preprocessor/IncidenceMatrix.cc

245 lines
7.0 KiB
C++

/*
* Copyright (C) 2007-2009 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 <cstring>
#include "IncidenceMatrix.hh"
IncidenceMatrix::IncidenceMatrix(const SymbolTable &symbol_table_arg) :
symbol_table(symbol_table_arg)
{
Model_Max_Lead = Model_Max_Lead_Endo = Model_Max_Lead_Exo = 0;
Model_Max_Lag = Model_Max_Lag_Endo = Model_Max_Lag_Exo = 0;
}
//------------------------------------------------------------------------------
//For a lead or a lag build the Incidence Matrix structures
bool*
IncidenceMatrix::Build_IM(int lead_lag, SymbolType type)
{
int size;
bool *IM;
if(type==eEndogenous)
{
size = symbol_table.endo_nbr() * symbol_table.endo_nbr() * sizeof(IM[0]);
List_IM[lead_lag] = IM = (bool*)malloc(size);
for(int i = 0; i< symbol_table.endo_nbr() * symbol_table.endo_nbr(); i++) IM[i] = 0;
if(lead_lag > 0)
{
if(lead_lag > Model_Max_Lead_Endo)
{
Model_Max_Lead_Endo = lead_lag;
if(lead_lag > Model_Max_Lead)
Model_Max_Lead = lead_lag;
}
}
else
{
if( -lead_lag > Model_Max_Lag_Endo)
{
Model_Max_Lag_Endo = -lead_lag;
if(-lead_lag > Model_Max_Lag)
Model_Max_Lag = -lead_lag;
}
}
}
else
{ //eExogenous
size = symbol_table.endo_nbr() * symbol_table.exo_nbr() * sizeof(IM[0]);
List_IM_X[lead_lag] = IM = (bool*)malloc(size);
for(int i = 0; i< symbol_table.endo_nbr() * symbol_table.exo_nbr(); i++) IM[i] = 0;
if(lead_lag > 0)
{
if(lead_lag > Model_Max_Lead_Exo)
{
Model_Max_Lead_Exo = lead_lag;
if(lead_lag > Model_Max_Lead)
Model_Max_Lead = lead_lag;
}
}
else
{
if( -lead_lag > Model_Max_Lag_Exo)
{
Model_Max_Lag_Exo = -lead_lag;
if(-lead_lag > Model_Max_Lag)
Model_Max_Lag = -lead_lag;
}
}
}
return (IM);
}
void
IncidenceMatrix::Free_IM() const
{
IncidenceList::const_iterator it = List_IM.begin();
for(it = List_IM.begin(); it != List_IM.end(); it++)
free(it->second);
for(it = List_IM_X.begin(); it != List_IM_X.end(); it++)
free(it->second);
}
//------------------------------------------------------------------------------
// Return the incidence matrix related to a lead or a lag
bool*
IncidenceMatrix::Get_IM(int lead_lag, SymbolType type) const
{
IncidenceList::const_iterator it;
if(type==eEndogenous)
{
it = List_IM.find(lead_lag);
if(it!=List_IM.end())
return(it->second);
else
return(NULL);
}
else //eExogenous
{
it = List_IM_X.find(lead_lag);
if(it!=List_IM_X.end())
return(it->second);
else
return(NULL);
}
}
//------------------------------------------------------------------------------
// Fill the incidence matrix related to a lead or a lag
void
IncidenceMatrix::fill_IM(int equation, int variable, int lead_lag, SymbolType type)
{
bool* Cur_IM;
Cur_IM = Get_IM(lead_lag, type);
if(equation >= symbol_table.endo_nbr())
{
cout << "Error : The model has more equations (at least " << equation + 1 << ") than declared endogenous variables (" << symbol_table.endo_nbr() << ")\n";
exit(EXIT_FAILURE);
}
if (!Cur_IM)
Cur_IM = Build_IM(lead_lag, type);
if(type==eEndogenous)
Cur_IM[equation*symbol_table.endo_nbr() + variable] = 1;
else
Cur_IM[equation*symbol_table.exo_nbr() + variable] = 1;
}
//------------------------------------------------------------------------------
// unFill the incidence matrix related to a lead or a lag
void
IncidenceMatrix::unfill_IM(int equation, int variable, int lead_lag, SymbolType type)
{
bool* Cur_IM;
Cur_IM = Get_IM(lead_lag, type);
if (!Cur_IM)
Cur_IM = Build_IM(lead_lag, type);
if(type==eEndogenous)
Cur_IM[equation*symbol_table.endo_nbr() + variable] = 0;
else
Cur_IM[equation*symbol_table.exo_nbr() + variable] = 0;
}
//------------------------------------------------------------------------------
//Print azn incidence matrix
void
IncidenceMatrix::Print_SIM(bool* IM, SymbolType type) const
{
int i, j, n;
if(type == eEndogenous)
n = symbol_table.endo_nbr();
else
n = symbol_table.exo_nbr();
for(i = 0;i < symbol_table.endo_nbr();i++)
{
cout << " ";
for(j = 0;j < n;j++)
cout << IM[i*n + j] << " ";
cout << "\n";
}
}
//------------------------------------------------------------------------------
//Print all incidence matrix
void
IncidenceMatrix::Print_IM(SymbolType type) const
{
IncidenceList::const_iterator it;
cout << "-------------------------------------------------------------------\n";
if(type == eEndogenous)
for(int k=-Model_Max_Lag_Endo; k <= Model_Max_Lead_Endo; k++)
{
it = List_IM.find(k);
if(it!=List_IM.end())
{
cout << "Incidence matrix for lead_lag = " << k << "\n";
Print_SIM(it->second, type);
}
}
else // eExogenous
for(int k=-Model_Max_Lag_Exo; k <= Model_Max_Lead_Exo; k++)
{
it = List_IM_X.find(k);
if(it!=List_IM_X.end())
{
cout << "Incidence matrix for lead_lag = " << k << "\n";
Print_SIM(it->second, type);
}
}
}
//------------------------------------------------------------------------------
// Swap rows and columns of the incidence matrix
void
IncidenceMatrix::swap_IM_c(bool *SIM, int pos1, int pos2, int pos3, vector<int> &Index_Var_IM, vector<int> &Index_Equ_IM, int n) const
{
int tmp_i, j;
bool tmp_b;
/* We exchange equation (row)...*/
if(pos1 != pos2)
{
tmp_i = Index_Equ_IM[pos1];
Index_Equ_IM[pos1] = Index_Equ_IM[pos2];
Index_Equ_IM[pos2] = tmp_i;
for(j = 0;j < n;j++)
{
tmp_b = SIM[pos1 * n + j];
SIM[pos1*n + j] = SIM[pos2 * n + j];
SIM[pos2*n + j] = tmp_b;
}
}
/* ...and variables (column)*/
if(pos1 != pos3)
{
tmp_i = Index_Var_IM[pos1];
Index_Var_IM[pos1] = Index_Var_IM[pos3];
Index_Var_IM[pos3] = tmp_i;
for(j = 0;j < n;j++)
{
tmp_b = SIM[j * n + pos1];
SIM[j*n + pos1] = SIM[j * n + pos3];
SIM[j*n + pos3] = tmp_b;
}
}
}