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ExternalFiles.cc

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  • ExternalFiles.cc 24.40 KiB
    /*
     * Copyright (C) 2006-2013 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/>.
     */
    #include <cassert>
    #include "ModFile.hh"
    #include "DynamicModel.hh"
    #include "StaticModel.hh"
    #include "SteadyStateModel.hh"
    
    void
    ModFile::writeExternalFiles(const string &basename, FileOutputType output, LanguageOutputType language) const
    {
      switch(language)
        {
        case c:
          writeExternalFilesC(basename, output);
          break;
        case cpp:
          writeExternalFilesCC(basename, output);
          break;
        default:
          cerr << "This case shouldn't happen. Contact the authors of Dynare" << endl;
          exit(EXIT_FAILURE);
        }
    }
    
    // C interface
    
    void
    ModFile::writeExternalFilesC(const string &basename, FileOutputType output) const
    {
      writeModelC(basename);
      steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present);
    
      dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
    
      if (!no_static)
        static_model.writeStaticFile(basename, false, false, true);
    
    
      //  static_model.writeStaticCFile(basename, block, byte_code, use_dll);
      //  static_model.writeParamsDerivativesFileC(basename, cuda);
      //  static_model.writeAuxVarInitvalC(mOutputFile, oMatlabOutsideModel, cuda);
    
      // dynamic_model.writeResidualsC(basename, cuda);
      // dynamic_model.writeParamsDerivativesFileC(basename, cuda);
      dynamic_model.writeFirstDerivativesC(basename, cuda);
      
      if (output == second)
        dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
      else if (output == third)
        {
            dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
      	dynamic_model.writeThirdDerivativesC_csr(basename, cuda);
        }
    }
    
    void
    ModFile::writeModelC(const string &basename) const
    {
      string filename = basename + ".c";
    
      ofstream mDriverCFile;
      mDriverCFile.open(filename.c_str(), ios::out | ios::binary);
      if (!mDriverCFile.is_open())
        {
          cerr << "Error: Can't open file " << filename << " for writing" << endl;
          exit(EXIT_FAILURE);
        }
    
      mDriverCFile << "/*" << endl
                   << " * " << filename << " : Driver file for Dynare C code" << endl
                   << " *" << endl
                   << " * Warning : this file is generated automatically by Dynare" << endl
                   << " *           from model file (.mod)" << endl
                   << " */" << endl
                   << endl
                   << "#include \"dynare_driver.h\"" << endl
                   << endl
                   << "struct" << endl
                   << "{" << endl;
    
      // Write basic info
      symbol_table.writeCOutput(mDriverCFile);
    
      mDriverCFile << endl << "params.resize(param_nbr);" << endl;
    
      if (dynamic_model.equation_number() > 0)
        {
          dynamic_model.writeCOutput(mDriverCFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
          //      if (!no_static)
          //        static_model.writeCOutput(mOutputFile, block);
        }
    
      // Print statements
      for (vector<Statement *>::const_iterator it = statements.begin();
           it != statements.end(); it++)
          (*it)->writeCOutput(mDriverCFile, basename);
    
      mDriverCFile << "} DynareInfo;" << endl;
      mDriverCFile.close();
    
      // Write informational m file
      ofstream mOutputFile;
    
      if (basename.size())
        {
          string fname(basename);
          fname += ".m";
          mOutputFile.open(fname.c_str(), ios::out | ios::binary);
          if (!mOutputFile.is_open())
            {
              cerr << "ERROR: Can't open file " << fname
                   << " for writing" << endl;
              exit(EXIT_FAILURE);
            }
        }
      else
        {
          cerr << "ERROR: Missing file name" << endl;
          exit(EXIT_FAILURE);
        }
    
      mOutputFile << "%" << endl
                  << "% Status : informational m file" << endl
                  << "%" << endl
                  << "% Warning : this file is generated automatically by Dynare" << endl
                  << "%           from model file (.mod)" << endl << endl
                  << "disp('The following C file was successfully created:');" << endl
                  << "ls preprocessorOutput.c" << endl << endl;
      mOutputFile.close();
    }
    
    
    void
    DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present) const
    {
      int lag_presence[3];
      // Loop on endogenous variables
      vector<int> zeta_back, zeta_mixed, zeta_fwrd, zeta_static;
      for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
        {
          // Loop on periods
          for (int lag = 0; lag <= 2; lag++)
    	{
    	  lag_presence[lag] = 1;
              try
                {
                  getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
                }
              catch (UnknownDerivIDException &e)
                {
    	      lag_presence[lag] = 0;
                }
            }
          if (lag_presence[0] == 1)
    	if (lag_presence[2] == 1)
    	  zeta_mixed.push_back(endoID);
    	else
    	  zeta_back.push_back(endoID);
          else if (lag_presence[2] == 1)
    	zeta_fwrd.push_back(endoID);
          else
    	zeta_static.push_back(endoID);
          
        }
      output << "size_t nstatic = " << zeta_static.size() << ";" << endl
             << "size_t nfwrd   = " << zeta_fwrd.size() << ";" << endl
             << "size_t nback   = " << zeta_back.size() << ";" << endl
             << "size_t nmixed  = " << zeta_mixed.size() << ";" << endl;
      output << "size_t zeta_static[" << zeta_static.size() << "] = {";
      for (vector<int>::iterator i = zeta_static.begin(); i != zeta_static.end(); ++i)
        {
          if ( i != zeta_static.begin() )
    	output << ",";
          output << *i;
        }
      output << "};" << endl;
    
      output << "size_t zeta_back[" << zeta_back.size() << "] = {";
      for (vector<int>::iterator i = zeta_back.begin(); i != zeta_back.end(); ++i)
        {
          if ( i != zeta_back.begin() )
    	output << ",";
          output << *i;
        }
      output << "};" << endl;
    
      output << "size_t zeta_fwrd[" << zeta_fwrd.size() << "] = {";
      for (vector<int>::iterator i = zeta_fwrd.begin(); i != zeta_fwrd.end(); ++i)
        {
          if ( i != zeta_fwrd.begin() )
    	output << ",";
          output << *i;
        }
      output << "};" << endl;
    
      output << "size_t zeta_mixed[" << zeta_mixed.size() << "] = {";
      for (vector<int>::iterator i = zeta_mixed.begin(); i != zeta_mixed.end(); ++i)
        {
          if ( i != zeta_mixed.begin() )
    	output << ",";
          output << *i;
        }
      output << "};" << endl;
    
      // Write number of non-zero derivatives
      // Use -1 if the derivatives have not been computed
      output << "int *NNZDerivatives[3] = {";
      switch (order)
        {
        case 0:
          output << NNZDerivatives[0] << ",-1,-1};" << endl;
          break;
        case 1:
          output << NNZDerivatives[0] << "," << NNZDerivatives[1] << ",-1};" << endl;
          break;
        case 2:
          output << NNZDerivatives[0] << "," << NNZDerivatives[1] << "," << NNZDerivatives[2] << "};" << endl;
          break;
        default:
    	cerr << "Order larger than 3 not implemented" << endl;
    	exit(EXIT_FAILURE);
        }
    }
    
    void
    DynamicModel::writeFirstDerivativesC(const string &basename, bool cuda) const
    {
      string filename = basename + "_first_derivatives.c";
      ofstream mDynamicModelFile, mDynamicMexFile;
    
      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 first order derivatives of the model for Dynare" << endl
                        << " *" << endl
                        << " * Warning : this file is generated automatically by Dynare" << endl
                        << " *           from model " << basename << "(.mod)" << endl
                        << " */" << endl
                        << "#include <math.h>" << endl;
    
      mDynamicModelFile << "#include <stdlib.h>" << endl;
    
      mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
                        << "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
    
      // Write function definition if oPowerDeriv is used
      writePowerDerivCHeader(mDynamicModelFile);
    
      mDynamicModelFile << "void FirstDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
                        << "{" << endl;
    
      // this is always empty here, but needed by d1->writeOutput
      deriv_node_temp_terms_t tef_terms;
    
      // Writing Jacobian
      for (first_derivatives_t::const_iterator it = first_derivatives.begin();
           it != first_derivatives.end(); it++)
        {
          int eq = it->first.first;
          int var = it->first.second;
          expr_t d1 = it->second;
    
          jacobianHelper(mDynamicModelFile, eq, getDynJacobianCol(var), oCDynamicModel);
          mDynamicModelFile << "=";
          // oCstaticModel makes reference to the static variables
          d1->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
          mDynamicModelFile << ";" << endl;
        }
      
      mDynamicModelFile << "}" << endl;
    
      writePowerDeriv(mDynamicModelFile, true);
      mDynamicModelFile.close();
    
    }
    
    // using compressed sparse row format (CSR)
    void
    DynamicModel::writeSecondDerivativesC_csr(const string &basename, bool cuda) const
    {
    
      string filename = basename + "_second_derivatives.c";
      ofstream mDynamicModelFile, mDynamicMexFile;
    
      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 second order derivatives of the model for Dynare" << endl
                        << " *" << endl
                        << " * Warning : this file is generated automatically by Dynare" << endl
                        << " *           from model " << basename << "(.mod)" << endl
                        << " */" << endl
                        << "#include <math.h>" << endl;
    
      mDynamicModelFile << "#include <stdlib.h>" << endl;
    
      mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
                        << "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
    
      // write function definition if oPowerDeriv is used
      writePowerDerivCHeader(mDynamicModelFile);
    
      mDynamicModelFile << "void SecondDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, int *row_ptr, int *col_ptr, double *value)" << endl
                        << "{" << endl;
    
      // this is always empty here, but needed by d1->writeOutput
      deriv_node_temp_terms_t tef_terms;
    
      // Indexing derivatives in column order
      vector<derivative> D;
      int hessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
      for (second_derivatives_t::const_iterator it = second_derivatives.begin();
           it != second_derivatives.end(); it++)
        {
          int eq = it->first.first;
          int var1 = it->first.second.first;
          int var2 = it->first.second.second;
    
          int id1 = getDynJacobianCol(var1);
          int id2 = getDynJacobianCol(var2);
    
          int col_nb = id1 * dynJacobianColsNbr + id2;
    
          derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
          D.push_back(deriv);
          if (id1 != id2)
    	{
    	  col_nb = id2 * dynJacobianColsNbr + id1;
    	  derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
    	  D.push_back(deriv);
    	}
        }
      sort(D.begin(), D.end(), derivative_less_than() );
    
      // Writing Hessian
      vector<int> row_ptr(equations.size());
      fill(row_ptr.begin(),row_ptr.end(),0.0);
      int k = 0;
      for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
        {
          row_ptr[it->row_nbr]++;
          mDynamicModelFile << "col_ptr[" << k << "] "
    			<< "=" << it->col_nbr << ";" << endl;
          mDynamicModelFile << "value[" << k << "] = ";
          // oCstaticModel makes reference to the static variables
          it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
          mDynamicModelFile << ";" << endl;
          k++;
        }
      
      // row_ptr must point to the relative address of the first element of the row
      int cumsum = 0;
      mDynamicModelFile << "row_ptr = [ 0";
      for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
        {
          cumsum += *it;
          mDynamicModelFile << ", " << cumsum;
        }
      mDynamicModelFile << "];" << endl;   
    
      mDynamicModelFile << "}" << endl;
    
      writePowerDeriv(mDynamicModelFile, true);
      mDynamicModelFile.close();
    
    }
    
    void
    DynamicModel::writeThirdDerivativesC_csr(const string &basename, bool cuda) const
    {
      string filename = basename + "_third_derivatives.c";
      ofstream mDynamicModelFile, mDynamicMexFile;
    
      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 third order derivatives of the model for Dynare" << endl
                        << " *" << endl
                        << " * Warning : this file is generated automatically by Dynare" << endl
                        << " *           from model " << basename << "(.mod)" << endl
                        << " */" << endl
                        << "#include <math.h>" << endl;
    
      mDynamicModelFile << "#include <stdlib.h>" << endl;
    
      mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
                        << "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
    
      // Write function definition if oPowerDeriv is used
      writePowerDerivCHeader(mDynamicModelFile);
    
      mDynamicModelFile << "void ThirdDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
                        << "{" << endl;
    
      // this is always empty here, but needed by d1->writeOutput
      deriv_node_temp_terms_t tef_terms;
    
      vector<derivative> D;
      int hessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
      int thirdDerivativesColsNbr = hessianColsNbr*dynJacobianColsNbr;
      for (third_derivatives_t::const_iterator it = third_derivatives.begin();
           it != third_derivatives.end(); it++)
        {
          int eq = it->first.first;
          int var1 = it->first.second.first;
          int var2 = it->first.second.second.first;
          int var3 = it->first.second.second.second;
    
          int id1 = getDynJacobianCol(var1);
          int id2 = getDynJacobianCol(var2);
          int id3 = getDynJacobianCol(var3);
    
          // Reference column number for the g3 matrix (with symmetrical derivatives)
          vector<long unsigned int>  cols;
          long unsigned int col_nb = id1 * hessianColsNbr + id2 * dynJacobianColsNbr + id3;
          int thirdDColsNbr = hessianColsNbr*dynJacobianColsNbr;
          derivative deriv(col_nb + eq*thirdDColsNbr,col_nb,eq,it->second);
          D.push_back(deriv);
          cols.push_back(col_nb);
          col_nb = id1 * hessianColsNbr + id3 * dynJacobianColsNbr + id2;
          if (find(cols.begin(),cols.end(),col_nb) == cols.end())
    	{
    	  derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
    	  D.push_back(deriv);
    	  cols.push_back(col_nb);
    	}
          col_nb = id2 * hessianColsNbr + id1 * dynJacobianColsNbr + id3;
          if (find(cols.begin(),cols.end(),col_nb) == cols.end())
    	{
    	  derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
    	  D.push_back(deriv);
    	  cols.push_back(col_nb);
    	}
          col_nb = id2 * hessianColsNbr + id3 * dynJacobianColsNbr + id1;
          if (find(cols.begin(),cols.end(),col_nb) == cols.end())
    	{
    	  derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
    	  D.push_back(deriv);
    	  cols.push_back(col_nb);
    	}
          col_nb = id3 * hessianColsNbr + id1 * dynJacobianColsNbr + id2;
          if (find(cols.begin(),cols.end(),col_nb) == cols.end())
    	{
    	  derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
    	  D.push_back(deriv);
    	  cols.push_back(col_nb);
    	}
          col_nb = id3 * hessianColsNbr + id2 * dynJacobianColsNbr + id1;
          if (find(cols.begin(),cols.end(),col_nb) == cols.end())
    	{
    	  derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
    	  D.push_back(deriv);
    	}
        }
    
      sort(D.begin(), D.end(), derivative_less_than() );
    
      vector<int> row_ptr(equations.size());
      fill(row_ptr.begin(),row_ptr.end(),0.0);
      int k = 0;
      for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
        {
          row_ptr[it->row_nbr]++;
          mDynamicModelFile << "col_ptr[" << k << "] "
    			<< "=" << it->col_nbr << ";" << endl;
          mDynamicModelFile << "value[" << k << "] = ";
          // oCstaticModel makes reference to the static variables
          it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
          mDynamicModelFile << ";" << endl;
          k++;
        }
    
      // row_ptr must point to the relative address of the first element of the row
      int cumsum = 0;
      mDynamicModelFile << "row_ptr = [ 0";
      for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
        {
          cumsum += *it;
          mDynamicModelFile << ", " << cumsum;
        }
      mDynamicModelFile << "];" << endl;   
    
      mDynamicModelFile << "}" << endl;
    
      writePowerDeriv(mDynamicModelFile, true);
      mDynamicModelFile.close();
    
    }
    
    void
    SteadyStateModel::writeSteadyStateFileC(const string &basename, bool ramsey_model) const
    {
      string filename = basename + "_steadystate.c";
    
      ofstream output;
      output.open(filename.c_str(), ios::out | ios::binary);
      if (!output.is_open())
        {
          cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
          exit(EXIT_FAILURE);
        }
    
      output << "#include <math.h>" << endl;
    
      output << "void steadystate("
    	 << "const double *exo_, const double *params, double *ys_, int *info)" << endl
             << "// Steady state file generated by Dynare preprocessor" << endl
    	 << "{" << endl
             << "    *info = 0;" << endl;
    
      if (def_table.size() == 0)
        {
          output << "    return;" << endl
    	     << "}" << endl;
          return;
        }
    
      for (size_t i = 0; i < def_table.size(); i++)
        {
          const vector<int> &symb_ids = def_table[i].first;
          output << "    ";
          if (symb_ids.size() > 1)
    	std::cout << "Error: in C, multiple returns are not permitted in steady_state_model" << std::endl;
          variable_node_map_t::const_iterator it = variable_node_map.find(make_pair(symb_ids[0], 0));
          assert(it != variable_node_map.end());
          if (it->second->get_type() == eModFileLocalVariable)
    	output << "double ";
          dynamic_cast<ExprNode *>(it->second)->writeOutput(output, oCSteadyStateFile);
          output << "=";
          def_table[i].second->writeOutput(output, oCSteadyStateFile);
          output << ";" << endl;
        }
      output << "    // Auxiliary equations" << endl;
      static_model.writeAuxVarInitval(output, oCSteadyStateFile);
      output << "}" << endl;
    }
    
    
    //
    // C++ interface
    //
    void
    ModFile::writeExternalFilesCC(const string &basename, FileOutputType output) const
    {
      writeModelCC(basename);
      steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present);
    
      dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
    
      if (!no_static)
        static_model.writeStaticFile(basename, false, false, true);
    
    
      //  static_model.writeStaticCFile(basename, block, byte_code, use_dll);
      //  static_model.writeParamsDerivativesFileC(basename, cuda);
      //  static_model.writeAuxVarInitvalC(mOutputFile, oMatlabOutsideModel, cuda);
    
      // dynamic_model.writeResidualsC(basename, cuda);
      // dynamic_model.writeParamsDerivativesFileC(basename, cuda);
      dynamic_model.writeFirstDerivativesC(basename, cuda);
      
      if (output == second)
        dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
      else if (output == third)
        {
            dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
      	dynamic_model.writeThirdDerivativesC_csr(basename, cuda);
        }
    }
    
    void
    ModFile::writeModelCC(const string &basename) const
    {
      string filename = basename + ".cc";
    
      ofstream mDriverCFile;
      mDriverCFile.open(filename.c_str(), ios::out | ios::binary);
      if (!mDriverCFile.is_open())
        {
          cerr << "Error: Can't open file " << filename << " for writing" << endl;
          exit(EXIT_FAILURE);
        }
    
      mDriverCFile << "/*" << endl
                   << " * " << filename << " : Driver file for Dynare C++ code" << endl
                   << " *" << endl
                   << " * Warning : this file is generated automatically by Dynare" << endl
                   << " *           from model file (.mod)" << endl
                   << " */" << endl
                   << endl
                   << "#include \"dynare_cpp_driver.hh\"" << endl
                   << endl
                   << "DynareInfo::DynareInfo(void)" << endl
                   << "{" << endl;
    
      // Write basic info
      symbol_table.writeCCOutput(mDriverCFile);
    
      mDriverCFile << endl << "params.resize(param_nbr);" << endl;
    
      if (dynamic_model.equation_number() > 0)
        {
          dynamic_model.writeCCOutput(mDriverCFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
          //      if (!no_static)
          //        static_model.writeCOutput(mOutputFile, block);
        }
    
      // Print statements
      for (vector<Statement *>::const_iterator it = statements.begin();
           it != statements.end(); it++)
          (*it)->writeCOutput(mDriverCFile, basename);
    
      mDriverCFile << "};" << endl;
      mDriverCFile.close();
    
      // Write informational m file
      ofstream mOutputFile;
    
      if (basename.size())
        {
          string fname(basename);
          fname += ".m";
          mOutputFile.open(fname.c_str(), ios::out | ios::binary);
          if (!mOutputFile.is_open())
            {
              cerr << "ERROR: Can't open file " << fname
                   << " for writing" << endl;
              exit(EXIT_FAILURE);
            }
        }
      else
        {
          cerr << "ERROR: Missing file name" << endl;
          exit(EXIT_FAILURE);
        }
    
      mOutputFile << "%" << endl
                  << "% Status : informational m file" << endl
                  << "%" << endl
                  << "% Warning : this file is generated automatically by Dynare" << endl
                  << "%           from model file (.mod)" << endl << endl
                  << "disp('The following C++ file was successfully created:');" << endl
                  << "ls preprocessorOutput.cc" << endl << endl;
      mOutputFile.close();
    }
    
    
    void
    DynamicModel::writeCCOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present) const
    {
      int lag_presence[3];
      // Loop on endogenous variables
      for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
        {
          // Loop on periods
          for (int lag = 0; lag <= 2; lag++)
    	{
    	  lag_presence[lag] = 1;
              try
                {
                  getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
                }
              catch (UnknownDerivIDException &e)
                {
    	      lag_presence[lag] = 0;
                }
            }
          if (lag_presence[0] == 1)
    	if (lag_presence[2] == 1)
    	  output << "zeta_mixed.push_back(" << endoID << ");" << endl;
    	else
    	  output << "zeta_back.push_back(" << endoID << ");" << endl;
          else if (lag_presence[2] == 1)
    	output << "zeta_fwrd.push_back(" << endoID << ");" << endl;
          else
    	output << "zeta_static.push_back(" << endoID << ");" << endl;
          
        }
      output << "nstatic = zeta_static.size();" << endl
             << "nfwrd   = zeta_fwrd.size();" << endl
             << "nback   = zeta_back.size();" << endl
             << "nmixed  = zeta_mixed.size();" << endl;
    
      // Write number of non-zero derivatives
      // Use -1 if the derivatives have not been computed
      output << endl
             << "NNZDerivatives.push_back(" << NNZDerivatives[0] << ");" << endl;
      if (order > 1)
        {
          output << "NNZDerivatives.push_back(" << NNZDerivatives[1] << ");" << endl;
          if (order > 2)
            output << "NNZDerivatives.push_back(" << NNZDerivatives[2] << ");" << endl;
          else
            output << "NNZDerivatives.push_back(-1);" << endl;
        }
      else
        output << "NNZDerivatives.push_back(-1);" << endl
               << "NNZDerivatives.push_back(-1);" << endl;
    }