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DynamicModel.cc

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  • StaticModel.hh 8.13 KiB
    /*
     * Copyright © 2003-2022 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/>.
     */
    
    #ifndef _STATIC_MODEL_HH
    #define _STATIC_MODEL_HH
    
    #include <fstream>
    #include <filesystem>
    
    #include "ModelTree.hh"
    
    using namespace std;
    
    class DynamicModel;
    
    //! Stores a static model, as derived from the "model" block when leads and lags have been removed
    class StaticModel : public ModelTree
    {
    private:
      //! Writes static model file (standard Matlab version)
      void writeStaticMFile(const string &basename) const;
    
      //! Writes static model file (C version)
      void writeStaticCFile(const string &basename) const;
    
      //! Writes static model file (Julia version)
      void writeStaticJuliaFile(const string &basename) const;
    
      //! Writes the static model equations and its derivatives
      void writeStaticModel(const string &basename, ostream &StaticOutput, bool use_dll, bool julia) const;
    
      //! Writes the main static function of block decomposed model (MATLAB version)
      void writeStaticBlockMFile(const string &basename) const;
    
      //! Writes the main static function of block decomposed model (C version)
      void writeStaticBlockCFile(const string &basename) const;
    
      //! Helper for writing a per-block static file of block decomposed model
      void writeStaticPerBlockHelper(int blk, ostream &output, ExprNodeOutputType output_type, temporary_terms_t &temporary_terms) const;
    
      //! Writes the per-block static files of block decomposed model (MATLAB version)
      void writeStaticPerBlockMFiles(const string &basename) const;
    
      //! Writes the per-block static files of block decomposed model (C version)
      void writeStaticPerBlockCFiles(const string &basename) const;
    
      //! Writes the code of the block-decomposed model in virtual machine bytecode
      void writeStaticBlockBytecode(const string &basename) const;
    
      //! Writes the code of the model in virtual machine bytecode
      void writeStaticBytecode(const string &basename) const;
    
      //! Adds per-block information for bytecode simulation in a separate .bin file
      void writeBlockBytecodeBinFile(const string &basename, int num,
                                     int &u_count_int, bool &file_open) const;
    
      //! Computes jacobian and prepares for equation normalization
      /*! Using values from initval/endval blocks and parameter initializations:
        - computes the jacobian for the model w.r. to contemporaneous variables
        - removes edges of the incidence matrix when derivative w.r. to the corresponding variable is too close to zero (below the cutoff)
      */
      void evaluateJacobian(const eval_context_t &eval_context, jacob_map_t *j_m, bool dynamic);
    
      //! Write derivative code of an equation w.r. to a variable
      void compileDerivative(ofstream &code_file, unsigned int &instruction_number, int eq, int symb_id, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const;
      //! Write chain rule derivative code of an equation w.r. to a variable
      void compileChainRuleDerivative(ofstream &code_file, unsigned int &instruction_number, int blk, int eq, int var, int lag, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const;
    
      //! Get the type corresponding to a derivation ID
      SymbolType getTypeByDerivID(int deriv_id) const noexcept(false) override;
      //! Get the lag corresponding to a derivation ID
      int getLagByDerivID(int deriv_id) const noexcept(false) override;
      //! Get the symbol ID corresponding to a derivation ID
      int getSymbIDByDerivID(int deriv_id) const noexcept(false) override;
      //! Compute the column indices of the static Jacobian
      void computeStatJacobianCols();
      //! Computes chain rule derivatives of the Jacobian w.r. to endogenous variables
      void computeChainRuleJacobian();
    
      //! Helper functions for writeStaticModel
      void writeStaticModelHelper(const string &basename,
                                  const string &name, const string &retvalname,
                                  const string &name_tt, size_t ttlen,
                                  const string &previous_tt_name,
                                  const ostringstream &init_s, const ostringstream &end_s,
                                  const ostringstream &s, const ostringstream &s_tt) const;
      void writeWrapperFunctions(const string &basename, const string &ending) const;
    
      //! Create a legacy *_static.m file for Matlab/Octave not yet using the temporary terms array interface
      void writeStaticMatlabCompatLayer(const string &name) const;
    
      void writeStaticModel(ostream &DynamicOutput, bool use_dll, bool julia) const;
      void writeStaticModel(const string &dynamic_basename, bool use_dll, bool julia) const;
    
      //! Internal helper for the copy constructor and assignment operator
      /*! Copies all the structures that contain ExprNode*, by the converting the
          pointers into their equivalent in the new tree */
      void copyHelper(const StaticModel &m);
    
    public:
      StaticModel(SymbolTable &symbol_table_arg,
                  NumericalConstants &num_constants,
                  ExternalFunctionsTable &external_functions_table_arg);
    
      StaticModel(const StaticModel &m);
      StaticModel &operator=(const StaticModel &m);
    
      //! Creates the static version of a dynamic model
      explicit StaticModel(const DynamicModel &m);
    
      //! Writes information about the static model to the driver file
      void writeDriverOutput(ostream &output, bool block) const;
    
      //! Execute computations (variable sorting + derivation)
      /*!
        \param eval_context evaluation context for normalization
        \param no_tmp_terms if true, no temporary terms will be computed in the static files
        \param derivsOrder order of derivation with respect to endogenous
        \param paramsDerivsOrder order of derivatives w.r. to a pair (endogenous, parameter) to be computed
      */
      void computingPass(int derivsOrder, int paramsDerivsOrder, const eval_context_t &eval_context, bool no_tmp_terms, bool block);
    
      //! Writes static model file (+ bytecode)
      void writeStaticFile(const string &basename, bool block, bool use_dll, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot, bool julia) const;
    
      //! Write JSON Output (used by PlannerObjectiveStatement)
      void writeJsonOutput(ostream &output) const;
    
      //! Write JSON representation of static model
      void writeJsonComputingPassOutput(ostream &output, bool writeDetails) const;
    
      //! Writes file containing static parameters derivatives
      void writeJsonParamsDerivativesFile(ostream &output, bool writeDetails) const;
    
      //! Writes file containing static parameters derivatives
      void writeParamsDerivativesFile(const string &basename, bool julia) const;
    
      //! Writes LaTeX file with the equations of the static model
      void writeLatexFile(const string &basename, bool write_equation_tags) const;
    
      //! Writes initializations in oo_.steady_state or steady state file for the auxiliary variables
      void writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type) const;
    
      //! Writes definition of the auxiliary variables in a .m or .jl file
      void writeSetAuxiliaryVariables(const string &basename, bool julia) const;
      void writeAuxVarRecursiveDefinitions(ostream &output, ExprNodeOutputType output_type) const;
      void writeLatexAuxVarRecursiveDefinitions(ostream &output) const;
      void writeJsonAuxVarRecursiveDefinitions(ostream &output) const;
    
      //! To ensure that no exogenous is present in the planner objective
      //! See #1264
      bool exoPresentInEqs() const;
    
      int getDerivID(int symb_id, int lag) const noexcept(false) override;
      void addAllParamDerivId(set<int> &deriv_id_set) override;
    };
    
    #endif