DynamicModel.cc 147 KB
Newer Older
sebastien's avatar
sebastien committed
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
/*
 * Copyright (C) 2003-2009 Dynare Team
 *
 * This file is part of Dynare.
 *
 * Dynare is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * Dynare is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 */

20
#include <iostream>
sebastien's avatar
sebastien committed
21
#include <cmath>
22
#include <cstdlib>
23
#include <cassert>
24
25
#include <cstdio>
#include <cerrno>
sebastien's avatar
sebastien committed
26
27
28
29
30
31
32
33
34
35
36
37
38
39

#include "DynamicModel.hh"

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

DynamicModel::DynamicModel(SymbolTable &symbol_table_arg,
                           NumericalConstants &num_constants_arg) :
ferhat's avatar
ferhat committed
40
41
42
43
44
45
    ModelTree(symbol_table_arg, num_constants_arg),
    max_lag(0), max_lead(0),
    max_endo_lag(0), max_endo_lead(0),
    max_exo_lag(0), max_exo_lead(0),
    max_exo_det_lag(0), max_exo_det_lead(0),
    dynJacobianColsNbr(0),
46
    mode(eStandardMode),
ferhat's avatar
ferhat committed
47
48
49
    cutoff(1e-15),
    markowitz(0.7),
    block_triangular(symbol_table_arg, num_constants_arg)
sebastien's avatar
sebastien committed
50
51
52
{
}

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

sebastien's avatar
sebastien committed
59
void
sebastien's avatar
sebastien committed
60
DynamicModel::compileDerivative(ofstream &code_file, int eq, int symb_id, int lag, map_idx_type &map_idx) const
ferhat's avatar
ferhat committed
61
62
63
64
65
66
67
68
  {
    //first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symb_id, lag)));
    first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symbol_table.getID(eEndogenous, symb_id), lag)));
    if (it != first_derivatives.end())
      (it->second)->compile(code_file, false, temporary_terms, map_idx);
    else
      code_file.write(&FLDZ, sizeof(FLDZ));
  }
sebastien's avatar
sebastien committed
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83

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

void
99
DynamicModel::computeTemporaryTermsOrdered(Model_Block *ModelBlock)
sebastien's avatar
sebastien committed
100
101
102
103
104
105
106
107
{
  map<NodeID, pair<int, int> > first_occurence;
  map<NodeID, int> reference_count;
  int i, j, m, eq, var, lag;
  temporary_terms_type vect;
  ostringstream tmp_output;
  BinaryOpNode *eq_node;
  first_derivatives_type::const_iterator it;
108
  first_chaine_rule_derivatives_type::const_iterator it_chr;
sebastien's avatar
sebastien committed
109
110
111
112
113
114
115
116
117
118
119
  ostringstream tmp_s;

  temporary_terms.clear();
  map_idx.clear();
  for (j = 0;j < ModelBlock->Size;j++)
    {
      // Compute the temporary terms reordered
      for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
        {
          eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
          eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, i, map_idx);
ferhat's avatar
ferhat committed
120
121
122
          if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S)
            if(ModelBlock->Block_List[j].Equation_Normalized[i])
              ModelBlock->Block_List[j].Equation_Normalized[i]->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, i, map_idx);
sebastien's avatar
sebastien committed
123
124
125
126
127
128
129
130
        }
      for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
        {
          lag=m-ModelBlock->Block_List[j].Max_Lag;
          for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
            {
              eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
              var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
131
              it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var), lag)));
132
133
              //printf("it=%d eq=%d var=%s (%d)\n",it!=first_derivatives.end(), eq, symbol_table.getName(symbol_table.getID(eEndogenous, var)).c_str(), var);
              //if(it!=first_derivatives.end())
sebastien's avatar
sebastien committed
134
135
              it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
            }
136
137
138
139
140
141
142
143
144
145
        }
			for(i=0; i<ModelBlock->Block_List[j].Chaine_Rule_Derivatives->size();i++)
        {
          pair< pair<int, int>, pair<int, pair<int, int> > > it = ModelBlock->Block_List[j].Chaine_Rule_Derivatives->at(i);
          eq=it.first.second;
          var=it.second.second.first;
          lag=it.second.second.second;
          it_chr=first_chaine_rule_derivatives.find(make_pair(eq, make_pair( var, lag)));
          //it_chr->second->writeChaineRuleDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms);
          it_chr->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
sebastien's avatar
sebastien committed
146
        }
147
      /*for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
sebastien's avatar
sebastien committed
148
149
150
151
152
153
        {
          lag=m-ModelBlock->Block_List[j].Max_Lag;
          for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;i++)
            {
              eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
              var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
154
              it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eExogenous, var), lag)));
sebastien's avatar
sebastien committed
155
156
              it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
            }
157
        }*/
sebastien's avatar
sebastien committed
158
159
160
161
162
163
164
165
166
167
      //jacobian_max_exo_col=(variable_table.max_exo_lag+variable_table.max_exo_lead+1)*symbol_table.exo_nbr;
      for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
        {
          lag=m-ModelBlock->Block_List[j].Max_Lag;
          if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
            {
              for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
                {
                  eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
                  var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
168
                  it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var), lag)));
sebastien's avatar
sebastien committed
169
                  //it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
170
                  //if(it!=first_derivatives.end())
sebastien's avatar
sebastien committed
171
172
173
174
175
176
177
                  it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
                }
            }
        }
    }
  for (j = 0;j < ModelBlock->Size;j++)
    {
ferhat's avatar
ferhat committed
178
      // Collecte the temporary terms reordered
sebastien's avatar
sebastien committed
179
180
181
182
      for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
        {
          eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
          eq_node->collectTemporary_terms(temporary_terms, ModelBlock, j);
ferhat's avatar
ferhat committed
183
184
185
186
187
          if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S)
            if(ModelBlock->Block_List[j].Equation_Normalized[i])
              ModelBlock->Block_List[j].Equation_Normalized[i]->collectTemporary_terms(temporary_terms, ModelBlock, j);
          for(temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->begin(); it!= ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->end(); it++)
            (*it)->collectTemporary_terms(temporary_terms, ModelBlock, j);
sebastien's avatar
sebastien committed
188
189
190
191
192
193
194
195
        }
      for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
        {
          lag=m-ModelBlock->Block_List[j].Max_Lag;
          for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
            {
              eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
              var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
196
              it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var), lag)));
sebastien's avatar
sebastien committed
197
              //it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
198
              //if(it!=first_derivatives.end())
sebastien's avatar
sebastien committed
199
200
              it->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
            }
201
202
203
204
205
206
207
208
209
210
        }
			for(i=0; i<ModelBlock->Block_List[j].Chaine_Rule_Derivatives->size();i++)
        {
          pair< pair<int, int>, pair<int, pair<int, int> > > it = ModelBlock->Block_List[j].Chaine_Rule_Derivatives->at(i);
          eq=it.first.second;
          var=it.second.second.first;
          lag=it.second.second.second;
          it_chr=first_chaine_rule_derivatives.find(make_pair(eq, make_pair( var, lag)));
          //it_chr->second->writeChaineRuleDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms);
          it_chr->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
sebastien's avatar
sebastien committed
211
        }
212
      /*for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
sebastien's avatar
sebastien committed
213
214
215
216
217
218
        {
          lag=m-ModelBlock->Block_List[j].Max_Lag;
          for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;i++)
            {
              eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
              var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
219
              it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eExogenous, var), lag)));
sebastien's avatar
sebastien committed
220
221
222
              //it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
              it->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
            }
223
        }*/
sebastien's avatar
sebastien committed
224
225
226
227
228
229
230
231
232
233
      //jacobian_max_exo_col=(variable_table.max_exo_lag+variable_table.max_exo_lead+1)*symbol_table.exo_nbr;
      for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
        {
          lag=m-ModelBlock->Block_List[j].Max_Lag;
          if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
            {
              for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
                {
                  eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
                  var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
234
                  it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var), lag)));
sebastien's avatar
sebastien committed
235
                  //it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
236
                  //if(it!=first_derivatives.end())
sebastien's avatar
sebastien committed
237
238
239
240
241
242
243
244
245
246
247
248
249
250
                  it->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
                }
            }
        }
    }
  // Add a mapping form node ID to temporary terms order
  j=0;
  for (temporary_terms_type::const_iterator it = temporary_terms.begin();
       it != temporary_terms.end(); it++)
    map_idx[(*it)->idx]=j++;
}

void
DynamicModel::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &dynamic_basename) const
ferhat's avatar
ferhat committed
251
252
253
254
255
256
257
258
259
260
261
262
263
  {
    int i,j,k,m;
    string tmp_s, sps;
    ostringstream tmp_output, tmp1_output, global_output;
    NodeID lhs=NULL, rhs=NULL;
    BinaryOpNode *eq_node;
    ostringstream Uf[symbol_table.endo_nbr()];
    map<NodeID, int> reference_count;
    int prev_Simulation_Type=-1, count_derivates=0;
    int jacobian_max_endo_col;
    ofstream  output;
    //temporary_terms_type::const_iterator it_temp=temporary_terms.begin();
    int nze, nze_exo, nze_other_endo;
264
    //map<int, NodeID> recursive_variables;
ferhat's avatar
ferhat committed
265
266
267
268
269
    vector<int> feedback_variables;
    //----------------------------------------------------------------------
    //For each block
    for (j = 0;j < ModelBlock->Size;j++)
      {
270
        //recursive_variables.clear();
ferhat's avatar
ferhat committed
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
        feedback_variables.clear();
        //For a block composed of a single equation determines wether we have to evaluate or to solve the equation
        nze = nze_exo = nze_other_endo = 0;
        for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
          nze+=ModelBlock->Block_List[j].IM_lead_lag[m].size;
        /*for (m=0;m<=ModelBlock->Block_List[j].Max_Lead_Exo+ModelBlock->Block_List[j].Max_Lag_Exo;m++)
          nze_exo+=ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;*/
        for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
          {
            k=m-ModelBlock->Block_List[j].Max_Lag;
            if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
              nze_other_endo+=ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;
          }
        tmp1_output.str("");
        tmp1_output << dynamic_basename << "_" << j+1 << ".m";
        output.open(tmp1_output.str().c_str(), ios::out | ios::binary);
        output << "%\n";
        output << "% " << tmp1_output.str() << " : Computes dynamic model for Dynare\n";
        output << "%\n";
        output << "% Warning : this file is generated automatically by Dynare\n";
        output << "%           from model file (.mod)\n\n";
        output << "%/\n";
        if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
            ||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD
            /*||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R
            ||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD_R*/)
          {
            output << "function [y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << j+1 << "(y, x, params, jacobian_eval, y_kmin, periods)\n";
          }
        else if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_COMPLETE
                 ||   ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE)
          output << "function [residual, y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << j+1 << "(y, x, params, it_, jacobian_eval)\n";
        else if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_SIMPLE
                 ||   ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_SIMPLE)
          output << "function [residual, y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << j+1 << "(y, x, params, it_, jacobian_eval)\n";
        else
          output << "function [residual, y, g1, g2, g3, b, varargout] = " << dynamic_basename << "_" << j+1 << "(y, x, params, periods, jacobian_eval, y_kmin, y_size)\n";
        output << "  % ////////////////////////////////////////////////////////////////////////" << endl
        << "  % //" << string("                     Block ").substr(int(log10(j + 1))) << j + 1 << " " << BlockTriangular::BlockType0(ModelBlock->Block_List[j].Type)
        << "          //" << endl
        << "  % //                     Simulation type "
        << BlockTriangular::BlockSim(ModelBlock->Block_List[j].Simulation_Type) << "  //" << endl
        << "  % ////////////////////////////////////////////////////////////////////////" << endl;
        //The Temporary terms
        if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD
            ||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD
            /*||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD_R
            ||ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD_R*/)
          {
            output << "  if(jacobian_eval)\n";
            output << "    g1 = spalloc(" << ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives
            << ", " << (ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives)*(1+ModelBlock->Block_List[j].Max_Lag_Endo+ModelBlock->Block_List[j].Max_Lead_Endo)
            << ", " << nze << ");\n";
            output << "    g1_x=spalloc(" << ModelBlock->Block_List[j].Size << ", " << (ModelBlock->Block_List[j].nb_exo + ModelBlock->Block_List[j].nb_exo_det)*(1+ModelBlock->Block_List[j].Max_Lag_Exo+ModelBlock->Block_List[j].Max_Lead_Exo) << ", " << nze_exo << ");\n";
            output << "    g1_o=spalloc(" << ModelBlock->Block_List[j].Size << ", " << ModelBlock->Block_List[j].nb_other_endo*(1+ModelBlock->Block_List[j].Max_Lag_Other_Endo+ModelBlock->Block_List[j].Max_Lead_Other_Endo) << ", " << nze_other_endo << ");\n";
            output << "  end;\n";
          }
        else
          {
            output << "  if(jacobian_eval)\n";
            output << "    g1 = spalloc(" << ModelBlock->Block_List[j].Size << ", " << ModelBlock->Block_List[j].Size*(1+ModelBlock->Block_List[j].Max_Lag_Endo+ModelBlock->Block_List[j].Max_Lead_Endo) << ", " << nze << ");\n";
            output << "    g1_x=spalloc(" << ModelBlock->Block_List[j].Size << ", " << (ModelBlock->Block_List[j].nb_exo + ModelBlock->Block_List[j].nb_exo_det)*(1+ModelBlock->Block_List[j].Max_Lag_Exo+ModelBlock->Block_List[j].Max_Lead_Exo) << ", " << nze_exo << ");\n";
            output << "    g1_o=spalloc(" << ModelBlock->Block_List[j].Size << ", " << ModelBlock->Block_List[j].nb_other_endo*(1+ModelBlock->Block_List[j].Max_Lag_Other_Endo+ModelBlock->Block_List[j].Max_Lead_Other_Endo) << ", " << nze_other_endo << ");\n";
            output << "  else\n";
            if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
              {
                output << "    g1 = spalloc(" << (ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives)*ModelBlock->Periods
                << ", " << (ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives)*(ModelBlock->Periods+ModelBlock->Block_List[j].Max_Lag+ModelBlock->Block_List[j].Max_Lead+1)
                << ", " << nze*ModelBlock->Periods << ");\n";
                output << "    g1_tmp_r = spalloc(" << (ModelBlock->Block_List[j].Nb_Recursives)
                << ", " << (ModelBlock->Block_List[j].Size)*(ModelBlock->Block_List[j].Max_Lag+ModelBlock->Block_List[j].Max_Lead+1)
                << ", " << nze << ");\n";
                output << "    g1_tmp_b = spalloc(" << (ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives)
                << ", " << (ModelBlock->Block_List[j].Size)*(ModelBlock->Block_List[j].Max_Lag+ModelBlock->Block_List[j].Max_Lead+1)
                << ", " << nze << ");\n";
              }
            else
              {
                output << "    g1 = spalloc(" << ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives
                << ", " << ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives << ", " << nze << ");\n";
                output << "    g1_tmp_r = spalloc(" << ModelBlock->Block_List[j].Nb_Recursives
                << ", " << ModelBlock->Block_List[j].Size << ", " << nze << ");\n";
                output << "    g1_tmp_b = spalloc(" << ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives
                << ", " << ModelBlock->Block_List[j].Size << ", " << nze << ");\n";
              }
            output << "  end;\n";
          }
sebastien's avatar
sebastien committed
358

ferhat's avatar
ferhat committed
359
360
361
362
363
364
365
366
367
        output << "  g2=0;g3=0;\n";
        if (ModelBlock->Block_List[j].Temporary_InUse->size())
          {
            tmp_output.str("");
            for (temporary_terms_inuse_type::const_iterator it = ModelBlock->Block_List[j].Temporary_InUse->begin();
                 it != ModelBlock->Block_List[j].Temporary_InUse->end(); it++)
              tmp_output << " T" << *it;
            output << "  global" << tmp_output.str() << ";\n";
          }
368
        if (ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD && ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FORWARD)
ferhat's avatar
ferhat committed
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
          output << "  residual=zeros(" << ModelBlock->Block_List[j].Size-ModelBlock->Block_List[j].Nb_Recursives << ",1);\n";
        if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD)
          output << "  for it_ = (y_kmin+periods):y_kmin+1\n";
        if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD)
          output << "  for it_ = y_kmin+1:(y_kmin+periods)\n";

        if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
          {
            output << "  b = zeros(periods*y_size,1);\n";
            output << "  for it_ = y_kmin+1:(periods+y_kmin)\n";
            output << "    Per_y_=it_*y_size;\n";
            output << "    Per_J_=(it_-y_kmin-1)*y_size;\n";
            output << "    Per_K_=(it_-1)*y_size;\n";
            sps="  ";
          }
sebastien's avatar
sebastien committed
384
        else
ferhat's avatar
ferhat committed
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
          if (ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD || ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD )
            sps = "  ";
          else
            sps="";
        // The equations
        for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
          {
            temporary_terms_type tt2;
            tt2.clear();
            if (ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->size())
              output << "  " << sps << "% //Temporary variables" << endl;
            for (temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->begin();
                 it != ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->end(); it++)
              {
                output << "  " <<  sps;
                (*it)->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
                output << " = ";
                (*it)->writeOutput(output, oMatlabDynamicModelSparse, tt2);
                // Insert current node into tt2
                tt2.insert(*it);
                output << ";" << endl;
              }
            string sModel = symbol_table.getName(symbol_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i])) ;
            eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
            lhs = eq_node->get_arg1();
            rhs = eq_node->get_arg2();
            tmp_output.str("");
412
413
414
415
            if((ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD or ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FORWARD) and (i<ModelBlock->Block_List[j].Nb_Recursives))
              lhs->writeOutput(tmp_output, oMatlabDynamicModelSparse, temporary_terms);
            else
              lhs->writeOutput(tmp_output, oMatlabDynamicModelSparse, temporary_terms);
ferhat's avatar
ferhat committed
416
417
418
419
            switch (ModelBlock->Block_List[j].Simulation_Type)
              {
              case EVALUATE_BACKWARD:
              case EVALUATE_FORWARD:
420
421
422
evaluation:     if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
                  output << "    % equation " << ModelBlock->Block_List[j].Equation[i]+1 << " variable : " << sModel
                  << " (" << ModelBlock->Block_List[j].Variable[i]+1 << ") " << block_triangular.c_Equation_Type(ModelBlock->Block_List[j].Equation_Type[i]) << endl;
ferhat's avatar
ferhat committed
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
                output << "    ";
                if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE)
                  {
                    output << tmp_output.str();
                    output << " = ";
                    rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
                  }
                /*else if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_R)
                  {
                    rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
                    output << " = ";
                    output << tmp_output.str();
                    output << "; %reversed " << ModelBlock->Block_List[j].Equation_Type[i] << " \n";
                  }*/
                else if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S)
                  {
                    output << "%" << tmp_output.str();
                    output << " = ";
                    if (ModelBlock->Block_List[j].Equation_Normalized[i])
                      {
                        rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
                        output << "\n    ";
445
446
447
448
449
450
451
452
453
454
455
456
457
                        /*temporary_terms_type tt2;
                        tt2.clear();*/
                        tmp_output.str("");
                        eq_node = (BinaryOpNode *)ModelBlock->Block_List[j].Equation_Normalized[i];
                        lhs = eq_node->get_arg1();
                        rhs = eq_node->get_arg2();
                        if(ModelBlock->Block_List[j].Simulation_Type==EVALUATE_BACKWARD or ModelBlock->Block_List[j].Simulation_Type==EVALUATE_FORWARD)
                         lhs->writeOutput(tmp_output, oMatlabDynamicModelSparse, temporary_terms);
                        else
                         lhs->writeOutput(tmp_output, oMatlabDynamicModelSparse, temporary_terms);
                        output << tmp_output.str();
                        output << " = ";
                        rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
ferhat's avatar
ferhat committed
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
                      }
                  }
                else
                  {
                    cerr << "Type missmatch for equation " << ModelBlock->Block_List[j].Equation[i]+1  << "\n";
                    exit(EXIT_FAILURE);
                  }
                output << ";\n";
                break;
              case SOLVE_BACKWARD_SIMPLE:
              case SOLVE_FORWARD_SIMPLE:
              case SOLVE_BACKWARD_COMPLETE:
              case SOLVE_FORWARD_COMPLETE:
                if (i<ModelBlock->Block_List[j].Nb_Recursives)
                  {
473
                    /*if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S)
ferhat's avatar
ferhat committed
474
475
                      recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i]), 0)] = ModelBlock->Block_List[j].Equation_Normalized[i];
                    else
476
                      recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i]), 0)] = equations[ModelBlock->Block_List[j].Equation[i]];*/
ferhat's avatar
ferhat committed
477
478
479
480
481
482
483
484
485
486
487
                    goto evaluation;
                  }
                feedback_variables.push_back(ModelBlock->Block_List[j].Variable[i]);
                output << "  % equation " << ModelBlock->Block_List[j].Equation[i]+1 << " variable : " << sModel
                << " (" << ModelBlock->Block_List[j].Variable[i]+1 << ") " << block_triangular.c_Equation_Type(ModelBlock->Block_List[j].Equation_Type[i]) << endl;
                output << "  " << "residual(" << i+1-ModelBlock->Block_List[j].Nb_Recursives << ") = (";
                goto end;
              case SOLVE_TWO_BOUNDARIES_COMPLETE:
              case SOLVE_TWO_BOUNDARIES_SIMPLE:
                if (i<ModelBlock->Block_List[j].Nb_Recursives)
                  {
488
                    /*if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S)
ferhat's avatar
ferhat committed
489
490
                      recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i]), 0)] = ModelBlock->Block_List[j].Equation_Normalized[i];
                    else
491
                      recursive_variables[getDerivID(symbol_table.getID(eEndogenous, ModelBlock->Block_List[j].Variable[i]), 0)] = equations[ModelBlock->Block_List[j].Equation[i]];*/
ferhat's avatar
ferhat committed
492
493
494
495
496
497
498
499
500
501
502
503
504
505
                    goto evaluation;
                  }
                feedback_variables.push_back(ModelBlock->Block_List[j].Variable[i]);
                output << "    % equation " << ModelBlock->Block_List[j].Equation[i]+1 << " variable : " << sModel
                << " (" << ModelBlock->Block_List[j].Variable[i]+1 << ") " << block_triangular.c_Equation_Type(ModelBlock->Block_List[j].Equation_Type[i]) << endl;
                Uf[ModelBlock->Block_List[j].Equation[i]] << "    b(" << i+1-ModelBlock->Block_List[j].Nb_Recursives << "+Per_J_) = -residual(" << i+1-ModelBlock->Block_List[j].Nb_Recursives << ", it_)";
                output << "    residual(" << i+1-ModelBlock->Block_List[j].Nb_Recursives << ", it_) = (";
                goto end;
              default:
end:
                output << tmp_output.str();
                output << ") - (";
                rhs->writeOutput(output, oMatlabDynamicModelSparse, temporary_terms);
                output << ");\n";
sebastien's avatar
sebastien committed
506
#ifdef CONDITION
ferhat's avatar
ferhat committed
507
508
                if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE)
                  output << "  condition(" << i+1 << ")=0;\n";
sebastien's avatar
sebastien committed
509
#endif
ferhat's avatar
ferhat committed
510
511
512
513
514
515
              }
          }
        // The Jacobian if we have to solve the block
        if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE
            ||  ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
          output << "  " << sps << "% Jacobian  " << endl;
sebastien's avatar
sebastien committed
516
        else
ferhat's avatar
ferhat committed
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
          if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_SIMPLE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_SIMPLE ||
              ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_COMPLETE)
            output << "  % Jacobian  " << endl << "  if jacobian_eval" << endl;
          else
            output << "    % Jacobian  " << endl << "    if jacobian_eval" << endl;
        switch (ModelBlock->Block_List[j].Simulation_Type)
          {
          case EVALUATE_BACKWARD:
          case EVALUATE_FORWARD:
          /*case EVALUATE_BACKWARD_R:
          case EVALUATE_FORWARD_R:*/
            count_derivates++;
            for (m=0;m<ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag+1;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
                  {
                    int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
                    int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
                    int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
                    int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
                    output << "      g1(" << eqr+1 << ", " << /*varr+1+(m+variable_table.max_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr*/
sebastien's avatar
sebastien committed
539
                    varr+1+m*ModelBlock->Block_List[j].Size << ") = ";
ferhat's avatar
ferhat committed
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
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
                    writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                    output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                    << "(" << k//variable_table.getLag(variable_table.getSymbolID(ModelBlock->Block_List[j].Variable[0]))
                    << ") " << var+1
                    << ", equation=" << eq+1 << endl;
                  }
              }
            //jacobian_max_endo_col=(variable_table.max_endo_lag+variable_table.max_endo_lead+1)*symbol_table.endo_nbr;
            /*for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;i++)
                  {
                    int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
                    int var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
                    int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X[i];
                    int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous[i];
                    output << "      g1_x(" << eqr+1 << ", "
                           << varr+1+(m+max_exo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.exo_nbr() << ") = ";
                    writeDerivative(output, eq, symbol_table.getID(eExogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                    output << "; % variable=" << symbol_table.getName(var)
                           << "(" << k << ") " << var+1
                           << ", equation=" << eq+1 << endl;
                  }
              }*/
            for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
                  {
                    for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
                      {
                        int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
                        int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
                        int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_other_endo[i];
                        int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_other_endo[i];
                        output << "      g1_o(" << eqr+1 << ", "
                        << varr+1+(m+max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr() << ") = ";
                        writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                        output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                        << "(" << k << ") " << var+1
                        << ", equation=" << eq+1 << endl;
                      }
                  }
              }
            output << "      varargout{1}=g1_x;\n";
            output << "      varargout{2}=g1_o;\n";
            output << "    end;" << endl;
            //output << "    ya = y;\n";
            output << "  end;" << endl;
            break;
          case SOLVE_BACKWARD_SIMPLE:
          case SOLVE_FORWARD_SIMPLE:
          case SOLVE_BACKWARD_COMPLETE:
          case SOLVE_FORWARD_COMPLETE:
            count_derivates++;
            for (m=0;m<ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag+1;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
                  {
                    int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
                    int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
                    int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
                    int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
                    output << "    g1(" << eqr+1 << ", "
                    << varr+1 + m*(ModelBlock->Block_List[j].Size) << ") = ";
                    writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                    output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                    << "(" << k << ") " << var+1
                    << ", equation=" << eq+1 << endl;
                  }
              }
            /*for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;i++)
                  {
                    int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
                    int var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
                    int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X[i];
                    int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous[i];
                    output << "    g1_x(" << eqr+1 << ", " << varr+1+(m+max_exo_lag-ModelBlock->Block_List[j].Max_Lag)*ModelBlock->Block_List[j].nb_exo << ") = ";
                    writeDerivative(output, eq, symbol_table.getID(eExogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                    output << "; % variable=" << symbol_table.getName(var)
                           << "(" << k << ") " << var+1
                           << ", equation=" << eq+1 << endl;
                  }
              }*/
            for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
                  {
                    for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
                      {
                        int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
                        int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
                        int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_other_endo[i];
                        int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_other_endo[i];
                        output << "    g1_o(" << eqr+1-ModelBlock->Block_List[j].Nb_Recursives << ", "
                        << varr+1+(m+max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr() << ") = ";
                        writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                        output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                        << "(" << k << ") " << var+1
                        << ", equation=" << eq+1 << endl;
                      }
                  }
              }
            output << "    varargout{1}=g1_x;\n";
            output << "    varargout{2}=g1_o;\n";
            output << "  else" << endl;

            m=ModelBlock->Block_List[j].Max_Lag;
            //cout << "\nDerivatives in Block " << j << "\n";
655
656
657
658
659
660
661
662
663
664
            for(i=0; i<ModelBlock->Block_List[j].Chaine_Rule_Derivatives->size();i++)
              {
                    //Chaine_Rule_Derivatives.insert(make_pair( make_pair(eq, eqr), make_pair(var, make_pair(varr, lag))));
                    pair< pair<int, int>, pair<int, pair<int, int> > > it = ModelBlock->Block_List[j].Chaine_Rule_Derivatives->at(i);
                    int eqr=it.first.first;
                    int eq=it.first.second;
                    int varr=it.second.first;
                    int var=it.second.second.first;
                    k=it.second.second.second;
            /*for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
ferhat's avatar
ferhat committed
665
666
667
668
669
670
671
672
673
              {
                int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
                int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
                int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
                int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
                ostringstream tmp_output;
                if (eqr<ModelBlock->Block_List[j].Nb_Recursives)
                  {
                    if (varr>=ModelBlock->Block_List[j].Nb_Recursives)
674
                      {*/
ferhat's avatar
ferhat committed
675
676
                        output << "    g1(" << eqr+1-ModelBlock->Block_List[j].Nb_Recursives << ", "
                        << varr+1-ModelBlock->Block_List[j].Nb_Recursives  << ") = ";
677
                        writeChaineRuleDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms);
ferhat's avatar
ferhat committed
678
679
680
681
682
683
                        output << ";";
                        output << " %2 variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                        << "(" << k
                        << ") " << var+1
                        << ", equation=" << eq+1 << endl;
                      }
684
                      /*}
ferhat's avatar
ferhat committed
685
                  }
686
              }*/
ferhat's avatar
ferhat committed
687
688
689
690
691
            output << "  end;\n";
            break;
          case SOLVE_TWO_BOUNDARIES_SIMPLE:
          case SOLVE_TWO_BOUNDARIES_COMPLETE:
            output << "    if ~jacobian_eval" << endl;
692
            /*for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
ferhat's avatar
ferhat committed
693
694
695
696
697
698
699
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
                  {
                    int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
                    int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
                    int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
700
701
702
703
704
705
706
707
708
709
                    int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];*/
            for(i=0; i<ModelBlock->Block_List[j].Chaine_Rule_Derivatives->size();i++)
              {
                    //Chaine_Rule_Derivatives.insert(make_pair( make_pair(eq, eqr), make_pair(var, make_pair(varr, lag))));
                    pair< pair<int, int>, pair<int, pair<int, int> > > it = ModelBlock->Block_List[j].Chaine_Rule_Derivatives->at(i);
                    int eqr=it.first.first;
                    int eq=it.first.second;
                    int varr=it.second.first;
                    int var=it.second.second.first;
                    k=it.second.second.second;
ferhat's avatar
ferhat committed
710

711
712
713
714
715


                    //bool derivative_exist;
                    ostringstream tmp_output;
                    /*if (eqr>=ModelBlock->Block_List[j].Nb_Recursives)
ferhat's avatar
ferhat committed
716
717
                      {
                        if (varr>=ModelBlock->Block_List[j].Nb_Recursives)
718
719
720
721
722
723
                          {*/
                    /*for(int equation = ModelBlock->Block_List[j].Nb_Recursives; equation<ModelBlock->Block_List[j].Size; equation++)
                      {
                        int eq = ModelBlock->Block_List[j].Equation[equation];
                        int eqr = equation - ModelBlock->Block_List[j].Nb_Recursives;
                        for(int variable = ModelBlock->Block_List[j].Nb_Recursives; variable<ModelBlock->Block_List[j].Size; variable++)
ferhat's avatar
ferhat committed
724
                          {
725
726
727
728
729
730
731
                            int var = ModelBlock->Block_List[j].Variable[variable];
                            int varr = variable - ModelBlock->Block_List[j].Nb_Recursives;*/
                            //cout << "eqr=" << eqr << " varr=" << varr;
                        //cout << "k=" << k << " eq=" << eq << " var=" << var << " eqr=" << eqr << " varr=" << varr << " ModelBlock->Block_List[j].Equation[eq]=" << ModelBlock->Block_List[j].Equation[eq] << "\n";
												if(eq>=ModelBlock->Block_List[j].Nb_Recursives and var>=ModelBlock->Block_List[j].Nb_Recursives)
												  {

ferhat's avatar
ferhat committed
732
                            if (k==0)
733
734
735
                              Uf[ModelBlock->Block_List[j].Equation[eq]] << "+g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives
                              << "+Per_J_, " << var+1-ModelBlock->Block_List[j].Nb_Recursives
                              << "+Per_K_)*y(it_, " << varr+1 << ")";
ferhat's avatar
ferhat committed
736
                            else if (k==1)
737
738
739
                              Uf[ModelBlock->Block_List[j].Equation[eq]] << "+g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives
                              << "+Per_J_, " << var+1-ModelBlock->Block_List[j].Nb_Recursives
                              << "+Per_y_)*y(it_+1, " << varr+1 << ")";
ferhat's avatar
ferhat committed
740
                            else if (k>0)
741
742
743
                              Uf[ModelBlock->Block_List[j].Equation[eq]] << "+g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives
                              << "+Per_J_, " << var+1-ModelBlock->Block_List[j].Nb_Recursives
                              << "+y_size*(it_+" << k-1 << "))*y(it_+" << k << ", " << varr+1 << ")";
ferhat's avatar
ferhat committed
744
                            else if (k<0)
745
746
747
                              Uf[ModelBlock->Block_List[j].Equation[eq]] << "+g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives
                              << "+Per_J_, " << var+1-ModelBlock->Block_List[j].Nb_Recursives
                              << "+y_size*(it_" << k-1 << "))*y(it_" << k << ", " << varr+1 << ")";
ferhat's avatar
ferhat committed
748
                            if (k==0)
749
750
                              tmp_output << "      g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives << "+Per_J_, "
                              << var+1-ModelBlock->Block_List[j].Nb_Recursives << "+Per_K_) = ";
ferhat's avatar
ferhat committed
751
                            else if (k==1)
752
753
                              tmp_output << "      g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives << "+Per_J_, "
                              << var+1-ModelBlock->Block_List[j].Nb_Recursives << "+Per_y_) = ";
ferhat's avatar
ferhat committed
754
                            else if (k>0)
755
756
                              tmp_output << "      g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives << "+Per_J_, "
                              << var+1-ModelBlock->Block_List[j].Nb_Recursives << "+y_size*(it_+" << k-1 << ")) = ";
ferhat's avatar
ferhat committed
757
                            else if (k<0)
758
759
                              tmp_output << "      g1(" << eq+1-ModelBlock->Block_List[j].Nb_Recursives << "+Per_J_, "
                              << var+1-ModelBlock->Block_List[j].Nb_Recursives << "+y_size*(it_" << k-1 << ")) = ";
ferhat's avatar
ferhat committed
760
761


762
763
764
765
766
767
768
769
770
771
772
773
                            output << " " << tmp_output.str();

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

                            output << ";";
                            output << " %2 variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
                                   << "(" << k << ") " << varr+1
                                   << ", equation=" << eqr+1 << endl;
												  }
                            //cout << " done\n";
                         /* }
                      }*/
sebastien's avatar
sebastien committed
774
775

#ifdef CONDITION
ferhat's avatar
ferhat committed
776
777
                    output << "  if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
                    output << "    condition(" << eqr << ")=u(" << u << "+Per_u_);\n";
sebastien's avatar
sebastien committed
778
#endif
779
                  //}
ferhat's avatar
ferhat committed
780
781
782
783
784
              }
            for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
              {
                if (i>=ModelBlock->Block_List[j].Nb_Recursives)
                  output << "  " << Uf[ModelBlock->Block_List[j].Equation[i]].str() << ";\n";
sebastien's avatar
sebastien committed
785
#ifdef CONDITION
ferhat's avatar
ferhat committed
786
787
                output << "  if (fabs(condition(" << i+1 << "))<fabs(u(" << i << "+Per_u_)))\n";
                output << "    condition(" << i+1 << ")=u(" << i+1 << "+Per_u_);\n";
sebastien's avatar
sebastien committed
788
#endif
ferhat's avatar
ferhat committed
789
              }
sebastien's avatar
sebastien committed
790
#ifdef CONDITION
ferhat's avatar
ferhat committed
791
792
793
794
795
796
797
798
799
800
801
802
803
804
            for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
                  {
                    int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
                    int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
                    int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
                    int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
                    output << "  u(" << u+1 << "+Per_u_) = u(" << u+1 << "+Per_u_) / condition(" << eqr+1 << ");\n";
                  }
              }
            for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
              output << "  u(" << i+1 << "+Per_u_) = u(" << i+1 << "+Per_u_) / condition(" << i+1 << ");\n";
sebastien's avatar
sebastien committed
805
806
#endif

ferhat's avatar
ferhat committed
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
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
            output << "    else" << endl;
            for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
                  {
                    int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
                    int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
                    int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
                    int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
                    output << "      g1(" << eqr+1 << ", " << varr+1+(m-ModelBlock->Block_List[j].Max_Lag+ModelBlock->Block_List[j].Max_Lag_Endo)*ModelBlock->Block_List[j].Size << ") = ";
                    writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                    output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                    << "(" << k << ") " << var+1
                    << ", equation=" << eq+1 << endl;
                  }
              }
            jacobian_max_endo_col=(ModelBlock->Block_List[j].Max_Lead_Endo+ModelBlock->Block_List[j].Max_Lag_Endo+1)*ModelBlock->Block_List[j].Size;
            /*for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_exo;i++)
                  {
                    int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
                    int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X[i];
                    int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous[i];
                    int var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
                    output << "      g1_x(" << eqr+1 << ", "
                           << jacobian_max_endo_col+(m-(ModelBlock->Block_List[j].Max_Lag-ModelBlock->Block_List[j].Max_Lag_Exo))*ModelBlock->Block_List[j].nb_exo+varr+1 << ") = ";
                    writeDerivative(output, eq, symbol_table.getID(eExogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                    output << "; % variable (exogenous)=" << symbol_table.getName(var)
                           << "(" << k << ") " << var+1 << " " << varr+1
                           << ", equation=" << eq+1 << endl;
                  }
              }*/
            for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
              {
                k=m-ModelBlock->Block_List[j].Max_Lag;
                if (block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
                  {
                    for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
                      {
                        int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
                        int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
                        int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_other_endo[i];
                        int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_other_endo[i];
                        output << "      g1_o(" << eqr+1 << ", "
                        << varr+1+(m+max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr() << ") = ";
                        writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
                        output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                        << "(" << k << ") " << var+1
                        << ", equation=" << eq+1 << endl;
                      }
                  }
              }
            output << "      varargout{1}=g1_x;\n";
            output << "      varargout{2}=g1_o;\n";
            output << "    end;\n";
            //output << "    ya = y;\n";
            output << "  end;\n";
            break;
          default:
            break;
          }
        prev_Simulation_Type=ModelBlock->Block_List[j].Simulation_Type;
        output.close();
      }
  }
sebastien's avatar
sebastien committed
875
876

void
sebastien's avatar
sebastien committed
877
DynamicModel::writeModelEquationsCodeOrdered(const string file_name, const Model_Block *ModelBlock, const string bin_basename, map_idx_type map_idx) const
sebastien's avatar
sebastien committed
878
  {
ferhat's avatar
ferhat committed
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
    struct Uff_l
      {
        int u, var, lag;
        Uff_l *pNext;
      };

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

    int i,j,k,m, v, ModelBlock_Aggregated_Count, k0, k1;
    string tmp_s;
    ostringstream tmp_output;
    ofstream code_file;
    NodeID lhs=NULL, rhs=NULL;
    BinaryOpNode *eq_node;
    bool lhs_rhs_done;
    Uff Uf[symbol_table.endo_nbr()];
    map<NodeID, int> reference_count;
900
901
    //map<int,int> ModelBlock_Aggregated_Size, ModelBlock_Aggregated_Number;
    vector<int> feedback_variables;
ferhat's avatar
ferhat committed
902
903
904
905
906
907
908
909
910
911
912
913
914
915
    int prev_Simulation_Type=-1;
    bool file_open=false;
    string main_name=file_name;
    main_name+=".cod";
    code_file.open(main_name.c_str(), ios::out | ios::binary | ios::ate );
    if (!code_file.is_open())
      {
        cout << "Error : Can't open file \"" << main_name << "\" for writing\n";
        exit(EXIT_FAILURE);
      }
    //Temporary variables declaration
    code_file.write(&FDIMT, sizeof(FDIMT));
    k=temporary_terms.size();
    code_file.write(reinterpret_cast<char *>(&k),sizeof(k));
916
917

ModelBlock_Aggregated_Count = ModelBlock->Size;
ferhat's avatar
ferhat committed
918
    //For each block
919
920

    for (j = 0; j < ModelBlock->Size ;j++)
ferhat's avatar
ferhat committed
921
      {
922
923
        feedback_variables.clear();
        if (j>0)
ferhat's avatar
ferhat committed
924
925
          code_file.write(&FENDBLOCK, sizeof(FENDBLOCK));
        code_file.write(&FBEGINBLOCK, sizeof(FBEGINBLOCK));
926
        v=ModelBlock->Block_List[j].Size;
ferhat's avatar
ferhat committed
927
928
929
        code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
        v=ModelBlock->Block_List[j].Simulation_Type;
        code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
930
        for (i=0; i < ModelBlock->Block_List[j].Size;i++)
ferhat's avatar
ferhat committed
931
          {
932
933
934
            code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].Variable[i]),sizeof(ModelBlock->Block_List[j].Variable[i]));
            code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].Equation[i]),sizeof(ModelBlock->Block_List[j].Equation[i]));
            code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].Own_Derivative[i]),sizeof(ModelBlock->Block_List[j].Own_Derivative[i]));
ferhat's avatar
ferhat committed
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
          }
        if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE ||
            ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_COMPLETE)
          {
            code_file.write(reinterpret_cast<char *>(&ModelBlock->Block_List[j].is_linear),sizeof(ModelBlock->Block_List[j].is_linear));
            v=block_triangular.ModelBlock->Block_List[j].IM_lead_lag[block_triangular.ModelBlock->Block_List[j].Max_Lag + block_triangular.ModelBlock->Block_List[j].Max_Lead].u_finish + 1;
            code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
            v=symbol_table.endo_nbr();
            code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
            v=block_triangular.ModelBlock->Block_List[j].Max_Lag;
            code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
            v=block_triangular.ModelBlock->Block_List[j].Max_Lead;
            code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
            int u_count_int=0;
            Write_Inf_To_Bin_File(file_name, bin_basename, j, u_count_int,file_open,
                                  ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE || ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_SIMPLE);
            v=u_count_int;
            code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
            file_open=true;
            //}
          }
            //For a block composed of a single equation determines whether we have to evaluate or to solve the equation
            if (ModelBlock->Block_List[j].Size==1)
              {
                lhs_rhs_done=true;
                eq_node = equations[ModelBlock->Block_List[j].Equation[0]];
                lhs = eq_node->get_arg1();
                rhs = eq_node->get_arg2();
              }
            else
              lhs_rhs_done=false;
            // The equations
            for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
              {
                //The Temporary terms
                temporary_terms_type tt2;
sebastien's avatar
sebastien committed
971
#ifdef DEBUGC
ferhat's avatar
ferhat committed
972
                k=0;
sebastien's avatar
sebastien committed
973
#endif
ferhat's avatar
ferhat committed
974
975
976
977
978
979
980
981
982
983
                for (temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->begin();
                     it != ModelBlock->Block_List[j].Temporary_Terms_in_Equation[i]->end(); it++)
                  {
                    (*it)->compile(code_file, false, tt2, map_idx);
                    code_file.write(&FSTPT, sizeof(FSTPT));
                    map_idx_type::const_iterator ii=map_idx.find((*it)->idx);
                    v=(int)ii->second;
                    code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
                    // Insert current node into tt2
                    tt2.insert(*it);
sebastien's avatar
sebastien committed
984
#ifdef DEBUGC
ferhat's avatar
ferhat committed
985
986
987
988
                    cout << "FSTPT " << v << "\n";
                    code_file.write(&FOK, sizeof(FOK));
                    code_file.write(reinterpret_cast<char *>(&k), sizeof(k));
                    ki++;
sebastien's avatar
sebastien committed
989
990
#endif

ferhat's avatar
ferhat committed
991
                  }
sebastien's avatar
sebastien committed
992
#ifdef DEBUGC
ferhat's avatar
ferhat committed
993
994
995
996
997
998
                for (temporary_terms_type::const_iterator it = ModelBlock->Block_List[j].Temporary_terms->begin();
                     it != ModelBlock->Block_List[j].Temporary_terms->end(); it++)
                  {
                    map_idx_type::const_iterator ii=map_idx.find((*it)->idx);
                    cout << "map_idx[" << (*it)->idx <<"]=" << ii->second << "\n";
                  }
sebastien's avatar
sebastien committed
999
#endif
ferhat's avatar
ferhat committed
1000
1001
1002
1003
1004
1005
1006
1007
                if (!lhs_rhs_done)
                  {
                    eq_node = equations[ModelBlock->Block_List[j].Equation[i]];
                    lhs = eq_node->get_arg1();
                    rhs = eq_node->get_arg2();
                  }
                switch (ModelBlock->Block_List[j].Simulation_Type)
                  {
1008
evaluation:
ferhat's avatar
ferhat committed
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
                  case EVALUATE_BACKWARD:
                  case EVALUATE_FORWARD:
                    if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE)
                      {
                        rhs->compile(code_file, false, temporary_terms, map_idx);
                        lhs->compile(code_file, true, temporary_terms, map_idx);
                      }
                    else if (ModelBlock->Block_List[j].Equation_Type[i] == E_EVALUATE_S)
                      {
                        eq_node = (BinaryOpNode*)ModelBlock->Block_List[j].Equation_Normalized[i];
                        //cout << "EVALUATE_S var " << ModelBlock->Block_List[j].Variable[i] << "\n";
                        lhs = eq_node->get_arg1();
                        rhs = eq_node->get_arg2();
                        rhs->compile(code_file, false, temporary_terms, map_idx);
                        lhs->compile(code_file, true, temporary_terms, map_idx);
                      }
                    break;
                  case SOLVE_BACKWARD_COMPLETE:
                  case SOLVE_FORWARD_COMPLETE:
                  case SOLVE_TWO_BOUNDARIES_COMPLETE:
                  case SOLVE_TWO_BOUNDARIES_SIMPLE:
1030
1031
1032
                    if (i<ModelBlock->Block_List[j].Nb_Recursives)
                      goto evaluation;
                    feedback_variables.push_back(ModelBlock->Block_List[j].Variable[i]);
ferhat's avatar
ferhat committed
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
                    v=ModelBlock->Block_List[j].Equation[i];
                    Uf[v].eqr=i;
                    Uf[v].Ufl=NULL;
                    goto end;
                  default:
end:
                    lhs->compile(code_file, false, temporary_terms, map_idx);
                    rhs->compile(code_file, false, temporary_terms, map_idx);
                    code_file.write(&FBINARY, sizeof(FBINARY));
                    int v=oMinus;
                    code_file.write(reinterpret_cast<char *>(&v),sizeof(v));
                    code_file.write(&FSTPR, sizeof(FSTPR));
                    code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
sebastien's avatar
sebastien committed
1046
#ifdef CONDITION
ferhat's avatar
ferhat committed
1047
1048
                    if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_TWO_BOUNDARIES_COMPLETE)
                      output << "  condition[" << i << "]=0;\n";
sebastien's avatar
sebastien committed
1049
#endif
ferhat's avatar
ferhat committed
1050
1051
1052
1053
                  }
              }
            code_file.write(&FENDEQU, sizeof(FENDEQU));
            // The Jacobian if we have to solve the block
1054
            bool feedback_variable =  (feedback_variables.size()>0);
ferhat's avatar
ferhat committed
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
            if (ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD
                && ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FORWARD
                /*&& ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_BACKWARD_R
                && ModelBlock->Block_List[j].Simulation_Type!=EVALUATE_FORWARD_R*/)
              {
                switch (ModelBlock->Block_List[j].Simulation_Type)
                  {
                  case SOLVE_BACKWARD_SIMPLE:
                  case SOLVE_FORWARD_SIMPLE:
                    compileDerivative(code_file, ModelBlock->Block_List[j].Equation[0], ModelBlock->Block_List[j].Variable[0], 0, map_idx);
                    code_file.write(&FSTPG, sizeof(FSTPG));
                    v=0;
                    code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
                    break;
                  case SOLVE_BACKWARD_COMPLETE:
                  case SOLVE_FORWARD_COMPLETE:
1071
                    if(feedback_variable)
ferhat's avatar
ferhat committed
1072
                      {
1073
1074
                        int u = feedback_variables.size();
                        for(i=0; i<ModelBlock->Block_List[j].Chaine_Rule_Derivatives->size();i++)
ferhat's avatar
ferhat committed
1075
                          {
1076
1077
1078
1079
1080
1081
1082
1083
1084
1085
1086
1087
1088
1089
1090
1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
1102
1103
1104
1105
1106
1107
1108
                            //Chaine_Rule_Derivatives.insert(make_pair( make_pair(eq, eqr), make_pair(var, make_pair(varr, lag))));
                            pair< pair<int, int>, pair<int, pair<int, int> > > it = ModelBlock->Block_List[j].Chaine_Rule_Derivatives->at(i);
                            int eqr=it.first.first;
                            int eq=it.first.second;
                            int varr=it.second.first;
                            int var=it.second.second.first;
                            int v=ModelBlock->Block_List[j].Equation[eqr];
                            k=it.second.second.second;
                            if (!Uf[v].Ufl)
                              {
                                Uf[v].Ufl=(Uff_l*)malloc(sizeof(Uff_l));
                                Uf[v].Ufl_First=Uf[v].Ufl;
                              }
                            else
                              {
                                Uf[v].Ufl->pNext=(Uff_l*)malloc(sizeof(Uff_l));
                                Uf[v].Ufl=Uf[v].Ufl->pNext;
                              }
                            Uf[v].Ufl->pNext=NULL;
                            Uf[v].Ufl->u=u;
                            Uf[v].Ufl->var=var;
                            compileDerivative(code_file, eq, var, 0, map_idx);
                            code_file.write(&FSTPU, sizeof(FSTPU));
                            code_file.write(reinterpret_cast<char *>(&u), sizeof(u));
                            u++;
                            /*output << "    g1(" << eqr+1-ModelBlock->Block_List[j].Nb_Recursives << ", "
                            << varr+1-ModelBlock->Block_List[j].Nb_Recursives  << ") = ";
                            writeChaineRuleDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms);
                            output << ";";
                            output << " %2 variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                            << "(" << k
                            << ") " << var+1
                            << ", equation=" << eq+1 << endl;*/
ferhat's avatar
ferhat committed
1109
                          }
1110
1111
1112
1113
1114
                      }
                    else
                      {
                        m=ModelBlock->Block_List[j].Max_Lag;
                        for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
ferhat's avatar
ferhat committed
1115
                          {
1116
1117
1118
1119
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
1133
1134
1135
1136
                            int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
                            int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
                            int u=ModelBlock->Block_List[j].IM_lead_lag[m].us[i];
                            int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
                            int v=ModelBlock->Block_List[j].Equation[eqr];
                            if (!Uf[v].Ufl)
                              {
                                Uf[v].Ufl=(Uff_l*)malloc(sizeof(Uff_l));
                                Uf[v].Ufl_First=Uf[v].Ufl;
                              }
                            else
                              {
                                Uf[v].Ufl->pNext=(Uff_l*)malloc(sizeof(Uff_l));
                                Uf[v].Ufl=Uf[v].Ufl->pNext;
                              }
                            Uf[v].Ufl->pNext=NULL;
                            Uf[v].Ufl->u=u;
                            Uf[v].Ufl->var=var;
                            compileDerivative(code_file, eq, var, 0, map_idx);
                            code_file.write(&FSTPU, sizeof(FSTPU));
                            code_file.write(reinterpret_cast<char *>(&u), sizeof(u));
ferhat's avatar
ferhat committed
1137
1138
1139
1140
1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
                          }
                      }
                    for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
                      {
                        code_file.write(&FLDR, sizeof(FLDR));
                        code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
                        code_file.write(&FLDZ, sizeof(FLDZ));
                        int v=ModelBlock->Block_List[j].Equation[i];
                        for (Uf[v].Ufl=Uf[v].Ufl_First;Uf[v].Ufl;Uf[v].Ufl=Uf[v].Ufl->pNext)
                          {
                            code_file.write(&FLDU, sizeof(FLDU));
                            code_file.write(reinterpret_cast<char *>(&Uf[v].Ufl->u), sizeof(Uf[v].Ufl->u));
                            code_file.write(&FLDV, sizeof(FLDV));
                            char vc=eEndogenous;
                            code_file.write(reinterpret_cast<char *>(&vc), sizeof(vc));
                            code_file.write(reinterpret_cast<char *>(&Uf[v].Ufl->var), sizeof(Uf[v].Ufl->var));
                            int v1=0;
                            code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
                            code_file.write(&FBINARY, sizeof(FBINARY));
                            v1=oTimes;
                            code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
                            code_file.write(&FCUML, sizeof(FCUML));
                          }
                        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;
                          }
                        code_file.write(&FBINARY, sizeof(FBINARY));
                        v=oMinus;
                        code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
                        code_file.write(&FSTPU, sizeof(FSTPU));
                        code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
                      }
                    break;
                  case SOLVE_TWO_BOUNDARIES_COMPLETE:
                  case SOLVE_TWO_BOUNDARIES_SIMPLE:
                    for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
                      {
                        k=m-ModelBlock->Block_List[j].Max_Lag;
                        for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
                          {
                            int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
                            int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
                            int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
                            int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
                            int v=ModelBlock->Block_List[j].Equation[eqr];
                            if (!Uf[v].Ufl)
                              {
                                Uf[v].Ufl=(Uff_l*)malloc(sizeof(Uff_l));
                                Uf[v].Ufl_First=Uf[v].Ufl;
                              }
                            else
                              {
                                Uf[v].Ufl->pNext=(Uff_l*)malloc(sizeof(Uff_l));
                                Uf[v].Ufl=Uf[v].Ufl->pNext;
                              }
                            Uf[v].Ufl->pNext=NULL;
                            Uf[v].Ufl->u=u;
                            Uf[v].Ufl->var=var;
                            Uf[v].Ufl->lag=k;
                            compileDerivative(code_file, eq, var, k, map_idx);
                            code_file.write(&FSTPU, sizeof(FSTPU));
                            code_file.write(reinterpret_cast<char *>(&u), sizeof(u));
sebastien's avatar
sebastien committed
1203
#ifdef CONDITION
ferhat's avatar
ferhat committed
1204
1205
                            output << "  if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
                            output << "    condition[" << eqr << "]=u[" << u << "+Per_u_];\n";
sebastien's avatar
sebastien committed
1206
#endif
ferhat's avatar
ferhat committed
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
                          }
                      }
                    for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
                      {
                        code_file.write(&FLDR, sizeof(FLDR));
                        code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
                        code_file.write(&FLDZ, sizeof(FLDZ));
                        int v=ModelBlock->Block_List[j].Equation[i];
                        for (Uf[v].Ufl=Uf[v].Ufl_First;Uf[v].Ufl;Uf[v].Ufl=Uf[v].Ufl->pNext)
                          {
                            code_file.write(&FLDU, sizeof(FLDU));
                            code_file.write(reinterpret_cast<char *>(&Uf[v].Ufl->u), sizeof(Uf[v].Ufl->u));
                            code_file.write(&FLDV, sizeof(FLDV));
                            char vc=eEndogenous;
                            code_file.write(reinterpret_cast<char *>(&vc), sizeof(vc));
                            int v1=Uf[v].Ufl->var;
                            code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
                            v1=Uf[v].Ufl->lag;
                            code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
                            code_file.write(&FBINARY, sizeof(FBINARY));
                            v1=oTimes;
                            code_file.write(reinterpret_cast<char *>(&v1), sizeof(v1));
                            code_file.write(&FCUML, sizeof(FCUML));
                          }
                        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;
                          }
                        code_file.write(&FBINARY, sizeof(FBINARY));
                        v=oMinus;
                        code_file.write(reinterpret_cast<char *>(&v), sizeof(v));
                        code_file.write(&FSTPU, sizeof(FSTPU));
                        code_file.write(reinterpret_cast<char *>(&i), sizeof(i));
sebastien's avatar
sebastien committed
1243
#ifdef CONDITION
ferhat's avatar
ferhat committed
1244
1245
                        output << "  if (fabs(condition[" << i << "])<fabs(u[" << i << "+Per_u_]))\n";
                        output << "    condition[" << i << "]=u[" << i << "+Per_u_];\n";
sebastien's avatar
sebastien committed
1246
#endif
ferhat's avatar
ferhat committed
1247
                      }
sebastien's avatar
sebastien committed
1248
#ifdef CONDITION
ferhat's avatar
ferhat committed
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258
1259
1260
1261
1262
                    for (m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
                      {
                        k=m-ModelBlock->Block_List[j].Max_Lag;
                        for (i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
                          {
                            int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
                            int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
                            int u=ModelBlock->Block_List[j].IM_lead_lag[m].u[i];
                            int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
                            output << "  u[" << u << "+Per_u_] /= condition[" << eqr << "];\n";
                          }
                      }
                    for (i = 0;i < ModelBlock->Block_List[j].Size;i++)
                      output << "  u[" << i << "+Per_u_] /= condition[" << i << "];\n";
sebastien's avatar
sebastien committed
1263
#endif
ferhat's avatar
ferhat committed
1264
1265
1266
1267
                    break;
                  default:
                    break;
                  }
sebastien's avatar
sebastien committed
1268

ferhat's avatar
ferhat committed
1269
1270
1271
1272
1273
1274
1275
                prev_Simulation_Type=ModelBlock->Block_List[j].Simulation_Type;
              }
      }
    code_file.write(&FENDBLOCK, sizeof(FENDBLOCK));
    code_file.write(&FEND, sizeof(FEND));
    code_file.close();
  }
sebastien's avatar
sebastien committed
1276
1277
1278

void
DynamicModel::writeDynamicMFile(const string &dynamic_basename) const
ferhat's avatar
ferhat committed
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
  {
    string filename = dynamic_basename + ".m";

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

    writeDynamicModel(mDynamicModelFile);

    mDynamicModelFile.close();
  }
sebastien's avatar
sebastien committed
1300
1301
1302

void
DynamicModel::writeDynamicCFile(const string &dynamic_basename) const
ferhat's avatar
ferhat committed
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
1327
1328
1329
1330
  {
    string filename = dynamic_basename + ".c";
    ofstream mDynamicModelFile;

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

    // Writing the function body
    writeDynamicModel(mDynamicModelFile);

    // Writing the gateway routine
    mDynamicModelFile << "/* The gateway routine */" << endl
    << "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
    << "{" << endl
    << "  double *y, *x, *params;" << endl
sebastien's avatar
sebastien committed
1331
    << "  double *residual, *g1, *v2;" << endl
ferhat's avatar
ferhat committed
1332
1333
1334
1335
1336
1337
1338
1339
1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351
1352
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
1363
1364
1365
1366
1367
    << "  int nb_row_x, it_;" << endl
    << endl
    << "  /* Create a pointer to the input matrix y. */" << endl
    << "  y = mxGetPr(prhs[0]);" << endl
    << endl
    << "  /* Create a pointer to the input matrix x. */" << endl
    << "  x = mxGetPr(prhs[1]);" << endl
    << endl
    << "  /* Create a pointer to the input matrix params. */" << endl
    << "  params = mxGetPr(prhs[2]);" << endl
    << endl
    << "  /* Fetch time index */" << endl
    << "  it_ = (int) mxGetScalar(prhs[3]) - 1;" << endl
    << endl
    << "  /* Gets number of rows of matrix x. */" << endl
    << "  nb_row_x = mxGetM(prhs[1]);" << endl
    << endl
    << "  residual = NULL;" << endl
    << "  if (nlhs >= 1)" << endl
    << "  {" << endl
    << "     /* Set the output pointer to the output matrix residual. */" << endl
    << "     plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
    << "     /* Create a C pointer to a copy of the output matrix residual. */" << endl
    << "     residual = mxGetPr(plhs[0]);" << endl
    << "  }" << endl
    << endl
    << "  g1 = NULL;" << endl
    << "  if (nlhs >= 2)" << endl
    << "  {" << endl
    << "     /* Set the output pointer to the output matrix g1. */" << endl

    << "     plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << dynJacobianColsNbr << ", mxREAL);" << endl
    << "     /* Create a C pointer to a copy of the output matrix g1. */" << endl
    << "     g1 = mxGetPr(plhs[1]);" << endl
    << "  }" << endl
    << endl
sebastien's avatar
sebastien committed
1368
    << "  v2 = NULL;" << endl
ferhat's avatar
ferhat committed
1369
1370
    << " if (nlhs >= 3)" << endl
    << "  {" << endl
sebastien's avatar
sebastien committed
1371
1372
    << "     /* Set the output pointer to the output matrix v2. */" << endl
    << "     plhs[2] = mxCreateDoubleMatrix(" << NNZDerivatives[1] << ", " << 3
ferhat's avatar
ferhat committed
1373
1374
    << ", mxREAL);" << endl
    << "     /* Create a C pointer to a copy of the output matrix g1. */" << endl
sebastien's avatar
sebastien committed
1375
    << "     v2 = mxGetPr(plhs[2]);" << endl
ferhat's avatar
ferhat committed
1376
1377
1378
    << "  }" << endl
    << endl
    << "  /* Call the C subroutines. */" << endl
sebastien's avatar
sebastien committed
1379
    << "  Dynamic(y, x, nb_row_x, params, it_, residual, g1, v2);" << endl
ferhat's avatar
ferhat committed
1380
1381
1382
    << "}" << endl;
    mDynamicModelFile.close();
  }
sebastien's avatar
sebastien committed
1383
1384
1385

string
DynamicModel::reform(const string name1) const
ferhat's avatar
ferhat committed
1386
1387
1388
1389
1390
1391
1392
1393
1394
1395
1396
1397
1398
1399
1400
  {
    string name=name1;
    int pos = name.find("\\", 0);
    while (pos >= 0)
      {
        if (name.substr(pos + 1, 1) != "\\")
          {
            name = name.insert(pos, "\\");
            pos++;
          }
        pos++;
        pos = name.find("\\", pos);
      }
    return (name);
  }
sebastien's avatar
sebastien committed
1401
1402
1403
1404

void
DynamicModel::Write_Inf_To_Bin_File(const string &dynamic_basename, const string &bin_basename, const int &num,
                                    int &u_count_int, bool &file_open, bool is_two_boundaries) const
ferhat's avatar
ferhat committed
1405
1406
1407
1408
1409
1410
1411
1412
1413
1414
1415
1416
1417
1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
1428
1429
1430
1431
1432
1433
1434
1435
1436
1437
1438
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1460
  {
    int j;
    std::ofstream SaveCode;
    if (file_open)
      SaveCode.open((bin_basename + ".bin").c_str(), ios::out | ios::in | ios::binary | ios ::ate );
    else
      SaveCode.open((bin_basename + ".bin").c_str(), ios::out | ios::binary);
    if (!SaveCode.is_open())
      {
        cout << "Error : Can't open file \"" << bin_basename << ".bin\" for writing\n";
        exit(EXIT_FAILURE);
      }
    u_count_int=0;
    for (int m=0;m<=block_triangular.ModelBlock->Block_List[num].Max_Lead+block_triangular.ModelBlock->Block_List[num].Max_Lag;m++)
      {
        int k1=m-block_triangular.ModelBlock->Block_List[num].Max_Lag;
        for (j=0;j<block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].size;j++)
          {
            int varr=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].Var[j]+k1*block_triangular.ModelBlock->Block_List[num].Size;
            int u=block_triangular.ModelBlock->Block_List[num].IM_lead_lag[m].u[j];
            int eqr1=