DynamicModel.cc 182 KB
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/*
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 * Copyright (C) 2003-2012 Dynare Team
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 *
 * This file is part of Dynare.
 *
 * Dynare is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * Dynare is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 */

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

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

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

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

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void
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DynamicModel::compileDerivative(ofstream &code_file, unsigned int &instruction_number, int eq, int symb_id, int lag, const map_idx_t &map_idx) const
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{
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  first_derivatives_t::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symbol_table.getID(eEndogenous, symb_id), lag)));
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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, true, 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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DynamicModel::compileChainRuleDerivative(ofstream &code_file, unsigned int &instruction_number, int eqr, int varr, int lag, const map_idx_t &map_idx) 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, true, false);
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  else
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    {
      FLDZ_ fldz;
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      fldz.write(code_file, instruction_number);
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    }
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}

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void
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DynamicModel::computeTemporaryTermsOrdered()
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{
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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;
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  v_temporary_terms.clear();
  map_idx.clear();
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  unsigned int nb_blocks = getNbBlocks();
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  v_temporary_terms = vector<vector<temporary_terms_t> >(nb_blocks);
  v_temporary_terms_inuse = vector<temporary_terms_inuse_t>(nb_blocks);
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  temporary_terms.clear();
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  if (!global_temporary_terms)
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    {
      for (unsigned int block = 0; block < nb_blocks; block++)
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        {
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          reference_count.clear();
          temporary_terms.clear();
          unsigned int block_size = getBlockSize(block);
          unsigned int block_nb_mfs = getBlockMfs(block);
          unsigned int block_nb_recursives = block_size - block_nb_mfs;
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          v_temporary_terms[block] = vector<temporary_terms_t>(block_size);
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          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))
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                getBlockEquationRenormalizedExpr(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
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              else
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                {
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                  eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
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                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
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                }
            }
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          for (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;
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              id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);
            }
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          for (derivative_t::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
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            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);
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          for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
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            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);
          set<int> temporary_terms_in_use;
          temporary_terms_in_use.clear();
          v_temporary_terms_inuse[block] = temporary_terms_in_use;
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        }
    }
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  else
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    {
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      for (unsigned int block = 0; block < nb_blocks; block++)
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        {
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          // Compute the temporary terms reordered
          unsigned int block_size = getBlockSize(block);
          unsigned int block_nb_mfs = getBlockMfs(block);
          unsigned int block_nb_recursives = block_size - block_nb_mfs;
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          v_temporary_terms[block] = vector<temporary_terms_t>(block_size);
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          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))
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                getBlockEquationRenormalizedExpr(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
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              else
                {
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                  eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
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                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, i);
                }
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            }
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          for (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;
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              id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
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            }
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          for (derivative_t::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
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            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
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          for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
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            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
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        }
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      for (unsigned int block = 0; block < nb_blocks; block++)
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        {
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          // Collect the temporary terms reordered
          unsigned int block_size = getBlockSize(block);
          unsigned int block_nb_mfs = getBlockMfs(block);
          unsigned int block_nb_recursives = block_size - block_nb_mfs;
          set<int> temporary_terms_in_use;
          for (unsigned int i = 0; i < block_size; i++)
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            {
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              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
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                getBlockEquationRenormalizedExpr(block, i)->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
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              else
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                {
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                  eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
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                  eq_node->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
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                }
            }
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          for (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;
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              id->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
            }
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          for (derivative_t::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
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            it->second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
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          for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
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            it->second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
          v_temporary_terms_inuse[block] = temporary_terms_in_use;
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        }
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      computeTemporaryTermsMapping();
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    }
}

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void
DynamicModel::computeTemporaryTermsMapping()
{
  // Add a mapping form node ID to temporary terms order
  int j = 0;
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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
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DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
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{
  string tmp_s, sps;
  ostringstream tmp_output, tmp1_output, global_output;
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  expr_t lhs = NULL, rhs = NULL;
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  BinaryOpNode *eq_node;
  ostringstream Uf[symbol_table.endo_nbr()];
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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;
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  int nze, nze_exo, nze_exo_det, nze_other_endo;
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  vector<int> feedback_variables;
  ExprNodeOutputType local_output_type;
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  local_output_type = oMatlabDynamicModelSparse;
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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();
      nze_other_endo = derivative_other_endo[block].size();
      nze_exo = derivative_exo[block].size();
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      nze_exo_det = derivative_exo_det[block].size();
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      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;
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      deriv_node_temp_terms_t tef_terms;
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      local_output_type = oMatlabDynamicModelSparse;
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      if (global_temporary_terms)
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        local_temporary_terms = temporary_terms;
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      int prev_lag;
      unsigned int prev_var, count_col, count_col_endo, count_col_exo, count_col_exo_det, count_col_other_endo;
      map<pair<int, pair<int, int> >, expr_t> tmp_block_endo_derivative;
      for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
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        tmp_block_endo_derivative[make_pair(it->second.first, make_pair(it->first.second, it->first.first))] = it->second.second;
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      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_endo = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_endo_derivative.begin(); it != tmp_block_endo_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          //int eqr = getBlockInitialEquationID(block, eq);
          //int varr = getBlockInitialVariableID(block, var);
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_endo++;
            }
        }
      map<pair<int, pair<int, int> >, expr_t> tmp_block_exo_derivative;
      for (derivative_t::const_iterator it = derivative_exo[block].begin(); it != (derivative_exo[block]).end(); it++)
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        tmp_block_exo_derivative[make_pair(it->first.first, make_pair(it->first.second.second, it->first.second.first))] = it->second;
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      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_exo = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_exo_derivative.begin(); it != tmp_block_exo_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          //int eqr = getBlockInitialEquationID(block, eq);
          //int varr = getBlockInitialVariableID(block, var);
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_exo++;
            }
        }
      map<pair<int, pair<int, int> >, expr_t> tmp_block_exo_det_derivative;
      for (derivative_t::const_iterator it = derivative_exo_det[block].begin(); it != (derivative_exo_det[block]).end(); it++)
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        tmp_block_exo_det_derivative[make_pair(it->first.first, make_pair(it->first.second.second, it->first.second.first))] = it->second;
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      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_exo_det = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_exo_derivative.begin(); it != tmp_block_exo_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          //int eqr = getBlockInitialEquationID(block, eq);
          //int varr = getBlockInitialVariableID(block, var);
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_exo_det++;
            }
        }
      map<pair<int, pair<int, int> >, expr_t> tmp_block_other_endo_derivative;
      for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != (derivative_other_endo[block]).end(); it++)
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        tmp_block_other_endo_derivative[make_pair(it->first.first, make_pair(it->first.second.second, it->first.second.first))] = it->second;
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      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_other_endo = 0;
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      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_other_endo_derivative.begin(); it != tmp_block_other_endo_derivative.end(); it++)
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        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          //int eqr = getBlockInitialEquationID(block, eq);
          //int varr = getBlockInitialVariableID(block, var);
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_other_endo++;
            }
        }

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      tmp1_output.str("");
      tmp1_output << dynamic_basename << "_" << block+1 << ".m";
      output.open(tmp1_output.str().c_str(), ios::out | ios::binary);
      output << "%\n";
      output << "% " << tmp1_output.str() << " : Computes dynamic model for Dynare\n";
      output << "%\n";
      output << "% Warning : this file is generated automatically by Dynare\n";
      output << "%           from model file (.mod)\n\n";
      output << "%/\n";
      if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
        {
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          output << "function [y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, steady_state, jacobian_eval, y_kmin, periods)\n";
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        }
      else if (simulation_type == SOLVE_FORWARD_COMPLETE || simulation_type == SOLVE_BACKWARD_COMPLETE)
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        output << "function [residual, y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, steady_state, it_, jacobian_eval)\n";
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      else if (simulation_type == SOLVE_BACKWARD_SIMPLE || simulation_type == SOLVE_FORWARD_SIMPLE)
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        output << "function [residual, y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, steady_state, it_, jacobian_eval)\n";
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      else
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        output << "function [residual, y, g1, g2, g3, b, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, steady_state, periods, jacobian_eval, y_kmin, y_size)\n";
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      BlockType block_type;
      if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
        block_type = SIMULTAN;
      else if (simulation_type == SOLVE_FORWARD_COMPLETE || simulation_type == SOLVE_BACKWARD_COMPLETE)
        block_type = SIMULTANS;
      else if ((simulation_type == SOLVE_FORWARD_SIMPLE || simulation_type == SOLVE_BACKWARD_SIMPLE
                || simulation_type == EVALUATE_BACKWARD    || simulation_type == EVALUATE_FORWARD)
               && getBlockFirstEquation(block) < prologue)
        block_type = PROLOGUE;
      else if ((simulation_type == SOLVE_FORWARD_SIMPLE || simulation_type == SOLVE_BACKWARD_SIMPLE
                || simulation_type == EVALUATE_BACKWARD    || simulation_type == EVALUATE_FORWARD)
               && getBlockFirstEquation(block) >= equations.size() - epilogue)
        block_type = EPILOGUE;
      else
        block_type = SIMULTANS;
      output << "  % ////////////////////////////////////////////////////////////////////////" << endl
             << "  % //" << string("                     Block ").substr(int (log10(block + 1))) << block + 1 << " " << BlockType0(block_type)
             << "          //" << endl
             << "  % //                     Simulation type "
             << BlockSim(simulation_type) << "  //" << endl
             << "  % ////////////////////////////////////////////////////////////////////////" << endl;
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      output << "  global options_ oo_;" << endl;
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      //The Temporary terms
      if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
        {
          output << "  if(jacobian_eval)\n";
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          output << "    g1 = spalloc(" << block_mfs  << ", " << count_col_endo << ", " << nze << ");\n";
          output << "    g1_x=spalloc(" << block_size << ", " << count_col_exo  << ", " << nze_exo << ");\n";
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          output << "    g1_xd=spalloc(" << block_size << ", " << count_col_exo_det  << ", " << nze_exo_det << ");\n";
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          output << "    g1_o=spalloc(" << block_size << ", " << count_col_other_endo << ", " << nze_other_endo << ");\n";
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          output << "  end;\n";
        }
      else
        {
          output << "  if(jacobian_eval)\n";
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          output << "    g1 = spalloc(" << block_size << ", " << count_col_endo << ", " << nze << ");\n";
          output << "    g1_x=spalloc(" << block_size << ", " << count_col_exo  << ", " << nze_exo << ");\n";
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          output << "    g1_xd=spalloc(" << block_size << ", " << count_col_exo_det  << ", " << nze_exo_det << ");\n";
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          output << "    g1_o=spalloc(" << block_size << ", " << count_col_other_endo << ", " << nze_other_endo << ");\n";
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          output << "  else\n";
          if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
            {
              output << "    g1 = spalloc(" << block_mfs << "*options_.periods, "
                     << block_mfs << "*(options_.periods+" << max_leadlag_block[block].first+max_leadlag_block[block].second+1 << ")"
                     << ", " << nze << "*options_.periods);\n";
            }
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          else
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            {
              output << "    g1 = spalloc(" << block_mfs
                     << ", " << block_mfs << ", " << nze << ");\n";
            }
          output << "  end;\n";
        }
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      output << "  g2=0;g3=0;\n";
      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 == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
        {
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          temporary_terms_t tt2;
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          tt2.clear();
          for (int i = 0; i < (int) block_size; i++)
            {
              if (v_temporary_terms[block][i].size() && global_temporary_terms)
                {
                  output << "  " << "% //Temporary variables initialization" << endl
                         << "  " << "T_zeros = zeros(y_kmin+periods, 1);" << endl;
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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++)
                    {
                      output << "  ";
                      (*it)->writeOutput(output, oMatlabDynamicModel, local_temporary_terms);
                      output << " = T_zeros;" << endl;
                    }
                }
            }
        }
      if (simulation_type == SOLVE_BACKWARD_SIMPLE || simulation_type == SOLVE_FORWARD_SIMPLE || simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
        output << "  residual=zeros(" << block_mfs << ",1);\n";
      else if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
        output << "  residual=zeros(" << block_mfs << ",y_kmin+periods);\n";
      if (simulation_type == EVALUATE_BACKWARD)
        output << "  for it_ = (y_kmin+periods):y_kmin+1\n";
      if (simulation_type == EVALUATE_FORWARD)
        output << "  for it_ = y_kmin+1:(y_kmin+periods)\n";

      if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
        {
          output << "  b = zeros(periods*y_size,1);" << endl
                 << "  for it_ = y_kmin+1:(periods+y_kmin)" << endl
                 << "    Per_y_=it_*y_size;" << endl
                 << "    Per_J_=(it_-y_kmin-1)*y_size;" << endl
                 << "    Per_K_=(it_-1)*y_size;" << endl;
          sps = "  ";
        }
      else
        if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
          sps = "  ";
        else
          sps = "";
      // The equations
      for (unsigned int i = 0; i < block_size; i++)
        {
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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:     if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
                output << "    % equation " << getBlockEquationID(block, i)+1 << " variable : " << sModel
                       << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << endl;
              output << "    ";
              if (equ_type == E_EVALUATE)
                {
                  output << tmp_output.str();
                  output << " = ";
                  rhs->writeOutput(output, local_output_type, local_temporary_terms);
                }
              else if (equ_type == E_EVALUATE_S)
                {
                  output << "%" << tmp_output.str();
                  output << " = ";
                  if (isBlockEquationRenormalized(block, i))
                    {
                      rhs->writeOutput(output, local_output_type, local_temporary_terms);
                      output << "\n    ";
                      tmp_output.str("");
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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
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                     << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << " symb_id=" << symbol_table.getID(eEndogenous, variable_ID) << endl;
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              output << "  " << "residual(" << i+1-block_recursive << ") = (";
              goto end;
            case SOLVE_TWO_BOUNDARIES_COMPLETE:
            case SOLVE_TWO_BOUNDARIES_SIMPLE:
              if (i < block_recursive)
                goto evaluation;
              feedback_variables.push_back(variable_ID);
              output << "    % equation " << equation_ID+1 << " variable : " << sModel
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                     << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << " symb_id=" << symbol_table.getID(eEndogenous, variable_ID) << endl;
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              Uf[equation_ID] << "    b(" << i+1-block_recursive << "+Per_J_) = -residual(" << i+1-block_recursive << ", it_)";
              output << "    residual(" << i+1-block_recursive << ", it_) = (";
              goto end;
            default:
            end:
              output << tmp_output.str();
              output << ") - (";
              rhs->writeOutput(output, local_output_type, local_temporary_terms);
              output << ");\n";
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#ifdef CONDITION
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              if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
                output << "  condition(" << i+1 << ")=0;\n";
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#endif
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            }
        }
      // The Jacobian if we have to solve the block
      if (simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE)
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        output << "  " << sps << "% Jacobian  " << endl << "    if jacobian_eval" << endl;
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      else
        if (simulation_type == SOLVE_BACKWARD_SIMPLE   || simulation_type == SOLVE_FORWARD_SIMPLE
            || simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
          output << "  % Jacobian  " << endl << "  if jacobian_eval" << endl;
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        else
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          output << "    % Jacobian  " << endl << "    if jacobian_eval" << endl;
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      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_endo_derivative.begin(); it != tmp_block_endo_derivative.end(); it++)
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        {
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          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          unsigned int eq = it->first.second.second;
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          int eqr = getBlockEquationID(block, eq);
          int varr = getBlockVariableID(block, var);
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          if (var != prev_var || lag != prev_lag)
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            {
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              prev_var = var;
              prev_lag = lag;
              count_col++;
            }
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          expr_t id = it->second;
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          output << "      g1(" << eq+1 << ", " << count_col << ") = ";
          id->writeOutput(output, local_output_type, local_temporary_terms);
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          output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
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                 << "(" << lag
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                 << ") " << varr+1 << ", " << var+1
                 << ", equation=" << eqr+1 << ", " << eq+1 << endl;
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        }
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_exo_derivative.begin(); it != tmp_block_exo_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          unsigned int eq = it->first.second.second;
          int eqr = getBlockInitialEquationID(block, eq);
          if (var != prev_var || lag != prev_lag)
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            {
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              prev_var = var;
              prev_lag = lag;
              count_col++;
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            }
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          expr_t id = it->second;
          output << "      g1_x(" << eqr+1 << ", " << count_col << ") = ";
          id->writeOutput(output, local_output_type, local_temporary_terms);
          output << "; % variable=" << symbol_table.getName(symbol_table.getID(eExogenous, var))
                 << "(" << lag
                 << ") " << var+1
                 << ", equation=" << eq+1 << endl;
        }
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_exo_det_derivative.begin(); it != tmp_block_exo_det_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          unsigned int eq = it->first.second.second;
          int eqr = getBlockInitialEquationID(block, eq);
          if (var != prev_var || lag != prev_lag)
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            {
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              prev_var = var;
              prev_lag = lag;
              count_col++;
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            }
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          expr_t id = it->second;
          output << "      g1_xd(" << eqr+1 << ", " << count_col << ") = ";
          id->writeOutput(output, local_output_type, local_temporary_terms);
          output << "; % variable=" << symbol_table.getName(symbol_table.getID(eExogenous, var))
                 << "(" << lag
                 << ") " << var+1
                 << ", equation=" << eq+1 << endl;
        }
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_other_endo_derivative.begin(); it != tmp_block_other_endo_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          unsigned int eq = it->first.second.second;
          int eqr = getBlockInitialEquationID(block, eq);
          if (var != prev_var || lag != prev_lag)
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            {
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              prev_var = var;
              prev_lag = lag;
              count_col++;
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            }
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          expr_t id = it->second;

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          output << "      g1_o(" << eqr+1 << ", " << /*var+1+(lag+block_max_lag)*block_size*/ count_col << ") = ";
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          id->writeOutput(output, local_output_type, local_temporary_terms);
          output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                 << "(" << lag
                 << ") " << var+1
                 << ", equation=" << eq+1 << endl;
        }
      output << "      varargout{1}=g1_x;\n";
      output << "      varargout{2}=g1_xd;\n";
      output << "      varargout{3}=g1_o;\n";

      switch (simulation_type)
        {
        case EVALUATE_FORWARD:
        case EVALUATE_BACKWARD:
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          output << "    end;" << endl;
          output << "  end;" << endl;
          break;
        case SOLVE_BACKWARD_SIMPLE:
        case SOLVE_FORWARD_SIMPLE:
        case SOLVE_BACKWARD_COMPLETE:
        case SOLVE_FORWARD_COMPLETE:
          output << "  else" << endl;
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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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              int lag = it->second.first;
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              if (lag == 0)
                {
                  output << "    g1(" << eq+1 << ", " << var+1-block_recursive << ") = ";
                  id->writeOutput(output, local_output_type, local_temporary_terms);
                  output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
                         << "(" << lag
                         << ") " << varr+1
                         << ", equation=" << eqr+1 << endl;
                }

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            }
          output << "  end;\n";
          break;
        case SOLVE_TWO_BOUNDARIES_SIMPLE:
        case SOLVE_TWO_BOUNDARIES_COMPLETE:
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          output << "    else" << endl;
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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);
              ostringstream tmp_output;
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              expr_t id = it->second.second;
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              int lag = it->second.first;
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              if (eq >= block_recursive && var >= block_recursive)
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                {
                  if (lag == 0)
                    Uf[eqr] << "+g1(" << eq+1-block_recursive
                            << "+Per_J_, " << var+1-block_recursive
                            << "+Per_K_)*y(it_, " << varr+1 << ")";
                  else if (lag == 1)
                    Uf[eqr] << "+g1(" << eq+1-block_recursive
                            << "+Per_J_, " << var+1-block_recursive
                            << "+Per_y_)*y(it_+1, " << varr+1 << ")";
                  else if (lag > 0)
                    Uf[eqr] << "+g1(" << eq+1-block_recursive
                            << "+Per_J_, " << var+1-block_recursive
                            << "+y_size*(it_+" << lag-1 << "))*y(it_+" << lag << ", " << varr+1 << ")";
                  else if (lag < 0)
                    Uf[eqr] << "+g1(" << eq+1-block_recursive
                            << "+Per_J_, " << var+1-block_recursive
                            << "+y_size*(it_" << lag-1 << "))*y(it_" << lag << ", " << varr+1 << ")";
                  if (lag == 0)
                    tmp_output << "     g1(" << eq+1-block_recursive << "+Per_J_, "
                               << var+1-block_recursive << "+Per_K_) = ";
                  else if (lag == 1)
                    tmp_output << "     g1(" << eq+1-block_recursive << "+Per_J_, "
                               << var+1-block_recursive << "+Per_y_) = ";
                  else if (lag > 0)
                    tmp_output << "     g1(" << eq+1-block_recursive << "+Per_J_, "
                               << var+1-block_recursive << "+y_size*(it_+" << lag-1 << ")) = ";
                  else if (lag < 0)
                    tmp_output << "     g1(" << eq+1-block_recursive << "+Per_J_, "
                               << var+1-block_recursive << "+y_size*(it_" << lag-1 << ")) = ";
                  output << " " << tmp_output.str();
                  id->writeOutput(output, local_output_type, local_temporary_terms);
                  output << ";";
                  output << " %2 variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
                         << "(" << lag << ") " << varr+1
                         << ", equation=" << eqr+1 << " (" << eq+1 << ")" << endl;
                }
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#ifdef CONDITION
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              output << "  if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
              output << "    condition(" << eqr << ")=u(" << u << "+Per_u_);\n";
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#endif
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            }
          for (unsigned int i = 0; i < block_size; i++)
            {
              if (i >= block_recursive)
                output << "  " << Uf[getBlockEquationID(block, i)].str() << ";\n";
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#ifdef CONDITION
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              output << "  if (fabs(condition(" << i+1 << "))<fabs(u(" << i << "+Per_u_)))\n";
              output << "    condition(" << i+1 << ")=u(" << i+1 << "+Per_u_);\n";
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#endif
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            }
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#ifdef CONDITION
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          for (m = 0; m <= ModelBlock->Block_List[block].Max_Lead+ModelBlock->Block_List[block].Max_Lag; m++)
            {
              k = m-ModelBlock->Block_List[block].Max_Lag;
              for (i = 0; i < ModelBlock->Block_List[block].IM_lead_lag[m].size; i++)
                {
                  unsigned int eq = ModelBlock->Block_List[block].IM_lead_lag[m].Equ_Index[i];
                  unsigned int var = ModelBlock->Block_List[block].IM_lead_lag[m].Var_Index[i];
                  unsigned int u = ModelBlock->Block_List[block].IM_lead_lag[m].u[i];
                  unsigned int eqr = ModelBlock->Block_List[block].IM_lead_lag[m].Equ[i];
                  output << "  u(" << u+1 << "+Per_u_) = u(" << u+1 << "+Per_u_) / condition(" << eqr+1 << ");\n";
                }
            }
          for (i = 0; i < ModelBlock->Block_List[block].Size; i++)
            output << "  u(" << i+1 << "+Per_u_) = u(" << i+1 << "+Per_u_) / condition(" << i+1 << ");\n";
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#endif
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          output << "    end;" << endl;
          output << "  end;" << endl;
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          break;
        default:
          break;
        }
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      output << "end" << endl;
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      output.close();
    }
}
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void
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DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basename, const map_idx_t &map_idx) const
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{
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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;
  BlockSimulationType simulation_type;
  if ((max_endo_lag > 0) && (max_endo_lead > 0))
    simulation_type = SOLVE_TWO_BOUNDARIES_COMPLETE;
  else if ((max_endo_lag >= 0) && (max_endo_lead == 0))
    simulation_type = SOLVE_FORWARD_COMPLETE;
  else
    simulation_type = SOLVE_BACKWARD_COMPLETE;

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

  //Temporary variables declaration
  FDIMT_ fdimt(temporary_terms.size());
820
821
822
823
  fdimt.write(code_file, instruction_number);
  int other_endo_size = 0;

  vector<unsigned int> exo, exo_det, other_endo;
824

825
  for (int i = 0; i < symbol_table.exo_det_nbr(); i++)
826
    exo_det.push_back(i);
827
  for (int i = 0; i < symbol_table.exo_nbr(); i++)
828
    exo.push_back(i);
829

830
831
  map<pair< int, pair<int, int> >, expr_t> first_derivatives_reordered_endo;
  map<pair< pair<int, int>, pair<int, int> >, expr_t>  first_derivatives_reordered_exo;
832
833
834
835
836
837
838
839
840
841
  for (first_derivatives_t::const_iterator it = first_derivatives.begin();
       it != first_derivatives.end(); it++)
    {
      int deriv_id = it->first.second;
      unsigned int eq = it->first.first;
      int symb = getSymbIDByDerivID(deriv_id);
      unsigned int var = symbol_table.getTypeSpecificID(symb);
      int lag = getLagByDerivID(deriv_id);
      if (getTypeByDerivID(deriv_id) == eEndogenous)
        first_derivatives_reordered_endo[make_pair(lag, make_pair(var, eq))] = it->second;
842
      else if (getTypeByDerivID(deriv_id) == eExogenous || getTypeByDerivID(deriv_id) == eExogenousDet)
843
        first_derivatives_reordered_exo[make_pair(make_pair(lag, getTypeByDerivID(deriv_id)), make_pair(var, eq))] = it->second;
844
845
846
847
848
849
850
851
852
    }
  int prev_var = -1;
  int prev_lag = -999999999;
  int count_col_endo = 0;
  for (map<pair< int, pair<int, int> >, expr_t>::const_iterator it = first_derivatives_reordered_endo.begin();
       it != first_derivatives_reordered_endo.end(); it++)
    {
      int var = it->first.second.first;
      int lag = it->first.first;
853
      if (prev_var != var || prev_lag != lag)
854
855
856
857
858
859
        {
          prev_var = var;
          prev_lag = lag;
          count_col_endo++;
        }
    }
860
861
  prev_var = -1;
  prev_lag = -999999999;
862
  int prev_type = -1;
863
864
  int count_col_exo = 0;

865
  for (map<pair< pair<int, int>, pair<int, int> >, expr_t>::const_iterator it = first_derivatives_reordered_exo.begin();
866
867
868
       it != first_derivatives_reordered_exo.end(); it++)
    {
      int var = it->first.second.first;
869
870
871
      int lag = it->first.first.first;
      int type = it->first.first.second;
      if (prev_var != var || prev_lag != lag || prev_type != type)
872
873
874
        {
          prev_var = var;
          prev_lag = lag;
875
          prev_type = type;
876
877
878
          count_col_exo++;
        }
    }
879
  
880
881
882
883
884
885
886
887
888
889
  FBEGINBLOCK_ fbeginblock(symbol_table.endo_nbr(),
                           simulation_type,
                           0,
                           symbol_table.endo_nbr(),
                           variable_reordered,
                           equation_reordered,
                           false,
                           symbol_table.endo_nbr(),
                           0,
                           0,
890
                           u_count_int,
891
                           count_col_endo,
892
                           symbol_table.exo_det_nbr(),
893
                           count_col_exo,
894
895
896
897
898
                           other_endo_size,
                           0,
                           exo_det,
                           exo,
                           other_endo
899
                           );
900
  fbeginblock.write(code_file, instruction_number);
901

902
  compileTemporaryTerms(code_file, instruction_number, temporary_terms, map_idx, true, false);
903

904
  compileModelEquations(code_file, instruction_number, temporary_terms, map_idx, true, false);
905
906

  FENDEQU_ fendequ;
907
  fendequ.write(code_file, instruction_number);
908
909
910
911
912
913
914

  // 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;

915
916
917
  vector<vector<pair<pair<int, int>, int > > > derivatives;
  derivatives.resize(symbol_table.endo_nbr());
  count_u = symbol_table.endo_nbr();
918
  for (first_derivatives_t::const_iterator it = first_derivatives.begin();
919
920
921
922
923
       it != first_derivatives.end(); it++)
    {
      int deriv_id = it->first.second;
      if (getTypeByDerivID(deriv_id) == eEndogenous)
        {
924
          expr_t d1 = it->second;
925
926
927
928
          unsigned int eq = it->first.first;
          int symb = getSymbIDByDerivID(deriv_id);
          unsigned int var = symbol_table.getTypeSpecificID(symb);
          int lag = getLagByDerivID(deriv_id);
929
          FNUMEXPR_ fnumexpr(FirstEndoDerivative, eq, var, lag);
930
          fnumexpr.write(code_file, instruction_number);
931
932
933
          if (!derivatives[eq].size())
            derivatives[eq].clear();
          derivatives[eq].push_back(make_pair(make_pair(var, lag), count_u));
934
          d1->compile(code_file, instruction_number, false, temporary_terms, map_idx, true, false);
935
936

          FSTPU_ fstpu(count_u);
937
          fstpu.write(code_file, instruction_number);
938
939
940
941
942
943
          count_u++;
        }
    }
  for (int i = 0; i < symbol_table.endo_nbr(); i++)
    {
      FLDR_ fldr(i);
944
      fldr.write(code_file, instruction_number);
945
      if (derivatives[i].size())
946
        {
947
948
          for (vector<pair<pair<int, int>, int> >::const_iterator it = derivatives[i].begin();
               it != derivatives[i].end(); it++)
949
            {
950
951
952
953
954
              FLDU_ fldu(it->second);
              fldu.write(code_file, instruction_number);
              FLDV_ fldv(eEndogenous, it->first.first, it->first.second);
              fldv.write(code_file, instruction_number);
              FBINARY_ fbinary(oTimes);
955
              fbinary.write(code_file, instruction_number);
956
957
958
959
960
              if (it != derivatives[i].begin())
                {
                  FBINARY_ fbinary(oPlus);
                  fbinary.write(code_file, instruction_number);
                }
961
            }
962
963
          FBINARY_ fbinary(oMinus);
          fbinary.write(code_file, instruction_number);
964
965
        }
      FSTPU_ fstpu(i);
966
      fstpu.write(code_file, instruction_number);
967
    }
968
969
970
971
972
973
974
975
976
977
978

  // 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);
979
  prev_instruction_number = instruction_number;
980
981
982
983
984
985
986
987
988
989
990
991
992
993

  // The Jacobian
  prev_var = -1;
  prev_lag = -999999999;
  count_col_endo = 0;
  for (map<pair< int, pair<int, int> >, expr_t>::const_iterator it = first_derivatives_reordered_endo.begin();
       it != first_derivatives_reordered_endo.end(); it++)
    {
      unsigned int eq = it->first.second.second;
      int var = it->first.second.first;
      int lag = it->first.first;
      expr_t d1 = it->second;
      FNUMEXPR_ fnumexpr(FirstEndoDerivative, eq, var, lag);
      fnumexpr.write(code_file, instruction_number);
994
      if (prev_var != var || prev_lag != lag)
995
996
997
998
999
1000
1001
1002
1003
1004
1005
        {
          prev_var = var;
          prev_lag = lag;
          count_col_endo++;
        }
      d1->compile(code_file, instruction_number, false, temporary_terms, map_idx, true, false);
      FSTPG3_ fstpg3(eq, var, lag, count_col_endo-1);
      fstpg3.write(code_file, instruction_number);
    }
  prev_var = -1;
  prev_lag = -999999999;
1006
  count_col_exo = 0;
1007
  for (map<pair< pair<int, int>, pair<int, int> >, expr_t>::const_iterator it = first_derivatives_reordered_exo.begin();
1008
1009
1010
1011
       it != first_derivatives_reordered_exo.end(); it++)
    {
      unsigned int eq = it->first.second.second;
      int var = it->first.second.first;
1012
      int lag = it->first.first.first;
1013
1014
1015
      expr_t d1 = it->second;
      FNUMEXPR_ fnumexpr(FirstExoDerivative, eq, var, lag);
      fnumexpr.write(code_file, instruction_number);
1016
      if (prev_var != var || prev_lag != lag)
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
        {
          prev_var = var;
          prev_lag = lag;
          count_col_exo++;
        }
      d1->compile(code_file, instruction_number, false, temporary_terms, map_idx, true, false);
      FSTPG3_ fstpg3(eq, var, lag, count_col_exo-1);
      fstpg3.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);

1033
  FENDBLOCK_ fendblock;
1034
  fendblock.write(code_file, instruction_number);
1035
  FEND_ fend;
1036
  fend.write(code_file, instruction_number);
1037