StaticModel.cc 64.2 KB
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/*
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 * Copyright (C) 2003-2010 Dynare Team
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 *
 * This file is part of Dynare.
 *
 * Dynare is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * Dynare is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 */

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

// For mkdir() and chdir()
#ifdef _WIN32
# include <direct.h>
#else
# include <unistd.h>
# include <sys/stat.h>
# include <sys/types.h>
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#endif
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StaticModel::StaticModel(SymbolTable &symbol_table_arg,
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                         NumericalConstants &num_constants_arg,
                         ExternalFunctionsTable &external_functions_table_arg) :
  ModelTree(symbol_table_arg, num_constants_arg, external_functions_table_arg),
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  global_temporary_terms(true),
  cutoff(1e-15),
  mfs(0)
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{
}
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void
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StaticModel::compileDerivative(ofstream &code_file, unsigned int &instruction_number, int eq, int symb_id, map_idx_t &map_idx, temporary_terms_t temporary_terms) const
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{
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  first_derivatives_t::const_iterator it = first_derivatives.find(make_pair(eq, symbol_table.getID(eEndogenous, symb_id)));
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  if (it != first_derivatives.end())
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    (it->second)->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false);
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  else
    {
      FLDZ_ fldz;
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      fldz.write(code_file, instruction_number);
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    }
}
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void
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StaticModel::compileChainRuleDerivative(ofstream &code_file, unsigned int &instruction_number, int eqr, int varr, int lag, map_idx_t &map_idx, temporary_terms_t temporary_terms) const
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{
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  map<pair<int, pair<int, int> >, expr_t>::const_iterator it = first_chain_rule_derivatives.find(make_pair(eqr, make_pair(varr, lag)));
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  if (it != first_chain_rule_derivatives.end())
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    (it->second)->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false);
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  else
    {
      FLDZ_ fldz;
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      fldz.write(code_file, instruction_number);
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    }
}

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

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void
StaticModel::computeTemporaryTermsOrdered()
{
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  map<expr_t, pair<int, int> > first_occurence;
  map<expr_t, int> reference_count;
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  BinaryOpNode *eq_node;
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  first_derivatives_t::const_iterator it;
  first_chain_rule_derivatives_t::const_iterator it_chr;
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  ostringstream tmp_s;
  v_temporary_terms.clear();
  map_idx.clear();

  unsigned int nb_blocks = getNbBlocks();
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  v_temporary_terms = vector< vector<temporary_terms_t> >(nb_blocks);
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  v_temporary_terms_local = vector< vector<temporary_terms_t> >(nb_blocks);
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  v_temporary_terms_inuse = vector<temporary_terms_inuse_t>(nb_blocks);
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  map_idx2 = vector<map_idx_t>(nb_blocks);

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  temporary_terms.clear();
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  //local temporay terms
  for (unsigned int block = 0; block < nb_blocks; block++)
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    {
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      map<expr_t, int> reference_count_local;
      reference_count_local.clear();
      map<expr_t, pair<int, int> > first_occurence_local;
      first_occurence_local.clear();
      temporary_terms_t temporary_terms_l;
      temporary_terms_l.clear();
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      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_local[block] = vector<temporary_terms_t>(block_size);

      for (unsigned int i = 0; i < block_size; i++)
        {
          if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
            getBlockEquationRenormalizedExpr(block, i)->computeTemporaryTerms(reference_count_local, temporary_terms_l, first_occurence_local, block, v_temporary_terms_local,  i);
          else
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            {
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              eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
              eq_node->computeTemporaryTerms(reference_count_local, temporary_terms_l, first_occurence_local, block, v_temporary_terms_local,  i);
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            }
        }
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      for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
        {
          expr_t id = it->second.second;
          id->computeTemporaryTerms(reference_count_local, temporary_terms_l, first_occurence_local, block, v_temporary_terms_local,  block_size-1);
        }
      set<int> temporary_terms_in_use;
      temporary_terms_in_use.clear();
      v_temporary_terms_inuse[block] = temporary_terms_in_use;
      computeTemporaryTermsMapping(temporary_terms_l, map_idx2[block]);
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    }
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  // global temporay terms
  for (unsigned int block = 0; block < nb_blocks; block++)
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    {
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      // Compute the temporary terms reordered
      unsigned int block_size = getBlockSize(block);
      unsigned int block_nb_mfs = getBlockMfs(block);
      unsigned int block_nb_recursives = block_size - block_nb_mfs;
      v_temporary_terms[block] = vector<temporary_terms_t>(block_size);
      for (unsigned int i = 0; i < block_size; i++)
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        {
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          if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
            getBlockEquationRenormalizedExpr(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
          else
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            {
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              eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
              eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, i);
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            }
        }
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      for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
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        {
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          expr_t id = it->second.second;
          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++)
        {
          if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
            getBlockEquationRenormalizedExpr(block, i)->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
          else
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            {
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              eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
              eq_node->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
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            }
        }
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      for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
        {
          expr_t id = it->second.second;
          id->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
        }
      for (int i = 0; i < (int) getBlockSize(block); i++)
        for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin();
             it != v_temporary_terms[block][i].end(); it++)
          (*it)->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
      v_temporary_terms_inuse[block] = temporary_terms_in_use;
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    }
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  computeTemporaryTermsMapping(temporary_terms, map_idx);
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}

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

void
StaticModel::writeModelEquationsOrdered_M(const string &static_basename) const
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{
  string tmp_s, sps;
  ostringstream tmp_output, tmp1_output, global_output;
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  expr_t lhs = NULL, rhs = NULL;
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  BinaryOpNode *eq_node;
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  map<expr_t, int> reference_count;
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  temporary_terms_t local_temporary_terms;
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  ofstream  output;
  int nze;
  vector<int> feedback_variables;
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  deriv_node_temp_terms_t tef_terms;
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  ExprNodeOutputType local_output_type;
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  local_output_type = oMatlabStaticModelSparse;
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  if (global_temporary_terms)
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    local_temporary_terms = temporary_terms;
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  //----------------------------------------------------------------------
  //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)
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        output << " g1 = spalloc("  << block_mfs << ", " << block_mfs << ", " << derivative_endo[block].size() << ");" << endl;
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      if (v_temporary_terms_inuse[block].size())
        {
          tmp_output.str("");
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          for (temporary_terms_inuse_t::const_iterator it = v_temporary_terms_inuse[block].begin();
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               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];
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          temporary_terms_t tt2;
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          tt2.clear();
          if (v_temporary_terms[block].size())
            {
              output << "  " << "% //Temporary variables" << endl;
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              for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin();
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                   it != v_temporary_terms[block][i].end(); it++)
                {
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                  if (dynamic_cast<ExternalFunctionNode *>(*it) != NULL)
                    (*it)->writeExternalFunctionOutput(output, local_output_type, tt2, tef_terms);

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                  output << "  " <<  sps;
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                  (*it)->writeOutput(output, local_output_type, local_temporary_terms, tef_terms);
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                  output << " = ";
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                  (*it)->writeOutput(output, local_output_type, tt2, tef_terms);
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                  // 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));
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          eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
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          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("");
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                      eq_node = (BinaryOpNode *) getBlockEquationRenormalizedExpr(block, i);
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                      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:
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          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
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            {
              unsigned int eq = it->first.first;
              unsigned int var = it->first.second;
              unsigned int eqr = getBlockEquationID(block, eq);
              unsigned int varr = getBlockVariableID(block, var);
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              expr_t id = it->second.second;
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              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;
        }
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      output << "end" << endl;
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      writePowerDeriv(output, false);
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      output.close();
    }
}
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void
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StaticModel::writeModelEquationsCode(const string file_name, const string bin_basename, map_idx_t map_idx) const
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{

  ostringstream tmp_output;
  ofstream code_file;
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  unsigned int instruction_number = 0;
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  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
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  FDIMST_ fdimst(temporary_terms.size());
  fdimst.write(code_file, instruction_number);
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  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,
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                           u_count_int,
                           symbol_table.endo_nbr()
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                           );
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  fbeginblock.write(code_file, instruction_number);
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  // Add a mapping form node ID to temporary terms order
  int j = 0;
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  for (temporary_terms_t::const_iterator it = temporary_terms.begin();
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       it != temporary_terms.end(); it++)
    map_idx[(*it)->idx] = j++;
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  compileTemporaryTerms(code_file, instruction_number, temporary_terms, map_idx, false, false);
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  compileModelEquations(code_file, instruction_number, temporary_terms, map_idx, false, false);
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  FENDEQU_ fendequ;
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  fendequ.write(code_file, instruction_number);
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  // 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;

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  vector<vector<pair<int, int> > > derivatives;
  derivatives.resize(symbol_table.endo_nbr());
  count_u = symbol_table.endo_nbr();
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  for (first_derivatives_t::const_iterator it = first_derivatives.begin();
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       it != first_derivatives.end(); it++)
    {
      int deriv_id = it->first.second;
      if (getTypeByDerivID(deriv_id) == eEndogenous)
        {
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          expr_t d1 = it->second;
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486
487
          unsigned int eq = it->first.first;
          int symb = getSymbIDByDerivID(deriv_id);
          unsigned int var = symbol_table.getTypeSpecificID(symb);
488
          FNUMEXPR_ fnumexpr(FirstEndoDerivative, eq, var);
489
          fnumexpr.write(code_file, instruction_number);
490
491
492
493
          if (!derivatives[eq].size())
            derivatives[eq].clear();
          derivatives[eq].push_back(make_pair(var, count_u));

494
          d1->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false);
495
496

          FSTPSU_ fstpsu(count_u);
497
          fstpsu.write(code_file, instruction_number);
498
499
500
501
502
503
          count_u++;
        }
    }
  for (int i = 0; i < symbol_table.endo_nbr(); i++)
    {
      FLDR_ fldr(i);
504
      fldr.write(code_file, instruction_number);
505
      if (derivatives[i].size())
506
        {
507
508
          for (vector<pair<int, int> >::const_iterator it = derivatives[i].begin();
               it != derivatives[i].end(); it++)
509
            {
510
511
512
513
514
              FLDSU_ fldsu(it->second);
              fldsu.write(code_file, instruction_number);
              FLDSV_ fldsv(eEndogenous, it->first);
              fldsv.write(code_file, instruction_number);
              FBINARY_ fbinary(oTimes);
515
              fbinary.write(code_file, instruction_number);
516
517
518
519
520
              if (it != derivatives[i].begin())
                {
                  FBINARY_ fbinary(oPlus);
                  fbinary.write(code_file, instruction_number);
                }
521
            }
522
523
          FBINARY_ fbinary(oMinus);
          fbinary.write(code_file, instruction_number);
524
525
        }
      FSTPSU_ fstpsu(i);
526
      fstpsu.write(code_file, instruction_number);
527
    }
528
529
530
531
532
533
534
535
536
537
  // 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);
538
  prev_instruction_number = instruction_number;
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562

  temporary_terms_t tt2;
  tt2.clear();
  temporary_terms_t tt3;
  tt3.clear();

  // The Jacobian if we have to solve the block determinsitic bloc
  for (first_derivatives_t::const_iterator it = first_derivatives.begin();
       it != first_derivatives.end(); it++)
    {
      int deriv_id = it->first.second;
      if (getTypeByDerivID(deriv_id) == eEndogenous)
        {
          expr_t d1 = it->second;
          unsigned int eq = it->first.first;
          int symb = getSymbIDByDerivID(deriv_id);
          unsigned int var = symbol_table.getTypeSpecificID(symb);
          FNUMEXPR_ fnumexpr(FirstEndoDerivative, eq, var);
          fnumexpr.write(code_file, instruction_number);
          if (!derivatives[eq].size())
            derivatives[eq].clear();
          derivatives[eq].push_back(make_pair(var, count_u));

          d1->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false);
563
          FSTPG2_ fstpg2(eq, var);
564
565
566
567
568
569
570
571
572
573
574
          fstpg2.write(code_file, instruction_number);
        }
    }

  // Set codefile position to previous JMP_ and set the number of instructions to jump
  pos1 = code_file.tellp();
  code_file.seekp(pos2);
  FJMP_ fjmp1(instruction_number - prev_instruction_number);
  fjmp1.write(code_file, instruction_number);
  code_file.seekp(pos1);

575
  FENDBLOCK_ fendblock;
576
  fendblock.write(code_file, instruction_number);
577
  FEND_ fend;
578
  fend.write(code_file, instruction_number);
579
  writePowerDeriv(code_file, false);
580
581
582
583
  code_file.close();
}

void
584
StaticModel::writeModelEquationsCode_Block(const string file_name, const string bin_basename, map_idx_t map_idx, vector<map_idx_t> map_idx2) const
585
586
{
  struct Uff_l
587
  {
588
589
590
    int u, var, lag;
    Uff_l *pNext;
  };
591

592
593
594
595
596
597
598
599
600
  struct Uff
  {
    Uff_l *Ufl, *Ufl_First;
  };

  int i, v;
  string tmp_s;
  ostringstream tmp_output;
  ofstream code_file;
601
  unsigned int instruction_number = 0;
602
  expr_t lhs = NULL, rhs = NULL;
603
604
  BinaryOpNode *eq_node;
  Uff Uf[symbol_table.endo_nbr()];
605
  map<expr_t, int> reference_count;
606
  vector<int> feedback_variables;
607
  deriv_node_temp_terms_t tef_terms;
608
609
610
611
612
613
614
615
616
617
618
619
  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

620
621
  FDIMST_ fdimst(temporary_terms.size());
  fdimst.write(code_file, instruction_number);
622
623
624
625
626
627
628

  for (unsigned int block = 0; block < getNbBlocks(); block++)
    {
      feedback_variables.clear();
      if (block > 0)
        {
          FENDBLOCK_ fendblock;
629
          fendblock.write(code_file, instruction_number);
630
631
632
633
634
635
636
637
638
639
640
        }
      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)
        {
641
          Write_Inf_To_Bin_File_Block(file_name, bin_basename, block, u_count_int, file_open);
642
643
644
645
646
647
648
649
650
651
652
653
654
          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,
655
                               u_count_int,
656
                               /*symbol_table.endo_nbr()*/ block_size
657
                               );
658

659
      fbeginblock.write(code_file, instruction_number);
660

661
662
663
664
665
666
      // 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;

667
668
669
      for (i = 0; i < (int) block_size; i++)
        {
          //The Temporary terms
670
          temporary_terms_t tt2;
671
672
673
          tt2.clear();
          if (v_temporary_terms[block].size())
            {
674
              for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin();
675
676
                   it != v_temporary_terms[block][i].end(); it++)
                {
677
678
679
                  if (dynamic_cast<ExternalFunctionNode *>(*it) != NULL)
                    (*it)->compileExternalFunctionOutput(code_file, instruction_number, false, tt2, map_idx, false, false, tef_terms);

680
                  FNUMEXPR_ fnumexpr(TemporaryTerm, (int) (map_idx.find((*it)->idx)->second));
681
                  fnumexpr.write(code_file, instruction_number);
682
                  (*it)->compile(code_file, instruction_number, false, tt2, map_idx, false, false, tef_terms);
683
                  FSTPST_ fstpst((int) (map_idx.find((*it)->idx)->second));
684
                  fstpst.write(code_file, instruction_number);
685
686
687
688
689
                  // Insert current node into tt2
                  tt2.insert(*it);
                }
            }

690
          // The equations
691
692
693
694
695
696
697
698
          int variable_ID, equation_ID;
          EquationType equ_type;
          switch (simulation_type)
            {
            evaluation:
            case EVALUATE_BACKWARD:
            case EVALUATE_FORWARD:
              equ_type = getBlockEquationType(block, i);
699
700
              {
                FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
701
                fnumexpr.write(code_file, instruction_number);
702
              }
703
704
              if (equ_type == E_EVALUATE)
                {
705
                  eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
706
707
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
708
709
                  rhs->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false);
                  lhs->compile(code_file, instruction_number, true, temporary_terms, map_idx, false, false);
710
711
712
                }
              else if (equ_type == E_EVALUATE_S)
                {
713
                  eq_node = (BinaryOpNode *) getBlockEquationRenormalizedExpr(block, i);
714
715
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
716
717
                  rhs->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false);
                  lhs->compile(code_file, instruction_number, true, temporary_terms, map_idx, false, false);
718
719
720
721
722
723
724
725
726
727
728
729
730
                }
              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:
731
              FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
732
              fnumexpr.write(code_file, instruction_number);
733
              eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
734
735
              lhs = eq_node->get_arg1();
              rhs = eq_node->get_arg2();
736
737
              lhs->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false);
              rhs->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false);
738
739

              FBINARY_ fbinary(oMinus);
740
              fbinary.write(code_file, instruction_number);
741
742

              FSTPR_ fstpr(i - block_recursive);
743
              fstpr.write(code_file, instruction_number);
744
745
746
            }
        }
      FENDEQU_ fendequ;
747
      fendequ.write(code_file, instruction_number);
748

749
750
751
752
753
754
755
756
      // 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:
757
758
              {
                FNUMEXPR_ fnumexpr(FirstEndoDerivative, 0, 0);
759
                fnumexpr.write(code_file, instruction_number);
760
              }
761
              compileDerivative(code_file, instruction_number, getBlockEquationID(block, 0), getBlockVariableID(block, 0), map_idx, temporary_terms);
762
              {
763
                FSTPG_ fstpg(0);
764
                fstpg.write(code_file, instruction_number);
765
              }
766
              break;
767

768
769
770
            case SOLVE_BACKWARD_COMPLETE:
            case SOLVE_FORWARD_COMPLETE:
              count_u = feedback_variables.size();
771
              for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
772
773
774
775
776
                {
                  unsigned int eq = it->first.first;
                  unsigned int var = it->first.second;
                  unsigned int eqr = getBlockEquationID(block, eq);
                  unsigned int varr = getBlockVariableID(block, var);
777
                  if (eq >= block_recursive && var >= block_recursive)
778
779
780
781
782
783
784
785
786
787
788
789
790
791
                    {
                      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;
792
                      FNUMEXPR_ fnumexpr(FirstEndoDerivative, eqr, varr);
793
                      fnumexpr.write(code_file, instruction_number);
794
                      compileChainRuleDerivative(code_file, instruction_number, eqr, varr, 0, map_idx, temporary_terms);
795
                      FSTPSU_ fstpsu(count_u);
796
                      fstpsu.write(code_file, instruction_number);
797
798
799
800
801
802
803
804
                      count_u++;
                    }
                }
              for (i = 0; i < (int) block_size; i++)
                {
                  if (i >= (int) block_recursive)
                    {
                      FLDR_ fldr(i-block_recursive);
805
                      fldr.write(code_file, instruction_number);
806
807

                      FLDZ_ fldz;
808
                      fldz.write(code_file, instruction_number);
809
810
811
812
813

                      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);
814
                          fldsu.write(code_file, instruction_number);
815
                          FLDSV_ fldsv(eEndogenous, Uf[v].Ufl->var);
816
                          fldsv.write(code_file, instruction_number);
817
818

                          FBINARY_ fbinary(oTimes);
819
                          fbinary.write(code_file, instruction_number);
820
821

                          FCUML_ fcuml;
822
                          fcuml.write(code_file, instruction_number);
823
824
825
826
827
828
829
830
831
                        }
                      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);
832
                      fbinary.write(code_file, instruction_number);
833
834

                      FSTPSU_ fstpsu(i - block_recursive);
835
                      fstpsu.write(code_file, instruction_number);
836
837
838
839
840
841
842
843

                    }
                }
              break;
            default:
              break;
            }
        }
844
845
846
847
848
849
850
851
852
853
854

      // 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);
855
      prev_instruction_number = instruction_number;
856
857
858
859
860

      temporary_terms_t tt2;
      tt2.clear();
      temporary_terms_t tt3;
      tt3.clear();
861
      deriv_node_temp_terms_t tef_terms2;
862
863
864
865
866
867
868
869

      for (i = 0; i < (int) block_size; i++)
        {
          if (v_temporary_terms_local[block].size())
            {
              for (temporary_terms_t::const_iterator it = v_temporary_terms_local[block][i].begin();
                   it != v_temporary_terms_local[block][i].end(); it++)
                {
870
                  if (dynamic_cast<ExternalFunctionNode *>(*it) != NULL)
871
                    (*it)->compileExternalFunctionOutput(code_file, instruction_number, false, tt3, map_idx2[block], false, false, tef_terms2);
872

873
                  FNUMEXPR_ fnumexpr(TemporaryTerm, (int) (map_idx2[block].find((*it)->idx)->second));
874
                  fnumexpr.write(code_file, instruction_number);
875
876
877

                  (*it)->compile(code_file, instruction_number, false, tt3, map_idx2[block], false, false, tef_terms);

878
                  FSTPST_ fstpst((int) (map_idx2[block].find((*it)->idx)->second));
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
                  fstpst.write(code_file, instruction_number);
                  // Insert current node into tt2
                  tt3.insert(*it);
                  tt2.insert(*it);
                }
            }

          // The equations
          int variable_ID, equation_ID;
          EquationType equ_type;
          switch (simulation_type)
            {
            evaluation_l:
            case EVALUATE_BACKWARD:
            case EVALUATE_FORWARD:
              equ_type = getBlockEquationType(block, i);
              {
                FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
                fnumexpr.write(code_file, instruction_number);
              }
              if (equ_type == E_EVALUATE)
                {
                  eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
904
905
                  rhs->compile(code_file, instruction_number, false, tt2, map_idx2[block], false, false);
                  lhs->compile(code_file, instruction_number, true, tt2, map_idx2[block], false, false);
906
907
908
909
910
911
                }
              else if (equ_type == E_EVALUATE_S)
                {
                  eq_node = (BinaryOpNode *) getBlockEquationRenormalizedExpr(block, i);
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
912
913
                  rhs->compile(code_file, instruction_number, false, tt2, map_idx2[block], false, false);
                  lhs->compile(code_file, instruction_number, true, tt2, map_idx2[block], false, false);
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
                }
              break;
            case SOLVE_BACKWARD_COMPLETE:
            case SOLVE_FORWARD_COMPLETE:
              if (i < (int) block_recursive)
                goto evaluation_l;
              variable_ID = getBlockVariableID(block, i);
              equation_ID = getBlockEquationID(block, i);
              feedback_variables.push_back(variable_ID);
              Uf[equation_ID].Ufl = NULL;
              goto end_l;
            default:
            end_l:
              FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
              fnumexpr.write(code_file, instruction_number);
              eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
              lhs = eq_node->get_arg1();
              rhs = eq_node->get_arg2();
932
933
              lhs->compile(code_file, instruction_number, false, tt2, map_idx2[block], false, false);
              rhs->compile(code_file, instruction_number, false, tt2, map_idx2[block], false, false);
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953

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

              FSTPR_ fstpr(i - block_recursive);
              fstpr.write(code_file, instruction_number);
            }
        }
      FENDEQU_ fendequ_l;
      fendequ_l.write(code_file, instruction_number);

      // The Jacobian if we have to solve the block determinsitic bloc
      switch (simulation_type)
        {
        case SOLVE_BACKWARD_SIMPLE:
        case SOLVE_FORWARD_SIMPLE:
          {
            FNUMEXPR_ fnumexpr(FirstEndoDerivative, 0, 0);
            fnumexpr.write(code_file, instruction_number);
          }
954
          compileDerivative(code_file, instruction_number, getBlockEquationID(block, 0), getBlockVariableID(block, 0), map_idx2[block], tt2 /*temporary_terms*/);
955
          {
956
            FSTPG2_ fstpg2(0, 0);
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
            fstpg2.write(code_file, instruction_number);
          }
          break;
        case EVALUATE_BACKWARD:
        case EVALUATE_FORWARD:
        case SOLVE_BACKWARD_COMPLETE:
        case SOLVE_FORWARD_COMPLETE:
          count_u = feedback_variables.size();
          for (block_derivatives_equation_variable_laglead_nodeid_t::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);
              FNUMEXPR_ fnumexpr(FirstEndoDerivative, eqr, varr, 0);
              fnumexpr.write(code_file, instruction_number);

974
              compileChainRuleDerivative(code_file, instruction_number, eqr, varr, 0, map_idx2[block], tt2 /*temporary_terms*/);
975

976
              FSTPG2_ fstpg2(eq, var);
977
978
979
980
981
982
983
984
985
986
987
988
              fstpg2.write(code_file, instruction_number);
            }
          break;
        default:
          break;
        }
      // Set codefile position to previous JMP_ and set the number of instructions to jump
      pos1 = code_file.tellp();
      code_file.seekp(pos2);
      FJMP_ fjmp1(instruction_number - prev_instruction_number);
      fjmp1.write(code_file, instruction_number);
      code_file.seekp(pos1);
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    }
  FENDBLOCK_ fendblock;
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  fendblock.write(code_file, instruction_number);
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  FEND_ fend;
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  fend.write(code_file, instruction_number);
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  code_file.close();
}
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void
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StaticModel::Write_Inf_To_Bin_File_Block(const string &static_basename, const string &bin_basename, const int &num,
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                                         int &u_count_int, bool &file_open) const
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{
  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;
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  for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[num].begin(); it != (blocks_derivatives[num]).end(); it++)
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    {
      unsigned int eq = it->first.first;
      unsigned int var = it->first.second;
      int lag = 0;
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      if (eq >= block_recursive && var >= block_recursive)
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        {
          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();
}
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map<pair<int, pair<int, int > >, expr_t>
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StaticModel::collect_first_order_derivatives_endogenous()
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{
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  map<pair<int, pair<int, int > >, expr_t> endo_derivatives;
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  for (first_derivatives_t::iterator it2 = first_derivatives.begin();
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       it2 != first_derivatives.end(); it2++)
    {
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      if (getTypeByDerivID(it2->first.second) == eEndogenous)
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        {
          int eq = it2->first.first;
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          int var = symbol_table.getTypeSpecificID(it2->first.second);
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          int lag = 0;
          endo_derivatives[make_pair(eq, make_pair(var, lag))] = it2->second;
        }
    }
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  return endo_derivatives;
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}

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

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  for (int i = 0; i < symbol_table.endo_nbr(); i++)
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    vars.insert(symbol_table.getID(eEndogenous, i));

  // Launch computations
  cout << "Computing static model derivatives:" << endl
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       << " - order 1" << endl;
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  first_derivatives.clear();

  computeJacobian(vars);

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

  if (block)
    {
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      jacob_map_t contemporaneous_jacobian, static_jacobian;
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      vector<unsigned int> n_static, n_forward, n_backward, n_mixed;
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      // for each block contains pair<Size, Feddback_variable>
      vector<pair<int, int> > blocks;

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

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      computeNonSingularNormalization(contemporaneous_jacobian, cutoff, static_jacobian, dynamic_jacobian);
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