160 lines
7.7 KiB
C++
160 lines
7.7 KiB
C++
/*
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* Copyright (C) 2003-2009 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef _DYNAMICMODEL_HH
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#define _DYNAMICMODEL_HH
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using namespace std;
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#include "StaticModel.hh"
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#include "BlockTriangular.hh"
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//! Stores a dynamic model
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class DynamicModel : public ModelTree
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{
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private:
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typedef map<pair<int, int>, int> deriv_id_table_t;
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//! Maps a pair (symbol_id, lag) to a deriv ID
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deriv_id_table_t deriv_id_table;
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//! Maps a deriv ID to a pair (symbol_id, lag)
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vector<pair<int, int> > inv_deriv_id_table;
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//! Maps a deriv_id to the column index of the dynamic Jacobian
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/*! Contains only endogenous, exogenous and exogenous deterministic */
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map<int, int> dyn_jacobian_cols_table;
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//! Maximum lag and lead over all types of variables (positive values)
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/*! Set by computeDerivID() */
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int max_lag, max_lead;
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//! Maximum lag and lead over endogenous variables (positive values)
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/*! Set by computeDerivID() */
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int max_endo_lag, max_endo_lead;
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//! Maximum lag and lead over exogenous variables (positive values)
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/*! Set by computeDerivID() */
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int max_exo_lag, max_exo_lead;
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//! Maximum lag and lead over deterministic exogenous variables (positive values)
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/*! Set by computeDerivID() */
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int max_exo_det_lag, max_exo_det_lead;
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//! Number of columns of dynamic jacobian
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/*! Set by computeDerivID() and computeDynJacobianCols() */
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int dynJacobianColsNbr;
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//! Derivatives of the jacobian w.r. to parameters
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/*! First index is equation number, second is endo/exo/exo_det variable, and third is parameter.
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Only non-null derivatives are stored in the map.
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Variable and parameter indices are those of the getDerivID() method.
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*/
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second_derivatives_type params_derivatives;
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//! Temporary terms for the file containing parameters dervicatives
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temporary_terms_type params_derivs_temporary_terms;
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//! Writes dynamic model file (Matlab version)
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void writeDynamicMFile(const string &dynamic_basename) const;
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//! Writes dynamic model file (C version)
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/*! \todo add third derivatives handling */
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void writeDynamicCFile(const string &dynamic_basename) const;
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//! Writes dynamic model file when SparseDLL option is on
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void writeSparseDynamicMFile(const string &dynamic_basename, const string &basename, const int mode) const;
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//! Writes the dynamic model equations and its derivatives
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/*! \todo add third derivatives handling in C output */
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void writeDynamicModel(ostream &DynamicOutput) const;
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//! Writes the Block reordred structure of the model in M output
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void writeModelEquationsOrdered_M(Model_Block *ModelBlock, const string &dynamic_basename) const;
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//! Writes the code of the Block reordred structure of the model in virtual machine bytecode
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void writeModelEquationsCodeOrdered(const string file_name, const Model_Block *ModelBlock, const string bin_basename, map_idx_type map_idx) const;
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//! Computes jacobian and prepares for equation normalization
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/*! Using values from initval/endval blocks and parameter initializations:
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- computes the jacobian for the model w.r. to contemporaneous variables
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- removes edges of the incidence matrix when derivative w.r. to the corresponding variable is too close to zero (below the cutoff)
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*/
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void evaluateJacobian(const eval_context_type &eval_context, jacob_map *j_m);
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void BlockLinear(Model_Block *ModelBlock);
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string reform(string name) const;
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map_idx_type map_idx;
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//! Build The incidence matrix form the modeltree
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void BuildIncidenceMatrix();
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void computeTemporaryTermsOrdered(Model_Block *ModelBlock);
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//! Write derivative code of an equation w.r. to a variable
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void compileDerivative(ofstream &code_file, int eq, int symb_id, int lag, map_idx_type &map_idx) const;
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virtual int computeDerivID(int symb_id, int lag);
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//! Get the type corresponding to a derivation ID
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SymbolType getTypeByDerivID(int deriv_id) const throw (UnknownDerivIDException);
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//! Get the lag corresponding to a derivation ID
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int getLagByDerivID(int deriv_id) const throw (UnknownDerivIDException);
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//! Get the symbol ID corresponding to a derivation ID
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int getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException);
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//! Compute the column indices of the dynamic Jacobian
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void computeDynJacobianCols(bool jacobianExo);
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//! Computes derivatives of the Jacobian w.r. to parameters
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void computeParamsDerivatives();
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//! Computes temporary terms for the file containing parameters derivatives
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void computeParamsDerivativesTemporaryTerms();
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//! Collect only the first derivatives
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map<pair<int, pair<int, int> >, NodeID> collect_first_order_derivatives_endogenous();
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public:
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DynamicModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants);
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//! Adds a variable node
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/*! This implementation allows for non-zero lag */
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virtual NodeID AddVariable(const string &name, int lag = 0);
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//! Absolute value under which a number is considered to be zero
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double cutoff;
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//! The weight of the Markowitz criteria to determine the pivot in the linear solver (simul_NG1 from simulate.cc)
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double markowitz;
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//! the file containing the model and the derivatives code
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ofstream code_file;
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//! Execute computations (variable sorting + derivation)
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/*!
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\param jacobianExo whether derivatives w.r. to exo and exo_det should be in the Jacobian (derivatives w.r. to endo are always computed)
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\param hessian whether 2nd derivatives w.r. to exo, exo_det and endo should be computed (implies jacobianExo = true)
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\param thirdDerivatives whether 3rd derivatives w.r. to endo/exo/exo_det should be computed (implies jacobianExo = true)
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\param paramsDerivatives whether 2nd derivatives w.r. to a pair (endo/exo/exo_det, parameter) should be computed (implies jacobianExo = true)
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\param eval_context evaluation context for normalization
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\param no_tmp_terms if true, no temporary terms will be computed in the dynamic files
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*/
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void computingPass(bool jacobianExo, bool hessian, bool thirdDerivatives, bool paramsDerivatives,
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const eval_context_type &eval_context, bool no_tmp_terms);
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//! Writes model initialization and lead/lag incidence matrix to output
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void writeOutput(ostream &output) const;
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//! Complete set to block decompose the model
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BlockTriangular block_triangular;
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//! Adds informations for simulation in a binary file
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void Write_Inf_To_Bin_File(const string &dynamic_basename, const string &bin_basename,
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const int &num, int &u_count_int, bool &file_open, bool is_two_boundaries) const;
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//! Writes dynamic model file
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void writeDynamicFile(const string &basename) const;
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//! Writes file containing parameters derivatives
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void writeParamsDerivativesFile(const string &basename) const;
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//! Converts to static model (only the equations)
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/*! It assumes that the static model given in argument has just been allocated */
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void toStatic(StaticModel &static_model) const;
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//! Writes LaTeX file with the equations of the dynamic model
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void writeLatexFile(const string &basename) const;
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virtual int getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException);
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virtual int getDynJacobianCol(int deriv_id) const throw (UnknownDerivIDException);
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};
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#endif
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