StaticModel.cc 64 KB
Newer Older
sebastien's avatar
sebastien committed
1
/*
2
 * Copyright (C) 2003-2010 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
21
#include <iostream>
#include <cmath>
22
#include <cstdlib>
23
#include <cassert>
24
25
#include <cstdio>
#include <cerrno>
sebastien's avatar
sebastien committed
26
#include <algorithm>
27
28
29
30
31
32
33
34
35
#include "StaticModel.hh"

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

38
StaticModel::StaticModel(SymbolTable &symbol_table_arg,
39
40
41
                         NumericalConstants &num_constants_arg,
                         ExternalFunctionsTable &external_functions_table_arg) :
  ModelTree(symbol_table_arg, num_constants_arg, external_functions_table_arg),
42
43
44
  global_temporary_terms(true),
  cutoff(1e-15),
  mfs(0)
45
46
{
}
47

48
void
49
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
50
{
51
  first_derivatives_t::const_iterator it = first_derivatives.find(make_pair(eq, symbol_table.getID(eEndogenous, symb_id)));
52
  if (it != first_derivatives.end())
53
    (it->second)->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false);
54
55
56
  else
    {
      FLDZ_ fldz;
57
      fldz.write(code_file, instruction_number);
58
59
    }
}
sebastien's avatar
sebastien committed
60

61
void
62
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
63
{
64
  map<pair<int, pair<int, int> >, expr_t>::const_iterator it = first_chain_rule_derivatives.find(make_pair(eqr, make_pair(varr, lag)));
65
  if (it != first_chain_rule_derivatives.end())
66
    (it->second)->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false);
67
68
69
  else
    {
      FLDZ_ fldz;
70
      fldz.write(code_file, instruction_number);
71
72
73
    }
}

74
75
76
77
78
79
80
81
82
83
void
StaticModel::initializeVariablesAndEquations()
{
  for(int j = 0; j < equation_number(); j++)
    {
      equation_reordered.push_back(j);
      variable_reordered.push_back(j);
    }
}

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

  unsigned int nb_blocks = getNbBlocks();
97
  v_temporary_terms = vector< vector<temporary_terms_t> >(nb_blocks);
98
  v_temporary_terms_local = vector< vector<temporary_terms_t> >(nb_blocks);
99

100
  v_temporary_terms_inuse = vector<temporary_terms_inuse_t>(nb_blocks);
101

102
103
  map_idx2 = vector<map_idx_t>(nb_blocks);

104
  temporary_terms.clear();
105
106
107

  //local temporay terms
  for (unsigned int block = 0; block < nb_blocks; block++)
108
    {
109
110
111
112
113
114
      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();
115

116
117
118
119
120
121
122
123
124
125
      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
126
            {
127
128
              eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
              eq_node->computeTemporaryTerms(reference_count_local, temporary_terms_l, first_occurence_local, block, v_temporary_terms_local,  i);
129
130
            }
        }
131
132
133
134
135
136
137
138
139
      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]);
140
    }
141
142
143

  // global temporay terms
  for (unsigned int block = 0; block < nb_blocks; block++)
144
    {
145
146
147
148
149
150
      // 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++)
151
        {
152
153
154
          if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
            getBlockEquationRenormalizedExpr(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
          else
155
            {
156
157
              eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
              eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, i);
158
159
            }
        }
160
      for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
161
        {
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
          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
179
            {
180
181
              eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
              eq_node->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
182
183
            }
        }
184
185
186
187
188
189
190
191
192
193
      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;
194
    }
195
  computeTemporaryTermsMapping(temporary_terms, map_idx);
196
197
198
}

void
199
StaticModel::computeTemporaryTermsMapping(temporary_terms_t &temporary_terms, map_idx_t &map_idx)
200
{
201
  // Add a mapping form node ID to temporary terms order
202
  int j = 0;
203
  for (temporary_terms_t::const_iterator it = temporary_terms.begin();
204
      it != temporary_terms.end(); it++)
205
    map_idx[(*it)->idx] = j++;
206
207
208
209
}

void
StaticModel::writeModelEquationsOrdered_M(const string &static_basename) const
210
211
212
{
  string tmp_s, sps;
  ostringstream tmp_output, tmp1_output, global_output;
213
  expr_t lhs = NULL, rhs = NULL;
214
  BinaryOpNode *eq_node;
215
  map<expr_t, int> reference_count;
216
  temporary_terms_t local_temporary_terms;
217
218
219
  ofstream  output;
  int nze;
  vector<int> feedback_variables;
220
  deriv_node_temp_terms_t tef_terms;
221
  ExprNodeOutputType local_output_type;
222

Sébastien Villemot's avatar
Sébastien Villemot committed
223
  local_output_type = oMatlabStaticModelSparse;
224
  if (global_temporary_terms)
Sébastien Villemot's avatar
Sébastien Villemot committed
225
    local_temporary_terms = temporary_terms;
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275

  //----------------------------------------------------------------------
  //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)
276
        output << " g1 = spalloc("  << block_mfs << ", " << block_mfs << ", " << derivative_endo[block].size() << ");" << endl;
277
278
279
280

      if (v_temporary_terms_inuse[block].size())
        {
          tmp_output.str("");
281
          for (temporary_terms_inuse_t::const_iterator it = v_temporary_terms_inuse[block].begin();
282
283
284
285
286
287
288
289
290
291
292
293
294
               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];
295
          temporary_terms_t tt2;
296
297
298
299
          tt2.clear();
          if (v_temporary_terms[block].size())
            {
              output << "  " << "% //Temporary variables" << endl;
300
              for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin();
301
302
                   it != v_temporary_terms[block][i].end(); it++)
                {
303
304
305
                  if (dynamic_cast<ExternalFunctionNode *>(*it) != NULL)
                    (*it)->writeExternalFunctionOutput(output, local_output_type, tt2, tef_terms);

306
                  output << "  " <<  sps;
307
                  (*it)->writeOutput(output, local_output_type, local_temporary_terms, tef_terms);
308
                  output << " = ";
309
                  (*it)->writeOutput(output, local_output_type, tt2, tef_terms);
310
311
312
313
314
315
316
317
318
319
                  // 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));
320
          eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
          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("");
348
                      eq_node = (BinaryOpNode *) getBlockEquationRenormalizedExpr(block, i);
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
                      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:
392
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
393
394
395
396
397
            {
              unsigned int eq = it->first.first;
              unsigned int var = it->first.second;
              unsigned int eqr = getBlockEquationID(block, eq);
              unsigned int varr = getBlockVariableID(block, var);
398
              expr_t id = it->second.second;
399
400
401
402
403
404
405
406
407
408
409
410
411
412
              output << "    g1(" << eq+1-block_recursive << ", " << var+1-block_recursive << ") = ";
              id->writeOutput(output, local_output_type, local_temporary_terms);
              output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
                     << "(" << 0
                     << ") " << varr+1
                     << ", equation=" << eqr+1 << endl;
            }
          break;
        default:
          break;
        }
      output.close();
    }
}
413
414

void
415
StaticModel::writeModelEquationsCode(const string file_name, const string bin_basename, map_idx_t map_idx) const
416
417
418
419
{

  ostringstream tmp_output;
  ofstream code_file;
420
  unsigned int instruction_number = 0;
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
  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
438
439
  FDIMST_ fdimst(temporary_terms.size());
  fdimst.write(code_file, instruction_number);
440
441
442
443
444
445
446
447
448
449
  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,
450
451
                           u_count_int,
                           symbol_table.endo_nbr()
452
                           );
453
  fbeginblock.write(code_file, instruction_number);
454
455
456

  // Add a mapping form node ID to temporary terms order
  int j = 0;
457
  for (temporary_terms_t::const_iterator it = temporary_terms.begin();
458
459
       it != temporary_terms.end(); it++)
    map_idx[(*it)->idx] = j++;
460
  compileTemporaryTerms(code_file, instruction_number, temporary_terms, map_idx, false, false);
461

462
  compileModelEquations(code_file, instruction_number, temporary_terms, map_idx, false, false);
463
464

  FENDEQU_ fendequ;
465
  fendequ.write(code_file, instruction_number);
466

467
468
469
470
471
472
  // 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;

473
474
475
  vector<vector<pair<int, int> > > derivatives;
  derivatives.resize(symbol_table.endo_nbr());
  count_u = symbol_table.endo_nbr();
476
  for (first_derivatives_t::const_iterator it = first_derivatives.begin();
477
478
479
480
481
       it != first_derivatives.end(); it++)
    {
      int deriv_id = it->first.second;
      if (getTypeByDerivID(deriv_id) == eEndogenous)
        {
482
          expr_t d1 = it->second;
483
484
485
          unsigned int eq = it->first.first;
          int symb = getSymbIDByDerivID(deriv_id);
          unsigned int var = symbol_table.getTypeSpecificID(symb);
486
          FNUMEXPR_ fnumexpr(FirstEndoDerivative, eq, var);
487
          fnumexpr.write(code_file, instruction_number);
488
489
490
491
          if (!derivatives[eq].size())
            derivatives[eq].clear();
          derivatives[eq].push_back(make_pair(var, count_u));

492
          d1->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false);
493
494

          FSTPSU_ fstpsu(count_u);
495
          fstpsu.write(code_file, instruction_number);
496
497
498
499
500
501
          count_u++;
        }
    }
  for (int i = 0; i < symbol_table.endo_nbr(); i++)
    {
      FLDR_ fldr(i);
502
      fldr.write(code_file, instruction_number);
503
      if (derivatives[i].size())
504
        {
505
506
          for(vector<pair<int, int> >::const_iterator it = derivatives[i].begin();
              it != derivatives[i].end(); it++)
507
            {
508
509
510
511
512
              FLDSU_ fldsu(it->second);
              fldsu.write(code_file, instruction_number);
              FLDSV_ fldsv(eEndogenous, it->first);
              fldsv.write(code_file, instruction_number);
              FBINARY_ fbinary(oTimes);
513
              fbinary.write(code_file, instruction_number);
514
515
516
517
518
              if (it != derivatives[i].begin())
                {
                  FBINARY_ fbinary(oPlus);
                  fbinary.write(code_file, instruction_number);
                }
519
            }
520
521
          FBINARY_ fbinary(oMinus);
          fbinary.write(code_file, instruction_number);
522
523
        }
      FSTPSU_ fstpsu(i);
524
      fstpsu.write(code_file, instruction_number);
525
    }
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
  // 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 ;

  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);
          FSTPG2_ fstpg2(eq,var);
          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);

573
  FENDBLOCK_ fendblock;
574
  fendblock.write(code_file, instruction_number);
575
  FEND_ fend;
576
  fend.write(code_file, instruction_number);
577
578
579
580
  code_file.close();
}

void
581
StaticModel::writeModelEquationsCode_Block(const string file_name, const string bin_basename, map_idx_t map_idx, vector<map_idx_t> map_idx2) const
582
583
{
  struct Uff_l
584
  {
585
586
587
    int u, var, lag;
    Uff_l *pNext;
  };
588

589
590
591
592
593
594
595
596
597
  struct Uff
  {
    Uff_l *Ufl, *Ufl_First;
  };

  int i, v;
  string tmp_s;
  ostringstream tmp_output;
  ofstream code_file;
598
  unsigned int instruction_number = 0;
599
  expr_t lhs = NULL, rhs = NULL;
600
601
  BinaryOpNode *eq_node;
  Uff Uf[symbol_table.endo_nbr()];
602
  map<expr_t, int> reference_count;
603
  vector<int> feedback_variables;
604
  deriv_node_temp_terms_t tef_terms;
605
606
607
608
609
610
611
612
613
614
615
616
  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

617
618
  FDIMST_ fdimst(temporary_terms.size());
  fdimst.write(code_file, instruction_number);
619
620
621
622
623
624
625

  for (unsigned int block = 0; block < getNbBlocks(); block++)
    {
      feedback_variables.clear();
      if (block > 0)
        {
          FENDBLOCK_ fendblock;
626
          fendblock.write(code_file, instruction_number);
627
628
629
630
631
632
633
634
635
636
637
        }
      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)
        {
638
          Write_Inf_To_Bin_File_Block(file_name, bin_basename, block, u_count_int, file_open);
639
640
641
642
643
644
645
646
647
648
649
650
651
          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,
652
                               u_count_int,
653
                               /*symbol_table.endo_nbr()*/block_size
654
                               );
655

656
      fbeginblock.write(code_file, instruction_number);
657
658
659
660

      for (i = 0; i < (int) block_size; i++)
        {
          //The Temporary terms
661
          temporary_terms_t tt2;
662
663
664
          tt2.clear();
          if (v_temporary_terms[block].size())
            {
665
              for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin();
666
667
                   it != v_temporary_terms[block][i].end(); it++)
                {
668
669
670
                  if (dynamic_cast<ExternalFunctionNode *>(*it) != NULL)
                    (*it)->compileExternalFunctionOutput(code_file, instruction_number, false, tt2, map_idx, false, false, tef_terms);

671
                  FNUMEXPR_ fnumexpr(TemporaryTerm, (int)(map_idx.find((*it)->idx)->second));
672
                  fnumexpr.write(code_file, instruction_number);
673
                  (*it)->compile(code_file, instruction_number, false, tt2, map_idx, false, false, tef_terms);
674
                  FSTPST_ fstpst((int)(map_idx.find((*it)->idx)->second));
675
                  fstpst.write(code_file, instruction_number);
676
677
678
679
680
                  // Insert current node into tt2
                  tt2.insert(*it);
                }
            }

681
          // The equations
682
683
684
685
686
687
688
689
          int variable_ID, equation_ID;
          EquationType equ_type;
          switch (simulation_type)
            {
            evaluation:
            case EVALUATE_BACKWARD:
            case EVALUATE_FORWARD:
              equ_type = getBlockEquationType(block, i);
690
691
              {
                FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
692
                fnumexpr.write(code_file, instruction_number);
693
              }
694
695
              if (equ_type == E_EVALUATE)
                {
696
                  eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
697
698
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
699
700
                  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);
701
702
703
                }
              else if (equ_type == E_EVALUATE_S)
                {
704
                  eq_node = (BinaryOpNode *) getBlockEquationRenormalizedExpr(block, i);
705
706
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
707
708
                  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);
709
710
711
712
713
714
715
716
717
718
719
720
721
                }
              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:
722
              FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
723
              fnumexpr.write(code_file, instruction_number);
724
              eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
725
726
              lhs = eq_node->get_arg1();
              rhs = eq_node->get_arg2();
727
728
              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);
729
730

              FBINARY_ fbinary(oMinus);
731
              fbinary.write(code_file, instruction_number);
732
733

              FSTPR_ fstpr(i - block_recursive);
734
              fstpr.write(code_file, instruction_number);
735
736
737
            }
        }
      FENDEQU_ fendequ;
738
      fendequ.write(code_file, instruction_number);
739
740
741
742
743
744
745

      // 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;

746
747
748
749
750
751
752
753
      // 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:
754
755
              {
                FNUMEXPR_ fnumexpr(FirstEndoDerivative, 0, 0);
756
                fnumexpr.write(code_file, instruction_number);
757
              }
758
              compileDerivative(code_file, instruction_number, getBlockEquationID(block, 0), getBlockVariableID(block, 0), map_idx, temporary_terms);
759
              {
760
                FSTPG_ fstpg(0);
761
                fstpg.write(code_file, instruction_number);
762
              }
763
              break;
764

765
766
767
            case SOLVE_BACKWARD_COMPLETE:
            case SOLVE_FORWARD_COMPLETE:
              count_u = feedback_variables.size();
768
              for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
769
770
771
772
773
                {
                  unsigned int eq = it->first.first;
                  unsigned int var = it->first.second;
                  unsigned int eqr = getBlockEquationID(block, eq);
                  unsigned int varr = getBlockVariableID(block, var);
774
                  if (eq >= block_recursive && var >= block_recursive)
775
776
777
778
779
780
781
782
783
784
785
786
787
788
                    {
                      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;
789
                      FNUMEXPR_ fnumexpr(FirstEndoDerivative, eqr, varr);
790
                      fnumexpr.write(code_file, instruction_number);
791
                      compileChainRuleDerivative(code_file, instruction_number, eqr, varr, 0, map_idx, temporary_terms);
792
                      FSTPSU_ fstpsu(count_u);
793
                      fstpsu.write(code_file, instruction_number);
794
795
796
797
798
799
800
801
                      count_u++;
                    }
                }
              for (i = 0; i < (int) block_size; i++)
                {
                  if (i >= (int) block_recursive)
                    {
                      FLDR_ fldr(i-block_recursive);
802
                      fldr.write(code_file, instruction_number);
803
804

                      FLDZ_ fldz;
805
                      fldz.write(code_file, instruction_number);
806
807
808
809
810

                      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);
811
                          fldsu.write(code_file, instruction_number);
812
                          FLDSV_ fldsv(eEndogenous, Uf[v].Ufl->var);
813
                          fldsv.write(code_file, instruction_number);
814
815

                          FBINARY_ fbinary(oTimes);
816
                          fbinary.write(code_file, instruction_number);
817
818

                          FCUML_ fcuml;
819
                          fcuml.write(code_file, instruction_number);
820
821
822
823
824
825
826
827
828
                        }
                      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);
829
                      fbinary.write(code_file, instruction_number);
830
831

                      FSTPSU_ fstpsu(i - block_recursive);
832
                      fstpsu.write(code_file, instruction_number);
833
834
835
836
837
838
839
840

                    }
                }
              break;
            default:
              break;
            }
        }
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865

      // 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 ;

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

      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++)
                {
866
867
868
                  if (dynamic_cast<ExternalFunctionNode *>(*it) != NULL)
                    (*it)->compileExternalFunctionOutput(code_file, instruction_number, false, tt3, map_idx2[block], false, false, tef_terms);

869
870
                  FNUMEXPR_ fnumexpr(TemporaryTerm, (int)(map_idx2[block].find((*it)->idx)->second));
                  fnumexpr.write(code_file, instruction_number);
871
872
873

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

874
875
876
877
878
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
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
                  FSTPST_ fstpst((int)(map_idx2[block].find((*it)->idx)->second));
                  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();
                  rhs->compile(code_file, instruction_number, false, tt2/*temporary_terms*/, map_idx2[block], false, false);
                  lhs->compile(code_file, instruction_number, true, tt2/*temporary_terms*/, map_idx2[block], false, false);
                }
              else if (equ_type == E_EVALUATE_S)
                {
                  eq_node = (BinaryOpNode *) getBlockEquationRenormalizedExpr(block, i);
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
                  rhs->compile(code_file, instruction_number, false, tt2/*temporary_terms*/, map_idx2[block], false, false);
                  lhs->compile(code_file, instruction_number, true, tt2/*temporary_terms*/, map_idx2[block], false, false);
                }
              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();
              lhs->compile(code_file, instruction_number, false, tt2/*temporary_terms*/, map_idx2[block], false, false);
              rhs->compile(code_file, instruction_number, false, tt2/*temporary_terms*/, map_idx2[block], false, false);

              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);
          }
950
          compileDerivative(code_file, instruction_number, getBlockEquationID(block, 0), getBlockVariableID(block, 0), map_idx2[block], tt2/*temporary_terms*/);
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
          {
            FSTPG2_ fstpg2(0,0);
            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);

970
              compileChainRuleDerivative(code_file, instruction_number, eqr, varr, 0, map_idx2[block], tt2/*temporary_terms*/);
971
972
973
974
975
976
977
978
979
980
981
982
983
984

              FSTPG2_ fstpg2(eq,var);
              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);
985
986
    }
  FENDBLOCK_ fendblock;
987
  fendblock.write(code_file, instruction_number);
988
  FEND_ fend;
989
  fend.write(code_file, instruction_number);
990
991
  code_file.close();
}
992
993

void
994
StaticModel::Write_Inf_To_Bin_File_Block(const string &static_basename, const string &bin_basename, const int &num,
995
996
997
998
999
1000
                                   int &u_count_int, bool &file_open) const
{
  int j;
  std::ofstream SaveCode;
  if (file_open)
    SaveCode.open((bin_basename + "_static.bin").c_str(), ios::out | ios::in | ios::binary | ios::ate);