DynamicModel.cc 127 KB
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/*
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 * Copyright (C) 2003-2010 Dynare Team
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 *
 * 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/>.
 */

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#include <iostream>
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#include <cmath>
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#include <cstdlib>
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#include <cassert>
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#include <cstdio>
#include <cerrno>
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#include <algorithm>
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#include "DynamicModel.hh"

// For mkdir() and chdir()
#ifdef _WIN32
# include <direct.h>
#else
# include <unistd.h>
# include <sys/stat.h>
# include <sys/types.h>
#endif

DynamicModel::DynamicModel(SymbolTable &symbol_table_arg,
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                           NumericalConstants &num_constants_arg,
                           ExternalFunctionsTable &external_functions_table_arg) :
  ModelTree(symbol_table_arg, num_constants_arg, external_functions_table_arg),
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  max_lag(0), max_lead(0),
  max_endo_lag(0), max_endo_lead(0),
  max_exo_lag(0), max_exo_lead(0),
  max_exo_det_lag(0), max_exo_det_lead(0),
  dynJacobianColsNbr(0),
  global_temporary_terms(true),
  cutoff(1e-15),
  mfs(0)
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{
}

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VariableNode *
DynamicModel::AddVariable(int symb_id, int lag)
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{
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  return AddVariableInternal(symb_id, lag);
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}

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void
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DynamicModel::compileDerivative(ofstream &code_file, int eq, int symb_id, int lag, const map_idx_type &map_idx) const
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{
  first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symbol_table.getID(eEndogenous, symb_id), lag)));
  if (it != first_derivatives.end())
    (it->second)->compile(code_file, false, temporary_terms, map_idx, true, false);
  else
    {
      FLDZ_ fldz;
      fldz.write(code_file);
    }
}
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void
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DynamicModel::compileChainRuleDerivative(ofstream &code_file, int eqr, int varr, int lag, const map_idx_type &map_idx) const
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{
  map<pair<int, pair<int, int> >, NodeID>::const_iterator it = first_chain_rule_derivatives.find(make_pair(eqr, make_pair(varr, lag)));
  if (it != first_chain_rule_derivatives.end())
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    (it->second)->compile(code_file, false, temporary_terms, map_idx, true, false);
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  else
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    {
      FLDZ_ fldz;
      fldz.write(code_file);
    }
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}

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void
DynamicModel::initializeVariablesAndEquations()
{
  for(int j=0; j<equation_number(); j++)
    {
      equation_reordered.push_back(j);
      variable_reordered.push_back(j);
    }
}



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void
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DynamicModel::computeTemporaryTermsOrdered()
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{
  map<NodeID, pair<int, int> > first_occurence;
  map<NodeID, int> reference_count;
  BinaryOpNode *eq_node;
  first_derivatives_type::const_iterator it;
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  first_chain_rule_derivatives_type::const_iterator it_chr;
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  ostringstream tmp_s;
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  v_temporary_terms.clear();
  map_idx.clear();
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  unsigned int nb_blocks = getNbBlocks();
  v_temporary_terms = vector<vector<temporary_terms_type> >(nb_blocks);
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  v_temporary_terms_inuse = vector<temporary_terms_inuse_type>(nb_blocks);
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  temporary_terms.clear();
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  if (!global_temporary_terms)
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    {
      for (unsigned int block = 0; block < nb_blocks; block++)
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        {
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          reference_count.clear();
          temporary_terms.clear();
          unsigned int block_size = getBlockSize(block);
          unsigned int block_nb_mfs = getBlockMfs(block);
          unsigned int block_nb_recursives = block_size - block_nb_mfs;
          v_temporary_terms[block] = vector<temporary_terms_type>(block_size);
          for (unsigned int i = 0; i < block_size; i++)
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            {
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              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
                getBlockEquationRenormalizedNodeID(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
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              else
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                {
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                  eq_node = (BinaryOpNode *) getBlockEquationNodeID(block, i);
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                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
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                }
            }
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          for (t_block_derivatives_equation_variable_laglead_nodeid::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
            {
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              NodeID id = it->second.second;
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              id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);
            }
          for (t_derivative::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);
          for (t_derivative::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);

          set<int> temporary_terms_in_use;
          temporary_terms_in_use.clear();
          v_temporary_terms_inuse[block] = temporary_terms_in_use;
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        }
    }
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  else
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    {
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      for (unsigned int block = 0; block < nb_blocks; block++)
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        {
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          // Compute the temporary terms reordered
          unsigned int block_size = getBlockSize(block);
          unsigned int block_nb_mfs = getBlockMfs(block);
          unsigned int block_nb_recursives = block_size - block_nb_mfs;
          v_temporary_terms[block] = vector<temporary_terms_type>(block_size);
          for (unsigned int i = 0; i < block_size; i++)
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            {
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              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
                getBlockEquationRenormalizedNodeID(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
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              else
                {
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                  eq_node = (BinaryOpNode *) getBlockEquationNodeID(block, i);
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                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, i);
                }
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            }
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          for (t_block_derivatives_equation_variable_laglead_nodeid::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
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            {
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              NodeID id = it->second.second;
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              id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
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            }
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          for (t_derivative::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
          for (t_derivative::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
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        }
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      for (unsigned int block = 0; block < nb_blocks; block++)
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        {
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          // Collect the temporary terms reordered
          unsigned int block_size = getBlockSize(block);
          unsigned int block_nb_mfs = getBlockMfs(block);
          unsigned int block_nb_recursives = block_size - block_nb_mfs;
          set<int> temporary_terms_in_use;
          for (unsigned int i = 0; i < block_size; i++)
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            {
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              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
                getBlockEquationRenormalizedNodeID(block, i)->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
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              else
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                {
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                  eq_node = (BinaryOpNode *) getBlockEquationNodeID(block, i);
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                  eq_node->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
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                }
            }
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          for (t_block_derivatives_equation_variable_laglead_nodeid::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
            {
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              NodeID id = it->second.second;
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              id->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
            }
          for (t_derivative::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
            it->second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
          for (t_derivative::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
            it->second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
          v_temporary_terms_inuse[block] = temporary_terms_in_use;
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        }
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      computeTemporaryTermsMapping();
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    }
}

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void
DynamicModel::computeTemporaryTermsMapping()
{
  // Add a mapping form node ID to temporary terms order
  int j = 0;
  for (temporary_terms_type::const_iterator it = temporary_terms.begin();
      it != temporary_terms.end(); it++)
    map_idx[(*it)->idx] = j++;
}


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void
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DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
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{
  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;
  temporary_terms_type local_temporary_terms;
  ofstream  output;
  int nze, nze_exo, nze_other_endo;
  vector<int> feedback_variables;
  ExprNodeOutputType local_output_type;
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  if (global_temporary_terms)
    {
      local_output_type = oMatlabDynamicModelSparse;
      local_temporary_terms = temporary_terms;
    }
  else
    local_output_type = oMatlabDynamicModelSparseLocalTemporaryTerms;

  //----------------------------------------------------------------------
  //For each block
  for (unsigned int block = 0; block < getNbBlocks(); block++)
    {

      //recursive_variables.clear();
      feedback_variables.clear();
      //For a block composed of a single equation determines wether we have to evaluate or to solve the equation
      nze = derivative_endo[block].size();
      nze_other_endo = derivative_other_endo[block].size();
      nze_exo = derivative_exo[block].size();
      BlockSimulationType simulation_type = getBlockSimulationType(block);
      unsigned int block_size = getBlockSize(block);
      unsigned int block_mfs = getBlockMfs(block);
      unsigned int block_recursive = block_size - block_mfs;
      unsigned int block_exo_size = exo_block[block].size();
      unsigned int block_exo_det_size = exo_det_block[block].size();
      unsigned int block_other_endo_size = other_endo_block[block].size();
      int block_max_lag = max_leadlag_block[block].first;
      if (global_temporary_terms)
        {
          local_output_type = oMatlabDynamicModelSparse;
          local_temporary_terms = temporary_terms;
        }
      else
        local_output_type = oMatlabDynamicModelSparseLocalTemporaryTerms;

      tmp1_output.str("");
      tmp1_output << dynamic_basename << "_" << block+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 (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
        {
          output << "function [y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, jacobian_eval, y_kmin, periods)\n";
        }
      else if (simulation_type == SOLVE_FORWARD_COMPLETE || simulation_type == SOLVE_BACKWARD_COMPLETE)
        output << "function [residual, y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, it_, jacobian_eval)\n";
      else if (simulation_type == SOLVE_BACKWARD_SIMPLE || simulation_type == SOLVE_FORWARD_SIMPLE)
        output << "function [residual, y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, it_, jacobian_eval)\n";
      else
        output << "function [residual, y, g1, g2, g3, b, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, periods, jacobian_eval, y_kmin, y_size)\n";
      BlockType block_type;
      if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
        block_type = SIMULTAN;
      else if (simulation_type == SOLVE_FORWARD_COMPLETE || simulation_type == SOLVE_BACKWARD_COMPLETE)
        block_type = SIMULTANS;
      else if ((simulation_type == SOLVE_FORWARD_SIMPLE || simulation_type == SOLVE_BACKWARD_SIMPLE
                || simulation_type == EVALUATE_BACKWARD    || simulation_type == EVALUATE_FORWARD)
               && getBlockFirstEquation(block) < prologue)
        block_type = PROLOGUE;
      else if ((simulation_type == SOLVE_FORWARD_SIMPLE || simulation_type == SOLVE_BACKWARD_SIMPLE
                || simulation_type == EVALUATE_BACKWARD    || simulation_type == EVALUATE_FORWARD)
               && getBlockFirstEquation(block) >= equations.size() - epilogue)
        block_type = EPILOGUE;
      else
        block_type = SIMULTANS;
      output << "  % ////////////////////////////////////////////////////////////////////////" << endl
             << "  % //" << string("                     Block ").substr(int (log10(block + 1))) << block + 1 << " " << BlockType0(block_type)
             << "          //" << endl
             << "  % //                     Simulation type "
             << BlockSim(simulation_type) << "  //" << endl
             << "  % ////////////////////////////////////////////////////////////////////////" << endl;
      output << "  global options_;" << endl;
      //The Temporary terms
      if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
        {
          output << "  if(jacobian_eval)\n";
          output << "    g1 = spalloc(" << block_mfs  << ", " << block_mfs*(1+getBlockMaxLag(block)+getBlockMaxLead(block)) << ", " << nze << ");\n";
          output << "    g1_x=spalloc(" << block_size << ", " << (block_exo_size + block_exo_det_size)
            *(1+max(exo_det_max_leadlag_block[block].first, exo_max_leadlag_block[block].first)+max(exo_det_max_leadlag_block[block].second, exo_max_leadlag_block[block].second))
                 << ", " << nze_exo << ");\n";
          output << "    g1_o=spalloc(" << block_size << ", " << block_other_endo_size
            *(1+other_endo_max_leadlag_block[block].first+other_endo_max_leadlag_block[block].second)
                 << ", " << nze_other_endo << ");\n";
          output << "  end;\n";
        }
      else
        {
          output << "  if(jacobian_eval)\n";
          output << "    g1 = spalloc(" << block_size << ", " << block_size*(1+getBlockMaxLag(block)+getBlockMaxLead(block)) << ", " << nze << ");\n";
          output << "    g1_x=spalloc(" << block_size << ", " << (block_exo_size + block_exo_det_size)
            *(1+max(exo_det_max_leadlag_block[block].first, exo_max_leadlag_block[block].first)+max(exo_det_max_leadlag_block[block].second, exo_max_leadlag_block[block].second))
                 << ", " << nze_exo << ");\n";
          output << "    g1_o=spalloc(" << block_size << ", " << block_other_endo_size
            *(1+other_endo_max_leadlag_block[block].first+other_endo_max_leadlag_block[block].second)
                 << ", " << nze_other_endo << ");\n";
          output << "  else\n";
          if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
            {
              output << "    g1 = spalloc(" << block_mfs << "*options_.periods, "
                     << block_mfs << "*(options_.periods+" << max_leadlag_block[block].first+max_leadlag_block[block].second+1 << ")"
                     << ", " << nze << "*options_.periods);\n";
            }
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          else
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            {
              output << "    g1 = spalloc(" << block_mfs
                     << ", " << block_mfs << ", " << nze << ");\n";
              output << "    g1_tmp_r = spalloc(" << block_recursive
                     << ", " << block_size << ", " << nze << ");\n";
              output << "    g1_tmp_b = spalloc(" << block_mfs
                     << ", " << block_size << ", " << nze << ");\n";
            }
          output << "  end;\n";
        }
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      output << "  g2=0;g3=0;\n";
      if (v_temporary_terms_inuse[block].size())
        {
          tmp_output.str("");
          for (temporary_terms_inuse_type::const_iterator it = v_temporary_terms_inuse[block].begin();
               it != v_temporary_terms_inuse[block].end(); it++)
            tmp_output << " T" << *it;
          output << "  global" << tmp_output.str() << ";\n";
        }
      if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
        {
          temporary_terms_type tt2;
          tt2.clear();
          for (int i = 0; i < (int) block_size; i++)
            {
              if (v_temporary_terms[block][i].size() && global_temporary_terms)
                {
                  output << "  " << "% //Temporary variables initialization" << endl
                         << "  " << "T_zeros = zeros(y_kmin+periods, 1);" << endl;
                  for (temporary_terms_type::const_iterator it = v_temporary_terms[block][i].begin();
                       it != v_temporary_terms[block][i].end(); it++)
                    {
                      output << "  ";
                      (*it)->writeOutput(output, oMatlabDynamicModel, local_temporary_terms);
                      output << " = T_zeros;" << endl;
                    }
                }
            }
        }
      if (simulation_type == SOLVE_BACKWARD_SIMPLE || simulation_type == SOLVE_FORWARD_SIMPLE || simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
        output << "  residual=zeros(" << block_mfs << ",1);\n";
      else if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
        output << "  residual=zeros(" << block_mfs << ",y_kmin+periods);\n";
      if (simulation_type == EVALUATE_BACKWARD)
        output << "  for it_ = (y_kmin+periods):y_kmin+1\n";
      if (simulation_type == EVALUATE_FORWARD)
        output << "  for it_ = y_kmin+1:(y_kmin+periods)\n";

      if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
        {
          output << "  b = zeros(periods*y_size,1);" << endl
                 << "  for it_ = y_kmin+1:(periods+y_kmin)" << endl
                 << "    Per_y_=it_*y_size;" << endl
                 << "    Per_J_=(it_-y_kmin-1)*y_size;" << endl
                 << "    Per_K_=(it_-1)*y_size;" << endl;
          sps = "  ";
        }
      else
        if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
          sps = "  ";
        else
          sps = "";
      // The equations
      for (unsigned int i = 0; i < block_size; i++)
        {
          temporary_terms_type tt2;
          tt2.clear();
          if (v_temporary_terms[block].size())
            {
              output << "  " << "% //Temporary variables" << endl;
              for (temporary_terms_type::const_iterator it = v_temporary_terms[block][i].begin();
                   it != v_temporary_terms[block][i].end(); it++)
                {
                  output << "  " <<  sps;
                  (*it)->writeOutput(output, local_output_type, local_temporary_terms);
                  output << " = ";
                  (*it)->writeOutput(output, local_output_type, tt2);
                  // Insert current node into tt2
                  tt2.insert(*it);
                  output << ";" << endl;
                }
            }

          int variable_ID = getBlockVariableID(block, i);
          int equation_ID = getBlockEquationID(block, i);
          EquationType equ_type = getBlockEquationType(block, i);
          string sModel = symbol_table.getName(symbol_table.getID(eEndogenous, variable_ID));
          eq_node = (BinaryOpNode *) getBlockEquationNodeID(block, i);
          lhs = eq_node->get_arg1();
          rhs = eq_node->get_arg2();
          tmp_output.str("");
          lhs->writeOutput(tmp_output, local_output_type, local_temporary_terms);
          switch (simulation_type)
            {
            case EVALUATE_BACKWARD:
            case EVALUATE_FORWARD:
            evaluation:     if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
                output << "    % equation " << getBlockEquationID(block, i)+1 << " variable : " << sModel
                       << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << endl;
              output << "    ";
              if (equ_type == E_EVALUATE)
                {
                  output << tmp_output.str();
                  output << " = ";
                  rhs->writeOutput(output, local_output_type, local_temporary_terms);
                }
              else if (equ_type == E_EVALUATE_S)
                {
                  output << "%" << tmp_output.str();
                  output << " = ";
                  if (isBlockEquationRenormalized(block, i))
                    {
                      rhs->writeOutput(output, local_output_type, local_temporary_terms);
                      output << "\n    ";
                      tmp_output.str("");
                      eq_node = (BinaryOpNode *) getBlockEquationRenormalizedNodeID(block, i);
                      lhs = eq_node->get_arg1();
                      rhs = eq_node->get_arg2();
                      lhs->writeOutput(output, local_output_type, local_temporary_terms);
                      output << " = ";
                      rhs->writeOutput(output, local_output_type, local_temporary_terms);
                    }
                }
              else
                {
                  cerr << "Type missmatch for equation " << equation_ID+1  << "\n";
                  exit(EXIT_FAILURE);
                }
              output << ";\n";
              break;
            case SOLVE_BACKWARD_SIMPLE:
            case SOLVE_FORWARD_SIMPLE:
            case SOLVE_BACKWARD_COMPLETE:
            case SOLVE_FORWARD_COMPLETE:
              if (i < block_recursive)
                goto evaluation;
              feedback_variables.push_back(variable_ID);
              output << "  % equation " << equation_ID+1 << " variable : " << sModel
                     << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << endl;
              output << "  " << "residual(" << i+1-block_recursive << ") = (";
              goto end;
            case SOLVE_TWO_BOUNDARIES_COMPLETE:
            case SOLVE_TWO_BOUNDARIES_SIMPLE:
              if (i < block_recursive)
                goto evaluation;
              feedback_variables.push_back(variable_ID);
              output << "    % equation " << equation_ID+1 << " variable : " << sModel
                     << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << endl;
              Uf[equation_ID] << "    b(" << i+1-block_recursive << "+Per_J_) = -residual(" << i+1-block_recursive << ", it_)";
              output << "    residual(" << i+1-block_recursive << ", it_) = (";
              goto end;
            default:
            end:
              output << tmp_output.str();
              output << ") - (";
              rhs->writeOutput(output, local_output_type, local_temporary_terms);
              output << ");\n";
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#ifdef CONDITION
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              if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
                output << "  condition(" << i+1 << ")=0;\n";
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            }
        }
      // The Jacobian if we have to solve the block
      if (simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE)
        output << "  " << sps << "% Jacobian  " << endl;
      else
        if (simulation_type == SOLVE_BACKWARD_SIMPLE   || simulation_type == SOLVE_FORWARD_SIMPLE
            || simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
          output << "  % Jacobian  " << endl << "  if jacobian_eval" << endl;
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        else
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          output << "    % Jacobian  " << endl << "    if jacobian_eval" << endl;
      switch (simulation_type)
        {
        case EVALUATE_BACKWARD:
        case EVALUATE_FORWARD:
          for (t_derivative::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
            {
              int lag = it->first.first;
              int eq = it->first.second.first;
              int var = it->first.second.second;
              int eqr = getBlockInitialEquationID(block, eq);
              int varr = getBlockInitialVariableID(block, var);

              NodeID id = it->second;

              output << "      g1(" << eqr+1 << ", " << varr+1+(lag+block_max_lag)*block_size << ") = ";
              id->writeOutput(output, local_output_type, local_temporary_terms);
              output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                     << "(" << lag
                     << ") " << var+1
                     << ", equation=" << eq+1 << endl;
            }
          for (t_derivative::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
            {
              int lag = it->first.first;
              int eq = it->first.second.first;
              int var = it->first.second.second;
              int eqr = getBlockInitialEquationID(block, eq);
              NodeID id = it->second;

              output << "      g1_o(" << eqr+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
              id->writeOutput(output, local_output_type, local_temporary_terms);
              output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                     << "(" << lag
                     << ") " << 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:
          for (t_derivative::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
            {
              int lag = it->first.first;
              unsigned int eq = it->first.second.first;
              unsigned int var = it->first.second.second;
              NodeID id = it->second;

              output << "    g1(" << eq+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
              id->writeOutput(output, local_output_type, local_temporary_terms);
              output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                     << "(" << lag
                     << ") " << var+1
                     << ", equation=" << eq+1 << endl;
            }
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          for (t_derivative::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
            {
              int lag = it->first.first;
              unsigned int eq = it->first.second.first;
              unsigned int var = it->first.second.second;
              NodeID id = it->second;

              output << "    g1_o(" << eq+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
              id->writeOutput(output, local_output_type, local_temporary_terms);
              output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                     << "(" << lag
                     << ") " << var+1
                     << ", equation=" << eq+1 << endl;
            }
          output << "    varargout{1}=g1_x;\n";
          output << "    varargout{2}=g1_o;\n";
          output << "  else" << endl;
          for (t_block_derivatives_equation_variable_laglead_nodeid::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
            {
              unsigned int eq = it->first.first;
              unsigned int var = it->first.second;
              unsigned int eqr = getBlockEquationID(block, eq);
              unsigned int varr = getBlockVariableID(block, var);
              NodeID id = it->second.second;
              int lag = it->second.first;
              output << "    g1(" << eq+1 << ", " << var+1-block_recursive << ") = ";
              id->writeOutput(output, local_output_type, local_temporary_terms);
              output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
                     << "(" << lag
                     << ") " << varr+1
                     << ", equation=" << eqr+1 << endl;
            }
          output << "  end;\n";
          break;
        case SOLVE_TWO_BOUNDARIES_SIMPLE:
        case SOLVE_TWO_BOUNDARIES_COMPLETE:
          output << "    if ~jacobian_eval" << endl;
          for (t_block_derivatives_equation_variable_laglead_nodeid::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
            {
              unsigned int eq = it->first.first;
              unsigned int var = it->first.second;
              unsigned int eqr = getBlockEquationID(block, eq);
              unsigned int varr = getBlockVariableID(block, var);
              ostringstream tmp_output;
              NodeID id = it->second.second;
              int lag = it->second.first;
              if (eq >= block_recursive and var >= block_recursive)
                {
                  if (lag == 0)
                    Uf[eqr] << "+g1(" << eq+1-block_recursive
                            << "+Per_J_, " << var+1-block_recursive
                            << "+Per_K_)*y(it_, " << varr+1 << ")";
                  else if (lag == 1)
                    Uf[eqr] << "+g1(" << eq+1-block_recursive
                            << "+Per_J_, " << var+1-block_recursive
                            << "+Per_y_)*y(it_+1, " << varr+1 << ")";
                  else if (lag > 0)
                    Uf[eqr] << "+g1(" << eq+1-block_recursive
                            << "+Per_J_, " << var+1-block_recursive
                            << "+y_size*(it_+" << lag-1 << "))*y(it_+" << lag << ", " << varr+1 << ")";
                  else if (lag < 0)
                    Uf[eqr] << "+g1(" << eq+1-block_recursive
                            << "+Per_J_, " << var+1-block_recursive
                            << "+y_size*(it_" << lag-1 << "))*y(it_" << lag << ", " << varr+1 << ")";
                  if (lag == 0)
                    tmp_output << "     g1(" << eq+1-block_recursive << "+Per_J_, "
                               << var+1-block_recursive << "+Per_K_) = ";
                  else if (lag == 1)
                    tmp_output << "     g1(" << eq+1-block_recursive << "+Per_J_, "
                               << var+1-block_recursive << "+Per_y_) = ";
                  else if (lag > 0)
                    tmp_output << "     g1(" << eq+1-block_recursive << "+Per_J_, "
                               << var+1-block_recursive << "+y_size*(it_+" << lag-1 << ")) = ";
                  else if (lag < 0)
                    tmp_output << "     g1(" << eq+1-block_recursive << "+Per_J_, "
                               << var+1-block_recursive << "+y_size*(it_" << lag-1 << ")) = ";
                  output << " " << tmp_output.str();
                  id->writeOutput(output, local_output_type, local_temporary_terms);
                  output << ";";
                  output << " %2 variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
                         << "(" << lag << ") " << varr+1
                         << ", equation=" << eqr+1 << " (" << eq+1 << ")" << endl;
                }
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#ifdef CONDITION
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              output << "  if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
              output << "    condition(" << eqr << ")=u(" << u << "+Per_u_);\n";
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#endif
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            }
          for (unsigned int i = 0; i < block_size; i++)
            {
              if (i >= block_recursive)
                output << "  " << Uf[getBlockEquationID(block, i)].str() << ";\n";
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              output << "  if (fabs(condition(" << i+1 << "))<fabs(u(" << i << "+Per_u_)))\n";
              output << "    condition(" << i+1 << ")=u(" << i+1 << "+Per_u_);\n";
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#endif
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            }
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#ifdef CONDITION
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          for (m = 0; m <= ModelBlock->Block_List[block].Max_Lead+ModelBlock->Block_List[block].Max_Lag; m++)
            {
              k = m-ModelBlock->Block_List[block].Max_Lag;
              for (i = 0; i < ModelBlock->Block_List[block].IM_lead_lag[m].size; i++)
                {
                  unsigned int eq = ModelBlock->Block_List[block].IM_lead_lag[m].Equ_Index[i];
                  unsigned int var = ModelBlock->Block_List[block].IM_lead_lag[m].Var_Index[i];
                  unsigned int u = ModelBlock->Block_List[block].IM_lead_lag[m].u[i];
                  unsigned int eqr = ModelBlock->Block_List[block].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[block].Size; i++)
            output << "  u(" << i+1 << "+Per_u_) = u(" << i+1 << "+Per_u_) / condition(" << i+1 << ");\n";
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#endif

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          output << "    else" << endl;
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          for (t_derivative::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
            {
              int lag = it->first.first;
              unsigned int eq = it->first.second.first;
              unsigned int var = it->first.second.second;
              NodeID id = it->second;
              output << "      g1(" << eq+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
              id->writeOutput(output, local_output_type, local_temporary_terms);
              output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                     << "(" << lag
                     << ") " << var+1
                     << ", equation=" << eq+1 << endl;
            }
          for (t_derivative::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
            {
              int lag = it->first.first;
              unsigned int eq = it->first.second.first;
              unsigned int var = it->first.second.second;
              NodeID id = it->second;

              output << "      g1_o(" << eq+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
              id->writeOutput(output, local_output_type, local_temporary_terms);
              output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                     << "(" << lag
                     << ") " << 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;
        }
      output.close();
    }
}
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void
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DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basename, const map_idx_type &map_idx) const
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{
  ostringstream tmp_output;
  ofstream code_file;
  bool file_open = false;
  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);
    }


  int count_u;
  int u_count_int = 0;
  BlockSimulationType simulation_type;
  if ((max_endo_lag > 0) && (max_endo_lead > 0))
    simulation_type = SOLVE_TWO_BOUNDARIES_COMPLETE;
  else if ((max_endo_lag >= 0) && (max_endo_lead == 0))
    simulation_type = SOLVE_FORWARD_COMPLETE;
  else
    simulation_type = SOLVE_BACKWARD_COMPLETE;

  Write_Inf_To_Bin_File(file_name, u_count_int, file_open, simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE, symbol_table.endo_nbr() );
  file_open = true;

  //Temporary variables declaration
  FDIMT_ fdimt(temporary_terms.size());
  fdimt.write(code_file);

  FBEGINBLOCK_ fbeginblock(symbol_table.endo_nbr(),
                           simulation_type,
                           0,
                           symbol_table.endo_nbr(),
                           variable_reordered,
                           equation_reordered,
                           false,
                           symbol_table.endo_nbr(),
                           0,
                           0,
                           u_count_int
                           );
  fbeginblock.write(code_file);

  compileTemporaryTerms(code_file, temporary_terms, map_idx, true, false);

  compileModelEquations(code_file, temporary_terms, map_idx, true, false);

  FENDEQU_ fendequ;
  fendequ.write(code_file);
  vector<vector<pair<pair<int, int>, int > > > derivatives;
  derivatives.resize(symbol_table.endo_nbr());
  count_u = symbol_table.endo_nbr();
  for (first_derivatives_type::const_iterator it = first_derivatives.begin();
       it != first_derivatives.end(); it++)
    {
      int deriv_id = it->first.second;
      if (getTypeByDerivID(deriv_id) == eEndogenous)
        {
          NodeID d1 = it->second;
          unsigned int eq = it->first.first;
          int symb = getSymbIDByDerivID(deriv_id);
          unsigned int var = symbol_table.getTypeSpecificID(symb);
          int lag = getLagByDerivID(deriv_id);
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          FNUMEXPR_ fnumexpr(FirstEndoDerivative, eq, var, lag);
          fnumexpr.write(code_file);
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          if (!derivatives[eq].size())
            derivatives[eq].clear();
          derivatives[eq].push_back(make_pair(make_pair(var, lag), count_u));
          d1->compile(code_file, false, temporary_terms, map_idx, true, false);

          FSTPU_ fstpu(count_u);
          fstpu.write(code_file);
          count_u++;
        }
    }
  for (int i = 0; i < symbol_table.endo_nbr(); i++)
    {
      FLDR_ fldr(i);
      fldr.write(code_file);
      for(vector<pair<pair<int, int>, int> >::const_iterator it = derivatives[i].begin();
          it != derivatives[i].end(); it++)
        {
          FLDU_ fldu(it->second);
          fldu.write(code_file);
          FLDV_ fldv(eEndogenous, it->first.first, it->first.second);
          fldv.write(code_file);
          FBINARY_ fbinary(oTimes);
          fbinary.write(code_file);
          if (it != derivatives[i].begin())
            {
              FBINARY_ fbinary(oPlus);
              fbinary.write(code_file);
            }
        }
      FBINARY_ fbinary(oMinus);
      fbinary.write(code_file);
      FSTPU_ fstpu(i);
      fstpu.write(code_file);
    }
  FENDBLOCK_ fendblock;
  fendblock.write(code_file);
  FEND_ fend;
  fend.write(code_file);
  code_file.close();
}



void
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DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin_basename, const map_idx_type &map_idx) const
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{
  struct Uff_l
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  {
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    int u, var, lag;
    Uff_l *pNext;
  };

  struct Uff
  {
    Uff_l *Ufl, *Ufl_First;
  };

  int i, v;
  string tmp_s;
  ostringstream tmp_output;
  ofstream code_file;
  NodeID lhs = NULL, rhs = NULL;
  BinaryOpNode *eq_node;
  Uff Uf[symbol_table.endo_nbr()];
  map<NodeID, int> reference_count;
  vector<int> feedback_variables;
  bool file_open = false;

  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

  FDIMT_ fdimt(temporary_terms.size());
  fdimt.write(code_file);

  for (unsigned int block = 0; block < getNbBlocks(); block++)
    {
      feedback_variables.clear();
      if (block > 0)
        {
          FENDBLOCK_ fendblock;
          fendblock.write(code_file);
        }
      int count_u;
      int u_count_int = 0;
      BlockSimulationType simulation_type = getBlockSimulationType(block);
      unsigned int block_size = getBlockSize(block);
      unsigned int block_mfs = getBlockMfs(block);
      unsigned int block_recursive = block_size - block_mfs;
      int block_max_lag = max_leadlag_block[block].first;

      if (simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE
          || simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
        {
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          Write_Inf_To_Bin_File_Block(file_name, bin_basename, block, u_count_int, file_open,
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                                simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE);
          file_open = true;
        }
      FBEGINBLOCK_ fbeginblock(block_mfs,
                               simulation_type,
                               getBlockFirstEquation(block),
                               block_size,
                               variable_reordered,
                               equation_reordered,
                               blocks_linear[block],
                               symbol_table.endo_nbr(),
                               block_max_lag,
                               block_max_lag,
                               u_count_int
                               );
      fbeginblock.write(code_file);

      // The equations
      for (i = 0; i < (int) block_size; i++)
        {
          //The Temporary terms
          temporary_terms_type tt2;
          tt2.clear();
          if (v_temporary_terms[block][i].size())
            {
              for (temporary_terms_type::const_iterator it = v_temporary_terms[block][i].begin();
                   it != v_temporary_terms[block][i].end(); it++)
                {
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                  FNUMEXPR_ fnumexpr(TemporaryTerm, (int)(map_idx.find((*it)->idx)->second));
                  fnumexpr.write(code_file);
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                  (*it)->compile(code_file, false, tt2, map_idx, true, false);
                  FSTPT_ fstpt((int)(map_idx.find((*it)->idx)->second));
                  fstpt.write(code_file);
                  // Insert current node into tt2
                  tt2.insert(*it);
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#ifdef DEBUGC
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                  cout << "FSTPT " << v << "\n";
                  code_file.write(&FOK, sizeof(FOK));
                  code_file.write(reinterpret_cast<char *>(&k), sizeof(k));
                  ki++;
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#endif

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                }
            }
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#ifdef DEBUGC
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          for (temporary_terms_type::const_iterator it = v_temporary_terms[block][i].begin();
               it != v_temporary_terms[block][i].end(); it++)
            {
              map_idx_type::const_iterator ii = map_idx.find((*it)->idx);
              cout << "map_idx[" << (*it)->idx <<"]=" << ii->second << "\n";
            }
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#endif

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          int variable_ID, equation_ID;
          EquationType equ_type;
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          switch (simulation_type)
            {
            evaluation:
            case EVALUATE_BACKWARD:
            case EVALUATE_FORWARD:
              equ_type = getBlockEquationType(block, i);
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              {
                FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
                fnumexpr.write(code_file);
              }
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              if (equ_type == E_EVALUATE)
                {
                  eq_node = (BinaryOpNode *) getBlockEquationNodeID(block, i);
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
                  rhs->compile(code_file, false, temporary_terms, map_idx, true, false);
                  lhs->compile(code_file, true, temporary_terms, map_idx, true, false);
                }
              else if (equ_type == E_EVALUATE_S)
                {
                  eq_node = (BinaryOpNode *) getBlockEquationRenormalizedNodeID(block, i);
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
                  rhs->compile(code_file, false, temporary_terms, map_idx, true, false);
                  lhs->compile(code_file, true, temporary_terms, map_idx, true, false);
                }
              break;
            case SOLVE_BACKWARD_COMPLETE:
            case SOLVE_FORWARD_COMPLETE:
            case SOLVE_TWO_BOUNDARIES_COMPLETE:
            case SOLVE_TWO_BOUNDARIES_SIMPLE:
              if (i < (int) block_recursive)
                goto evaluation;
              variable_ID = getBlockVariableID(block, i);
              equation_ID = getBlockEquationID(block, i);
              feedback_variables.push_back(variable_ID);
              Uf[equation_ID].Ufl = NULL;
              goto end;
            default:
            end:
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              FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
              fnumexpr.write(code_file);