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

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

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

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

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

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

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

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

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

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

void
StaticModel::writeModelEquationsOrdered_M(const string &static_basename) const
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{
  string tmp_s, sps;
  ostringstream tmp_output, tmp1_output, global_output;
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  expr_t lhs = NULL, rhs = NULL;
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  BinaryOpNode *eq_node;
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  map<expr_t, int> reference_count;
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  temporary_terms_t local_temporary_terms;
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  ofstream  output;
  int nze;
  vector<int> feedback_variables;
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  deriv_node_temp_terms_t tef_terms;
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  ExprNodeOutputType local_output_type;
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  local_output_type = oMatlabStaticModelSparse;
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  if (global_temporary_terms)
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    local_temporary_terms = temporary_terms;
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  //----------------------------------------------------------------------
  //For each block
  for (unsigned int block = 0; block < getNbBlocks(); block++)
    {
      //recursive_variables.clear();
      feedback_variables.clear();
      //For a block composed of a single equation determines wether we have to evaluate or to solve the equation
      nze = derivative_endo[block].size();
      BlockSimulationType simulation_type = getBlockSimulationType(block);
      unsigned int block_size = getBlockSize(block);
      unsigned int block_mfs = getBlockMfs(block);
      unsigned int block_recursive = block_size - block_mfs;

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

      BlockType block_type;
      if (simulation_type == SOLVE_FORWARD_COMPLETE || simulation_type == SOLVE_BACKWARD_COMPLETE)
        block_type = SIMULTANS;
      else if ((simulation_type == SOLVE_FORWARD_SIMPLE || simulation_type == SOLVE_BACKWARD_SIMPLE
                || simulation_type == EVALUATE_BACKWARD    || simulation_type == EVALUATE_FORWARD)
               && getBlockFirstEquation(block) < prologue)
        block_type = PROLOGUE;
      else if ((simulation_type == SOLVE_FORWARD_SIMPLE || simulation_type == SOLVE_BACKWARD_SIMPLE
                || simulation_type == EVALUATE_BACKWARD    || simulation_type == EVALUATE_FORWARD)
               && getBlockFirstEquation(block) >= equations.size() - epilogue)
        block_type = EPILOGUE;
      else
        block_type = SIMULTANS;
      output << "  % ////////////////////////////////////////////////////////////////////////" << endl
             << "  % //" << string("                     Block ").substr(int (log10(block + 1))) << block + 1 << " " << BlockType0(block_type)
             << "          //" << endl
             << "  % //                     Simulation type "
             << BlockSim(simulation_type) << "  //" << endl
             << "  % ////////////////////////////////////////////////////////////////////////" << endl;
      output << "  global options_;" << endl;
      //The Temporary terms
      if (simulation_type != EVALUATE_BACKWARD  && simulation_type != EVALUATE_FORWARD)
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        output << " g1 = spalloc("  << block_mfs << ", " << block_mfs << ", " << derivative_endo[block].size() << ");" << endl;
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      if (v_temporary_terms_inuse[block].size())
        {
          tmp_output.str("");
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          for (temporary_terms_inuse_t::const_iterator it = v_temporary_terms_inuse[block].begin();
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               it != v_temporary_terms_inuse[block].end(); it++)
            tmp_output << " T" << *it;
          output << "  global" << tmp_output.str() << ";\n";
        }

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

      // The equations
      for (unsigned int i = 0; i < block_size; i++)
        {
          if (!global_temporary_terms)
            local_temporary_terms = v_temporary_terms[block][i];
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          temporary_terms_t tt2;
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          tt2.clear();
          if (v_temporary_terms[block].size())
            {
              output << "  " << "% //Temporary variables" << endl;
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              for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin();
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                   it != v_temporary_terms[block][i].end(); it++)
                {
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                  if (dynamic_cast<ExternalFunctionNode *>(*it) != NULL)
                    (*it)->writeExternalFunctionOutput(output, local_output_type, tt2, tef_terms);

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                  output << "  " <<  sps;
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                  (*it)->writeOutput(output, local_output_type, local_temporary_terms, tef_terms);
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                  output << " = ";
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                  (*it)->writeOutput(output, local_output_type, tt2, tef_terms);
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                  // Insert current node into tt2
                  tt2.insert(*it);
                  output << ";" << endl;
                }
            }

          int variable_ID = getBlockVariableID(block, i);
          int equation_ID = getBlockEquationID(block, i);
          EquationType equ_type = getBlockEquationType(block, i);
          string sModel = symbol_table.getName(symbol_table.getID(eEndogenous, variable_ID));
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          eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
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          lhs = eq_node->get_arg1();
          rhs = eq_node->get_arg2();
          tmp_output.str("");
          lhs->writeOutput(tmp_output, local_output_type, local_temporary_terms);
          switch (simulation_type)
            {
            case EVALUATE_BACKWARD:
            case EVALUATE_FORWARD:
            evaluation:
              output << "  % equation " << getBlockEquationID(block, i)+1 << " variable : " << sModel
                     << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << endl;
              output << "  ";
              if (equ_type == E_EVALUATE)
                {
                  output << tmp_output.str();
                  output << " = ";
                  rhs->writeOutput(output, local_output_type, local_temporary_terms);
                }
              else if (equ_type == E_EVALUATE_S)
                {
                  output << "%" << tmp_output.str();
                  output << " = ";
                  if (isBlockEquationRenormalized(block, i))
                    {
                      rhs->writeOutput(output, local_output_type, local_temporary_terms);
                      output << "\n  ";
                      tmp_output.str("");
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                      eq_node = (BinaryOpNode *) getBlockEquationRenormalizedExpr(block, i);
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                      lhs = eq_node->get_arg1();
                      rhs = eq_node->get_arg2();
                      lhs->writeOutput(output, local_output_type, local_temporary_terms);
                      output << " = ";
                      rhs->writeOutput(output, local_output_type, local_temporary_terms);
                    }
                }
              else
                {
                  cerr << "Type missmatch for equation " << equation_ID+1  << "\n";
                  exit(EXIT_FAILURE);
                }
              output << ";\n";
              break;
            case SOLVE_BACKWARD_SIMPLE:
            case SOLVE_FORWARD_SIMPLE:
            case SOLVE_BACKWARD_COMPLETE:
            case SOLVE_FORWARD_COMPLETE:
              if (i < block_recursive)
                goto evaluation;
              feedback_variables.push_back(variable_ID);
              output << "  % equation " << equation_ID+1 << " variable : " << sModel
                     << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << endl;
              output << "  " << "residual(" << i+1-block_recursive << ") = (";
              goto end;
            default:
            end:
              output << tmp_output.str();
              output << ") - (";
              rhs->writeOutput(output, local_output_type, local_temporary_terms);
              output << ");\n";
            }
        }
      // The Jacobian if we have to solve the block
      if (simulation_type == SOLVE_BACKWARD_SIMPLE   || simulation_type == SOLVE_FORWARD_SIMPLE
          || simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
        output << "  " << sps << "% Jacobian  " << endl;
      switch (simulation_type)
        {
        case SOLVE_BACKWARD_SIMPLE:
        case SOLVE_FORWARD_SIMPLE:
        case SOLVE_BACKWARD_COMPLETE:
        case SOLVE_FORWARD_COMPLETE:
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          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
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            {
              unsigned int eq = it->first.first;
              unsigned int var = it->first.second;
              unsigned int eqr = getBlockEquationID(block, eq);
              unsigned int varr = getBlockVariableID(block, var);
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              expr_t id = it->second.second;
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              output << "    g1(" << eq+1-block_recursive << ", " << var+1-block_recursive << ") = ";
              id->writeOutput(output, local_output_type, local_temporary_terms);
              output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
                     << "(" << 0
                     << ") " << varr+1
                     << ", equation=" << eqr+1 << endl;
            }
          break;
        default:
          break;
        }
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      output << "end" << endl;
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      writePowerDeriv(output, false);
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      output.close();
    }
}
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void
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StaticModel::writeModelEquationsCode(const string file_name, const string bin_basename, map_idx_t map_idx) const
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{

  ostringstream tmp_output;
  ofstream code_file;
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  unsigned int instruction_number = 0;
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  bool file_open = false;

  string main_name = file_name;
  main_name += ".cod";
  code_file.open(main_name.c_str(), ios::out | ios::binary | ios::ate);
  if (!code_file.is_open())
    {
      cout << "Error : Can't open file \"" << main_name << "\" for writing\n";
      exit(EXIT_FAILURE);
    }
  int count_u;
  int u_count_int = 0;

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

  //Temporary variables declaration
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  FDIMST_ fdimst(temporary_terms.size());
  fdimst.write(code_file, instruction_number);
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  FBEGINBLOCK_ fbeginblock(symbol_table.endo_nbr(),
                           SOLVE_FORWARD_COMPLETE,
                           0,
                           symbol_table.endo_nbr(),
                           variable_reordered,
                           equation_reordered,
                           false,
                           symbol_table.endo_nbr(),
                           0,
                           0,
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                           u_count_int,
                           symbol_table.endo_nbr()
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                           );
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  fbeginblock.write(code_file, instruction_number);
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  // Add a mapping form node ID to temporary terms order
  int j = 0;
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  for (temporary_terms_t::const_iterator it = temporary_terms.begin();
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       it != temporary_terms.end(); it++)
    map_idx[(*it)->idx] = j++;
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  compileTemporaryTerms(code_file, instruction_number, temporary_terms, map_idx, false, false);
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  compileModelEquations(code_file, instruction_number, temporary_terms, map_idx, false, false);
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  FENDEQU_ fendequ;
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  fendequ.write(code_file, instruction_number);
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  // Get the current code_file position and jump if eval = true
  streampos pos1 = code_file.tellp();
  FJMPIFEVAL_ fjmp_if_eval(0);
  fjmp_if_eval.write(code_file, instruction_number);
  int prev_instruction_number = instruction_number;

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

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

          FSTPSU_ fstpsu(count_u);
497
          fstpsu.write(code_file, instruction_number);
498
499
500
501
502
503
          count_u++;
        }
    }
  for (int i = 0; i < symbol_table.endo_nbr(); i++)
    {
      FLDR_ fldr(i);
504
      fldr.write(code_file, instruction_number);
505
      if (derivatives[i].size())
506
        {
507
508
          for(vector<pair<int, int> >::const_iterator it = derivatives[i].begin();
              it != derivatives[i].end(); it++)
509
            {
510
511
512
513
514
              FLDSU_ fldsu(it->second);
              fldsu.write(code_file, instruction_number);
              FLDSV_ fldsv(eEndogenous, it->first);
              fldsv.write(code_file, instruction_number);
              FBINARY_ fbinary(oTimes);
515
              fbinary.write(code_file, instruction_number);
516
517
518
519
520
              if (it != derivatives[i].begin())
                {
                  FBINARY_ fbinary(oPlus);
                  fbinary.write(code_file, instruction_number);
                }
521
            }
522
523
          FBINARY_ fbinary(oMinus);
          fbinary.write(code_file, instruction_number);
524
525
        }
      FSTPSU_ fstpsu(i);
526
      fstpsu.write(code_file, instruction_number);
527
    }
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
  // Get the current code_file position and jump = true
  streampos pos2 = code_file.tellp();
  FJMP_ fjmp(0);
  fjmp.write(code_file, instruction_number);
  // Set code_file position to previous JMPIFEVAL_ and set the number of instructions to jump
  streampos pos3 = code_file.tellp();
  code_file.seekp(pos1);
  FJMPIFEVAL_ fjmp_if_eval1(instruction_number - prev_instruction_number);
  fjmp_if_eval1.write(code_file, instruction_number);
  code_file.seekp(pos3);
  prev_instruction_number = instruction_number ;

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

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

          d1->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false);
          FSTPG2_ fstpg2(eq,var);
          fstpg2.write(code_file, instruction_number);
        }
    }

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

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

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

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

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

  string main_name = file_name;
  main_name += ".cod";
  code_file.open(main_name.c_str(), ios::out | ios::binary | ios::ate);
  if (!code_file.is_open())
    {
      cout << "Error : Can't open file \"" << main_name << "\" for writing\n";
      exit(EXIT_FAILURE);
    }
  //Temporary variables declaration

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

  for (unsigned int block = 0; block < getNbBlocks(); block++)
    {
      feedback_variables.clear();
      if (block > 0)
        {
          FENDBLOCK_ fendblock;
629
          fendblock.write(code_file, instruction_number);
630
631
632
633
634
635
636
637
638
639
640
        }
      int count_u;
      int u_count_int = 0;
      BlockSimulationType simulation_type = getBlockSimulationType(block);
      unsigned int block_size = getBlockSize(block);
      unsigned int block_mfs = getBlockMfs(block);
      unsigned int block_recursive = block_size - block_mfs;

      if (simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE
          || simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
        {
641
          Write_Inf_To_Bin_File_Block(file_name, bin_basename, block, u_count_int, file_open);
642
643
644
645
646
647
648
649
650
651
652
653
654
          file_open = true;
        }

      FBEGINBLOCK_ fbeginblock(block_mfs,
                               simulation_type,
                               getBlockFirstEquation(block),
                               block_size,
                               variable_reordered,
                               equation_reordered,
                               blocks_linear[block],
                               symbol_table.endo_nbr(),
                               0,
                               0,
655
                               u_count_int,
656
                               /*symbol_table.endo_nbr()*/block_size
657
                               );
658

659
      fbeginblock.write(code_file, instruction_number);
660

661
662
663
664
665
666
      // Get the current code_file position and jump if eval = true
      streampos pos1 = code_file.tellp();
      FJMPIFEVAL_ fjmp_if_eval(0);
      fjmp_if_eval.write(code_file, instruction_number);
      int prev_instruction_number = instruction_number;

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

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

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

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

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

749

750

751
752
753
754
755
756
757
758
      // 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:
759
760
              {
                FNUMEXPR_ fnumexpr(FirstEndoDerivative, 0, 0);
761
                fnumexpr.write(code_file, instruction_number);
762
              }
763
              compileDerivative(code_file, instruction_number, getBlockEquationID(block, 0), getBlockVariableID(block, 0), map_idx, temporary_terms);
764
              {
765
                FSTPG_ fstpg(0);
766
                fstpg.write(code_file, instruction_number);
767
              }
768
              break;
769

770
771
772
            case SOLVE_BACKWARD_COMPLETE:
            case SOLVE_FORWARD_COMPLETE:
              count_u = feedback_variables.size();
773
              for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
774
775
776
777
778
                {
                  unsigned int eq = it->first.first;
                  unsigned int var = it->first.second;
                  unsigned int eqr = getBlockEquationID(block, eq);
                  unsigned int varr = getBlockVariableID(block, var);
779
                  if (eq >= block_recursive && var >= block_recursive)
780
781
782
783
784
785
786
787
788
789
790
791
792
793
                    {
                      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;
794
                      FNUMEXPR_ fnumexpr(FirstEndoDerivative, eqr, varr);
795
                      fnumexpr.write(code_file, instruction_number);
796
                      compileChainRuleDerivative(code_file, instruction_number, eqr, varr, 0, map_idx, temporary_terms);
797
                      FSTPSU_ fstpsu(count_u);
798
                      fstpsu.write(code_file, instruction_number);
799
800
801
802
803
804
805
806
                      count_u++;
                    }
                }
              for (i = 0; i < (int) block_size; i++)
                {
                  if (i >= (int) block_recursive)
                    {
                      FLDR_ fldr(i-block_recursive);
807
                      fldr.write(code_file, instruction_number);
808
809

                      FLDZ_ fldz;
810
                      fldz.write(code_file, instruction_number);
811
812
813
814
815

                      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);
816
                          fldsu.write(code_file, instruction_number);
817
                          FLDSV_ fldsv(eEndogenous, Uf[v].Ufl->var);
818
                          fldsv.write(code_file, instruction_number);
819
820

                          FBINARY_ fbinary(oTimes);
821
                          fbinary.write(code_file, instruction_number);
822
823

                          FCUML_ fcuml;
824
                          fcuml.write(code_file, instruction_number);
825
826
827
828
829
830
831
832
833
                        }
                      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);
834
                      fbinary.write(code_file, instruction_number);
835
836

                      FSTPSU_ fstpsu(i - block_recursive);
837
                      fstpsu.write(code_file, instruction_number);
838
839
840
841
842
843
844
845

                    }
                }
              break;
            default:
              break;
            }
        }
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862

      // Get the current code_file position and jump = true
      streampos pos2 = code_file.tellp();
      FJMP_ fjmp(0);
      fjmp.write(code_file, instruction_number);
      // Set code_file position to previous JMPIFEVAL_ and set the number of instructions to jump
      streampos pos3 = code_file.tellp();
      code_file.seekp(pos1);
      FJMPIFEVAL_ fjmp_if_eval1(instruction_number - prev_instruction_number);
      fjmp_if_eval1.write(code_file, instruction_number);
      code_file.seekp(pos3);
      prev_instruction_number = instruction_number ;

      temporary_terms_t tt2;
      tt2.clear();
      temporary_terms_t tt3;
      tt3.clear();
863
      deriv_node_temp_terms_t tef_terms2;
864
865
866
867
868
869
870
871

      for (i = 0; i < (int) block_size; i++)
        {
          if (v_temporary_terms_local[block].size())
            {
              for (temporary_terms_t::const_iterator it = v_temporary_terms_local[block][i].begin();
                   it != v_temporary_terms_local[block][i].end(); it++)
                {
872
                  if (dynamic_cast<ExternalFunctionNode *>(*it) != NULL)
873
                    (*it)->compileExternalFunctionOutput(code_file, instruction_number, false, tt3, map_idx2[block], false, false, tef_terms2);
874

875
876
                  FNUMEXPR_ fnumexpr(TemporaryTerm, (int)(map_idx2[block].find((*it)->idx)->second));
                  fnumexpr.write(code_file, instruction_number);
877
878
879

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

880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
                  FSTPST_ fstpst((int)(map_idx2[block].find((*it)->idx)->second));
                  fstpst.write(code_file, instruction_number);
                  // Insert current node into tt2
                  tt3.insert(*it);
                  tt2.insert(*it);
                }
            }

          // The equations
          int variable_ID, equation_ID;
          EquationType equ_type;
          switch (simulation_type)
            {
            evaluation_l:
            case EVALUATE_BACKWARD:
            case EVALUATE_FORWARD:
              equ_type = getBlockEquationType(block, i);
              {
                FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
                fnumexpr.write(code_file, instruction_number);
              }
              if (equ_type == E_EVALUATE)
                {
                  eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
906
907
                  rhs->compile(code_file, instruction_number, false, tt2, map_idx2[block], false, false);
                  lhs->compile(code_file, instruction_number, true, tt2, map_idx2[block], false, false);
908
909
910
911
912
913
                }
              else if (equ_type == E_EVALUATE_S)
                {
                  eq_node = (BinaryOpNode *) getBlockEquationRenormalizedExpr(block, i);
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
914
915
                  rhs->compile(code_file, instruction_number, false, tt2, map_idx2[block], false, false);
                  lhs->compile(code_file, instruction_number, true, tt2, map_idx2[block], false, false);
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
                }
              break;
            case SOLVE_BACKWARD_COMPLETE:
            case SOLVE_FORWARD_COMPLETE:
              if (i < (int) block_recursive)
                goto evaluation_l;
              variable_ID = getBlockVariableID(block, i);
              equation_ID = getBlockEquationID(block, i);
              feedback_variables.push_back(variable_ID);
              Uf[equation_ID].Ufl = NULL;
              goto end_l;
            default:
            end_l:
              FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
              fnumexpr.write(code_file, instruction_number);
              eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
              lhs = eq_node->get_arg1();
              rhs = eq_node->get_arg2();
934
935
              lhs->compile(code_file, instruction_number, false, tt2, map_idx2[block], false, false);
              rhs->compile(code_file, instruction_number, false, tt2, map_idx2[block], false, false);
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955

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

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

      // The Jacobian if we have to solve the block determinsitic bloc
      switch (simulation_type)
        {
        case SOLVE_BACKWARD_SIMPLE:
        case SOLVE_FORWARD_SIMPLE:
          {
            FNUMEXPR_ fnumexpr(FirstEndoDerivative, 0, 0);
            fnumexpr.write(code_file, instruction_number);
          }
956
          compileDerivative(code_file, instruction_number, getBlockEquationID(block, 0), getBlockVariableID(block, 0), map_idx2[block], tt2/*temporary_terms*/);
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
          {
            FSTPG2_ fstpg2(0,0);
            fstpg2.write(code_file, instruction_number);
          }
          break;
        case EVALUATE_BACKWARD:
        case EVALUATE_FORWARD:
        case SOLVE_BACKWARD_COMPLETE:
        case SOLVE_FORWARD_COMPLETE:
          count_u = feedback_variables.size();
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
            {
              unsigned int eq = it->first.first;
              unsigned int var = it->first.second;
              unsigned int eqr = getBlockEquationID(block, eq);
              unsigned int varr = getBlockVariableID(block, var);
              FNUMEXPR_ fnumexpr(FirstEndoDerivative, eqr, varr, 0);
              fnumexpr.write(code_file, instruction_number);

976
              compileChainRuleDerivative(code_file, instruction_number, eqr, varr, 0, map_idx2[block], tt2/*temporary_terms*/);
977
978
979
980
981
982
983
984
985
986
987
988
989
990

              FSTPG2_ fstpg2(eq,var);
              fstpg2.write(code_file, instruction_number);
            }
          break;
        default:
          break;
        }
      // Set codefile position to previous JMP_ and set the number of instructions to jump
      pos1 = code_file.tellp();
      code_file.seekp(pos2);
      FJMP_ fjmp1(instruction_number - prev_instruction_number);
      fjmp1.write(code_file, instruction_number);
      code_file.seekp(pos1);
991
992
    }
  FENDBLOCK_ fendblock;
993
  fendblock.write(code_file, instruction_number);
994
  FEND_ fend;
995
  fend.write(code_file, instruction_number);
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997
  code_file.close();
}
998
999

void
1000
StaticModel::Write_Inf_To_Bin_File_Block(const string &static_basename, const string &bin_basename, const int &num,