155 lines
6.2 KiB
C++
155 lines
6.2 KiB
C++
/*
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* Copyright (C) 2007-2008 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef _BLOCKTRIANGULAR_HH
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#define _BLOCKTRIANGULAR_HH
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#include <string>
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#include "CodeInterpreter.hh"
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#include "ExprNode.hh"
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#include "SymbolTable.hh"
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//#include "ModelNormalization.hh"
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//#include "ModelBlocks.hh"
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#include "IncidenceMatrix.hh"
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#include "ModelTree.hh"
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//! Sparse matrix of double to store the values of the Jacobian
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typedef map<pair<int ,int >,double> jacob_map;
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typedef vector<pair<BlockSimulationType, pair<int, int> > > t_type;
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//! Vector describing equations: BlockSimulationType, if BlockSimulationType == EVALUATE_s then a NodeID on the new normalized equation
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typedef vector<pair<EquationType, NodeID > > t_etype;
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//! Vector describing variables: max_lag in the block, max_lead in the block
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typedef vector<pair< int, int> > t_vtype;
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//! Creates the incidence matrix, computes prologue & epilogue, normalizes the model and computes the block decomposition
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class BlockTriangular
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{
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private:
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//! Find equations and endogenous variables belonging to the prologue and epilogue of the model
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void Prologue_Epilogue(bool* IM, int &prologue, int &epilogue, int n, vector<int> &Index_Var_IM, vector<int> &Index_Equ_IM, bool* IM0);
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//! Allocates and fills the Model structure describing the content of each block
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void Allocate_Block(int size, int *count_Equ, int count_Block, BlockType type, BlockSimulationType SimType, Model_Block * ModelBlock, t_etype &Equation_Type, int recurs_Size);
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//! Finds a matching between equations and endogenous variables
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bool Compute_Normalization(bool *IM, int equation_number, int prologue, int epilogue, bool verbose, bool *IM0, vector<int> &Index_Var_IM) const;
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//! Decomposes into recurive blocks the non purely recursive equations and determines for each block the minimum feedback variables
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void Compute_Block_Decomposition_and_Feedback_Variables_For_Each_Block(bool *IM, int nb_var, int prologue, int epilogue, vector<int> &Index_Equ_IM, vector<int> &Index_Var_IM, vector<pair<int, int> > &blocks, t_etype &Equation_Type, bool verbose_) const;
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//! determines the type of each equation of the model (could be evaluated or need to be solved)
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t_etype Equation_Type_determination(vector<BinaryOpNode *> &equations, map<pair<int, pair<int, int> >, NodeID> &first_order_endo_derivatives, vector<int> &Index_Var_IM, vector<int> &Index_Equ_IM);
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//! Tries to merge the consecutive blocks in a single block and determine the type of each block: recursive, simultaneous, ...
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t_type Reduce_Blocks_and_type_determination(int prologue, int epilogue, vector<pair<int, int> > &blocks, vector<BinaryOpNode *> &equations, t_etype &Equation_Type);
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//! Compute for each variable its maximum lead and lag in its block
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t_vtype Get_Variable_LeadLag_By_Block(vector<int > &components_set, int nb_blck_sim, int prologue, int epilogue) const;
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public:
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SymbolTable &symbol_table;
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/*Blocks blocks;
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Normalization normalization;*/
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IncidenceMatrix incidencematrix;
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NumericalConstants &num_const;
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DataTree *Normalized_Equation;
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BlockTriangular(SymbolTable &symbol_table_arg, NumericalConstants &num_const_arg);
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~BlockTriangular();
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//! Frees the Model structure describing the content of each block
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void Free_Block(Model_Block* ModelBlock) const;
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void Normalize_and_BlockDecompose_Static_0_Model(jacob_map &j_m, vector<BinaryOpNode *> &equations, t_etype &V_Equation_Type, map<pair<int, pair<int, int> >, NodeID> &first_order_endo_derivatives);
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void Normalize_and_BlockDecompose(bool* IM, Model_Block* ModelBlock, int n, int &prologue, int &epilogue, vector<int> &Index_Var_IM, vector<int> &Index_Equ_IM, bool* IM_0 , jacob_map &j_m, vector<BinaryOpNode *> &equations, t_etype &equation_simulation_type, map<pair<int, pair<int, int> >, NodeID> &first_order_endo_derivatives);
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vector<int> Index_Equ_IM;
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vector<int> Index_Var_IM;
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int prologue, epilogue;
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bool bt_verbose;
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Model_Block* ModelBlock;
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int periods;
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inline static std::string BlockType0(int type)
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{
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switch (type)
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{
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case 0:
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return ("SIMULTANEOUS TIME SEPARABLE ");
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break;
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case 1:
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return ("PROLOGUE ");
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break;
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case 2:
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return ("EPILOGUE ");
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break;
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case 3:
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return ("SIMULTANEOUS TIME UNSEPARABLE");
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break;
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default:
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return ("UNKNOWN ");
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break;
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}
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};
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inline static std::string BlockSim(int type)
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{
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switch (type)
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{
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case EVALUATE_FORWARD:
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//case EVALUATE_FORWARD_R:
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return ("EVALUATE FORWARD ");
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break;
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case EVALUATE_BACKWARD:
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//case EVALUATE_BACKWARD_R:
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return ("EVALUATE BACKWARD ");
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break;
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case SOLVE_FORWARD_SIMPLE:
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return ("SOLVE FORWARD SIMPLE ");
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break;
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case SOLVE_BACKWARD_SIMPLE:
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return ("SOLVE BACKWARD SIMPLE ");
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break;
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case SOLVE_TWO_BOUNDARIES_SIMPLE:
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return ("SOLVE TWO BOUNDARIES SIMPLE ");
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break;
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case SOLVE_FORWARD_COMPLETE:
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return ("SOLVE FORWARD COMPLETE ");
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break;
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case SOLVE_BACKWARD_COMPLETE:
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return ("SOLVE BACKWARD COMPLETE ");
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break;
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case SOLVE_TWO_BOUNDARIES_COMPLETE:
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return ("SOLVE TWO BOUNDARIES COMPLETE");
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break;
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default:
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return ("UNKNOWN ");
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break;
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}
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};
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inline static std::string c_Equation_Type(int type)
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{
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char c_Equation_Type[5][13]=
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{
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"E_UNKNOWN ",
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"E_EVALUATE ",
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//"E_EVALUATE_R",
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"E_EVALUATE_S",
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"E_SOLVE "
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};
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return(c_Equation_Type[type]);
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};
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};
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#endif
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