(int));
Endo[i].Lag_out = (int*)malloc((*y_kmin + *y_kmax + 1) * sizeof(int));
memset(Endo[i].Lag_in, 0, (*y_kmin + *y_kmax + 1)*sizeof(int));
memset(Endo[i].Lag_out, 0, (*y_kmin + *y_kmax + 1)*sizeof(int));
Endo[i].CurrNb_in = Endo[i].CurrNb_out = 0;
}
Curr_IM = First_IM;
while(Curr_IM)
{
k = Curr_IM->lead_lag + *y_kmin;
for(i = 0;i < endo;i++)
for(j = 0;j < endo;j++)
if(Curr_IM->IM[i*endo + j])
{
Endo[i].Lag_in[k]++;
Endo[j].Lag_out[k]++;
}
Curr_IM = Curr_IM->pNext;
}
for(i = 0;i < endo;i++)
{
for(j = 0;j < *y_kmax + *y_kmin + 1;j++)
{
Endo[i].CurrNb_in += Endo[i].Lag_in[j];
Endo[i].CurrNb_out += Endo[i].Lag_out[j];
}
if(Endo[i].CurrNb_in + 2 > Max_edge)
Max_edge = Endo[i].CurrNb_in + 2;
if(Endo[i].CurrNb_out + 2 > Max_edge)
Max_edge = Endo[i].CurrNb_out + 2;
}
*stacked_time = Time;
Max_edge = Max_edge * Max_edge;
#ifdef VERIF
B->resize(Time*endo, Time*endo);
D->resize(Time*endo, 1);
*B = B->zeros();
*D = D->zeros();
#endif
int size_c_in, size_c_out, total_edge = 0;
model_graph->nb_vertices = endo * (*stacked_time) + 1;
model_graph->vertex = (t_vertex*)malloc(model_graph->nb_vertices * sizeof(*model_graph->vertex));
for(t = 0;t < *stacked_time;t++)
{
if(t > 0)
{
if(t <= *y_kmin)
for(i = 0;i < endo;i++)
Endo[i].CurrNb_in += Endo[i].Lag_in[*y_kmin - t];
if(t <= *y_kmax)
for(i = 0;i < endo;i++)
Endo[i].CurrNb_out += Endo[i].Lag_out[*y_kmin + t];
}
if(t >= (*stacked_time - *y_kmax))
{
for(i = 0;i < endo;i++)
Endo[i].CurrNb_in -= Endo[i].Lag_in[*y_kmin + (*stacked_time - t)];
}
if(t >= (*stacked_time - *y_kmin))
{
for(i = 0;i < endo;i++)
Endo[i].CurrNb_out -= Endo[i].Lag_out[*y_kmin - (*stacked_time - t)];
}
for(j = 0;j < endo;j++)
{
size_c_in = endo * (*y_kmin + *y_kmax + 1) + 2;
size_c_out = endo * (*y_kmin + *y_kmax + 1) + 2;
total_edge += size_c_out - 1;
l = t * endo + j;
#ifdef STACKED
if(t - *y_kmax - *y_kmin - 2 > 0)
model_graph->vertex[l].index = l + (Time - *y_kmax - *y_kmin - 2) * endo;
else
model_graph->vertex[l].index = l;
#else
model_graph->vertex[l].index = l;
#endif
model_graph->vertex[l].in_degree_edge = (t_edge*)malloc(size_c_in * sizeof(t_edge));
model_graph->vertex[l].out_degree_edge = (t_edge*)malloc(size_c_out * sizeof(t_edge));
model_graph->vertex[l].nb_in_degree_edges = 0;
model_graph->vertex[l].nb_out_degree_edges = 0;
}
}
total_edge += *stacked_time * endo;
for(i = 0;i < endo;i++)
{
free(Endo[i].Lag_in);
free(Endo[i].Lag_out);
}
free(Endo);
*u1 = (double*)malloc((total_edge) * sizeof(double));
model_graph->vertex[l + 1].in_degree_edge = (t_edge*)malloc(0 * sizeof(t_edge));
model_graph->vertex[l + 1].out_degree_edge = (t_edge*)malloc((*stacked_time * endo) * sizeof(t_edge));
model_graph->vertex[l + 1].index = l + 1;
model_graph->vertex[l + 1].nb_in_degree_edges = 0;
model_graph->vertex[l + 1].nb_out_degree_edges = 0;
for(t = 0;t < *stacked_time;t++)
{
Curr_IM = First_IM;
while(Curr_IM)
{
if(Curr_IM->lead_lag < 0)
{
if(t >= abs(Curr_IM->lead_lag))
OK = 1;
else
OK = 0;
}
else
{
if(*stacked_time - t > Curr_IM->lead_lag)
OK = 1;
else
OK = 0;
}
if(OK)
{
l = (t + Curr_IM->lead_lag) * endo;
for(j = 0;j < endo;j++)
{
n = t * endo + j;
for(k = 0;k < endo;k++)
{
if(Curr_IM->IM[j*endo + k])
{
model_graph->vertex[n].in_degree_edge[model_graph->vertex[n].nb_in_degree_edges].index = l + k;
model_graph->vertex[n].in_degree_edge[model_graph->vertex[n].nb_in_degree_edges].u_count =
*u_count;
(*u1)[*u_count] = (double)rand() / RAND_MAX;
#ifdef VERIF
(*B)[n][l + k] = -(*u1)[*u_count];
#endif
(*u_count)++;
model_graph->vertex[n].nb_in_degree_edges++;
}
}
if(Curr_IM->lead_lag == 0)
{
model_graph->vertex[n].in_degree_edge[model_graph->vertex[n].nb_in_degree_edges].index =
endo * (*stacked_time);
model_graph->vertex[n].in_degree_edge[model_graph->vertex[n].nb_in_degree_edges].u_count =
*u_count;
(*u1)[*u_count] = (double)rand() / RAND_MAX;
#ifdef VERIF
(*D)[n][0] = (*u1)[*u_count];
#endif
(*u_count)++;
model_graph->vertex[n].nb_in_degree_edges++;
}
k_k_in += model_graph->vertex[n].nb_in_degree_edges;
}
n = t * endo;
for(j = 0;j < endo;j++)
{
l = (t + Curr_IM->lead_lag) * endo + j;
for(k = 0;k < endo;k++)
{
if(Curr_IM->IM[k*endo + j])
{
model_graph->vertex[l].out_degree_edge[model_graph->vertex[l].nb_out_degree_edges].index = n + k;
for(m = 0;m < model_graph->vertex[n + k].nb_in_degree_edges;m++)
if(model_graph->vertex[n + k].in_degree_edge[m].index == l)
{
model_graph->vertex[l].out_degree_edge[model_graph->vertex[l].nb_out_degree_edges].u_count =
model_graph->vertex[n + k].in_degree_edge[m].u_count;
}
model_graph->vertex[l].nb_out_degree_edges++;
}
}
}
}
Curr_IM = Curr_IM->pNext;
}
}
l = endo * (*stacked_time);
for(j = 0;j < l;j++)
{
model_graph->vertex[l].out_degree_edge[model_graph->vertex[l].nb_out_degree_edges].index = j;
for(m = 0;m < model_graph->vertex[j].nb_in_degree_edges;m++)
if(model_graph->vertex[j].in_degree_edge[m].index == l)
{
model_graph->vertex[l].out_degree_edge[model_graph->vertex[l].nb_out_degree_edges].u_count =
model_graph->vertex[j].in_degree_edge[m].u_count;
}
model_graph->vertex[l].nb_out_degree_edges++;
}
cout << "mean element by equation : " << (double)(k_k_in) / ((*stacked_time)*endo) << "\n";
}
void
IM_to_model_graph_new(List_IM* First_IM, int Time, int endo, int *y_kmin, int *y_kmax, t_model_graph* model_graph, int * nb_endo, int *stacked_time, double** u1, int* u_count
#ifdef VERIF
, Matrix* B, Matrix* D
#endif
)
{
int i, j, t, n, k, l=0, k_k_in = 0, m, u_count_per_period, s_u_count, bi;
t_pList* Endo;
List_IM* Curr_IM;
int nb_IM = 0;
int Max_edge = 0;
#ifdef STACKED
int k_block = 0;
#endif
bool OK;
*nb_endo = endo;
Curr_IM = First_IM;
while(Curr_IM)
{
if(Curr_IM->lead_lag > *y_kmax)
*y_kmax = Curr_IM->lead_lag;
if( -Curr_IM->lead_lag > *y_kmin)
*y_kmin = -Curr_IM->lead_lag;
Curr_IM = Curr_IM->pNext;
nb_IM++;
}
Endo = (t_pList*)malloc(endo * sizeof(t_pList));
for(i = 0;i < endo;i++)
{
Endo[i].Lag_in = (int*)malloc((*y_kmin + *y_kmax + 1) * sizeof(int));
Endo[i].Lag_out = (int*)malloc((*y_kmin + *y_kmax + 1) * sizeof(int));
memset(Endo[i].Lag_in, 0, (*y_kmin + *y_kmax + 1)*sizeof(int));
memset(Endo[i].Lag_out, 0, (*y_kmin + *y_kmax + 1)*sizeof(int));
Endo[i].CurrNb_in = Endo[i].CurrNb_out = 0;
}
Curr_IM = First_IM;
while(Curr_IM)
{
k = Curr_IM->lead_lag + *y_kmin;
for(i = 0;i < endo;i++)
for(j = 0;j < endo;j++)
if(Curr_IM->IM[i*endo + j])
{
Endo[i].Lag_in[k]++;
Endo[j].Lag_out[k]++;
}
Curr_IM = Curr_IM->pNext;
}
for(i = 0;i < endo;i++)
{
for(j = 0;j < *y_kmax + *y_kmin + 1;j++)
{
Endo[i].CurrNb_in += Endo[i].Lag_in[j];
Endo[i].CurrNb_out += Endo[i].Lag_out[j];
}
if(Endo[i].CurrNb_in + 2 > Max_edge)
Max_edge = Endo[i].CurrNb_in + 2;
if(Endo[i].CurrNb_out + 2 > Max_edge)
Max_edge = Endo[i].CurrNb_out + 2;
}
*stacked_time = Time;
Max_edge = Max_edge * Max_edge;
cout << "Max_edge=" << Max_edge << "\n";
#ifdef VERIF
B->resize(Time*endo, Time*endo);
D->resize(Time*endo, 1);
*B = B->zeros();
*D = D->zeros();
#endif
int size_c_in, size_c_out, total_edge = 0;
model_graph->nb_vertices = endo * (*stacked_time) + 1;
model_graph->vertex = (t_vertex*)malloc(model_graph->nb_vertices * sizeof(*model_graph->vertex));
bi = (*y_kmin) + /*6*/20;
for(t = 0;t < *stacked_time;t++)
{
if(t > 0)
{
if(t <= *y_kmin)
for(i = 0;i < endo;i++)
Endo[i].CurrNb_in += Endo[i].Lag_in[*y_kmin - t];
if(t <= *y_kmax)
for(i = 0;i < endo;i++)
Endo[i].CurrNb_out += Endo[i].Lag_out[*y_kmin + t];
}
if(t >= (*stacked_time - *y_kmax))
{
for(i = 0;i < endo;i++)
Endo[i].CurrNb_in -= Endo[i].Lag_in[*y_kmin + (*stacked_time - t)];
}
if(t >= (*stacked_time - *y_kmin))
{
for(i = 0;i < endo;i++)
Endo[i].CurrNb_out -= Endo[i].Lag_out[*y_kmin - (*stacked_time - t)];
}
for(j = 0;j < endo;j++)
{
size_c_in = endo * (*y_kmin + *y_kmax + 1) + 2;
size_c_out = endo * (*y_kmin + *y_kmax + 1) + 2;
total_edge += size_c_out - 1;
l = t * endo + j;
#ifdef STACKED
if(t - *y_kmax - *y_kmin - 2 > 0)
model_graph->vertex[l].index = l + (Time - *y_kmax - *y_kmin - 2) * endo;
else
model_graph->vertex[l].index = l;
#else
model_graph->vertex[l].index = l;
#endif
if((t < bi + 1 ) || (t > *stacked_time - *y_kmax - 5))
{
model_graph->vertex[l].in_degree_edge = (t_edge*)malloc(size_c_in * sizeof(t_edge));
model_graph->vertex[l].out_degree_edge = (t_edge*)malloc(size_c_out * sizeof(t_edge));
}
else
{
#ifdef PRINT_OUT
cout << "nothing allocated for l=" << l << "\n";
#endif
model_graph->vertex[l].in_degree_edge = (t_edge*)malloc(0 * sizeof(t_edge));
model_graph->vertex[l].out_degree_edge = (t_edge*)malloc(0 * sizeof(t_edge));
}
model_graph->vertex[l].nb_in_degree_edges = 0;
model_graph->vertex[l].nb_out_degree_edges = 0;
}
}
total_edge += *stacked_time * endo;
for(i = 0;i < endo;i++)
{
free(Endo[i].Lag_in);
free(Endo[i].Lag_out);
}
free(Endo);
*u1 = (double*)malloc((total_edge) * sizeof(double));
model_graph->vertex[l + 1].in_degree_edge = (t_edge*)malloc(0 * sizeof(t_edge));
model_graph->vertex[l + 1].out_degree_edge = (t_edge*)malloc((*stacked_time * endo) * sizeof(t_edge));
model_graph->vertex[l + 1].index = l + 1;
model_graph->vertex[l + 1].nb_in_degree_edges = 0;
model_graph->vertex[l + 1].nb_out_degree_edges = 0;
s_u_count = *u_count;
for(t = 0;t < *stacked_time;t++)
{
if((t < bi) || (t > *stacked_time - *y_kmax - 4))
{
u_count_per_period = *u_count;
Curr_IM = First_IM;
while(Curr_IM)
{
if(Curr_IM->lead_lag < 0)
{
if(t >= abs(Curr_IM->lead_lag))
OK = 1;
else
OK = 0;
}
else
{
if(*stacked_time - t > Curr_IM->lead_lag)
OK = 1;
else
OK = 0;
}
if(OK)
{
l = (t + Curr_IM->lead_lag) * endo;
for(j = 0;j < endo;j++)
{
n = t * endo + j;
for(k = 0;k < endo;k++)
{
if(Curr_IM->IM[j*endo + k])
{
model_graph->vertex[n].in_degree_edge[model_graph->vertex[n].nb_in_degree_edges].index = l + k;
model_graph->vertex[n].in_degree_edge[model_graph->vertex[n].nb_in_degree_edges].u_count =
*u_count;
(*u1)[*u_count] = (double)rand() / RAND_MAX;
#ifdef VERIF
(*B)[n][l + k] = -(*u1)[*u_count];
#endif
(*u_count)++;
model_graph->vertex[n].nb_in_degree_edges++;
}
}
if(Curr_IM->lead_lag == 0)
{
model_graph->vertex[n].in_degree_edge[model_graph->vertex[n].nb_in_degree_edges].index =
endo * (*stacked_time);
model_graph->vertex[n].in_degree_edge[model_graph->vertex[n].nb_in_degree_edges].u_count =
*u_count;
(*u1)[*u_count] = (double)rand() / RAND_MAX;
#ifdef VERIF
(*D)[n][0] = (*u1)[*u_count];
#endif
(*u_count)++;
model_graph->vertex[n].nb_in_degree_edges++;
}
k_k_in += model_graph->vertex[n].nb_in_degree_edges;
}
n = t * endo;
for(j = 0;j < endo;j++)
{
l = (t + Curr_IM->lead_lag) * endo + j;
for(k = 0;k < endo;k++)
{
if(Curr_IM->IM[k*endo + j])
{
cout << "l=" << l << " (*stacked_time*endo)=" << (*stacked_time*endo) << " model_graph->vertex[l].nb_out_degree_edges= " << model_graph->vertex[l].nb_out_degree_edges << "\n";
model_graph->vertex[l].out_degree_edge[model_graph->vertex[l].nb_out_degree_edges].index = n + k;
for(m = 0;m < model_graph->vertex[n + k].nb_in_degree_edges;m++)
if(model_graph->vertex[n + k].in_degree_edge[m].index == l)
{
model_graph->vertex[l].out_degree_edge[model_graph->vertex[l].nb_out_degree_edges].u_count =
model_graph->vertex[n + k].in_degree_edge[m].u_count;
}
model_graph->vertex[l].nb_out_degree_edges++;
}
}
}
}
Curr_IM = Curr_IM->pNext;
}
u_count_per_period = *u_count - u_count_per_period;
}
else
{
for(j = 0;j < u_count_per_period;j++)
(*u1)[*u_count + j] = (double)rand() / RAND_MAX;
*u_count += u_count_per_period;
}
}
#ifdef VERIF
*u_count = s_u_count;
for(t = 0;t < *stacked_time;t++)
{
Curr_IM = First_IM;
while(Curr_IM)
{
if(Curr_IM->lead_lag < 0)
{
if(t >= abs(Curr_IM->lead_lag))
OK = 1;
else
OK = 0;
}
else
{
if(*stacked_time - t > Curr_IM->lead_lag)
OK = 1;
else
OK = 0;
}
if(OK)
{
l = (t + Curr_IM->lead_lag) * endo;
for(j = 0;j < endo;j++)
{
n = t * endo + j;
for(k = 0;k < endo;k++)
{
if(Curr_IM->IM[j*endo + k])
{
(*B)[n][l + k] = -(*u1)[*u_count];
(*u_count)++;
}
}
if(Curr_IM->lead_lag == 0)
{
(*D)[n][0] = (*u1)[*u_count];
(*u_count)++;
}
}
}
Curr_IM = Curr_IM->pNext;
}
}
#endif
l = endo * (*stacked_time);
for(j = 0;j < l;j++)
{
model_graph->vertex[l].out_degree_edge[model_graph->vertex[l].nb_out_degree_edges].index = j;
model_graph->vertex[l].out_degree_edge[model_graph->vertex[l].nb_out_degree_edges].u_count = -1;
for(m = 0;m < model_graph->vertex[j].nb_in_degree_edges;m++)
if(model_graph->vertex[j].in_degree_edge[m].index == l)
{
model_graph->vertex[l].out_degree_edge[model_graph->vertex[l].nb_out_degree_edges].u_count =
model_graph->vertex[j].in_degree_edge[m].u_count;
}
model_graph->vertex[l].nb_out_degree_edges++;
}
}
void
reduce_model_graph(t_model_graph* model_graph, int pos)
{
int i, j, k;
if(pos > 0)
{
for(i = 0;i < pos;i++)
{
free(model_graph->vertex[i].in_degree_edge);
free(model_graph->vertex[i].out_degree_edge);
}
for(i = pos;i < model_graph->nb_vertices;i++)
model_graph->vertex[i - pos] = model_graph->vertex[i];
model_graph->nb_vertices -= pos;
for(i = 0;i < model_graph->nb_vertices;i++)
{
for(j = 0;j < model_graph->vertex[i].nb_in_degree_edges;j++)
if(model_graph->vertex[i].in_degree_edge[j].index < pos)
{
for(k = j + 1;k < model_graph->vertex[i].nb_in_degree_edges;k++)
{
model_graph->vertex[i].in_degree_edge[k - 1].index = model_graph->vertex[i].in_degree_edge[k].index;
model_graph->vertex[i].in_degree_edge[k - 1].u_count = model_graph->vertex[i].in_degree_edge[k].u_count;
}
j--;
model_graph->vertex[i].nb_in_degree_edges--;
}
else
model_graph->vertex[i].in_degree_edge[j].index -= pos;
for(j = 0;j < model_graph->vertex[i].nb_out_degree_edges;j++)
if(model_graph->vertex[i].out_degree_edge[j].index < pos)
{
for(k = j + 1;k < model_graph->vertex[i].nb_out_degree_edges;k++)
{
model_graph->vertex[i].out_degree_edge[k - 1].index = model_graph->vertex[i].out_degree_edge[k].index;
model_graph->vertex[i].out_degree_edge[k - 1].u_count = model_graph->vertex[i].out_degree_edge[k].u_count;
}
j--;
model_graph->vertex[i].nb_out_degree_edges--;
}
else
model_graph->vertex[i].out_degree_edge[j].index -= pos;
}
}
}
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