DynamicModel.hh

/*
 * 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/>.
 */

#ifndef _DYNAMICMODEL_HH
#define _DYNAMICMODEL_HH

using namespace std;

#include <fstream>

#include "StaticModel.hh"
#include "StaticDllModel.hh"
#include "BlockTriangular.hh"

//! Stores a dynamic model
class DynamicModel : public ModelTree
{
private:
  typedef map<pair<int, int>, int> deriv_id_table_t;
  //! Maps a pair (symbol_id, lag) to a deriv ID
  deriv_id_table_t deriv_id_table;
  //! Maps a deriv ID to a pair (symbol_id, lag)
  vector<pair<int, int> > inv_deriv_id_table;

  //! Maps a deriv_id to the column index of the dynamic Jacobian
  /*! Contains only endogenous, exogenous and exogenous deterministic */
  map<int, int> dyn_jacobian_cols_table;

  //! Maximum lag and lead over all types of variables (positive values)
  /*! Set by computeDerivIDs() */
  int max_lag, max_lead;
  //! Maximum lag and lead over endogenous variables (positive values)
  /*! Set by computeDerivIDs() */
  int max_endo_lag, max_endo_lead;
  //! Maximum lag and lead over exogenous variables (positive values)
  /*! Set by computeDerivIDs() */
  int max_exo_lag, max_exo_lead;
  //! Maximum lag and lead over deterministic exogenous variables (positive values)
  /*! Set by computeDerivIDs() */
  int max_exo_det_lag, max_exo_det_lead;

  //! Number of columns of dynamic jacobian
  /*! Set by computeDerivID()s and computeDynJacobianCols() */
  int dynJacobianColsNbr;

  //! Derivatives of the residuals w.r. to parameters
  /*! First index is equation number, second is parameter.
    Only non-null derivatives are stored in the map.
    Parameter indices are those of the getDerivID() method.
  */
  first_derivatives_type residuals_params_derivatives;

  //! Derivatives of the jacobian w.r. to parameters
  /*! First index is equation number, second is endo/exo/exo_det variable, and third is parameter.