DynamicModel.cc 304 KB
Newer Older
sebastien's avatar
sebastien committed
1
/*
2
 * Copyright © 2003-2019 Dynare Team
sebastien's avatar
sebastien committed
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
 *
 * 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/>.
 */

20
#include <iostream>
sebastien's avatar
sebastien committed
21
#include <cmath>
22
#include <cstdlib>
23
#include <cassert>
24
#include <algorithm>
25
#include <numeric>
sebastien's avatar
sebastien committed
26

27
#include "DynamicModel.hh"
sebastien's avatar
sebastien committed
28

29
30
31
void
DynamicModel::copyHelper(const DynamicModel &m)
{
32
  auto f = [this](const ExprNode *e) { return e->clone(*this); };
33
34
35
36

  for (const auto &it : m.static_only_equations)
    static_only_equations.push_back(dynamic_cast<BinaryOpNode *>(f(it)));

37
  auto convert_vector_tt = [f](vector<temporary_terms_t> vtt)
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
    {
      vector<temporary_terms_t> vtt2;
      for (const auto &tt : vtt)
        {
          temporary_terms_t tt2;
          for (const auto &it : tt)
            tt2.insert(f(it));
          vtt2.push_back(tt2);
        }
      return vtt2;
    };

  for (const auto &it : m.v_temporary_terms)
    v_temporary_terms.push_back(convert_vector_tt(it));

  for (const auto &it : m.first_chain_rule_derivatives)
    first_chain_rule_derivatives[it.first] = f(it.second);

  for (const auto &it : m.equation_type_and_normalized_equation)
Sébastien Villemot's avatar
Sébastien Villemot committed
57
    equation_type_and_normalized_equation.emplace_back(it.first, f(it.second));
58
59
60
61
62

  for (const auto &it : m.blocks_derivatives)
    {
      block_derivatives_equation_variable_laglead_nodeid_t v;
      for (const auto &it2 : it)
63
        v.emplace_back(get<0>(it2), get<1>(it2), get<2>(it2), f(get<3>(it2)));
64
65
66
67
68
69
      blocks_derivatives.push_back(v);
    }

  for (const auto &it : m.dynamic_jacobian)
    dynamic_jacobian[it.first] = f(it.second);

70
  auto convert_derivative_t = [f](derivative_t dt)
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
    {
      derivative_t dt2;
      for (const auto &it : dt)
        dt2[it.first] = f(it.second);
      return dt2;
    };
  for (const auto &it : m.derivative_endo)
    derivative_endo.push_back(convert_derivative_t(it));
  for (const auto &it : m.derivative_other_endo)
    derivative_other_endo.push_back(convert_derivative_t(it));
  for (const auto &it : m.derivative_exo)
    derivative_exo.push_back(convert_derivative_t(it));
  for (const auto &it : m.derivative_exo_det)
    derivative_exo_det.push_back(convert_derivative_t(it));
}


sebastien's avatar
sebastien committed
88
DynamicModel::DynamicModel(SymbolTable &symbol_table_arg,
89
                           NumericalConstants &num_constants_arg,
90
                           ExternalFunctionsTable &external_functions_table_arg,
Houtan Bastani's avatar
Houtan Bastani committed
91
92
                           TrendComponentModelTable &trend_component_model_table_arg,
                           VarModelTable &var_model_table_arg) :
93
  ModelTree {symbol_table_arg, num_constants_arg, external_functions_table_arg, true},
94
95
  trend_component_model_table{trend_component_model_table_arg},
  var_model_table{var_model_table_arg}
sebastien's avatar
sebastien committed
96
97
98
{
}

99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
DynamicModel::DynamicModel(const DynamicModel &m) :
  ModelTree {m},
  trend_component_model_table {m.trend_component_model_table},
  var_model_table {m.var_model_table},
  static_only_equations_lineno {m.static_only_equations_lineno},
  static_only_equations_equation_tags {m.static_only_equations_equation_tags},
  deriv_id_table {m.deriv_id_table},
  inv_deriv_id_table {m.inv_deriv_id_table},
  dyn_jacobian_cols_table {m.dyn_jacobian_cols_table},
  max_lag {m.max_lag},
  max_lead {m.max_lead},
  max_endo_lag {m.max_endo_lag},
  max_endo_lead {m.max_endo_lead},
  max_exo_lag {m.max_exo_lag},
  max_exo_lead {m.max_exo_lead},
  max_exo_det_lag {m.max_exo_det_lag},
  max_exo_det_lead {m.max_exo_det_lead},
  max_lag_orig {m.max_lag_orig},
  max_lead_orig {m.max_lead_orig},
118
  max_lag_with_diffs_expanded_orig {m.max_lag_with_diffs_expanded_orig},
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
  max_endo_lag_orig {m.max_endo_lag_orig},
  max_endo_lead_orig {m.max_endo_lead_orig},
  max_exo_lag_orig {m.max_exo_lag_orig},
  max_exo_lead_orig {m.max_exo_lead_orig},
  max_exo_det_lag_orig {m.max_exo_det_lag_orig},
  max_exo_det_lead_orig {m.max_exo_det_lead_orig},
  xrefs {m.xrefs},
  xref_param  {m.xref_param},
  xref_endo {m.xref_endo},
  xref_exo {m.xref_exo},
  xref_exo_det {m.xref_exo_det},
  nonzero_hessian_eqs {m.nonzero_hessian_eqs},
  v_temporary_terms_inuse {m.v_temporary_terms_inuse},
  map_idx {m.map_idx},
  global_temporary_terms {m.global_temporary_terms},
  block_type_firstequation_size_mfs {m.block_type_firstequation_size_mfs},
  blocks_linear {m.blocks_linear},
  other_endo_block {m.other_endo_block},
  exo_block {m.exo_block},
  exo_det_block {m.exo_det_block},
  block_var_exo {m.block_var_exo},
  block_exo_index {m.block_exo_index},
  block_det_exo_index {m.block_det_exo_index},
  block_other_endo_index {m.block_other_endo_index},
  block_col_type {m.block_col_type},
  variable_block_lead_lag {m.variable_block_lead_lag},
  equation_block {m.equation_block},
  var_expectation_functions_to_write {m.var_expectation_functions_to_write},
  endo_max_leadlag_block {m.endo_max_leadlag_block},
  other_endo_max_leadlag_block {m.other_endo_max_leadlag_block},
  exo_max_leadlag_block {m.exo_max_leadlag_block},
  exo_det_max_leadlag_block {m.exo_det_max_leadlag_block},
  max_leadlag_block {m.max_leadlag_block}
sebastien's avatar
sebastien committed
152
{
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
  copyHelper(m);
}

DynamicModel &
DynamicModel::operator=(const DynamicModel &m)
{
  ModelTree::operator=(m);

  assert(&trend_component_model_table == &m.trend_component_model_table);
  assert(&var_model_table == &m.var_model_table);

  static_only_equations_lineno = m.static_only_equations_lineno;
  static_only_equations_equation_tags = m.static_only_equations_equation_tags;
  deriv_id_table = m.deriv_id_table;
  inv_deriv_id_table = m.inv_deriv_id_table;
  dyn_jacobian_cols_table = m.dyn_jacobian_cols_table;
  max_lag = m.max_lag;
  max_lead = m.max_lead;
  max_endo_lag = m.max_endo_lag;
  max_endo_lead = m.max_endo_lead;
  max_exo_lag = m.max_exo_lag;
  max_exo_lead = m.max_exo_lead;
  max_exo_det_lag = m.max_exo_det_lag;
  max_exo_det_lead = m.max_exo_det_lead;
  max_lag_orig = m.max_lag_orig;
  max_lead_orig = m.max_lead_orig;
179
  max_lag_with_diffs_expanded_orig = m.max_lag_with_diffs_expanded_orig;
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
  max_endo_lag_orig = m.max_endo_lag_orig;
  max_endo_lead_orig = m.max_endo_lead_orig;
  max_exo_lag_orig = m.max_exo_lag_orig;
  max_exo_lead_orig = m.max_exo_lead_orig;
  max_exo_det_lag_orig = m.max_exo_det_lag_orig;
  max_exo_det_lead_orig = m.max_exo_det_lead_orig;
  xrefs = m.xrefs;
  xref_param  = m.xref_param;
  xref_endo = m.xref_endo;
  xref_exo = m.xref_exo;
  xref_exo_det = m.xref_exo_det;
  nonzero_hessian_eqs = m.nonzero_hessian_eqs;

  v_temporary_terms.clear();

  v_temporary_terms_inuse = m.v_temporary_terms_inuse;

  first_chain_rule_derivatives.clear();

  map_idx = m.map_idx;
  global_temporary_terms = m.global_temporary_terms;

  equation_type_and_normalized_equation.clear();

  block_type_firstequation_size_mfs = m.block_type_firstequation_size_mfs;

  blocks_derivatives.clear();
  dynamic_jacobian.clear();

  blocks_linear = m.blocks_linear;

  derivative_endo.clear();
  derivative_other_endo.clear();
  derivative_exo.clear();
  derivative_exo_det.clear();

  other_endo_block = m.other_endo_block;
  exo_block = m.exo_block;
  exo_det_block = m.exo_det_block;
  block_var_exo = m.block_var_exo;
  block_exo_index = m.block_exo_index;
  block_det_exo_index = m.block_det_exo_index;
  block_other_endo_index = m.block_other_endo_index;
  block_col_type = m.block_col_type;
  variable_block_lead_lag = m.variable_block_lead_lag;
  equation_block = m.equation_block;
  var_expectation_functions_to_write = m.var_expectation_functions_to_write;

  endo_max_leadlag_block = m.endo_max_leadlag_block;
  other_endo_max_leadlag_block = m.other_endo_max_leadlag_block;
  exo_max_leadlag_block = m.exo_max_leadlag_block;
  exo_det_max_leadlag_block = m.exo_det_max_leadlag_block;
  max_leadlag_block = m.max_leadlag_block;

  copyHelper(m);

  return *this;
sebastien's avatar
sebastien committed
237
238
}

sebastien's avatar
sebastien committed
239
void
240
DynamicModel::compileDerivative(ofstream &code_file, unsigned int &instruction_number, int eq, int symb_id, int lag, const map_idx_t &map_idx) const
241
{
242
243
  auto it = derivatives[1].find({ eq, getDerivID(symbol_table.getID(SymbolType::endogenous, symb_id), lag) });
  if (it != derivatives[1].end())
244
    (it->second)->compile(code_file, instruction_number, false, temporary_terms, map_idx, true, false);
245
246
247
  else
    {
      FLDZ_ fldz;
248
      fldz.write(code_file, instruction_number);
249
250
    }
}
251
252

void
253
DynamicModel::compileChainRuleDerivative(ofstream &code_file, unsigned int &instruction_number, int eqr, int varr, int lag, const map_idx_t &map_idx) const
254
{
255
  auto it = first_chain_rule_derivatives.find({ eqr, varr, lag });
256
  if (it != first_chain_rule_derivatives.end())
257
    (it->second)->compile(code_file, instruction_number, false, temporary_terms, map_idx, true, false);
258
  else
259
260
    {
      FLDZ_ fldz;
261
      fldz.write(code_file, instruction_number);
262
    }
263
264
}

sebastien's avatar
sebastien committed
265
void
266
DynamicModel::computeTemporaryTermsOrdered()
sebastien's avatar
sebastien committed
267
{
268
  map<expr_t, pair<int, int>> first_occurence;
269
  map<expr_t, int> reference_count;
sebastien's avatar
sebastien committed
270
  BinaryOpNode *eq_node;
271
  first_chain_rule_derivatives_t::const_iterator it_chr;
sebastien's avatar
sebastien committed
272
  ostringstream tmp_s;
273
274
  v_temporary_terms.clear();
  map_idx.clear();
sebastien's avatar
sebastien committed
275

276
  unsigned int nb_blocks = getNbBlocks();
277
  v_temporary_terms = vector<vector<temporary_terms_t>>(nb_blocks);
278
  v_temporary_terms_inuse = vector<temporary_terms_inuse_t>(nb_blocks);
sebastien's avatar
sebastien committed
279
  temporary_terms.clear();
280

281
  if (!global_temporary_terms)
282
283
    {
      for (unsigned int block = 0; block < nb_blocks; block++)
sebastien's avatar
sebastien committed
284
        {
285
286
287
288
289
          reference_count.clear();
          temporary_terms.clear();
          unsigned int block_size = getBlockSize(block);
          unsigned int block_nb_mfs = getBlockMfs(block);
          unsigned int block_nb_recursives = block_size - block_nb_mfs;
290
          v_temporary_terms[block] = vector<temporary_terms_t>(block_size);
291
          for (unsigned int i = 0; i < block_size; i++)
sebastien's avatar
sebastien committed
292
            {
293
              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
294
                getBlockEquationRenormalizedExpr(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
295
              else
sebastien's avatar
sebastien committed
296
                {
297
                  eq_node = static_cast<BinaryOpNode *>(getBlockEquationExpr(block, i));
298
                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
sebastien's avatar
sebastien committed
299
300
                }
            }
301
          for (const auto &it : blocks_derivatives[block])
302
            {
303
              expr_t id = get<3>(it);
304
305
              id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);
            }
306
307
308
309
310
          for (const auto &it : derivative_endo[block])
            it.second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);
          for (const auto &it : derivative_other_endo[block])
            it.second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);
          v_temporary_terms_inuse[block] = {};
sebastien's avatar
sebastien committed
311
312
        }
    }
313
  else
sebastien's avatar
sebastien committed
314
    {
315
      for (unsigned int block = 0; block < nb_blocks; block++)
sebastien's avatar
sebastien committed
316
        {
317
318
319
320
          // Compute the temporary terms reordered
          unsigned int block_size = getBlockSize(block);
          unsigned int block_nb_mfs = getBlockMfs(block);
          unsigned int block_nb_recursives = block_size - block_nb_mfs;
321
          v_temporary_terms[block] = vector<temporary_terms_t>(block_size);
322
          for (unsigned int i = 0; i < block_size; i++)
323
            {
324
              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
325
                getBlockEquationRenormalizedExpr(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
326
327
              else
                {
328
                  eq_node = static_cast<BinaryOpNode *>(getBlockEquationExpr(block, i));
329
330
                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, i);
                }
331
            }
332
          for (const auto &it : blocks_derivatives[block])
sebastien's avatar
sebastien committed
333
            {
334
              expr_t id = get<3>(it);
335
              id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
sebastien's avatar
sebastien committed
336
            }
337
338
339
340
          for (const auto &it : derivative_endo[block])
            it.second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
          for (const auto &it : derivative_other_endo[block])
            it.second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
341
        }
342
      for (unsigned int block = 0; block < nb_blocks; block++)
343
        {
344
345
346
347
348
349
          // Collect the temporary terms reordered
          unsigned int block_size = getBlockSize(block);
          unsigned int block_nb_mfs = getBlockMfs(block);
          unsigned int block_nb_recursives = block_size - block_nb_mfs;
          set<int> temporary_terms_in_use;
          for (unsigned int i = 0; i < block_size; i++)
sebastien's avatar
sebastien committed
350
            {
351
              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
352
                getBlockEquationRenormalizedExpr(block, i)->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
353
              else
sebastien's avatar
sebastien committed
354
                {
355
                  eq_node = static_cast<BinaryOpNode *>(getBlockEquationExpr(block, i));
356
                  eq_node->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
sebastien's avatar
sebastien committed
357
358
                }
            }
359
          for (const auto &it : blocks_derivatives[block])
360
            {
361
              expr_t id = get<3>(it);
362
363
              id->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
            }
364
365
366
367
368
369
370
371
          for (const auto &it : derivative_endo[block])
            it.second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
          for (const auto &it : derivative_other_endo[block])
            it.second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
          for (const auto &it : derivative_exo[block])
            it.second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
          for (const auto &it : derivative_exo_det[block])
            it.second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
372
          v_temporary_terms_inuse[block] = temporary_terms_in_use;
sebastien's avatar
sebastien committed
373
        }
374
      computeTemporaryTermsMapping();
sebastien's avatar
sebastien committed
375
376
377
    }
}

378
379
380
381
382
void
DynamicModel::computeTemporaryTermsMapping()
{
  // Add a mapping form node ID to temporary terms order
  int j = 0;
383
384
  for (auto temporary_term : temporary_terms)
    map_idx[temporary_term->idx] = j++;
385
386
}

sebastien's avatar
sebastien committed
387
void
388
DynamicModel::writeModelEquationsOrdered_M(const string &basename) const
389
390
391
{
  string tmp_s, sps;
  ostringstream tmp_output, tmp1_output, global_output;
392
  expr_t lhs = nullptr, rhs = nullptr;
393
  BinaryOpNode *eq_node;
394
395
  ostringstream Ufoss;
  vector<string> Uf(symbol_table.endo_nbr(), "");
396
  map<expr_t, int> reference_count;
397
  temporary_terms_t local_temporary_terms;
398
  ofstream  output;
399
  int nze, nze_exo, nze_exo_det, nze_other_endo;
400
401
  vector<int> feedback_variables;
  ExprNodeOutputType local_output_type;
402
  Ufoss.str("");
sebastien's avatar
sebastien committed
403

404
  local_output_type = ExprNodeOutputType::matlabDynamicModelSparse;
405
  if (global_temporary_terms)
Sébastien Villemot's avatar
Sébastien Villemot committed
406
    local_temporary_terms = temporary_terms;
407
408
409
410
411
412
413
414
415
416
417
418

  //----------------------------------------------------------------------
  //For each block
  for (unsigned int block = 0; block < getNbBlocks(); block++)
    {

      //recursive_variables.clear();
      feedback_variables.clear();
      //For a block composed of a single equation determines wether we have to evaluate or to solve the equation
      nze = derivative_endo[block].size();
      nze_other_endo = derivative_other_endo[block].size();
      nze_exo = derivative_exo[block].size();
419
      nze_exo_det = derivative_exo_det[block].size();
420
421
422
423
      BlockSimulationType simulation_type = getBlockSimulationType(block);
      unsigned int block_size = getBlockSize(block);
      unsigned int block_mfs = getBlockMfs(block);
      unsigned int block_recursive = block_size - block_mfs;
424
      deriv_node_temp_terms_t tef_terms;
425
      local_output_type = ExprNodeOutputType::matlabDynamicModelSparse;
426
      if (global_temporary_terms)
Sébastien Villemot's avatar
Sébastien Villemot committed
427
        local_temporary_terms = temporary_terms;
428

429
430
      int prev_lag;
      unsigned int prev_var, count_col, count_col_endo, count_col_exo, count_col_exo_det, count_col_other_endo;
431
432
433
      map<tuple<int, int, int>, expr_t> tmp_block_endo_derivative;
      for (const auto &it : blocks_derivatives[block])
        tmp_block_endo_derivative[{ get<2>(it), get<1>(it), get<0>(it) }] = get<3>(it);
434
435
436
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_endo = 0;
437
      for (const auto &it : tmp_block_endo_derivative)
438
        {
439
440
          int lag = get<0>(it.first);
          unsigned int var = get<1>(it.first);
441
442
443
444
445
446
447
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_endo++;
            }
        }
448
449
450
      map<tuple<int, int, int>, expr_t> tmp_block_exo_derivative;
      for (const auto &it : derivative_exo[block])
        tmp_block_exo_derivative[{ get<0>(it.first), get<2>(it.first), get<1>(it.first) }] = it.second;
451
452
453
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_exo = 0;
454
      for (const auto &it : tmp_block_exo_derivative)
455
        {
456
457
          int lag = get<0>(it.first);
          unsigned int var = get<1>(it.first);
458
459
460
461
462
463
464
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_exo++;
            }
        }
465
466
467
      map<tuple<int, int, int>, expr_t> tmp_block_exo_det_derivative;
      for (const auto &it : derivative_exo_det[block])
        tmp_block_exo_det_derivative[{ get<0>(it.first), get<2>(it.first), get<1>(it.first) }] = it.second;
468
469
470
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_exo_det = 0;
471
      for (const auto &it : tmp_block_exo_det_derivative)
472
        {
473
474
          int lag = get<0>(it.first);
          unsigned int var = get<1>(it.first);
475
476
477
478
479
480
481
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_exo_det++;
            }
        }
482
483
484
      map<tuple<int, int, int>, expr_t> tmp_block_other_endo_derivative;
      for (const auto &it : derivative_other_endo[block])
        tmp_block_other_endo_derivative[{ get<0>(it.first), get<2>(it.first), get<1>(it.first) }] = it.second;
485
486
487
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_other_endo = 0;
488
      for (const auto &it : tmp_block_other_endo_derivative)
489
        {
490
491
          int lag = get<0>(it.first);
          unsigned int var = get<1>(it.first);
492
493
494
495
496
497
498
499
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_other_endo++;
            }
        }

500
      tmp1_output.str("");
501
      tmp1_output << packageDir(basename + ".block") << "/dynamic_" << block+1 << ".m";
502
      output.open(tmp1_output.str(), ios::out | ios::binary);
503
504
505
506
507
508
      output << "%" << endl
             << "% " << tmp1_output.str() << " : Computes dynamic model for Dynare" << endl
             << "%" << endl
             << "% Warning : this file is generated automatically by Dynare" << endl
             << "%           from model file (.mod)" << endl << endl
             << "%/" << endl;
509
510
      if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
        {
511
          output << "function [y, g1, g2, g3, varargout] = dynamic_" << block+1 << "(y, x, params, steady_state, jacobian_eval, y_kmin, periods)" << endl;
512
513
        }
      else if (simulation_type == SOLVE_FORWARD_COMPLETE || simulation_type == SOLVE_BACKWARD_COMPLETE)
514
        output << "function [residual, y, g1, g2, g3, varargout] = dynamic_" << block+1 << "(y, x, params, steady_state, it_, jacobian_eval)" << endl;
515
      else if (simulation_type == SOLVE_BACKWARD_SIMPLE || simulation_type == SOLVE_FORWARD_SIMPLE)
516
        output << "function [residual, y, g1, g2, g3, varargout] = dynamic_" << block+1 << "(y, x, params, steady_state, it_, jacobian_eval)" << endl;
517
      else
518
        output << "function [residual, y, g1, g2, g3, b, varargout] = dynamic_" << block+1 << "(y, x, params, steady_state, periods, jacobian_eval, y_kmin, y_size, Periods)" << endl;
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
      BlockType block_type;
      if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
        block_type = SIMULTAN;
      else if (simulation_type == SOLVE_FORWARD_COMPLETE || simulation_type == SOLVE_BACKWARD_COMPLETE)
        block_type = SIMULTANS;
      else if ((simulation_type == SOLVE_FORWARD_SIMPLE || simulation_type == SOLVE_BACKWARD_SIMPLE
                || simulation_type == EVALUATE_BACKWARD    || simulation_type == EVALUATE_FORWARD)
               && getBlockFirstEquation(block) < prologue)
        block_type = PROLOGUE;
      else if ((simulation_type == SOLVE_FORWARD_SIMPLE || simulation_type == SOLVE_BACKWARD_SIMPLE
                || simulation_type == EVALUATE_BACKWARD    || simulation_type == EVALUATE_FORWARD)
               && getBlockFirstEquation(block) >= equations.size() - epilogue)
        block_type = EPILOGUE;
      else
        block_type = SIMULTANS;
      output << "  % ////////////////////////////////////////////////////////////////////////" << endl
             << "  % //" << string("                     Block ").substr(int (log10(block + 1))) << block + 1 << " " << BlockType0(block_type)
             << "          //" << endl
             << "  % //                     Simulation type "
             << BlockSim(simulation_type) << "  //" << endl
             << "  % ////////////////////////////////////////////////////////////////////////" << endl;
      //The Temporary terms
      if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
        {
543
544
545
546
547
548
          output << "  if(jacobian_eval)" << endl
                 << "    g1 = spalloc(" << block_mfs  << ", " << count_col_endo << ", " << nze << ");" << endl
                 << "    g1_x=spalloc(" << block_size << ", " << count_col_exo  << ", " << nze_exo << ");" << endl
                 << "    g1_xd=spalloc(" << block_size << ", " << count_col_exo_det  << ", " << nze_exo_det << ");" << endl
                 << "    g1_o=spalloc(" << block_size << ", " << count_col_other_endo << ", " << nze_other_endo << ");" << endl
                 << "  end;" << endl;
549
550
551
        }
      else
        {
552
553
554
555
556
557
          output << "  if(jacobian_eval)" << endl
                 << "    g1 = spalloc(" << block_size << ", " << count_col_endo << ", " << nze << ");" << endl
                 << "    g1_x=spalloc(" << block_size << ", " << count_col_exo  << ", " << nze_exo << ");" << endl
                 << "    g1_xd=spalloc(" << block_size << ", " << count_col_exo_det  << ", " << nze_exo_det << ");" << endl
                 << "    g1_o=spalloc(" << block_size << ", " << count_col_other_endo << ", " << nze_other_endo << ");" << endl
                 << "  else" << endl;
558
          if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
559
560
561
            output << "    g1 = spalloc(" << block_mfs << "*Periods, "
                   << block_mfs << "*(Periods+" << max_leadlag_block[block].first+max_leadlag_block[block].second+1 << ")"
                   << ", " << nze << "*Periods);" << endl;
ferhat's avatar
ferhat committed
562
          else
563
564
565
            output << "    g1 = spalloc(" << block_mfs
                   << ", " << block_mfs << ", " << nze << ");" << endl;
          output << "  end;" << endl;
566
        }
567

568
      output << "  g2=0;g3=0;" << endl;
569
570
571
      if (v_temporary_terms_inuse[block].size())
        {
          tmp_output.str("");
572
573
          for (int it : v_temporary_terms_inuse[block])
            tmp_output << " T" << it;
574
          output << "  global" << tmp_output.str() << ";" << endl;
575
576
577
        }
      if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
        {
578
          temporary_terms_t tt2;
579
          for (int i = 0; i < static_cast<int>(block_size); i++)
580
581
582
583
584
            {
              if (v_temporary_terms[block][i].size() && global_temporary_terms)
                {
                  output << "  " << "% //Temporary variables initialization" << endl
                         << "  " << "T_zeros = zeros(y_kmin+periods, 1);" << endl;
585
                  for (auto it : v_temporary_terms[block][i])
586
587
                    {
                      output << "  ";
588
                      // In the following, "Static" is used to avoid getting the "(it_)" subscripting
589
                      it->writeOutput(output, ExprNodeOutputType::matlabStaticModelSparse, local_temporary_terms, {});
590
591
592
593
594
595
                      output << " = T_zeros;" << endl;
                    }
                }
            }
        }
      if (simulation_type == SOLVE_BACKWARD_SIMPLE || simulation_type == SOLVE_FORWARD_SIMPLE || simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
596
        output << "  residual=zeros(" << block_mfs << ",1);" << endl;
597
      else if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
598
        output << "  residual=zeros(" << block_mfs << ",y_kmin+periods);" << endl;
599
      if (simulation_type == EVALUATE_BACKWARD)
600
        output << "  for it_ = (y_kmin+periods):y_kmin+1" << endl;
601
      if (simulation_type == EVALUATE_FORWARD)
602
        output << "  for it_ = y_kmin+1:(y_kmin+periods)" << endl;
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618

      if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
        {
          output << "  b = zeros(periods*y_size,1);" << endl
                 << "  for it_ = y_kmin+1:(periods+y_kmin)" << endl
                 << "    Per_y_=it_*y_size;" << endl
                 << "    Per_J_=(it_-y_kmin-1)*y_size;" << endl
                 << "    Per_K_=(it_-1)*y_size;" << endl;
          sps = "  ";
        }
      else
        if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
          sps = "  ";
        else
          sps = "";
      // The equations
Houtan Bastani's avatar
Houtan Bastani committed
619
      temporary_terms_idxs_t temporary_terms_idxs;
620
621
      for (unsigned int i = 0; i < block_size; i++)
        {
622
          temporary_terms_t tt2;
623
624
625
          if (v_temporary_terms[block].size())
            {
              output << "  " << "% //Temporary variables" << endl;
626
              for (auto it : v_temporary_terms[block][i])
627
                {
628
                  if (dynamic_cast<AbstractExternalFunctionNode *>(it) != nullptr)
629
                    it->writeExternalFunctionOutput(output, local_output_type, tt2, temporary_terms_idxs, tef_terms);
630

631
                  output << "  " <<  sps;
632
                  it->writeOutput(output, local_output_type, local_temporary_terms, {}, tef_terms);
633
                  output << " = ";
634
                  it->writeOutput(output, local_output_type, tt2, {}, tef_terms);
635
                  // Insert current node into tt2
636
                  tt2.insert(it);
637
638
639
640
641
642
643
                  output << ";" << endl;
                }
            }

          int variable_ID = getBlockVariableID(block, i);
          int equation_ID = getBlockEquationID(block, i);
          EquationType equ_type = getBlockEquationType(block, i);
644
          string sModel = symbol_table.getName(symbol_table.getID(SymbolType::endogenous, variable_ID));
645
          eq_node = static_cast<BinaryOpNode *>(getBlockEquationExpr(block, i));
646
647
          lhs = eq_node->arg1;
          rhs = eq_node->arg2;
648
          tmp_output.str("");
649
          lhs->writeOutput(tmp_output, local_output_type, local_temporary_terms, {});
650
651
652
653
654
655
656
657
658
659
660
661
          switch (simulation_type)
            {
            case EVALUATE_BACKWARD:
            case EVALUATE_FORWARD:
            evaluation:     if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
                output << "    % equation " << getBlockEquationID(block, i)+1 << " variable : " << sModel
                       << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << endl;
              output << "    ";
              if (equ_type == E_EVALUATE)
                {
                  output << tmp_output.str();
                  output << " = ";
662
                  rhs->writeOutput(output, local_output_type, local_temporary_terms, {});
663
664
665
666
667
668
669
                }
              else if (equ_type == E_EVALUATE_S)
                {
                  output << "%" << tmp_output.str();
                  output << " = ";
                  if (isBlockEquationRenormalized(block, i))
                    {
670
                      rhs->writeOutput(output, local_output_type, local_temporary_terms, {});
671
                      output << endl << "    ";
672
                      tmp_output.str("");
673
                      eq_node = static_cast<BinaryOpNode *>(getBlockEquationRenormalizedExpr(block, i));
674
675
                      lhs = eq_node->arg1;
                      rhs = eq_node->arg2;
676
                      lhs->writeOutput(output, local_output_type, local_temporary_terms, {});
677
                      output << " = ";
678
                      rhs->writeOutput(output, local_output_type, local_temporary_terms, {});
679
680
681
682
                    }
                }
              else
                {
683
                  cerr << "Type mismatch for equation " << equation_ID+1  << endl;
684
685
                  exit(EXIT_FAILURE);
                }
686
              output << ";" << endl;
687
688
689
690
691
692
693
694
695
              break;
            case SOLVE_BACKWARD_SIMPLE:
            case SOLVE_FORWARD_SIMPLE:
            case SOLVE_BACKWARD_COMPLETE:
            case SOLVE_FORWARD_COMPLETE:
              if (i < block_recursive)
                goto evaluation;
              feedback_variables.push_back(variable_ID);
              output << "  % equation " << equation_ID+1 << " variable : " << sModel
696
                     << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << " symb_id=" << symbol_table.getID(SymbolType::endogenous, variable_ID) << endl;
697
698
699
700
701
702
703
704
              output << "  " << "residual(" << i+1-block_recursive << ") = (";
              goto end;
            case SOLVE_TWO_BOUNDARIES_COMPLETE:
            case SOLVE_TWO_BOUNDARIES_SIMPLE:
              if (i < block_recursive)
                goto evaluation;
              feedback_variables.push_back(variable_ID);
              output << "    % equation " << equation_ID+1 << " variable : " << sModel
705
                     << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << " symb_id=" << symbol_table.getID(SymbolType::endogenous, variable_ID) << endl;
706
              Ufoss << "    b(" << i+1-block_recursive << "+Per_J_) = -residual(" << i+1-block_recursive << ", it_)";
707
              Uf[equation_ID] += Ufoss.str();
708
              Ufoss.str("");
709
710
711
712
713
714
              output << "    residual(" << i+1-block_recursive << ", it_) = (";
              goto end;
            default:
            end:
              output << tmp_output.str();
              output << ") - (";
715
              rhs->writeOutput(output, local_output_type, local_temporary_terms, {});
716
              output << ");" << endl;
sebastien's avatar
sebastien committed
717
#ifdef CONDITION
718
              if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
719
                output << "  condition(" << i+1 << ")=0;" << endl;
sebastien's avatar
sebastien committed
720
#endif
721
722
723
724
            }
        }
      // The Jacobian if we have to solve the block
      if (simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE)
725
        output << "  " << sps << "% Jacobian  " << endl << "    if jacobian_eval" << endl;
726
727
728
729
      else
        if (simulation_type == SOLVE_BACKWARD_SIMPLE   || simulation_type == SOLVE_FORWARD_SIMPLE
            || simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
          output << "  % Jacobian  " << endl << "  if jacobian_eval" << endl;
sebastien's avatar
sebastien committed
730
        else
731
          output << "    % Jacobian  " << endl << "    if jacobian_eval" << endl;
732
733
734
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
735
      for (const auto &it : tmp_block_endo_derivative)
736
        {
737
738
739
          int lag;
          unsigned int var, eq;
          tie(lag, var, eq) = it.first;
Ferhat Mihoubi's avatar
Ferhat Mihoubi committed
740
741
          int eqr = getBlockEquationID(block, eq);
          int varr = getBlockVariableID(block, var);
742
          if (var != prev_var || lag != prev_lag)
743
            {
744
745
746
747
              prev_var = var;
              prev_lag = lag;
              count_col++;
            }
748

749
          expr_t id = it.second;
750

751
          output << "      g1(" << eq+1 << ", " << count_col << ") = ";
752
          id->writeOutput(output, local_output_type, local_temporary_terms, {});
753
          output << "; % variable=" << symbol_table.getName(symbol_table.getID(SymbolType::endogenous, varr))
754
                 << "(" << lag
Ferhat Mihoubi's avatar
Ferhat Mihoubi committed
755
756
                 << ") " << varr+1 << ", " << var+1
                 << ", equation=" << eqr+1 << ", " << eq+1 << endl;
757
758
759
760
        }
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
761
      for (const auto &it : tmp_block_exo_derivative)
762
        {
763
764
765
          int lag;
          unsigned int var, eq;
          tie(lag, var, eq) = it.first;
766
767
          int eqr = getBlockInitialEquationID(block, eq);
          if (var != prev_var || lag != prev_lag)
768
            {
769
770
771
              prev_var = var;
              prev_lag = lag;
              count_col++;
772
            }
773
          expr_t id = it.second;
774
          output << "      g1_x(" << eqr+1 << ", " << count_col << ") = ";
775
          id->writeOutput(output, local_output_type, local_temporary_terms, {});
776
          output << "; % variable=" << symbol_table.getName(symbol_table.getID(SymbolType::exogenous, var))
777
778
779
780
781
782
783
                 << "(" << lag
                 << ") " << var+1
                 << ", equation=" << eq+1 << endl;
        }
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
784
      for (const auto &it : tmp_block_exo_det_derivative)
785
        {
786
787
788
          int lag;
          unsigned int var, eq;
          tie(lag, var, eq) = it.first;
789
790
          int eqr = getBlockInitialEquationID(block, eq);
          if (var != prev_var || lag != prev_lag)
791
            {
792
793
794
              prev_var = var;
              prev_lag = lag;
              count_col++;
795
            }
796
          expr_t id = it.second;
797
          output << "      g1_xd(" << eqr+1 << ", " << count_col << ") = ";
798
          id->writeOutput(output, local_output_type, local_temporary_terms, {});
799
          output << "; % variable=" << symbol_table.getName(symbol_table.getID(SymbolType::exogenous, var))
800
801
802
803
804
805
806
                 << "(" << lag
                 << ") " << var+1
                 << ", equation=" << eq+1 << endl;
        }
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
807
      for (const auto &it : tmp_block_other_endo_derivative)
808
        {
809
810
811
          int lag;
          unsigned int var, eq;
          tie(lag, var, eq) = it.first;
812
813
          int eqr = getBlockInitialEquationID(block, eq);
          if (var != prev_var || lag != prev_lag)
814
            {
815
816
817
              prev_var = var;
              prev_lag = lag;
              count_col++;
818
            }
819
          expr_t id = it.second;
820

821
          output << "      g1_o(" << eqr+1 << ", " << /*var+1+(lag+block_max_lag)*block_size*/ count_col << ") = ";
822
          id->writeOutput(output, local_output_type, local_temporary_terms, {});
823
          output << "; % variable=" << symbol_table.getName(symbol_table.getID(SymbolType::endogenous, var))
824
825
826
827
                 << "(" << lag
                 << ") " << var+1
                 << ", equation=" << eq+1 << endl;
        }
828
829
830
      output << "      varargout{1}=g1_x;" << endl
             << "      varargout{2}=g1_xd;" << endl
             << "      varargout{3}=g1_o;" << endl;
831
832
833
834
835

      switch (simulation_type)
        {
        case EVALUATE_FORWARD:
        case EVALUATE_BACKWARD:
836
837
          output << "    end;" << endl
                 << "  end;" << endl;
838
839
840
841
842
843
          break;
        case SOLVE_BACKWARD_SIMPLE:
        case SOLVE_FORWARD_SIMPLE:
        case SOLVE_BACKWARD_COMPLETE:
        case SOLVE_FORWARD_COMPLETE:
          output << "  else" << endl;
844
          for (const auto &it : blocks_derivatives[block])
845
            {
846
847
848
849
              unsigned int eq, var;
              expr_t id;
              int lag;
              tie(eq, var, lag, id) = it;
850
851
              unsigned int eqr = getBlockEquationID(block, eq);
              unsigned int varr = getBlockVariableID(block, var);
852
853
854
              if (lag == 0)
                {
                  output << "    g1(" << eq+1 << ", " << var+1-block_recursive << ") = ";
855
                  id->writeOutput(output, local_output_type, local_temporary_terms, {});
856
                  output << "; % variable=" << symbol_table.getName(symbol_table.getID(SymbolType::endogenous, varr))
857
858
859
860
861
                         << "(" << lag
                         << ") " << varr+1
                         << ", equation=" << eqr+1 << endl;
                }

862
            }
863
          output << "  end;" << endl;
864
865
866
          break;
        case SOLVE_TWO_BOUNDARIES_SIMPLE:
        case SOLVE_TWO_BOUNDARIES_COMPLETE:
867
          output << "    else" << endl;
868
          for (const auto &it : blocks_derivatives[block])
869
            {
870
871
872
873
              unsigned int eq, var;
              int lag;
              expr_t id;
              tie(eq, var, lag, id) = it;
874
875
876
              unsigned int eqr = getBlockEquationID(block, eq);
              unsigned int varr = getBlockVariableID(block, var);
              ostringstream tmp_output;
877
              if (eq >= block_recursive && var >= block_recursive)
878
879
                {
                  if (lag == 0)
880
881
882
                    Ufoss << "+g1(" << eq+1-block_recursive
                          << "+Per_J_, " << var+1-block_recursive
                          << "+Per_K_)*y(it_, " << varr+1 << ")";
883
                  else if (lag == 1)
884
885
886
                    Ufoss << "+g1(" << eq+1-block_recursive
                          << "+Per_J_, " << var+1-block_recursive
                          << "+Per_y_)*y(it_+1, " << varr+1 << ")";
887
                  else if (lag > 0)
888
889
890
                    Ufoss << "+g1(" << eq+1-block_recursive
                          << "+Per_J_, " << var+1-block_recursive
                          << "+y_size*(it_+" << lag-1 << "))*y(it_+" << lag << ", " << varr+1 << ")";
891
                  else
892
893
894
                    Ufoss << "+g1(" << eq+1-block_recursive
                          << "+Per_J_, " << var+1-block_recursive
                          << "+y_size*(it_" << lag-1 << "))*y(it_" << lag << ", " << varr+1 << ")";
895
                  Uf[eqr] += Ufoss.str();
896
897
                  Ufoss.str("");

898
899
900
901
902
903
904
905
906
907
908
909
910
                  if (lag == 0)
                    tmp_output << "     g1(" << eq+1-block_recursive << "+Per_J_, "
                               << var+1-block_recursive << "+Per_K_) = ";
                  else if (lag == 1)
                    tmp_output << "     g1(" << eq+1-block_recursive << "+Per_J_, "
                               << var+1-block_recursive << "+Per_y_) = ";
                  else if (lag > 0)
                    tmp_output << "     g1(" << eq+1-block_recursive << "+Per_J_, "
                               << var+1-block_recursive << "+y_size*(it_+" << lag-1 << ")) = ";
                  else if (lag < 0)
                    tmp_output << "     g1(" << eq+1-block_recursive << "+Per_J_, "
                               << var+1-block_recursive << "+y_size*(it_" << lag-1 << ")) = ";
                  output << " " << tmp_output.str();
911
                  id->writeOutput(output, local_output_type, local_temporary_terms, {});
912
                  output << ";";
913
                  output << " %2 variable=" << symbol_table.getName(symbol_table.getID(SymbolType::endogenous, varr))
914
915
916
                         << "(" << lag << ") " << varr+1
                         << ", equation=" << eqr+1 << " (" << eq+1 << ")" << endl;
                }
917

sebastien's avatar
sebastien committed
918
#ifdef CONDITION
919
920
              output << "  if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))" << endl
                     << "    condition(" << eqr << ")=u(" << u << "+Per_u_);" << endl;
sebastien's avatar
sebastien committed
921
#endif
922
923
924
925
            }
          for (unsigned int i = 0; i < block_size; i++)
            {
              if (i >= block_recursive)
926
                output << "  " << Uf[getBlockEquationID(block, i)] << ";" << endl;
sebastien's avatar
sebastien committed
927
#ifdef CONDITION
928
929
              output << "  if (fabs(condition(" << i+1 << "))<fabs(u(" << i << "+Per_u_)))" << endl
                     << "    condition(" << i+1 << ")=u(" << i+1 << "+Per_u_);" << endl;
sebastien's avatar
sebastien committed
930
#endif
931
            }
sebastien's avatar
sebastien committed
932
#ifdef CONDITION
933
934
935
936
937
938
939
940
941
          for (m = 0; m <= ModelBlock->Block_List[block].Max_Lead+ModelBlock->Block_List[block].Max_Lag; m++)
            {
              k = m-ModelBlock->Block_List[block].Max_Lag;
              for (i = 0; i < ModelBlock->Block_List[block].IM_lead_lag[m].size; i++)
                {
                  unsigned int eq = ModelBlock->Block_List[block].IM_lead_lag[m].Equ_Index[i];
                  unsigned int var = ModelBlock->Block_List[block].IM_lead_lag[m].Var_Index[i];
                  unsigned int u = ModelBlock->Block_List[block].IM_lead_lag[m].u[i];
                  unsigned int eqr = ModelBlock->Block_List[block].IM_lead_lag[m].Equ[i];
942
                  output << "  u(" << u+1 << "+Per_u_) = u(" << u+1 << "+Per_u_) / condition(" << eqr+1 << ");" << endl;
943
944
945
                }
            }
          for (i = 0; i < ModelBlock->Block_List[block].Size; i++)
946
            output << "  u(" << i+1 << "+Per_u_) = u(" << i+1 << "+Per_u_) / condition(" << i+1 << ");" << endl;
sebastien's avatar
sebastien committed
947
#endif
948
949
          output << "    end;" << endl
                 << "  end;" << endl;
950
951
952
953
          break;
        default:
          break;
        }
954
      output << "end" << endl;
955
956
957
      output.close();
    }
}
sebastien's avatar
sebastien committed
958
959

void
960
DynamicModel::writeModelEquationsCode(const string &basename, const map_idx_t &map_idx) const
961
{
962

963
964
  ostringstream tmp_output;
  ofstream code_file;
965
  unsigned int instruction_number = 0;
966
967
  bool file_open = false;

968
969
970
  boost::filesystem::create_directories(basename + "/model/bytecode");

  string main_name = basename + "/model/bytecode/dynamic.cod";
971
  code_file.open(main_name, ios::out | ios::binary | ios::ate);
972
973
  if (!code_file.is_open())
    {
974
      cerr << R"(Error : Can't open file ")" << main_name << R"(" for writing)" << endl;
975
976
977
978
979
980
981
982
983
984
985
986
987
      exit(EXIT_FAILURE);
    }

  int count_u;
  int u_count_int = 0;
  BlockSimulationType simulation_type;
  if ((max_endo_lag > 0) && (max_endo_lead > 0))
    simulation_type = SOLVE_TWO_BOUNDARIES_COMPLETE;
  else if ((max_endo_lag >= 0) && (max_endo_lead == 0))
    simulation_type = SOLVE_FORWARD_COMPLETE;
  else
    simulation_type = SOLVE_BACKWARD_COMPLETE;

988
  Write_Inf_To_Bin_File(basename + "/model/bytecode/dynamic.bin", u_count_int, file_open, simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE, symbol_table.endo_nbr());
989
990
991
992
  file_open = true;

  //Temporary variables declaration
  FDIMT_ fdimt(temporary_terms.size());
993
994
995
  fdimt.write(code_file, instruction_number);

  vector<unsigned int> exo, exo_det, other_endo;
996

997
  for (int i = 0; i < symbol_table.exo_det_nbr(); i++)
998
    exo_det.push_back(i);
999
  for (int i = 0; i < symbol_table.exo_nbr(); i++)
1000
    exo.push_back(i);
1001

1002
1003
  map<tuple<int, int, int>, expr_t> first_derivatives_reordered_endo;
  map<tuple<int, SymbolType, int, int>, expr_t> first_derivatives_reordered_exo;
1004
  for (const auto & first_derivative : derivatives[1])
1005
    {
1006
1007
      int deriv_id = first_derivative.first[1];
      unsigned int eq = first_derivative.first[0];
1008
1009
1010
      int symb = getSymbIDByDerivID(deriv_id);
      unsigned int var = symbol_table.getTypeSpecificID(symb);
      int lag = getLagByDerivID(deriv_id);
1011
      if (getTypeByDerivID(deriv_id) == SymbolType::endogenous)
1012
        first_derivatives_reordered_endo[{ lag, var, eq }] = first_derivative.second;
1013
      else if (getTypeByDerivID(deriv_id) == SymbolType::exogenous || getTypeByDerivID(deriv_id) == SymbolType::exogenousDet)
1014
        first_derivatives_reordered_exo[{ lag, getTypeByDerivID(deriv_id), var, eq }] = first_derivative.second;
1015
1016
1017
1018
    }
  int prev_var = -1;
  int prev_lag = -999999999;
  int count_col_endo = 0;
1019
  for (const auto &it : first_derivatives_reordered_endo)
1020
    {
1021
1022
      int var, lag;
      tie(lag, var, ignore) = it.first;
1023
      if (prev_var != var || prev_lag != lag)
1024
1025
1026
1027
1028
1029
        {
          prev_var = var;
          prev_lag = lag;
          count_col_endo++;
        }
    }
1030
1031
  prev_var = -1;
  prev_lag = -999999999;
1032
  SymbolType prev_type{SymbolType::unusedEndogenous}; // Any non-exogenous type would do here
1033
  int count_col_exo = 0;
1034
  int count_col_det_exo = 0;
1035

1036
  for (const auto & it : first_derivatives_reordered_exo)
1037
    {
1038
1039
1040
      int var, lag;
      SymbolType type;
      tie(lag, type, var, ignore) = it.first;
1041
      if (prev_var != var || prev_lag != lag || prev_type != type)
1042
1043
1044
        {
          prev_var = var;
          prev_lag = lag;
1045
          prev_type = type;
1046
          if (type == SymbolType::exogenous)
1047
            count_col_exo++;
1048
          else if (type == SymbolType::exogenousDet)
1049
            count_col_det_exo++;
1050
1051
        }
    }
1052

1053
1054
1055
1056
1057
1058
1059
1060
  FBEGINBLOCK_ fbeginblock(symbol_table.endo_nbr(),
                           simulation_type,
                           0,
                           symbol_table.endo_nbr(),
                           variable_reordered,
                           equation_reordered,
                           false,
                           symbol_table.endo_nbr(),
1061
1062
                           max_endo_lag,
                           max_endo_lead,
1063
                           u_count_int,
1064
                           count_col_endo,
1065
                           symbol_table.exo_det_nbr(),
1066
1067
                           count_col_det_exo,
                           symbol_table.exo_nbr(),
1068
                           count_col_exo,