DynamicModel.cc 162 KB
Newer Older
sebastien's avatar
sebastien committed
1
/*
2
 * Copyright (C) 2003-2011 Dynare Team
sebastien's avatar
sebastien committed
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
 *
 * 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
#include <iostream>
sebastien's avatar
sebastien committed
21
#include <cmath>
22
#include <cstdlib>
23
#include <cassert>
24
25
#include <cstdio>
#include <cerrno>
26
#include <algorithm>
sebastien's avatar
sebastien committed
27
28
29
30
31
32
33
34
35
36
37
38
#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,
39
40
41
                           NumericalConstants &num_constants_arg,
                           ExternalFunctionsTable &external_functions_table_arg) :
  ModelTree(symbol_table_arg, num_constants_arg, external_functions_table_arg),
42
43
44
45
46
47
48
49
  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)
sebastien's avatar
sebastien committed
50
51
52
{
}

sebastien's avatar
sebastien committed
53
54
VariableNode *
DynamicModel::AddVariable(int symb_id, int lag)
sebastien's avatar
sebastien committed
55
{
sebastien's avatar
sebastien committed
56
  return AddVariableInternal(symb_id, lag);
sebastien's avatar
sebastien committed
57
58
}

sebastien's avatar
sebastien committed
59
void
60
DynamicModel::compileDerivative(ofstream &code_file, unsigned int &instruction_number, int eq, int symb_id, int lag, const map_idx_t &map_idx) const
61
{
62
  first_derivatives_t::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symbol_table.getID(eEndogenous, symb_id), lag)));
63
  if (it != first_derivatives.end())
64
    (it->second)->compile(code_file, instruction_number, false, temporary_terms, map_idx, true, false);
65
66
67
  else
    {
      FLDZ_ fldz;
68
      fldz.write(code_file, instruction_number);
69
70
    }
}
71
72

void
73
DynamicModel::compileChainRuleDerivative(ofstream &code_file, unsigned int &instruction_number, int eqr, int varr, int lag, const map_idx_t &map_idx) const
74
{
75
  map<pair<int, pair<int, int> >, expr_t>::const_iterator it = first_chain_rule_derivatives.find(make_pair(eqr, make_pair(varr, lag)));
76
  if (it != first_chain_rule_derivatives.end())
77
    (it->second)->compile(code_file, instruction_number, false, temporary_terms, map_idx, true, false);
78
  else
79
80
    {
      FLDZ_ fldz;
81
      fldz.write(code_file, instruction_number);
82
    }
83
84
}

85
86
87
88
89
90
91
92
93
94
95
96
void
DynamicModel::initializeVariablesAndEquations()
{
  for(int j=0; j<equation_number(); j++)
    {
      equation_reordered.push_back(j);
      variable_reordered.push_back(j);
    }
}



sebastien's avatar
sebastien committed
97
void
98
DynamicModel::computeTemporaryTermsOrdered()
sebastien's avatar
sebastien committed
99
{
100
101
  map<expr_t, pair<int, int> > first_occurence;
  map<expr_t, int> reference_count;
sebastien's avatar
sebastien committed
102
  BinaryOpNode *eq_node;
103
104
  first_derivatives_t::const_iterator it;
  first_chain_rule_derivatives_t::const_iterator it_chr;
sebastien's avatar
sebastien committed
105
  ostringstream tmp_s;
106
107
  v_temporary_terms.clear();
  map_idx.clear();
sebastien's avatar
sebastien committed
108

109
  unsigned int nb_blocks = getNbBlocks();
110
111
  v_temporary_terms = vector<vector<temporary_terms_t> >(nb_blocks);
  v_temporary_terms_inuse = vector<temporary_terms_inuse_t>(nb_blocks);
sebastien's avatar
sebastien committed
112
  temporary_terms.clear();
113

114
  if (!global_temporary_terms)
115
116
    {
      for (unsigned int block = 0; block < nb_blocks; block++)
sebastien's avatar
sebastien committed
117
        {
118
119
120
121
122
          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;
123
          v_temporary_terms[block] = vector<temporary_terms_t>(block_size);
124
          for (unsigned int i = 0; i < block_size; i++)
sebastien's avatar
sebastien committed
125
            {
126
              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
127
                getBlockEquationRenormalizedExpr(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
128
              else
sebastien's avatar
sebastien committed
129
                {
130
                  eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
131
                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
sebastien's avatar
sebastien committed
132
133
                }
            }
134
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
135
            {
136
              expr_t id = it->second.second;
137
138
              id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);
            }
139
          for (derivative_t::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
140
            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);
141
          for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
142
143
144
145
            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;
sebastien's avatar
sebastien committed
146
147
        }
    }
148
  else
sebastien's avatar
sebastien committed
149
    {
150
      for (unsigned int block = 0; block < nb_blocks; block++)
sebastien's avatar
sebastien committed
151
        {
152
153
154
155
          // 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;
156
          v_temporary_terms[block] = vector<temporary_terms_t>(block_size);
157
          for (unsigned int i = 0; i < block_size; i++)
158
            {
159
              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
160
                getBlockEquationRenormalizedExpr(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
161
162
              else
                {
163
                  eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
164
165
                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, i);
                }
166
            }
167
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
sebastien's avatar
sebastien committed
168
            {
169
              expr_t id = it->second.second;
170
              id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
sebastien's avatar
sebastien committed
171
            }
172
          for (derivative_t::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
173
            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
174
          for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
175
            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
176
        }
177
      for (unsigned int block = 0; block < nb_blocks; block++)
178
        {
179
180
181
182
183
184
          // 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++)
sebastien's avatar
sebastien committed
185
            {
186
              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
187
                getBlockEquationRenormalizedExpr(block, i)->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
188
              else
sebastien's avatar
sebastien committed
189
                {
190
                  eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
191
                  eq_node->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
sebastien's avatar
sebastien committed
192
193
                }
            }
194
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
195
            {
196
              expr_t id = it->second.second;
197
198
              id->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
            }
199
          for (derivative_t::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
200
            it->second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
201
          for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
202
203
            it->second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
          v_temporary_terms_inuse[block] = temporary_terms_in_use;
sebastien's avatar
sebastien committed
204
        }
205
      computeTemporaryTermsMapping();
sebastien's avatar
sebastien committed
206
207
208
    }
}

209
210
211
212
213
void
DynamicModel::computeTemporaryTermsMapping()
{
  // Add a mapping form node ID to temporary terms order
  int j = 0;
214
  for (temporary_terms_t::const_iterator it = temporary_terms.begin();
215
216
217
218
219
      it != temporary_terms.end(); it++)
    map_idx[(*it)->idx] = j++;
}


sebastien's avatar
sebastien committed
220
void
221
DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
222
223
224
{
  string tmp_s, sps;
  ostringstream tmp_output, tmp1_output, global_output;
225
  expr_t lhs = NULL, rhs = NULL;
226
227
  BinaryOpNode *eq_node;
  ostringstream Uf[symbol_table.endo_nbr()];
228
  map<expr_t, int> reference_count;
229
  temporary_terms_t local_temporary_terms;
230
  ofstream  output;
231
  int nze, nze_exo, nze_exo_det, nze_other_endo;
232
233
  vector<int> feedback_variables;
  ExprNodeOutputType local_output_type;
sebastien's avatar
sebastien committed
234

Sébastien Villemot's avatar
Sébastien Villemot committed
235
  local_output_type = oMatlabDynamicModelSparse;
236
  if (global_temporary_terms)
Sébastien Villemot's avatar
Sébastien Villemot committed
237
    local_temporary_terms = temporary_terms;
238
239
240
241
242
243
244
245
246
247
248
249

  //----------------------------------------------------------------------
  //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();
250
      nze_exo_det = derivative_exo_det[block].size();
251
252
253
254
      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;
255
      deriv_node_temp_terms_t tef_terms;
Sébastien Villemot's avatar
Sébastien Villemot committed
256
      local_output_type = oMatlabDynamicModelSparse;
257
      if (global_temporary_terms)
Sébastien Villemot's avatar
Sébastien Villemot committed
258
        local_temporary_terms = temporary_terms;
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
      int prev_lag;
      unsigned int prev_var, count_col, count_col_endo, count_col_exo, count_col_exo_det, count_col_other_endo;
      map<pair<int, pair<int, int> >, expr_t> tmp_block_endo_derivative;
      for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
        tmp_block_endo_derivative[make_pair(it->second.first, make_pair(it->first.second, it->first.first) )] = it->second.second ;
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_endo = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_endo_derivative.begin(); it != tmp_block_endo_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          //int eqr = getBlockInitialEquationID(block, eq);
          //int varr = getBlockInitialVariableID(block, var);
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_endo++;
            }
        }
      map<pair<int, pair<int, int> >, expr_t> tmp_block_exo_derivative;
      for (derivative_t::const_iterator it = derivative_exo[block].begin(); it != (derivative_exo[block]).end(); it++)
        tmp_block_exo_derivative[make_pair(it->first.first, make_pair(it->first.second.second, it->first.second.first) )] = it->second ;
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_exo = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_exo_derivative.begin(); it != tmp_block_exo_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          //int eqr = getBlockInitialEquationID(block, eq);
          //int varr = getBlockInitialVariableID(block, var);
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_exo++;
            }
        }
      map<pair<int, pair<int, int> >, expr_t> tmp_block_exo_det_derivative;
      for (derivative_t::const_iterator it = derivative_exo_det[block].begin(); it != (derivative_exo_det[block]).end(); it++)
        tmp_block_exo_det_derivative[make_pair(it->first.first, make_pair(it->first.second.second, it->first.second.first) )] = it->second;
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_exo_det = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_exo_derivative.begin(); it != tmp_block_exo_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          //int eqr = getBlockInitialEquationID(block, eq);
          //int varr = getBlockInitialVariableID(block, var);
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_exo_det++;
            }
        }
      map<pair<int, pair<int, int> >, expr_t> tmp_block_other_endo_derivative;
      for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != (derivative_other_endo[block]).end(); it++)
        tmp_block_other_endo_derivative[make_pair(it->first.first, make_pair(it->first.second.second, it->first.second.first) )] = it->second;
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_other_endo = 0;
325
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_other_endo_derivative.begin(); it != tmp_block_other_endo_derivative.end(); it++)
326
327
328
329
330
331
332
333
334
335
336
337
338
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          //int eqr = getBlockInitialEquationID(block, eq);
          //int varr = getBlockInitialVariableID(block, var);
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_other_endo++;
            }
        }

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
      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;
379
      output << "  global options_ oo_;" << endl;
380
381
382
383
      //The Temporary terms
      if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
        {
          output << "  if(jacobian_eval)\n";
384
385
          output << "    g1 = spalloc(" << block_mfs  << ", " << count_col_endo << ", " << nze << ");\n";
          output << "    g1_x=spalloc(" << block_size << ", " << count_col_exo  << ", " << nze_exo << ");\n";
386
          output << "    g1_xd=spalloc(" << block_size << ", " << count_col_exo_det  << ", " << nze_exo_det << ");\n";
387
          output << "    g1_o=spalloc(" << block_size << ", " << count_col_other_endo << ", " << nze_other_endo << ");\n";
388
389
390
391
392
          output << "  end;\n";
        }
      else
        {
          output << "  if(jacobian_eval)\n";
393
394
          output << "    g1 = spalloc(" << block_size << ", " << count_col_endo << ", " << nze << ");\n";
          output << "    g1_x=spalloc(" << block_size << ", " << count_col_exo  << ", " << nze_exo << ");\n";
395
          output << "    g1_xd=spalloc(" << block_size << ", " << count_col_exo_det  << ", " << nze_exo_det << ");\n";
396
          output << "    g1_o=spalloc(" << block_size << ", " << count_col_other_endo << ", " << nze_other_endo << ");\n";
397
398
399
400
401
402
403
          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";
            }
ferhat's avatar
ferhat committed
404
          else
405
406
407
408
409
410
            {
              output << "    g1 = spalloc(" << block_mfs
                     << ", " << block_mfs << ", " << nze << ");\n";
            }
          output << "  end;\n";
        }
411

412
413
414
415
      output << "  g2=0;g3=0;\n";
      if (v_temporary_terms_inuse[block].size())
        {
          tmp_output.str("");
416
          for (temporary_terms_inuse_t::const_iterator it = v_temporary_terms_inuse[block].begin();
417
418
419
420
421
422
               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)
        {
423
          temporary_terms_t tt2;
424
425
426
427
428
429
430
          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;
431
                  for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin();
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
                       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++)
        {
467
          temporary_terms_t tt2;
468
469
470
471
          tt2.clear();
          if (v_temporary_terms[block].size())
            {
              output << "  " << "% //Temporary variables" << endl;
472
              for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin();
473
474
                   it != v_temporary_terms[block][i].end(); it++)
                {
475
476
477
                  if (dynamic_cast<ExternalFunctionNode *>(*it) != NULL)
                    (*it)->writeExternalFunctionOutput(output, local_output_type, tt2, tef_terms);

478
                  output << "  " <<  sps;
479
                  (*it)->writeOutput(output, local_output_type, local_temporary_terms, tef_terms);
480
                  output << " = ";
481
                  (*it)->writeOutput(output, local_output_type, tt2, tef_terms);
482
483
484
485
486
487
488
489
490
491
                  // 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));
492
          eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
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
518
519
          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("");
520
                      eq_node = (BinaryOpNode *) getBlockEquationRenormalizedExpr(block, i);
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
                      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
543
                     << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << " symb_id=" << symbol_table.getID(eEndogenous, variable_ID) << endl;
544
545
546
547
548
549
550
551
              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
552
                     << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << " symb_id=" << symbol_table.getID(eEndogenous, variable_ID) << endl;
553
554
555
556
557
558
559
560
561
              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";
sebastien's avatar
sebastien committed
562
#ifdef CONDITION
563
564
              if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
                output << "  condition(" << i+1 << ")=0;\n";
sebastien's avatar
sebastien committed
565
#endif
566
567
568
569
            }
        }
      // The Jacobian if we have to solve the block
      if (simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE)
570
        output << "  " << sps << "% Jacobian  " << endl << "    if jacobian_eval" << endl;
571
572
573
574
      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;
sebastien's avatar
sebastien committed
575
        else
576
          output << "    % Jacobian  " << endl << "    if jacobian_eval" << endl;
577
578
579
580
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_endo_derivative.begin(); it != tmp_block_endo_derivative.end(); it++)
581
        {
582
583
584
585
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          unsigned int eq = it->first.second.second;
          if (var != prev_var || lag != prev_lag)
586
            {
587
588
589
590
              prev_var = var;
              prev_lag = lag;
              count_col++;
            }
591

592
          expr_t id = it->second;
593

594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
          output << "      g1(" << eq+1 << ", " << count_col << ") = ";
          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;
        }
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_exo_derivative.begin(); it != tmp_block_exo_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          unsigned int eq = it->first.second.second;
          int eqr = getBlockInitialEquationID(block, eq);
          if (var != prev_var || lag != prev_lag)
611
            {
612
613
614
              prev_var = var;
              prev_lag = lag;
              count_col++;
615
            }
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
          expr_t id = it->second;
          output << "      g1_x(" << eqr+1 << ", " << count_col << ") = ";
          id->writeOutput(output, local_output_type, local_temporary_terms);
          output << "; % variable=" << symbol_table.getName(symbol_table.getID(eExogenous, var))
                 << "(" << lag
                 << ") " << var+1
                 << ", equation=" << eq+1 << endl;
        }
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_exo_det_derivative.begin(); it != tmp_block_exo_det_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          unsigned int eq = it->first.second.second;
          int eqr = getBlockInitialEquationID(block, eq);
          if (var != prev_var || lag != prev_lag)
634
            {
635
636
637
              prev_var = var;
              prev_lag = lag;
              count_col++;
638
            }
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
          expr_t id = it->second;
          output << "      g1_xd(" << eqr+1 << ", " << count_col << ") = ";
          id->writeOutput(output, local_output_type, local_temporary_terms);
          output << "; % variable=" << symbol_table.getName(symbol_table.getID(eExogenous, var))
                 << "(" << lag
                 << ") " << var+1
                 << ", equation=" << eq+1 << endl;
        }
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_other_endo_derivative.begin(); it != tmp_block_other_endo_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          unsigned int eq = it->first.second.second;
          int eqr = getBlockInitialEquationID(block, eq);
          if (var != prev_var || lag != prev_lag)
657
            {
658
659
660
              prev_var = var;
              prev_lag = lag;
              count_col++;
661
            }
662
663
          expr_t id = it->second;

664
          output << "      g1_o(" << eqr+1 << ", " << /*var+1+(lag+block_max_lag)*block_size*/count_col << ") = ";
665
666
667
668
669
670
671
672
673
674
675
676
677
678
          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_xd;\n";
      output << "      varargout{3}=g1_o;\n";

      switch (simulation_type)
        {
        case EVALUATE_FORWARD:
        case EVALUATE_BACKWARD:
679
680
681
682
683
684
685
686
          output << "    end;" << endl;
          output << "  end;" << endl;
          break;
        case SOLVE_BACKWARD_SIMPLE:
        case SOLVE_FORWARD_SIMPLE:
        case SOLVE_BACKWARD_COMPLETE:
        case SOLVE_FORWARD_COMPLETE:
          output << "  else" << endl;
687
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
688
689
690
691
692
            {
              unsigned int eq = it->first.first;
              unsigned int var = it->first.second;
              unsigned int eqr = getBlockEquationID(block, eq);
              unsigned int varr = getBlockVariableID(block, var);
693
              expr_t id = it->second.second;
694
              int lag = it->second.first;
695
696
697
698
699
700
701
702
703
704
              if (lag == 0)
                {
                  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;
                }

705
706
707
708
709
            }
          output << "  end;\n";
          break;
        case SOLVE_TWO_BOUNDARIES_SIMPLE:
        case SOLVE_TWO_BOUNDARIES_COMPLETE:
710
          output << "    else" << endl;
711
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
712
713
714
715
716
717
            {
              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;
718
              expr_t id = it->second.second;
719
              int lag = it->second.first;
720
              if (eq >= block_recursive && var >= block_recursive)
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
                {
                  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;
                }
757

sebastien's avatar
sebastien committed
758
#ifdef CONDITION
759
760
              output << "  if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
              output << "    condition(" << eqr << ")=u(" << u << "+Per_u_);\n";
sebastien's avatar
sebastien committed
761
#endif
762
763
764
765
766
            }
          for (unsigned int i = 0; i < block_size; i++)
            {
              if (i >= block_recursive)
                output << "  " << Uf[getBlockEquationID(block, i)].str() << ";\n";
sebastien's avatar
sebastien committed
767
#ifdef CONDITION
768
769
              output << "  if (fabs(condition(" << i+1 << "))<fabs(u(" << i << "+Per_u_)))\n";
              output << "    condition(" << i+1 << ")=u(" << i+1 << "+Per_u_);\n";
sebastien's avatar
sebastien committed
770
#endif
771
            }
sebastien's avatar
sebastien committed
772
#ifdef CONDITION
773
774
775
776
777
778
779
780
781
782
783
784
785
786
          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";
sebastien's avatar
sebastien committed
787
#endif
788
789
          output << "    end;" << endl;
          output << "  end;" << endl;
790
791
792
793
          break;
        default:
          break;
        }
794
      output << "end" << endl;
795
      writePowerDeriv(output, false);
796
797
798
      output.close();
    }
}
sebastien's avatar
sebastien committed
799
800

void
801
DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basename, const map_idx_t &map_idx) const
802
{
803

804
805
  ostringstream tmp_output;
  ofstream code_file;
806
  unsigned int instruction_number = 0;
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
  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());
833
834
835
836
  fdimt.write(code_file, instruction_number);
  int other_endo_size = 0;

  vector<unsigned int> exo, exo_det, other_endo;
837

838
839
840
841
  for(int i = 0; i < symbol_table.exo_det_nbr(); i++)
    exo_det.push_back(i);
  for(int i = 0; i < symbol_table.exo_nbr(); i++)
    exo.push_back(i);
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871

  map<pair< int, pair<int, int> >, expr_t> first_derivatives_reordered_endo, first_derivatives_reordered_exo;
  for (first_derivatives_t::const_iterator it = first_derivatives.begin();
       it != first_derivatives.end(); it++)
    {
      int deriv_id = it->first.second;
      unsigned int eq = it->first.first;
      int symb = getSymbIDByDerivID(deriv_id);
      unsigned int var = symbol_table.getTypeSpecificID(symb);
      int lag = getLagByDerivID(deriv_id);
      if (getTypeByDerivID(deriv_id) == eEndogenous)
        first_derivatives_reordered_endo[make_pair(lag, make_pair(var, eq))] = it->second;
      else if(getTypeByDerivID(deriv_id) == eExogenous || getTypeByDerivID(deriv_id) == eExogenousDet)
        first_derivatives_reordered_exo[make_pair(lag, make_pair(var, eq))] = it->second;
    }
  int prev_var = -1;
  int prev_lag = -999999999;
  int count_col_endo = 0;
  for (map<pair< int, pair<int, int> >, expr_t>::const_iterator it = first_derivatives_reordered_endo.begin();
       it != first_derivatives_reordered_endo.end(); it++)
    {
      int var = it->first.second.first;
      int lag = it->first.first;
      if(prev_var != var || prev_lag != lag)
        {
          prev_var = var;
          prev_lag = lag;
          count_col_endo++;
        }
    }
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
  prev_var = -1;
  prev_lag = -999999999;
  int count_col_exo = 0;

  for (map<pair< int, pair<int, int> >, expr_t>::const_iterator it = first_derivatives_reordered_exo.begin();
       it != first_derivatives_reordered_exo.end(); it++)
    {
      int var = it->first.second.first;
      int lag = it->first.first;
      if(prev_var != var || prev_lag != lag)
        {
          prev_var = var;
          prev_lag = lag;
          count_col_exo++;
        }
    }

889
890
891
892
893
894
895
896
897
898
  FBEGINBLOCK_ fbeginblock(symbol_table.endo_nbr(),
                           simulation_type,
                           0,
                           symbol_table.endo_nbr(),
                           variable_reordered,
                           equation_reordered,
                           false,
                           symbol_table.endo_nbr(),
                           0,
                           0,
899
                           u_count_int,
900
                           count_col_endo,
901
                           symbol_table.exo_det_nbr(),
902
                           count_col_exo,
903
904
905
906
907
                           other_endo_size,
                           0,
                           exo_det,
                           exo,
                           other_endo
908
                           );
909
  fbeginblock.write(code_file, instruction_number);
910

911
  compileTemporaryTerms(code_file, instruction_number, temporary_terms, map_idx, true, false);
912

913
  compileModelEquations(code_file, instruction_number, temporary_terms, map_idx, true, false);
914
915

  FENDEQU_ fendequ;
916
  fendequ.write(code_file, instruction_number);
917
918
919
920
921
922
923

  // Get the current code_file position and jump if eval = true
  streampos pos1 = code_file.tellp();
  FJMPIFEVAL_ fjmp_if_eval(0);
  fjmp_if_eval.write(code_file, instruction_number);
  int prev_instruction_number = instruction_number;

924
925
926
  vector<vector<pair<pair<int, int>, int > > > derivatives;
  derivatives.resize(symbol_table.endo_nbr());
  count_u = symbol_table.endo_nbr();
927
  for (first_derivatives_t::const_iterator it = first_derivatives.begin();
928
929
930
931
932
       it != first_derivatives.end(); it++)
    {
      int deriv_id = it->first.second;
      if (getTypeByDerivID(deriv_id) == eEndogenous)
        {
933
          expr_t d1 = it->second;
934
935
936
937
          unsigned int eq = it->first.first;
          int symb = getSymbIDByDerivID(deriv_id);
          unsigned int var = symbol_table.getTypeSpecificID(symb);
          int lag = getLagByDerivID(deriv_id);
938
          FNUMEXPR_ fnumexpr(FirstEndoDerivative, eq, var, lag);
939
          fnumexpr.write(code_file, instruction_number);
940
941
942
          if (!derivatives[eq].size())
            derivatives[eq].clear();
          derivatives[eq].push_back(make_pair(make_pair(var, lag), count_u));
943
          d1->compile(code_file, instruction_number, false, temporary_terms, map_idx, true, false);
944
945

          FSTPU_ fstpu(count_u);
946
          fstpu.write(code_file, instruction_number);
947
948
949
950
951
952
          count_u++;
        }
    }
  for (int i = 0; i < symbol_table.endo_nbr(); i++)
    {
      FLDR_ fldr(i);
953
      fldr.write(code_file, instruction_number);
954
      if (derivatives[i].size())
955
        {
956
957
          for(vector<pair<pair<int, int>, int> >::const_iterator it = derivatives[i].begin();
              it != derivatives[i].end(); it++)
958
            {
959
960
961
962
963
              FLDU_ fldu(it->second);
              fldu.write(code_file, instruction_number);
              FLDV_ fldv(eEndogenous, it->first.first, it->first.second);
              fldv.write(code_file, instruction_number);
              FBINARY_ fbinary(oTimes);
964
              fbinary.write(code_file, instruction_number);
965
966
967
968
969
              if (it != derivatives[i].begin())
                {
                  FBINARY_ fbinary(oPlus);
                  fbinary.write(code_file, instruction_number);
                }
970
            }
971
972
          FBINARY_ fbinary(oMinus);
          fbinary.write(code_file, instruction_number);
973
974
        }
      FSTPU_ fstpu(i);
975
      fstpu.write(code_file, instruction_number);
976
    }
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000

  // Get the current code_file position and jump = true
  streampos pos2 = code_file.tellp();
  FJMP_ fjmp(0);
  fjmp.write(code_file, instruction_number);
  // Set code_file position to previous JMPIFEVAL_ and set the number of instructions to jump
  streampos pos3 = code_file.tellp();
  code_file.seekp(pos1);
  FJMPIFEVAL_ fjmp_if_eval1(instruction_number - prev_instruction_number);
  fjmp_if_eval1.write(code_file, instruction_number);
  code_file.seekp(pos3);
  prev_instruction_number = instruction_number ;

  // The Jacobian
  prev_var = -1;
  prev_lag = -999999999;
  count_col_endo = 0;
  for (map<pair< int, pair<int, int> >, expr_t>::const_iterator it = first_derivatives_reordered_endo.begin();
       it != first_derivatives_reordered_endo.end(); it++)
    {
      unsigned int eq = it->first.second.second;
      int var = it->first.second.first;
      int lag = it->first.first;
      expr_t d1 = it->second;