97 lines
4.7 KiB
C++
97 lines
4.7 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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#ifndef _DYNAMICMODEL_HH
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#define _DYNAMICMODEL_HH
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using namespace std;
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#include "StaticModel.hh"
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#include "BlockTriangular.hh"
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//! Stores a dynamic model
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class DynamicModel : public ModelTree
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{
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private:
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//! Writes dynamic model file (Matlab version)
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void writeDynamicMFile(const string &dynamic_basename) const;
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//! Writes dynamic model file (C version)
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/*! \todo add third derivatives handling */
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void writeDynamicCFile(const string &dynamic_basename) const;
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//! Writes dynamic model file when SparseDLL option is on
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void writeSparseDynamicMFile(const string &dynamic_basename, const string &basename, const int mode) const;
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//! Writes the dynamic model equations and its derivatives
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/*! \todo add third derivatives handling in C output */
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void writeDynamicModel(ostream &DynamicOutput) const;
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//! Writes the Block reordred structure of the model in M output
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void writeModelEquationsOrdered_M(Model_Block *ModelBlock, const string &dynamic_basename) const;
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//! Writes the code of the Block reordred structure of the model in virtual machine bytecode
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void writeModelEquationsCodeOrdered(const string file_name, const Model_Block *ModelBlock, const string bin_basename, ExprNodeOutputType output_type, map_idx_type map_idx) const;
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//! Computes jacobian and prepares for equation normalization
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/*! Using values from initval/endval blocks and parameter initializations:
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- computes the jacobian for the model w.r. to contemporaneous variables
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- removes edges of the incidence matrix when derivative w.r. to the corresponding variable is too close to zero (below the cutoff)
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*/
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void evaluateJacobian(const eval_context_type &eval_context, jacob_map *j_m);
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void BlockLinear(Model_Block *ModelBlock);
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string reform(string name) const;
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map_idx_type map_idx;
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//! Build The incidence matrix form the modeltree
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void BuildIncidenceMatrix();
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void computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock);
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//! Write derivative code of an equation w.r. to a variable
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void compileDerivative(ofstream &code_file, int eq, int symb_id, int lag, ExprNodeOutputType output_type, map_idx_type &map_idx) const;
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public:
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DynamicModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants);
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//! Absolute value under which a number is considered to be zero
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double cutoff;
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//! The weight of the Markowitz criteria to determine the pivot in the linear solver (simul_NG1 from simulate.cc)
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double markowitz;
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//! the file containing the model and the derivatives code
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ofstream code_file;
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//! Whether dynamic Jacobian (w.r. to endogenous) should be written
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bool computeJacobian;
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//! Whether dynamic Jacobian (w.r. to endogenous and exogenous) should be written
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bool computeJacobianExo;
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//! Whether dynamic Hessian (w.r. to endogenous and exogenous) should be written
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bool computeHessian;
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//! Whether dynamic third order derivatives (w.r. to endogenous and exogenous) should be written
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bool computeThirdDerivatives;
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//! Execute computations (variable sorting + derivation)
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/*! You must set computeJacobian, computeJacobianExo, computeHessian and computeThirdDerivatives to correct values before calling this function
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\param no_tmp_terms if true, no temporary terms will be computed in the dynamic files */
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void computingPass(const eval_context_type &eval_context, bool no_tmp_terms);
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//! Writes model initialization and lead/lag incidence matrix to output
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void writeOutput(ostream &output) const;
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//! Complete set to block decompose the model
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BlockTriangular block_triangular;
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//! Adds informations for simulation in a binary file
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void Write_Inf_To_Bin_File(const string &dynamic_basename, const string &bin_basename,
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const int &num, int &u_count_int, bool &file_open, bool is_two_boundaries) const;
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//! Writes dynamic model file
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void writeDynamicFile(const string &basename) const;
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//! Converts to static model (only the equations)
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/*! It assumes that the static model given in argument has just been allocated */
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void toStatic(StaticModel &static_model) const;
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};
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#endif
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