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preprocessor/ModelTree.cc

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/*
* Copyright (C) 2003-2009 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 <iostream>
#include <fstream>
#include <sstream>
#include <cstring>
#include <cmath>
// For mkdir() and chdir()
#ifdef _WIN32
# include <direct.h>
#else
# include <unistd.h>
# include <sys/stat.h>
# include <sys/types.h>
#endif
#include "ModelTree.hh"
#include "Model_Graph.hh"
ModelTree::ModelTree(SymbolTable &symbol_table_arg,
NumericalConstants &num_constants_arg) :
DataTree(symbol_table_arg, num_constants_arg),
mode(eStandardMode),
cutoff(1e-15),
markowitz(0.7),
new_SGE(true),
computeJacobian(false),
computeJacobianExo(false),
computeHessian(false),
computeStaticHessian(false),
computeThirdDerivatives(false),
block_triangular(symbol_table_arg)
{
}
int
ModelTree::equation_number() const
{
return(equations.size());
}
void
ModelTree::writeDerivative(ostream &output, int eq, int symb_id, int lag,
ExprNodeOutputType output_type,
const temporary_terms_type &temporary_terms,
SymbolType type) const
{
first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, variable_table.getID(type, symb_id, lag)));
if (it != first_derivatives.end())
(it->second)->writeOutput(output, output_type, temporary_terms);
else
output << 0;
}
void
ModelTree::compileDerivative(ofstream &code_file, int eq, int symb_id, int lag, ExprNodeOutputType output_type, map_idx_type &map_idx) const
{
first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, variable_table.getID(eEndogenous, symb_id, lag)));
if (it != first_derivatives.end())
(it->second)->compile(code_file,false, output_type, temporary_terms, map_idx);
else
code_file.write(&FLDZ, sizeof(FLDZ));
}
void
ModelTree::derive(int order)
{
cout << "Processing derivation ..." << endl;
cout << " Processing Order 1... ";
for (int var = 0; var < variable_table.size(); var++)
for (int eq = 0; eq < (int) equations.size(); eq++)
{
NodeID d1 = equations[eq]->getDerivative(var);
if (d1 == Zero)
continue;
first_derivatives[make_pair(eq, var)] = d1;
}
cout << "done" << endl;
if (order >= 2)
{
cout << " Processing Order 2... ";
for (first_derivatives_type::const_iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
int eq = it->first.first;
int var1 = it->first.second;
NodeID d1 = it->second;
// Store only second derivatives with var2 <= var1
for (int var2 = 0; var2 <= var1; var2++)
{
NodeID d2 = d1->getDerivative(var2);
if (d2 == Zero)
continue;
second_derivatives[make_pair(eq, make_pair(var1, var2))] = d2;
}
}
cout << "done" << endl;
}
if (order >= 3)
{
cout << " Processing Order 3... ";
for (second_derivatives_type::const_iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
{
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second;
// By construction, var2 <= var1
NodeID d2 = it->second;
// Store only third derivatives such that var3 <= var2 <= var1
for (int var3 = 0; var3 <= var2; var3++)
{
NodeID d3 = d2->getDerivative(var3);
if (d3 == Zero)
continue;
third_derivatives[make_pair(eq, make_pair(var1, make_pair(var2, var3)))] = d3;
}
}
cout << "done" << endl;
}
}
void
ModelTree::computeTemporaryTerms(int order)
{
map<NodeID, int> reference_count;
temporary_terms.clear();
bool is_matlab = (mode != eDLLMode);
for (vector<BinaryOpNode *>::iterator it = equations.begin();
it != equations.end(); it++)
(*it)->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
for (first_derivatives_type::iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
if (order >= 2)
for (second_derivatives_type::iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
if (order >= 3)
for (third_derivatives_type::iterator it = third_derivatives.begin();
it != third_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, temporary_terms, is_matlab);
}
void
ModelTree::writeTemporaryTerms(ostream &output, ExprNodeOutputType output_type) const
{
// A copy of temporary terms
temporary_terms_type tt2;
if (temporary_terms.size() > 0 && (!OFFSET(output_type)))
output << "double\n";
for (temporary_terms_type::const_iterator it = temporary_terms.begin();
it != temporary_terms.end(); it++)
{
if (!OFFSET(output_type) && it != temporary_terms.begin())
output << "," << endl;
(*it)->writeOutput(output, output_type, temporary_terms);
output << " = ";
(*it)->writeOutput(output, output_type, tt2);
// Insert current node into tt2
tt2.insert(*it);
if (OFFSET(output_type))
output << ";" << endl;
}
if (!OFFSET(output_type))
output << ";" << endl;
}
void
ModelTree::writeModelLocalVariables(ostream &output, ExprNodeOutputType output_type) const
{
for (map<int, NodeID>::const_iterator it = local_variables_table.begin();
it != local_variables_table.end(); it++)
{
int id = it->first;
NodeID value = it->second;
if (!OFFSET(output_type))
output << "double ";
output << symbol_table.getNameByID(eModelLocalVariable, id) << " = ";
// Use an empty set for the temporary terms
value->writeOutput(output, output_type, temporary_terms_type());
output << ";" << endl;
}
}
void
ModelTree::BuildIncidenceMatrix()
{
set<pair<int, int> > endogenous, exogenous;
for (int eq = 0; eq < (int) equations.size(); eq++)
{
BinaryOpNode *eq_node = equations[eq];
endogenous.clear();
NodeID Id = eq_node->arg1;
Id->collectEndogenous(endogenous);
Id = eq_node->arg2;
Id->collectEndogenous(endogenous);
for (set<pair<int, int> >::iterator it_endogenous=endogenous.begin();it_endogenous!=endogenous.end();it_endogenous++)
{
block_triangular.incidencematrix.fill_IM(eq, it_endogenous->first, it_endogenous->second, eEndogenous);
}
exogenous.clear();
Id = eq_node->arg1;
Id->collectExogenous(exogenous);
Id = eq_node->arg2;
Id->collectExogenous(exogenous);
for (set<pair<int, int> >::iterator it_exogenous=exogenous.begin();it_exogenous!=exogenous.end();it_exogenous++)
{
block_triangular.incidencematrix.fill_IM(eq, it_exogenous->first, it_exogenous->second, eExogenous);
}
}
}
void
ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type) const
{
for (int eq = 0; eq < (int) equations.size(); eq++)
{
BinaryOpNode *eq_node = equations[eq];
NodeID lhs = eq_node->arg1;
output << "lhs =";
lhs->writeOutput(output, output_type, temporary_terms);
output << ";" << endl;
NodeID rhs = eq_node->arg2;
output << "rhs =";
rhs->writeOutput(output, output_type, temporary_terms);
output << ";" << endl;
output << "residual" << LPAR(output_type) << eq + OFFSET(output_type) << RPAR(output_type) << "= lhs-rhs;" << endl;
}
}
void
ModelTree::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
{
map<NodeID, pair<int, int> > first_occurence;
map<NodeID, int> reference_count;
int i, j, m, eq, var, lag;
temporary_terms_type vect;
ostringstream tmp_output;
BinaryOpNode *eq_node;
first_derivatives_type::const_iterator it;
ostringstream tmp_s;
temporary_terms.clear();
map_idx.clear();
for (j = 0;j < ModelBlock->Size;j++)
{
// Compute the temporary terms reordered
for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
{
eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, i, map_idx);
}
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
lag=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
it=first_derivatives.find(make_pair(eq,variable_table.getID(eEndogenous, var,lag)));
it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
}
}
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
lag=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;i++)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
it=first_derivatives.find(make_pair(eq,variable_table.getID(eExogenous, var,lag)));
it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
}
}
//jacobian_max_exo_col=(variable_table.max_exo_lag+variable_table.max_exo_lead+1)*symbol_table.exo_nbr;
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
lag=m-ModelBlock->Block_List[j].Max_Lag;
if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
{
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
it=first_derivatives.find(make_pair(eq,variable_table.getID(eEndogenous, var,lag)));
it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
}
}
}
}
for (j = 0;j < ModelBlock->Size;j++)
{
// Compute the temporary terms reordered
for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
{
eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
eq_node->collectTemporary_terms(temporary_terms, ModelBlock, j);
}
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
lag=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
it=first_derivatives.find(make_pair(eq,variable_table.getID(eEndogenous, var,lag)));
it->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
}
}
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
lag=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;i++)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
it=first_derivatives.find(make_pair(eq,variable_table.getID(eExogenous, var,lag)));
it->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
}
}
//jacobian_max_exo_col=(variable_table.max_exo_lag+variable_table.max_exo_lead+1)*symbol_table.exo_nbr;
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
lag=m-ModelBlock->Block_List[j].Max_Lag;
if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
{
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
it=first_derivatives.find(make_pair(eq,variable_table.getID(eEndogenous, var,lag)));
it->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
}
}
}
}
// Add a mapping form node ID to temporary terms order
j=0;
for (temporary_terms_type::const_iterator it = temporary_terms.begin();
it != temporary_terms.end(); it++)
map_idx[(*it)->idx]=j++;
}
void
ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &dynamic_basename) const
{
int i,j,k,m;
string tmp_s, sps;
ostringstream tmp_output, tmp1_output, global_output;
NodeID lhs=NULL, rhs=NULL;
BinaryOpNode *eq_node;
ostringstream Uf[symbol_table.endo_nbr];
map<NodeID, int> reference_count;
int prev_Simulation_Type=-1, count_derivates=0;
int jacobian_max_endo_col;
ofstream output;
temporary_terms_type::const_iterator it_temp=temporary_terms.begin();
int nze, nze_exo, nze_other_endo;
//----------------------------------------------------------------------
//For each block
for (j = 0;j < ModelBlock->Size;j++)
{
//For a block composed of a single equation determines wether we have to evaluate or to solve the equation
nze = nze_exo = nze_other_endo =0;
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
nze+=ModelBlock->Block_List[j].IM_lead_lag[m].size;
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead_Exo+ModelBlock->Block_List[j].Max_Lag_Exo;m++)
nze_exo+=ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead_Other_Endo+ModelBlock->Block_List[j].Max_Lag_Other_Endo;m++)
nze_other_endo+=ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;
tmp1_output.str("");
tmp1_output << dynamic_basename << "_" << j+1 << ".m";
output.open(tmp1_output.str().c_str(), ios::out | ios::binary);
output << "%\n";
output << "% " << tmp1_output.str() << " : Computes dynamic model for Dynare\n";
output << "%\n";
output << "% Warning : this file is generated automatically by Dynare\n";
output << "% from model file (.mod)\n\n";
output << "%/\n";
if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD_R)
{
output << "function [y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << j+1 << "(y, x, params, jacobian_eval, y_kmin, periods)\n";
}
else if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_COMPLETE
|| ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE)
output << "function [residual, g1, g2, g3, varargout] = " << dynamic_basename << "_" << j+1 << "(y, x, params, it_, jacobian_eval)\n";
else if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_SIMPLE
|| ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_SIMPLE)
output << "function [residual, g1, g2, g3, varargout] = " << dynamic_basename << "_" << j+1 << "(y, x, params, it_, jacobian_eval)\n";
else
output << "function [residual, g1, g2, g3, b, varargout] = " << dynamic_basename << "_" << j+1 << "(y, x, params, periods, jacobian_eval, y_kmin, y_size)\n";
output << " % ////////////////////////////////////////////////////////////////////////" << endl
<< " % //" << string(" Block ").substr(int(log10(j + 1))) << j + 1 << " " << BlockTriangular::BlockType0(ModelBlock->Block_List[j].Type)
<< " //" << endl
<< " % // Simulation type "
<< BlockTriangular::BlockSim(ModelBlock->Block_List[j].Simulation_Type) << " //" << endl
<< " % ////////////////////////////////////////////////////////////////////////" << endl;
//The Temporary terms
if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD_R)
{
output << " if(jacobian_eval)\n";
output << " g1 = spalloc(" << ModelBlock->Block_List[j].Size << ", " << ModelBlock->Block_List[j].Size*(1+ModelBlock->Block_List[j].Max_Lag_Endo+ModelBlock->Block_List[j].Max_Lead_Endo) << ", " << nze << ");\n";
output << " g1_x=spalloc(" << ModelBlock->Block_List[j].Size << ", " << (ModelBlock->Block_List[j].nb_exo + ModelBlock->Block_List[j].nb_exo_det)*(1+ModelBlock->Block_List[j].Max_Lag_Exo+ModelBlock->Block_List[j].Max_Lead_Exo) << ", " << nze_exo << ");\n";
output << " g1_o=spalloc(" << ModelBlock->Block_List[j].Size << ", " << ModelBlock->Block_List[j].nb_other_endo*(1+ModelBlock->Block_List[j].Max_Lag_Other_Endo+ModelBlock->Block_List[j].Max_Lead_Other_Endo) << ", " << nze_other_endo << ");\n";
output << " end;\n";
}
else
{
output << " if(jacobian_eval)\n";
output << " g1 = spalloc(" << ModelBlock->Block_List[j].Size << ", " << ModelBlock->Block_List[j].Size*(1+ModelBlock->Block_List[j].Max_Lag_Endo+ModelBlock->Block_List[j].Max_Lead_Endo) << ", " << nze << ");\n";
output << " g1_x=spalloc(" << ModelBlock->Block_List[j].Size << ", " << (ModelBlock->Block_List[j].nb_exo + ModelBlock->Block_List[j].nb_exo_det)*(1+ModelBlock->Block_List[j].Max_Lag_Exo+ModelBlock->Block_List[j].Max_Lead_Exo) << ", " << nze_exo << ");\n";
output << " g1_o=spalloc(" << ModelBlock->Block_List[j].Size << ", " << ModelBlock->Block_List[j].nb_other_endo*(1+ModelBlock->Block_List[j].Max_Lag_Other_Endo+ModelBlock->Block_List[j].Max_Lead_Other_Endo) << ", " << nze_other_endo << ");\n";
output << " else\n";
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
output << " g1 = spalloc(" << ModelBlock->Block_List[j].Size*ModelBlock->Periods << ", " << ModelBlock->Block_List[j].Size*(ModelBlock->Periods+ModelBlock->Block_List[j].Max_Lag+ModelBlock->Block_List[j].Max_Lead) << ", " << nze*ModelBlock->Periods << ");\n";
else
output << " g1 = spalloc(" << ModelBlock->Block_List[j].Size << ", " << ModelBlock->Block_List[j].Size << ", " << nze << ");\n";
output << " end;\n";
}
output << " g2=0;g3=0;\n";
if(ModelBlock->Block_List[j].Temporary_InUse->size())
{
tmp_output.str("");
for (temporary_terms_inuse_type::const_iterator it = ModelBlock->Block_List[j].Temporary_InUse->begin();
it != ModelBlock->Block_List[j].Temporary_InUse->end(); it++)
tmp_output << " T" << *it;
output << " global" << tmp_output.str() << ";\n";
}
output << " residual=zeros(" << ModelBlock->Block_List[j].Size << ",1);\n";
if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD_R)
output << " for it_ = y_kmin+1:(y_kmin+periods)\n";
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
{
output << " b = [];\n";
output << " for it_ = y_kmin+1:(periods+y_kmin)\n";
output << " Per_y_=it_*y_size;\n";
output << " Per_J_=(it_-y_kmin-1)*y_size;\n";
output << " Per_K_=(it_-1)*y_size;\n";
sps=" ";
}
else
if(ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD || ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD ||
ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R || ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD_R)
sps = " ";
else
sps="";
// The equations
for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
{
temporary_terms_type tt2;
tt2.clear();
if (ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->size())
output << " " << sps << "% //Temporary variables" << endl;
for (temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->begin();
it != ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->end(); it++)
{
output << " " << sps;
(*it)->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
output << " = ";
(*it)->writeOutput(output, oMatlabDynamicModelSparse, tt2);
// Insert current node into tt2
tt2.insert(*it);
output << ";" << endl;
}
string sModel = symbol_table.getNameByID(eEndogenous, ModelBlock->Block_List[j].Variable[i]) ;
eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
lhs = eq_node->arg1;
rhs = eq_node->arg2;
tmp_output.str("");
lhs->writeOutput(tmp_output, oMatlabDynamicModelSparse, temporary_terms);
switch (ModelBlock->Block_List[j].Simulation_Type)
{
case EVALUATE_BACKWARD:
case EVALUATE_FORWARD:
output << " % equation " << ModelBlock->Block_List[j].Equation[i]+1 << " variable : " << sModel
<< " (" << ModelBlock->Block_List[j].Variable[i]+1 << ")" << endl;
output << " ";
output << tmp_output.str();
output << " = ";
rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
output << ";\n";
break;
case EVALUATE_BACKWARD_R:
case EVALUATE_FORWARD_R:
output << " % equation " << ModelBlock->Block_List[j].Equation[i]+1 << " variable : " << sModel
<< " (" << ModelBlock->Block_List[j].Variable[i]+1 << ")" << endl;
output << " ";
rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
output << " = ";
lhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
output << ";\n";
break;
case SOLVE_BACKWARD_SIMPLE:
case SOLVE_FORWARD_SIMPLE:
case SOLVE_BACKWARD_COMPLETE:
case SOLVE_FORWARD_COMPLETE:
output << " % equation " << ModelBlock->Block_List[j].Equation[i]+1 << " variable : " << sModel
<< " (" << ModelBlock->Block_List[j].Variable[i]+1 << ")" << endl;
output << " " << "residual(" << i+1 << ") = (";
goto end;
case SOLVE_TWO_BOUNDARIES_COMPLETE:
case SOLVE_TWO_BOUNDARIES_SIMPLE:
output << " % equation " << ModelBlock->Block_List[j].Equation[i]+1 << " variable : " << sModel
<< " (" << ModelBlock->Block_List[j].Variable[i]+1 << ")" << endl;
Uf[ModelBlock->Block_List[j].Equation[i]] << " b(" << i+1 << "+Per_J_) = -residual(" << i+1 << ", it_)";
output << " residual(" << i+1 << ", it_) = (";
goto end;
default:
end:
output << tmp_output.str();
output << ") - (";
rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
output << ");\n";
#ifdef CONDITION
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
output << " condition(" << i+1 << ")=0;\n";
#endif
}
}
// The Jacobian if we have to solve the block
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE
|| ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
output << " " << sps << "% Jacobian " << endl;
else
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_SIMPLE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_SIMPLE ||
ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_COMPLETE)
output << " % Jacobian " << endl << " if jacobian_eval" << endl;
else
output << " % Jacobian " << endl << " if jacobian_eval" << endl;
switch (ModelBlock->Block_List[j].Simulation_Type)
{
case EVALUATE_BACKWARD:
case EVALUATE_FORWARD:
case EVALUATE_BACKWARD_R:
case EVALUATE_FORWARD_R:
count_derivates++;
for (m=0;m<ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag+1;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
output << " g1(" << eqr+1 << ", " << /*varr+1+(m+variable_table.max_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr*/
varr+1+m*ModelBlock->Block_List[j].Size << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms, eEndogenous);
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, var)
<< "(" << k//variable_table.getLag(variable_table.getSymbolID(ModelBlock->Block_List[j].Variable[0]))
<< ") " << var+1
<< ", equation=" << eq+1 << endl;
}
}
//jacobian_max_endo_col=(variable_table.max_endo_lag+variable_table.max_endo_lead+1)*symbol_table.endo_nbr;
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous[i];
output << " g1_x(" << eqr+1 << ", "
<< varr+1+(m+variable_table.max_exo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.exo_nbr << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms, eExogenous);
output << "; % variable=" << symbol_table.getNameByID(eExogenous, var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
}
}
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
{
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_other_endo[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_other_endo[i];
output << " g1_o(" << eqr+1 << ", "
<< varr+1+(m+variable_table.max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms, eEndogenous);
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
}
}
}
output << " varargout{1}=g1_x;\n";
output << " varargout{2}=g1_o;\n";
output << " end;" << endl;
output << " end;" << endl;
break;
case SOLVE_BACKWARD_SIMPLE:
case SOLVE_FORWARD_SIMPLE:
case SOLVE_BACKWARD_COMPLETE:
case SOLVE_FORWARD_COMPLETE:
count_derivates++;
for (m=0;m<ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag+1;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
output << " g1(" << eqr+1 << ", " << /*varr+1+(m+variable_table.max_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr*/
varr+1+m*ModelBlock->Block_List[j].Size << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms, eEndogenous);
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, var)
<< "(" << k
<< ") " << var+1
<< ", equation=" << eq+1 << endl;
}
}
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous[i];
output << " g1_x(" << eqr+1 << ", " << varr+1+(m+variable_table.max_exo_lag-ModelBlock->Block_List[j].Max_Lag)*ModelBlock->Block_List[j].nb_exo << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms, eExogenous);
output << "; % variable=" << symbol_table.getNameByID(eExogenous, var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
}
}
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
{
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_other_endo[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_other_endo[i];
output << " g1_o(" << eqr+1 << ", "
<< varr+1+(m+variable_table.max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms, eEndogenous);
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
}
}
}
output << " varargout{1}=g1_x;\n";
output << " varargout{2}=g1_o;\n";
output << " else" << endl;
m=ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
output << " g1(" << eqr+1 << ", " << varr+1 << ") = ";
writeDerivative(output, eq, var, 0, oMatlabDynamicModelSparse, temporary_terms, eEndogenous);
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, var)
<< "(" << variable_table.getLag(variable_table.getSymbolID(var)) << ") " << var+1
<< ", equation=" << eq+1 << endl;
}
output << " end;\n";
break;
case SOLVE_TWO_BOUNDARIES_SIMPLE:
case SOLVE_TWO_BOUNDARIES_COMPLETE:
output << " if ~jacobian_eval" << endl;
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
if (k==0)
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "+g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+Per_K_)*y(it_, " << var+1 << ")";
else if (k==1)
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "+g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+Per_y_)*y(it_+1, " << var+1 << ")";
else if (k>0)
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "+g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+y_size*(it_+" << k-1 << "))*y(it_+" << k << ", " << var+1 << ")";
else if (k<0)
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "+g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+y_size*(it_" << k-1 << "))*y(it_" << k << ", " << var+1 << ")";
if (k==0)
output << " g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+Per_K_) = ";
else if (k==1)
output << " g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+Per_y_) = ";
else if (k>0)
output << " g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+y_size*(it_+" << k-1 << ")) = ";
else if (k<0)
output << " g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+y_size*(it_" << k-1 << ")) = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms, eEndogenous);
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
#ifdef CONDITION
output << " if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
output << " condition(" << eqr << ")=u(" << u << "+Per_u_);\n";
#endif
}
}
for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
{
output << " " << Uf[ModelBlock->Block_List[j].Equation[i]].str() << ";\n";
#ifdef CONDITION
output << " if (fabs(condition(" << i+1 << "))<fabs(u(" << i << "+Per_u_)))\n";
output << " condition(" << i+1 << ")=u(" << i+1 << "+Per_u_);\n";
#endif
}
#ifdef CONDITION
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
output << " u(" << u+1 << "+Per_u_) = u(" << u+1 << "+Per_u_) / condition(" << eqr+1 << ");\n";
}
}
for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
output << " u(" << i+1 << "+Per_u_) = u(" << i+1 << "+Per_u_) / condition(" << i+1 << ");\n";
#endif
output << " else" << endl;
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
output << " g1(" << eqr+1 << ", " << varr+1+(m-ModelBlock->Block_List[j].Max_Lag+ModelBlock->Block_List[j].Max_Lag_Endo)*ModelBlock->Block_List[j].Size << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms, eEndogenous);
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
}
}
jacobian_max_endo_col=(ModelBlock->Block_List[j].Max_Lead_Endo+ModelBlock->Block_List[j].Max_Lag_Endo+1)*ModelBlock->Block_List[j].Size;
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
output << " g1_x(" << eqr+1 << ", "
<< jacobian_max_endo_col+(m-(ModelBlock->Block_List[j].Max_Lag-ModelBlock->Block_List[j].Max_Lag_Exo))*ModelBlock->Block_List[j].nb_exo+varr+1 << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms, eExogenous);
output << "; % variable (exogenous)=" << symbol_table.getNameByID(eExogenous, var)
<< "(" << k << ") " << var+1 << " " << varr+1
<< ", equation=" << eq+1 << endl;
}
}
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
{
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_other_endo[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_other_endo[i];
output << " g1_o(" << eqr+1 << ", "
<< varr+1+(m+variable_table.max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms, eEndogenous);
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
}
}
}
output << " varargout{1}=g1_x;\n";
output << " varargout{2}=g1_o;\n";
output << " end;\n";
output << " end;\n";
break;
default:
break;
}
prev_Simulation_Type=ModelBlock->Block_List[j].Simulation_Type;
output.close();
}
}
void
ModelTree::writeModelStaticEquationsOrdered_M(Model_Block *ModelBlock, const string &static_basename) const
{
int i,j,k,m, var, eq, g1_index = 1;
string tmp_s, sps;
ostringstream tmp_output, tmp1_output, global_output;
NodeID lhs=NULL, rhs=NULL;
BinaryOpNode *eq_node;
map<NodeID, int> reference_count;
int prev_Simulation_Type=-1;
int nze=0;
bool *IM, *IMl;
ofstream output;
temporary_terms_type::const_iterator it_temp=temporary_terms.begin();
//----------------------------------------------------------------------
for (j = 0;j < ModelBlock->Size;j++)
{
//For a block composed of a single equation determines wether we have to evaluate or to solve the equation
tmp1_output.str("");
tmp1_output << static_basename << "_" << j+1 << ".m";
output.open(tmp1_output.str().c_str(), ios::out | ios::binary);
output << "%\n";
output << "% " << tmp1_output.str() << " : Computes static model for Dynare\n";
output << "%\n";
output << "% Warning : this file is generated automatically by Dynare\n";
output << "% from model file (.mod)\n\n";
output << "%/\n";
if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD_R )
output << "function [y, g1] = " << static_basename << "_" << j+1 << "(y, x, params, jacobian_eval)\n";
else
output << "function [residual, g1, g2, g3] = " << static_basename << "_" << j+1 << "(y, x, params, jacobian_eval)\n";
output << " % ////////////////////////////////////////////////////////////////////////" << endl
<< " % //" << string(" Block ").substr(int(log10(j + 1))) << j + 1 << " "
<< BlockTriangular::BlockType0(ModelBlock->Block_List[j].Type) << " //" << endl
<< " % // Simulation type ";
output << BlockTriangular::BlockSim(ModelBlock->Block_List[j].Simulation_Type) << " //" << endl
<< " % ////////////////////////////////////////////////////////////////////////" << endl;
//The Temporary terms
//output << global_output.str();
if(ModelBlock->Block_List[j].Temporary_InUse->size())
{
tmp_output.str("");
for (temporary_terms_inuse_type::const_iterator it = ModelBlock->Block_List[j].Temporary_InUse->begin();
it != ModelBlock->Block_List[j].Temporary_InUse->end(); it++)
tmp_output << " T" << *it;
output << " global" << tmp_output.str() << ";\n";
}
int n=ModelBlock->Block_List[j].Size;
int n1=symbol_table.endo_nbr;
IM=(bool*)malloc(n*n*sizeof(bool));
memset(IM, 0, n*n*sizeof(bool));
for (m=-ModelBlock->Block_List[j].Max_Lag;m<=ModelBlock->Block_List[j].Max_Lead;m++)
{
IMl=block_triangular.incidencematrix.Get_IM(m, eEndogenous);
if (IMl)
{
for (i=0;i<n;i++)
{
eq=ModelBlock->Block_List[j].Equation[i];
for (k=0;k<n;k++)
{
var=ModelBlock->Block_List[j].Variable[k];
IM[i*n+k]=IM[i*n+k] || IMl[eq*n1+var];
}
}
}
}
for (nze=0, i=0;i<n*n;i++)
{
nze+=IM[i];
}
memset(IM, 0, n*n*sizeof(bool));
if ( ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD && ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FORWARD
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD_R && ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FORWARD_R)
{
output << " g1=spalloc(" << ModelBlock->Block_List[j].Size << ", " << ModelBlock->Block_List[j].Size << ", " << nze << ");\n";
output << " residual=zeros(" << ModelBlock->Block_List[j].Size << ",1);\n";
}
sps="";
// The equations
for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
{
temporary_terms_type tt2;
tt2.clear();
if (ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->size())
output << " " << sps << "% //Temporary variables" << endl;
for (temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->begin();
it != ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->end(); it++)
{
output << " " << sps;
(*it)->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
output << " = ";
(*it)->writeOutput(output, oMatlabStaticModelSparse, tt2);
// Insert current node into tt2
tt2.insert(*it);
output << ";" << endl;
}
string sModel = symbol_table.getNameByID(eEndogenous, ModelBlock->Block_List[j].Variable[i]) ;
output << sps << " % equation " << ModelBlock->Block_List[j].Equation[i]+1 << " variable : "
<< sModel << " (" << ModelBlock->Block_List[j].Variable[i]+1 << ")" << endl;
eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
lhs = eq_node->arg1;
rhs = eq_node->arg2;
tmp_output.str("");
lhs->writeOutput(tmp_output, oMatlabStaticModelSparse, temporary_terms);
output << " ";
switch (ModelBlock->Block_List[j].Simulation_Type)
{
case EVALUATE_BACKWARD:
case EVALUATE_FORWARD:
output << tmp_output.str();
output << " = ";
rhs->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
output << ";\n";
break;
case EVALUATE_BACKWARD_R:
case EVALUATE_FORWARD_R:
rhs->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
output << " = ";
lhs->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
output << ";\n";
break;
case SOLVE_BACKWARD_SIMPLE:
case SOLVE_FORWARD_SIMPLE:
case SOLVE_BACKWARD_COMPLETE:
case SOLVE_FORWARD_COMPLETE:
case SOLVE_TWO_BOUNDARIES_COMPLETE:
case SOLVE_TWO_BOUNDARIES_SIMPLE:
goto end;
default:
end:
output << sps << "residual(" << i+1 << ") = (";
output << tmp_output.str();
output << ") - (";
rhs->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
output << ");\n";
#ifdef CONDITION
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
output << " condition(" << i+1 << ")=0;\n";
#endif
}
}
// The Jacobian if we have to solve the block
output << " " << sps << "% Jacobian " << endl;
switch (ModelBlock->Block_List[j].Simulation_Type)
{
case EVALUATE_BACKWARD:
case EVALUATE_FORWARD:
case EVALUATE_BACKWARD_R:
case EVALUATE_FORWARD_R:
output << " if(jacobian_eval)\n";
output << " g1( " << g1_index << ", " << g1_index << ")=";
writeDerivative(output, ModelBlock->Block_List[j].Equation[0], ModelBlock->Block_List[j].Variable[0], 0, oMatlabStaticModelSparse, temporary_terms, eEndogenous);
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, ModelBlock->Block_List[j].Variable[0])
<< "(" << variable_table.getLag(variable_table.getSymbolID(ModelBlock->Block_List[j].Variable[0]))
<< ") " << ModelBlock->Block_List[j].Variable[0]+1
<< ", equation=" << ModelBlock->Block_List[j].Equation[0]+1 << endl;
output << " end\n";
break;
case SOLVE_BACKWARD_SIMPLE:
case SOLVE_FORWARD_SIMPLE:
case SOLVE_BACKWARD_COMPLETE:
case SOLVE_FORWARD_COMPLETE:
case SOLVE_TWO_BOUNDARIES_COMPLETE:
case SOLVE_TWO_BOUNDARIES_SIMPLE:
output << " g2=0;g3=0;\n";
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
output << " g1(" << eqr+1 << ", " << varr+1 << ") = g1(" << eqr+1 << ", " << varr+1 << ") + ";
writeDerivative(output, eq, var, k, oMatlabStaticModelSparse, temporary_terms, eEndogenous);
output << "; % variable=" << symbol_table.getNameByID(eEndogenous, var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
#ifdef CONDITION
output << " if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
output << " condition(" << eqr << ")=u(" << u << "+Per_u_);\n";
#endif
}
}
#ifdef CONDITION
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
output << " u(" << u+1 << "+Per_u_) = u(" << u+1 << "+Per_u_) / condition(" << eqr+1 << ");\n";
}
}
for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
output << " u(" << i+1 << "+Per_u_) = u(" << i+1 << "+Per_u_) / condition(" << i+1 << ");\n";
#endif
break;
default:
break;
}
prev_Simulation_Type=ModelBlock->Block_List[j].Simulation_Type;
free(IM);
output << "return;\n";
output.close();
}
//output << "return;\n\n\n";
}
void
ModelTree::writeModelEquationsCodeOrdered(const string file_name, const Model_Block *ModelBlock, const string bin_basename, ExprNodeOutputType output_type, map_idx_type map_idx) const
{
struct Uff_l
{
int u, var, lag;
Uff_l *pNext;
};
struct Uff
{
Uff_l *Ufl, *Ufl_First;
int eqr;
};
int i,j,k,m, v, ModelBlock_Aggregated_Count, k0, k1;
string tmp_s;
ostringstream tmp_output;
ofstream code_file;
NodeID lhs=NULL, rhs=NULL;
BinaryOpNode *eq_node;
bool lhs_rhs_done;
Uff Uf[symbol_table.endo_nbr];
map<NodeID, int> reference_count;
map<int,int> ModelBlock_Aggregated_Size, ModelBlock_Aggregated_Number;
int prev_Simulation_Type=-1;
//SymbolicGaussElimination SGE;
bool file_open=false;
temporary_terms_type::const_iterator it_temp=temporary_terms.begin();
//----------------------------------------------------------------------
string main_name=file_name;
main_name+=".cod";
code_file.open(main_name.c_str(), ios::out | ios::binary | ios::ate );
if (!code_file.is_open())
{
cout << "Error : Can't open file \"" << main_name << "\" for writing\n";
exit(EXIT_FAILURE);
}
//Temporary variables declaration
code_file.write(&FDIMT, sizeof(FDIMT));
k=temporary_terms.size();
code_file.write(reinterpret_cast<char *>(&k),sizeof(k));
//search for successive and identical blocks
i=k=k0=0;
ModelBlock_Aggregated_Count=-1;
for (j = 0;j < ModelBlock->Size;j++)
{
if (BlockTriangular::BlockSim(prev_Simulation_Type)==BlockTriangular::BlockSim(ModelBlock->Block_List[j].Simulation_Type)
&& (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R
||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD_R ))
{
}
else
{
k=k0=0;
ModelBlock_Aggregated_Count++;
}
k0+=ModelBlock->Block_List[j].Size;
ModelBlock_Aggregated_Number[ModelBlock_Aggregated_Count]=k0;
ModelBlock_Aggregated_Size[ModelBlock_Aggregated_Count]=++k;
prev_Simulation_Type=ModelBlock->Block_List[j].Simulation_Type;
}
ModelBlock_Aggregated_Count++;
//For each block
j=0;
for (k0 = 0;k0 < ModelBlock_Aggregated_Count;k0++)
{
k1=j;
if (k0>0)
code_file.write(&FENDBLOCK, sizeof(FENDBLOCK));
code_file.write(&FBEGINBLOCK, sizeof(FBEGINBLOCK));
v=ModelBlock_Aggregated_Number[k0];
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
v=ModelBlock->Block_List[j].Simulation_Type;
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
for (k=0; k<ModelBlock_Aggregated_Size[k0]; k++)
{
for (i=0; i < ModelBlock->Block_List[j].Size;i++)
{
code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].Variable[i]),sizeof(ModelBlock->Block_List[j].Variable[i]));
code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].Equation[i]),sizeof(ModelBlock->Block_List[j].Equation[i]));
code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].Own_Derivative[i]),sizeof(ModelBlock->Block_List[j].Own_Derivative[i]));
}
j++;
}
j=k1;
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE ||
ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_COMPLETE)
{
code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].is_linear),sizeof(ModelBlock->Block_List[j].is_linear));
v=block_triangular.ModelBlock->Block_List[j].IM_lead_lag[block_triangular.ModelBlock->Block_List[j].Max_Lag + block_triangular.ModelBlock->Block_List[j].Max_Lead].u_finish + 1;
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
v=symbol_table.endo_nbr;
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
v=block_triangular.ModelBlock->Block_List[j].Max_Lag;
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
v=block_triangular.ModelBlock->Block_List[j].Max_Lead;
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
//if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
//{
int u_count_int=0;
Write_Inf_To_Bin_File(file_name, bin_basename, j, u_count_int,file_open,
ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE);
v=u_count_int;
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
file_open=true;
//}
}
for (k1 = 0; k1 < ModelBlock_Aggregated_Size[k0]; k1++)
{
//For a block composed of a single equation determines whether we have to evaluate or to solve the equation
if (ModelBlock->Block_List[j].Size==1)
{
lhs_rhs_done=true;
eq_node = equations[ModelBlock->Block_List[j].Equation[0]];
lhs = eq_node->arg1;
rhs = eq_node->arg2;
}
else
lhs_rhs_done=false;
// The equations
for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
{
//ModelBlock->Block_List[j].Variable_Sorted[i] = variable_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i], 0);
//The Temporary terms
temporary_terms_type tt2;
#ifdef DEBUGC
k=0;
#endif
for (temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->begin();
it != ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->end(); it++)
{
(*it)->compile(code_file,false, output_type, tt2, map_idx);
code_file.write(&FSTPT, sizeof(FSTPT));
map_idx_type::const_iterator ii=map_idx.find((*it)->idx);
v=(int)ii->second;
code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
// Insert current node into tt2
tt2.insert(*it);
#ifdef DEBUGC
cout << "FSTPT " << v << "\n";
code_file.write(&FOK, sizeof(FOK));
code_file.write(reinterpret_cast<char *>(&k), sizeof(k));
ki++;
#endif
}
#ifdef DEBUGC
for (temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_terms->begin();
it != ModelBlock->Block_List[j].Temporary_terms->end(); it++)
{
map_idx_type::const_iterator ii=map_idx.find((*it)->idx);
cout << "map_idx[" << (*it)->idx <<"]=" << ii->second << "\n";
}
#endif
if (!lhs_rhs_done)
{
eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
lhs = eq_node->arg1;
rhs = eq_node->arg2;
}
switch (ModelBlock->Block_List[j].Simulation_Type)
{
case EVALUATE_BACKWARD:
case EVALUATE_FORWARD:
rhs->compile(code_file,false, output_type, temporary_terms, map_idx);
lhs->compile(code_file,true, output_type, temporary_terms, map_idx);
break;
case EVALUATE_BACKWARD_R:
case EVALUATE_FORWARD_R:
lhs->compile(code_file,false, output_type, temporary_terms, map_idx);
rhs->compile(code_file,true, output_type, temporary_terms, map_idx);
break;
case SOLVE_BACKWARD_COMPLETE:
case SOLVE_FORWARD_COMPLETE:
v=ModelBlock->Block_List[j].Equation[i];
Uf[v].eqr=i;
Uf[v].Ufl=NULL;
goto end;
case SOLVE_TWO_BOUNDARIES_COMPLETE:
case SOLVE_TWO_BOUNDARIES_SIMPLE:
v=ModelBlock->Block_List[j].Equation[i];
Uf[v].eqr=i;
Uf[v].Ufl=NULL;
goto end;
default:
end:
lhs->compile(code_file,false, output_type, temporary_terms, map_idx);
rhs->compile(code_file,false, output_type, temporary_terms, map_idx);
code_file.write(&FBINARY, sizeof(FBINARY));
int v=oMinus;
code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
code_file.write(&FSTPR, sizeof(FSTPR));
code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
#ifdef CONDITION
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
output << " condition[" << i << "]=0;\n";
#endif
}
}
code_file.write(&FENDEQU, sizeof(FENDEQU));
// The Jacobian if we have to solve the block
if (ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FORWARD
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD_R
&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FORWARD_R)
{
switch (ModelBlock->Block_List[j].Simulation_Type)
{
case SOLVE_BACKWARD_SIMPLE:
case SOLVE_FORWARD_SIMPLE:
compileDerivative(code_file, ModelBlock->Block_List[j].Equation[0], ModelBlock->Block_List[j].Variable[0], 0, output_type, map_idx);
code_file.write(&FSTPG, sizeof(FSTPG));
v=0;
code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
break;
case SOLVE_BACKWARD_COMPLETE:
case SOLVE_FORWARD_COMPLETE:
m=ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
int u=ModelBlock->Block_List[j].IM_lead_lag[m].us[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
int v=ModelBlock->Block_List[j].Equation[eqr];
if (!Uf[v].Ufl)
{
Uf[v].Ufl=(Uff_l*)malloc(sizeof(Uff_l));
Uf[v].Ufl_First=Uf[v].Ufl;
}
else
{
Uf[v].Ufl->pNext=(Uff_l*)malloc(sizeof(Uff_l));
Uf[v].Ufl=Uf[v].Ufl->pNext;
}
Uf[v].Ufl->pNext=NULL;
Uf[v].Ufl->u=u;
Uf[v].Ufl->var=var;
compileDerivative(code_file, eq, var, 0, output_type, map_idx);
code_file.write(&FSTPU, sizeof(FSTPU));
code_file.write(reinterpret_cast<char *>(&u), sizeof(u));
}
for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
{
code_file.write(&FLDR, sizeof(FLDR));
code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
code_file.write(&FLDZ, sizeof(FLDZ));
int v=ModelBlock->Block_List[j].Equation[i];
for (Uf[v].Ufl=Uf[v].Ufl_First;Uf[v].Ufl;Uf[v].Ufl=Uf[v].Ufl->pNext)
{
code_file.write(&FLDU, sizeof(FLDU));
code_file.write(reinterpret_cast<char *>(&Uf[v].Ufl->u), sizeof(Uf[v].Ufl->u));
code_file.write(&FLDV, sizeof(FLDV));
char vc=eEndogenous;
code_file.write(reinterpret_cast<char *>(&vc), sizeof(vc));
code_file.write(reinterpret_cast<char *>(&Uf[v].Ufl->var), sizeof(Uf[v].Ufl->var));
int v1=0;
code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
code_file.write(&FBINARY, sizeof(FBINARY));
v1=oTimes;
code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
code_file.write(&FCUML, sizeof(FCUML));
}
Uf[v].Ufl=Uf[v].Ufl_First;
while (Uf[v].Ufl)
{
Uf[v].Ufl_First=Uf[v].Ufl->pNext;
free(Uf[v].Ufl);
Uf[v].Ufl=Uf[v].Ufl_First;
}
code_file.write(&FBINARY, sizeof(FBINARY));
v=oMinus;
code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
code_file.write(&FSTPU, sizeof(FSTPU));
code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
}
break;
case SOLVE_TWO_BOUNDARIES_COMPLETE:
case SOLVE_TWO_BOUNDARIES_SIMPLE:
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
int v=ModelBlock->Block_List[j].Equation[eqr];
if (!Uf[v].Ufl)
{
Uf[v].Ufl=(Uff_l*)malloc(sizeof(Uff_l));
Uf[v].Ufl_First=Uf[v].Ufl;
}
else
{
Uf[v].Ufl->pNext=(Uff_l*)malloc(sizeof(Uff_l));
Uf[v].Ufl=Uf[v].Ufl->pNext;
}
Uf[v].Ufl->pNext=NULL;
Uf[v].Ufl->u=u;
Uf[v].Ufl->var=var;
Uf[v].Ufl->lag=k;
compileDerivative(code_file, eq, var, k, output_type, map_idx);
code_file.write(&FSTPU, sizeof(FSTPU));
code_file.write(reinterpret_cast<char *>(&u), sizeof(u));
#ifdef CONDITION
output << " if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
output << " condition[" << eqr << "]=u[" << u << "+Per_u_];\n";
#endif
}
}
for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
{
code_file.write(&FLDR, sizeof(FLDR));
code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
code_file.write(&FLDZ, sizeof(FLDZ));
int v=ModelBlock->Block_List[j].Equation[i];
for (Uf[v].Ufl=Uf[v].Ufl_First;Uf[v].Ufl;Uf[v].Ufl=Uf[v].Ufl->pNext)
{
code_file.write(&FLDU, sizeof(FLDU));
code_file.write(reinterpret_cast<char *>(&Uf[v].Ufl->u), sizeof(Uf[v].Ufl->u));
code_file.write(&FLDV, sizeof(FLDV));
char vc=eEndogenous;
code_file.write(reinterpret_cast<char *>(&vc), sizeof(vc));
int v1=Uf[v].Ufl->var;
code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
v1=Uf[v].Ufl->lag;
code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
code_file.write(&FBINARY, sizeof(FBINARY));
v1=oTimes;
code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
code_file.write(&FCUML, sizeof(FCUML));
}
Uf[v].Ufl=Uf[v].Ufl_First;
while (Uf[v].Ufl)
{
Uf[v].Ufl_First=Uf[v].Ufl->pNext;
free(Uf[v].Ufl);
Uf[v].Ufl=Uf[v].Ufl_First;
}
code_file.write(&FBINARY, sizeof(FBINARY));
v=oMinus;
code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
code_file.write(&FSTPU, sizeof(FSTPU));
code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
#ifdef CONDITION
output << " if (fabs(condition[" << i << "])<fabs(u[" << i << "+Per_u_]))\n";
output << " condition[" << i << "]=u[" << i << "+Per_u_];\n";
#endif
}
#ifdef CONDITION
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
k=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
output << " u[" << u << "+Per_u_] /= condition[" << eqr << "];\n";
}
}
for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
output << " u[" << i << "+Per_u_] /= condition[" << i << "];\n";
#endif
break;
default:
break;
}
prev_Simulation_Type=ModelBlock->Block_List[j].Simulation_Type;
}
j++;
}
}
code_file.write(&FENDBLOCK, sizeof(FENDBLOCK));
code_file.write(&FEND, sizeof(FEND));
code_file.close();
}
void
ModelTree::writeStaticMFile(const string &static_basename) const
{
string filename = static_basename + ".m";
ofstream mStaticModelFile;
mStaticModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mStaticModelFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
// Writing comments and function definition command
mStaticModelFile << "function [residual, g1, g2] = " << static_basename << "(y, x, params)" << endl
<< "%" << endl
<< "% Status : Computes static model for Dynare" << endl
<< "%" << endl
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl;
writeStaticModel(mStaticModelFile);
mStaticModelFile.close();
}
void
ModelTree::writeDynamicMFile(const string &dynamic_basename) const
{
string filename = dynamic_basename + ".m";
ofstream mDynamicModelFile;
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mDynamicModelFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
mDynamicModelFile << "function [residual, g1, g2, g3] = " << dynamic_basename << "(y, x, params, it_)" << endl
<< "%" << endl
<< "% Status : Computes dynamic model for Dynare" << endl
<< "%" << endl
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl;
writeDynamicModel(mDynamicModelFile);
mDynamicModelFile.close();
}
void
ModelTree::writeStaticCFile(const string &static_basename) const
{
string filename = static_basename + ".c";
ofstream mStaticModelFile;
mStaticModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mStaticModelFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
mStaticModelFile << "/*" << endl
<< " * " << filename << " : Computes static model for Dynare" << endl
<< " * Warning : this file is generated automatically by Dynare" << endl
<< " * from model file (.mod)" << endl
<< endl
<< " */" << endl
<< "#include <math.h>" << endl
<< "#include \"mex.h\"" << endl;
// Writing the function Static
writeStaticModel(mStaticModelFile);
// Writing the gateway routine
mStaticModelFile << "/* The gateway routine */" << endl
<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
<< "{" << endl
<< " double *y, *x, *params;" << endl
<< " double *residual, *g1;" << endl
<< endl
<< " /* Create a pointer to the input matrix y. */" << endl
<< " y = mxGetPr(prhs[0]);" << endl
<< endl
<< " /* Create a pointer to the input matrix x. */" << endl
<< " x = mxGetPr(prhs[1]);" << endl
<< endl
<< " /* Create a pointer to the input matrix params. */" << endl
<< " params = mxGetPr(prhs[2]);" << endl
<< endl
<< " residual = NULL;" << endl
<< " if (nlhs >= 1)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix residual. */" << endl
<< " plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
<< " /* Create a C pointer to a copy of the output matrix residual. */" << endl
<< " residual = mxGetPr(plhs[0]);" << endl
<< " }" << endl
<< endl
<< " g1 = NULL;" << endl
<< " if (nlhs >= 2)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix g1. */" << endl
<< " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << symbol_table.endo_nbr << ", mxREAL);" << endl
<< " /* Create a C pointer to a copy of the output matrix g1. */" << endl
<< " g1 = mxGetPr(plhs[1]);" << endl
<< " }" << endl
<< endl
<< " /* Call the C Static. */" << endl
<< " Static(y, x, params, residual, g1);" << endl
<< "}" << endl;
mStaticModelFile.close();
}
void
ModelTree::writeDynamicCFile(const string &dynamic_basename) const
{
string filename = dynamic_basename + ".c";
ofstream mDynamicModelFile;
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mDynamicModelFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
mDynamicModelFile << "/*" << endl
<< " * " << filename << " : Computes dynamic model for Dynare" << endl
<< " *" << endl
<< " * Warning : this file is generated automatically by Dynare" << endl
<< " * from model file (.mod)" << endl
<< endl
<< " */" << endl
<< "#include <math.h>" << endl
<< "#include \"mex.h\"" << endl;
// Writing the function body
writeDynamicModel(mDynamicModelFile);
// Writing the gateway routine
mDynamicModelFile << "/* The gateway routine */" << endl
<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
<< "{" << endl
<< " double *y, *x, *params;" << endl
<< " double *residual, *g1, *g2;" << endl
<< " int nb_row_x, it_;" << endl
<< endl
<< " /* Create a pointer to the input matrix y. */" << endl
<< " y = mxGetPr(prhs[0]);" << endl
<< endl
<< " /* Create a pointer to the input matrix x. */" << endl
<< " x = mxGetPr(prhs[1]);" << endl
<< endl
<< " /* Create a pointer to the input matrix params. */" << endl
<< " params = mxGetPr(prhs[2]);" << endl
<< endl
<< " /* Fetch time index */" << endl
<< " it_ = (int) mxGetScalar(prhs[3]) - 1;" << endl
<< endl
<< " /* Gets number of rows of matrix x. */" << endl
<< " nb_row_x = mxGetM(prhs[1]);" << endl
<< endl
<< " residual = NULL;" << endl
<< " if (nlhs >= 1)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix residual. */" << endl
<< " plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
<< " /* Create a C pointer to a copy of the output matrix residual. */" << endl
<< " residual = mxGetPr(plhs[0]);" << endl
<< " }" << endl
<< endl
<< " g1 = NULL;" << endl
<< " if (nlhs >= 2)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix g1. */" << endl
<< " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.getDynJacobianColsNbr(computeJacobianExo) << ", mxREAL);" << endl
<< " /* Create a C pointer to a copy of the output matrix g1. */" << endl
<< " g1 = mxGetPr(plhs[1]);" << endl
<< " }" << endl
<< endl
<< " g2 = NULL;" << endl
<< " if (nlhs >= 3)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix g2. */" << endl
<< " plhs[2] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.getDynJacobianColsNbr(computeJacobianExo)*variable_table.getDynJacobianColsNbr(computeJacobianExo) << ", mxREAL);" << endl
<< " /* Create a C pointer to a copy of the output matrix g1. */" << endl
<< " g2 = mxGetPr(plhs[2]);" << endl
<< " }" << endl
<< endl
<< " /* Call the C subroutines. */" << endl
<< " Dynamic(y, x, nb_row_x, params, it_, residual, g1, g2);" << endl
<< "}" << endl;
mDynamicModelFile.close();
}
void
ModelTree::writeStaticModel(ostream &StaticOutput) const
{
ostringstream model_output; // Used for storing model equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output;
ostringstream lsymetric; // For symmetric elements in hessian
ExprNodeOutputType output_type = (mode == eDLLMode ? oCStaticModel : oMatlabStaticModel);
writeModelLocalVariables(model_output, output_type);
writeTemporaryTerms(model_output, output_type);
writeModelEquations(model_output, output_type);
// Write Jacobian w.r. to endogenous only
for (first_derivatives_type::const_iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
int eq = it->first.first;
int var = it->first.second;
NodeID d1 = it->second;
if (variable_table.getType(var) == eEndogenous)
{
ostringstream g1;
g1 << " g1";
matrixHelper(g1, eq, variable_table.getSymbolID(var), output_type);
jacobian_output << g1.str() << "=" << g1.str() << "+";
d1->writeOutput(jacobian_output, output_type, temporary_terms);
jacobian_output << ";" << endl;
}
}
// Write Hessian w.r. to endogenous only
if (computeStaticHessian)
for (second_derivatives_type::const_iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
{
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second;
NodeID d2 = it->second;
// Keep only derivatives w.r. to endogenous variables
if (variable_table.getType(var1) == eEndogenous
&& variable_table.getType(var2) == eEndogenous)
{
int id1 = variable_table.getSymbolID(var1);
int id2 = variable_table.getSymbolID(var2);
int col_nb = id1*symbol_table.endo_nbr+id2;
int col_nb_sym = id2*symbol_table.endo_nbr+id1;
hessian_output << " g2";
matrixHelper(hessian_output, eq, col_nb, output_type);
hessian_output << " = ";
d2->writeOutput(hessian_output, output_type, temporary_terms);
hessian_output << ";" << endl;
// Treating symetric elements
if (var1 != var2)
{
lsymetric << " g2";
matrixHelper(lsymetric, eq, col_nb_sym, output_type);
lsymetric << " = " << "g2";
matrixHelper(lsymetric, eq, col_nb, output_type);
lsymetric << ";" << endl;
}
}
}
// Writing ouputs
if (mode != eDLLMode)
{
StaticOutput << "residual = zeros( " << equations.size() << ", 1);" << endl << endl
<< "%" << endl
<< "% Model equations" << endl
<< "%" << endl
<< endl
<< model_output.str()
<< "if ~isreal(residual)" << endl
<< " residual = real(residual)+imag(residual).^2;" << endl
<< "end" << endl
<< "if nargout >= 2," << endl
<< " g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr << ");" << endl
<< endl
<< "%" << endl
<< "% Jacobian matrix" << endl
<< "%" << endl
<< endl
<< jacobian_output.str()
<< " if ~isreal(g1)" << endl
<< " g1 = real(g1)+2*imag(g1);" << endl
<< " end" << endl
<< "end" << endl;
if (computeStaticHessian)
{
StaticOutput << "if nargout >= 3,\n";
// Writing initialization instruction for matrix g2
int ncols = symbol_table.endo_nbr * symbol_table.endo_nbr;
StaticOutput << " g2 = sparse([],[],[], " << equations.size() << ", " << ncols << ", " << 5*ncols << ");" << endl
<< endl
<< "%" << endl
<< "% Hessian matrix" << endl
<< "%" << endl
<< endl
<< hessian_output.str()
<< lsymetric.str()
<< "end;" << endl;
}
}
else
{
StaticOutput << "void Static(double *y, double *x, double *params, double *residual, double *g1)" << endl
<< "{" << endl
<< " double lhs, rhs;" << endl
// Writing residual equations
<< " /* Residual equations */" << endl
<< " if (residual == NULL)" << endl
<< " return;" << endl
<< " else" << endl
<< " {" << endl
<< model_output.str()
// Writing Jacobian
<< " /* Jacobian for endogenous variables without lag */" << endl
<< " if (g1 == NULL)" << endl
<< " return;" << endl
<< " else" << endl
<< " {" << endl
<< jacobian_output.str()
<< " }" << endl
<< " }" << endl
<< "}" << endl << endl;
}
}
string
ModelTree::reform(const string name1) const
{
string name=name1;
int pos = name.find("\\", 0);
while (pos >= 0)
{
if (name.substr(pos + 1, 1) != "\\")
{
name = name.insert(pos, "\\");
pos++;
}
pos++;
pos = name.find("\\", pos);
}
return (name);
}
void
ModelTree::Write_Inf_To_Bin_File(const string &dynamic_basename, const string &bin_basename, const int &num,
int &u_count_int, bool &file_open, bool is_two_boundaries) const
{
int j;
std::ofstream SaveCode;
if (file_open)
SaveCode.open((bin_basename + ".bin").c_str(), ios::out | ios::in | ios::binary | ios ::ate );
else
SaveCode.open((bin_basename + ".bin").c_str(), ios::out | ios::binary);
if (!SaveCode.is_open())
{
cout << "Error : Can't open file \"" << bin_basename << ".bin\" for writing\n";
exit(EXIT_FAILURE);
}
u_count_int=0;
for (int m=0;m<=block_triangular.ModelBlock->Block_List[num].Max_Lead+block_triangular.ModelBlock->Block_List[num].Max_Lag;m++)
{
int k1=m-block_triangular.ModelBlock->Block_List[num].Max_Lag;
for (j=0;j<block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].size;j++)
{
int varr=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].Var[j]+k1*block_triangular.ModelBlock->Block_List[num].Size;
int u=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].u[j];
int eqr1=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].Equ[j];
SaveCode.write(reinterpret_cast<char *>(&eqr1), sizeof(eqr1));
SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
SaveCode.write(reinterpret_cast<char *>(&k1), sizeof(k1));
SaveCode.write(reinterpret_cast<char *>(&u), sizeof(u));
u_count_int++;
}
}
if(is_two_boundaries)
{
for (j=0;j<block_triangular.ModelBlock->Block_List[num].Size;j++)
{
int eqr1=j;
int varr=block_triangular.ModelBlock->Block_List[num].Size*(block_triangular.periods
+block_triangular.incidencematrix.Model_Max_Lead_Endo);
int k1=0;
SaveCode.write(reinterpret_cast<char *>(&eqr1), sizeof(eqr1));
SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
SaveCode.write(reinterpret_cast<char *>(&k1), sizeof(k1));
SaveCode.write(reinterpret_cast<char *>(&eqr1), sizeof(eqr1));
u_count_int++;
}
}
//cout << "u_count_int=" << u_count_int << "\n";
for (j=0;j<block_triangular.ModelBlock->Block_List[num].Size;j++)
{
int varr=block_triangular.ModelBlock->Block_List[num].Variable[j];
SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
}
for (j=0;j<block_triangular.ModelBlock->Block_List[num].Size;j++)
{
int eqr1=block_triangular.ModelBlock->Block_List[num].Equation[j];
SaveCode.write(reinterpret_cast<char *>(&eqr1), sizeof(eqr1));
}
SaveCode.close();
}
void
ModelTree::writeSparseStaticMFile(const string &static_basename, const string &basename, const int mode) const
{
string filename;
ofstream mStaticModelFile;
ostringstream tmp, tmp1, tmp_eq;
int i, k, prev_Simulation_Type, ga_index = 1;
bool skip_head, open_par=false;
chdir(basename.c_str());
filename = static_basename + ".m";
mStaticModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mStaticModelFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
mStaticModelFile << "%\n";
mStaticModelFile << "% " << filename << " : Computes static model for Dynare\n";
mStaticModelFile << "%\n";
mStaticModelFile << "% Warning : this file is generated automatically by Dynare\n";
mStaticModelFile << "% from model file (.mod)\n\n";
mStaticModelFile << "%/\n";
mStaticModelFile << "function [varargout] = " << static_basename << "(varargin)\n";
mStaticModelFile << " global oo_ M_ options_ ys0_ ;\n";
bool OK=true;
ostringstream tmp_output;
for (temporary_terms_type::const_iterator it = temporary_terms.begin();
it != temporary_terms.end(); it++)
{
if (OK)
OK=false;
else
tmp_output << " ";
(*it)->writeOutput(tmp_output, oMatlabDynamicModel, temporary_terms);
}
if (tmp_output.str().length()>0)
mStaticModelFile << " global " << tmp_output.str() << " M_ ;\n";
mStaticModelFile << " T_init=0;\n";
tmp_output.str("");
for (temporary_terms_type::const_iterator it = temporary_terms.begin();
it != temporary_terms.end(); it++)
{
tmp_output << " ";
(*it)->writeOutput(tmp_output, oMatlabDynamicModel, temporary_terms);
tmp_output << "=T_init;\n";
}
if (tmp_output.str().length()>0)
mStaticModelFile << tmp_output.str();
mStaticModelFile << " y_kmin=M_.maximum_lag;\n";
mStaticModelFile << " y_kmax=M_.maximum_lead;\n";
mStaticModelFile << " y_size=M_.endo_nbr;\n";
mStaticModelFile << " if(length(varargin)>0)\n";
mStaticModelFile << " %A simple evaluation of the static model\n";
mStaticModelFile << " y=varargin{1}(:);\n";
mStaticModelFile << " ys=y;\n";
mStaticModelFile << " g1=[];\n";
mStaticModelFile << " x=varargin{2}(:);\n";
mStaticModelFile << " params=varargin{3}(:);\n";
mStaticModelFile << " residual=zeros(1, " << symbol_table.endo_nbr << ");\n";
prev_Simulation_Type=-1;
tmp.str("");
tmp_eq.str("");
for (i=0;i<block_triangular.ModelBlock->Size;i++)
{
k=block_triangular.ModelBlock->Block_List[i].Simulation_Type;
if ((BlockTriangular::BlockSim(prev_Simulation_Type)!=BlockTriangular::BlockSim(k)) &&
((prev_Simulation_Type==EVALUATE_FORWARD || prev_Simulation_Type==EVALUATE_BACKWARD || prev_Simulation_Type==EVALUATE_FORWARD_R || prev_Simulation_Type==EVALUATE_BACKWARD_R)
|| (k==EVALUATE_FORWARD || k==EVALUATE_BACKWARD || k==EVALUATE_FORWARD_R || k==EVALUATE_BACKWARD_R)))
{
mStaticModelFile << " y_index_eq=[" << tmp_eq.str() << "];\n";
tmp_eq.str("");
mStaticModelFile << " y_index=[" << tmp.str() << "];\n";
tmp.str("");
mStaticModelFile << tmp1.str();
tmp1.str("");
}
for (int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
{
tmp << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
tmp_eq << " " << block_triangular.ModelBlock->Block_List[i].Equation[ik]+1;
}
if (k==EVALUATE_FORWARD || k==EVALUATE_BACKWARD || k==EVALUATE_FORWARD_R || k==EVALUATE_BACKWARD_R)
{
if (i==block_triangular.ModelBlock->Size-1)
{
mStaticModelFile << " y_index_eq=[" << tmp_eq.str() << "];\n";
tmp_eq.str("");
mStaticModelFile << " y_index=[" << tmp.str() << "];\n";
tmp.str("");
mStaticModelFile << tmp1.str();
tmp1.str("");
}
}
if (BlockTriangular::BlockSim(prev_Simulation_Type)==BlockTriangular::BlockSim(k) &&
(k==EVALUATE_FORWARD || k==EVALUATE_BACKWARD || k==EVALUATE_FORWARD_R || k==EVALUATE_BACKWARD_R))
skip_head=true;
else
skip_head=false;
switch (k)
{
case EVALUATE_FORWARD:
case EVALUATE_BACKWARD:
case EVALUATE_FORWARD_R:
case EVALUATE_BACKWARD_R:
if (!skip_head)
{
ga_index = 1;
tmp1 << " [y, ga]=" << static_basename << "_" << i + 1 << "(y, x, params, 1);\n";
tmp1 << " residual(y_index)=ys(y_index)-y(y_index);\n";
tmp1 << " g1(y_index_eq, y_index) = ga;\n";
}
else
ga_index++;
break;
case SOLVE_FORWARD_COMPLETE:
case SOLVE_BACKWARD_COMPLETE:
case SOLVE_FORWARD_SIMPLE:
case SOLVE_BACKWARD_SIMPLE:
case SOLVE_TWO_BOUNDARIES_COMPLETE:
case SOLVE_TWO_BOUNDARIES_SIMPLE:
mStaticModelFile << " y_index_eq = [" << tmp_eq.str() << "];\n";
mStaticModelFile << " y_index = [";
mStaticModelFile << tmp.str();
mStaticModelFile << " ];\n";
tmp.str("");
tmp_eq.str("");
mStaticModelFile << " [r, ga]=" << static_basename << "_" << i + 1 << "(y, x, params, 1);\n";
mStaticModelFile << " g1(y_index_eq, y_index) = ga;\n";
mStaticModelFile << " residual(y_index)=r;\n";
break;
}
prev_Simulation_Type=k;
}
mStaticModelFile << " varargout{1}=residual';\n";
mStaticModelFile << " varargout{2}=g1;\n";
mStaticModelFile << " return;\n";
mStaticModelFile << " end;\n";
mStaticModelFile << " %The deterministic simulation of the block decomposed static model\n";
mStaticModelFile << " periods=options_.periods;\n";
mStaticModelFile << " maxit_=options_.maxit_;\n";
mStaticModelFile << " solve_tolf=options_.solve_tolf;\n";
mStaticModelFile << " y=oo_.steady_state;\n";
mStaticModelFile << " x=oo_.exo_steady_state;\n";
mStaticModelFile << " params=M_.params;\n";
mStaticModelFile << " varargout{2}=1;\n";
prev_Simulation_Type=-1;
int Blck_Num = 0;
for (i = 0;i < block_triangular.ModelBlock->Size;i++)
{
k = block_triangular.ModelBlock->Block_List[i].Simulation_Type;
if (BlockTriangular::BlockSim(prev_Simulation_Type)==BlockTriangular::BlockSim(k) &&
(k==EVALUATE_FORWARD || k==EVALUATE_BACKWARD || k==EVALUATE_FORWARD_R || k==EVALUATE_BACKWARD_R))
skip_head=true;
else
{
skip_head=false;
Blck_Num++;
}
if ((k == EVALUATE_FORWARD || k == EVALUATE_FORWARD_R || k == EVALUATE_BACKWARD || k == EVALUATE_BACKWARD_R) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (!skip_head)
{
if (open_par)
{
mStaticModelFile << " end\n";
}
mStaticModelFile << " y=" << static_basename << "_" << i + 1 << "(y, x, params, 0);\n";
}
open_par=false;
}
else if ((k == SOLVE_FORWARD_SIMPLE || k == SOLVE_BACKWARD_SIMPLE || k == SOLVE_FORWARD_COMPLETE || k == SOLVE_BACKWARD_COMPLETE || k == SOLVE_TWO_BOUNDARIES_COMPLETE || k == SOLVE_TWO_BOUNDARIES_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (open_par)
{
mStaticModelFile << "end\n";
}
open_par=false;
mStaticModelFile << " y_index=[";
for (int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
{
mStaticModelFile << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
}
mStaticModelFile << " ];\n";
mStaticModelFile << " g1=0;g2=0;g3=0;\n";
int nze, m;
for (nze=0,m=0;m<=block_triangular.ModelBlock->Block_List[i].Max_Lead+block_triangular.ModelBlock->Block_List[i].Max_Lag;m++)
nze+=block_triangular.ModelBlock->Block_List[i].IM_lead_lag[m].size;
mStaticModelFile << " y = solve_one_boundary('" << static_basename << "_" << i + 1 << "'" <<
", y, x, params, y_index, " << nze <<
", 1, " << block_triangular.ModelBlock->Block_List[i].is_linear <<
", " << Blck_Num << ", y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method, 1, 0, 0);\n";
}
prev_Simulation_Type=k;
}
if (open_par)
mStaticModelFile << " end;\n";
mStaticModelFile << " oo_.steady_state = y;\n";
mStaticModelFile << " if isempty(ys0_)\n";
mStaticModelFile << " oo_.endo_simul(:,1:M_.maximum_lag) = oo_.steady_state * ones(1,M_.maximum_lag);\n";
mStaticModelFile << " end;\n";
mStaticModelFile << " disp('Steady State value');\n";
mStaticModelFile << " disp([strcat(M_.endo_names,' : ') num2str(oo_.steady_state,'%f')]);\n";
mStaticModelFile << " varargout{2}=0;\n";
mStaticModelFile << " varargout{1}=oo_.steady_state;\n";
mStaticModelFile << "return;\n";
writeModelStaticEquationsOrdered_M(block_triangular.ModelBlock, static_basename);
mStaticModelFile.close();
chdir("..");
}
void
ModelTree::writeSparseDynamicMFile(const string &dynamic_basename, const string &basename, const int mode) const
{
string sp;
ofstream mDynamicModelFile;
ostringstream tmp, tmp1, tmp_eq;
int prev_Simulation_Type, tmp_i;
//SymbolicGaussElimination SGE;
bool OK;
chdir(basename.c_str());
string filename = dynamic_basename + ".m";
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mDynamicModelFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
mDynamicModelFile << "%\n";
mDynamicModelFile << "% " << filename << " : Computes dynamic model for Dynare\n";
mDynamicModelFile << "%\n";
mDynamicModelFile << "% Warning : this file is generated automatically by Dynare\n";
mDynamicModelFile << "% from model file (.mod)\n\n";
mDynamicModelFile << "%/\n";
int i, k, Nb_SGE=0;
bool skip_head, open_par=false;
if (computeJacobian || computeJacobianExo || computeHessian)
{
mDynamicModelFile << "function [varargout] = " << dynamic_basename << "(varargin)\n";
mDynamicModelFile << " global oo_ options_ M_ ;\n";
mDynamicModelFile << " g2=[];g3=[];\n";
//Temporary variables declaration
OK=true;
ostringstream tmp_output;
for (temporary_terms_type::const_iterator it = temporary_terms.begin();
it != temporary_terms.end(); it++)
{
if (OK)
OK=false;
else
tmp_output << " ";
(*it)->writeOutput(tmp_output, oMatlabStaticModelSparse, temporary_terms);
}
if (tmp_output.str().length()>0)
mDynamicModelFile << " global " << tmp_output.str() << " M_ ;\n";
mDynamicModelFile << " T_init=zeros(1,options_.periods+M_.maximum_lag+M_.maximum_lead);\n";
tmp_output.str("");
for (temporary_terms_type::const_iterator it = temporary_terms.begin();
it != temporary_terms.end(); it++)
{
tmp_output << " ";
(*it)->writeOutput(tmp_output, oMatlabDynamicModel, temporary_terms);
tmp_output << "=T_init;\n";
}
if (tmp_output.str().length()>0)
mDynamicModelFile << tmp_output.str();
mDynamicModelFile << " y_kmin=M_.maximum_lag;\n";
mDynamicModelFile << " y_kmax=M_.maximum_lead;\n";
mDynamicModelFile << " y_size=M_.endo_nbr;\n";
mDynamicModelFile << " if(length(varargin)>0)\n";
mDynamicModelFile << " %it is a simple evaluation of the dynamic model for time _it\n";
mDynamicModelFile << " params=varargin{3};\n";
mDynamicModelFile << " it_=varargin{4};\n";
/*i = symbol_table.endo_nbr*(variable_table.max_endo_lag+variable_table.max_endo_lead+1)+
symbol_table.exo_nbr*(variable_table.max_exo_lag+variable_table.max_exo_lead+1);
mDynamicModelFile << " g1=spalloc(" << symbol_table.endo_nbr << ", " << i << ", " << i*symbol_table.endo_nbr << ");\n";*/
mDynamicModelFile << " Per_u_=0;\n";
mDynamicModelFile << " Per_y_=it_*y_size;\n";
mDynamicModelFile << " y=varargin{1};\n";
mDynamicModelFile << " ys=y(it_,:);\n";
mDynamicModelFile << " x=varargin{2};\n";
prev_Simulation_Type=-1;
tmp.str("");
tmp_eq.str("");
for (int count_call=1, i = 0;i < block_triangular.ModelBlock->Size;i++, count_call++)
{
k=block_triangular.ModelBlock->Block_List[i].Simulation_Type;
if ((BlockTriangular::BlockSim(prev_Simulation_Type)!=BlockTriangular::BlockSim(k)) &&
((prev_Simulation_Type==EVALUATE_FORWARD || prev_Simulation_Type==EVALUATE_BACKWARD || prev_Simulation_Type==EVALUATE_FORWARD_R || prev_Simulation_Type==EVALUATE_BACKWARD_R)
|| (k==EVALUATE_FORWARD || k==EVALUATE_BACKWARD || k==EVALUATE_FORWARD_R || k==EVALUATE_BACKWARD_R)))
{
mDynamicModelFile << " y_index_eq=[" << tmp_eq.str() << "];\n";
tmp_eq.str("");
mDynamicModelFile << " y_index=[" << tmp.str() << "];\n";
tmp.str("");
mDynamicModelFile << tmp1.str();
tmp1.str("");
}
for (int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
{
tmp << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
tmp_eq << " " << block_triangular.ModelBlock->Block_List[i].Equation[ik]+1;
}
if (k==EVALUATE_FORWARD || k==EVALUATE_BACKWARD || k==EVALUATE_FORWARD_R || k==EVALUATE_BACKWARD_R)
{
if (i==block_triangular.ModelBlock->Size-1)
{
mDynamicModelFile << " y_index_eq=[" << tmp_eq.str() << "];\n";
tmp_eq.str("");
mDynamicModelFile << " y_index=[" << tmp.str() << "];\n";
tmp.str("");
mDynamicModelFile << tmp1.str();
tmp1.str("");
}
}
if (BlockTriangular::BlockSim(prev_Simulation_Type)==BlockTriangular::BlockSim(k) &&
(k==EVALUATE_FORWARD || k==EVALUATE_BACKWARD || k==EVALUATE_FORWARD_R || k==EVALUATE_BACKWARD_R))
skip_head=true;
else
skip_head=false;
switch (k)
{
case EVALUATE_FORWARD:
case EVALUATE_BACKWARD:
case EVALUATE_FORWARD_R:
case EVALUATE_BACKWARD_R:
if (!skip_head)
{
tmp1 << " [y, dr(" << count_call << ").g1, dr(" << count_call << ").g2, dr(" << count_call << ").g3, dr(" << count_call << ").g1_x, dr(" << count_call << ").g1_o]=" << dynamic_basename << "_" << i + 1 << "(y, x, params, 1, it_-1, 1);\n";
tmp1 << " residual(y_index_eq)=ys(y_index)-y(it_, y_index);\n";
}
break;
case SOLVE_FORWARD_SIMPLE:
case SOLVE_BACKWARD_SIMPLE:
mDynamicModelFile << " y_index_eq = " << block_triangular.ModelBlock->Block_List[i].Equation[0]+1 << ";\n";
mDynamicModelFile << " [r, dr(" << count_call << ").g1, dr(" << count_call << ").g2, dr(" << count_call << ").g3, dr(" << count_call << ").g1_x, dr(" << count_call << ").g1_o]=" << dynamic_basename << "_" << i + 1 << "(y, x, params, it_, 1);\n";
mDynamicModelFile << " residual(y_index_eq)=r;\n";
tmp_eq.str("");
tmp.str("");
break;
case SOLVE_FORWARD_COMPLETE:
case SOLVE_BACKWARD_COMPLETE:
mDynamicModelFile << " y_index_eq = [" << tmp_eq.str() << "];\n";
mDynamicModelFile << " [r, dr(" << count_call << ").g1, dr(" << count_call << ").g2, dr(" << count_call << ").g3, dr(" << count_call << ").g1_x, dr(" << count_call << ").g1_o]=" << dynamic_basename << "_" << i + 1 << "(y, x, params, it_, 1);\n";
mDynamicModelFile << " residual(y_index_eq)=r;\n";
break;
case SOLVE_TWO_BOUNDARIES_COMPLETE:
case SOLVE_TWO_BOUNDARIES_SIMPLE:
int j;
mDynamicModelFile << " y_index_eq = [" << tmp_eq.str() << "];\n";
tmp_i=block_triangular.ModelBlock->Block_List[i].Max_Lag_Endo+block_triangular.ModelBlock->Block_List[i].Max_Lead_Endo+1;
mDynamicModelFile << " y_index = [";
for (j=0;j<tmp_i;j++)
for (int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
{
mDynamicModelFile << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1+j*symbol_table.endo_nbr;
}
int tmp_ix=block_triangular.ModelBlock->Block_List[i].Max_Lag_Exo+block_triangular.ModelBlock->Block_List[i].Max_Lead_Exo+1;
for (j=0;j<tmp_ix;j++)
for (int ik=0;ik<block_triangular.ModelBlock->Block_List[i].nb_exo;ik++)
mDynamicModelFile << " " << block_triangular.ModelBlock->Block_List[i].Exogenous[ik]+1+j*symbol_table.exo_nbr+symbol_table.endo_nbr*tmp_i;
mDynamicModelFile << " ];\n";
tmp.str("");
tmp_eq.str("");
//mDynamicModelFile << " ga = [];\n";
j = block_triangular.ModelBlock->Block_List[i].Size*(block_triangular.ModelBlock->Block_List[i].Max_Lag_Endo+block_triangular.ModelBlock->Block_List[i].Max_Lead_Endo+1)
+ block_triangular.ModelBlock->Block_List[i].nb_exo*(block_triangular.ModelBlock->Block_List[i].Max_Lag_Exo+block_triangular.ModelBlock->Block_List[i].Max_Lead_Exo+1);
/*mDynamicModelFile << " ga=spalloc(" << block_triangular.ModelBlock->Block_List[i].Size << ", " << j << ", " <<
block_triangular.ModelBlock->Block_List[i].Size*j << ");\n";*/
tmp_i=block_triangular.ModelBlock->Block_List[i].Max_Lag_Endo+block_triangular.ModelBlock->Block_List[i].Max_Lead_Endo+1;
mDynamicModelFile << " [r, dr(" << count_call << ").g1, dr(" << count_call << ").g2, dr(" << count_call << ").g3, b, dr(" << count_call << ").g1_x, dr(" << count_call << ").g1_o]=" << dynamic_basename << "_" << i + 1 << "(y, x, params, it_-" << variable_table.max_lag << ", 1, " << variable_table.max_lag << ", " << block_triangular.ModelBlock->Block_List[i].Size << ");\n";
/*if(block_triangular.ModelBlock->Block_List[i].Max_Lag==variable_table.max_lag && block_triangular.ModelBlock->Block_List[i].Max_Lead==variable_table.max_lead)
mDynamicModelFile << " g1(y_index_eq,y_index) = ga;\n";
else
mDynamicModelFile << " g1(y_index_eq,y_index) = ga(:," << 1+(variable_table.max_lag-block_triangular.ModelBlock->Block_List[i].Max_Lag)*block_triangular.ModelBlock->Block_List[i].Size << ":" << (variable_table.max_lag+1+block_triangular.ModelBlock->Block_List[i].Max_Lead)*block_triangular.ModelBlock->Block_List[i].Size << ");\n";*/
mDynamicModelFile << " residual(y_index_eq)=r(:,M_.maximum_lag+1);\n";
break;
}
prev_Simulation_Type=k;
}
if (tmp1.str().length())
{
mDynamicModelFile << tmp1.str();
tmp1.str("");
}
mDynamicModelFile << " varargout{1}=residual;\n";
mDynamicModelFile << " varargout{2}=dr;\n";
mDynamicModelFile << " return;\n";
mDynamicModelFile << " end;\n";
mDynamicModelFile << " %it is the deterministic simulation of the block decomposed dynamic model\n";
mDynamicModelFile << " if(options_.simulation_method==0)\n";
mDynamicModelFile << " mthd='Sparse LU';\n";
mDynamicModelFile << " elseif(options_.simulation_method==2)\n";
mDynamicModelFile << " mthd='GMRES';\n";
mDynamicModelFile << " elseif(options_.simulation_method==3)\n";
mDynamicModelFile << " mthd='BICGSTAB';\n";
mDynamicModelFile << " else\n";
mDynamicModelFile << " mthd='UNKNOWN';\n";
mDynamicModelFile << " end;\n";
mDynamicModelFile << " disp (['-----------------------------------------------------']) ;\n";
mDynamicModelFile << " disp (['MODEL SIMULATION: (method=' mthd ')']) ;\n";
mDynamicModelFile << " fprintf('\\n') ;\n";
mDynamicModelFile << " periods=options_.periods;\n";
mDynamicModelFile << " maxit_=options_.maxit_;\n";
mDynamicModelFile << " solve_tolf=options_.solve_tolf;\n";
mDynamicModelFile << " y=oo_.endo_simul';\n";
mDynamicModelFile << " x=oo_.exo_simul;\n";
}
prev_Simulation_Type=-1;
mDynamicModelFile << " params=M_.params;\n";
mDynamicModelFile << " oo_.deterministic_simulation.status = 0;\n";
for (i = 0;i < block_triangular.ModelBlock->Size;i++)
{
k = block_triangular.ModelBlock->Block_List[i].Simulation_Type;
if (BlockTriangular::BlockSim(prev_Simulation_Type)==BlockTriangular::BlockSim(k) &&
(k==EVALUATE_FORWARD || k==EVALUATE_BACKWARD || k==EVALUATE_FORWARD_R || k==EVALUATE_BACKWARD_R))
skip_head=true;
else
skip_head=false;
if ((k == EVALUATE_FORWARD || k == EVALUATE_FORWARD_R) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (!skip_head)
{
if (open_par)
{
mDynamicModelFile << " end\n";
}
mDynamicModelFile << " oo_.deterministic_simulation.status = 1;\n";
mDynamicModelFile << " oo_.deterministic_simulation.error = 0;\n";
mDynamicModelFile << " oo_.deterministic_simulation.iterations = 0;\n";
mDynamicModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
mDynamicModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
mDynamicModelFile << " else\n";
mDynamicModelFile << " blck_num = 1;\n";
mDynamicModelFile << " end;\n";
mDynamicModelFile << " oo_.deterministic_simulation.block(blck_num).status = 1;\n";
mDynamicModelFile << " oo_.deterministic_simulation.block(blck_num).error = 0;\n";
mDynamicModelFile << " oo_.deterministic_simulation.block(blck_num).iterations = 0;\n";
mDynamicModelFile << " g1=[];g2=[];g3=[];\n";
//mDynamicModelFile << " for it_ = y_kmin+1:(periods+y_kmin)\n";
mDynamicModelFile << " y=" << dynamic_basename << "_" << i + 1 << "(y, x, params, 0, y_kmin, periods);\n";
}
//open_par=true;
}
else if ((k == EVALUATE_BACKWARD || k == EVALUATE_BACKWARD_R) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (!skip_head)
{
if (open_par)
{
mDynamicModelFile << " end\n";
}
mDynamicModelFile << " oo_.deterministic_simulation.status = 1;\n";
mDynamicModelFile << " oo_.deterministic_simulation.error = 0;\n";
mDynamicModelFile << " oo_.deterministic_simulation.iterations = 0;\n";
mDynamicModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
mDynamicModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
mDynamicModelFile << " else\n";
mDynamicModelFile << " blck_num = 1;\n";
mDynamicModelFile << " end;\n";
mDynamicModelFile << " oo_.deterministic_simulation.block(blck_num).status = 1;\n";
mDynamicModelFile << " oo_.deterministic_simulation.block(blck_num).error = 0;\n";
mDynamicModelFile << " oo_.deterministic_simulation.block(blck_num).iterations = 0;\n";
mDynamicModelFile << " g1=[];g2=[];g3=[];\n";
mDynamicModelFile << " " << dynamic_basename << "_" << i + 1 << "(y, x, params, 0, y_kmin, periods);\n";
}
}
else if ((k == SOLVE_FORWARD_COMPLETE || k == SOLVE_FORWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (open_par)
mDynamicModelFile << " end\n";
open_par=false;
mDynamicModelFile << " g1=0;\n";
mDynamicModelFile << " r=0;\n";
tmp.str("");
for (int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
{
tmp << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
}
mDynamicModelFile << " y_index = [" << tmp.str() << "];\n";
int nze, m;
for (nze=0,m=0;m<=block_triangular.ModelBlock->Block_List[i].Max_Lead+block_triangular.ModelBlock->Block_List[i].Max_Lag;m++)
nze+=block_triangular.ModelBlock->Block_List[i].IM_lead_lag[m].size;
mDynamicModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
mDynamicModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
mDynamicModelFile << " else\n";
mDynamicModelFile << " blck_num = 1;\n";
mDynamicModelFile << " end;\n";
mDynamicModelFile << " y = solve_one_boundary('" << dynamic_basename << "_" << i + 1 << "'" <<
", y, x, params, y_index, " << nze <<
", options_.periods, " << block_triangular.ModelBlock->Block_List[i].is_linear <<
", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method, 1, 1, 0);\n";
}
else if ((k == SOLVE_BACKWARD_COMPLETE || k == SOLVE_BACKWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (open_par)
mDynamicModelFile << " end\n";
open_par=false;
mDynamicModelFile << " g1=0;\n";
mDynamicModelFile << " r=0;\n";
tmp.str("");
for (int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
{
tmp << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
}
mDynamicModelFile << " y_index = [" << tmp.str() << "];\n";
int nze, m;
for (nze=0,m=0;m<=block_triangular.ModelBlock->Block_List[i].Max_Lead+block_triangular.ModelBlock->Block_List[i].Max_Lag;m++)
nze+=block_triangular.ModelBlock->Block_List[i].IM_lead_lag[m].size;
mDynamicModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
mDynamicModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
mDynamicModelFile << " else\n";
mDynamicModelFile << " blck_num = 1;\n";
mDynamicModelFile << " end;\n";
mDynamicModelFile << " y = solve_one_boundary('" << dynamic_basename << "_" << i + 1 << "'" <<
", y, x, params, y_index, " << nze <<
", options_.periods, " << block_triangular.ModelBlock->Block_List[i].is_linear <<
", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method, 1, 1, 0);\n";
}
else if ((k == SOLVE_TWO_BOUNDARIES_COMPLETE || k == SOLVE_TWO_BOUNDARIES_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (open_par)
mDynamicModelFile << " end\n";
open_par=false;
Nb_SGE++;
int nze, m;
for (nze=0,m=0;m<=block_triangular.ModelBlock->Block_List[i].Max_Lead+block_triangular.ModelBlock->Block_List[i].Max_Lag;m++)
nze+=block_triangular.ModelBlock->Block_List[i].IM_lead_lag[m].size;
mDynamicModelFile << " y_index=[";
for (int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
{
mDynamicModelFile << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
}
mDynamicModelFile << " ];\n";
mDynamicModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
mDynamicModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
mDynamicModelFile << " else\n";
mDynamicModelFile << " blck_num = 1;\n";
mDynamicModelFile << " end;\n";
mDynamicModelFile << " y = solve_two_boundaries('" << dynamic_basename << "_" << i + 1 << "'" <<
", y, x, params, y_index, " << nze <<
", options_.periods, " << block_triangular.ModelBlock->Block_List[i].Max_Lag <<
", " << block_triangular.ModelBlock->Block_List[i].Max_Lead <<
", " << block_triangular.ModelBlock->Block_List[i].is_linear <<
", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method);\n";
}
prev_Simulation_Type=k;
}
if (open_par)
mDynamicModelFile << " end;\n";
open_par=false;
mDynamicModelFile << " oo_.endo_simul = y';\n";
mDynamicModelFile << "return;\n";
mDynamicModelFile.close();
writeModelEquationsOrdered_M( block_triangular.ModelBlock, dynamic_basename);
chdir("..");
}
void
ModelTree::writeDynamicModel(ostream &DynamicOutput) const
{
ostringstream lsymetric; // Used when writing symetric elements in Hessian
ostringstream model_output; // Used for storing model equations
ostringstream jacobian_output; // Used for storing jacobian equations
ostringstream hessian_output; // Used for storing Hessian equations
ostringstream third_derivatives_output;
ExprNodeOutputType output_type = (mode == eStandardMode || mode==eSparseMode ? oMatlabDynamicModel : oCDynamicModel);
writeModelLocalVariables(model_output, output_type);
writeTemporaryTerms(model_output, output_type);
writeModelEquations(model_output, output_type);
int nrows = equations.size();
int nvars = variable_table.getDynJacobianColsNbr(computeJacobianExo);
int nvars_sq = nvars * nvars;
// Writing Jacobian
if (computeJacobian || computeJacobianExo)
for (first_derivatives_type::const_iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
int eq = it->first.first;
int var = it->first.second;
NodeID d1 = it->second;
if (computeJacobianExo || variable_table.getType(var) == eEndogenous)
{
ostringstream g1;
g1 << " g1";
matrixHelper(g1, eq, variable_table.getDynJacobianCol(var), output_type);
jacobian_output << g1.str() << "=" << g1.str() << "+";
d1->writeOutput(jacobian_output, output_type, temporary_terms);
jacobian_output << ";" << endl;
}
}
// Writing Hessian
if (computeHessian)
for (second_derivatives_type::const_iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
{
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second;
NodeID d2 = it->second;
int id1 = variable_table.getDynJacobianCol(var1);
int id2 = variable_table.getDynJacobianCol(var2);
int col_nb = id1*nvars+id2;
int col_nb_sym = id2*nvars+id1;
hessian_output << " g2";
matrixHelper(hessian_output, eq, col_nb, output_type);
hessian_output << " = ";
d2->writeOutput(hessian_output, output_type, temporary_terms);
hessian_output << ";" << endl;
// Treating symetric elements
if (id1 != id2)
{
lsymetric << " g2";
matrixHelper(lsymetric, eq, col_nb_sym, output_type);
lsymetric << " = " << "g2";
matrixHelper(lsymetric, eq, col_nb, output_type);
lsymetric << ";" << endl;
}
}
// Writing third derivatives
if (computeThirdDerivatives)
for (third_derivatives_type::const_iterator it = third_derivatives.begin();
it != third_derivatives.end(); it++)
{
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second.first;
int var3 = it->first.second.second.second;
NodeID d3 = it->second;
int id1 = variable_table.getDynJacobianCol(var1);
int id2 = variable_table.getDynJacobianCol(var2);
int id3 = variable_table.getDynJacobianCol(var3);
// Reference column number for the g3 matrix
int ref_col = id1 * nvars_sq + id2 * nvars + id3;
third_derivatives_output << " g3";
matrixHelper(third_derivatives_output, eq, ref_col, output_type);
third_derivatives_output << " = ";
d3->writeOutput(third_derivatives_output, output_type, temporary_terms);
third_derivatives_output << ";" << endl;
// Compute the column numbers for the 5 other permutations of (id1,id2,id3) and store them in a set (to avoid duplicates if two indexes are equal)
set<int> cols;
cols.insert(id1 * nvars_sq + id3 * nvars + id2);
cols.insert(id2 * nvars_sq + id1 * nvars + id3);
cols.insert(id2 * nvars_sq + id3 * nvars + id1);
cols.insert(id3 * nvars_sq + id1 * nvars + id2);
cols.insert(id3 * nvars_sq + id2 * nvars + id1);
for (set<int>::iterator it2 = cols.begin(); it2 != cols.end(); it2++)
if (*it2 != ref_col)
{
third_derivatives_output << " g3";
matrixHelper(third_derivatives_output, eq, *it2, output_type);
third_derivatives_output << " = " << "g3";
matrixHelper(third_derivatives_output, eq, ref_col, output_type);
third_derivatives_output << ";" << endl;
}
}
if (mode == eStandardMode)
{
DynamicOutput << "%" << endl
<< "% Model equations" << endl
<< "%" << endl
<< endl
<< "residual = zeros(" << nrows << ", 1);" << endl
<< model_output.str();
if (computeJacobian || computeJacobianExo)
{
// Writing initialization instruction for matrix g1
DynamicOutput << "if nargout >= 2," << endl
<< " g1 = zeros(" << nrows << ", " << nvars << ");" << endl
<< endl
<< "%" << endl
<< "% Jacobian matrix" << endl
<< "%" << endl
<< endl
<< jacobian_output.str()
<< "end" << endl;
}
if (computeHessian)
{
// Writing initialization instruction for matrix g2
int ncols = nvars_sq;
DynamicOutput << "if nargout >= 3," << endl
<< " g2 = sparse([],[],[], " << nrows << ", " << ncols << ", " << 5*ncols << ");" << endl
<< endl
<< "%" << endl
<< "% Hessian matrix" << endl
<< "%" << endl
<< endl
<< hessian_output.str()
<< lsymetric.str()
<< "end;" << endl;
}
if (computeThirdDerivatives)
{
int ncols = nvars_sq * nvars;
DynamicOutput << "if nargout >= 4," << endl
<< " g3 = sparse([],[],[], " << nrows << ", " << ncols << ", " << 5*ncols << ");" << endl
<< endl
<< "%" << endl
<< "% Third order derivatives" << endl
<< "%" << endl
<< endl
<< third_derivatives_output.str()
<< "end;" << endl;
}
}
else
{
DynamicOutput << "void Dynamic(double *y, double *x, int nb_row_x, double *params, int it_, double *residual, double *g1, double *g2)" << endl
<< "{" << endl
<< " double lhs, rhs;" << endl
<< endl
<< " /* Residual equations */" << endl
<< model_output.str();
if (computeJacobian || computeJacobianExo)
{
DynamicOutput << " /* Jacobian */" << endl
<< " if (g1 == NULL)" << endl
<< " return;" << endl
<< " else" << endl
<< " {" << endl
<< jacobian_output.str()
<< " }" << endl;
}
if (computeHessian)
{
DynamicOutput << " /* Hessian for endogenous and exogenous variables */" << endl
<< " if (g2 == NULL)" << endl
<< " return;" << endl
<< " else" << endl
<< " {" << endl
<< hessian_output.str()
<< lsymetric.str()
<< " }" << endl;
}
DynamicOutput << "}" << endl << endl;
}
}
void
ModelTree::writeOutput(ostream &output) const
{
/* Writing initialisation for M_.lead_lag_incidence matrix
M_.lead_lag_incidence is a matrix with as many columns as there are
endogenous variables and as many rows as there are periods in the
models (nbr of rows = M_.max_lag+M_.max_lead+1)
The matrix elements are equal to zero if a variable isn't present in the
model at a given period.
*/
output << "M_.lead_lag_incidence = [";
// Loop on endogenous variables
int lag = 0;
for (int endoID = 0; endoID < symbol_table.endo_nbr; endoID++)
{
output << "\n\t";
// Loop on periods
for (lag = -variable_table.max_endo_lag; lag <= variable_table.max_endo_lead; lag++)
{
// Print variableID if exists with current period, otherwise print 0
try
{
int varID = variable_table.getID(eEndogenous, endoID, lag);
output << " " << variable_table.getDynJacobianCol(varID) + 1;
}
catch (VariableTable::UnknownVariableKeyException &e)
{
output << " 0";
}
}
output << ";";
}
output << "]';\n";
//In case of sparse model, writes the block structure of the model
if (mode==eSparseMode || mode==eSparseDLLMode)
{
//int prev_Simulation_Type=-1;
//bool skip_the_head;
int k=0;
int count_lead_lag_incidence = 0;
int max_lead, max_lag, max_lag_endo, max_lead_endo, max_lag_exo, max_lead_exo;
for (int j = 0;j < block_triangular.ModelBlock->Size;j++)
{
//For a block composed of a single equation determines wether we have to evaluate or to solve the equation
//skip_the_head=false;
k++;
count_lead_lag_incidence = 0;
int Block_size=block_triangular.ModelBlock->Block_List[j].Size;
max_lag =block_triangular.ModelBlock->Block_List[j].Max_Lag ;
max_lead=block_triangular.ModelBlock->Block_List[j].Max_Lead;
max_lag_endo =block_triangular.ModelBlock->Block_List[j].Max_Lag_Endo ;
max_lead_endo=block_triangular.ModelBlock->Block_List[j].Max_Lead_Endo;
max_lag_exo =block_triangular.ModelBlock->Block_List[j].Max_Lag_Exo ;
max_lead_exo=block_triangular.ModelBlock->Block_List[j].Max_Lead_Exo;
bool evaluate=false;
vector<int> exogenous;
vector<int>::iterator it_exogenous;
exogenous.clear();
ostringstream tmp_s, tmp_s_eq;
tmp_s.str("");
tmp_s_eq.str("");
for (int i=0;i<block_triangular.ModelBlock->Block_List[j].Size;i++)
{
tmp_s << " " << block_triangular.ModelBlock->Block_List[j].Variable[i]+1;
tmp_s_eq << " " << block_triangular.ModelBlock->Block_List[j].Equation[i]+1;
}
for (int i=0;i<block_triangular.ModelBlock->Block_List[j].nb_exo;i++)
{
int ii=block_triangular.ModelBlock->Block_List[j].Exogenous[i];
for (it_exogenous=exogenous.begin();it_exogenous!=exogenous.end() && *it_exogenous!=ii;it_exogenous++) /*cout << "*it_exogenous=" << *it_exogenous << "\n"*/;
if (it_exogenous==exogenous.end() || exogenous.begin()==exogenous.end())
exogenous.push_back(ii);
}
output << "M_.block_structure.block(" << k << ").num = " << j+1 << ";\n";
output << "M_.block_structure.block(" << k << ").Simulation_Type = " << block_triangular.ModelBlock->Block_List[j].Simulation_Type << ";\n";
output << "M_.block_structure.block(" << k << ").maximum_lag = " << max_lag << ";\n";
output << "M_.block_structure.block(" << k << ").maximum_lead = " << max_lead << ";\n";
output << "M_.block_structure.block(" << k << ").maximum_endo_lag = " << max_lag_endo << ";\n";
output << "M_.block_structure.block(" << k << ").maximum_endo_lead = " << max_lead_endo << ";\n";
output << "M_.block_structure.block(" << k << ").maximum_exo_lag = " << max_lag_exo << ";\n";
output << "M_.block_structure.block(" << k << ").maximum_exo_lead = " << max_lead_exo << ";\n";
output << "M_.block_structure.block(" << k << ").endo_nbr = " << Block_size << ";\n";
output << "M_.block_structure.block(" << k << ").equation = [" << tmp_s_eq.str() << "];\n";
output << "M_.block_structure.block(" << k << ").variable = [" << tmp_s.str() << "];\n";
output << "M_.block_structure.block(" << k << ").exogenous = [";
int i=0;
for (it_exogenous=exogenous.begin();it_exogenous!=exogenous.end();it_exogenous++)
if (*it_exogenous>=0)
{
output << " " << *it_exogenous+1;
i++;
}
output << "];\n";
output << "M_.block_structure.block(" << k << ").exo_nbr = " << i << ";\n";
output << "M_.block_structure.block(" << k << ").exo_det_nbr = " << block_triangular.ModelBlock->Block_List[j].nb_exo_det << ";\n";
tmp_s.str("");
bool done_IM=false;
if (!evaluate)
{
output << "M_.block_structure.block(" << k << ").lead_lag_incidence = [];\n";
for (int l=-max_lag_endo;l<max_lead_endo+1;l++)
{
bool *tmp_IM;
tmp_IM=block_triangular.incidencematrix.Get_IM(l, eEndogenous);
if (tmp_IM)
{
for (int l_var=0;l_var<block_triangular.ModelBlock->Block_List[j].Size;l_var++)
{
for (int l_equ=0;l_equ<block_triangular.ModelBlock->Block_List[j].Size;l_equ++)
if (tmp_IM[block_triangular.ModelBlock->Block_List[j].Equation[l_equ]*symbol_table.endo_nbr+block_triangular.ModelBlock->Block_List[j].Variable[l_var]])
{
count_lead_lag_incidence++;
if (tmp_s.str().length())
tmp_s << " ";
tmp_s << count_lead_lag_incidence;
done_IM=true;
break;
}
if (!done_IM)
tmp_s << " 0";
done_IM=false;
}
output << "M_.block_structure.block(" << k << ").lead_lag_incidence = [ M_.block_structure.block(" << k << ").lead_lag_incidence; " << tmp_s.str() << "];\n";
tmp_s.str("");
}
}
}
else
{
bool done_some_where;
output << "M_.block_structure.block(" << k << ").lead_lag_incidence = [\n";
for (int l=-max_lag_endo;l<max_lead_endo+1;l++)
{
bool not_increm=true;
bool *tmp_IM;
tmp_IM=block_triangular.incidencematrix.Get_IM(l, eEndogenous);
int ii=j;
if (tmp_IM)
{
done_some_where = false;
while (ii-j<Block_size)
{
for (int l_var=0;l_var<block_triangular.ModelBlock->Block_List[ii].Size;l_var++)
{
for (int l_equ=0;l_equ<block_triangular.ModelBlock->Block_List[ii].Size;l_equ++)
if (tmp_IM[block_triangular.ModelBlock->Block_List[ii].Equation[l_equ]*symbol_table.endo_nbr+block_triangular.ModelBlock->Block_List[ii].Variable[l_var]])
{
//if(not_increm && l==-max_lag)
count_lead_lag_incidence++;
not_increm=false;
if (tmp_s.str().length())
tmp_s << " ";
//tmp_s << count_lead_lag_incidence+(l+max_lag)*Block_size;
tmp_s << count_lead_lag_incidence;
done_IM=true;
break;
}
if (!done_IM)
tmp_s << " 0";
else
done_some_where = true;
done_IM=false;
}
ii++;
}
output << tmp_s.str() << "\n";
tmp_s.str("");
}
}
output << "];\n";
}
}
for (int j=-block_triangular.incidencematrix.Model_Max_Lag_Endo;j<=block_triangular.incidencematrix.Model_Max_Lead_Endo;j++)
{
bool* IM = block_triangular.incidencematrix.Get_IM(j, eEndogenous);
if (IM)
{
bool new_entry=true;
output << "M_.block_structure.incidence(" << block_triangular.incidencematrix.Model_Max_Lag_Endo+j+1 << ").lead_lag = " << j << ";\n";
output << "M_.block_structure.incidence(" << block_triangular.incidencematrix.Model_Max_Lag_Endo+j+1 << ").sparse_IM = [";
for (int i=0;i<symbol_table.endo_nbr*symbol_table.endo_nbr;i++)
{
if (IM[i])
{
if (!new_entry)
output << " ; ";
else
output << " ";
output << i/symbol_table.endo_nbr+1 << " " << i % symbol_table.endo_nbr+1;
new_entry=false;
}
}
output << "];\n";
}
}
}
// Writing initialization for some other variables
output << "M_.exo_names_orig_ord = [1:" << symbol_table.exo_nbr << "];\n";
output << "M_.maximum_lag = " << variable_table.max_lag << ";\n";
output << "M_.maximum_lead = " << variable_table.max_lead << ";\n";
if (symbol_table.endo_nbr)
{
output << "M_.maximum_endo_lag = " << variable_table.max_endo_lag << ";\n";
output << "M_.maximum_endo_lead = " << variable_table.max_endo_lead << ";\n";
output << "oo_.steady_state = zeros(" << symbol_table.endo_nbr << ", 1);\n";
}
if (symbol_table.exo_nbr)
{
output << "M_.maximum_exo_lag = " << variable_table.max_exo_lag << ";\n";
output << "M_.maximum_exo_lead = " << variable_table.max_exo_lead << ";\n";
output << "oo_.exo_steady_state = zeros(" << symbol_table.exo_nbr << ", 1);\n";
}
if (symbol_table.exo_det_nbr)
{
output << "M_.maximum_exo_det_lag = " << variable_table.max_exo_det_lag << ";\n";
output << "M_.maximum_exo_det_lead = " << variable_table.max_exo_det_lead << ";\n";
output << "oo_.exo_det_steady_state = zeros(" << symbol_table.exo_det_nbr << ", 1);\n";
}
if (symbol_table.parameter_nbr)
output << "M_.params = repmat(NaN," << symbol_table.parameter_nbr << ", 1);\n";
}
void
ModelTree::addEquation(NodeID eq)
{
BinaryOpNode *beq = dynamic_cast<BinaryOpNode *>(eq);
if (beq == NULL || beq->op_code != oEqual)
{
cerr << "ModelTree::addEquation: you didn't provide an equal node!" << endl;
exit(EXIT_FAILURE);
}
equations.push_back(beq);
}
void
ModelTree::evaluateJacobian(const eval_context_type &eval_context, jacob_map *j_m)
{
int i=0;
int j=0;
bool *IM=NULL;
int a_variable_lag=-9999;
for (first_derivatives_type::iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
if (variable_table.getType(it->first.second) == eEndogenous)
{
NodeID Id = it->second;
double val = 0;
try
{
val = Id->eval(eval_context);
}
catch (ExprNode::EvalException &e)
{
cout << "evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getNameByID(eEndogenous, variable_table.getSymbolID(it->first.second)) << "(" << variable_table.getLag(it->first.second) << ") [" << variable_table.getSymbolID(it->first.second) << "] !" << endl;
Id->writeOutput(cout, oMatlabDynamicModelSparse, temporary_terms);
cout << "\n";
cerr << "ModelTree::evaluateJacobian: evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getNameByID(eEndogenous, variable_table.getSymbolID(it->first.second)) << "(" << variable_table.getLag(it->first.second) << ")!" << endl;
}
int eq=it->first.first;
int var=variable_table.getSymbolID(it->first.second);
int k1=variable_table.getLag(it->first.second);
if (a_variable_lag!=k1)
{
IM=block_triangular.incidencematrix.Get_IM(k1, eEndogenous);
a_variable_lag=k1;
}
if (k1==0)
{
j++;
(*j_m)[make_pair(eq,var)]=val;
}
if (IM[eq*symbol_table.endo_nbr+var] && (fabs(val) < cutoff))
{
if (block_triangular.bt_verbose)
cout << "the coefficient related to variable " << var << " with lag " << k1 << " in equation " << eq << " is equal to " << val << " and is set to 0 in the incidence matrix (size=" << symbol_table.endo_nbr << ")\n";
block_triangular.incidencematrix.unfill_IM(eq, var, k1, eEndogenous);
i++;
}
}
}
if (i>0)
{
cout << i << " elements among " << first_derivatives.size() << " in the incidence matrices are below the cutoff (" << cutoff << ") and are discarded\n";
cout << "the contemporaneous incidence matrix has " << j << " elements\n";
}
}
void
ModelTree::BlockLinear(Model_Block *ModelBlock)
{
int i,j,l,m,ll;
for (j = 0;j < ModelBlock->Size;j++)
{
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE ||
ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_COMPLETE)
{
ll=ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[ll].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[ll].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[ll].Var_Index[i];
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(eEndogenous,var,0)));
if (it!= first_derivatives.end())
{
NodeID Id = it->second;
set<pair<int, int> > endogenous;
Id->collectEndogenous(endogenous);
if (endogenous.size() > 0)
{
for (l=0;l<ModelBlock->Block_List[j].Size;l++)
{
if (endogenous.find(make_pair(ModelBlock->Block_List[j].Variable[l], 0)) != endogenous.end())
{
ModelBlock->Block_List[j].is_linear=false;
goto follow;
}
}
}
}
}
}
else if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
{
for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
int k1=m-ModelBlock->Block_List[j].Max_Lag;
for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
{
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(eEndogenous,var,k1)));
NodeID Id = it->second;
if (it!= first_derivatives.end())
{
set<pair<int, int> > endogenous;
Id->collectEndogenous(endogenous);
if (endogenous.size() > 0)
{
for (l=0;l<ModelBlock->Block_List[j].Size;l++)
{
if (endogenous.find(make_pair(ModelBlock->Block_List[j].Variable[l], k1)) != endogenous.end())
{
ModelBlock->Block_List[j].is_linear=false;
goto follow;
}
}
}
}
}
}
}
follow:
i=0;
}
}
void
ModelTree::computingPass(const eval_context_type &eval_context, bool no_tmp_terms)
{
cout << equations.size() << " equation(s) found" << endl;
// Computes dynamic jacobian columns
variable_table.computeDynJacobianCols();
// Determine derivation order
int order = 1;
if (computeThirdDerivatives)
order = 3;
else if (computeHessian || computeStaticHessian)
order = 2;
// Launch computations
derive(order);
if (mode == eSparseDLLMode || mode == eSparseMode)
{
BuildIncidenceMatrix();
jacob_map j_m;
evaluateJacobian(eval_context, &j_m);
if (block_triangular.bt_verbose)
{
cout << "The gross incidence matrix \n";
block_triangular.incidencematrix.Print_IM(eEndogenous);
}
block_triangular.Normalize_and_BlockDecompose_Static_0_Model(j_m, equations);
BlockLinear(block_triangular.ModelBlock);
if (!no_tmp_terms)
computeTemporaryTermsOrdered(order, block_triangular.ModelBlock);
}
else
if (!no_tmp_terms)
computeTemporaryTerms(order);
}
void
ModelTree::writeStaticFile(const string &basename) const
{
switch (mode)
{
case eStandardMode:
/*case eSparseDLLMode:*/
writeStaticMFile(basename + "_static");
break;
case eSparseDLLMode:
case eSparseMode:
// create a directory to store all files
#ifdef _WIN32
mkdir(basename.c_str());
#else
mkdir(basename.c_str(), 0777);
#endif
writeSparseStaticMFile(basename + "_static", basename, mode);
break;
case eDLLMode:
writeStaticCFile(basename + "_static");
break;
}
}
void
ModelTree::writeDynamicFile(const string &basename) const
{
switch (mode)
{
case eStandardMode:
writeDynamicMFile(basename + "_dynamic");
break;
case eSparseMode:
writeSparseDynamicMFile(basename + "_dynamic", basename, mode);
block_triangular.Free_Block(block_triangular.ModelBlock);
block_triangular.incidencematrix.Free_IM();
//block_triangular.Free_IM_X(block_triangular.First_IM_X);
break;
case eDLLMode:
writeDynamicCFile(basename + "_dynamic");
break;
case eSparseDLLMode:
// create a directory to store all the files
#ifdef _WIN32
mkdir(basename.c_str());
#else
mkdir(basename.c_str(), 0777);
#endif
writeModelEquationsCodeOrdered(basename + "_dynamic", block_triangular.ModelBlock, basename, oCDynamicModelSparseDLL, map_idx);
block_triangular.Free_Block(block_triangular.ModelBlock);
block_triangular.incidencematrix.Free_IM();
//block_triangular.Free_IM_X(block_triangular.First_IM_X);
break;
}
}
void
ModelTree::matrixHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const
{
output << LPAR(output_type);
if (OFFSET(output_type))
output << eq_nb + 1 << ", " << col_nb + 1;
else
output << eq_nb + col_nb * equations.size();
output << RPAR(output_type);
}
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