diff --git a/others/C/dynare_driver.h b/others/C/dynare_driver.h
new file mode 100644
index 0000000000000000000000000000000000000000..dfaa7c60a9bc72c9bc928c1aa4bb78a4e2bf1e80
--- /dev/null
+++ b/others/C/dynare_driver.h
@@ -0,0 +1,32 @@
+/*
+ * Copyright (C) 2011-2012 Houtan Bastani, Daniel Waggoner, Tao Zha
+ *
+ * This 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.
+ *
+ * This code 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.
+ *
+ * More information is available at <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef _DYNARE_C_DRIVER_H
+#define _DYNARE_C_DRIVER_H
+
+#include <cstdlib>
+#include <vector>
+#include <string>
+#include <map>
+#include <limits>
+
+using namespace std;
+
+struct aux_vars_t {
+ int endo_index, type, orig_index, orig_lead_lag;
+} ;
+
+#endif // ! _DYNARE_C_DRIVER_H
diff --git a/preprocessor/DynamicModel.cc b/preprocessor/DynamicModel.cc
index b34057b0ebd816fd02cde9d888f75a5db92d8db8..415b9b27f6bdf67801d8a83f16716c6a6fa7bf0a 100644
--- a/preprocessor/DynamicModel.cc
+++ b/preprocessor/DynamicModel.cc
@@ -2958,6 +2958,99 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
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++)
+ {
+ int varID;
+ // Loop on periods
+ for (int lag = 0; lag <= 2; lag++)
+ {
+ lag_presence[lag] = 1;
+ try
+ {
+ varID = 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 << "nstatic = " << zeta_static.size() << ";" << endl
+ << "nfwrd = " << zeta_fwrd.size() << ";" << endl
+ << "nback = " << zeta_back.size() << ";" << endl
+ << "nmixed = " << zeta_mixed.size() << ";" << endl;
+ output << "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 << "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 << "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 << "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 << NNZDerivativs[0] << ",-1,-1};" << endl;
+ break;
+ case 1:
+ output << NNZDerivativs[0] << "," << NNZDerivatives[1] << ",-1};" << endl;
+ break;
+ case 2:
+ output << NNZDerivativs[0] << "," << NNZDerivatives[1] << "," << NNZDerivatives[2] << "};" << endl;
+ break;
+ default:
+ cerr << "Order larger than 3 not implemented" << endl;
+ exit(EXIT_FAILURE);
+ }
+}
+
+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
@@ -4339,9 +4432,9 @@ DynamicModel::dynamicOnlyEquationsNbr() const
}
void
-DynamicModel::writeFirstDerivativesCC(const string &basename, bool cuda) const
+DynamicModel::writeFirstDerivativesC(const string &basename, bool cuda) const
{
- string filename = basename + "_first_derivatives.cc";
+ string filename = basename + "_first_derivatives.c";
ofstream mDynamicModelFile, mDynamicMexFile;
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
@@ -4396,10 +4489,10 @@ DynamicModel::writeFirstDerivativesCC(const string &basename, bool cuda) const
// using compressed sparse row format (CSR)
void
-DynamicModel::writeSecondDerivativesCC_csr(const string &basename, bool cuda) const
+DynamicModel::writeSecondDerivativesC_csr(const string &basename, bool cuda) const
{
- string filename = basename + "_second_derivatives.cc";
+ string filename = basename + "_second_derivatives.c";
ofstream mDynamicModelFile, mDynamicMexFile;
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
@@ -4490,9 +4583,9 @@ DynamicModel::writeSecondDerivativesCC_csr(const string &basename, bool cuda) co
}
void
-DynamicModel::writeThirdDerivativesCC_csr(const string &basename, bool cuda) const
+DynamicModel::writeThirdDerivativesC_csr(const string &basename, bool cuda) const
{
- string filename = basename + "_third_derivatives.cc";
+ string filename = basename + "_third_derivatives.c";
ofstream mDynamicModelFile, mDynamicMexFile;
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
diff --git a/preprocessor/DynamicModel.hh b/preprocessor/DynamicModel.hh
index 8de6bd3926a74e1990a8a625f352bcf3808778f5..e1ee490bb130d91afa51119ec5e9d03bdf7e9c4b 100644
--- a/preprocessor/DynamicModel.hh
+++ b/preprocessor/DynamicModel.hh
@@ -215,6 +215,8 @@ public:
void writeOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
//! Writes model initialization and lead/lag incidence matrix to C output
void writeCOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
+ //! Writes model initialization and lead/lag incidence matrix to Cpp output
+ void writeCCOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
//! Adds informations for simulation in a binary file
void Write_Inf_To_Bin_File_Block(const string &dynamic_basename, const string &bin_basename,
@@ -224,11 +226,11 @@ public:
//! Writes file containing parameters derivatives
void writeParamsDerivativesFile(const string &basename) const;
//! Writes CC file containing first order derivatives of model evaluated at steady state
- void writeFirstDerivativesCC(const string &basename, bool cuda) const;
+ void writeFirstDerivativesC(const string &basename, bool cuda) const;
//! Writes CC file containing second order derivatives of model evaluated at steady state (compressed sparse column)
- void writeSecondDerivativesCC_csr(const string &basename, bool cuda) const;
+ void writeSecondDerivativesC_csr(const string &basename, bool cuda) const;
//! Writes CC file containing third order derivatives of model evaluated at steady state (compressed sparse column)
- void writeThirdDerivativesCC_csr(const string &basename, bool cuda) const;
+ void writeThirdDerivativesC_csr(const string &basename, bool cuda) const;
//! Converts to static model (only the equations)
/*! It assumes that the static model given in argument has just been allocated */
void toStatic(StaticModel &static_model) const;
diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc
index fd5b471534b249468121ac386f04bc77de482a9c..7e73f550e89bb2841fb9540d3eb9f8514b433709 100644
--- a/preprocessor/ModFile.cc
+++ b/preprocessor/ModFile.cc
@@ -814,6 +814,82 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, b
cout << "done" << endl;
}
+void
+ModFile::writeModelC(const string &basename, bool cuda) 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
ModFile::writeModelCC(const string &basename, bool cuda) const
{
@@ -828,7 +904,7 @@ ModFile::writeModelCC(const string &basename, bool cuda) const
}
mDriverCFile << "/*" << endl
- << " * " << filename << " : Driver file for MS-DSGE code" << endl
+ << " * " << filename << " : Driver file for Dynare C++ code" << endl
<< " *" << endl
<< " * Warning : this file is generated automatically by Dynare" << endl
<< " * from model file (.mod)" << endl
@@ -840,7 +916,7 @@ ModFile::writeModelCC(const string &basename, bool cuda) const
<< "{" << endl;
// Write basic info
- symbol_table.writeCOutput(mDriverCFile);
+ symbol_table.writeCCOutput(mDriverCFile);
mDriverCFile << endl << "params.resize(param_nbr);" << endl;
@@ -856,7 +932,7 @@ ModFile::writeModelCC(const string &basename, bool cuda) const
it != statements.end(); it++)
(*it)->writeCOutput(mDriverCFile, basename);
- mDriverCFile << "}" << endl;
+ mDriverCFile << "};" << endl;
mDriverCFile.close();
// Write informational m file
@@ -885,7 +961,7 @@ ModFile::writeModelCC(const string &basename, bool cuda) const
<< "%" << 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
+ << "disp('The following C++ file was successfully created:');" << endl
<< "ls preprocessorOutput.cc" << endl << endl;
mOutputFile.close();
}
@@ -893,8 +969,8 @@ ModFile::writeModelCC(const string &basename, bool cuda) const
void
ModFile::writeExternalFiles(const string &basename, FileOutputType output, bool cuda) const
{
- writeModelCC(basename, cuda);
- steady_state_model.writeSteadyStateFileCC(basename, mod_file_struct.ramsey_model_present, cuda);
+ writeModelC(basename, cuda);
+ steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present, cuda);
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
@@ -903,18 +979,18 @@ ModFile::writeExternalFiles(const string &basename, FileOutputType output, bool
// static_model.writeStaticCFile(basename, block, byte_code, use_dll);
- // static_model.writeParamsDerivativesFileCC(basename, cuda);
- // static_model.writeAuxVarInitvalCC(mOutputFile, oMatlabOutsideModel, cuda);
+ // static_model.writeParamsDerivativesFileC(basename, cuda);
+ // static_model.writeAuxVarInitvalC(mOutputFile, oMatlabOutsideModel, cuda);
- // dynamic_model.writeResidualsCC(basename, cuda);
- // dynamic_model.writeParamsDerivativesFileCC(basename, cuda);
- dynamic_model.writeFirstDerivativesCC(basename, cuda);
+ // dynamic_model.writeResidualsC(basename, cuda);
+ // dynamic_model.writeParamsDerivativesFileC(basename, cuda);
+ dynamic_model.writeFirstDerivativesC(basename, cuda);
if (output == second)
- dynamic_model.writeSecondDerivativesCC_csr(basename, cuda);
+ dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
else if (output == third)
{
- dynamic_model.writeSecondDerivativesCC_csr(basename, cuda);
- dynamic_model.writeThirdDerivativesCC_csr(basename, cuda);
+ dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
+ dynamic_model.writeThirdDerivativesC_csr(basename, cuda);
}
}
diff --git a/preprocessor/ModFile.hh b/preprocessor/ModFile.hh
index aca8ef9d1d618c8205a0d2760b85bcd99ba4b7fd..9885c6e6deb883acb4cd59096ad4aee638afe776 100644
--- a/preprocessor/ModFile.hh
+++ b/preprocessor/ModFile.hh
@@ -140,7 +140,7 @@ public:
) const;
//! Writes C output files only => No further Matlab processing
void writeCOutputFiles(const string &basename) const;
- void writeModelCC(const string &basename, bool cuda) const;
+ void writeModelC(const string &basename, bool cuda) const;
void writeExternalFiles(const string &basename, FileOutputType output, bool cuda) const;
};
diff --git a/preprocessor/SteadyStateModel.cc b/preprocessor/SteadyStateModel.cc
index f1069642b43f050bb1f0ecebd82523bfff59899e..1c590a98aa3c76b8ce74ddc5375561d53fc6255f 100644
--- a/preprocessor/SteadyStateModel.cc
+++ b/preprocessor/SteadyStateModel.cc
@@ -153,9 +153,9 @@ SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model
}
void
-SteadyStateModel::writeSteadyStateFileCC(const string &basename, bool ramsey_model, bool cuda) const
+SteadyStateModel::writeSteadyStateFileC(const string &basename, bool ramsey_model, bool cuda) const
{
- string filename = basename + "_steadystate.cc";
+ string filename = basename + "_steadystate.c";
ofstream output;
output.open(filename.c_str(), ios::out | ios::binary);
diff --git a/preprocessor/SteadyStateModel.hh b/preprocessor/SteadyStateModel.hh
index 817f84f5a86d4aa32d0120387c0807f83ac3bcb7..f8bb051f0320556675ae0564b8fab207a749d57c 100644
--- a/preprocessor/SteadyStateModel.hh
+++ b/preprocessor/SteadyStateModel.hh
@@ -49,7 +49,7 @@ public:
\param[in] ramsey_model Is there a Ramsey model in the MOD file? If yes, then use the "ys" in argument of the steady state file as initial values
*/
void writeSteadyStateFile(const string &basename, bool ramsey_model) const;
- void writeSteadyStateFileCC(const string &basename, bool ramsey_model, bool cuda) const;
+ void writeSteadyStateFileC(const string &basename, bool ramsey_model, bool cuda) const;
};
#endif
diff --git a/preprocessor/SymbolTable.cc b/preprocessor/SymbolTable.cc
index 0015268433bb5b3f10c31281bf4337bdaa5cfbc3..4e207cfe7e60eca5cdb02990653c6fbecc158726 100644
--- a/preprocessor/SymbolTable.cc
+++ b/preprocessor/SymbolTable.cc
@@ -288,6 +288,103 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
void
SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
+{
+ if (!frozen)
+ throw NotYetFrozenException();
+
+ output << endl
+ << "int exo_nbr = " << exo_nbr() << ";" << endl;
+ if (exo_nbr() > 0)
+ {
+ output << "char *exo_names[" << exo_nbr() << "];" << endl;
+ for (int id = 0; id < exo_nbr(); id++)
+ output << "exo_names[" << id << "] = \"" << getName(exo_ids[id]) << "\";" << endl;
+ }
+
+ output << endl
+ << "int exo_det_nbr = " << exo_det_nbr() << ";" << endl;
+ if (exo_det_nbr() > 0)
+ {
+ output << "char *exo_det_names[" << exo_det_nbr() << "];" << endl;
+ for (int id = 0; id < exo_det_nbr(); id++)
+ output << "exo_det_names[" << id << "] = \"" << getName(exo_det_ids[id]) << "\";" << endl;
+ }
+
+ output << endl
+ << "int endo_nbr = " << endo_nbr() << ";" << endl;
+ if (endo_nbr() > 0)
+ {
+ output << "char *endo_names[" << endo_nbr() << "];" << endl;
+ for (int id = 0; id < endo_nbr(); id++)
+ output << "endo_names[" << id << "] = \"" << getName(endo_ids[id]) << "\";" << endl;
+ }
+
+ output << endl
+ << "int param_nbr = " << param_nbr() << ";" << endl;
+ if (param_nbr() > 0)
+ {
+ output << "char *param_names[" << param_nbr() << "];" << endl;
+ for (int id = 0; id < param_nbr(); id++)
+ output << "param_names[" << id << "] = \"" << getName(param_ids[id]) << "\";" << endl;
+ }
+
+ // Write the auxiliary variable table
+ output << "int aux_var_nbr = " << aux_vars.size() << ";" << endl;
+ if (aux_vars.size() > 0)
+ {
+ output << "struct aux_vars_t *av[" << aux_vars.size() << "];" << endl;
+ for (int i = 0; i < (int) aux_vars.size(); i++)
+ {
+ output << "av[" << i << "].endo_index = " << getTypeSpecificID(aux_vars[i].get_symb_id()) << ";" << endl
+ << "av[" << i << "].type = " << aux_vars[i].get_type() << ";" << endl;
+ switch (aux_vars[i].get_type())
+ {
+ case avEndoLead:
+ case avExoLead:
+ case avExpectation:
+ case avMultiplier:
+ case avDiffForward:
+ break;
+ case avEndoLag:
+ case avExoLag:
+ output << "av[" << i << "].orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
+ << "av[" << i << "].orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
+ break;
+ }
+ }
+ }
+
+ output << "int predeterminedNbr = " << predeterminedNbr() << ";" << endl;
+ if (predeterminedNbr() > 0)
+ {
+ output << "int predetermined_variables[" << predeterminedNbr() << "] = {";
+ for (set<int>::const_iterator it = predetermined_variables.begin();
+ it != predetermined_variables.end(); it++)
+ {
+ if ( it != predetermined_variables.begin() )
+ output << ",";
+ output << getTypeSpecificID(*it);
+ }
+ output << "};" << endl;
+ }
+
+ output << "int observedVariablesNbr = " << observedVariablesNbr() << ";" << endl;
+ if (observedVariablesNbr() > 0)
+ {
+ output << "int varobs[" << observedVariablesNbr() << "] = {";
+ for (vector<int>::const_iterator it = varobs.begin();
+ it != varobs.end(); it++)
+ {
+ if ( it != varobs.begin() )
+ output << ",";
+ output << getTypeSpecificID(*it);
+ }
+ output << "};" << endl;
+ }
+}
+
+void
+SymbolTable::writeCCOutput(ostream &output) const throw (NotYetFrozenException)
{
if (!frozen)
throw NotYetFrozenException();
@@ -596,7 +693,7 @@ SymbolTable::getEndogenous() const
bool
SymbolTable::isAuxiliaryVariable(int symb_id) const
{
- for (int i = 0; i < aux_vars.size(); i++)
+ for (int i = 0; i < (int) aux_vars.size(); i++)
if (aux_vars[i].get_symb_id() == symb_id)
return true;
return false;
diff --git a/preprocessor/SymbolTable.hh b/preprocessor/SymbolTable.hh
index 8e0903e5cab36e0cc06f0938a3f4255841efb2d9..3e4c47e126940efb470002e6a81b597ba22330f8 100644
--- a/preprocessor/SymbolTable.hh
+++ b/preprocessor/SymbolTable.hh
@@ -278,6 +278,8 @@ public:
void writeOutput(ostream &output) const throw (NotYetFrozenException);
//! Write C output of this class
void writeCOutput(ostream &output) const throw (NotYetFrozenException);
+ //! Write CC output of this class
+ void writeCCOutput(ostream &output) const throw (NotYetFrozenException);
//! Mark a symbol as predetermined variable
void markPredetermined(int symb_id) throw (UnknownSymbolIDException, FrozenException);
//! Test if a given symbol is a predetermined variable