DynamicModel.cc 278 KB
Newer Older
sebastien's avatar
sebastien committed
1
/*
2
 * Copyright (C) 2003-2018 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
25
#include <cstdio>
#include <cerrno>
26
#include <algorithm>
Ferhat Mihoubi's avatar
Ferhat Mihoubi committed
27
#include <iterator>
sebastien's avatar
sebastien committed
28
29
30
31
32
33
34
35
36
37
38
39
#include "DynamicModel.hh"

// For mkdir() and chdir()
#ifdef _WIN32
# include <direct.h>
#else
# include <unistd.h>
# include <sys/stat.h>
# include <sys/types.h>
#endif

DynamicModel::DynamicModel(SymbolTable &symbol_table_arg,
40
41
42
                           NumericalConstants &num_constants_arg,
                           ExternalFunctionsTable &external_functions_table_arg) :
  ModelTree(symbol_table_arg, num_constants_arg, external_functions_table_arg),
43
44
45
46
  max_lag(0), max_lead(0),
  max_endo_lag(0), max_endo_lead(0),
  max_exo_lag(0), max_exo_lead(0),
  max_exo_det_lag(0), max_exo_det_lead(0),
47
48
49
50
  max_lag_orig(0), max_lead_orig(0),
  max_endo_lag_orig(0), max_endo_lead_orig(0),
  max_exo_lag_orig(0), max_exo_lead_orig(0),
  max_exo_det_lag_orig(0), max_exo_det_lead_orig(0),
51
  dynJacobianColsNbr(0),
52
  global_temporary_terms(true)
sebastien's avatar
sebastien committed
53
54
55
{
}

sebastien's avatar
sebastien committed
56
57
VariableNode *
DynamicModel::AddVariable(int symb_id, int lag)
sebastien's avatar
sebastien committed
58
{
sebastien's avatar
sebastien committed
59
  return AddVariableInternal(symb_id, lag);
sebastien's avatar
sebastien committed
60
61
}

sebastien's avatar
sebastien committed
62
void
63
DynamicModel::compileDerivative(ofstream &code_file, unsigned int &instruction_number, int eq, int symb_id, int lag, const map_idx_t &map_idx) const
64
{
65
  first_derivatives_t::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symbol_table.getID(eEndogenous, symb_id), lag)));
66
  if (it != first_derivatives.end())
67
    (it->second)->compile(code_file, instruction_number, false, temporary_terms, map_idx, true, false);
68
69
70
  else
    {
      FLDZ_ fldz;
71
      fldz.write(code_file, instruction_number);
72
73
    }
}
74
75

void
76
DynamicModel::compileChainRuleDerivative(ofstream &code_file, unsigned int &instruction_number, int eqr, int varr, int lag, const map_idx_t &map_idx) const
77
{
78
  map<pair<int, pair<int, int> >, expr_t>::const_iterator it = first_chain_rule_derivatives.find(make_pair(eqr, make_pair(varr, lag)));
79
  if (it != first_chain_rule_derivatives.end())
80
    (it->second)->compile(code_file, instruction_number, false, temporary_terms, map_idx, true, false);
81
  else
82
83
    {
      FLDZ_ fldz;
84
      fldz.write(code_file, instruction_number);
85
    }
86
87
}

sebastien's avatar
sebastien committed
88
void
89
DynamicModel::computeTemporaryTermsOrdered()
sebastien's avatar
sebastien committed
90
{
91
92
  map<expr_t, pair<int, int> > first_occurence;
  map<expr_t, int> reference_count;
sebastien's avatar
sebastien committed
93
  BinaryOpNode *eq_node;
94
95
  first_derivatives_t::const_iterator it;
  first_chain_rule_derivatives_t::const_iterator it_chr;
sebastien's avatar
sebastien committed
96
  ostringstream tmp_s;
97
98
  v_temporary_terms.clear();
  map_idx.clear();
sebastien's avatar
sebastien committed
99

100
  unsigned int nb_blocks = getNbBlocks();
101
102
  v_temporary_terms = vector<vector<temporary_terms_t> >(nb_blocks);
  v_temporary_terms_inuse = vector<temporary_terms_inuse_t>(nb_blocks);
sebastien's avatar
sebastien committed
103
  temporary_terms.clear();
104

105
  if (!global_temporary_terms)
106
107
    {
      for (unsigned int block = 0; block < nb_blocks; block++)
sebastien's avatar
sebastien committed
108
        {
109
110
111
112
113
          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;
114
          v_temporary_terms[block] = vector<temporary_terms_t>(block_size);
115
          for (unsigned int i = 0; i < block_size; i++)
sebastien's avatar
sebastien committed
116
            {
117
              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
118
                getBlockEquationRenormalizedExpr(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
119
              else
sebastien's avatar
sebastien committed
120
                {
121
                  eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
122
                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
sebastien's avatar
sebastien committed
123
124
                }
            }
125
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
126
            {
127
              expr_t id = it->second.second;
128
129
              id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);
            }
130
          for (derivative_t::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
131
            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);
132
          for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
133
134
135
136
            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);
          set<int> temporary_terms_in_use;
          temporary_terms_in_use.clear();
          v_temporary_terms_inuse[block] = temporary_terms_in_use;
sebastien's avatar
sebastien committed
137
138
        }
    }
139
  else
sebastien's avatar
sebastien committed
140
    {
141
      for (unsigned int block = 0; block < nb_blocks; block++)
sebastien's avatar
sebastien committed
142
        {
143
144
145
146
          // 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;
147
          v_temporary_terms[block] = vector<temporary_terms_t>(block_size);
148
          for (unsigned int i = 0; i < block_size; i++)
149
            {
150
              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
151
                getBlockEquationRenormalizedExpr(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
152
153
              else
                {
154
                  eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
155
156
                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, i);
                }
157
            }
158
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
sebastien's avatar
sebastien committed
159
            {
160
              expr_t id = it->second.second;
161
              id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
sebastien's avatar
sebastien committed
162
            }
163
          for (derivative_t::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
164
            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
165
          for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
166
            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
167
        }
168
      for (unsigned int block = 0; block < nb_blocks; block++)
169
        {
170
171
172
173
174
175
          // 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
176
            {
177
              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
178
                getBlockEquationRenormalizedExpr(block, i)->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
179
              else
sebastien's avatar
sebastien committed
180
                {
181
                  eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
182
                  eq_node->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
sebastien's avatar
sebastien committed
183
184
                }
            }
185
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
186
            {
187
              expr_t id = it->second.second;
188
189
              id->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
            }
190
          for (derivative_t::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
191
            it->second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
192
          for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
193
            it->second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
194
195
196
197
          for (derivative_t::const_iterator it = derivative_exo[block].begin(); it != derivative_exo[block].end(); it++)
            it->second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
          for (derivative_t::const_iterator it = derivative_exo_det[block].begin(); it != derivative_exo_det[block].end(); it++)
            it->second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
198
          v_temporary_terms_inuse[block] = temporary_terms_in_use;
sebastien's avatar
sebastien committed
199
        }
200
      computeTemporaryTermsMapping();
sebastien's avatar
sebastien committed
201
202
203
    }
}

204
205
206
207
208
void
DynamicModel::computeTemporaryTermsMapping()
{
  // Add a mapping form node ID to temporary terms order
  int j = 0;
209
  for (temporary_terms_t::const_iterator it = temporary_terms.begin();
210
       it != temporary_terms.end(); it++)
211
212
213
    map_idx[(*it)->idx] = j++;
}

sebastien's avatar
sebastien committed
214
void
215
DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
216
217
218
{
  string tmp_s, sps;
  ostringstream tmp_output, tmp1_output, global_output;
219
  expr_t lhs = NULL, rhs = NULL;
220
  BinaryOpNode *eq_node;
221
222
  ostringstream Ufoss;
  vector<string> Uf(symbol_table.endo_nbr(), "");
223
  map<expr_t, int> reference_count;
224
  temporary_terms_t local_temporary_terms;
225
  ofstream  output;
226
  int nze, nze_exo, nze_exo_det, nze_other_endo;
227
228
  vector<int> feedback_variables;
  ExprNodeOutputType local_output_type;
229
  Ufoss.str("");
sebastien's avatar
sebastien committed
230

Sébastien Villemot's avatar
Sébastien Villemot committed
231
  local_output_type = oMatlabDynamicModelSparse;
232
  if (global_temporary_terms)
Sébastien Villemot's avatar
Sébastien Villemot committed
233
    local_temporary_terms = temporary_terms;
234
235
236
237
238
239
240
241
242
243
244
245

  //----------------------------------------------------------------------
  //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();
246
      nze_exo_det = derivative_exo_det[block].size();
247
248
249
250
      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;
251
      deriv_node_temp_terms_t tef_terms;
Sébastien Villemot's avatar
Sébastien Villemot committed
252
      local_output_type = oMatlabDynamicModelSparse;
253
      if (global_temporary_terms)
Sébastien Villemot's avatar
Sébastien Villemot committed
254
        local_temporary_terms = temporary_terms;
255

256
257
258
259
      int prev_lag;
      unsigned int prev_var, count_col, count_col_endo, count_col_exo, count_col_exo_det, count_col_other_endo;
      map<pair<int, pair<int, int> >, expr_t> tmp_block_endo_derivative;
      for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
260
        tmp_block_endo_derivative[make_pair(it->second.first, make_pair(it->first.second, it->first.first))] = it->second.second;
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_endo = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_endo_derivative.begin(); it != tmp_block_endo_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_endo++;
            }
        }
      map<pair<int, pair<int, int> >, expr_t> tmp_block_exo_derivative;
      for (derivative_t::const_iterator it = derivative_exo[block].begin(); it != (derivative_exo[block]).end(); it++)
277
        tmp_block_exo_derivative[make_pair(it->first.first, make_pair(it->first.second.second, it->first.second.first))] = it->second;
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_exo = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_exo_derivative.begin(); it != tmp_block_exo_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_exo++;
            }
        }
      map<pair<int, pair<int, int> >, expr_t> tmp_block_exo_det_derivative;
      for (derivative_t::const_iterator it = derivative_exo_det[block].begin(); it != (derivative_exo_det[block]).end(); it++)
294
        tmp_block_exo_det_derivative[make_pair(it->first.first, make_pair(it->first.second.second, it->first.second.first))] = it->second;
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_exo_det = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_exo_derivative.begin(); it != tmp_block_exo_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_exo_det++;
            }
        }
      map<pair<int, pair<int, int> >, expr_t> tmp_block_other_endo_derivative;
      for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != (derivative_other_endo[block]).end(); it++)
311
        tmp_block_other_endo_derivative[make_pair(it->first.first, make_pair(it->first.second.second, it->first.second.first))] = it->second;
312
313
314
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col_other_endo = 0;
315
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_other_endo_derivative.begin(); it != tmp_block_other_endo_derivative.end(); it++)
316
317
318
319
320
321
322
323
324
325
326
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          if (var != prev_var || lag != prev_lag)
            {
              prev_var = var;
              prev_lag = lag;
              count_col_other_endo++;
            }
        }

327
328
329
330
331
332
333
334
335
336
337
      tmp1_output.str("");
      tmp1_output << dynamic_basename << "_" << block+1 << ".m";
      output.open(tmp1_output.str().c_str(), ios::out | ios::binary);
      output << "%\n";
      output << "% " << tmp1_output.str() << " : Computes dynamic model for Dynare\n";
      output << "%\n";
      output << "% Warning : this file is generated automatically by Dynare\n";
      output << "%           from model file (.mod)\n\n";
      output << "%/\n";
      if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
        {
338
          output << "function [y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, steady_state, jacobian_eval, y_kmin, periods)\n";
339
340
        }
      else if (simulation_type == SOLVE_FORWARD_COMPLETE || simulation_type == SOLVE_BACKWARD_COMPLETE)
341
        output << "function [residual, y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, steady_state, it_, jacobian_eval)\n";
342
      else if (simulation_type == SOLVE_BACKWARD_SIMPLE || simulation_type == SOLVE_FORWARD_SIMPLE)
343
        output << "function [residual, y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, steady_state, it_, jacobian_eval)\n";
344
      else
345
        output << "function [residual, y, g1, g2, g3, b, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, steady_state, periods, jacobian_eval, y_kmin, y_size, Periods)\n";
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
      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)
        {
          output << "  if(jacobian_eval)\n";
371
372
          output << "    g1 = spalloc(" << block_mfs  << ", " << count_col_endo << ", " << nze << ");\n";
          output << "    g1_x=spalloc(" << block_size << ", " << count_col_exo  << ", " << nze_exo << ");\n";
373
          output << "    g1_xd=spalloc(" << block_size << ", " << count_col_exo_det  << ", " << nze_exo_det << ");\n";
374
          output << "    g1_o=spalloc(" << block_size << ", " << count_col_other_endo << ", " << nze_other_endo << ");\n";
375
376
377
378
379
          output << "  end;\n";
        }
      else
        {
          output << "  if(jacobian_eval)\n";
380
381
          output << "    g1 = spalloc(" << block_size << ", " << count_col_endo << ", " << nze << ");\n";
          output << "    g1_x=spalloc(" << block_size << ", " << count_col_exo  << ", " << nze_exo << ");\n";
382
          output << "    g1_xd=spalloc(" << block_size << ", " << count_col_exo_det  << ", " << nze_exo_det << ");\n";
383
          output << "    g1_o=spalloc(" << block_size << ", " << count_col_other_endo << ", " << nze_other_endo << ");\n";
384
385
386
          output << "  else\n";
          if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
            {
387
388
389
              output << "    g1 = spalloc(" << block_mfs << "*Periods, "
                     << block_mfs << "*(Periods+" << max_leadlag_block[block].first+max_leadlag_block[block].second+1 << ")"
                     << ", " << nze << "*Periods);\n";
390
            }
ferhat's avatar
ferhat committed
391
          else
392
393
394
395
396
397
            {
              output << "    g1 = spalloc(" << block_mfs
                     << ", " << block_mfs << ", " << nze << ");\n";
            }
          output << "  end;\n";
        }
398

399
400
401
402
      output << "  g2=0;g3=0;\n";
      if (v_temporary_terms_inuse[block].size())
        {
          tmp_output.str("");
403
          for (temporary_terms_inuse_t::const_iterator it = v_temporary_terms_inuse[block].begin();
404
405
406
407
408
409
               it != v_temporary_terms_inuse[block].end(); it++)
            tmp_output << " T" << *it;
          output << "  global" << tmp_output.str() << ";\n";
        }
      if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
        {
410
          temporary_terms_t tt2;
411
412
413
414
415
416
417
          tt2.clear();
          for (int i = 0; i < (int) block_size; i++)
            {
              if (v_temporary_terms[block][i].size() && global_temporary_terms)
                {
                  output << "  " << "% //Temporary variables initialization" << endl
                         << "  " << "T_zeros = zeros(y_kmin+periods, 1);" << endl;
418
                  for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin();
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
                       it != v_temporary_terms[block][i].end(); it++)
                    {
                      output << "  ";
                      (*it)->writeOutput(output, oMatlabDynamicModel, local_temporary_terms);
                      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)
        output << "  residual=zeros(" << block_mfs << ",1);\n";
      else if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
        output << "  residual=zeros(" << block_mfs << ",y_kmin+periods);\n";
      if (simulation_type == EVALUATE_BACKWARD)
        output << "  for it_ = (y_kmin+periods):y_kmin+1\n";
      if (simulation_type == EVALUATE_FORWARD)
        output << "  for it_ = y_kmin+1:(y_kmin+periods)\n";

      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
      for (unsigned int i = 0; i < block_size; i++)
        {
454
          temporary_terms_t tt2;
455
456
457
458
          tt2.clear();
          if (v_temporary_terms[block].size())
            {
              output << "  " << "% //Temporary variables" << endl;
459
              for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin();
460
461
                   it != v_temporary_terms[block][i].end(); it++)
                {
462
                  if (dynamic_cast<AbstractExternalFunctionNode *>(*it) != NULL)
463
464
                    (*it)->writeExternalFunctionOutput(output, local_output_type, tt2, tef_terms);

465
                  output << "  " <<  sps;
466
                  (*it)->writeOutput(output, local_output_type, local_temporary_terms, tef_terms);
467
                  output << " = ";
468
                  (*it)->writeOutput(output, local_output_type, tt2, tef_terms);
469
470
471
472
473
474
475
476
477
478
                  // Insert current node into tt2
                  tt2.insert(*it);
                  output << ";" << endl;
                }
            }

          int variable_ID = getBlockVariableID(block, i);
          int equation_ID = getBlockEquationID(block, i);
          EquationType equ_type = getBlockEquationType(block, i);
          string sModel = symbol_table.getName(symbol_table.getID(eEndogenous, variable_ID));
479
          eq_node = (BinaryOpNode *) getBlockEquationExpr(block, i);
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
          lhs = eq_node->get_arg1();
          rhs = eq_node->get_arg2();
          tmp_output.str("");
          lhs->writeOutput(tmp_output, local_output_type, local_temporary_terms);
          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 << " = ";
                  rhs->writeOutput(output, local_output_type, local_temporary_terms);
                }
              else if (equ_type == E_EVALUATE_S)
                {
                  output << "%" << tmp_output.str();
                  output << " = ";
                  if (isBlockEquationRenormalized(block, i))
                    {
                      rhs->writeOutput(output, local_output_type, local_temporary_terms);
                      output << "\n    ";
                      tmp_output.str("");
507
                      eq_node = (BinaryOpNode *) getBlockEquationRenormalizedExpr(block, i);
508
509
510
511
512
513
514
515
516
                      lhs = eq_node->get_arg1();
                      rhs = eq_node->get_arg2();
                      lhs->writeOutput(output, local_output_type, local_temporary_terms);
                      output << " = ";
                      rhs->writeOutput(output, local_output_type, local_temporary_terms);
                    }
                }
              else
                {
517
                  cerr << "Type mismatch for equation " << equation_ID+1  << "\n";
518
519
520
521
522
523
524
525
526
527
528
529
                  exit(EXIT_FAILURE);
                }
              output << ";\n";
              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
530
                     << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << " symb_id=" << symbol_table.getID(eEndogenous, variable_ID) << endl;
531
532
533
534
535
536
537
538
              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
539
                     << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << " symb_id=" << symbol_table.getID(eEndogenous, variable_ID) << endl;
540
              Ufoss << "    b(" << i+1-block_recursive << "+Per_J_) = -residual(" << i+1-block_recursive << ", it_)";
541
              Uf[equation_ID] += Ufoss.str();
542
              Ufoss.str("");
543
544
545
546
547
548
549
550
              output << "    residual(" << i+1-block_recursive << ", it_) = (";
              goto end;
            default:
            end:
              output << tmp_output.str();
              output << ") - (";
              rhs->writeOutput(output, local_output_type, local_temporary_terms);
              output << ");\n";
sebastien's avatar
sebastien committed
551
#ifdef CONDITION
552
553
              if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
                output << "  condition(" << i+1 << ")=0;\n";
sebastien's avatar
sebastien committed
554
#endif
555
556
557
558
            }
        }
      // The Jacobian if we have to solve the block
      if (simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE)
559
        output << "  " << sps << "% Jacobian  " << endl << "    if jacobian_eval" << endl;
560
561
562
563
      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
564
        else
565
          output << "    % Jacobian  " << endl << "    if jacobian_eval" << endl;
566
567
568
569
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_endo_derivative.begin(); it != tmp_block_endo_derivative.end(); it++)
570
        {
571
572
573
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          unsigned int eq = it->first.second.second;
Ferhat Mihoubi's avatar
Ferhat Mihoubi committed
574
575
          int eqr = getBlockEquationID(block, eq);
          int varr = getBlockVariableID(block, var);
576
          if (var != prev_var || lag != prev_lag)
577
            {
578
579
580
581
              prev_var = var;
              prev_lag = lag;
              count_col++;
            }
582

583
          expr_t id = it->second;
584

585
586
          output << "      g1(" << eq+1 << ", " << count_col << ") = ";
          id->writeOutput(output, local_output_type, local_temporary_terms);
Ferhat Mihoubi's avatar
Ferhat Mihoubi committed
587
          output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
588
                 << "(" << lag
Ferhat Mihoubi's avatar
Ferhat Mihoubi committed
589
590
                 << ") " << varr+1 << ", " << var+1
                 << ", equation=" << eqr+1 << ", " << eq+1 << endl;
591
592
593
594
595
596
597
598
599
600
601
        }
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_exo_derivative.begin(); it != tmp_block_exo_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          unsigned int eq = it->first.second.second;
          int eqr = getBlockInitialEquationID(block, eq);
          if (var != prev_var || lag != prev_lag)
602
            {
603
604
605
              prev_var = var;
              prev_lag = lag;
              count_col++;
606
            }
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
          expr_t id = it->second;
          output << "      g1_x(" << eqr+1 << ", " << count_col << ") = ";
          id->writeOutput(output, local_output_type, local_temporary_terms);
          output << "; % variable=" << symbol_table.getName(symbol_table.getID(eExogenous, var))
                 << "(" << lag
                 << ") " << var+1
                 << ", equation=" << eq+1 << endl;
        }
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_exo_det_derivative.begin(); it != tmp_block_exo_det_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          unsigned int eq = it->first.second.second;
          int eqr = getBlockInitialEquationID(block, eq);
          if (var != prev_var || lag != prev_lag)
625
            {
626
627
628
              prev_var = var;
              prev_lag = lag;
              count_col++;
629
            }
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
          expr_t id = it->second;
          output << "      g1_xd(" << eqr+1 << ", " << count_col << ") = ";
          id->writeOutput(output, local_output_type, local_temporary_terms);
          output << "; % variable=" << symbol_table.getName(symbol_table.getID(eExogenous, var))
                 << "(" << lag
                 << ") " << var+1
                 << ", equation=" << eq+1 << endl;
        }
      prev_var = 999999999;
      prev_lag = -9999999;
      count_col = 0;
      for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_other_endo_derivative.begin(); it != tmp_block_other_endo_derivative.end(); it++)
        {
          int lag = it->first.first;
          unsigned int var = it->first.second.first;
          unsigned int eq = it->first.second.second;
          int eqr = getBlockInitialEquationID(block, eq);
          if (var != prev_var || lag != prev_lag)
648
            {
649
650
651
              prev_var = var;
              prev_lag = lag;
              count_col++;
652
            }
653
654
          expr_t id = it->second;

655
          output << "      g1_o(" << eqr+1 << ", " << /*var+1+(lag+block_max_lag)*block_size*/ count_col << ") = ";
656
657
658
659
660
661
662
663
664
665
666
667
668
669
          id->writeOutput(output, local_output_type, local_temporary_terms);
          output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
                 << "(" << lag
                 << ") " << var+1
                 << ", equation=" << eq+1 << endl;
        }
      output << "      varargout{1}=g1_x;\n";
      output << "      varargout{2}=g1_xd;\n";
      output << "      varargout{3}=g1_o;\n";

      switch (simulation_type)
        {
        case EVALUATE_FORWARD:
        case EVALUATE_BACKWARD:
670
671
672
673
674
675
676
677
          output << "    end;" << endl;
          output << "  end;" << endl;
          break;
        case SOLVE_BACKWARD_SIMPLE:
        case SOLVE_FORWARD_SIMPLE:
        case SOLVE_BACKWARD_COMPLETE:
        case SOLVE_FORWARD_COMPLETE:
          output << "  else" << endl;
678
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
679
680
681
682
683
            {
              unsigned int eq = it->first.first;
              unsigned int var = it->first.second;
              unsigned int eqr = getBlockEquationID(block, eq);
              unsigned int varr = getBlockVariableID(block, var);
684
              expr_t id = it->second.second;
685
              int lag = it->second.first;
686
687
688
689
690
691
692
693
694
695
              if (lag == 0)
                {
                  output << "    g1(" << eq+1 << ", " << var+1-block_recursive << ") = ";
                  id->writeOutput(output, local_output_type, local_temporary_terms);
                  output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
                         << "(" << lag
                         << ") " << varr+1
                         << ", equation=" << eqr+1 << endl;
                }

696
697
698
699
700
            }
          output << "  end;\n";
          break;
        case SOLVE_TWO_BOUNDARIES_SIMPLE:
        case SOLVE_TWO_BOUNDARIES_COMPLETE:
701
          output << "    else" << endl;
702
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
703
704
705
706
707
708
            {
              unsigned int eq = it->first.first;
              unsigned int var = it->first.second;
              unsigned int eqr = getBlockEquationID(block, eq);
              unsigned int varr = getBlockVariableID(block, var);
              ostringstream tmp_output;
709
              expr_t id = it->second.second;
710
              int lag = it->second.first;
711
              if (eq >= block_recursive && var >= block_recursive)
712
713
                {
                  if (lag == 0)
714
715
716
                    Ufoss << "+g1(" << eq+1-block_recursive
                          << "+Per_J_, " << var+1-block_recursive
                          << "+Per_K_)*y(it_, " << varr+1 << ")";
717
                  else if (lag == 1)
718
719
720
                    Ufoss << "+g1(" << eq+1-block_recursive
                          << "+Per_J_, " << var+1-block_recursive
                          << "+Per_y_)*y(it_+1, " << varr+1 << ")";
721
                  else if (lag > 0)
722
723
724
                    Ufoss << "+g1(" << eq+1-block_recursive
                          << "+Per_J_, " << var+1-block_recursive
                          << "+y_size*(it_+" << lag-1 << "))*y(it_+" << lag << ", " << varr+1 << ")";
725
                  else
726
727
728
                    Ufoss << "+g1(" << eq+1-block_recursive
                          << "+Per_J_, " << var+1-block_recursive
                          << "+y_size*(it_" << lag-1 << "))*y(it_" << lag << ", " << varr+1 << ")";
729
                  Uf[eqr] += Ufoss.str();
730
731
                  Ufoss.str("");

732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
                  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();
                  id->writeOutput(output, local_output_type, local_temporary_terms);
                  output << ";";
                  output << " %2 variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, varr))
                         << "(" << lag << ") " << varr+1
                         << ", equation=" << eqr+1 << " (" << eq+1 << ")" << endl;
                }
751

sebastien's avatar
sebastien committed
752
#ifdef CONDITION
753
754
              output << "  if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
              output << "    condition(" << eqr << ")=u(" << u << "+Per_u_);\n";
sebastien's avatar
sebastien committed
755
#endif
756
757
758
759
            }
          for (unsigned int i = 0; i < block_size; i++)
            {
              if (i >= block_recursive)
760
                output << "  " << Uf[getBlockEquationID(block, i)] << ";\n";
sebastien's avatar
sebastien committed
761
#ifdef CONDITION
762
763
              output << "  if (fabs(condition(" << i+1 << "))<fabs(u(" << i << "+Per_u_)))\n";
              output << "    condition(" << i+1 << ")=u(" << i+1 << "+Per_u_);\n";
sebastien's avatar
sebastien committed
764
#endif
765
            }
sebastien's avatar
sebastien committed
766
#ifdef CONDITION
767
768
769
770
771
772
773
774
775
776
777
778
779
780
          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];
                  output << "  u(" << u+1 << "+Per_u_) = u(" << u+1 << "+Per_u_) / condition(" << eqr+1 << ");\n";
                }
            }
          for (i = 0; i < ModelBlock->Block_List[block].Size; i++)
            output << "  u(" << i+1 << "+Per_u_) = u(" << i+1 << "+Per_u_) / condition(" << i+1 << ");\n";
sebastien's avatar
sebastien committed
781
#endif
782
783
          output << "    end;" << endl;
          output << "  end;" << endl;
784
785
786
787
          break;
        default:
          break;
        }
788
      output << "end" << endl;
789
790
791
      output.close();
    }
}
sebastien's avatar
sebastien committed
792
793

void
794
DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basename, const map_idx_t &map_idx) const
795
{
796

797
798
  ostringstream tmp_output;
  ofstream code_file;
799
  unsigned int instruction_number = 0;
800
801
802
803
804
805
806
  bool file_open = false;
  string main_name = file_name;

  main_name += ".cod";
  code_file.open(main_name.c_str(), ios::out | ios::binary | ios::ate);
  if (!code_file.is_open())
    {
807
      cerr << "Error : Can't open file \"" << main_name << "\" for writing" << endl;
808
809
810
811
812
813
814
815
816
817
818
819
820
      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;

821
  Write_Inf_To_Bin_File(file_name, u_count_int, file_open, simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE, symbol_table.endo_nbr());
822
823
824
825
  file_open = true;

  //Temporary variables declaration
  FDIMT_ fdimt(temporary_terms.size());
826
827
828
  fdimt.write(code_file, instruction_number);

  vector<unsigned int> exo, exo_det, other_endo;
829

830
  for (int i = 0; i < symbol_table.exo_det_nbr(); i++)
831
    exo_det.push_back(i);
832
  for (int i = 0; i < symbol_table.exo_nbr(); i++)
833
    exo.push_back(i);
834

835
836
  map<pair< int, pair<int, int> >, expr_t> first_derivatives_reordered_endo;
  map<pair< pair<int, int>, pair<int, int> >, expr_t>  first_derivatives_reordered_exo;
837
838
839
840
841
842
843
844
845
846
  for (first_derivatives_t::const_iterator it = first_derivatives.begin();
       it != first_derivatives.end(); it++)
    {
      int deriv_id = it->first.second;
      unsigned int eq = it->first.first;
      int symb = getSymbIDByDerivID(deriv_id);
      unsigned int var = symbol_table.getTypeSpecificID(symb);
      int lag = getLagByDerivID(deriv_id);
      if (getTypeByDerivID(deriv_id) == eEndogenous)
        first_derivatives_reordered_endo[make_pair(lag, make_pair(var, eq))] = it->second;
847
      else if (getTypeByDerivID(deriv_id) == eExogenous || getTypeByDerivID(deriv_id) == eExogenousDet)
848
        first_derivatives_reordered_exo[make_pair(make_pair(lag, getTypeByDerivID(deriv_id)), make_pair(var, eq))] = it->second;
849
850
851
852
853
854
855
856
857
    }
  int prev_var = -1;
  int prev_lag = -999999999;
  int count_col_endo = 0;
  for (map<pair< int, pair<int, int> >, expr_t>::const_iterator it = first_derivatives_reordered_endo.begin();
       it != first_derivatives_reordered_endo.end(); it++)
    {
      int var = it->first.second.first;
      int lag = it->first.first;
858
      if (prev_var != var || prev_lag != lag)
859
860
861
862
863
864
        {
          prev_var = var;
          prev_lag = lag;
          count_col_endo++;
        }
    }
865
866
  prev_var = -1;
  prev_lag = -999999999;
867
  int prev_type = -1;
868
  int count_col_exo = 0;
869
  int count_col_det_exo = 0;
870

871
  for (map<pair< pair<int, int>, pair<int, int> >, expr_t>::const_iterator it = first_derivatives_reordered_exo.begin();
872
873
874
       it != first_derivatives_reordered_exo.end(); it++)
    {
      int var = it->first.second.first;
875
876
877
      int lag = it->first.first.first;
      int type = it->first.first.second;
      if (prev_var != var || prev_lag != lag || prev_type != type)
878
879
880
        {
          prev_var = var;
          prev_lag = lag;
881
          prev_type = type;
882
883
884
885
          if (type == eExogenous)
            count_col_exo++;
          else if (type == eExogenousDet)
            count_col_det_exo++;
886
887
        }
    }
888

889
890
891
892
893
894
895
896
  FBEGINBLOCK_ fbeginblock(symbol_table.endo_nbr(),
                           simulation_type,
                           0,
                           symbol_table.endo_nbr(),
                           variable_reordered,
                           equation_reordered,
                           false,
                           symbol_table.endo_nbr(),
897
898
                           max_endo_lag,
                           max_endo_lead,
899
                           u_count_int,
900
                           count_col_endo,
901
                           symbol_table.exo_det_nbr(),
902
903
                           count_col_det_exo,
                           symbol_table.exo_nbr(),
904
                           count_col_exo,
905
                           0,
906
907
908
909
                           0,
                           exo_det,
                           exo,
                           other_endo
910
                           );
911
  fbeginblock.write(code_file, instruction_number);
912

913
  compileTemporaryTerms(code_file, instruction_number, temporary_terms, map_idx, true, false);
914

915
  compileModelEquations(code_file, instruction_number, temporary_terms, map_idx, true, false);
916
917

  FENDEQU_ fendequ;
918
  fendequ.write(code_file, instruction_number);
919
920
921
922
923
924
925

  // Get the current code_file position and jump if eval = true
  streampos pos1 = code_file.tellp();
  FJMPIFEVAL_ fjmp_if_eval(0);
  fjmp_if_eval.write(code_file, instruction_number);
  int prev_instruction_number = instruction_number;

926
927
928
  vector<vector<pair<pair<int, int>, int > > > derivatives;
  derivatives.resize(symbol_table.endo_nbr());
  count_u = symbol_table.endo_nbr();
929
  for (first_derivatives_t::const_iterator it = first_derivatives.begin();
930
931
932
933
934
       it != first_derivatives.end(); it++)
    {
      int deriv_id = it->first.second;
      if (getTypeByDerivID(deriv_id) == eEndogenous)
        {
935
          expr_t d1 = it->second;
936
937
938
939
          unsigned int eq = it->first.first;
          int symb = getSymbIDByDerivID(deriv_id);
          unsigned int var = symbol_table.getTypeSpecificID(symb);
          int lag = getLagByDerivID(deriv_id);
940
          FNUMEXPR_ fnumexpr(FirstEndoDerivative, eq, var, lag);
941
          fnumexpr.write(code_file, instruction_number);
942
943
944
          if (!derivatives[eq].size())
            derivatives[eq].clear();
          derivatives[eq].push_back(make_pair(make_pair(var, lag), count_u));
945
          d1->compile(code_file, instruction_number, false, temporary_terms, map_idx, true, false);
946
947

          FSTPU_ fstpu(count_u);
948
          fstpu.write(code_file, instruction_number);
949
950
951
952
953
954
          count_u++;
        }
    }
  for (int i = 0; i < symbol_table.endo_nbr(); i++)
    {
      FLDR_ fldr(i);
955
      fldr.write(code_file, instruction_number);
956
      if (derivatives[i].size())
957
        {
958
959
          for (vector<pair<pair<int, int>, int> >::const_iterator it = derivatives[i].begin();
               it != derivatives[i].end(); it++)
960
            {
961
962
963
964
965
              FLDU_ fldu(it->second);
              fldu.write(code_file, instruction_number);
              FLDV_ fldv(eEndogenous, it->first.first, it->first.second);
              fldv.write(code_file, instruction_number);
              FBINARY_ fbinary(oTimes);