StaticModel.cc 63.5 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);
        }
      //temporary_terms_g.insert(temporary_terms_l.begin(), temporary_terms_l.end());
      set<int> temporary_terms_in_use;
      temporary_terms_in_use.clear();
      v_temporary_terms_inuse[block] = temporary_terms_in_use;
      /*for (int i = 0; i < (int) block_size; i++)
        for (temporary_terms_t::const_iterator it = v_temporary_terms_local[block][i].begin();
             it != v_temporary_terms_local[block][i].end(); it++)
          (*it)->collectTemporary_terms(temporary_terms_g, temporary_terms_in_use, block);*/
      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;
  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)
        output << "  g1 = zeros(" << block_mfs << ", " << block_mfs << ");" << endl;

      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++)
                {
                  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));
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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;
        }
      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)
        {
483
          expr_t d1 = it->second;
484
485
486
          unsigned int eq = it->first.first;
          int symb = getSymbIDByDerivID(deriv_id);
          unsigned int var = symbol_table.getTypeSpecificID(symb);
487
          FNUMEXPR_ fnumexpr(FirstEndoDerivative, eq, var);
488
          fnumexpr.write(code_file, instruction_number);
489
490
491
492
          if (!derivatives[eq].size())
            derivatives[eq].clear();
          derivatives[eq].push_back(make_pair(var, count_u));

493
          d1->compile(code_file, instruction_number, false, temporary_terms, map_idx, false, false);
494
495

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

571
  FENDBLOCK_ fendblock;
572
  fendblock.write(code_file, instruction_number);
573
  FEND_ fend;
574
  fend.write(code_file, instruction_number);
575
576
577
578
  code_file.close();
}

void
579
StaticModel::writeModelEquationsCode_Block(const string file_name, const string bin_basename, map_idx_t map_idx, vector<map_idx_t> map_idx2) const
580
581
{
  struct Uff_l
582
  {
583
584
585
    int u, var, lag;
    Uff_l *pNext;
  };
586

587
588
589
590
591
592
593
594
595
  struct Uff
  {
    Uff_l *Ufl, *Ufl_First;
  };

  int i, v;
  string tmp_s;
  ostringstream tmp_output;
  ofstream code_file;
596
  unsigned int instruction_number = 0;
597
  expr_t lhs = NULL, rhs = NULL;
598
599
  BinaryOpNode *eq_node;
  Uff Uf[symbol_table.endo_nbr()];
600
  map<expr_t, int> reference_count;
601
602
603
604
605
606
607
608
609
610
611
612
613
  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

614
615
  FDIMST_ fdimst(temporary_terms.size());
  fdimst.write(code_file, instruction_number);
616
617
618
619
620
621
622

  for (unsigned int block = 0; block < getNbBlocks(); block++)
    {
      feedback_variables.clear();
      if (block > 0)
        {
          FENDBLOCK_ fendblock;
623
          fendblock.write(code_file, instruction_number);
624
625
626
627
628
629
630
631
632
633
634
        }
      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)
        {
635
          Write_Inf_To_Bin_File_Block(file_name, bin_basename, block, u_count_int, file_open);
636
637
638
639
640
641
642
643
644
645
646
647
648
          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,
649
                               u_count_int,
650
                               /*symbol_table.endo_nbr()*/block_size
651
                               );
652

653
      fbeginblock.write(code_file, instruction_number);
654

655
656
657
658
659
      // 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;
660
661
662
      for (i = 0; i < (int) block_size; i++)
        {
          //The Temporary terms
663
          temporary_terms_t tt2;
664
665
666
          tt2.clear();
          if (v_temporary_terms[block].size())
            {
667
              for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin();
668
669
                   it != v_temporary_terms[block][i].end(); it++)
                {
670
                  FNUMEXPR_ fnumexpr(TemporaryTerm, (int)(map_idx.find((*it)->idx)->second));
671
672
                  fnumexpr.write(code_file, instruction_number);
                  (*it)->compile(code_file, instruction_number, false, tt2, map_idx, false, false);
673
                  FSTPST_ fstpst((int)(map_idx.find((*it)->idx)->second));
674
                  fstpst.write(code_file, instruction_number);
675
676
677
678
679
                  // Insert current node into tt2
                  tt2.insert(*it);
                }
            }

680
          // The equations
681
682
683
684
685
686
687
688
          int variable_ID, equation_ID;
          EquationType equ_type;
          switch (simulation_type)
            {
            evaluation:
            case EVALUATE_BACKWARD:
            case EVALUATE_FORWARD:
              equ_type = getBlockEquationType(block, i);
689
690
              {
                FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
691
                fnumexpr.write(code_file, instruction_number);
692
              }
693
694
              if (equ_type == E_EVALUATE)
                {
695
                  eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
696
697
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
698
699
                  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);
700
701
702
                }
              else if (equ_type == E_EVALUATE_S)
                {
703
                  eq_node = (BinaryOpNode *) getBlockEquationRenormalizedExpr(block, i);
704
705
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
706
707
                  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);
708
709
710
711
712
713
714
715
716
717
718
719
720
                }
              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:
721
              FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
722
              fnumexpr.write(code_file, instruction_number);
723
              eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
724
725
              lhs = eq_node->get_arg1();
              rhs = eq_node->get_arg2();
726
727
              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);
728
729

              FBINARY_ fbinary(oMinus);
730
              fbinary.write(code_file, instruction_number);
731
732

              FSTPR_ fstpr(i - block_recursive);
733
              fstpr.write(code_file, instruction_number);
734
735
736
            }
        }
      FENDEQU_ fendequ;
737
      fendequ.write(code_file, instruction_number);
738
739
740
741
742
743
744
745
      // 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:
746
747
              {
                FNUMEXPR_ fnumexpr(FirstEndoDerivative, 0, 0);
748
                fnumexpr.write(code_file, instruction_number);
749
              }
750
              compileDerivative(code_file, instruction_number, getBlockEquationID(block, 0), getBlockVariableID(block, 0), map_idx, temporary_terms);
751
              {
752
                FSTPG_ fstpg(0);
753
                fstpg.write(code_file, instruction_number);
754
              }
755
              break;
756

757
758
759
            case SOLVE_BACKWARD_COMPLETE:
            case SOLVE_FORWARD_COMPLETE:
              count_u = feedback_variables.size();
760
              for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
761
762
763
764
765
                {
                  unsigned int eq = it->first.first;
                  unsigned int var = it->first.second;
                  unsigned int eqr = getBlockEquationID(block, eq);
                  unsigned int varr = getBlockVariableID(block, var);
766
                  if (eq >= block_recursive && var >= block_recursive)
767
768
769
770
771
772
773
774
775
776
777
778
779
780
                    {
                      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;
781
                      FNUMEXPR_ fnumexpr(FirstEndoDerivative, eqr, varr);
782
                      fnumexpr.write(code_file, instruction_number);
783
                      compileChainRuleDerivative(code_file, instruction_number, eqr, varr, 0, map_idx, temporary_terms);
784
                      FSTPSU_ fstpsu(count_u);
785
                      fstpsu.write(code_file, instruction_number);
786
787
788
789
790
791
792
793
                      count_u++;
                    }
                }
              for (i = 0; i < (int) block_size; i++)
                {
                  if (i >= (int) block_recursive)
                    {
                      FLDR_ fldr(i-block_recursive);
794
                      fldr.write(code_file, instruction_number);
795
796

                      FLDZ_ fldz;
797
                      fldz.write(code_file, instruction_number);
798
799
800
801
802

                      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);
803
                          fldsu.write(code_file, instruction_number);
804
                          FLDSV_ fldsv(eEndogenous, Uf[v].Ufl->var);
805
                          fldsv.write(code_file, instruction_number);
806
807

                          FBINARY_ fbinary(oTimes);
808
                          fbinary.write(code_file, instruction_number);
809
810

                          FCUML_ fcuml;
811
                          fcuml.write(code_file, instruction_number);
812
813
814
815
816
817
818
819
820
                        }
                      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);
821
                      fbinary.write(code_file, instruction_number);
822
823

                      FSTPSU_ fstpsu(i - block_recursive);
824
                      fstpsu.write(code_file, instruction_number);
825
826
827
828
829
830
831
832

                    }
                }
              break;
            default:
              break;
            }
        }
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971

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

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

      for (i = 0; i < (int) block_size; i++)
        {
          if (v_temporary_terms_local[block].size())
            {
              for (temporary_terms_t::const_iterator it = v_temporary_terms_local[block][i].begin();
                   it != v_temporary_terms_local[block][i].end(); it++)
                {
                  FNUMEXPR_ fnumexpr(TemporaryTerm, (int)(map_idx2[block].find((*it)->idx)->second));
                  fnumexpr.write(code_file, instruction_number);
                  (*it)->compile(code_file, instruction_number, false, tt3, map_idx2[block], false, false);
                  FSTPST_ fstpst((int)(map_idx2[block].find((*it)->idx)->second));
                  fstpst.write(code_file, instruction_number);
                  // Insert current node into tt2
                  tt3.insert(*it);
                  tt2.insert(*it);
                }
            }

          // The equations
          int variable_ID, equation_ID;
          EquationType equ_type;
          switch (simulation_type)
            {
            evaluation_l:
            case EVALUATE_BACKWARD:
            case EVALUATE_FORWARD:
              equ_type = getBlockEquationType(block, i);
              {
                FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
                fnumexpr.write(code_file, instruction_number);
              }
              if (equ_type == E_EVALUATE)
                {
                  eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
                  rhs->compile(code_file, instruction_number, false, tt2/*temporary_terms*/, map_idx2[block], false, false);
                  lhs->compile(code_file, instruction_number, true, tt2/*temporary_terms*/, map_idx2[block], false, false);
                }
              else if (equ_type == E_EVALUATE_S)
                {
                  eq_node = (BinaryOpNode *) getBlockEquationRenormalizedExpr(block, i);
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
                  rhs->compile(code_file, instruction_number, false, tt2/*temporary_terms*/, map_idx2[block], false, false);
                  lhs->compile(code_file, instruction_number, true, tt2/*temporary_terms*/, map_idx2[block], false, false);
                }
              break;
            case SOLVE_BACKWARD_COMPLETE:
            case SOLVE_FORWARD_COMPLETE:
              if (i < (int) block_recursive)
                goto evaluation_l;
              variable_ID = getBlockVariableID(block, i);
              equation_ID = getBlockEquationID(block, i);
              feedback_variables.push_back(variable_ID);
              Uf[equation_ID].Ufl = NULL;
              goto end_l;
            default:
            end_l:
              FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
              fnumexpr.write(code_file, instruction_number);
              eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
              lhs = eq_node->get_arg1();
              rhs = eq_node->get_arg2();
              lhs->compile(code_file, instruction_number, false, tt2/*temporary_terms*/, map_idx2[block], false, false);
              rhs->compile(code_file, instruction_number, false, tt2/*temporary_terms*/, map_idx2[block], false, false);

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

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

      // The Jacobian if we have to solve the block determinsitic bloc
      switch (simulation_type)
        {
        case SOLVE_BACKWARD_SIMPLE:
        case SOLVE_FORWARD_SIMPLE:
          {
            FNUMEXPR_ fnumexpr(FirstEndoDerivative, 0, 0);
            fnumexpr.write(code_file, instruction_number);
          }
          compileDerivative(code_file, instruction_number, getBlockEquationID(block, 0), getBlockVariableID(block, 0), map_idx2[block], tt2);
          {
            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);

              compileChainRuleDerivative(code_file, instruction_number, eqr, varr, 0, map_idx2[block], tt2);

              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);
972
973
    }
  FENDBLOCK_ fendblock;
974
  fendblock.write(code_file, instruction_number);
975
  FEND_ fend;
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  fend.write(code_file, instruction_number);
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  code_file.close();
}
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void
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StaticModel::Write_Inf_To_Bin_File_Block(const string &static_basename, const string &bin_basename, const int &num,
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                                   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;
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  for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[num].begin(); it != (blocks_derivatives[num]).end(); it++)
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    {
      unsigned int eq = it->first.first;
      unsigned int var = it->first.second;
      int lag = 0;
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      if (eq >= block_recursive && var >= block_recursive)
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        {
          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();
}
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map<pair<int, pair<int, int > >, expr_t>
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StaticModel::collect_first_order_derivatives_endogenous()
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{
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  map<pair<int, pair<int, int > >, expr_t> endo_derivatives;
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  for (first_derivatives_t::iterator it2 = first_derivatives.begin();
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       it2 != first_derivatives.end(); it2++)
    {
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      if (getTypeByDerivID(it2->first.second) == eEndogenous)
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        {
          int eq = it2->first.first;
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          int var = symbol_table.getTypeSpecificID(it2->first.second);
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          int lag = 0;
          endo_derivatives[make_pair(eq, make_pair(var, lag))] = it2->second;
        }
    }
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  return endo_derivatives;
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}

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

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

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

  computeJacobian(vars);

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

  if (block)
    {
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      jacob_map_t contemporaneous_jacobian, static_jacobian;
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      vector<unsigned int> n_static, n_forward, n_backward, n_mixed;
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      // for each block contains pair<Size, Feddback_variable>
      vector<pair<int, int> > blocks;

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

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      computeNonSingularNormalization(contemporaneous_jacobian, cutoff, static_jacobian, dynamic_jacobian);
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      computePrologueAndEpilogue(static_jacobian, equation_reordered, variable_reordered);
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      map<pair<int, pair<int, int> >, expr_t> first_order_endo_derivatives = collect_first_order_derivatives_endogenous();
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      equation_type_and_normalized_equation = equationTypeDetermination(first_order_endo_derivatives, variable_reordered, equation_reordered, mfs);
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      cout << "Finding the optimal block decomposition of the model ...\n";

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      lag_lead_vector_t equation_lag_lead, variable_lag_lead;

      computeBlockDecompositionAndFeedbackVariablesForEachBlock(static_jacobian, dynamic_jacobian, equation_reordered, variable_reordered, blocks, equation_type_and_normalized_equation, false, false, mfs, inv_equation_reordered, inv_variable_reordered, equation_lag_lead, variable_lag_lead, n_static, n_forward, n_backward, n_mixed);
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      block_type_firstequation_size_mfs = reduceBlocksAndTypeDetermination(dynamic_jacobian, blocks, equation_type_and_normalized_equation, variable_reordered, equation_reordered, n_static, n_forward, n_backward, n_mixed, block_col_type);
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      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
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    {
      if (!no_tmp_terms)
        {
          computeTemporaryTerms(true);
          if (bytecode)
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            computeTemporaryTermsMapping(temporary_terms, map_idx);
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        }
    }
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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
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  for (first_derivatives_t::const_iterator it = first_derivatives.begin();
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       it != first_derivatives.end(); it++)
    {
      int eq = it->first.first;
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      int symb_id = it->first.second;
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      expr_t 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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</