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BlockTriangular.hh

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    ferhat authored
    - Use derivatives w.r. to lead and lag endogenous in BlockTriangular.cc
    
    git-svn-id: https://www.dynare.org/svn/dynare/trunk@2728 ac1d8469-bf42-47a9-8791-bf33cf982152
    4a54f3f5
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    BlockTriangular.hh 6.24 KiB
    /*
     * Copyright (C) 2007-2008 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 <http://www.gnu.org/licenses/>.
     */
    
    #ifndef _BLOCKTRIANGULAR_HH
    #define _BLOCKTRIANGULAR_HH
    
    #include <string>
    #include "CodeInterpreter.hh"
    #include "ExprNode.hh"
    #include "SymbolTable.hh"
    //#include "ModelNormalization.hh"
    //#include "ModelBlocks.hh"
    #include "IncidenceMatrix.hh"
    #include "ModelTree.hh"
    
    
    
    //! Sparse matrix of double to store the values of the Jacobian
    typedef map<pair<int ,int >,double> jacob_map;
    
    typedef vector<pair<BlockSimulationType, pair<int, int> > > t_type;
    
    //! Vector describing equations: BlockSimulationType, if BlockSimulationType == EVALUATE_s then a NodeID on the new normalized equation
    typedef vector<pair<EquationType, NodeID > > t_etype;
    
    //! Vector describing variables: max_lag in the block, max_lead in the block
    typedef vector<pair< int, int> > t_vtype;
    
    //! Creates the incidence matrix, computes prologue & epilogue, normalizes the model and computes the block decomposition
    class BlockTriangular
    {
    private:
      //! Find equations and endogenous variables belonging to the prologue and epilogue of the model
      void Prologue_Epilogue(bool* IM, int &prologue, int &epilogue, int n, vector<int> &Index_Var_IM, vector<int> &Index_Equ_IM, bool* IM0);
      //! Allocates and fills the Model structure describing the content of each block
      void Allocate_Block(int size, int *count_Equ, int count_Block, BlockType type, BlockSimulationType SimType, Model_Block * ModelBlock, t_etype &Equation_Type, int recurs_Size);
      //! Finds a matching between equations and endogenous variables
      bool Compute_Normalization(bool *IM, int equation_number, int prologue, int epilogue, bool verbose, bool *IM0, vector<int> &Index_Var_IM) const;
      //! Decomposes into recurive blocks the non purely recursive equations and determines for each block the minimum feedback variables
      void Compute_Block_Decomposition_and_Feedback_Variables_For_Each_Block(bool *IM, int nb_var, int prologue, int epilogue, vector<int> &Index_Equ_IM, vector<int> &Index_Var_IM, vector<pair<int, int> > &blocks, t_etype &Equation_Type, bool verbose_) const;
      //! determines the type of each equation of the model (could be evaluated or need to be solved)
      t_etype Equation_Type_determination(vector<BinaryOpNode *> &equations, map<pair<int, pair<int, int> >, NodeID> &first_order_endo_derivatives, vector<int> &Index_Var_IM, vector<int> &Index_Equ_IM);
      //! Tries to merge the consecutive blocks in a single block and determine the type of each block: recursive, simultaneous, ...
      t_type Reduce_Blocks_and_type_determination(int prologue, int epilogue, vector<pair<int, int> > &blocks, vector<BinaryOpNode *> &equations, t_etype &Equation_Type);
      //! Compute for each variable its maximum lead and lag in its block
      t_vtype Get_Variable_LeadLag_By_Block(vector<int > &components_set, int nb_blck_sim, int prologue, int epilogue) const;
    public:
      SymbolTable &symbol_table;
      /*Blocks blocks;
      Normalization normalization;*/
      IncidenceMatrix incidencematrix;
      NumericalConstants &num_const;
      DataTree *Normalized_Equation;
      BlockTriangular(SymbolTable &symbol_table_arg, NumericalConstants &num_const_arg);
      ~BlockTriangular();
      //! Frees the Model structure describing the content of each block
      void Free_Block(Model_Block* ModelBlock) const;
    
    
    
      void Normalize_and_BlockDecompose_Static_0_Model(jacob_map &j_m, vector<BinaryOpNode *> &equations, t_etype &V_Equation_Type, map<pair<int, pair<int, int> >, NodeID> &first_order_endo_derivatives);
      void Normalize_and_BlockDecompose(bool* IM, Model_Block* ModelBlock, int n, int &prologue, int &epilogue, vector<int> &Index_Var_IM, vector<int> &Index_Equ_IM, bool* IM_0 , jacob_map &j_m, vector<BinaryOpNode *> &equations, t_etype &equation_simulation_type, map<pair<int, pair<int, int> >, NodeID> &first_order_endo_derivatives);
      vector<int> Index_Equ_IM;
      vector<int> Index_Var_IM;
      int prologue, epilogue;
      bool bt_verbose;
      Model_Block* ModelBlock;
      int periods;
      inline static std::string BlockType0(int type)
      {
        switch (type)
          {
          case 0:
            return ("SIMULTANEOUS TIME SEPARABLE  ");
            break;
          case 1:
            return ("PROLOGUE                     ");
            break;
          case 2:
            return ("EPILOGUE                     ");
            break;
          case 3:
            return ("SIMULTANEOUS TIME UNSEPARABLE");
            break;
          default:
            return ("UNKNOWN                      ");
            break;
          }
      };
      inline static std::string BlockSim(int type)
      {
        switch (type)
          {
          case EVALUATE_FORWARD:
          //case EVALUATE_FORWARD_R:
            return ("EVALUATE FORWARD             ");
            break;
          case EVALUATE_BACKWARD:
          //case EVALUATE_BACKWARD_R:
            return ("EVALUATE BACKWARD            ");
            break;
          case SOLVE_FORWARD_SIMPLE:
            return ("SOLVE FORWARD SIMPLE         ");
            break;
          case SOLVE_BACKWARD_SIMPLE:
            return ("SOLVE BACKWARD SIMPLE        ");
            break;
          case SOLVE_TWO_BOUNDARIES_SIMPLE:
            return ("SOLVE TWO BOUNDARIES SIMPLE  ");
            break;
          case SOLVE_FORWARD_COMPLETE:
            return ("SOLVE FORWARD COMPLETE       ");
            break;
          case SOLVE_BACKWARD_COMPLETE:
            return ("SOLVE BACKWARD COMPLETE      ");
            break;
          case SOLVE_TWO_BOUNDARIES_COMPLETE:
            return ("SOLVE TWO BOUNDARIES COMPLETE");
            break;
          default:
            return ("UNKNOWN                      ");
            break;
          }
      };
      inline static std::string c_Equation_Type(int type)
      {
        char c_Equation_Type[5][13]=
        {
        "E_UNKNOWN   ",
        "E_EVALUATE  ",
        //"E_EVALUATE_R",
        "E_EVALUATE_S",
        "E_SOLVE     "
        };
        return(c_Equation_Type[type]);
      };
    };
    #endif