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SymbolTable.cc
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Sébastien Villemot authored
The computing of the Ramsey steady state relies on the fact that Lagrange multipliers appear linearly in the system to be solved. Instead of directly solving for the Lagrange multipliers along with the other variables, dyn_ramsey_static.m reduces the size of the problem by always computing the value of the multipliers that minimizes the residuals, given the other variables (using a minimum norm solution, easy to compute because of the linearity property). That function thus needs the derivatives of the optimality FOCs with respect to the multipliers. The problem is that, when multipliers appear in an auxiliary variable related to a lead/lag, then those derivatives need to be retrieved by a chain rule derivation, which cannot be easily done with the regular static file. This commit implements the creation of a new file, ramsey_multipliers_static_g1.{m,mex}, that provides exactly the needed derivatives w.r.t. Lagrange multipliers through chain rule derivation. Ref. dynare#633, dynare#1119, dynare#1133Sébastien Villemot authoredThe computing of the Ramsey steady state relies on the fact that Lagrange multipliers appear linearly in the system to be solved. Instead of directly solving for the Lagrange multipliers along with the other variables, dyn_ramsey_static.m reduces the size of the problem by always computing the value of the multipliers that minimizes the residuals, given the other variables (using a minimum norm solution, easy to compute because of the linearity property). That function thus needs the derivatives of the optimality FOCs with respect to the multipliers. The problem is that, when multipliers appear in an auxiliary variable related to a lead/lag, then those derivatives need to be retrieved by a chain rule derivation, which cannot be easily done with the regular static file. This commit implements the creation of a new file, ramsey_multipliers_static_g1.{m,mex}, that provides exactly the needed derivatives w.r.t. Lagrange multipliers through chain rule derivation. Ref. dynare#633, dynare#1119, dynare#1133
SymbolTable.cc 31.65 KiB
/*
* Copyright © 2003-2023 Dynare Team
*
* 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 <https://www.gnu.org/licenses/>.
*/
#include <algorithm>
#include <sstream>
#include <iostream>
#include <cassert>
#pragma GCC diagnostic push
#pragma GCC diagnostic ignored "-Wold-style-cast"
#include <boost/algorithm/string/replace.hpp>
#pragma GCC diagnostic pop
#include <utility>
#include "SymbolTable.hh"
int
SymbolTable::addSymbol(const string &name, SymbolType type, const string &tex_name, const vector<pair<string, string>> &partition_value) noexcept(false)
{
if (frozen)
throw FrozenException();
if (exists(name))
{
if (type_table[getID(name)] == type)
throw AlreadyDeclaredException(name, true);
else
throw AlreadyDeclaredException(name, false);
}
string final_tex_name = tex_name;
if (final_tex_name.empty())
{
final_tex_name = name;
size_t pos = 0;
while ((pos = final_tex_name.find('_', pos)) != string::npos)
{
final_tex_name.insert(pos, R"(\)");
pos += 2;
}
}
string final_long_name = name;
bool non_long_name_partition_exists = false;
for (const auto &it : partition_value)
if (it.first == "long_name")
final_long_name = it.second;
else
non_long_name_partition_exists = true;
int id = symbol_table.size();
symbol_table[name] = id;
type_table.push_back(type);
name_table.push_back(name);