DynamicModel.cc 133 KB
Newer Older
sebastien's avatar
sebastien committed
1
/*
2
 * Copyright (C) 2003-2010 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>
sebastien's avatar
sebastien committed
27
28
29
30
31
32
33
34
35
36
37
38
#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,
39
40
41
                           NumericalConstants &num_constants_arg,
                           ExternalFunctionsTable &external_functions_table_arg) :
  ModelTree(symbol_table_arg, num_constants_arg, external_functions_table_arg),
42
43
44
45
46
47
48
49
  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),
  dynJacobianColsNbr(0),
  global_temporary_terms(true),
  cutoff(1e-15),
  mfs(0)
sebastien's avatar
sebastien committed
50
51
52
{
}

sebastien's avatar
sebastien committed
53
54
VariableNode *
DynamicModel::AddVariable(int symb_id, int lag)
sebastien's avatar
sebastien committed
55
{
sebastien's avatar
sebastien committed
56
  return AddVariableInternal(symb_id, lag);
sebastien's avatar
sebastien committed
57
58
}

sebastien's avatar
sebastien committed
59
void
60
DynamicModel::compileDerivative(ofstream &code_file, int eq, int symb_id, int lag, const map_idx_t &map_idx) const
61
{
62
  first_derivatives_t::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symbol_table.getID(eEndogenous, symb_id), lag)));
63
64
65
66
67
68
69
70
  if (it != first_derivatives.end())
    (it->second)->compile(code_file, false, temporary_terms, map_idx, true, false);
  else
    {
      FLDZ_ fldz;
      fldz.write(code_file);
    }
}
71
72

void
73
DynamicModel::compileChainRuleDerivative(ofstream &code_file, int eqr, int varr, int lag, const map_idx_t &map_idx) const
74
75
76
{
  map<pair<int, pair<int, int> >, NodeID>::const_iterator it = first_chain_rule_derivatives.find(make_pair(eqr, make_pair(varr, lag)));
  if (it != first_chain_rule_derivatives.end())
77
    (it->second)->compile(code_file, false, temporary_terms, map_idx, true, false);
78
  else
79
80
81
82
    {
      FLDZ_ fldz;
      fldz.write(code_file);
    }
83
84
}

85
86
87
88
89
90
91
92
93
94
95
96
void
DynamicModel::initializeVariablesAndEquations()
{
  for(int j=0; j<equation_number(); j++)
    {
      equation_reordered.push_back(j);
      variable_reordered.push_back(j);
    }
}



sebastien's avatar
sebastien committed
97
void
98
DynamicModel::computeTemporaryTermsOrdered()
sebastien's avatar
sebastien committed
99
100
101
102
{
  map<NodeID, pair<int, int> > first_occurence;
  map<NodeID, int> reference_count;
  BinaryOpNode *eq_node;
103
104
  first_derivatives_t::const_iterator it;
  first_chain_rule_derivatives_t::const_iterator it_chr;
sebastien's avatar
sebastien committed
105
  ostringstream tmp_s;
106
107
  v_temporary_terms.clear();
  map_idx.clear();
sebastien's avatar
sebastien committed
108

109
  unsigned int nb_blocks = getNbBlocks();
110
111
  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
112
  temporary_terms.clear();
113

114
  if (!global_temporary_terms)
115
116
    {
      for (unsigned int block = 0; block < nb_blocks; block++)
sebastien's avatar
sebastien committed
117
        {
118
119
120
121
122
          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;
123
          v_temporary_terms[block] = vector<temporary_terms_t>(block_size);
124
          for (unsigned int i = 0; i < block_size; i++)
sebastien's avatar
sebastien committed
125
            {
126
127
              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
                getBlockEquationRenormalizedNodeID(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
128
              else
sebastien's avatar
sebastien committed
129
                {
130
                  eq_node = (BinaryOpNode *) getBlockEquationNodeID(block, i);
131
                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
sebastien's avatar
sebastien committed
132
133
                }
            }
134
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
135
            {
136
              NodeID id = it->second.second;
137
138
              id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);
            }
139
          for (derivative_t::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
140
            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  block_size-1);
141
          for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
142
143
144
145
146
            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
147
148
        }
    }
149
  else
sebastien's avatar
sebastien committed
150
    {
151
      for (unsigned int block = 0; block < nb_blocks; block++)
sebastien's avatar
sebastien committed
152
        {
153
154
155
156
          // 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;
157
          v_temporary_terms[block] = vector<temporary_terms_t>(block_size);
158
          for (unsigned int i = 0; i < block_size; i++)
159
            {
160
161
              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
                getBlockEquationRenormalizedNodeID(block, i)->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms,  i);
162
163
              else
                {
164
                  eq_node = (BinaryOpNode *) getBlockEquationNodeID(block, i);
165
166
                  eq_node->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, i);
                }
167
            }
168
          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
169
            {
170
              NodeID id = it->second.second;
171
              id->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
sebastien's avatar
sebastien committed
172
            }
173
          for (derivative_t::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
174
            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
175
          for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
176
            it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, block, v_temporary_terms, block_size-1);
177
        }
178
      for (unsigned int block = 0; block < nb_blocks; block++)
179
        {
180
181
182
183
184
185
          // 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
186
            {
187
188
              if (i < block_nb_recursives && isBlockEquationRenormalized(block, i))
                getBlockEquationRenormalizedNodeID(block, i)->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
189
              else
sebastien's avatar
sebastien committed
190
                {
191
                  eq_node = (BinaryOpNode *) getBlockEquationNodeID(block, i);
192
                  eq_node->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
sebastien's avatar
sebastien committed
193
194
                }
            }
195
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
196
            {
197
              NodeID id = it->second.second;
198
199
              id->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
            }
200
          for (derivative_t::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
201
            it->second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
202
          for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
203
204
            it->second->collectTemporary_terms(temporary_terms, temporary_terms_in_use, block);
          v_temporary_terms_inuse[block] = temporary_terms_in_use;
sebastien's avatar
sebastien committed
205
        }
206
      computeTemporaryTermsMapping();
sebastien's avatar
sebastien committed
207
208
209
    }
}

210
211
212
213
214
void
DynamicModel::computeTemporaryTermsMapping()
{
  // Add a mapping form node ID to temporary terms order
  int j = 0;
215
  for (temporary_terms_t::const_iterator it = temporary_terms.begin();
216
217
218
219
220
      it != temporary_terms.end(); it++)
    map_idx[(*it)->idx] = j++;
}


sebastien's avatar
sebastien committed
221
void
222
DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
223
224
225
226
227
228
229
{
  string tmp_s, sps;
  ostringstream tmp_output, tmp1_output, global_output;
  NodeID lhs = NULL, rhs = NULL;
  BinaryOpNode *eq_node;
  ostringstream Uf[symbol_table.endo_nbr()];
  map<NodeID, int> reference_count;
230
  temporary_terms_t local_temporary_terms;
231
232
233
234
  ofstream  output;
  int nze, nze_exo, nze_other_endo;
  vector<int> feedback_variables;
  ExprNodeOutputType local_output_type;
sebastien's avatar
sebastien committed
235

Sébastien Villemot's avatar
Sébastien Villemot committed
236
  local_output_type = oMatlabDynamicModelSparse;
237
  if (global_temporary_terms)
Sébastien Villemot's avatar
Sébastien Villemot committed
238
    local_temporary_terms = temporary_terms;
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258

  //----------------------------------------------------------------------
  //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();
      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;
      unsigned int block_exo_size = exo_block[block].size();
      unsigned int block_exo_det_size = exo_det_block[block].size();
      unsigned int block_other_endo_size = other_endo_block[block].size();
      int block_max_lag = max_leadlag_block[block].first;
Sébastien Villemot's avatar
Sébastien Villemot committed
259
      local_output_type = oMatlabDynamicModelSparse;
260
      if (global_temporary_terms)
Sébastien Villemot's avatar
Sébastien Villemot committed
261
        local_temporary_terms = temporary_terms;
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333

      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)
        {
          output << "function [y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, jacobian_eval, y_kmin, periods)\n";
        }
      else if (simulation_type == SOLVE_FORWARD_COMPLETE || simulation_type == SOLVE_BACKWARD_COMPLETE)
        output << "function [residual, y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, it_, jacobian_eval)\n";
      else if (simulation_type == SOLVE_BACKWARD_SIMPLE || simulation_type == SOLVE_FORWARD_SIMPLE)
        output << "function [residual, y, g1, g2, g3, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, it_, jacobian_eval)\n";
      else
        output << "function [residual, y, g1, g2, g3, b, varargout] = " << dynamic_basename << "_" << block+1 << "(y, x, params, periods, jacobian_eval, y_kmin, y_size)\n";
      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;
      output << "  global options_;" << endl;
      //The Temporary terms
      if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
        {
          output << "  if(jacobian_eval)\n";
          output << "    g1 = spalloc(" << block_mfs  << ", " << block_mfs*(1+getBlockMaxLag(block)+getBlockMaxLead(block)) << ", " << nze << ");\n";
          output << "    g1_x=spalloc(" << block_size << ", " << (block_exo_size + block_exo_det_size)
            *(1+max(exo_det_max_leadlag_block[block].first, exo_max_leadlag_block[block].first)+max(exo_det_max_leadlag_block[block].second, exo_max_leadlag_block[block].second))
                 << ", " << nze_exo << ");\n";
          output << "    g1_o=spalloc(" << block_size << ", " << block_other_endo_size
            *(1+other_endo_max_leadlag_block[block].first+other_endo_max_leadlag_block[block].second)
                 << ", " << nze_other_endo << ");\n";
          output << "  end;\n";
        }
      else
        {
          output << "  if(jacobian_eval)\n";
          output << "    g1 = spalloc(" << block_size << ", " << block_size*(1+getBlockMaxLag(block)+getBlockMaxLead(block)) << ", " << nze << ");\n";
          output << "    g1_x=spalloc(" << block_size << ", " << (block_exo_size + block_exo_det_size)
            *(1+max(exo_det_max_leadlag_block[block].first, exo_max_leadlag_block[block].first)+max(exo_det_max_leadlag_block[block].second, exo_max_leadlag_block[block].second))
                 << ", " << nze_exo << ");\n";
          output << "    g1_o=spalloc(" << block_size << ", " << block_other_endo_size
            *(1+other_endo_max_leadlag_block[block].first+other_endo_max_leadlag_block[block].second)
                 << ", " << nze_other_endo << ");\n";
          output << "  else\n";
          if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
            {
              output << "    g1 = spalloc(" << block_mfs << "*options_.periods, "
                     << block_mfs << "*(options_.periods+" << max_leadlag_block[block].first+max_leadlag_block[block].second+1 << ")"
                     << ", " << nze << "*options_.periods);\n";
            }
ferhat's avatar
ferhat committed
334
          else
335
336
337
338
339
340
341
342
343
344
            {
              output << "    g1 = spalloc(" << block_mfs
                     << ", " << block_mfs << ", " << nze << ");\n";
              output << "    g1_tmp_r = spalloc(" << block_recursive
                     << ", " << block_size << ", " << nze << ");\n";
              output << "    g1_tmp_b = spalloc(" << block_mfs
                     << ", " << block_size << ", " << nze << ");\n";
            }
          output << "  end;\n";
        }
345

346
347
348
349
      output << "  g2=0;g3=0;\n";
      if (v_temporary_terms_inuse[block].size())
        {
          tmp_output.str("");
350
          for (temporary_terms_inuse_t::const_iterator it = v_temporary_terms_inuse[block].begin();
351
352
353
354
355
356
               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)
        {
357
          temporary_terms_t tt2;
358
359
360
361
362
363
364
          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;
365
                  for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin();
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
                       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++)
        {
401
          temporary_terms_t tt2;
402
403
404
405
          tt2.clear();
          if (v_temporary_terms[block].size())
            {
              output << "  " << "% //Temporary variables" << endl;
406
              for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin();
407
408
409
410
411
412
413
414
415
416
417
418
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
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
                   it != v_temporary_terms[block][i].end(); it++)
                {
                  output << "  " <<  sps;
                  (*it)->writeOutput(output, local_output_type, local_temporary_terms);
                  output << " = ";
                  (*it)->writeOutput(output, local_output_type, tt2);
                  // 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));
          eq_node = (BinaryOpNode *) getBlockEquationNodeID(block, i);
          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("");
                      eq_node = (BinaryOpNode *) getBlockEquationRenormalizedNodeID(block, i);
                      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
                {
                  cerr << "Type missmatch for equation " << equation_ID+1  << "\n";
                  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
                     << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << endl;
              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
                     << " (" << variable_ID+1 << ") " << c_Equation_Type(equ_type) << endl;
              Uf[equation_ID] << "    b(" << i+1-block_recursive << "+Per_J_) = -residual(" << i+1-block_recursive << ", it_)";
              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
493
#ifdef CONDITION
494
495
              if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
                output << "  condition(" << i+1 << ")=0;\n";
sebastien's avatar
sebastien committed
496
#endif
497
498
499
500
501
502
503
504
505
            }
        }
      // The Jacobian if we have to solve the block
      if (simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE)
        output << "  " << sps << "% Jacobian  " << endl;
      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
506
        else
507
508
509
510
511
          output << "    % Jacobian  " << endl << "    if jacobian_eval" << endl;
      switch (simulation_type)
        {
        case EVALUATE_BACKWARD:
        case EVALUATE_FORWARD:
512
          for (derivative_t::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
            {
              int lag = it->first.first;
              int eq = it->first.second.first;
              int var = it->first.second.second;
              int eqr = getBlockInitialEquationID(block, eq);
              int varr = getBlockInitialVariableID(block, var);

              NodeID id = it->second;

              output << "      g1(" << eqr+1 << ", " << varr+1+(lag+block_max_lag)*block_size << ") = ";
              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;
            }
529
          for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
            {
              int lag = it->first.first;
              int eq = it->first.second.first;
              int var = it->first.second.second;
              int eqr = getBlockInitialEquationID(block, eq);
              NodeID id = it->second;

              output << "      g1_o(" << eqr+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
              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_o;\n";
          output << "    end;" << endl;
          output << "  end;" << endl;
          break;
        case SOLVE_BACKWARD_SIMPLE:
        case SOLVE_FORWARD_SIMPLE:
        case SOLVE_BACKWARD_COMPLETE:
        case SOLVE_FORWARD_COMPLETE:
553
          for (derivative_t::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
554
555
556
557
558
559
560
561
562
563
564
565
566
            {
              int lag = it->first.first;
              unsigned int eq = it->first.second.first;
              unsigned int var = it->first.second.second;
              NodeID id = it->second;

              output << "    g1(" << eq+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
              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;
            }
567

568
          for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
            {
              int lag = it->first.first;
              unsigned int eq = it->first.second.first;
              unsigned int var = it->first.second.second;
              NodeID id = it->second;

              output << "    g1_o(" << eq+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
              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_o;\n";
          output << "  else" << endl;
585
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
            {
              unsigned int eq = it->first.first;
              unsigned int var = it->first.second;
              unsigned int eqr = getBlockEquationID(block, eq);
              unsigned int varr = getBlockVariableID(block, var);
              NodeID id = it->second.second;
              int lag = it->second.first;
              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;
            }
          output << "  end;\n";
          break;
        case SOLVE_TWO_BOUNDARIES_SIMPLE:
        case SOLVE_TWO_BOUNDARIES_COMPLETE:
          output << "    if ~jacobian_eval" << endl;
605
          for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
606
607
608
609
610
611
612
613
            {
              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;
              NodeID id = it->second.second;
              int lag = it->second.first;
614
              if (eq >= block_recursive && var >= block_recursive)
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
                {
                  if (lag == 0)
                    Uf[eqr] << "+g1(" << eq+1-block_recursive
                            << "+Per_J_, " << var+1-block_recursive
                            << "+Per_K_)*y(it_, " << varr+1 << ")";
                  else if (lag == 1)
                    Uf[eqr] << "+g1(" << eq+1-block_recursive
                            << "+Per_J_, " << var+1-block_recursive
                            << "+Per_y_)*y(it_+1, " << varr+1 << ")";
                  else if (lag > 0)
                    Uf[eqr] << "+g1(" << eq+1-block_recursive
                            << "+Per_J_, " << var+1-block_recursive
                            << "+y_size*(it_+" << lag-1 << "))*y(it_+" << lag << ", " << varr+1 << ")";
                  else if (lag < 0)
                    Uf[eqr] << "+g1(" << eq+1-block_recursive
                            << "+Per_J_, " << var+1-block_recursive
                            << "+y_size*(it_" << lag-1 << "))*y(it_" << lag << ", " << varr+1 << ")";
                  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;
                }
651

sebastien's avatar
sebastien committed
652
#ifdef CONDITION
653
654
              output << "  if (fabs(condition[" << eqr << "])<fabs(u[" << u << "+Per_u_]))\n";
              output << "    condition(" << eqr << ")=u(" << u << "+Per_u_);\n";
sebastien's avatar
sebastien committed
655
#endif
656
657
658
659
660
            }
          for (unsigned int i = 0; i < block_size; i++)
            {
              if (i >= block_recursive)
                output << "  " << Uf[getBlockEquationID(block, i)].str() << ";\n";
sebastien's avatar
sebastien committed
661
#ifdef CONDITION
662
663
              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
664
#endif
665
            }
sebastien's avatar
sebastien committed
666
#ifdef CONDITION
667
668
669
670
671
672
673
674
675
676
677
678
679
680
          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
681
682
#endif

683
          output << "    else" << endl;
684

685
          for (derivative_t::const_iterator it = derivative_endo[block].begin(); it != derivative_endo[block].end(); it++)
686
687
688
689
690
691
692
693
694
695
696
697
            {
              int lag = it->first.first;
              unsigned int eq = it->first.second.first;
              unsigned int var = it->first.second.second;
              NodeID id = it->second;
              output << "      g1(" << eq+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
              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;
            }
698
          for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
            {
              int lag = it->first.first;
              unsigned int eq = it->first.second.first;
              unsigned int var = it->first.second.second;
              NodeID id = it->second;

              output << "      g1_o(" << eq+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
              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_o;\n";
          output << "    end;\n";
          output << "  end;\n";
          break;
        default:
          break;
        }
      output.close();
    }
}
sebastien's avatar
sebastien committed
723
724

void
725
DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basename, const map_idx_t &map_idx) const
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
{
  ostringstream tmp_output;
  ofstream code_file;
  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())
    {
      cout << "Error : Can't open file \"" << main_name << "\" for writing\n";
      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;

  Write_Inf_To_Bin_File(file_name, u_count_int, file_open, simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE, symbol_table.endo_nbr() );
  file_open = true;

  //Temporary variables declaration
  FDIMT_ fdimt(temporary_terms.size());
  fdimt.write(code_file);

  FBEGINBLOCK_ fbeginblock(symbol_table.endo_nbr(),
                           simulation_type,
                           0,
                           symbol_table.endo_nbr(),
                           variable_reordered,
                           equation_reordered,
                           false,
                           symbol_table.endo_nbr(),
                           0,
                           0,
                           u_count_int
                           );
  fbeginblock.write(code_file);

  compileTemporaryTerms(code_file, temporary_terms, map_idx, true, false);

  compileModelEquations(code_file, temporary_terms, map_idx, true, false);

  FENDEQU_ fendequ;
  fendequ.write(code_file);
  vector<vector<pair<pair<int, int>, int > > > derivatives;
  derivatives.resize(symbol_table.endo_nbr());
  count_u = symbol_table.endo_nbr();
781
  for (first_derivatives_t::const_iterator it = first_derivatives.begin();
782
783
784
785
786
787
788
789
790
791
       it != first_derivatives.end(); it++)
    {
      int deriv_id = it->first.second;
      if (getTypeByDerivID(deriv_id) == eEndogenous)
        {
          NodeID d1 = it->second;
          unsigned int eq = it->first.first;
          int symb = getSymbIDByDerivID(deriv_id);
          unsigned int var = symbol_table.getTypeSpecificID(symb);
          int lag = getLagByDerivID(deriv_id);
792
793
          FNUMEXPR_ fnumexpr(FirstEndoDerivative, eq, var, lag);
          fnumexpr.write(code_file);
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
          if (!derivatives[eq].size())
            derivatives[eq].clear();
          derivatives[eq].push_back(make_pair(make_pair(var, lag), count_u));
          d1->compile(code_file, false, temporary_terms, map_idx, true, false);

          FSTPU_ fstpu(count_u);
          fstpu.write(code_file);
          count_u++;
        }
    }
  for (int i = 0; i < symbol_table.endo_nbr(); i++)
    {
      FLDR_ fldr(i);
      fldr.write(code_file);
      for(vector<pair<pair<int, int>, int> >::const_iterator it = derivatives[i].begin();
          it != derivatives[i].end(); it++)
        {
          FLDU_ fldu(it->second);
          fldu.write(code_file);
          FLDV_ fldv(eEndogenous, it->first.first, it->first.second);
          fldv.write(code_file);
          FBINARY_ fbinary(oTimes);
          fbinary.write(code_file);
          if (it != derivatives[i].begin())
            {
              FBINARY_ fbinary(oPlus);
              fbinary.write(code_file);
            }
        }
      FBINARY_ fbinary(oMinus);
      fbinary.write(code_file);
      FSTPU_ fstpu(i);
      fstpu.write(code_file);
    }
  FENDBLOCK_ fendblock;
  fendblock.write(code_file);
  FEND_ fend;
  fend.write(code_file);
  code_file.close();
}



void
838
DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin_basename, const map_idx_t &map_idx) const
839
840
{
  struct Uff_l
sebastien's avatar
sebastien committed
841
  {
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
    int u, var, lag;
    Uff_l *pNext;
  };

  struct Uff
  {
    Uff_l *Ufl, *Ufl_First;
  };

  int i, v;
  string tmp_s;
  ostringstream tmp_output;
  ofstream code_file;
  NodeID lhs = NULL, rhs = NULL;
  BinaryOpNode *eq_node;
  Uff Uf[symbol_table.endo_nbr()];
  map<NodeID, int> reference_count;
  vector<int> feedback_variables;
  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())
    {
      cout << "Error : Can't open file \"" << main_name << "\" for writing\n";
      exit(EXIT_FAILURE);
    }
  //Temporary variables declaration

  FDIMT_ fdimt(temporary_terms.size());
  fdimt.write(code_file);

  for (unsigned int block = 0; block < getNbBlocks(); block++)
    {
      feedback_variables.clear();
      if (block > 0)
        {
          FENDBLOCK_ fendblock;
          fendblock.write(code_file);
        }
      int count_u;
      int u_count_int = 0;
      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;
      int block_max_lag = max_leadlag_block[block].first;

      if (simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE
          || simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
        {
894
          Write_Inf_To_Bin_File_Block(file_name, bin_basename, block, u_count_int, file_open,
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
                                simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE);
          file_open = true;
        }
      FBEGINBLOCK_ fbeginblock(block_mfs,
                               simulation_type,
                               getBlockFirstEquation(block),
                               block_size,
                               variable_reordered,
                               equation_reordered,
                               blocks_linear[block],
                               symbol_table.endo_nbr(),
                               block_max_lag,
                               block_max_lag,
                               u_count_int
                               );
      fbeginblock.write(code_file);

      // The equations
      for (i = 0; i < (int) block_size; i++)
        {
          //The Temporary terms
916
          temporary_terms_t tt2;
917
918
919
          tt2.clear();
          if (v_temporary_terms[block][i].size())
            {
920
              for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin();
921
922
                   it != v_temporary_terms[block][i].end(); it++)
                {
923
924
                  FNUMEXPR_ fnumexpr(TemporaryTerm, (int)(map_idx.find((*it)->idx)->second));
                  fnumexpr.write(code_file);
925
926
927
928
929
                  (*it)->compile(code_file, false, tt2, map_idx, true, false);
                  FSTPT_ fstpt((int)(map_idx.find((*it)->idx)->second));
                  fstpt.write(code_file);
                  // Insert current node into tt2
                  tt2.insert(*it);
sebastien's avatar
sebastien committed
930
#ifdef DEBUGC
931
932
933
934
                  cout << "FSTPT " << v << "\n";
                  code_file.write(&FOK, sizeof(FOK));
                  code_file.write(reinterpret_cast<char *>(&k), sizeof(k));
                  ki++;
sebastien's avatar
sebastien committed
935
936
#endif

937
938
                }
            }
sebastien's avatar
sebastien committed
939
#ifdef DEBUGC
940
          for (temporary_terms_t::const_iterator it = v_temporary_terms[block][i].begin();
941
942
               it != v_temporary_terms[block][i].end(); it++)
            {
943
              map_idx_t::const_iterator ii = map_idx.find((*it)->idx);
944
945
              cout << "map_idx[" << (*it)->idx <<"]=" << ii->second << "\n";
            }
946
947
#endif

948
949
          int variable_ID, equation_ID;
          EquationType equ_type;
950

951
952
953
954
955
956
          switch (simulation_type)
            {
            evaluation:
            case EVALUATE_BACKWARD:
            case EVALUATE_FORWARD:
              equ_type = getBlockEquationType(block, i);
957
958
959
960
              {
                FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
                fnumexpr.write(code_file);
              }
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
              if (equ_type == E_EVALUATE)
                {
                  eq_node = (BinaryOpNode *) getBlockEquationNodeID(block, i);
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
                  rhs->compile(code_file, false, temporary_terms, map_idx, true, false);
                  lhs->compile(code_file, true, temporary_terms, map_idx, true, false);
                }
              else if (equ_type == E_EVALUATE_S)
                {
                  eq_node = (BinaryOpNode *) getBlockEquationRenormalizedNodeID(block, i);
                  lhs = eq_node->get_arg1();
                  rhs = eq_node->get_arg2();
                  rhs->compile(code_file, false, temporary_terms, map_idx, true, false);
                  lhs->compile(code_file, true, temporary_terms, map_idx, true, false);
                }
              break;
            case SOLVE_BACKWARD_COMPLETE:
            case SOLVE_FORWARD_COMPLETE:
            case SOLVE_TWO_BOUNDARIES_COMPLETE:
            case SOLVE_TWO_BOUNDARIES_SIMPLE:
              if (i < (int) block_recursive)
                goto evaluation;
              variable_ID = getBlockVariableID(block, i);
              equation_ID = getBlockEquationID(block, i);
              feedback_variables.push_back(variable_ID);
              Uf[equation_ID].Ufl = NULL;
              goto end;
            default:
            end:
991
992
              FNUMEXPR_ fnumexpr(ModelEquation, getBlockEquationID(block, i));
              fnumexpr.write(code_file);
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
              eq_node = (BinaryOpNode *) getBlockEquationNodeID(block, i);
              lhs = eq_node->get_arg1();
              rhs = eq_node->get_arg2();
              lhs->compile(code_file, false, temporary_terms, map_idx, true, false);
              rhs->compile(code_file, false, temporary_terms, map_idx, true, false);

              FBINARY_ fbinary(oMinus);
              fbinary.write(code_file);
              FSTPR_ fstpr(i - block_recursive);
              fstpr.write(code_file);
            }
        }
      FENDEQU_ fendequ;
      fendequ.write(code_file);
      // The Jacobian if we have to solve the block
      if    (simulation_type != EVALUATE_BACKWARD
             && simulation_type != EVALUATE_FORWARD)
        {
          switch (simulation_type)
            {
            case SOLVE_BACKWARD_SIMPLE:
            case SOLVE_FORWARD_SIMPLE:
1015
1016
1017
1018
              {
                FNUMEXPR_ fnumexpr(FirstEndoDerivative, getBlockEquationID(block, i), getBlockVariableID(block, 0), 0);
                fnumexpr.write(code_file);
              }
1019
              compileDerivative(code_file, getBlockEquationID(block, 0), getBlockVariableID(block, 0), 0, map_idx);
ferhat's avatar
ferhat committed
1020
              {
1021
1022
                FSTPG_ fstpg(0);
                fstpg.write(code_file);
ferhat's avatar
ferhat committed
1023
              }
1024
1025
1026
1027
1028
1029
1030
              break;

            case SOLVE_BACKWARD_COMPLETE:
            case SOLVE_FORWARD_COMPLETE:
            case SOLVE_TWO_BOUNDARIES_COMPLETE:
            case SOLVE_TWO_BOUNDARIES_SIMPLE:
              count_u = feedback_variables.size();
1031
              for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
1032
1033
1034
1035
1036
1037
                {
                  unsigned int eq = it->first.first;
                  unsigned int var = it->first.second;
                  unsigned int eqr = getBlockEquationID(block, eq);
                  unsigned int varr = getBlockVariableID(block, var);
                  int lag = it->second.first;
1038
                  if (eq >= block_recursive && var >= block_recursive)
1039
1040
1041
1042
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
                    {
                      if (!Uf[eqr].Ufl)
                        {
                          Uf[eqr].Ufl = (Uff_l *) malloc(sizeof(Uff_l));
                          Uf[eqr].Ufl_First = Uf[eqr].Ufl;
                        }
                      else
                        {
                          Uf[eqr].Ufl->pNext = (Uff_l *) malloc(sizeof(Uff_l));
                          Uf[eqr].Ufl = Uf[eqr].Ufl->pNext;
                        }
                      Uf[eqr].Ufl->pNext = NULL;
                      Uf[eqr].Ufl->u = count_u;
                      Uf[eqr].Ufl->var = varr;
                      Uf[eqr].Ufl->lag = lag;
1054
1055
                      FNUMEXPR_ fnumexpr(FirstEndoDerivative, eqr, varr, lag);
                      fnumexpr.write(code_file);
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074
1075
1076
1077
1078
1079
1080
1081
1082
1083
1084
1085
1086
1087
1088
1089
1090
1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111
                      compileChainRuleDerivative(code_file, eqr, varr, lag, map_idx);
                      FSTPU_ fstpu(count_u);
                      fstpu.write(code_file);
                      count_u++;
                    }
                }
              for (i = 0; i < (int) block_size; i++)
                {
                  if (i >= (int) block_recursive)
                    {
                      FLDR_ fldr(i-block_recursive);
                      fldr.write(code_file);

                      FLDZ_ fldz;
                      fldz.write(code_file);

                      v = getBlockEquationID(block, i);
                      for (Uf[v].Ufl = Uf[v].Ufl_First; Uf[v].Ufl; Uf[v].Ufl = Uf[v].Ufl->pNext)
                        {
                          FLDU_ fldu(Uf[v].Ufl->u);
                          fldu.write(code_file);
                          FLDV_ fldv(eEndogenous, Uf[v].Ufl->var, Uf[v].Ufl->lag);
                          fldv.write(code_file);

                          FBINARY_ fbinary(oTimes);
                          fbinary.write(code_file);

                          FCUML_ fcuml;
                          fcuml.write(code_file);
                        }
                      Uf[v].Ufl = Uf[v].Ufl_First;
                      while (Uf[v].Ufl)
                        {
                          Uf[v].Ufl_First = Uf[v].Ufl->pNext;
                          free(Uf[v].Ufl);
                          Uf[v].Ufl = Uf[v].Ufl_First;
                        }
                      FBINARY_ fbinary(oMinus);
                      fbinary.write(code_file);

                      FSTPU_ fstpu(i - block_recursive);
                      fstpu.write(code_file);
                    }
                }
              break;
            default:
              break;
            }
        }
    }
  FENDBLOCK_ fendblock;
  fendblock.write(code_file);
  FEND_ fend;
  fend.write(code_file);
  code_file.close();
}
sebastien's avatar
sebastien committed
1112
1113
1114

void
DynamicModel::writeDynamicMFile(const string &dynamic_basename) const
1115
1116
1117
1118
1119
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
{
  string filename = dynamic_basename + ".m";

  ofstream mDynamicModelFile;
  mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
  if (!mDynamicModelFile.is_open())
    {
      cerr << "Error: Can't open file " << filename << " for writing" << endl;
      exit(EXIT_FAILURE);
    }
  mDynamicModelFile << "function [residual, g1, g2, g3] = " << dynamic_basename << "(y, x, params, it_)" << endl
                    << "%" << endl
                    << "% Status : Computes dynamic model for Dynare" << endl
                    << "%" << endl
                    << "% Warning : this file is generated automatically by Dynare" << endl
                    << "%           from model file (.mod)" << endl << endl;

Sébastien Villemot's avatar
Sébastien Villemot committed
1132
  if (isUnaryOpUsed(oSteadyState))
1133
1134
1135
1136
1137
1138
    mDynamicModelFile << "global oo_;" << endl << endl;

  writeDynamicModel(mDynamicModelFile, false);

  mDynamicModelFile.close();
}
sebastien's avatar
sebastien committed
1139
1140

void
1141
DynamicModel::writeDynamicCFile(const string &dynamic_basename, const int order) const
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
{
  string filename = dynamic_basename + ".c";
  ofstream mDynamicModelFile;

  mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
  if (!mDynamicModelFile.is_open())
    {
      cerr << "Error: Can't open file " << filename << " for writing" << endl;
      exit(EXIT_FAILURE);
    }
  mDynamicModelFile << "/*" << endl
                    << " * " << filename << " : Computes dynamic model for Dynare" << endl
                    << " *" << endl
                    << " * Warning : this file is generated automatically by Dynare" << endl
                    << " *           from model file (.mod)" << endl
                    << endl
                    << " */" << endl
                    << "#include <math.h>" << endl
                    << "#include \"mex.h\"" << endl
                    << endl
                    << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
                    << "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;

  // Writing the function body
  writeDynamicModel(mDynamicModelFile, true);

  // Writing the gateway routine
  mDynamicModelFile << "/* The gateway routine */" << endl
                    << "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
                    << "{" << endl
                    << "  double *y, *x, *params;" << endl
                    << "  double *residual, *g1, *v2, *v3;" << endl
                    << "  int nb_row_x, it_;" << endl
                    << endl
1176
1177
1178
                    << "  /* Check that no derivatives of higher order than computed are being requested */ " << endl
                    << "  if (nlhs > " << order + 1 << ") " << endl
                    << "    mexErrMsgTxt(\"Derivatives of higher order than computed have been requested\"); " << endl
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
1203
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
                    << "  /* Create a pointer to the input matrix y. */" << endl
                    << "  y = mxGetPr(prhs[0]);" << endl
                    << endl
                    << "  /* Create a pointer to the input matrix x. */" << endl
                    << "  x = mxGetPr(prhs[1]);" << endl
                    << endl
                    << "  /* Create a pointer to the input matrix params. */" << endl
                    << "  params = mxGetPr(prhs[2]);" << endl
                    << endl
                    << "  /* Fetch time index */" << endl
                    << "  it_ = (int) mxGetScalar(prhs[3]) - 1;" << endl
                    << endl
                    << "  /* Gets number of rows of matrix x. */" << endl
                    << "  nb_row_x = mxGetM(prhs[1]);" << endl
                    << endl
                    << "  residual = NULL;" << endl
                    << "  if (nlhs >= 1)" << endl
                    << "  {" << endl
                    << "     /* Set the output pointer to the output matrix residual. */" << endl
                    << "     plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
                    << "     /* Create a C pointer to a copy of the output matrix residual. */" << endl
                    << "     residual = mxGetPr(plhs[0]);" << endl
                    << "  }" << endl
                    << endl
                    << "  g1 = NULL;" << endl
                    << "  if (nlhs >= 2)" << endl
                    << "  {" << endl
                    << "     /* Set the output pointer to the output matrix g1. */" << endl

                    << "     plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << dynJacobianColsNbr << ", mxREAL);" << endl
                    << "     /* Create a C pointer to a copy of the output matrix g1. */" << endl
                    << "     g1 = mxGetPr(plhs[1]);" << endl
                    << "  }" << endl
                    << endl
                    << "  v2 = NULL;" << endl
                    << " if (nlhs >= 3)" << endl
                    << "  {" << endl
                    << "     /* Set the output pointer to the output matrix v2. */" << endl
                    << "     plhs[2] = mxCreateDoubleMatrix(" << NNZDerivatives[1] << ", " << 3
                    << ", mxREAL);" << endl
                    << "     v2 = mxGetPr(plhs[2]);" << endl
                    << "  }" << endl
                    << endl
1222
                    << "  v3 = NULL;" << endl
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
                    << " if (nlhs >= 4)" << endl
                    << "  {" << endl
                    << "     /* Set the output pointer to the output matrix v3. */" << endl
                    << "     plhs[3] = mxCreateDoubleMatrix(" << NNZDerivatives[2] << ", " << 3 << ", mxREAL);" << endl
                    << "     v3 = mxGetPr(plhs[3]);" << endl
                    << "  }" << endl
                    << endl
                    << "  /* Call the C subroutines. */" << endl
                    << "  Dynamic(y, x, nb_row_x, params, it_, residual, g1, v2, v3);" << endl
                    << "}" << endl;
  mDynamicModelFile.close();
}
sebastien's avatar
sebastien committed
1235
1236

string
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
DynamicModel::reform(const string name1) const
{
  string name = name1;
  int pos = name.find("\\", 0);
  while (pos >= 0)
    {
      if (name.substr(pos + 1, 1) != "\\")
        {
          name = name.insert(pos, "\\");
          pos++;
        }
      pos++;
      pos = name.find("\\", pos);
    }
  return (name);
}
sebastien's avatar
sebastien committed
1253
1254

void
1255
DynamicModel::Write_Inf_To_Bin_File_Block(const string &dynamic_basename, const string &bin_basename, const int &num,
sebastien's avatar
sebastien committed
1256
                                    int &u_count_int, bool &file_open, bool is_two_boundaries) const
1257
1258
1259
1260
1261
1262
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
{
  int j;
  std::ofstream SaveCode;
  if (file_open)
    SaveCode.open((bin_basename + "_dynamic.bin").c_str(), ios::out | ios::in | ios::binary | ios::ate);
  else
    SaveCode.open((bin_basename + "_dynamic.bin").c_str(), ios::out | ios::binary);
  if (!SaveCode.is_open())
    {
      cout << "Error : Can't open file \"" << bin_basename << "_dynamic.bin\" for writing\n";
      exit(EXIT_FAILURE);
    }
  u_count_int = 0;
  unsigned int block_size = getBlockSize(num);
  unsigned int block_mfs = getBlockMfs(num);
  unsigned int block_recursive = block_size - block_mfs;
1273
  for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[num].begin(); it != (blocks_derivatives[num]).end(); it++)
1274
1275
1276
1277
    {
      unsigned int eq = it->first.first;
      unsigned int var = it->first.second;
      int lag = it->second.first;
1278
      if (eq >= block_recursive && var >= block_recursive)
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302
1303
1304
        {
          int v = eq - block_recursive;
          SaveCode.write(reinterpret_cast<char *>(&v), sizeof(v));
          int varr = var - block_recursive + lag * block_mfs;
          SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
          SaveCode.write(reinterpret_cast<char *>(&lag), sizeof(lag));
          int u = u_count_int + block_mfs;
          SaveCode.write(reinterpret_cast<char *>(&u), sizeof(u));
          u_count_int++;
        }
    }

  if (is_two_boundaries)
    u_count_int += block_mfs;
  for (j = block_recursive; j < (int) block_size; j++)
    {
      unsigned int varr = getBlockVariableID(num, j);
      SaveCode.write(reinterpret_cast<char *>(&varr), sizeof(varr));
    }
  for (j = block_recursive; j < (int) block_size; j++)
    {
      unsigned int eqr = getBlockEquationID(num, j);
      SaveCode.write(reinterpret_cast<char *>(&eqr), sizeof(eqr));
    }
  SaveCode.close();
}
sebastien's avatar
sebastien committed
1305
1306

void
1307
DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const string &basename) const
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
1327
1328
1329
1330
1331
1332
1333
1334
1335
1336
1337
{
  string sp;
  ofstream mDynamicModelFile;
  ostringstream tmp, tmp1, tmp_eq;
  int prev_Simulation_Type;
  bool OK;
  chdir(basename.c_str());
  string filename = dynamic_basename + ".m";
  mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
  if (!mDynamicModelFile.is_open())
    {
      cerr << "Error: Can't open file " << filename << " for writing" << endl;
      exit(EXIT_FAILURE);
    }
  mDynamicModelFile << "%\n";
  mDynamicModelFile << "% " << filename << " : Computes dynamic model for Dynare\n";
  mDynamicModelFile << "%\n";
  mDynamicModelFile << "% Warning : this file is generated automatically by Dynare\n";
  mDynamicModelFile << "%           from model file (.mod)\n\n";
  mDynamicModelFile << "%/\n";

  int Nb_SGE = 0;
  bool skip_head, open_par = false;

  mDynamicModelFile << "function [varargout] = " << dynamic_basename << "(varargin)\n";
  mDynamicModelFile << "  global oo_ options_ M_ ;\n";
  mDynamicModelFile << "  g2=[];g3=[];\n";
  //Temporary variables declaration
  OK = true;
  ostringstream tmp_output;
1338
  for (temporary_terms_t::const_iterator it = temporary_terms.begin();
1339
1340
1341
1342
1343
1344
1345
1346
1347
1348
       it != temporary_terms.end(); it++)
    {
      if (OK)
        OK = false;
      else
        tmp_output << " ";
      (*it)->writeOutput(tmp_output, oMatlabStaticModelSparse, temporary_terms);
    }
  if (tmp_output.str().length() > 0)
    mDynamicModelFile << "  global " << tmp_output.str() << " M_ ;\n";
1349

1350
1351
  mDynamicModelFile << "  T_init=zeros(1,options_.periods+M_.maximum_lag+M_.maximum_lead);\n";
  tmp_output.str("");
1352
  for (temporary_terms_t::const_iterator it = temporary_terms.begin();
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
1363
1364
1365
1366
1367
1368
1369
1370
1371
1372
1373
1374
1375
1376
1377
1378
1379
1380
1381
1382
1383
1384
1385
1386
1387
1388
1389
1390
1391
1392
1393
1394
1395
1396
1397
1398
1399
1400
1401
1402
1403
1404
1405
1406
1407
1408
1409
1410
1411
1412
1413
1414
1415
1416
1417
1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
1428
1429
1430
1431
1432
1433
1434
1435
1436
1437
1438
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
1488
1489
1490
1491
1492
1493
1494
1495
1496
1497
1498
1499
1500
1501
1502
1503
1504
1505
1506
1507
1508
1509
1510
1511
1512
1513
1514
1515
1516
1517
1518
1519
1520
1521
1522
1523
1524
1525
1526
1527
1528
1529
1530
1531
1532
1533
1534
1535
1536
1537
1538
1539
1540
1541
1542
1543
1544
1545
1546
1547
1548
1549
1550
1551
1552
1553
1554
1555
1556
1557
1558
1559
1560
1561
1562
1563
1564
1565
1566
1567
1568
1569
1570
1571
1572
1573
1574
1575
1576
1577
1578
1579
1580
1581
1582
1583
1584
1585
1586
1587
1588
1589
1590
1591
1592
1593
1594
1595
1596
1597
1598
1599
1600
1601
1602
1603
1604
1605
1606
1607
1608
1609
1610