StaticModel.cc 52.8 KB
Newer Older
sebastien's avatar
sebastien committed
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
/*
 * Copyright (C) 2003-2009 Dynare Team
 *
 * This file is part of Dynare.
 *
 * Dynare is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * Dynare is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 */

20
21
#include <iostream>
#include <cmath>
22
#include <cstdlib>
23
#include <cassert>
24
25
#include <cstdio>
#include <cerrno>
sebastien's avatar
sebastien committed
26
#include <algorithm>
27
28
29
30
31
32
33
34
35
#include "StaticModel.hh"

// For mkdir() and chdir()
#ifdef _WIN32
# include <direct.h>
#else
# include <unistd.h>
# include <sys/stat.h>
# include <sys/types.h>
36
#endif
sebastien's avatar
sebastien committed
37

38
StaticModel::StaticModel(SymbolTable &symbol_table_arg,
39
40
41
42
43
                         NumericalConstants &num_constants_arg) :
  ModelTree(symbol_table_arg, num_constants_arg),
  global_temporary_terms(true),
  cutoff(1e-15),
  mfs(0)
44
45
{
}
46

47
void
sebastien's avatar
sebastien committed
48
StaticModel::compileDerivative(ofstream &code_file, int eq, int symb_id, map_idx_type &map_idx) const
49
50
51
52
53
54
55
56
57
58
{
  first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, symbol_table.getID(eEndogenous, symb_id)));
  if (it != first_derivatives.end())
    (it->second)->compile(code_file, false, temporary_terms, map_idx, false, false);
  else
    {
      FLDZ_ fldz;
      fldz.write(code_file);
    }
}
sebastien's avatar
sebastien committed
59

60
61
62
63
64
65
66
67
68
69
70
71
72
void
StaticModel::compileChainRuleDerivative(ofstream &code_file, int eqr, int varr, int lag, map_idx_type &map_idx) const
{
  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())
    (it->second)->compile(code_file, false, temporary_terms, map_idx, false, false);
  else
    {
      FLDZ_ fldz;
      fldz.write(code_file);
    }
}

73
74
75
76
77
78
79
80
81
82
void
StaticModel::initializeVariablesAndEquations()
{
  for(int j = 0; j < equation_number(); j++)
    {
      equation_reordered.push_back(j);
      variable_reordered.push_back(j);
    }
}

83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
void
StaticModel::computeTemporaryTermsOrdered()
{
  map<NodeID, pair<int, int> > first_occurence;
  map<NodeID, int> reference_count;
  BinaryOpNode *eq_node;
  first_derivatives_type::const_iterator it;
  first_chain_rule_derivatives_type::const_iterator it_chr;
  ostringstream tmp_s;
  v_temporary_terms.clear();
  map_idx.clear();

  unsigned int nb_blocks = getNbBlocks();
  v_temporary_terms = vector< vector<temporary_terms_type> >(nb_blocks);

98
  v_temporary_terms_inuse = vector<temporary_terms_inuse_type>(nb_blocks);
99
100

  temporary_terms.clear();
101
  if (!global_temporary_terms)
102
103
104
105
106
107
108
109
110
111
112
113
    {
      for (unsigned int block = 0; block < nb_blocks; block++)
        {

          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++)
            {
114
115
              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
                getBlockEquationRenormalizedNodeID(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
116
117
              else
                {
118
                  eq_node = (BinaryOpNode *) getBlockEquationNodeID(block, i);
119
120
121
122
123
                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
                }
            }
          for (t_block_derivatives_equation_variable_laglead_nodeid::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
            {
124
              NodeID id = it->second.second;
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
              id->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;
        }
    }
  else
    {
      for (unsigned int block = 0; block < nb_blocks; block++)
        {
          // 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++)
            {
143
144
              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
                getBlockEquationRenormalizedNodeID(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
145
146
              else
                {
147
                  eq_node = (BinaryOpNode *) getBlockEquationNodeID(block, i);
148
149
150
151
152
                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, i);
                }
            }
          for (t_block_derivatives_equation_variable_laglead_nodeid::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
            {
153
              NodeID id = it->second.second;
154
155
156
157
158
159
160
161
162
163
164
165
166
              id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
            }

        }
      for (unsigned int block = 0; block < nb_blocks; block++)
        {
          // Collecte 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++)
            {
167
168
              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
                getBlockEquationRenormalizedNodeID(block, i)->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
169
170
              else
                {
171
                  eq_node = (BinaryOpNode *) getBlockEquationNodeID(block, i);
172
173
174
175
176
                  eq_node->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
                }
            }
          for (t_block_derivatives_equation_variable_laglead_nodeid::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
            {
177
              NodeID id = it->second.second;
178
179
              id->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
            }
180
          for (int i = 0; i < (int) getBlockSize(block); i++)
181
            for (temporary_terms_type::const_iterator it = v_temporary_terms[block][i].begin();
182
183
                 it != v_temporary_terms[block][i].end(); it++)
              (*it)->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
184
185
          v_temporary_terms_inuse[block] = temporary_terms_in_use;
        }
186
      computeTemporaryTermsMapping();
187
    }
188
189
190
191
192
}

void
StaticModel::computeTemporaryTermsMapping()
{
193
  // Add a mapping form node ID to temporary terms order
194
  int j = 0;
195
  for (temporary_terms_type::const_iterator it = temporary_terms.begin();
196
      it != temporary_terms.end(); it++)
197
    map_idx[(*it)->idx] = j++;
198
199
200
201
}

void
StaticModel::writeModelEquationsOrdered_M(const string &static_basename) const
202
203
204
205
206
207
208
209
210
211
212
{
  string tmp_s, sps;
  ostringstream tmp_output, tmp1_output, global_output;
  NodeID lhs = NULL, rhs = NULL;
  BinaryOpNode *eq_node;
  map<NodeID, int> reference_count;
  temporary_terms_type local_temporary_terms;
  ofstream  output;
  int nze;
  vector<int> feedback_variables;
  ExprNodeOutputType local_output_type;
213

214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
  if (global_temporary_terms)
    {
      local_output_type = oMatlabStaticModelSparse;
      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();
      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;

      tmp1_output.str("");
      tmp1_output << static_basename << "_" << block+1 << ".m";
      output.open(tmp1_output.str().c_str(), ios::out | ios::binary);
      output << "%\n";
      output << "% " << tmp1_output.str() << " : Computes static model for Dynare\n";
      output << "%\n";
      output << "% Warning : this file is generated automatically by Dynare\n";
      output << "%           from model file (.mod)\n\n";
      output << "%/\n";
      if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
        output << "function y = " << static_basename << "_" << block+1 << "(y, x, params)\n";
      else
        output << "function [residual, y, g1] = " << static_basename << "_" << block+1 << "(y, x, params)\n";

      BlockType block_type;
      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 << "  g1 = zeros(" << block_mfs << ", " << block_mfs << ");" << endl;

      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 != EVALUATE_BACKWARD && simulation_type != EVALUATE_FORWARD)
        output << "  residual=zeros(" << block_mfs << ",1);\n";

      // The equations
      for (unsigned int i = 0; i < block_size; i++)
        {
          if (!global_temporary_terms)
            local_temporary_terms = v_temporary_terms[block][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:
              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;
            default:
            end:
              output << tmp_output.str();
              output << ") - (";
              rhs->writeOutput(output, local_output_type, local_temporary_terms);
              output << ");\n";
            }
        }
      // The Jacobian if we have to solve the block
      if (simulation_type == SOLVE_BACKWARD_SIMPLE   || simulation_type == SOLVE_FORWARD_SIMPLE
          || simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
        output << "  " << sps << "% Jacobian  " << endl;
      switch (simulation_type)
        {
        case SOLVE_BACKWARD_SIMPLE:
        case SOLVE_FORWARD_SIMPLE:
        case SOLVE_BACKWARD_COMPLETE:
        case SOLVE_FORWARD_COMPLETE:
          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;
              output << "    g1(" << eq+1-block_recursive << ", " << var+1-block_recursive << ") = ";
              id->writeOutput(output, local_output_type, local_temporary_terms);
              output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
                     << "(" << 0
                     << ") " << varr+1
                     << ", equation=" << eqr+1 << endl;
            }
          break;
        default:
          break;
        }
      output.close();
    }
}
405
406

void
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
StaticModel::writeModelEquationsCode(const string file_name, const string bin_basename, map_idx_type map_idx) const
{

  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;

  Write_Inf_To_Bin_File(file_name, u_count_int, file_open, false, 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(),
                           SOLVE_FORWARD_COMPLETE,
                           0,
                           symbol_table.endo_nbr(),
                           variable_reordered,
                           equation_reordered,
                           false,
                           symbol_table.endo_nbr(),
                           0,
                           0,
                           u_count_int
                           );
  fbeginblock.write(code_file);


  // 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++;
  compileTemporaryTerms(code_file, temporary_terms, map_idx, false, false);

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

  FENDEQU_ fendequ;
  fendequ.write(code_file);

  vector<vector<pair<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);
472
473
          FNUMEXPR_ fnumexpr(FirstEndoDerivative, eq, var);
          fnumexpr.write(code_file);
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
          if (!derivatives[eq].size())
            derivatives[eq].clear();
          derivatives[eq].push_back(make_pair(var, count_u));

          d1->compile(code_file, false, temporary_terms, map_idx, false, false);

          FSTPSU_ fstpsu(count_u);
          fstpsu.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<int, int> >::const_iterator it = derivatives[i].begin();
          it != derivatives[i].end(); it++)
        {
          FLDSU_ fldsu(it->second);
          fldsu.write(code_file);
          FLDSV_ fldsv(eEndogenous, it->first);
          fldsv.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);
      FSTPSU_ fstpsu(i);
      fstpsu.write(code_file);
    }
  FENDBLOCK_ fendblock;
  fendblock.write(code_file);
  FEND_ fend;
  fend.write(code_file);
  code_file.close();
}

void
StaticModel::writeModelEquationsCode_Block(const string file_name, const string bin_basename, map_idx_type map_idx) const
518
519
{
  struct Uff_l
520
  {
521
522
523
    int u, var, lag;
    Uff_l *pNext;
  };
524

525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
  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;

      if (simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE
          || simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
        {
572
          Write_Inf_To_Bin_File_Block(file_name, bin_basename, block, u_count_int, file_open);
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
          file_open = true;
        }

      FBEGINBLOCK_ fbeginblock(block_mfs,
                               simulation_type,
                               getBlockFirstEquation(block),
                               block_size,
                               variable_reordered,
                               equation_reordered,
                               blocks_linear[block],
                               symbol_table.endo_nbr(),
                               0,
                               0,
                               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].size())
            {
              for (temporary_terms_type::const_iterator it = v_temporary_terms[block][i].begin();
                   it != v_temporary_terms[block][i].end(); it++)
                {
601
602
                  FNUMEXPR_ fnumexpr(TemporaryTerm, (int)(map_idx.find((*it)->idx)->second));
                  fnumexpr.write(code_file);
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
                  (*it)->compile(code_file, false, tt2, map_idx, false, false);
                  FSTPST_ fstpst((int)(map_idx.find((*it)->idx)->second));
                  fstpst.write(code_file);
                  // Insert current node into tt2
                  tt2.insert(*it);
                }
            }

          int variable_ID, equation_ID;
          EquationType equ_type;
          switch (simulation_type)
            {
            evaluation:
            case EVALUATE_BACKWARD:
            case EVALUATE_FORWARD:
              equ_type = getBlockEquationType(block, i);
619
620
621
622
              {
                FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
                fnumexpr.write(code_file);
              }
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
              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, false, false);
                  lhs->compile(code_file, true, temporary_terms, map_idx, false, 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, false, false);
                  lhs->compile(code_file, true, temporary_terms, map_idx, false, false);
                }
              break;
            case SOLVE_BACKWARD_COMPLETE:
            case SOLVE_FORWARD_COMPLETE:
              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:
651
652
              FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
              fnumexpr.write(code_file);
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
              eq_node = (BinaryOpNode *) getBlockEquationNodeID(block, i);
              lhs = eq_node->get_arg1();
              rhs = eq_node->get_arg2();
              lhs->compile(code_file, false, temporary_terms, map_idx, false, false);
              rhs->compile(code_file, false, temporary_terms, map_idx, false, false);

              FBINARY_ fbinary(oMinus);
              fbinary.write(code_file);

              FSTPR_ fstpr(i - block_recursive);
              fstpr.write(code_file);
            }
        }
      FENDEQU_ fendequ;
      fendequ.write(code_file);
      // The Jacobian if we have to solve the block
      if    (simulation_type != EVALUATE_BACKWARD
             && simulation_type != EVALUATE_FORWARD)
        {
          switch (simulation_type)
            {
            case SOLVE_BACKWARD_SIMPLE:
            case SOLVE_FORWARD_SIMPLE:
676
677
678
679
              {
                FNUMEXPR_ fnumexpr(FirstEndoDerivative, 0, 0);
                fnumexpr.write(code_file);
              }
sebastien's avatar
sebastien committed
680
              compileDerivative(code_file, getBlockEquationID(block, 0), getBlockVariableID(block, 0), map_idx);
681
              {
682
683
                FSTPG_ fstpg(0);
                fstpg.write(code_file);
684
              }
685
              break;
686

687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
            case SOLVE_BACKWARD_COMPLETE:
            case SOLVE_FORWARD_COMPLETE:
              count_u = feedback_variables.size();
              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);
                  if (eq >= block_recursive and var >= block_recursive)
                    {
                      if (!Uf[eqr].Ufl)
                        {
                          Uf[eqr].Ufl = (Uff_l *) malloc(sizeof(Uff_l));
                          Uf[eqr].Ufl_First = Uf[eqr].Ufl;
                        }
                      else
                        {
                          Uf[eqr].Ufl->pNext = (Uff_l *) malloc(sizeof(Uff_l));
                          Uf[eqr].Ufl = Uf[eqr].Ufl->pNext;
                        }
                      Uf[eqr].Ufl->pNext = NULL;
                      Uf[eqr].Ufl->u = count_u;
                      Uf[eqr].Ufl->var = varr;
711
712
                      FNUMEXPR_ fnumexpr(FirstEndoDerivative, eqr, varr);
                      fnumexpr.write(code_file);
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
                      compileChainRuleDerivative(code_file, eqr, varr, 0, map_idx);
                      FSTPSU_ fstpsu(count_u);
                      fstpsu.write(code_file);
                      count_u++;
                    }
                }
              for (i = 0; i < (int) block_size; i++)
                {
                  if (i >= (int) block_recursive)
                    {
                      FLDR_ fldr(i-block_recursive);
                      fldr.write(code_file);

                      FLDZ_ fldz;
                      fldz.write(code_file);

                      v = getBlockEquationID(block, i);
                      for (Uf[v].Ufl = Uf[v].Ufl_First; Uf[v].Ufl; Uf[v].Ufl = Uf[v].Ufl->pNext)
                        {
                          FLDSU_ fldsu(Uf[v].Ufl->u);
                          fldsu.write(code_file);
                          FLDSV_ fldsv(eEndogenous, Uf[v].Ufl->var);
                          fldsv.write(code_file);

                          FBINARY_ fbinary(oTimes);
                          fbinary.write(code_file);

                          FCUML_ fcuml;
                          fcuml.write(code_file);
                        }
                      Uf[v].Ufl = Uf[v].Ufl_First;
                      while (Uf[v].Ufl)
                        {
                          Uf[v].Ufl_First = Uf[v].Ufl->pNext;
                          free(Uf[v].Ufl);
                          Uf[v].Ufl = Uf[v].Ufl_First;
                        }
                      FBINARY_ fbinary(oMinus);
                      fbinary.write(code_file);

                      FSTPSU_ fstpsu(i - block_recursive);
                      fstpsu.write(code_file);

                    }
                }
              break;
            default:
              break;
            }
        }
    }
  FENDBLOCK_ fendblock;
  fendblock.write(code_file);
  FEND_ fend;
  fend.write(code_file);
  code_file.close();
}
770
771

void
772
StaticModel::Write_Inf_To_Bin_File_Block(const string &static_basename, const string &bin_basename, const int &num,
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
                                   int &u_count_int, bool &file_open) const
{
  int j;
  std::ofstream SaveCode;
  if (file_open)
    SaveCode.open((bin_basename + "_static.bin").c_str(), ios::out | ios::in | ios::binary | ios::ate);
  else
    SaveCode.open((bin_basename + "_static.bin").c_str(), ios::out | ios::binary);
  if (!SaveCode.is_open())
    {
      cout << "Error : Can't open file \"" << bin_basename << "_static.bin\" for writing\n";
      exit(EXIT_FAILURE);
    }
  u_count_int = 0;
  unsigned int block_size = getBlockSize(num);
  unsigned int block_mfs = getBlockMfs(num);
  unsigned int block_recursive = block_size - block_mfs;
  for (t_block_derivatives_equation_variable_laglead_nodeid::const_iterator it = blocks_derivatives[num].begin(); it != (blocks_derivatives[num]).end(); it++)
    {
      unsigned int eq = it->first.first;
      unsigned int var = it->first.second;
      int lag = 0;
      if (eq >= block_recursive and var >= block_recursive)
        {
          int v = eq - block_recursive;
          SaveCode.write(reinterpret_cast<char *>(&v), sizeof(v));
          int varr = var - block_recursive;
          SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
          SaveCode.write(reinterpret_cast<char *>(&lag), sizeof(lag));
          int u = u_count_int + block_mfs;
          SaveCode.write(reinterpret_cast<char *>(&u), sizeof(u));
          u_count_int++;
        }
    }

  for (j = block_recursive; j < (int) block_size; j++)
    {
      unsigned int varr = getBlockVariableID(num, j);
      SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
    }
  for (j = block_recursive; j < (int) block_size; j++)
    {
      unsigned int eqr = getBlockEquationID(num, j);
      SaveCode.write(reinterpret_cast<char *>(&eqr), sizeof(eqr));
    }
  SaveCode.close();
}
820
821
822

map<pair<int, pair<int, int > >, NodeID>
StaticModel::collect_first_order_derivatives_endogenous()
sebastien's avatar
sebastien committed
823
{
824
825
826
827
  map<pair<int, pair<int, int > >, NodeID> endo_derivatives;
  for (first_derivatives_type::iterator it2 = first_derivatives.begin();
       it2 != first_derivatives.end(); it2++)
    {
828
      if (getTypeByDerivID(it2->first.second) == eEndogenous)
829
830
        {
          int eq = it2->first.first;
831
          int var = symbol_table.getTypeSpecificID(it2->first.second);
832
833
834
835
          int lag = 0;
          endo_derivatives[make_pair(eq, make_pair(var, lag))] = it2->second;
        }
    }
836
  return endo_derivatives;
837
838
839
}

void
840
StaticModel::computingPass(const eval_context_type &eval_context, bool no_tmp_terms, bool hessian, bool block, bool bytecode)
841
{
842
  // Compute derivatives w.r. to all endogenous, and possibly exogenous and exogenous deterministic
843
844
  set<int> vars;

845
  for (int i = 0; i < symbol_table.endo_nbr(); i++)
846
847
848
849
    vars.insert(symbol_table.getID(eEndogenous, i));

  // Launch computations
  cout << "Computing static model derivatives:" << endl
850
       << " - order 1" << endl;
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
  first_derivatives.clear();

  computeJacobian(vars);

  if (hessian)
    {
      cout << " - order 2" << endl;
      computeHessian(vars);
    }

  if (block)
    {
      jacob_map contemporaneous_jacobian, static_jacobian;

      // for each block contains pair<Size, Feddback_variable>
      vector<pair<int, int> > blocks;

      evaluateAndReduceJacobian(eval_context, contemporaneous_jacobian, static_jacobian, dynamic_jacobian, cutoff, false);

sebastien's avatar
sebastien committed
870
      computeNonSingularNormalization(contemporaneous_jacobian, cutoff, static_jacobian, dynamic_jacobian);
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897

      computePrologueAndEpilogue(static_jacobian, equation_reordered, variable_reordered, prologue, epilogue);

      map<pair<int, pair<int, int> >, NodeID> first_order_endo_derivatives = collect_first_order_derivatives_endogenous();

      equation_type_and_normalized_equation = equationTypeDetermination(equations, first_order_endo_derivatives, variable_reordered, equation_reordered, mfs);

      cout << "Finding the optimal block decomposition of the model ...\n";

      if (prologue+epilogue < (unsigned int) equation_number())
        computeBlockDecompositionAndFeedbackVariablesForEachBlock(static_jacobian, dynamic_jacobian, prologue, epilogue, equation_reordered, variable_reordered, blocks, equation_type_and_normalized_equation, false, false, mfs, inv_equation_reordered, inv_variable_reordered);

      block_type_firstequation_size_mfs = reduceBlocksAndTypeDetermination(dynamic_jacobian, prologue, epilogue, blocks, equations, equation_type_and_normalized_equation, variable_reordered, equation_reordered);

      printBlockDecomposition(blocks);

      computeChainRuleJacobian(blocks_derivatives);

      blocks_linear = BlockLinear(blocks_derivatives, variable_reordered);

      collect_block_first_order_derivatives();

      global_temporary_terms = true;
      if (!no_tmp_terms)
        computeTemporaryTermsOrdered();
    }
  else
898
899
900
901
902
903
904
905
    {
      if (!no_tmp_terms)
        {
          computeTemporaryTerms(true);
          if (bytecode)
            computeTemporaryTermsMapping();
        }
    }
sebastien's avatar
sebastien committed
906
907
908
}

void
909
StaticModel::writeStaticMFile(const string &func_name) const
sebastien's avatar
sebastien committed
910
911
{
  // Writing comments and function definition command
912
913
914
915
916
917
918
919
920
921
922
  string filename = func_name + "_static.m";

  ofstream output;
  output.open(filename.c_str(), ios::out | ios::binary);
  if (!output.is_open())
    {
      cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
      exit(EXIT_FAILURE);
    }

  output << "function [residual, g1, g2] = " << func_name + "_static(y, x, params)" << endl
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
         << "%" << endl
         << "% Status : Computes static model for Dynare" << endl
         << "%" << endl
         << "% Warning : this file is generated automatically by Dynare" << endl
         << "%           from model file (.mod)" << endl
         << endl
         << "residual = zeros( " << equations.size() << ", 1);" << endl
         << endl
         << "%" << endl
         << "% Model equations" << endl
         << "%" << endl
         << endl;

  writeModelLocalVariables(output, oMatlabStaticModel);

  writeTemporaryTerms(temporary_terms, output, oMatlabStaticModel);

  writeModelEquations(output, oMatlabStaticModel);

  output << "if ~isreal(residual)" << endl
         << "  residual = real(residual)+imag(residual).^2;" << endl
         << "end" << endl
         << "if nargout >= 2," << endl
         << "  g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ");" << endl
         << endl
         << "%" << endl
         << "% Jacobian matrix" << endl
         << "%" << endl
         << endl;
sebastien's avatar
sebastien committed
952
953
954
955
956
957

  // Write Jacobian w.r. to endogenous only
  for (first_derivatives_type::const_iterator it = first_derivatives.begin();
       it != first_derivatives.end(); it++)
    {
      int eq = it->first.first;
958
      int symb_id = it->first.second;
sebastien's avatar
sebastien committed
959
960
      NodeID d1 = it->second;

961
      output << "  g1(" << eq+1 << "," << symbol_table.getTypeSpecificID(symb_id)+1 << ")=";
962
963
      d1->writeOutput(output, oMatlabStaticModel, temporary_terms);
      output << ";" << endl;
sebastien's avatar
sebastien committed
964
965
    }

966
967
968
969
970
971
972
973
974
975
976
977
  output << "  if ~isreal(g1)" << endl
         << "    g1 = real(g1)+2*imag(g1);" << endl
         << "  end" << endl
         << "end" << endl
         << "if nargout >= 3," << endl
         << "%" << endl
         << "% Hessian matrix" << endl
         << "%" << endl
         << endl;

  int g2ncols = symbol_table.endo_nbr() * symbol_table.endo_nbr();
  if (second_derivatives.size())
978
    {
979
      output << "  v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl;
980

981
982
983
984
      // Write Hessian w.r. to endogenous only (only if 2nd order derivatives have been computed)
      int k = 0; // Keep the line of a 2nd derivative in v2
      for (second_derivatives_type::const_iterator it = second_derivatives.begin();
           it != second_derivatives.end(); it++)
985
        {
986
987
988
989
990
991
992
          int eq = it->first.first;
          int symb_id1 = it->first.second.first;
          int symb_id2 = it->first.second.second;
          NodeID d2 = it->second;

          int tsid1 = symbol_table.getTypeSpecificID(symb_id1);
          int tsid2 = symbol_table.getTypeSpecificID(symb_id2);
sebastien's avatar
sebastien committed
993

994
995
          int col_nb = tsid1*symbol_table.endo_nbr()+tsid2;
          int col_nb_sym = tsid2*symbol_table.endo_nbr()+tsid1;
sebastien's avatar
sebastien committed
996

997
998
999
1000
1001
          output << "v2(" << k+1 << ",1)=" << eq + 1 << ";" << endl
                 << "v2(" << k+1 << ",2)=" << col_nb + 1 << ";" << endl
                 << "v2(" << k+1 << ",3)=";
          d2->writeOutput(output, oMatlabStaticModel, temporary_terms);
          output << ";" << endl;
sebastien's avatar
sebastien committed
1002
1003

          k++;
1004
1005
1006
1007
1008
1009
1010
1011
1012

          // Treating symetric elements
          if (symb_id1 != symb_id2)
            {
              output << "v2(" << k+1 << ",1)=" << eq + 1 << ";" << endl
                     << "v2(" << k+1 << ",2)=" << col_nb_sym + 1 << ";" << endl
                     << "v2(" << k+1 << ",3)=v2(" << k << ",3);" << endl;
              k++;
            }
1013
        }
sebastien's avatar
sebastien committed
1014

1015
      output << "  g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << equations.size() << "," << g2ncols << ");" << endl;
sebastien's avatar
sebastien committed
1016
    }
1017
1018
1019
1020
1021
  else // Either hessian is all zero, or we didn't compute it
    output << "  g2 = sparse([],[],[]," << equations.size() << "," << g2ncols << ");" << endl;

  output << "end;" << endl; // Close the if nargout >= 3 statement
  output.close();
sebastien's avatar
sebastien committed
1022
1023
}

1024
1025
void
StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode) const
1026
1027
{
  int r;
sebastien's avatar
sebastien committed
1028

1029
  //assert(block);
1030

1031
#ifdef _WIN32
1032
  r = mkdir(basename.c_str());
1033
#else
1034
  r = mkdir(basename.c_str(), 0777);
1035
#endif
1036
1037
1038
1039
1040
1041
  if (r < 0 && errno != EEXIST)
    {
      perror("ERROR");
      exit(EXIT_FAILURE);
    }
  if (block && bytecode)
1042
1043
1044
    writeModelEquationsCode_Block(basename + "_static", basename, map_idx);
  else if (!block && bytecode)
    writeModelEquationsCode(basename + "_static", basename, map_idx);
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
  else if (block && !bytecode)
    {
      chdir(basename.c_str());
      writeModelEquationsOrdered_M(basename + "_static");
      chdir("..");
      writeStaticBlockMFSFile(basename);
    }
  else
    writeStaticMFile(basename);
}
1055
1056

void
1057
StaticModel::writeStaticBlockMFSFile(const string &basename) const
1058
{
1059
  string filename = basename + "_static.m";
1060

1061
1062
1063
  ofstream output;
  output.open(filename.c_str(), ios::out | ios::binary);
  if (!output.is_open())
1064
    {
1065
1066
      cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
      exit(EXIT_FAILURE);
1067
1068
    }

1069
  string func_name = basename + "_static";
1070

1071
1072
1073
1074
  output << "function [residual, g1, y] = " << func_name << "(nblock, y, x, params)" << endl
         << "  residual = [];" << endl
         << "  g1 = [];" << endl
         << "  switch nblock" << endl;
1075

1076
  unsigned int nb_blocks = getNbBlocks();
1077

1078
  for (int b = 0; b < (int) nb_blocks; b++)
1079
1080
    {

1081
      set<int> local_var;
1082

1083
      output << "    case " << b+1 << endl;
1084

1085
1086
      BlockSimulationType simulation_type = getBlockSimulationType(b);

1087
1088
1089
1090
      if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
        output << "      y = " << func_name << "_" << b+1 << "(y, x, params);\n";
      else
        output << "      [residual, y, g1] = " << func_name << "_" << b+1 << "(y, x, params);\n";
sebastien's avatar
sebastien committed
1091
    }
1092
1093
1094
  output << "  end" << endl
         << "end" << endl;
  output.close();
sebastien's avatar
sebastien committed
1095

1096
}
sebastien's avatar
sebastien committed
1097

1098
1099
1100
1101
1102
void
StaticModel::writeOutput(ostream &output, bool block) const
{
  if (!block)
    return;
1103

1104
1105
  unsigned int nb_blocks = getNbBlocks();
  output << "M_.blocksMFS = cell(" << nb_blocks << ", 1);" << endl;
1106
  for (int b = 0; b < (int) nb_blocks; b++)
1107
    {
1108
1109
1110
1111
1112
      output << "M_.blocksMFS{" << b+1 << "} = [ ";
      unsigned int block_size = getBlockSize(b);
      unsigned int block_mfs = getBlockMfs(b);
      unsigned int block_recursive = block_size - block_mfs;
      BlockSimulationType simulation_type = getBlockSimulationType(b);
1113

1114
      if (simulation_type != EVALUATE_BACKWARD && simulation_type != EVALUATE_FORWARD)
1115
        for (int i = block_recursive; i < (int) block_size; i++)
1116
          output << getBlockVariableID(b, i)+1 << "; ";
1117

1118
      output << "];" << endl;
1119
    }
sebastien's avatar
sebastien committed
1120
1121
}

1122
1123
1124
1125
SymbolType
StaticModel::getTypeByDerivID(int deriv_id) const throw (UnknownDerivIDException)
{
  return symbol_table.getType(getSymbIDByDerivID(deriv_id));
1126
}
1127

1128
1129
int
StaticModel::getLagByDerivID(int deriv_id) const throw (UnknownDerivIDException)
1130
{
1131
  return 0;
1132
}
1133

1134
1135
int
StaticModel::getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException)
1136
{
1137
  return deriv_id;
1138
1139
}

1140
1141
int
StaticModel::getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException)
1142
{
1143
1144
1145
1146
1147
  if (symbol_table.getType(symb_id) == eEndogenous)
    return symb_id;
  else
    return -1;
}
1148

1149
1150
1151
1152
1153
1154
1155
1156
map<pair<pair<int, pair<int, int> >, pair<int, int> >, int>
StaticModel::get_Derivatives(int block)
{
  map<pair<pair<int, pair<int, int> >, pair<int, int> >, int> Derivatives;
  Derivatives.clear();
  int block_size = getBlockSize(block);
  int block_nb_recursive = block_size - getBlockMfs(block);
  int lag = 0;
1157
  for (int eq = 0; eq < block_size; eq++)
1158
    {
1159
      int eqr = getBlockEquationID(block, eq);
1160
      for (int var = 0; var < block_size; var++)
1161
        {
1162
          int varr = getBlockVariableID(block, var);
1163
          if (dynamic_jacobian.find(make_pair(lag, make_pair(eqr, varr))) != dynamic_jacobian.end())
1164
1165
1166
            {
              bool OK = true;
              map<pair<pair<int, pair<int, int> >, pair<int, int> >, int>::const_iterator its = Derivatives.find(make_pair(make_pair(lag, make_pair(eq, var)), make_pair(eqr, varr)));
1167
              if (its != Derivatives.end())
1168
                {
1169
1170
                  if (its->second == 2)
                    OK = false;
1171
                }
1172

1173
              if (OK)
1174
                {
1175
                  if (getBlockEquationType(block, eq) == E_EVALUATE_S and eq < block_nb_recursive)
1176
1177
1178
1179
1180
1181
                    //It's a normalized equation, we have to recompute the derivative using chain rule derivative function
                    Derivatives[make_pair(make_pair(lag, make_pair(eq, var)), make_pair(eqr, varr))] = 1;
                  else
                    //It's a feedback equation we can use the derivatives
                    Derivatives[make_pair(make_pair(lag, make_pair(eq, var)), make_pair(eqr, varr))] = 0;
                }
1182
              if (var < block_nb_recursive)
1183
1184
                {
                  int eqs = getBlockEquationID(block, var);
1185
                  for (int vars = block_nb_recursive; vars < block_size; vars++)
1186
1187
1188
                    {
                      int varrs = getBlockVariableID(block, vars);
                      //A new derivative needs to be computed using the chain rule derivative function (a feedback variable appears in a recursive equation)
1189
                      if (Derivatives.find(make_pair(make_pair(lag, make_pair(var, vars)), make_pair(eqs, varrs))) != Derivatives.end())
1190
1191
1192
1193
                        Derivatives[make_pair(make_pair(lag, make_pair(eq, vars)), make_pair(eqr, varrs))] = 2;
                    }
                }
            }
1194
1195
        }
    }
1196

1197
  return (Derivatives);
1198
}
1199
1200

void
1201
StaticModel::computeChainRuleJacobian(t_blocks_derivatives &blocks_derivatives)
1202
{
1203
1204
1205
  map<int, NodeID> recursive_variables;
  unsigned int nb_blocks = getNbBlocks();
  blocks_derivatives = t_blocks_derivatives(nb_blocks);
1206
  for (unsigned int block = 0; block < nb_blocks; block++)
1207
    {
1208
1209
1210
1211
1212
1213
      t_block_derivatives_equation_variable_laglead_nodeid tmp_derivatives;
      recursive_variables.clear();
      BlockSimulationType simulation_type = getBlockSimulationType(block);
      int block_size = getBlockSize(block);
      int block_nb_mfs = getBlockMfs(block);
      int block_nb_recursives = block_size - block_nb_mfs;
1214
      if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE or simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
1215
        {
1216
          blocks_derivatives.push_back(t_block_derivatives_equation_variable_laglead_nodeid(0));
1217
          for (int i = 0; i < block_nb_recursives; i++)
1218
1219
1220
1221
1222
1223
1224
1225
            {
              if (getBlockEquationType(block, i) == E_EVALUATE_S)
                recursive_variables[getDerivID(symbol_table.getID(eEndogenous, getBlockVariableID(block, i)), 0)] = getBlockEquationRenormalizedNodeID(block, i);
              else
                recursive_variables[getDerivID(symbol_table.getID(eEndogenous, getBlockVariableID(block, i)), 0)] = getBlockEquationNodeID(block, i);
            }
          map<pair<pair<int, pair<int, int> >, pair<int, int> >, int> Derivatives = get_Derivatives(block);
          map<pair<pair<int, pair<int, int> >, pair<int, int> >, int>::const_iterator it = Derivatives.begin();
1226
          for (int i = 0; i < (int) Derivatives.size(); i++)
1227
            {
1228
1229
1230
1231
1232
1233
1234
1235
              int Deriv_type = it->second;
              pair<pair<int, pair<int, int> >, pair<int, int> > it_l(it->first);
              it++;
              int lag = it_l.first.first;
              int eq = it_l.first.second.first;
              int var = it_l.first.second.second;
              int eqr = it_l.second.first;
              int varr = it_l.second.second;
1236
              if (Deriv_type == 0)
1237
1238
1239
1240
                first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = first_derivatives[make_pair(eqr, getDerivID(symbol_table.getID(eEndogenous, varr), lag))];
              else if (Deriv_type == 1)
                first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = (equation_type_and_normalized_equation[eqr].second)->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables);
              else if (Deriv_type == 2)
1241
                {
1242
                  if (getBlockEquationType(block, eq) == E_EVALUATE_S && eq < block_nb_recursives)
1243
1244
1245
                    first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = (equation_type_and_normalized_equation[eqr].second)->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables);
                  else
                    first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = equations[eqr]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables);
1246
                }
1247
              tmp_derivatives.push_back(make_pair(make_pair(eq, var), make_pair(lag, first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))])));
1248
1249
            }
        }
1250
1251
      else if (simulation_type == SOLVE_BACKWARD_SIMPLE or simulation_type == SOLVE_FORWARD_SIMPLE
               or simulation_type == SOLVE_BACKWARD_COMPLETE or simulation_type == SOLVE_FORWARD_COMPLETE)
1252
        {
1253
          blocks_derivatives.push_back(t_block_derivatives_equation_variable_laglead_nodeid(0));
1254
          for (int i = 0; i < block_nb_recursives; i++)
1255
            {
1256
              if (getBlockEquationType(block, i) == E_EVALUATE_S)
1257
                recursive_variables[getDerivID(symbol_table.getID(eEndogenous, getBlockVariableID(block, i)), 0)] = getBlockEquationRenormalizedNodeID(block, i);
1258
              else
1259
                recursive_variables[getDerivID(symbol_table.getID(eEndogenous, getBlockVariableID(block, i)), 0)] = getBlockEquationNodeID(block, i);
1260
            }
1261
          for (int eq = block_nb_recursives; eq < block_size; eq++)
1262
1263
            {
              int eqr = getBlockEquationID(block, eq);
1264
              for (int var = block_nb_recursives; var < block_size; var++)
1265
1266
1267
1268
1269
1270
1271
                {
                  int varr = getBlockVariableID(block, var);
                  NodeID d1 = equations[eqr]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), 0), recursive_variables);
                  if (d1 == Zero)
                    continue;
                  first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, 0))] = d1;
                  tmp_derivatives.push_back(
1272
                                            make_pair(make_pair(eq, var), make_pair(0, first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, 0))])));
1273
                }
1274
            }
1275
        }
1276
      blocks_derivatives[block] = tmp_derivatives;
1277
1278
1279
1280
    }
}

void
1281
StaticModel::collect_block_first_order_derivatives()
1282
{
1283
1284
1285
1286
1287
  //! vector for an equation or a variable indicates the block number
  vector<int> equation_2_block, variable_2_block;
  unsigned int nb_blocks = getNbBlocks();
  equation_2_block = vector<int>(equation_reordered.size());
  variable_2_block = vector<int>(variable_reordered.size());
1288
  for (unsigned int block = 0; block < nb_blocks; block++)
1289
    {
1290
      unsigned int block_size = getBlockSize(block);
1291
      for (unsigned int i = 0; i < block_size; i++)
1292
1293
1294
1295
        {
          equation_2_block[getBlockEquationID(block, i)] = block;
          variable_2_block[getBlockVariableID(block, i)] = block;
        }
1296
    }
1297
  derivative_endo = vector<t_derivative>(nb_blocks);
1298
1299
  endo_max_leadlag_block = vector<pair<int, int> >(nb_blocks, make_pair(0, 0));
  max_leadlag_block = vector<pair<int, int> >(nb_blocks, make_pair(0, 0));
1300
1301
  for (first_derivatives_type::iterator it2 = first_derivatives.begin();
       it2 != first_derivatives.end(); it2++)
1302
    {
1303
1304
1305
1306
1307
1308
1309
1310
1311
      int eq = it2->first.first;
      int var = symbol_table.getTypeSpecificID(getSymbIDByDerivID(it2->first.second));
      int lag = 0;
      int block_eq = equation_2_block[eq];
      int block_var = variable_2_block[var];
      max_leadlag_block[block_eq] = make_pair(0, 0);
      max_leadlag_block[block_eq] = make_pair(0, 0);
      endo_max_leadlag_block[block_eq] = make_pair(0, 0);
      endo_max_leadlag_block[block_eq] = make_pair(0, 0);
1312
      t_derivative tmp_derivative;