StaticModel.cc 48.8 KB
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/*
 * 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/>.
 */

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

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

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

  unsigned int nb_blocks = getNbBlocks();
  v_temporary_terms = vector< vector<temporary_terms_type> >(nb_blocks);

  v_temporary_terms_inuse = vector<temporary_terms_inuse_type> (nb_blocks);

  temporary_terms.clear();
  if(!global_temporary_terms)
    {
      for (unsigned int block = 0; block < nb_blocks; block++)
        {

          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;
          v_temporary_terms[block] = vector<temporary_terms_type>(block_size);
          for (unsigned int i = 0; i < block_size; i++)
            {
              if (i<block_nb_recursives && isBlockEquationRenormalized( block, i))
                getBlockEquationRenormalizedNodeID( block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
              else
                {
                  eq_node = (BinaryOpNode*)getBlockEquationNodeID(block, i);
                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
                }
            }
          for (t_block_derivatives_equation_variable_laglead_nodeid::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
            {
              NodeID id=it->second.second;
              id->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;
        }
    }
  else
    {
      for (unsigned int block = 0; block < nb_blocks; block++)
        {
          // Compute the temporary terms reordered
          unsigned int block_size = getBlockSize(block);
          unsigned int block_nb_mfs = getBlockMfs(block);
          unsigned int block_nb_recursives = block_size - block_nb_mfs;
          v_temporary_terms[block] = vector<temporary_terms_type>(block_size);
          for (unsigned int i = 0; i < block_size; i++)
            {
              if (i<block_nb_recursives && isBlockEquationRenormalized( block, i))
                getBlockEquationRenormalizedNodeID( block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
              else
                {
                  eq_node = (BinaryOpNode*)getBlockEquationNodeID(block, i);
                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, i);
                }
            }
          for (t_block_derivatives_equation_variable_laglead_nodeid::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
            {
              NodeID id=it->second.second;
              id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
            }

        }
      for (unsigned int block = 0; block < nb_blocks; block++)
        {
          // Collecte the temporary terms reordered
          unsigned int block_size = getBlockSize(block);
          unsigned int block_nb_mfs = getBlockMfs(block);
          unsigned int block_nb_recursives = block_size - block_nb_mfs;
          set<int> temporary_terms_in_use;
          for (unsigned int i = 0; i < block_size; i++)
            {
              if (i<block_nb_recursives && isBlockEquationRenormalized( block, i))
                  getBlockEquationRenormalizedNodeID( block, i)->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
              else
                {
                  eq_node = (BinaryOpNode*)getBlockEquationNodeID(block, i);
                  eq_node->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
                }
            }
          for (t_block_derivatives_equation_variable_laglead_nodeid::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
            {
              NodeID id=it->second.second;
              id->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
            }
          for(int i = 0; i < (int) getBlockSize(block); i++)
            for (temporary_terms_type::const_iterator it = v_temporary_terms[block][i].begin();
                   it != v_temporary_terms[block][i].end(); it++)
                   (*it)->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
          v_temporary_terms_inuse[block] = temporary_terms_in_use;
        }
    }
  // Add a mapping form node ID to temporary terms order
  int j=0;
  for (temporary_terms_type::const_iterator it = temporary_terms.begin();
    it != temporary_terms.end(); it++)
  map_idx[(*it)->idx]=j++;
}


void
StaticModel::writeModelEquationsOrdered_M(const string &static_basename) const
  {
    string tmp_s, sps;
    ostringstream tmp_output, tmp1_output, global_output;
    NodeID lhs=NULL, rhs=NULL;
    BinaryOpNode *eq_node;
    map<NodeID, int> reference_count;
    temporary_terms_type local_temporary_terms;
    ofstream  output;
    int nze;
    vector<int> feedback_variables;
    ExprNodeOutputType local_output_type;

    if(global_temporary_terms)
      {
        local_output_type = oMatlabStaticModelSparse;
        local_temporary_terms = temporary_terms;
      }
    else
      local_output_type = oMatlabDynamicModelSparseLocalTemporaryTerms;

    //----------------------------------------------------------------------
    //For each block
    for (unsigned int block = 0; block < getNbBlocks(); block++)
      {
        //recursive_variables.clear();
        feedback_variables.clear();
        //For a block composed of a single equation determines wether we have to evaluate or to solve the equation
        nze = derivative_endo[block].size();
        BlockSimulationType simulation_type = getBlockSimulationType(block);
        unsigned int block_size = getBlockSize(block);
        unsigned int block_mfs = getBlockMfs(block);
        unsigned int block_recursive = block_size - block_mfs;

        tmp1_output.str("");
        tmp1_output << static_basename << "_" << block+1 << ".m";
        output.open(tmp1_output.str().c_str(), ios::out | ios::binary);
        output << "%\n";
        output << "% " << tmp1_output.str() << " : Computes static model for Dynare\n";
        output << "%\n";
        output << "% Warning : this file is generated automatically by Dynare\n";
        output << "%           from model file (.mod)\n\n";
        output << "%/\n";
        if (simulation_type == EVALUATE_BACKWARD || simulation_type ==EVALUATE_FORWARD)
          output << "function y = " << static_basename << "_" << block+1 << "(y, x, params)\n";
        else
          output << "function [residual, y, g1] = " << static_basename << "_" << block+1 << "(y, x, params)\n";

        BlockType block_type;
        if(simulation_type == SOLVE_FORWARD_COMPLETE ||simulation_type == SOLVE_BACKWARD_COMPLETE)
          block_type = SIMULTANS;
        else if((simulation_type == SOLVE_FORWARD_SIMPLE ||simulation_type == SOLVE_BACKWARD_SIMPLE ||
                 simulation_type == EVALUATE_BACKWARD    || simulation_type == EVALUATE_FORWARD)
                && getBlockFirstEquation(block) < prologue)
          block_type = PROLOGUE;
        else if((simulation_type == SOLVE_FORWARD_SIMPLE ||simulation_type == SOLVE_BACKWARD_SIMPLE ||
                 simulation_type == EVALUATE_BACKWARD    || simulation_type == EVALUATE_FORWARD)
                && getBlockFirstEquation(block) >= equations.size() - epilogue)
          block_type = EPILOGUE;
        else
          block_type = SIMULTANS;
        output << "  % ////////////////////////////////////////////////////////////////////////" << endl
        << "  % //" << string("                     Block ").substr(int(log10(block + 1))) << block + 1 << " " << BlockType0(block_type)
        << "          //" << endl
        << "  % //                     Simulation type "
        << BlockSim(simulation_type) << "  //" << endl
        << "  % ////////////////////////////////////////////////////////////////////////" << endl;
        output << "  global options_;" << endl;
        //The Temporary terms
        if (simulation_type != EVALUATE_BACKWARD  && simulation_type != EVALUATE_FORWARD)
          output << "  g1 = zeros(" << block_mfs << ", " << block_mfs << ");" << endl;


        if (v_temporary_terms_inuse[block].size())
          {
            tmp_output.str("");
            for (temporary_terms_inuse_type::const_iterator it = v_temporary_terms_inuse[block].begin();
                 it != v_temporary_terms_inuse[block].end(); it++)
              tmp_output << " T" << *it;
            output << "  global" << tmp_output.str() << ";\n";
          }

        if (simulation_type!=EVALUATE_BACKWARD && simulation_type!=EVALUATE_FORWARD)
          output << "  residual=zeros(" << block_mfs << ",1);\n";


        // The equations
        for (unsigned int i = 0; i < block_size; i++)
          {
            if(!global_temporary_terms)
              local_temporary_terms = v_temporary_terms[block][i];
            temporary_terms_type tt2;
            tt2.clear();
            if (v_temporary_terms[block].size())
              {
                output << "  " << "% //Temporary variables" << endl;
                for (temporary_terms_type::const_iterator it = v_temporary_terms[block][i].begin();
                     it != v_temporary_terms[block][i].end(); it++)
                  {
                    output << "  " <<  sps;
                    (*it)->writeOutput(output, local_output_type, local_temporary_terms);
                    output << " = ";
                    (*it)->writeOutput(output, local_output_type, tt2);
                    // 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)) ;
            eq_node = (BinaryOpNode*)getBlockEquationNodeID(block,i);
            lhs = eq_node->get_arg1();
            rhs = eq_node->get_arg2();
            tmp_output.str("");
						lhs->writeOutput(tmp_output, local_output_type, local_temporary_terms);
            switch (simulation_type)
              {
              case EVALUATE_BACKWARD:
              case EVALUATE_FORWARD:
evaluation:
                  output << "  % equation " << getBlockEquationID(block, i)+1 << " variable : " << sModel
                         << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << endl;
                output << "  ";
                if (equ_type == E_EVALUATE)
                  {
                    output << tmp_output.str();
                    output << " = ";
                    rhs->writeOutput(output, local_output_type, local_temporary_terms);
                  }
                else if (equ_type == E_EVALUATE_S)
                  {
                    output << "%" << tmp_output.str();
                    output << " = ";
                    if (isBlockEquationRenormalized(block, i))
                      {
                        rhs->writeOutput(output, local_output_type, local_temporary_terms);
                        output << "\n  ";
                        tmp_output.str("");
                        eq_node = (BinaryOpNode *)getBlockEquationRenormalizedNodeID(block, i);
                        lhs = eq_node->get_arg1();
                        rhs = eq_node->get_arg2();
                        lhs->writeOutput(output, local_output_type, local_temporary_terms);
                        output << " = ";
                        rhs->writeOutput(output, local_output_type, local_temporary_terms);
                      }
                  }
                else
                  {
                    cerr << "Type missmatch for equation " << equation_ID+1  << "\n";
                    exit(EXIT_FAILURE);
                  }
                output << ";\n";
                break;
              case SOLVE_BACKWARD_SIMPLE:
              case SOLVE_FORWARD_SIMPLE:
              case SOLVE_BACKWARD_COMPLETE:
              case SOLVE_FORWARD_COMPLETE:
                if (i<block_recursive)
                  goto evaluation;
                feedback_variables.push_back(variable_ID);
                output << "  % equation " << equation_ID+1 << " variable : " << sModel
                << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << endl;
                output << "  " << "residual(" << i+1-block_recursive << ") = (";
                goto end;
              default:
end:
                output << tmp_output.str();
                output << ") - (";
                rhs->writeOutput(output, local_output_type, local_temporary_terms);
                output << ");\n";
              }
          }
        // The Jacobian if we have to solve the block
        if (simulation_type==SOLVE_BACKWARD_SIMPLE   || simulation_type==SOLVE_FORWARD_SIMPLE ||
            simulation_type==SOLVE_BACKWARD_COMPLETE || simulation_type==SOLVE_FORWARD_COMPLETE)
          output << "  " << sps << "% Jacobian  " << endl;
        switch (simulation_type)
          {
          case SOLVE_BACKWARD_SIMPLE:
          case SOLVE_FORWARD_SIMPLE:
          case SOLVE_BACKWARD_COMPLETE:
          case SOLVE_FORWARD_COMPLETE:
            for (t_block_derivatives_equation_variable_laglead_nodeid::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
              {
                unsigned int eq = it->first.first;
                unsigned int var = it->first.second;
                unsigned int eqr = getBlockEquationID(block, eq);
                unsigned int varr = getBlockVariableID(block, var);
                NodeID id = it->second.second;
                output << "    g1(" << eq+1-block_recursive << ", " << var+1-block_recursive << ") = ";
                id->writeOutput(output, local_output_type, local_temporary_terms);
                output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
                    << "(" << 0
                    << ") " << varr+1
                    << ", equation=" << eqr+1 << endl;
              }
            break;
          default:
            break;
          }
        output.close();
      }
  }

void
StaticModel::writeModelEquationsCodeOrdered(const string file_name, const string bin_basename, map_idx_type map_idx) const
  {
    struct Uff_l
      {
        int u, var, lag;
        Uff_l *pNext;
      };

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

    int i,v;
    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;
    vector<int> feedback_variables;
    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

    FDIMT_ fdimt(temporary_terms.size());
    fdimt.write(code_file);

    for (unsigned int block = 0; block < getNbBlocks(); block++)
      {
        feedback_variables.clear();
        if (block>0)
          {
            FENDBLOCK_ fendblock;
            fendblock.write(code_file);
          }
        int count_u;
        int u_count_int=0;
        BlockSimulationType simulation_type = getBlockSimulationType(block);
        unsigned int block_size = getBlockSize(block);
        unsigned int block_mfs = getBlockMfs(block);
        unsigned int block_recursive = block_size - block_mfs;

        if (simulation_type==SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type==SOLVE_TWO_BOUNDARIES_COMPLETE ||
            simulation_type==SOLVE_BACKWARD_COMPLETE || simulation_type==SOLVE_FORWARD_COMPLETE)
          {
            Write_Inf_To_Bin_File(file_name, bin_basename, block, u_count_int,file_open);
            file_open=true;
          }

        FBEGINBLOCK_ fbeginblock(block_mfs,
                                 simulation_type,
                                 getBlockFirstEquation(block),
                                 block_size,
                                 variable_reordered,
                                 equation_reordered,
                                 blocks_linear[block],
                                 symbol_table.endo_nbr(),
                                 0,
                                 0,
                                 u_count_int
                                 );
        fbeginblock.write(code_file);

        // The equations
        for (i = 0;i < (int) block_size;i++)
          {
            //The Temporary terms
            temporary_terms_type tt2;
            tt2.clear();
            if (v_temporary_terms[block].size())
              {
                for (temporary_terms_type::const_iterator it = v_temporary_terms[block][i].begin();
                     it != v_temporary_terms[block][i].end(); it++)
                  {
                    (*it)->compile(code_file, false, tt2, map_idx, false, false);
                    FSTPST_ fstpst((int)(map_idx.find((*it)->idx)->second));
                    fstpst.write(code_file);
                    // Insert current node into tt2
                    tt2.insert(*it);
                  }
              }

            int variable_ID, equation_ID;
            EquationType equ_type;
            switch (simulation_type)
              {
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              case EVALUATE_BACKWARD:
              case EVALUATE_FORWARD:
                equ_type = getBlockEquationType(block, i);
                if (equ_type == E_EVALUATE)
                  {
                    eq_node = (BinaryOpNode*)getBlockEquationNodeID(block,i);
                    lhs = eq_node->get_arg1();
                    rhs = eq_node->get_arg2();
                    rhs->compile(code_file, false, temporary_terms, map_idx, false, false);
                    lhs->compile(code_file, true, temporary_terms, map_idx, false, false);
                  }
                else if (equ_type == E_EVALUATE_S)
                  {
                    eq_node = (BinaryOpNode*)getBlockEquationRenormalizedNodeID(block,i);
                    lhs = eq_node->get_arg1();
                    rhs = eq_node->get_arg2();
                    rhs->compile(code_file, false, temporary_terms, map_idx, false, false);
                    lhs->compile(code_file, true, temporary_terms, map_idx, false, false);
                  }
                break;
              case SOLVE_BACKWARD_COMPLETE:
              case SOLVE_FORWARD_COMPLETE:
                if (i< (int) block_recursive)
                  goto evaluation;
                variable_ID = getBlockVariableID(block, i);
                equation_ID = getBlockEquationID(block, i);
                feedback_variables.push_back(variable_ID);
                Uf[equation_ID].Ufl=NULL;
                goto end;
              default:
end:
                eq_node = (BinaryOpNode*)getBlockEquationNodeID(block, i);
                lhs = eq_node->get_arg1();
                rhs = eq_node->get_arg2();
                lhs->compile(code_file, false, temporary_terms, map_idx, false, false);
                rhs->compile(code_file, false, temporary_terms, map_idx, false, false);

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

                FSTPR_ fstpr(i - block_recursive);
                fstpr.write(code_file);
              }
          }
        FENDEQU_ fendequ;
        fendequ.write(code_file);
        // The Jacobian if we have to solve the block
        if    (simulation_type != EVALUATE_BACKWARD
            && simulation_type != EVALUATE_FORWARD)
          {
            switch (simulation_type)
              {
              case SOLVE_BACKWARD_SIMPLE:
              case SOLVE_FORWARD_SIMPLE:
                compileDerivative(code_file, getBlockEquationID(block, 0), getBlockVariableID(block, 0), 0, map_idx);
                  {
                    FSTPG_ fstpg(0);
                    fstpg.write(code_file);
                  }
                break;

              case SOLVE_BACKWARD_COMPLETE:
              case SOLVE_FORWARD_COMPLETE:
                count_u = feedback_variables.size();
                for (t_block_derivatives_equation_variable_laglead_nodeid::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
                  {
                    unsigned int eq = it->first.first;
                    unsigned int var = it->first.second;
                    unsigned int eqr = getBlockEquationID(block, eq);
                    unsigned int varr = getBlockVariableID(block, var);
                    if(eq>=block_recursive and var>=block_recursive)
                      {
                        if (!Uf[eqr].Ufl)
                          {
                            Uf[eqr].Ufl=(Uff_l*)malloc(sizeof(Uff_l));
                            Uf[eqr].Ufl_First=Uf[eqr].Ufl;
                          }
                        else
                          {
                            Uf[eqr].Ufl->pNext=(Uff_l*)malloc(sizeof(Uff_l));
                            Uf[eqr].Ufl=Uf[eqr].Ufl->pNext;
                          }
                        Uf[eqr].Ufl->pNext=NULL;
                        Uf[eqr].Ufl->u=count_u;
                        Uf[eqr].Ufl->var=varr;
                        compileChainRuleDerivative(code_file, eqr, varr, 0, map_idx);
                        FSTPSU_ fstpsu(count_u);
                        fstpsu.write(code_file);
                        count_u++;
                      }
                  }
                for (i = 0;i < (int) block_size;i++)
                  {
                    if(i>= (int) block_recursive)
                      {
                        FLDR_ fldr(i-block_recursive);
                        fldr.write(code_file);

                        FLDZ_ fldz;
                        fldz.write(code_file);

                        v=getBlockEquationID(block, i);
                        for (Uf[v].Ufl=Uf[v].Ufl_First; Uf[v].Ufl; Uf[v].Ufl=Uf[v].Ufl->pNext)
                          {
                            FLDSU_ fldsu(Uf[v].Ufl->u);
                            fldsu.write(code_file);
                            FLDSV_ fldsv(eEndogenous, Uf[v].Ufl->var);
                            fldsv.write(code_file);

                            FBINARY_ fbinary(oTimes);
                            fbinary.write(code_file);

                            FCUML_ fcuml;
                            fcuml.write(code_file);
                          }
                        Uf[v].Ufl=Uf[v].Ufl_First;
                        while (Uf[v].Ufl)
                          {
                            Uf[v].Ufl_First=Uf[v].Ufl->pNext;
                            free(Uf[v].Ufl);
                            Uf[v].Ufl=Uf[v].Ufl_First;
                          }
                        FBINARY_ fbinary(oMinus);
                        fbinary.write(code_file);

                        FSTPSU_ fstpsu(i - block_recursive);
                        fstpsu.write(code_file);

                      }
                  }
                break;
              default:
                break;
              }
          }
      }
    FENDBLOCK_ fendblock;
    fendblock.write(code_file);
    FEND_ fend;
    fend.write(code_file);
    code_file.close();
  }


void
StaticModel::Write_Inf_To_Bin_File(const string &static_basename, const string &bin_basename, const int &num,
                                    int &u_count_int, bool &file_open) const
  {
    int j;
    std::ofstream SaveCode;
    if (file_open)
      SaveCode.open((bin_basename + "_static.bin").c_str(), ios::out | ios::in | ios::binary | ios ::ate );
    else
      SaveCode.open((bin_basename + "_static.bin").c_str(), ios::out | ios::binary);
    if (!SaveCode.is_open())
      {
        cout << "Error : Can't open file \"" << bin_basename << "_static.bin\" for writing\n";
        exit(EXIT_FAILURE);
      }
    u_count_int=0;
    unsigned int block_size = getBlockSize(num);
    unsigned int block_mfs = getBlockMfs(num);
    unsigned int block_recursive = block_size - block_mfs;
    for (t_block_derivatives_equation_variable_laglead_nodeid::const_iterator it = blocks_derivatives[num].begin(); it != (blocks_derivatives[num]).end(); it++)
      {
        unsigned int eq = it->first.first;
        unsigned int var = it->first.second;
        int lag = 0;
        if(eq>=block_recursive and var>=block_recursive)
					{
            int v = eq - block_recursive;
            SaveCode.write(reinterpret_cast<char *>(&v), sizeof(v));
						int varr = var - block_recursive;
				    SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
            SaveCode.write(reinterpret_cast<char *>(&lag), sizeof(lag));
            int u = u_count_int + block_mfs;
            SaveCode.write(reinterpret_cast<char *>(&u), sizeof(u));
            u_count_int++;
					}
      }

    for (j = block_recursive; j < (int) block_size; j++)
      {
        unsigned int varr=getBlockVariableID(num, j);
        SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
      }
    for (j = block_recursive; j < (int) block_size; j++)
      {
        unsigned int eqr=getBlockEquationID(num, j);
        SaveCode.write(reinterpret_cast<char *>(&eqr), sizeof(eqr));
      }
    SaveCode.close();
  }

map<pair<int, pair<int, int > >, NodeID>
StaticModel::collect_first_order_derivatives_endogenous()
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{
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  map<pair<int, pair<int, int > >, NodeID> endo_derivatives;
  for (first_derivatives_type::iterator it2 = first_derivatives.begin();
       it2 != first_derivatives.end(); it2++)
    {
      if (getTypeByDerivID(it2->first.second)==eEndogenous)
        {
          int eq = it2->first.first;
          int var=symbol_table.getTypeSpecificID(it2->first.second);
          int lag = 0;
          endo_derivatives[make_pair(eq, make_pair(var, lag))] = it2->second;
        }
    }
  return  endo_derivatives;
}

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

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

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

  computeJacobian(vars);

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


  if (block)
    {
      jacob_map contemporaneous_jacobian, static_jacobian;

      // for each block contains pair<Size, Feddback_variable>
      vector<pair<int, int> > blocks;

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

      computePossiblySingularNormalization(contemporaneous_jacobian, cutoff == 0);

      computePrologueAndEpilogue(static_jacobian, equation_reordered, variable_reordered, prologue, epilogue);

      map<pair<int, pair<int, int> >, NodeID> first_order_endo_derivatives = collect_first_order_derivatives_endogenous();

      equation_type_and_normalized_equation = equationTypeDetermination(equations, first_order_endo_derivatives, variable_reordered, equation_reordered, mfs);

      cout << "Finding the optimal block decomposition of the model ...\n";

      if (prologue+epilogue < (unsigned int) equation_number())
        computeBlockDecompositionAndFeedbackVariablesForEachBlock(static_jacobian, dynamic_jacobian, prologue, epilogue, equation_reordered, variable_reordered, blocks, equation_type_and_normalized_equation, false, false, mfs, inv_equation_reordered, inv_variable_reordered);

      block_type_firstequation_size_mfs = reduceBlocksAndTypeDetermination(dynamic_jacobian, prologue, epilogue, blocks, equations, equation_type_and_normalized_equation, variable_reordered, equation_reordered);

      printBlockDecomposition(blocks);

      computeChainRuleJacobian(blocks_derivatives);

      blocks_linear = BlockLinear(blocks_derivatives, variable_reordered);

      collect_block_first_order_derivatives();

      global_temporary_terms = true;
      if (!no_tmp_terms)
        computeTemporaryTermsOrdered();

    }
  else
    if (!no_tmp_terms)
      computeTemporaryTerms(true);
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}

void
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StaticModel::writeStaticMFile(const string &func_name) const
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{
  // Writing comments and function definition command
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  string filename = func_name + "_static.m";

  ofstream output;
  output.open(filename.c_str(), ios::out | ios::binary);
  if (!output.is_open())
    {
      cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
      exit(EXIT_FAILURE);
    }

  output << "function [residual, g1, g2] = " << func_name + "_static(y, x, params)" << endl
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         << "%" << endl
         << "% Status : Computes static model for Dynare" << endl
         << "%" << endl
         << "% Warning : this file is generated automatically by Dynare" << endl
         << "%           from model file (.mod)" << endl
         << endl
         << "residual = zeros( " << equations.size() << ", 1);" << endl
         << endl
         << "%" << endl
         << "% Model equations" << endl
         << "%" << endl
         << endl;

  writeModelLocalVariables(output, oMatlabStaticModel);

  writeTemporaryTerms(temporary_terms, output, oMatlabStaticModel);

  writeModelEquations(output, oMatlabStaticModel);

  output << "if ~isreal(residual)" << endl
         << "  residual = real(residual)+imag(residual).^2;" << endl
         << "end" << endl
         << "if nargout >= 2," << endl
         << "  g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ");" << endl
         << endl
         << "%" << endl
         << "% Jacobian matrix" << endl
         << "%" << endl
         << endl;
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  // Write Jacobian w.r. to endogenous only
  for (first_derivatives_type::const_iterator it = first_derivatives.begin();
       it != first_derivatives.end(); it++)
    {
      int eq = it->first.first;
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      int symb_id = it->first.second;
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      NodeID d1 = it->second;

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      output << "  g1(" << eq+1 << "," << symbol_table.getTypeSpecificID(symb_id)+1 << ")=";
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      d1->writeOutput(output, oMatlabStaticModel, temporary_terms);
      output << ";" << endl;
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    }

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  output << "  if ~isreal(g1)" << endl
         << "    g1 = real(g1)+2*imag(g1);" << endl
         << "  end" << endl
         << "end" << endl
         << "if nargout >= 3," << endl
         << "%" << endl
         << "% Hessian matrix" << endl
         << "%" << endl
         << endl;

  int g2ncols = symbol_table.endo_nbr() * symbol_table.endo_nbr();
  if (second_derivatives.size())
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    {
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      output << "  v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl;
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      // Write Hessian w.r. to endogenous only (only if 2nd order derivatives have been computed)
      int k = 0; // Keep the line of a 2nd derivative in v2
      for (second_derivatives_type::const_iterator it = second_derivatives.begin();
           it != second_derivatives.end(); it++)
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        {
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          int eq = it->first.first;
          int symb_id1 = it->first.second.first;
          int symb_id2 = it->first.second.second;
          NodeID d2 = it->second;

          int tsid1 = symbol_table.getTypeSpecificID(symb_id1);
          int tsid2 = symbol_table.getTypeSpecificID(symb_id2);
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          int col_nb = tsid1*symbol_table.endo_nbr()+tsid2;
          int col_nb_sym = tsid2*symbol_table.endo_nbr()+tsid1;
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          output << "v2(" << k+1 << ",1)=" << eq + 1 << ";" << endl
                 << "v2(" << k+1 << ",2)=" << col_nb + 1 << ";" << endl
                 << "v2(" << k+1 << ",3)=";
          d2->writeOutput(output, oMatlabStaticModel, temporary_terms);
          output << ";" << endl;
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          k++;
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          // Treating symetric elements
          if (symb_id1 != symb_id2)
            {
              output << "v2(" << k+1 << ",1)=" << eq + 1 << ";" << endl
                     << "v2(" << k+1 << ",2)=" << col_nb_sym + 1 << ";" << endl
                     << "v2(" << k+1 << ",3)=v2(" << k << ",3);" << endl;
              k++;
            }
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        }
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      output << "  g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << equations.size() << "," << g2ncols << ");" << endl;
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    }
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  else // Either hessian is all zero, or we didn't compute it
    output << "  g2 = sparse([],[],[]," << equations.size() << "," << g2ncols << ");" << endl;

  output << "end;" << endl; // Close the if nargout >= 3 statement
  output.close();
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}

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void
StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode) const
  {
    int r;
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		//assert(block);
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#ifdef _WIN32
    r = mkdir(basename.c_str());
#else
    r = mkdir(basename.c_str(), 0777);
#endif
    if (r < 0 && errno != EEXIST)
      {
        perror("ERROR");
        exit(EXIT_FAILURE);
      }
    if(block && bytecode)
      writeModelEquationsCodeOrdered(basename + "_static", basename, map_idx);
    else if(block && !bytecode)
      {
        chdir(basename.c_str());
        writeModelEquationsOrdered_M(basename + "_static");
        chdir("..");
        writeStaticBlockMFSFile(basename);
      }
    else
      writeStaticMFile(basename);
  }
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void
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StaticModel::writeStaticBlockMFSFile(const string &basename) const
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{
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  ofstream output;
  output.open(filename.c_str(), ios::out | ios::binary);
  if (!output.is_open())
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    {
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      cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
      exit(EXIT_FAILURE);
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    }

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  string func_name = basename + "_static";
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  output << "function [residual, g1, y] = " << func_name << "(nblock, y, x, params)" << endl
         << "  residual = [];" << endl
         << "  g1 = [];" << endl
         << "  switch nblock" << endl;
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  unsigned int nb_blocks = getNbBlocks();
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  for(int b = 0; b < (int) nb_blocks; b++)
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    {

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      set<int> local_var;
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      output << "    case " << b+1 << endl;
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      BlockSimulationType simulation_type = getBlockSimulationType(b);

      if (simulation_type == EVALUATE_BACKWARD || simulation_type ==EVALUATE_FORWARD)
          output << "      y = " << func_name << "_" << b+1 << "(y, x, params);\n";
        else
          output << "      [residual, y, g1] = " << func_name << "_" << b+1 << "(y, x, params);\n";
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    }
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  output << "  end" << endl
         << "end" << endl;
  output.close();
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}
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void
StaticModel::writeOutput(ostream &output, bool block) const
{
  if (!block)
    return;
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  unsigned int nb_blocks = getNbBlocks();
  output << "M_.blocksMFS = cell(" << nb_blocks << ", 1);" << endl;
  for(int b = 0; b < (int) nb_blocks; b++)
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    {
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      output << "M_.blocksMFS{" << b+1 << "} = [ ";
      unsigned int block_size = getBlockSize(b);
      unsigned int block_mfs = getBlockMfs(b);
      unsigned int block_recursive = block_size - block_mfs;
      BlockSimulationType simulation_type = getBlockSimulationType(b);
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      if (simulation_type != EVALUATE_BACKWARD && simulation_type != EVALUATE_FORWARD)
        for(int i= block_recursive; i< (int) block_size; i++)
          output << getBlockVariableID(b, i)+1 << "; ";
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      output << "];" << endl;
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    }
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}


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SymbolType
StaticModel::getTypeByDerivID(int deriv_id) const throw (UnknownDerivIDException)
{
  return symbol_table.getType(getSymbIDByDerivID(deriv_id));
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}
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int
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{
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  return 0;
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}
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int
StaticModel::getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException)
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{
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  return deriv_id;
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}

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int
StaticModel::getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException)
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{
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  if (symbol_table.getType(symb_id) == eEndogenous)
    return symb_id;
  else
    return -1;
}
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map<pair<pair<int, pair<int, int> >, pair<int, int> >, int>
StaticModel::get_Derivatives(int block)
{
  map<pair<pair<int, pair<int, int> >, pair<int, int> >, int> Derivatives;
  Derivatives.clear();
  int block_size = getBlockSize(block);
  int block_nb_recursive = block_size - getBlockMfs(block);
  int lag = 0;
  for(int eq = 0; eq < block_size; eq++)
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    {
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      int eqr = getBlockEquationID(block, eq);
      for(int var = 0; var < block_size; var++)
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        {
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          int varr = getBlockVariableID(block, var);
          if(dynamic_jacobian.find(make_pair(lag, make_pair(eqr, varr))) != dynamic_jacobian.end())
            {
              bool OK = true;
              map<pair<pair<int, pair<int, int> >, pair<int, int> >, int>::const_iterator its = Derivatives.find(make_pair(make_pair(lag, make_pair(eq, var)), make_pair(eqr, varr)));
              if(its!=Derivatives.end())
                {
                	if(its->second == 2)
                	  OK=false;
                }
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              if(OK)
                {
                  if (getBlockEquationType(block, eq) == E_EVALUATE_S and eq<block_nb_recursive)
                    //It's a normalized equation, we have to recompute the derivative using chain rule derivative function
                    Derivatives[make_pair(make_pair(lag, make_pair(eq, var)), make_pair(eqr, varr))] = 1;
                  else
                    //It's a feedback equation we can use the derivatives
                    Derivatives[make_pair(make_pair(lag, make_pair(eq, var)), make_pair(eqr, varr))] = 0;
                }
              if(var<block_nb_recursive)
                {
                  int eqs = getBlockEquationID(block, var);
                  for(int vars=block_nb_recursive; vars<block_size; vars++)
                    {
                      int varrs = getBlockVariableID(block, vars);
                      //A new derivative needs to be computed using the chain rule derivative function (a feedback variable appears in a recursive equation)
                      if(Derivatives.find(make_pair(make_pair(lag, make_pair(var, vars)), make_pair(eqs, varrs)))!=Derivatives.end())
                        Derivatives[make_pair(make_pair(lag, make_pair(eq, vars)), make_pair(eqr, varrs))] = 2;
                    }
                }
            }
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        }
    }
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  return(Derivatives);
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}
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void
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StaticModel::computeChainRuleJacobian(t_blocks_derivatives &blocks_derivatives)
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{
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  map<int, NodeID> recursive_variables;
  unsigned int nb_blocks = getNbBlocks();
  blocks_derivatives = t_blocks_derivatives(nb_blocks);
  for(unsigned int block = 0; block < nb_blocks; block++)
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    {
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      t_block_derivatives_equation_variable_laglead_nodeid tmp_derivatives;
      recursive_variables.clear();
      BlockSimulationType simulation_type = getBlockSimulationType(block);
      int block_size = getBlockSize(block);
      int block_nb_mfs = getBlockMfs(block);
      int block_nb_recursives = block_size - block_nb_mfs;
      if (simulation_type==SOLVE_TWO_BOUNDARIES_COMPLETE or simulation_type==SOLVE_TWO_BOUNDARIES_SIMPLE)
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        {
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          blocks_derivatives.push_back(t_block_derivatives_equation_variable_laglead_nodeid(0));
          for(int i = 0; i < block_nb_recursives; i++)
            {
              if (getBlockEquationType(block, i) == E_EVALUATE_S)
                recursive_variables[getDerivID(symbol_table.getID(eEndogenous, getBlockVariableID(block, i)), 0)] = getBlockEquationRenormalizedNodeID(block, i);
              else
                recursive_variables[getDerivID(symbol_table.getID(eEndogenous, getBlockVariableID(block, i)), 0)] = getBlockEquationNodeID(block, i);
            }
          map<pair<pair<int, pair<int, int> >, pair<int, int> >, int> Derivatives = get_Derivatives(block);
          map<pair<pair<int, pair<int, int> >, pair<int, int> >, int>::const_iterator it = Derivatives.begin();
          for(int i=0; i<(int)Derivatives.size(); i++)
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            {
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              int Deriv_type = it->second;
              pair<pair<int, pair<int, int> >, pair<int, int> > it_l(it->first);
              it++;
              int lag = it_l.first.first;
              int eq = it_l.first.second.first;
              int var = it_l.first.second.second;
              int eqr = it_l.second.first;
              int varr = it_l.second.second;
              if(Deriv_type == 0)
                first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = first_derivatives[make_pair(eqr, getDerivID(symbol_table.getID(eEndogenous, varr), lag))];
              else if (Deriv_type == 1)
                first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = (equation_type_and_normalized_equation[eqr].second)->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables);
              else if (Deriv_type == 2)
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                {
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                  if(getBlockEquationType(block, eq) == E_EVALUATE_S && eq<block_nb_recursives)
                    first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = (equation_type_and_normalized_equation[eqr].second)->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables);
                  else
                    first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))] = equations[eqr]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), lag), recursive_variables);
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                }
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              tmp_derivatives.push_back(make_pair(make_pair(eq, var), make_pair(lag, first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, lag))]) ));
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            }
        }
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      else if(   simulation_type==SOLVE_BACKWARD_SIMPLE or simulation_type==SOLVE_FORWARD_SIMPLE
              or simulation_type==SOLVE_BACKWARD_COMPLETE or simulation_type==SOLVE_FORWARD_COMPLETE)
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        {
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          blocks_derivatives.push_back(t_block_derivatives_equation_variable_laglead_nodeid(0));
          for(int i = 0; i < block_nb_recursives; i++)
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            {
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              if (getBlockEquationType(block, i) == E_EVALUATE_S)
                recursive_variables[getDerivID(symbol_table.getID(eEndogenous, getBlockVariableID(block,i)), 0)] = getBlockEquationRenormalizedNodeID(block, i);
              else
                recursive_variables[getDerivID(symbol_table.getID(eEndogenous, getBlockVariableID(block,i)), 0)] = getBlockEquationNodeID(block, i);
            }
          for(int eq = block_nb_recursives; eq < block_size; eq++)
            {
              int eqr = getBlockEquationID(block, eq);
              for(int var = block_nb_recursives; var < block_size; var++)
                {
                  int varr = getBlockVariableID(block, var);
                  NodeID d1 = equations[eqr]->getChainRuleDerivative(getDerivID(symbol_table.getID(eEndogenous, varr), 0), recursive_variables);
                  if (d1 == Zero)
                    continue;
                  first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, 0))] = d1;
                  tmp_derivatives.push_back(
                 make_pair(make_pair(eq, var),make_pair(0, first_chain_rule_derivatives[make_pair(eqr, make_pair(varr, 0))])));
                }
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            }
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        }
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      blocks_derivatives[block] = tmp_derivatives;
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    }
}

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void
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StaticModel::collect_block_first_order_derivatives()
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{
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  //! vector for an equation or a variable indicates the block number
  vector<int> equation_2_block, variable_2_block;
  unsigned int nb_blocks = getNbBlocks();
  equation_2_block = vector<int>(equation_reordered.size());
  variable_2_block = vector<int>(variable_reordered.size());
  for(unsigned int block = 0; block < nb_blocks; block++)
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    {
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      unsigned int block_size = getBlockSize(block);
      for(unsigned int i = 0; i < block_size; i++)
        {
          equation_2_block[getBlockEquationID(block, i)] = block;
          variable_2_block[getBlockVariableID(block, i)] = block;
        }
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    }
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  derivative_endo = vector<t_derivative>(nb_blocks);
  endo_max_leadlag_block = vector<pair<int, int> >(nb_blocks, make_pair( 0, 0));
  max_leadlag_block = vector<pair<int, int> >(nb_blocks, make_pair( 0, 0));
  for (first_derivatives_type::iterator it2 = first_derivatives.begin();
       it2 != first_derivatives.end(); it2++)
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    {
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      int eq = it2->first.first;
      int var = symbol_table.getTypeSpecificID(getSymbIDByDerivID(it2->first.second));
      int lag = 0;
      int block_eq = equation_2_block[eq];
      int block_var = variable_2_block[var];
      max_leadlag_block[block_eq] = make_pair(0, 0);
      max_leadlag_block[block_eq] = make_pair(0, 0);
      endo_max_leadlag_block[block_eq] = make_pair(0, 0);
      endo_max_leadlag_block[block_eq] = make_pair(0, 0);
      t_derivative tmp_derivative ;
      t_lag_var lag_var;
      if (getTypeByDerivID(it2->first.second) == eEndogenous && block_eq == block_var)
        {
          tmp_derivative = derivative_endo[block_eq];
          tmp_derivative[make_pair(lag, make_pair(eq, var))] = first_derivatives[make_pair(eq, getDerivID(symbol_table.getID(eEndogenous, var), lag))];
          derivative_endo[block_eq] = tmp_derivative;
        }
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    }
}

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void
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StaticModel::writeChainRuleDerivative(ostream &output, int eqr, int varr, int lag,
                           ExprNodeOutputType output_type,
                           const temporary_terms_type &temporary_terms) const
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{
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  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())
    (it->second)->writeOutput(output, output_type, temporary_terms);
  else
    output << 0;
}
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void
StaticModel::writeLatexFile(const string &basename) const
  {
    writeLatexModelFile(basename + "_static.tex", oLatexStaticModel);
  }
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void
StaticModel::jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const
{
  output << LEFT_ARRAY_SUBSCRIPT(output_type);
  if (IS_MATLAB(output_type))
    output << eq_nb + 1 << ", " << col_nb + 1;
  else
    output << eq_nb + col_nb * equations.size();
  output << RIGHT_ARRAY_SUBSCRIPT(output_type);
}
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void
StaticModel::hessianHelper(ostream &output, int row_nb, int col_nb, ExprNodeOutputType output_type) const
{
  output << LEFT_ARRAY_SUBSCRIPT(output_type);
  if (IS_MATLAB(output_type))
    output << row_nb + 1 << ", " << col_nb + 1;
  else
    output << row_nb + col_nb * NNZDerivatives[1];
  output << RIGHT_ARRAY_SUBSCRIPT(output_type);
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}
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void
StaticModel::writeAuxVarInitval(ostream &output) const
{
  for(int i = 0; i < (int) aux_equations.size(); i++)
    {
      dynamic_cast<ExprNode *>(aux_equations[i])->writeOutput(output);
      output << ";" << endl;
    }
}