340 lines
15 KiB
C++
340 lines
15 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 _EXPR_NODE_HH
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#define _EXPR_NODE_HH
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using namespace std;
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#include <set>
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#include <map>
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#include <vector>
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#include <iostream>
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#include <fstream>
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#include "SymbolTable.hh"
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#include "CodeInterpreter.hh"
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class DataTree;
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typedef class ExprNode *NodeID;
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typedef struct Model_Block;
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struct ExprNodeLess;
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//! Type for set of temporary terms
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/*! They are ordered by index number thanks to ExprNodeLess */
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typedef set<NodeID, ExprNodeLess> temporary_terms_type;
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typedef map<int,int> map_idx_type;
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//! Possible types of output when writing ExprNode(s)
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enum ExprNodeOutputType
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{
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oMatlabStaticModel, //!< Matlab code, static model declarations
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oMatlabDynamicModel, //!< Matlab code, dynamic model declarations
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oMatlabStaticModelSparse, //!< Matlab code, static block decomposed mode declaration
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oMatlabDynamicModelSparse, //!< Matlab code, dynamic block decomposed mode declaration
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oCStaticModel, //!< C code, static model declarations
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oCDynamicModel, //!< C code, dynamic model declarations
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oCDynamicModelSparseDLL, //!< C code, dynamic model declarations in SparseDLL module
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oMatlabOutsideModel //!< Matlab code, outside model block (for example in initval)
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};
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//! Type for evaluation contexts
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/*! The key is a pair (symbol id, symbol type)
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Lags are assumed to be null */
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typedef map<pair<int, Type>, double> eval_context_type;
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/* Equal to 1 for Matlab langage, or to 0 for C language
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In Matlab, array indexes begin at 1, while they begin at 0 in C */
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#define OFFSET(output_type) ((output_type == oMatlabStaticModel) \
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|| (output_type == oMatlabDynamicModel) \
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|| (output_type == oMatlabOutsideModel) \
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|| (output_type == oMatlabStaticModelSparse) \
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|| (output_type == oMatlabDynamicModelSparse))
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// Left parenthesis: '(' for Matlab, '[' for C
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#define LPAR(output_type) (OFFSET(output_type) ? '(' : '[')
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// Right parenthesis: ')' for Matlab, ']' for C
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#define RPAR(output_type) (OFFSET(output_type) ? ')' : ']')
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// Computing cost above which a node can be declared a temporary term
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#define MIN_COST_MATLAB (40*90)
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#define MIN_COST_C (40*4)
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#define MIN_COST(is_matlab) (is_matlab ? MIN_COST_MATLAB : MIN_COST_C)
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//! Base class for expression nodes
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class ExprNode
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{
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friend class DataTree;
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friend class ModelTree;
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friend class ExprNodeLess;
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friend class NumConstNode;
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friend class VariableNode;
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friend class UnaryOpNode;
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friend class BinaryOpNode;
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friend class TrinaryOpNode;
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private:
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//! Computes derivative w.r. to variable varID (but doesn't store it in derivatives map)
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/*! You shoud use getDerivative() to get the benefit of symbolic a priori and of caching */
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virtual NodeID computeDerivative(int varID) = 0;
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protected:
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//! Reference to the enclosing DataTree
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DataTree &datatree;
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//! Index number
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int idx;
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//! Set of variable IDs with respect to which the derivative is potentially non-null
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set<int> non_null_derivatives;
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//! Used for caching of first order derivatives (when non-null)
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map<int, NodeID> derivatives;
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//! Cost of computing current node
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/*! Nodes included in temporary_terms are considered having a null cost */
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virtual int cost(const temporary_terms_type &temporary_terms, bool is_matlab) const;
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public:
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ExprNode(DataTree &datatree_arg);
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virtual ~ExprNode();
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//! Returns derivative w.r. to variable varID
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/*! Uses a symbolic a priori to pre-detect null derivatives, and caches the result for other derivatives (to avoid computing it several times)
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For an equal node, returns the derivative of lhs minus rhs */
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NodeID getDerivative(int varID);
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//! Returns precedence of node
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/*! Equals 100 for constants, variables, unary ops, and temporary terms */
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virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
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//! Fills temporary_terms set, using reference counts
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/*! A node will be marked as a temporary term if it is referenced at least two times (i.e. has at least two parents), and has a computing cost (multiplied by reference count) greater to datatree.min_cost */
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virtual void computeTemporaryTerms(map<NodeID, int> &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const;
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//! Writes output of node, using a Txxx notation for nodes in temporary_terms
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virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const = 0;
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//! Writes output of node (with no temporary terms and with "outside model" output type)
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void writeOutput(ostream &output);
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//! Computes the set of endogenous variables in the expression
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/*! Endogenous are stored as integer pairs of the form (symb_id, lag)
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They are added to the set given in argument */
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virtual void collectEndogenous(set<pair<int, int> > &result) const = 0;
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virtual void computeTemporaryTerms(map<NodeID, int> &reference_count,
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temporary_terms_type &temporary_terms,
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map<NodeID, int> &first_occurence,
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int Curr_block,
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Model_Block *ModelBlock,
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map_idx_type &map_idx) const;
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class EvalException
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{
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};
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virtual double eval(const eval_context_type &eval_context) const throw (EvalException) = 0;
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virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const = 0;
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};
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//! Object used to compare two nodes (using their indexes)
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struct ExprNodeLess
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{
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bool operator()(NodeID arg1, NodeID arg2) const
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{
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return arg1->idx < arg2->idx;
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}
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};
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//! Numerical constant node
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/*! The constant is necessarily non-negative (this is enforced at the NumericalConstants class level) */
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class NumConstNode : public ExprNode
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{
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private:
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//! Id from numerical constants table
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const int id;
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virtual NodeID computeDerivative(int varID);
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public:
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NumConstNode(DataTree &datatree_arg, int id_arg);
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virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
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virtual void collectEndogenous(set<pair<int, int> > &result) const;
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virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
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virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
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};
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//! Symbol or variable node
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class VariableNode : public ExprNode
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{
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private:
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//! Id from the symbol table
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const int symb_id;
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const Type type;
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const int lag;
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//! Id from the variable table (-1 if not a endogenous/exogenous/recursive)
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int var_id;
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virtual NodeID computeDerivative(int varID);
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public:
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VariableNode(DataTree &datatree_arg, int symb_id_arg, Type type_arg, int lag_arg);
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virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms = temporary_terms_type()) const;
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virtual void collectEndogenous(set<pair<int, int> > &result) const;
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virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
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virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
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};
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//! Unary operator node
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class UnaryOpNode : public ExprNode
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{
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friend class DataTree;
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private:
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const NodeID arg;
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const UnaryOpcode op_code;
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virtual NodeID computeDerivative(int varID);
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virtual int cost(const temporary_terms_type &temporary_terms, bool is_matlab) const;
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public:
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UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const NodeID arg_arg);
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virtual void computeTemporaryTerms(map<NodeID, int> &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const;
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virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
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virtual void computeTemporaryTerms(map<NodeID, int> &reference_count,
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temporary_terms_type &temporary_terms,
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map<NodeID, int> &first_occurence,
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int Curr_block,
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Model_Block *ModelBlock,
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map_idx_type &map_idx) const;
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virtual void collectEndogenous(set<pair<int, int> > &result) const;
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static double eval_opcode(UnaryOpcode op_code, double v) throw (EvalException);
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virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
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virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
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};
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//! Binary operator node
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class BinaryOpNode : public ExprNode
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{
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friend class ModelTree;
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private:
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const NodeID arg1, arg2;
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const BinaryOpcode op_code;
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virtual NodeID computeDerivative(int varID);
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virtual int cost(const temporary_terms_type &temporary_terms, bool is_matlab) const;
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public:
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BinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
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BinaryOpcode op_code_arg, const NodeID arg2_arg);
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virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
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virtual void computeTemporaryTerms(map<NodeID, int> &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const;
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virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
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virtual void computeTemporaryTerms(map<NodeID, int> &reference_count,
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temporary_terms_type &temporary_terms,
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map<NodeID, int> &first_occurence,
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int Curr_block,
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Model_Block *ModelBlock,
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map_idx_type &map_idx) const;
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virtual void collectEndogenous(set<pair<int, int> > &result) const;
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static double eval_opcode(double v1, BinaryOpcode op_code, double v2) throw (EvalException);
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virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
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virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
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};
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enum TrinaryOpcode
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{
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oNormcdf
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};
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//! Trinary operator node
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class TrinaryOpNode : public ExprNode
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{
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friend class ModelTree;
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private:
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const NodeID arg1, arg2, arg3;
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const TrinaryOpcode op_code;
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virtual NodeID computeDerivative(int varID);
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virtual int cost(const temporary_terms_type &temporary_terms, bool is_matlab) const;
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public:
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TrinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
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TrinaryOpcode op_code_arg, const NodeID arg2_arg, const NodeID arg3_arg);
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virtual int precedence(ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
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virtual void computeTemporaryTerms(map<NodeID, int> &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const;
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virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
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virtual void computeTemporaryTerms(map<NodeID, int> &reference_count,
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temporary_terms_type &temporary_terms,
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map<NodeID, int> &first_occurence,
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int Curr_block,
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Model_Block *ModelBlock,
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map_idx_type &map_idx) const;
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virtual void collectEndogenous(set<pair<int, int> > &result) const;
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static double eval_opcode(double v1, TrinaryOpcode op_code, double v2, double v3) throw (EvalException);
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virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
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virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
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};
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//! Unknown function node
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class UnknownFunctionNode : public ExprNode
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{
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private:
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//! Symbol ID (no need to store type: it is necessary eUnknownFunction)
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const int symb_id;
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const vector<NodeID> arguments;
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virtual NodeID computeDerivative(int varID);
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public:
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UnknownFunctionNode(DataTree &datatree_arg, int symb_id_arg,
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const vector<NodeID> &arguments_arg);
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virtual void computeTemporaryTerms(map<NodeID, int> &reference_count, temporary_terms_type &temporary_terms, bool is_matlab) const;
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virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
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virtual void computeTemporaryTerms(map<NodeID, int> &reference_count,
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temporary_terms_type &temporary_terms,
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map<NodeID, int> &first_occurence,
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int Curr_block,
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Model_Block *ModelBlock,
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map_idx_type &map_idx) const;
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virtual void collectEndogenous(set<pair<int, int> > &result) const;
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virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
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virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
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};
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typedef struct IM_compact
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{
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int size, u_init, u_finish, nb_endo;
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int *u, *us, *Var, *Equ, *Var_Index, *Equ_Index, *Var_dyn_Index;
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};
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typedef struct Block
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{
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int Size, Sized, Type, Simulation_Type, Max_Lead, Max_Lag, Nb_Lead_Lag_Endo;
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bool is_linear;
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int *Equation, *Own_Derivative;
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int *Variable, *Variable_Sorted, *dVariable;
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int *variable_dyn_index, *variable_dyn_leadlag;
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temporary_terms_type *Temporary_terms;
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IM_compact *IM_lead_lag;
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int Code_Start, Code_Length;
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};
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typedef struct Model_Block
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{
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int Size, Periods;
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Block* Block_List;
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int *in_Block_Equ, *in_Block_Var, *in_Equ_of_Block, *in_Var_of_Block;
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};
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#endif
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