Commit 75291659 authored by MichelJuillard's avatar MichelJuillard
Browse files

putting functions related to extended preprocessor in ExternalFiles.cc

parent ad428186
......@@ -4284,281 +4284,4 @@ DynamicModel::dynamicOnlyEquationsNbr() const
return eqs.size();
}
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();
}
......@@ -213,10 +213,6 @@ public:
const eval_context_t &eval_context, bool no_tmp_terms, bool block, bool use_dll, bool bytecode);
//! Writes model initialization and lead/lag incidence matrix to output
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,
......@@ -225,12 +221,6 @@ public:
void writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, int order) const;
//! 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 writeFirstDerivativesC(const string &basename, bool cuda) const;
//! Writes CC file containing second order derivatives of model evaluated at steady state (compressed sparse column)
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 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;
......@@ -473,6 +463,18 @@ public:
return (-1);
};
bool isModelLocalVariableUsed() const;
// in ExternalFiles.cc
//! 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;
//! Writes C file containing first order derivatives of model evaluated at steady state
void writeFirstDerivativesC(const string &basename, bool cuda) const;
//! Writes C file containing second order derivatives of model evaluated at steady state (compressed sparse column)
void writeSecondDerivativesC_csr(const string &basename, bool cuda) const;
//! Writes C file containing third order derivatives of model evaluated at steady state (compressed sparse column)
void writeThirdDerivativesC_csr(const string &basename, bool cuda) const;
};
//! Classes to re-order derivatives for various sparse storage formats
......
......@@ -16,6 +16,7 @@
* 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"
......@@ -154,14 +155,13 @@ DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_d
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);
getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
}
catch (UnknownDerivIDException &e)
{
......@@ -239,7 +239,335 @@ DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_d
}
}
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);