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  • #172
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Issue created Feb 21, 2013 by Sébastien Villemot@sebastienOwner

improve derivation engine for derivatives of STEADY_STATE wrt parameters

Currently the derivatives of STEADY_STATE operator wrt to parameters are not handled in an efficient way, because the preprocessor does not exploit the a priori information for identifying null derivatives. This results in huge files for not so complicated models, which cannot be exploited by identification routines.

The proposal is to implement an algorithm in the preprocessor for identifying null derivatives ex ante:

  • Create a non-directed graph whose nodes are the endogenous variables and the parameters
  • For each pair of nodes, add an edge between the two if there is an equation in the static model containing both corresponding symbols (endogenous/parameters)
  • For each endogenous, its derivative wrt a parameter is always zero if there is no path between the node representing the endogenous and the node representing the parameter.
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