DynamicModel.cc 140 KB
Newer Older
sebastien's avatar
sebastien committed
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
/*
 * Copyright (C) 2003-2009 Dynare Team
 *
 * This file is part of Dynare.
 *
 * Dynare is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * Dynare is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 */

20
#include <iostream>
sebastien's avatar
sebastien committed
21
#include <cmath>
22
#include <cstdlib>
23
#include <cassert>
24
25
#include <cstdio>
#include <cerrno>
sebastien's avatar
sebastien committed
26
27
28
29
30
31
32
33
34
35
36
37
38
#include "DynamicModel.hh"

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

DynamicModel::DynamicModel(SymbolTable &symbol_table_arg,
                           NumericalConstants &num_constants_arg) :
ferhat's avatar
ferhat committed
39
40
41
42
43
44
    ModelTree(symbol_table_arg, num_constants_arg),
    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),
45
    mode(eStandardMode),
ferhat's avatar
ferhat committed
46
47
    cutoff(1e-15),
    markowitz(0.7),
48
    mfs(0),
ferhat's avatar
ferhat committed
49
    block_triangular(symbol_table_arg, num_constants_arg)
sebastien's avatar
sebastien committed
50
51
52
{
}

sebastien's avatar
sebastien committed
53
54
55
56
57
58
NodeID
DynamicModel::AddVariable(const string &name, int lag)
{
  return AddVariableInternal(name, lag);
}

sebastien's avatar
sebastien committed
59
void
sebastien's avatar
sebastien committed
60
DynamicModel::compileDerivative(ofstream &code_file, int eq, int symb_id, int lag, map_idx_type &map_idx) const
ferhat's avatar
ferhat committed
61
62
63
64
  {
    //first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symb_id, lag)));
    first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symbol_table.getID(eEndogenous, symb_id), lag)));
    if (it != first_derivatives.end())
65
      (it->second)->compile(code_file, false, temporary_terms, map_idx, true);
ferhat's avatar
ferhat committed
66
67
68
    else
      code_file.write(&FLDZ, sizeof(FLDZ));
  }
sebastien's avatar
sebastien committed
69

70
71
72
73
74
75

void
DynamicModel::compileChainRuleDerivative(ofstream &code_file, int eqr, int varr, int lag, map_idx_type &map_idx) const
{
  map<pair<int, pair<int, int> >, NodeID>::const_iterator it = first_chain_rule_derivatives.find(make_pair(eqr, make_pair(varr, lag)));
  if (it != first_chain_rule_derivatives.end())
76
    (it->second)->compile(code_file, false, temporary_terms, map_idx, true);
77
78
79
80
81
  else
    code_file.write(&FLDZ, sizeof(FLDZ));
}


sebastien's avatar
sebastien committed
82
83
84
85
86
87
88
89
90
91
92
93
94
95
void
DynamicModel::BuildIncidenceMatrix()
{
  set<pair<int, int> > endogenous, exogenous;
  for (int eq = 0; eq < (int) equations.size(); eq++)
    {
      BinaryOpNode *eq_node = equations[eq];
      endogenous.clear();
      NodeID Id = eq_node->get_arg1();
      Id->collectEndogenous(endogenous);
      Id = eq_node->get_arg2();
      Id->collectEndogenous(endogenous);
      for (set<pair<int, int> >::iterator it_endogenous=endogenous.begin();it_endogenous!=endogenous.end();it_endogenous++)
        {
ferhat's avatar
ferhat committed
96
          block_triangular.incidencematrix.fill_IM(eq, it_endogenous->first, it_endogenous->second, eEndogenous);
sebastien's avatar
sebastien committed
97
98
99
100
101
102
103
104
        }
      exogenous.clear();
      Id = eq_node->get_arg1();
      Id->collectExogenous(exogenous);
      Id = eq_node->get_arg2();
      Id->collectExogenous(exogenous);
      for (set<pair<int, int> >::iterator it_exogenous=exogenous.begin();it_exogenous!=exogenous.end();it_exogenous++)
        {
ferhat's avatar
ferhat committed
105
          block_triangular.incidencematrix.fill_IM(eq, it_exogenous->first, it_exogenous->second, eExogenous);
sebastien's avatar
sebastien committed
106
107
108
109
110
        }
    }
}

void
111
DynamicModel::computeTemporaryTermsOrdered(Model_Block *ModelBlock)
sebastien's avatar
sebastien committed
112
113
114
{
  map<NodeID, pair<int, int> > first_occurence;
  map<NodeID, int> reference_count;
115
  int i, j, m, eq, var, eqr, varr, lag;
sebastien's avatar
sebastien committed
116
117
118
119
  temporary_terms_type vect;
  ostringstream tmp_output;
  BinaryOpNode *eq_node;
  first_derivatives_type::const_iterator it;
120
  first_chain_rule_derivatives_type::const_iterator it_chr;
sebastien's avatar
sebastien committed
121
122
123
124
125
126
127
128
129
  ostringstream tmp_s;

  temporary_terms.clear();
  map_idx.clear();
  for (j = 0;j < ModelBlock->Size;j++)
    {
      // Compute the temporary terms reordered
      for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
        {
130
          if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S && i<ModelBlock->Block_List[j].Nb_Recursives && ModelBlock->Block_List[j].Equation_Normalized[i])
ferhat's avatar
ferhat committed
131
              ModelBlock->Block_List[j].Equation_Normalized[i]->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, i, map_idx);
132
133
134
135
136
          else
            {
              eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
              eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, i, map_idx);
            }
sebastien's avatar
sebastien committed
137
        }
138
139
140
141
142
143
144
145
146
147
      for(i=0; i<(int)ModelBlock->Block_List[j].Chain_Rule_Derivatives->size();i++)
        {
          pair< pair<int, pair<int, int> >, pair<int, int> > it = ModelBlock->Block_List[j].Chain_Rule_Derivatives->at(i);
          lag=it.first.first;
          int eqr=it.second.first;
          int varr=it.second.second;
          it_chr=first_chain_rule_derivatives.find(make_pair(eqr, make_pair( varr, lag)));
          it_chr->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
        }

sebastien's avatar
sebastien committed
148
149
150
151
152
153
154
      for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
        {
          lag=m-ModelBlock->Block_List[j].Max_Lag;
          for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
            {
              eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
              var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
155
              it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var), lag)));
sebastien's avatar
sebastien committed
156
157
              it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
            }
158
        }
159
      /*for(i=0; i<(int)ModelBlock->Block_List[j].Chain_Rule_Derivatives->size();i++)
160
        {
161
162
          pair< pair<int, pair<int, int> >, pair<int, int> > it = ModelBlock->Block_List[j].Chain_Rule_Derivatives->at(i);
          lag=it.first.first;
163
164
165
          eqr=it.second.first;
          varr=it.second.second;
          it_chr=first_chain_rule_derivatives.find(make_pair(eqr, make_pair( varr, lag)));
166
          it_chr->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
167
        }*/
168
      /*for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
sebastien's avatar
sebastien committed
169
170
171
172
173
174
        {
          lag=m-ModelBlock->Block_List[j].Max_Lag;
          for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;i++)
            {
              eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
              var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
175
              it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eExogenous, var), lag)));
sebastien's avatar
sebastien committed
176
177
              it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
            }
178
        }*/
sebastien's avatar
sebastien committed
179
180
181
182
183
184
185
186
187
188
      //jacobian_max_exo_col=(variable_table.max_exo_lag+variable_table.max_exo_lead+1)*symbol_table.exo_nbr;
      for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
        {
          lag=m-ModelBlock->Block_List[j].Max_Lag;
          if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
            {
              for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
                {
                  eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
                  var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
189
                  it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var), lag)));
sebastien's avatar
sebastien committed
190
191
192
193
194
195
196
                  it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
                }
            }
        }
    }
  for (j = 0;j < ModelBlock->Size;j++)
    {
ferhat's avatar
ferhat committed
197
      // Collecte the temporary terms reordered
sebastien's avatar
sebastien committed
198
199
      for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
        {
200
201
202
203
204
205
206
207
208
          if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S && i<ModelBlock->Block_List[j].Nb_Recursives && ModelBlock->Block_List[j].Equation_Normalized[i])
              ModelBlock->Block_List[j].Equation_Normalized[i]->collectTemporary_terms(temporary_terms, ModelBlock, j);
          else
            {
              eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
              eq_node->collectTemporary_terms(temporary_terms, ModelBlock, j);
            }

          /*eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
sebastien's avatar
sebastien committed
209
          eq_node->collectTemporary_terms(temporary_terms, ModelBlock, j);
ferhat's avatar
ferhat committed
210
211
212
213
          if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S)
            if(ModelBlock->Block_List[j].Equation_Normalized[i])
              ModelBlock->Block_List[j].Equation_Normalized[i]->collectTemporary_terms(temporary_terms, ModelBlock, j);
          for(temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->begin(); it!= ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->end(); it++)
214
            (*it)->collectTemporary_terms(temporary_terms, ModelBlock, j);*/
sebastien's avatar
sebastien committed
215
216
217
218
219
220
221
222
        }
      for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
        {
          lag=m-ModelBlock->Block_List[j].Max_Lag;
          for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
            {
              eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
              var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
223
              it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var), lag)));
sebastien's avatar
sebastien committed
224
              //it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
225
              //if(it!=first_derivatives.end())
sebastien's avatar
sebastien committed
226
227
              it->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
            }
228
        }
229
      for(i=0; i<(int)ModelBlock->Block_List[j].Chain_Rule_Derivatives->size();i++)
230
        {
231
232
          pair< pair<int, pair<int, int> >, pair<int, int> > it = ModelBlock->Block_List[j].Chain_Rule_Derivatives->at(i);
          lag=it.first.first;
233
234
235
          eqr=it.second.first;
          varr=it.second.second;
          it_chr=first_chain_rule_derivatives.find(make_pair(eqr, make_pair( varr, lag)));
236
          it_chr->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
sebastien's avatar
sebastien committed
237
        }
238
      /*for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
sebastien's avatar
sebastien committed
239
240
241
242
243
244
        {
          lag=m-ModelBlock->Block_List[j].Max_Lag;
          for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;i++)
            {
              eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
              var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
245
              it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eExogenous, var), lag)));
sebastien's avatar
sebastien committed
246
247
248
              //it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
              it->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
            }
249
        }*/
sebastien's avatar
sebastien committed
250
251
252
253
254
255
256
257
258
259
      //jacobian_max_exo_col=(variable_table.max_exo_lag+variable_table.max_exo_lead+1)*symbol_table.exo_nbr;
      for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
        {
          lag=m-ModelBlock->Block_List[j].Max_Lag;
          if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
            {
              for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
                {
                  eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
                  var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
260
                  it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var), lag)));
sebastien's avatar
sebastien committed
261
                  //it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
262
                  //if(it!=first_derivatives.end())
sebastien's avatar
sebastien committed
263
264
265
266
267
268
269
270
271
272
273
274
275
276
                  it->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
                }
            }
        }
    }
  // Add a mapping form node ID to temporary terms order
  j=0;
  for (temporary_terms_type::const_iterator it = temporary_terms.begin();
       it != temporary_terms.end(); it++)
    map_idx[(*it)->idx]=j++;
}

void
DynamicModel::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &dynamic_basename) const
ferhat's avatar
ferhat committed
277
278
279
280
281
282
283
284
  {
    int i,j,k,m;
    string tmp_s, sps;
    ostringstream tmp_output, tmp1_output, global_output;
    NodeID lhs=NULL, rhs=NULL;
    BinaryOpNode *eq_node;
    ostringstream Uf[symbol_table.endo_nbr()];
    map<NodeID, int> reference_count;
285
    //int prev_Simulation_Type=-1, count_derivates=0;
ferhat's avatar
ferhat committed
286
287
288
289
    int jacobian_max_endo_col;
    ofstream  output;
    //temporary_terms_type::const_iterator it_temp=temporary_terms.begin();
    int nze, nze_exo, nze_other_endo;
290
    //map<int, NodeID> recursive_variables;
ferhat's avatar
ferhat committed
291
292
293
294
295
    vector<int> feedback_variables;
    //----------------------------------------------------------------------
    //For each block
    for (j = 0;j < ModelBlock->Size;j++)
      {
296
        //recursive_variables.clear();
ferhat's avatar
ferhat committed
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
        feedback_variables.clear();
        //For a block composed of a single equation determines wether we have to evaluate or to solve the equation
        nze = nze_exo = nze_other_endo = 0;
        for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
          nze+=ModelBlock->Block_List[j].IM_lead_lag[m].size;
        /*for (m=0;m<=ModelBlock->Block_List[j].Max_Lead_Exo+ModelBlock->Block_List[j].Max_Lag_Exo;m++)
          nze_exo+=ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;*/
        for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
          {
            k=m-ModelBlock->Block_List[j].Max_Lag;
            if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
              nze_other_endo+=ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;
          }
        tmp1_output.str("");
        tmp1_output << dynamic_basename << "_" << j+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 (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
            ||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD
            /*||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R
            ||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD_R*/)
          {
            output << "function [y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << j+1 << "(y, x, params, jacobian_eval, y_kmin, periods)\n";
          }
        else if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_COMPLETE
                 ||   ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE)
          output << "function [residual, y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << j+1 << "(y, x, params, it_, jacobian_eval)\n";
        else if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_SIMPLE
                 ||   ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_SIMPLE)
          output << "function [residual, y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << j+1 << "(y, x, params, it_, jacobian_eval)\n";
        else
          output << "function [residual, y, g1, g2, g3, b, varargout] = " << dynamic_basename << "_" << j+1 << "(y, x, params, periods, jacobian_eval, y_kmin, y_size)\n";
        output << "  % ////////////////////////////////////////////////////////////////////////" << endl
        << "  % //" << string("                     Block ").substr(int(log10(j + 1))) << j + 1 << " " << BlockTriangular::BlockType0(ModelBlock->Block_List[j].Type)
        << "          //" << endl
        << "  % //                     Simulation type "
        << BlockTriangular::BlockSim(ModelBlock->Block_List[j].Simulation_Type) << "  //" << endl
        << "  % ////////////////////////////////////////////////////////////////////////" << endl;
340
        output << "  global options_;" << endl;
ferhat's avatar
ferhat committed
341
        //The Temporary terms
342
        //output << "  relax = 1;\n";
ferhat's avatar
ferhat committed
343
        if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
344
            ||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD)
ferhat's avatar
ferhat committed
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
          {
            output << "  if(jacobian_eval)\n";
            output << "    g1 = spalloc(" << ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives
            << ", " << (ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives)*(1+ModelBlock->Block_List[j].Max_Lag_Endo+ModelBlock->Block_List[j].Max_Lead_Endo)
            << ", " << nze << ");\n";
            output << "    g1_x=spalloc(" << ModelBlock->Block_List[j].Size << ", " << (ModelBlock->Block_List[j].nb_exo + ModelBlock->Block_List[j].nb_exo_det)*(1+ModelBlock->Block_List[j].Max_Lag_Exo+ModelBlock->Block_List[j].Max_Lead_Exo) << ", " << nze_exo << ");\n";
            output << "    g1_o=spalloc(" << ModelBlock->Block_List[j].Size << ", " << ModelBlock->Block_List[j].nb_other_endo*(1+ModelBlock->Block_List[j].Max_Lag_Other_Endo+ModelBlock->Block_List[j].Max_Lead_Other_Endo) << ", " << nze_other_endo << ");\n";
            output << "  end;\n";
          }
        else
          {
            output << "  if(jacobian_eval)\n";
            output << "    g1 = spalloc(" << ModelBlock->Block_List[j].Size << ", " << ModelBlock->Block_List[j].Size*(1+ModelBlock->Block_List[j].Max_Lag_Endo+ModelBlock->Block_List[j].Max_Lead_Endo) << ", " << nze << ");\n";
            output << "    g1_x=spalloc(" << ModelBlock->Block_List[j].Size << ", " << (ModelBlock->Block_List[j].nb_exo + ModelBlock->Block_List[j].nb_exo_det)*(1+ModelBlock->Block_List[j].Max_Lag_Exo+ModelBlock->Block_List[j].Max_Lead_Exo) << ", " << nze_exo << ");\n";
            output << "    g1_o=spalloc(" << ModelBlock->Block_List[j].Size << ", " << ModelBlock->Block_List[j].nb_other_endo*(1+ModelBlock->Block_List[j].Max_Lag_Other_Endo+ModelBlock->Block_List[j].Max_Lead_Other_Endo) << ", " << nze_other_endo << ");\n";
            output << "  else\n";
            if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
              {
363
364
365
                output << "    g1 = spalloc(" << (ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives) << "*options_.periods, "
                << (ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives) << "*(options_.periods+" << ModelBlock->Block_List[j].Max_Lag+ModelBlock->Block_List[j].Max_Lead+1 << ")"
                << ", " << nze << "*options_.periods);\n";
366
                /*output << "    g1_tmp_r = spalloc(" << (ModelBlock->Block_List[j].Nb_Recursives)
ferhat's avatar
ferhat committed
367
368
369
370
                << ", " << (ModelBlock->Block_List[j].Size)*(ModelBlock->Block_List[j].Max_Lag+ModelBlock->Block_List[j].Max_Lead+1)
                << ", " << nze << ");\n";
                output << "    g1_tmp_b = spalloc(" << (ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives)
                << ", " << (ModelBlock->Block_List[j].Size)*(ModelBlock->Block_List[j].Max_Lag+ModelBlock->Block_List[j].Max_Lead+1)
371
                << ", " << nze << ");\n";*/
ferhat's avatar
ferhat committed
372
373
374
375
376
377
378
379
380
381
382
383
              }
            else
              {
                output << "    g1 = spalloc(" << ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives
                << ", " << ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives << ", " << nze << ");\n";
                output << "    g1_tmp_r = spalloc(" << ModelBlock->Block_List[j].Nb_Recursives
                << ", " << ModelBlock->Block_List[j].Size << ", " << nze << ");\n";
                output << "    g1_tmp_b = spalloc(" << ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives
                << ", " << ModelBlock->Block_List[j].Size << ", " << nze << ");\n";
              }
            output << "  end;\n";
          }
sebastien's avatar
sebastien committed
384

ferhat's avatar
ferhat committed
385
386
387
388
389
390
391
392
393
        output << "  g2=0;g3=0;\n";
        if (ModelBlock->Block_List[j].Temporary_InUse->size())
          {
            tmp_output.str("");
            for (temporary_terms_inuse_type::const_iterator it = ModelBlock->Block_List[j].Temporary_InUse->begin();
                 it != ModelBlock->Block_List[j].Temporary_InUse->end(); it++)
              tmp_output << " T" << *it;
            output << "  global" << tmp_output.str() << ";\n";
          }
394
        if (ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD && ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FORWARD)
ferhat's avatar
ferhat committed
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
          output << "  residual=zeros(" << ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives << ",1);\n";
        if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD)
          output << "  for it_ = (y_kmin+periods):y_kmin+1\n";
        if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD)
          output << "  for it_ = y_kmin+1:(y_kmin+periods)\n";

        if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
          {
            output << "  b = zeros(periods*y_size,1);\n";
            output << "  for it_ = y_kmin+1:(periods+y_kmin)\n";
            output << "    Per_y_=it_*y_size;\n";
            output << "    Per_J_=(it_-y_kmin-1)*y_size;\n";
            output << "    Per_K_=(it_-1)*y_size;\n";
            sps="  ";
          }
sebastien's avatar
sebastien committed
410
        else
ferhat's avatar
ferhat committed
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
          if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD || ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD )
            sps = "  ";
          else
            sps="";
        // The equations
        for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
          {
            temporary_terms_type tt2;
            tt2.clear();
            if (ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->size())
              output << "  " << sps << "% //Temporary variables" << endl;
            for (temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->begin();
                 it != ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->end(); it++)
              {
                output << "  " <<  sps;
                (*it)->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
                output << " = ";
                (*it)->writeOutput(output, oMatlabDynamicModelSparse, tt2);
                // Insert current node into tt2
                tt2.insert(*it);
                output << ";" << endl;
              }
            string sModel = symbol_table.getName(symbol_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i])) ;
            eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
            lhs = eq_node->get_arg1();
            rhs = eq_node->get_arg2();
            tmp_output.str("");
438
            /*if((ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD or ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FORWARD) and (i<ModelBlock->Block_List[j].Nb_Recursives))
439
              lhs->writeOutput(tmp_output, oMatlabDynamicModelSparse, temporary_terms);
440
441
            else*/
						lhs->writeOutput(tmp_output, oMatlabDynamicModelSparse, temporary_terms);
ferhat's avatar
ferhat committed
442
443
444
445
            switch (ModelBlock->Block_List[j].Simulation_Type)
              {
              case EVALUATE_BACKWARD:
              case EVALUATE_FORWARD:
446
447
448
evaluation:     if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
                  output << "    % equation " << ModelBlock->Block_List[j].Equation[i]+1 << " variable : " << sModel
                  << " (" << ModelBlock->Block_List[j].Variable[i]+1 << ") " << block_triangular.c_Equation_Type(ModelBlock->Block_List[j].Equation_Type[i]) << endl;
ferhat's avatar
ferhat committed
449
450
451
452
453
                output << "    ";
                if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE)
                  {
                    output << tmp_output.str();
                    output << " = ";
454
455
456
457
458
459
460
461
462
463
                    /*if(!(ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD or ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD))
                      {
                        lhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
                        output << "-relax*(";
                        lhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
                        output << "-(";
                        rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
                        output << "))";
                      }
                    else*/
ferhat's avatar
ferhat committed
464
465
466
467
468
469
470
471
472
473
                    rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
                  }
                else if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S)
                  {
                    output << "%" << tmp_output.str();
                    output << " = ";
                    if (ModelBlock->Block_List[j].Equation_Normalized[i])
                      {
                        rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
                        output << "\n    ";
474
475
476
477
                        tmp_output.str("");
                        eq_node = (BinaryOpNode *)ModelBlock->Block_List[j].Equation_Normalized[i];
                        lhs = eq_node->get_arg1();
                        rhs = eq_node->get_arg2();
478
                        lhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
479
                        output << " = ";
480
481
482
483
484
485
486
487
488
489
490
                        /*if(!(ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD or ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD))
                          {
                            lhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
                            output << "-relax*(";
                            lhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
                            output << "-(";
                            rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
                            output << "))";
                          }
                        else*/
                          rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
ferhat's avatar
ferhat committed
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
                      }
                  }
                else
                  {
                    cerr << "Type missmatch for equation " << ModelBlock->Block_List[j].Equation[i]+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<ModelBlock->Block_List[j].Nb_Recursives)
                  {
506
                    /*if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S)
ferhat's avatar
ferhat committed
507
508
                      recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i]), 0)] = ModelBlock->Block_List[j].Equation_Normalized[i];
                    else
509
                      recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i]), 0)] = equations[ModelBlock->Block_List[j].Equation[i]];*/
ferhat's avatar
ferhat committed
510
511
512
513
514
515
516
517
518
519
520
                    goto evaluation;
                  }
                feedback_variables.push_back(ModelBlock->Block_List[j].Variable[i]);
                output << "  % equation " << ModelBlock->Block_List[j].Equation[i]+1 << " variable : " << sModel
                << " (" << ModelBlock->Block_List[j].Variable[i]+1 << ") " << block_triangular.c_Equation_Type(ModelBlock->Block_List[j].Equation_Type[i]) << endl;
                output << "  " << "residual(" << i+1-ModelBlock->Block_List[j].Nb_Recursives << ") = (";
                goto end;
              case SOLVE_TWO_BOUNDARIES_COMPLETE:
              case SOLVE_TWO_BOUNDARIES_SIMPLE:
                if (i<ModelBlock->Block_List[j].Nb_Recursives)
                  {
521
                    /*if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S)
ferhat's avatar
ferhat committed
522
523
                      recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i]), 0)] = ModelBlock->Block_List[j].Equation_Normalized[i];
                    else
524
                      recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i]), 0)] = equations[ModelBlock->Block_List[j].Equation[i]];*/
ferhat's avatar
ferhat committed
525
526
527
528
529
530
531
532
533
534
535
536
537
538
                    goto evaluation;
                  }
                feedback_variables.push_back(ModelBlock->Block_List[j].Variable[i]);
                output << "    % equation " << ModelBlock->Block_List[j].Equation[i]+1 << " variable : " << sModel
                << " (" << ModelBlock->Block_List[j].Variable[i]+1 << ") " << block_triangular.c_Equation_Type(ModelBlock->Block_List[j].Equation_Type[i]) << endl;
                Uf[ModelBlock->Block_List[j].Equation[i]] << "    b(" << i+1-ModelBlock->Block_List[j].Nb_Recursives << "+Per_J_) = -residual(" << i+1-ModelBlock->Block_List[j].Nb_Recursives << ", it_)";
                output << "    residual(" << i+1-ModelBlock->Block_List[j].Nb_Recursives << ", it_) = (";
                goto end;
              default:
end:
                output << tmp_output.str();
                output << ") - (";
                rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
                output << ");\n";
sebastien's avatar
sebastien committed
539
#ifdef CONDITION
ferhat's avatar
ferhat committed
540
541
                if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
                  output << "  condition(" << i+1 << ")=0;\n";
sebastien's avatar
sebastien committed
542
#endif
ferhat's avatar
ferhat committed
543
544
545
546
547
548
              }
          }
        // The Jacobian if we have to solve the block
        if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE
            ||  ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
          output << "  " << sps << "% Jacobian  " << endl;
sebastien's avatar
sebastien committed
549
        else
ferhat's avatar
ferhat committed
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
          if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_SIMPLE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_SIMPLE ||
              ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_COMPLETE)
            output << "  % Jacobian  " << endl << "  if jacobian_eval" << endl;
          else
            output << "    % Jacobian  " << endl << "    if jacobian_eval" << endl;
        switch (ModelBlock->Block_List[j].Simulation_Type)
          {
          case EVALUATE_BACKWARD:
          case EVALUATE_FORWARD:
            for (m=0;m<ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag+1;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
                  {
                    int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
                    int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
                    int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
                    int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
                    output << "      g1(" << eqr+1 << ", " << /*varr+1+(m+variable_table.max_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr*/
sebastien's avatar
sebastien committed
569
                    varr+1+m*ModelBlock->Block_List[j].Size << ") = ";
ferhat's avatar
ferhat committed
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
                    writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                    output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                    << "(" << k//variable_table.getLag(variable_table.getSymbolID(ModelBlock->Block_List[j].Variable[0]))
                    << ") " << var+1
                    << ", equation=" << eq+1 << endl;
                  }
              }
            //jacobian_max_endo_col=(variable_table.max_endo_lag+variable_table.max_endo_lead+1)*symbol_table.endo_nbr;
            /*for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;i++)
                  {
                    int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
                    int var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
                    int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X[i];
                    int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous[i];
                    output << "      g1_x(" << eqr+1 << ", "
                           << varr+1+(m+max_exo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.exo_nbr() << ") = ";
                    writeDerivative(output, eq, symbol_table.getID(eExogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                    output << "; % variable=" << symbol_table.getName(var)
                           << "(" << k << ") " << var+1
                           << ", equation=" << eq+1 << endl;
                  }
              }*/
            for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
                  {
                    for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
                      {
                        int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
                        int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
                        int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_other_endo[i];
                        int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_other_endo[i];
                        output << "      g1_o(" << eqr+1 << ", "
                        << varr+1+(m+max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr() << ") = ";
                        writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                        output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                        << "(" << k << ") " << var+1
                        << ", equation=" << eq+1 << endl;
                      }
                  }
              }
            output << "      varargout{1}=g1_x;\n";
            output << "      varargout{2}=g1_o;\n";
            output << "    end;" << endl;
            //output << "    ya = y;\n";
            output << "  end;" << endl;
            break;
          case SOLVE_BACKWARD_SIMPLE:
          case SOLVE_FORWARD_SIMPLE:
          case SOLVE_BACKWARD_COMPLETE:
          case SOLVE_FORWARD_COMPLETE:
            for (m=0;m<ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag+1;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
                  {
630
631
632
633
634
635
636
637
638
639
                    int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
                    int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
                    int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
                    int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
                    output << "    g1(" << eq+1 << ", "
                    << var+1 + m*(ModelBlock->Block_List[j].Size) << ") = ";
                    writeDerivative(output, eqr, symbol_table.getID(eEndogenous, varr), k, oMatlabDynamicModelSparse, temporary_terms);
                    output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
                    << "(" << k << ") " << varr+1
                    << ", equation=" << eqr+1 << endl;
ferhat's avatar
ferhat committed
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
                  }
              }
            /*for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;i++)
                  {
                    int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
                    int var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
                    int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X[i];
                    int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous[i];
                    output << "    g1_x(" << eqr+1 << ", " << varr+1+(m+max_exo_lag-ModelBlock->Block_List[j].Max_Lag)*ModelBlock->Block_List[j].nb_exo << ") = ";
                    writeDerivative(output, eq, symbol_table.getID(eExogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                    output << "; % variable=" << symbol_table.getName(var)
                           << "(" << k << ") " << var+1
                           << ", equation=" << eq+1 << endl;
                  }
              }*/
            for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
                  {
                    for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
                      {
                        int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
                        int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
                        int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_other_endo[i];
                        int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_other_endo[i];
669
                        output << "    g1_o(" << eqr+1/*-ModelBlock->Block_List[j].Nb_Recursives*/ << ", "
ferhat's avatar
ferhat committed
670
671
672
673
674
675
676
677
678
679
680
681
                        << varr+1+(m+max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr() << ") = ";
                        writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                        output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                        << "(" << k << ") " << var+1
                        << ", equation=" << eq+1 << endl;
                      }
                  }
              }
            output << "    varargout{1}=g1_x;\n";
            output << "    varargout{2}=g1_o;\n";
            output << "  else" << endl;

682
            for(i=0; i<(int)ModelBlock->Block_List[j].Chain_Rule_Derivatives->size();i++)
ferhat's avatar
ferhat committed
683
              {
684
685
686
687
688
689
690
691
692
693
694
695
                pair< pair<int, pair<int, int> >, pair<int, int> > it = ModelBlock->Block_List[j].Chain_Rule_Derivatives->at(i);
                k=it.first.first;
                int eq=it.first.second.first;
                int var=it.first.second.second;
                int eqr=it.second.first;
                int varr=it.second.second;
                output << "    g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives << ", "
                       << var+1-ModelBlock->Block_List[j].Nb_Recursives  << ") = ";
                writeChainRuleDerivative(output, eqr, varr, k, oMatlabDynamicModelSparse, temporary_terms);
                output << "; %2 variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
                       << "(" << k << ") " << varr+1 << ", equation=" << eqr+1 << endl;
              }
ferhat's avatar
ferhat committed
696
697
698
699
700
            output << "  end;\n";
            break;
          case SOLVE_TWO_BOUNDARIES_SIMPLE:
          case SOLVE_TWO_BOUNDARIES_COMPLETE:
            output << "    if ~jacobian_eval" << endl;
701
            for(i=0; i<(int)ModelBlock->Block_List[j].Chain_Rule_Derivatives->size();i++)
ferhat's avatar
ferhat committed
702
              {
703
704
705
706
707
708
709
710
                pair< pair<int, pair<int, int> >, pair<int, int> > it = ModelBlock->Block_List[j].Chain_Rule_Derivatives->at(i);
                k=it.first.first;
                int eq=it.first.second.first;
                int var=it.first.second.second;
                int eqr=it.second.first;
                int varr=it.second.second;
                ostringstream tmp_output;
                if(eq>=ModelBlock->Block_List[j].Nb_Recursives and var>=ModelBlock->Block_List[j].Nb_Recursives)
ferhat's avatar
ferhat committed
711
                  {
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
                    if (k==0)
                      Uf[ModelBlock->Block_List[j].Equation[eq]] << "+g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives
                        << "+Per_J_, " << var+1-ModelBlock->Block_List[j].Nb_Recursives
                        << "+Per_K_)*y(it_, " << varr+1 << ")";
                    else if (k==1)
                      Uf[ModelBlock->Block_List[j].Equation[eq]] << "+g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives
                        << "+Per_J_, " << var+1-ModelBlock->Block_List[j].Nb_Recursives
                        << "+Per_y_)*y(it_+1, " << varr+1 << ")";
                    else if (k>0)
                      Uf[ModelBlock->Block_List[j].Equation[eq]] << "+g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives
                        << "+Per_J_, " << var+1-ModelBlock->Block_List[j].Nb_Recursives
                        << "+y_size*(it_+" << k-1 << "))*y(it_+" << k << ", " << varr+1 << ")";
                    else if (k<0)
                      Uf[ModelBlock->Block_List[j].Equation[eq]] << "+g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives
                        << "+Per_J_, " << var+1-ModelBlock->Block_List[j].Nb_Recursives
                        << "+y_size*(it_" << k-1 << "))*y(it_" << k << ", " << varr+1 << ")";
                    if (k==0)
                      tmp_output << "     g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives << "+Per_J_, "
                        << var+1-ModelBlock->Block_List[j].Nb_Recursives << "+Per_K_) = ";
                    else if (k==1)
                      tmp_output << "     g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives << "+Per_J_, "
                        << var+1-ModelBlock->Block_List[j].Nb_Recursives << "+Per_y_) = ";
                    else if (k>0)
                      tmp_output << "     g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives << "+Per_J_, "
                        << var+1-ModelBlock->Block_List[j].Nb_Recursives << "+y_size*(it_+" << k-1 << ")) = ";
                    else if (k<0)
                      tmp_output << "     g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives << "+Per_J_, "
                        << var+1-ModelBlock->Block_List[j].Nb_Recursives << "+y_size*(it_" << k-1 << ")) = ";
                    output << " " << tmp_output.str();

                    writeChainRuleDerivative(output, eqr, varr, k, oMatlabDynamicModelSparse, temporary_terms);

                    output << ";";
                    output << " %2 variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
                      << "(" << k << ") " << varr+1
                      << ", equation=" << eqr+1 << " (" << eq+1 << ")" << endl;
                  }
sebastien's avatar
sebastien committed
749
#ifdef CONDITION
750
751
                output << "  if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
                output << "    condition(" << eqr << ")=u(" << u << "+Per_u_);\n";
sebastien's avatar
sebastien committed
752
#endif
753
                  //}
ferhat's avatar
ferhat committed
754
755
756
757
758
              }
            for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
              {
                if (i>=ModelBlock->Block_List[j].Nb_Recursives)
                  output << "  " << Uf[ModelBlock->Block_List[j].Equation[i]].str() << ";\n";
sebastien's avatar
sebastien committed
759
#ifdef CONDITION
ferhat's avatar
ferhat committed
760
761
                output << "  if (fabs(condition(" << i+1 << "))<fabs(u(" << i << "+Per_u_)))\n";
                output << "    condition(" << i+1 << ")=u(" << i+1 << "+Per_u_);\n";
sebastien's avatar
sebastien committed
762
#endif
ferhat's avatar
ferhat committed
763
              }
sebastien's avatar
sebastien committed
764
#ifdef CONDITION
ferhat's avatar
ferhat committed
765
766
767
768
769
770
771
772
773
774
775
776
777
778
            for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
                  {
                    int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
                    int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
                    int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
                    int eqr=ModelBlock->Block_List[j].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[j].Size;i++)
              output << "  u(" << i+1 << "+Per_u_) = u(" << i+1 << "+Per_u_) / condition(" << i+1 << ");\n";
sebastien's avatar
sebastien committed
779
780
#endif

ferhat's avatar
ferhat committed
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
            output << "    else" << endl;
            for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
                  {
                    int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
                    int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
                    int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
                    int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
                    output << "      g1(" << eqr+1 << ", " << varr+1+(m-ModelBlock->Block_List[j].Max_Lag+ModelBlock->Block_List[j].Max_Lag_Endo)*ModelBlock->Block_List[j].Size << ") = ";
                    writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                    output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                    << "(" << k << ") " << var+1
                    << ", equation=" << eq+1 << endl;
                  }
              }
            jacobian_max_endo_col=(ModelBlock->Block_List[j].Max_Lead_Endo+ModelBlock->Block_List[j].Max_Lag_Endo+1)*ModelBlock->Block_List[j].Size;
            /*for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;i++)
                  {
                    int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
                    int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X[i];
                    int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous[i];
                    int var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
                    output << "      g1_x(" << eqr+1 << ", "
                           << jacobian_max_endo_col+(m-(ModelBlock->Block_List[j].Max_Lag-ModelBlock->Block_List[j].Max_Lag_Exo))*ModelBlock->Block_List[j].nb_exo+varr+1 << ") = ";
                    writeDerivative(output, eq, symbol_table.getID(eExogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                    output << "; % variable (exogenous)=" << symbol_table.getName(var)
                           << "(" << k << ") " << var+1 << " " << varr+1
                           << ", equation=" << eq+1 << endl;
                  }
              }*/
            for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
                  {
                    for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
                      {
                        int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
                        int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
                        int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_other_endo[i];
                        int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_other_endo[i];
                        output << "      g1_o(" << eqr+1 << ", "
                        << varr+1+(m+max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr() << ") = ";
                        writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                        output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                        << "(" << k << ") " << var+1
                        << ", equation=" << eq+1 << endl;
                      }
                  }
              }
            output << "      varargout{1}=g1_x;\n";
            output << "      varargout{2}=g1_o;\n";
            output << "    end;\n";
            //output << "    ya = y;\n";
            output << "  end;\n";
            break;
          default:
            break;
          }
        output.close();
      }
  }
sebastien's avatar
sebastien committed
848
849

void
sebastien's avatar
sebastien committed
850
DynamicModel::writeModelEquationsCodeOrdered(const string file_name, const Model_Block *ModelBlock, const string bin_basename, map_idx_type map_idx) const
sebastien's avatar
sebastien committed
851
  {
ferhat's avatar
ferhat committed
852
853
854
855
856
857
858
859
860
861
862
    struct Uff_l
      {
        int u, var, lag;
        Uff_l *pNext;
      };

    struct Uff
      {
        Uff_l *Ufl, *Ufl_First;
      };

863
    int i,j,k,v;
ferhat's avatar
ferhat committed
864
865
866
867
868
869
870
    string tmp_s;
    ostringstream tmp_output;
    ofstream code_file;
    NodeID lhs=NULL, rhs=NULL;
    BinaryOpNode *eq_node;
    Uff Uf[symbol_table.endo_nbr()];
    map<NodeID, int> reference_count;
871
    vector<int> feedback_variables;
ferhat's avatar
ferhat committed
872
873
874
875
876
877
878
879
880
881
882
883
884
    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
    code_file.write(&FDIMT, sizeof(FDIMT));
    k=temporary_terms.size();
    code_file.write(reinterpret_cast<char *>(&k),sizeof(k));
885
886

    for (j = 0; j < ModelBlock->Size ;j++)
ferhat's avatar
ferhat committed
887
      {
888
889
        feedback_variables.clear();
        if (j>0)
ferhat's avatar
ferhat committed
890
891
          code_file.write(&FENDBLOCK, sizeof(FENDBLOCK));
        code_file.write(&FBEGINBLOCK, sizeof(FBEGINBLOCK));
892
893
        v=ModelBlock->Block_List[j].Size - ModelBlock->Block_List[j].Nb_Recursives;
        //cout << "v (Size) = " << v  << "\n";
ferhat's avatar
ferhat committed
894
895
896
        code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
        v=ModelBlock->Block_List[j].Simulation_Type;
        code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
897
898
        int count_u;
        for (i=ModelBlock->Block_List[j].Nb_Recursives; i < ModelBlock->Block_List[j].Size;i++)
ferhat's avatar
ferhat committed
899
          {
900
901
902
            code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].Variable[i]),sizeof(ModelBlock->Block_List[j].Variable[i]));
            code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].Equation[i]),sizeof(ModelBlock->Block_List[j].Equation[i]));
            code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].Own_Derivative[i]),sizeof(ModelBlock->Block_List[j].Own_Derivative[i]));
ferhat's avatar
ferhat committed
903
904
905
906
          }
        if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE ||
            ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_COMPLETE)
          {
907
908
909
910
            int u_count_int=0;
            //cout << "ModelBlock->Block_List[j].Nb_Recursives = " << ModelBlock->Block_List[j].Nb_Recursives << "\n";
            Write_Inf_To_Bin_File(file_name, bin_basename, j, u_count_int,file_open,
                                  ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE);
911
            //cout << "u_count_int=" << u_count_int << "\n";
ferhat's avatar
ferhat committed
912
            code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].is_linear),sizeof(ModelBlock->Block_List[j].is_linear));
913
914
            //v=block_triangular.ModelBlock->Block_List[j].IM_lead_lag[block_triangular.ModelBlock->Block_List[j].Max_Lag + block_triangular.ModelBlock->Block_List[j].Max_Lead].u_finish + 1;
            v = u_count_int ;
ferhat's avatar
ferhat committed
915
916
917
918
919
920
921
            code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
            v=symbol_table.endo_nbr();
            code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
            v=block_triangular.ModelBlock->Block_List[j].Max_Lag;
            code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
            v=block_triangular.ModelBlock->Block_List[j].Max_Lead;
            code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
922

ferhat's avatar
ferhat committed
923
924
925
926
927
928
929
930
931
            v=u_count_int;
            code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
            file_open=true;
          }
            // The equations
            for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
              {
                //The Temporary terms
                temporary_terms_type tt2;
932
                tt2.clear();
sebastien's avatar
sebastien committed
933
#ifdef DEBUGC
ferhat's avatar
ferhat committed
934
                k=0;
sebastien's avatar
sebastien committed
935
#endif
ferhat's avatar
ferhat committed
936
937
938
                for (temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->begin();
                     it != ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->end(); it++)
                  {
939
                    (*it)->compile(code_file, false, tt2, map_idx, true);
ferhat's avatar
ferhat committed
940
941
942
943
944
945
                    code_file.write(&FSTPT, sizeof(FSTPT));
                    map_idx_type::const_iterator ii=map_idx.find((*it)->idx);
                    v=(int)ii->second;
                    code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
                    // Insert current node into tt2
                    tt2.insert(*it);
sebastien's avatar
sebastien committed
946
#ifdef DEBUGC
ferhat's avatar
ferhat committed
947
948
949
950
                    cout << "FSTPT " << v << "\n";
                    code_file.write(&FOK, sizeof(FOK));
                    code_file.write(reinterpret_cast<char *>(&k), sizeof(k));
                    ki++;
sebastien's avatar
sebastien committed
951
952
#endif

ferhat's avatar
ferhat committed
953
                  }
sebastien's avatar
sebastien committed
954
#ifdef DEBUGC
ferhat's avatar
ferhat committed
955
956
957
958
959
960
                for (temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_terms->begin();
                     it != ModelBlock->Block_List[j].Temporary_terms->end(); it++)
                  {
                    map_idx_type::const_iterator ii=map_idx.find((*it)->idx);
                    cout << "map_idx[" << (*it)->idx <<"]=" << ii->second << "\n";
                  }
sebastien's avatar
sebastien committed
961
#endif
ferhat's avatar
ferhat committed
962
963
                switch (ModelBlock->Block_List[j].Simulation_Type)
                  {
964
evaluation:
ferhat's avatar
ferhat committed
965
966
967
968
                  case EVALUATE_BACKWARD:
                  case EVALUATE_FORWARD:
                    if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE)
                      {
969
970
971
972
973
                        eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
                        lhs = eq_node->get_arg1();
                        rhs = eq_node->get_arg2();
                        rhs->compile(code_file, false, temporary_terms, map_idx, true);
                        lhs->compile(code_file, true, temporary_terms, map_idx, true);
ferhat's avatar
ferhat committed
974
975
976
977
978
979
                      }
                    else if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S)
                      {
                        eq_node = (BinaryOpNode*)ModelBlock->Block_List[j].Equation_Normalized[i];
                        lhs = eq_node->get_arg1();
                        rhs = eq_node->get_arg2();
980
981
                        rhs->compile(code_file, false, temporary_terms, map_idx, true);
                        lhs->compile(code_file, true, temporary_terms, map_idx, true);
ferhat's avatar
ferhat committed
982
983
984
985
986
987
                      }
                    break;
                  case SOLVE_BACKWARD_COMPLETE:
                  case SOLVE_FORWARD_COMPLETE:
                  case SOLVE_TWO_BOUNDARIES_COMPLETE:
                  case SOLVE_TWO_BOUNDARIES_SIMPLE:
988
989
990
                    if (i<ModelBlock->Block_List[j].Nb_Recursives)
                      goto evaluation;
                    feedback_variables.push_back(ModelBlock->Block_List[j].Variable[i]);
ferhat's avatar
ferhat committed
991
992
993
994
995
                    v=ModelBlock->Block_List[j].Equation[i];
                    Uf[v].Ufl=NULL;
                    goto end;
                  default:
end:
996
997
998
999
1000
                    eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
                    lhs = eq_node->get_arg1();
                    rhs = eq_node->get_arg2();
                    lhs->compile(code_file, false, temporary_terms, map_idx, true);
                    rhs->compile(code_file, false, temporary_terms, map_idx, true);
ferhat's avatar
ferhat committed
1001
1002
1003
1004
                    code_file.write(&FBINARY, sizeof(FBINARY));
                    int v=oMinus;
                    code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
                    code_file.write(&FSTPR, sizeof(FSTPR));
1005
1006
                    v = i - ModelBlock->Block_List[j].Nb_Recursives;
                    code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
ferhat's avatar
ferhat committed
1007
1008
1009
1010
1011
                  }
              }
            code_file.write(&FENDEQU, sizeof(FENDEQU));
            // The Jacobian if we have to solve the block
            if (ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD
1012
                && ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FORWARD)
ferhat's avatar
ferhat committed
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
              {
                switch (ModelBlock->Block_List[j].Simulation_Type)
                  {
                  case SOLVE_BACKWARD_SIMPLE:
                  case SOLVE_FORWARD_SIMPLE:
                    compileDerivative(code_file, ModelBlock->Block_List[j].Equation[0], ModelBlock->Block_List[j].Variable[0], 0, map_idx);
                    code_file.write(&FSTPG, sizeof(FSTPG));
                    v=0;
                    code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
                    break;
1023

ferhat's avatar
ferhat committed
1024
1025
                  case SOLVE_BACKWARD_COMPLETE:
                  case SOLVE_FORWARD_COMPLETE:
1026
1027
                  case SOLVE_TWO_BOUNDARIES_COMPLETE:
                  case SOLVE_TWO_BOUNDARIES_SIMPLE:
1028
1029
1030
1031
                    //count_u=ModelBlock->Block_List[j].Size - ModelBlock->Block_List[j].Nb_Recursives;
                    count_u = feedback_variables.size();
                    for(i=0; i<(int)ModelBlock->Block_List[j].Chain_Rule_Derivatives->size();i++)
                      {
1032
1033
1034
1035
1036
1037
1038
1039
                        pair< pair<int, pair<int, int> >, pair<int, int> > it = ModelBlock->Block_List[j].Chain_Rule_Derivatives->at(i);
                        k=it.first.first;
                        int eq=it.first.second.first;
                        int var=it.first.second.second;
                        int eqr=it.second.first;
                        int varr=it.second.second;
                        //cout << "k=" << k << " eq=" << eq << " (" << eq-ModelBlock->Block_List[j].Nb_Recursives << ") var=" << var << " (" << var-ModelBlock->Block_List[j].Nb_Recursives << ") eqr=" << eqr << " varr=" << varr << " count_u=" << count_u << "\n";
                        int v=ModelBlock->Block_List[j].Equation[eq];
1040
                        /*m = ModelBlock->Block_List[j].Max_Lag + k;
1041
1042
                        int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];*/
                        if(eq>=ModelBlock->Block_List[j].Nb_Recursives and var>=ModelBlock->Block_List[j].Nb_Recursives)
1043
1044
                          {
                            if (!Uf[v].Ufl)
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
                              {
                                Uf[v].Ufl=(Uff_l*)malloc(sizeof(Uff_l));
                                Uf[v].Ufl_First=Uf[v].Ufl;
                              }
                            else
                              {
                                Uf[v].Ufl->pNext=(Uff_l*)malloc(sizeof(Uff_l));
                                Uf[v].Ufl=Uf[v].Ufl->pNext;
                              }
                            Uf[v].Ufl->pNext=NULL;
1055
1056
1057
1058
                            Uf[v].Ufl->u=count_u;
                            Uf[v].Ufl->var=varr;
                            Uf[v].Ufl->lag=k;
                            compileChainRuleDerivative(code_file, eqr, varr, k, map_idx);
1059
                            code_file.write(&FSTPU, sizeof(FSTPU));
1060
1061
1062
1063
                            code_file.write(reinterpret_cast<char *>(&count_u), sizeof(count_u));
                            count_u++;
												  }
											}
ferhat's avatar
ferhat committed
1064
1065
                    for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
                      {
1066
1067
                        if(i>=ModelBlock->Block_List[j].Nb_Recursives)
                          {
1068
1069
1070
1071
                            code_file.write(&FLDR, sizeof(FLDR));
                            v = i-ModelBlock->Block_List[j].Nb_Recursives;
                            code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
                            code_file.write(&FLDZ, sizeof(FLDZ));
1072
                            v=ModelBlock->Block_List[j].Equation[i];
1073
1074
1075
1076
1077
1078
1079
1080
1081
1082
1083
1084
1085
1086
1087
1088
                            for (Uf[v].Ufl=Uf[v].Ufl_First; Uf[v].Ufl; Uf[v].Ufl=Uf[v].Ufl->pNext)
                              {
                                code_file.write(&FLDU, sizeof(FLDU));
                                code_file.write(reinterpret_cast<char *>(&Uf[v].Ufl->u), sizeof(Uf[v].Ufl->u));
                                code_file.write(&FLDV, sizeof(FLDV));
                                char vc=eEndogenous;
                                code_file.write(reinterpret_cast<char *>(&vc), sizeof(vc));
                                int v1=Uf[v].Ufl->var;
                                code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
                                v1=Uf[v].Ufl->lag;
                                code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
                                code_file.write(&FBINARY, sizeof(FBINARY));
                                v1=oTimes;
                                code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
                                code_file.write(&FCUML, sizeof(FCUML));
                              }
ferhat's avatar
ferhat committed
1089
                            Uf[v].Ufl=Uf[v].Ufl_First;
1090
1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
                            while (Uf[v].Ufl)
                              {
                                Uf[v].Ufl_First=Uf[v].Ufl->pNext;
                                free(Uf[v].Ufl);
                                Uf[v].Ufl=Uf[v].Ufl_First;
                              }
                            code_file.write(&FBINARY, sizeof(FBINARY));
                            v=oMinus;
                            code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
                            code_file.write(&FSTPU, sizeof(FSTPU));
                            v = i - ModelBlock->Block_List[j].Nb_Recursives;
                            code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
ferhat's avatar
ferhat committed
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111
1112
1113
                          }
                      }
                    break;
                  default:
                    break;
                  }
              }
      }
    code_file.write(&FENDBLOCK, sizeof(FENDBLOCK));
    code_file.write(&FEND, sizeof(FEND));
    code_file.close();
  }
sebastien's avatar
sebastien committed
1114
1115
1116

void
DynamicModel::writeDynamicMFile(const string &dynamic_basename) const
ferhat's avatar
ferhat committed
1117
1118
1119
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
1133
1134
1135
1136
1137
  {
    string filename = dynamic_basename + ".m";

    ofstream mDynamicModelFile;
    mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
    if (!mDynamicModelFile.is_open())
      {
        cerr << "Error: Can't open file " << filename << " for writing" << endl;
        exit(EXIT_FAILURE);
      }
    mDynamicModelFile << "function [residual, g1, g2, g3] = " << dynamic_basename << "(y, x, params, it_)" << endl
    << "%" << endl
    << "% Status : Computes dynamic model for Dynare" << endl
    << "%" << endl
    << "% Warning : this file is generated automatically by Dynare" << endl
    << "%           from model file (.mod)" << endl << endl;

    writeDynamicModel(mDynamicModelFile);

    mDynamicModelFile.close();
  }
sebastien's avatar
sebastien committed
1138
1139
1140

void
DynamicModel::writeDynamicCFile(const string &dynamic_basename) const
ferhat's avatar
ferhat committed
1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
  {
    string filename = dynamic_basename + ".c";
    ofstream mDynamicModelFile;

    mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
    if (!mDynamicModelFile.is_open())
      {
        cerr << "Error: Can't open file " << filename << " for writing" << endl;
        exit(EXIT_FAILURE);
      }
    mDynamicModelFile << "/*" << endl
    << " * " << filename << " : Computes dynamic model for Dynare" << endl
    << " *" << endl
    << " * Warning : this file is generated automatically by Dynare" << endl
    << " *           from model file (.mod)" << endl
    << endl
    << " */" << endl
    << "#include <math.h>" << endl
    << "#include \"mex.h\"" << endl;

    // Writing the function body
    writeDynamicModel(mDynamicModelFile);

    // Writing the gateway routine
    mDynamicModelFile << "/* The gateway routine */" << endl
    << "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
    << "{" << endl
    << "  double *y, *x, *params;" << endl
sebastien's avatar
sebastien committed
1169
    << "  double *residual, *g1, *v2;" << endl
ferhat's avatar
ferhat committed
1170
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
1203
1204
1205
    << "  int nb_row_x, it_;" << endl
    << endl
    << "  /* Create a pointer to the input matrix y. */" << endl
    << "  y = mxGetPr(prhs[0]);" << endl
    << endl
    << "  /* Create a pointer to the input matrix x. */" << endl
    << "  x = mxGetPr(prhs[1]);" << endl
    << endl
    << "  /* Create a pointer to the input matrix params. */" << endl
    << "  params = mxGetPr(prhs[2]);" << endl
    << endl
    << "  /* Fetch time index */" << endl
    << "  it_ = (int) mxGetScalar(prhs[3]) - 1;" << endl
    << endl
    << "  /* Gets number of rows of matrix x. */" << endl
    << "  nb_row_x = mxGetM(prhs[1]);" << endl
    << endl
    << "  residual = NULL;" << endl
    << "  if (nlhs >= 1)" << endl
    << "  {" << endl
    << "     /* Set the output pointer to the output matrix residual. */" << endl
    << "     plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
    << "     /* Create a C pointer to a copy of the output matrix residual. */" << endl
    << "     residual = mxGetPr(plhs[0]);" << endl
    << "  }" << endl
    << endl
    << "  g1 = NULL;" << endl
    << "  if (nlhs >= 2)" << endl
    << "  {" << endl
    << "     /* Set the output pointer to the output matrix g1. */" << endl

    << "     plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << dynJacobianColsNbr << ", mxREAL);" << endl
    << "     /* Create a C pointer to a copy of the output matrix g1. */" << endl
    << "     g1 = mxGetPr(plhs[1]);" << endl
    << "  }" << endl
    << endl
sebastien's avatar
sebastien committed
1206
    << "  v2 = NULL;" << endl
ferhat's avatar
ferhat committed
1207
1208
    << " if (nlhs >= 3)" << endl
    << "  {" << endl
sebastien's avatar
sebastien committed
1209
1210
    << "     /* Set the output pointer to the output matrix v2. */" << endl
    << "     plhs[2] = mxCreateDoubleMatrix(" << NNZDerivatives[1] << ", " << 3
ferhat's avatar
ferhat committed
1211
1212
    << ", mxREAL);" << endl
    << "     /* Create a C pointer to a copy of the output matrix g1. */" << endl
sebastien's avatar
sebastien committed
1213
    << "     v2 = mxGetPr(plhs[2]);" << endl
ferhat's avatar
ferhat committed
1214
1215
1216
    << "  }" << endl
    << endl
    << "  /* Call the C subroutines. */" << endl
sebastien's avatar
sebastien committed
1217
    << "  Dynamic(y, x, nb_row_x, params, it_, residual, g1, v2);" << endl
ferhat's avatar
ferhat committed
1218
1219
1220
    << "}" << endl;
    mDynamicModelFile.close();
  }
sebastien's avatar
sebastien committed
1221
1222
1223

string
DynamicModel::reform(const string name1) const
ferhat's avatar
ferhat committed
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
  {
    string name=name1;
    int pos = name.find("\\", 0);
    while (pos >= 0)
      {
        if (name.substr(pos + 1, 1) != "\\")
          {
            name = name.insert(pos, "\\");
            pos++;
          }
        pos++;
        pos = name.find("\\", pos);
      }
    return (name);
  }
sebastien's avatar
sebastien committed
1239
1240
1241
1242

void
DynamicModel::Write_Inf_To_Bin_File(const string &dynamic_basename, const string &bin_basename, const int &num,
                                    int &u_count_int, bool &file_open, bool is_two_boundaries) const
ferhat's avatar
ferhat committed
1243
1244
1245
1246
  {
    int j;
    std::ofstream SaveCode;
    if (file_open)
1247
      SaveCode.open((bin_basename + "_dynamic.bin").c_str(), ios::out | ios::in | ios::binary | ios ::ate );
ferhat's avatar
ferhat committed
1248
    else
1249
      SaveCode.open((bin_basename + "_dynamic.bin").c_str(), ios::out | ios::binary);
ferhat's avatar
ferhat committed
1250
1251
    if (!SaveCode.is_open())
      {
1252
        cout << "Error : Can't open file \"" << bin_basename << "_dynamic.bin\" for writing\n";
ferhat's avatar
ferhat committed
1253
1254
1255
        exit(EXIT_FAILURE);
      }
    u_count_int=0;
1256
    int Size = block_triangular.ModelBlock->Block_List[num].Size - block_triangular.ModelBlock->Block_List[num].Nb_Recursives;
1257
    for(int i=0; i<(int)block_triangular.ModelBlock->Block_List[num].Chain_Rule_Derivatives->size();i++)
1258
1259
1260
1261
1262
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
1273
1274
1275
1276
1277
1278
1279
1280
1281
1282
			{
        //Chain_Rule_Derivatives.insert(make_pair( make_pair(eq, eqr), make_pair(var, make_pair(varr, lag))));
        pair< pair<int, pair<int, int> >, pair<int, int> > it = block_triangular.ModelBlock->Block_List[num].Chain_Rule_Derivatives->at(i);
        int k=it.first.first;
        int eq=it.first.second.first;

        int var_init=it.first.second.second;
        /*int eqr=it.second.first;
        int varr=it.second.second;*/
        if(eq>=block_triangular.ModelBlock->Block_List[num].Nb_Recursives and var_init>=block_triangular.ModelBlock->Block_List[num].Nb_Recursives)
					{
            int v=eq-block_triangular.ModelBlock->Block_List[num].Nb_Recursives;
            SaveCode.write(reinterpret_cast<char *>(&v), sizeof(v));
						int var=it.first.second.second-block_triangular.ModelBlock->Block_List[num].Nb_Recursives + k * Size;
				    SaveCode.write(reinterpret_cast<char *>(&var), sizeof(var));
            SaveCode.write(reinterpret_cast<char *>(&k), sizeof(k));
            int u = u_count_int + Size;
            SaveCode.write(reinterpret_cast<char *>(&u), sizeof(u));
            //cout << "eq=" << eq << " var=" << var << " k=" << k << " u=" << u << "\n";
            u_count_int++;
					}
			}


    /*for (int m=0;m<=block_triangular.ModelBlock->Block_List[num].Max_Lead+block_triangular.ModelBlock->Block_List[num].Max_Lag;m++)
ferhat's avatar
ferhat committed
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
      {
        int k1=m-block_triangular.ModelBlock->Block_List[num].Max_Lag;
        for (j=0;j<block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].size;j++)
          {
            int varr=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].Var[j]+k1*block_triangular.ModelBlock->Block_List[num].Size;
            int u=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].u[j];
            int eqr1=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].Equ[j];
            SaveCode.write(reinterpret_cast<char *>(&eqr1), sizeof(eqr1));
            SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
            SaveCode.write(reinterpret_cast<char *>(&k1), sizeof(k1));
            SaveCode.write(reinterpret_cast<char *>(&u), sizeof(u));
            u_count_int++;
          }
1296
      }*/
ferhat's avatar
ferhat committed
1297
1298
    if (is_two_boundaries)
      {
1299
        /*for (j=0;j<Size;j++)
ferhat's avatar