diff --git a/BlockTriangular.cc b/BlockTriangular.cc
index 205122d7079bdf36b7106d62ab37daf868c0f24b..a87ce54bf8a63c4c65371c5a64f7ca72e032ed35 100644
--- a/BlockTriangular.cc
+++ b/BlockTriangular.cc
@@ -17,7 +17,6 @@
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
-// TODO Apply Block Decomposition to the static model
#include <iostream>
#include <sstream>
@@ -31,9 +30,6 @@ using namespace std;
#include "BlockTriangular.hh"
//------------------------------------------------------------------------------
-/*BlockTriangular::BlockTriangular(const SymbolTable &symbol_table_arg) :
- symbol_table(symbol_table_arg),
- normalization(symbol_table_arg)*/
BlockTriangular::BlockTriangular(const SymbolTable &symbol_table_arg) :
symbol_table(symbol_table_arg),
normalization(symbol_table_arg),
@@ -45,394 +41,6 @@ BlockTriangular::BlockTriangular(const SymbolTable &symbol_table_arg) :
}
-IncidenceMatrix::IncidenceMatrix(const SymbolTable &symbol_table_arg) :
- symbol_table(symbol_table_arg)
-{
- Model_Max_Lead = Model_Max_Lead_Endo = Model_Max_Lead_Exo = 0;
- Model_Max_Lag = Model_Max_Lag_Endo = Model_Max_Lag_Exo = 0;
-
-}
-//------------------------------------------------------------------------------
-//For a lead or a lag build the Incidence Matrix structures
-List_IM*
-IncidenceMatrix::Build_IM(int lead_lag, SymbolType type)
-{
- int i;
- List_IM* pIM = new List_IM;
- if(type==eEndogenous)
- {
- Last_IM->pNext = pIM;
- pIM->IM = (bool*)malloc(symbol_table.endo_nbr * symbol_table.endo_nbr * sizeof(pIM->IM[0]));
- for(i = 0;i < symbol_table.endo_nbr*symbol_table.endo_nbr;i++)
- pIM->IM[i] = 0;
- pIM->lead_lag = lead_lag;
- if(lead_lag > 0)
- {
- if(lead_lag > Model_Max_Lead_Endo)
- {
- Model_Max_Lead_Endo = lead_lag;
- if(lead_lag > Model_Max_Lead)
- Model_Max_Lead = lead_lag;
- }
- }
- else
- {
- if( -lead_lag > Model_Max_Lag_Endo)
- {
- Model_Max_Lag_Endo = -lead_lag;
- if(-lead_lag > Model_Max_Lag)
- Model_Max_Lag = -lead_lag;
- }
- }
- pIM->pNext = NULL;
- Last_IM = pIM;
- }
- else
- { //eExogenous
- Last_IM_X->pNext = pIM;
- pIM->IM = (bool*)malloc(symbol_table.exo_nbr * symbol_table.endo_nbr * sizeof(pIM->IM[0]));
- for(i = 0;i < symbol_table.exo_nbr*symbol_table.endo_nbr;i++)
- pIM->IM[i] = 0;
- pIM->lead_lag = lead_lag;
- if(lead_lag > 0)
- {
- if(lead_lag > Model_Max_Lead_Exo)
- {
- Model_Max_Lead_Exo = lead_lag;
- if(lead_lag > Model_Max_Lead)
- Model_Max_Lead = lead_lag;
- }
- }
- else
- {
- if( -lead_lag > Model_Max_Lag_Exo)
- {
- Model_Max_Lag_Exo = -lead_lag;
- if(-lead_lag > Model_Max_Lag)
- Model_Max_Lag = -lead_lag;
- }
- }
- pIM->pNext = NULL;
- Last_IM_X = pIM;
- }
- return (pIM);
-}
-
-//------------------------------------------------------------------------------
-// initialize all the incidence matrix structures
-void
-IncidenceMatrix::init_incidence_matrix()
-{
- int i;
- First_IM = new List_IM;
- First_IM->IM = (bool*)malloc(symbol_table.endo_nbr * symbol_table.endo_nbr * sizeof(First_IM->IM[0]));
- for(i = 0;i < symbol_table.endo_nbr*symbol_table.endo_nbr;i++)
- First_IM->IM[i] = 0;
- First_IM->lead_lag = 0;
- First_IM->pNext = NULL;
- Last_IM = First_IM;
-
- First_IM_X = new List_IM;
- First_IM_X->IM = (bool*)malloc(symbol_table.exo_nbr * symbol_table.endo_nbr * sizeof(First_IM_X->IM[0]));
- for(i = 0;i < symbol_table.endo_nbr*symbol_table.exo_nbr;i++)
- First_IM_X->IM[i] = 0;
- First_IM_X->lead_lag = 0;
- First_IM_X->pNext = NULL;
- Last_IM_X = First_IM_X;
-
-}
-
-
-void
-IncidenceMatrix::Free_IM() const
-{
- List_IM *Cur_IM, *SFirst_IM;
- Cur_IM = SFirst_IM = First_IM;
- while(Cur_IM)
- {
- SFirst_IM = Cur_IM->pNext;
- free(Cur_IM->IM);
- delete Cur_IM;
- Cur_IM = SFirst_IM;
- }
- Cur_IM = SFirst_IM = First_IM_X;
- while(Cur_IM)
- {
- SFirst_IM = Cur_IM->pNext;
- free(Cur_IM->IM);
- delete Cur_IM;
- Cur_IM = SFirst_IM;
- }
-}
-
-//------------------------------------------------------------------------------
-// Return the incidence matrix related to a lead or a lag
-List_IM*
-IncidenceMatrix::Get_IM(int lead_lag, SymbolType type) const
-{
- List_IM* Cur_IM;
- if(type==eEndogenous)
- Cur_IM = First_IM;
- else
- Cur_IM = First_IM_X;
- while ((Cur_IM != NULL) && (Cur_IM->lead_lag != lead_lag))
- Cur_IM = Cur_IM->pNext;
- return (Cur_IM);
-}
-
-bool*
-IncidenceMatrix::bGet_IM(int lead_lag, SymbolType type) const
-{
- List_IM* Cur_IM;
- if(type==eEndogenous)
- Cur_IM = First_IM;
- else
- Cur_IM = First_IM_X;
- while ((Cur_IM != NULL) && (Cur_IM->lead_lag != lead_lag))
- {
- Cur_IM = Cur_IM->pNext;
- }
- if(Cur_IM)
- return (Cur_IM->IM);
- else
- return(0);
-}
-
-
-//------------------------------------------------------------------------------
-// Fill the incidence matrix related to a lead or a lag
-void
-IncidenceMatrix::fill_IM(int equation, int variable, int lead_lag, SymbolType type)
-{
- List_IM* Cur_IM;
- Cur_IM = Get_IM(lead_lag, type);
- if(equation >= symbol_table.endo_nbr)
- {
- cout << "Error : The model has more equations (at least " << equation + 1 << ") than declared endogenous variables (" << symbol_table.endo_nbr << ")\n";
- exit(EXIT_FAILURE);
- }
- if (!Cur_IM)
- Cur_IM = Build_IM(lead_lag, type);
- if(type==eEndogenous)
- Cur_IM->IM[equation*symbol_table.endo_nbr + variable] = 1;
- else
- Cur_IM->IM[equation*symbol_table.exo_nbr + variable] = 1;
-}
-
-//------------------------------------------------------------------------------
-// unFill the incidence matrix related to a lead or a lag
-void
-IncidenceMatrix::unfill_IM(int equation, int variable, int lead_lag, SymbolType type)
-{
- List_IM* Cur_IM;
- Cur_IM = Get_IM(lead_lag, type);
- if (!Cur_IM)
- Cur_IM = Build_IM(lead_lag, type);
- if(type==eEndogenous)
- Cur_IM->IM[equation*symbol_table.endo_nbr + variable] = 0;
- else
- Cur_IM->IM[equation*symbol_table.exo_nbr + variable] = 0;
-}
-
-List_IM*
-IncidenceMatrix::Get_First(SymbolType type) const
-{
- if(type==eEndogenous)
- return(First_IM);
- else
- return(First_IM_X);
-}
-
-
-//------------------------------------------------------------------------------
-//For a lead or a lag build the Incidence Matrix structures
-/*List_IM*
-IncidenceMatrix::Build_IM_X(int lead_lag)
-{
- List_IM* pIM_X = new List_IM;
- int i;
- Last_IM_X->pNext = pIM_X;
- pIM_X->IM = (bool*)malloc(exo_nbr * endo_nbr * sizeof(pIM_X->IM[0]));
- for(i = 0;i < exo_nbr*endo_nbr;i++)
- pIM_X->IM[i] = 0;
- pIM_X->lead_lag = lead_lag;
- if(lead_lag > 0)
- {
- if(lead_lag > Model_Max_Lead_Exo)
- {
- Model_Max_Lead_Exo = lead_lag;
- if(lead_lag > Model_Max_Lead)
- Model_Max_Lead = lead_lag;
- }
- }
- else
- {
- if( -lead_lag > Model_Max_Lag_Exo)
- {
- Model_Max_Lag_Exo = -lead_lag;
- if(-lead_lag > Model_Max_Lag)
- Model_Max_Lag = -lead_lag;
- }
- }
- pIM_X->pNext = NULL;
- Last_IM_X = pIM_X;
- return (pIM_X);
-}
-
-//------------------------------------------------------------------------------
-// initialize all the incidence matrix structures
-void
-IncidenceMatrix::init_incidence_matrix_X(int nb_exo)
-{
- int i;
- //cout << "init_incidence_matrix_X nb_exo = " << nb_exo << " endo_nbr=" << endo_nbr << "\n";
- exo_nbr = nb_exo;
- First_IM_X = new List_IM;
- First_IM_X->IM = (bool*)malloc(nb_exo * endo_nbr * sizeof(First_IM_X->IM[0]));
- for(i = 0;i < endo_nbr*nb_exo;i++)
- First_IM_X->IM[i] = 0;
- First_IM_X->lead_lag = 0;
- First_IM_X->pNext = NULL;
- Last_IM_X = First_IM_X;
-}
-
-
-void
-IncidenceMatrix::Free_IM_X(List_IM* First_IM_X) const
-{
- List_IM *Cur_IM_X, *SFirst_IM_X;
- Cur_IM_X = SFirst_IM_X = First_IM_X;
- while(Cur_IM_X)
- {
- First_IM_X = Cur_IM_X->pNext;
- free(Cur_IM_X->IM);
- delete Cur_IM_X;
- Cur_IM_X = First_IM_X;
- }
-}
-
-
-//------------------------------------------------------------------------------
-// Return the inceidence matrix related to a lead or a lag
-List_IM*
-IncidenceMatrix::Get_IM_X(int lead_lag)
-{
- List_IM* Cur_IM_X;
- Cur_IM_X = First_IM_X;
- while ((Cur_IM_X != NULL) && (Cur_IM_X->lead_lag != lead_lag))
- Cur_IM_X = Cur_IM_X->pNext;
- return (Cur_IM_X);
-}
-
-bool*
-IncidenceMatrix::bGet_IM_X(int lead_lag) const
-{
- List_IM* Cur_IM_X;
- Cur_IM_X = First_IM_X;
- while ((Cur_IM_X != NULL) && (Cur_IM_X->lead_lag != lead_lag))
- {
- Cur_IM_X = Cur_IM_X->pNext;
- }
- if(Cur_IM_X)
- return (Cur_IM_X->IM);
- else
- return(0);
-}
-
-
-//------------------------------------------------------------------------------
-// Fill the incidence matrix related to a lead or a lag
-void
-IncidenceMatrix::fill_IM_X(int equation, int variable_exo, int lead_lag)
-{
- List_IM* Cur_IM_X;
- Cur_IM_X = Get_IM_X(lead_lag);
- if(equation >= endo_nbr)
- {
- cout << "Error : The model has more equations (at least " << equation + 1 << ") than declared endogenous variables (" << endo_nbr << ")\n";
- exit(EXIT_FAILURE);
- }
- if (!Cur_IM_X)
- {
- Cur_IM_X = Build_IM_X(lead_lag);
- }
- Cur_IM_X->IM[equation*exo_nbr + variable_exo] = true;
-}
-*/
-
-//------------------------------------------------------------------------------
-//Print azn incidence matrix
-void
-IncidenceMatrix::Print_SIM(bool* IM, SymbolType type) const
-{
- int i, j, n;
- if(type == eEndogenous)
- n = symbol_table.endo_nbr;
- else
- n = symbol_table.exo_nbr;
- for(i = 0;i < symbol_table.endo_nbr;i++)
- {
- cout << " ";
- for(j = 0;j < n;j++)
- cout << IM[i*n + j] << " ";
- cout << "\n";
- }
-}
-
-//------------------------------------------------------------------------------
-//Print all incidence matrix
-void
-IncidenceMatrix::Print_IM(SymbolType type) const
-{
- List_IM* Cur_IM;
- if(type == eEndogenous)
- Cur_IM = First_IM;
- else
- Cur_IM = First_IM_X;
- cout << "-------------------------------------------------------------------\n";
- while(Cur_IM)
- {
- cout << "Incidence matrix for lead_lag = " << Cur_IM->lead_lag << "\n";
- Print_SIM(Cur_IM->IM, type);
- Cur_IM = Cur_IM->pNext;
- }
-}
-
-
-//------------------------------------------------------------------------------
-// Swap rows and columns of the incidence matrix
-void
-IncidenceMatrix::swap_IM_c(bool *SIM, int pos1, int pos2, int pos3, simple* Index_Var_IM, simple* Index_Equ_IM, int n) const
-{
- int tmp_i, j;
- bool tmp_b;
- /* We exchange equation (row)...*/
- if(pos1 != pos2)
- {
- tmp_i = Index_Equ_IM[pos1].index;
- Index_Equ_IM[pos1].index = Index_Equ_IM[pos2].index;
- Index_Equ_IM[pos2].index = tmp_i;
- for(j = 0;j < n;j++)
- {
- tmp_b = SIM[pos1 * n + j];
- SIM[pos1*n + j] = SIM[pos2 * n + j];
- SIM[pos2*n + j] = tmp_b;
- }
- }
- /* ...and variables (column)*/
- if(pos1 != pos3)
- {
- tmp_i = Index_Var_IM[pos1].index;
- Index_Var_IM[pos1].index = Index_Var_IM[pos3].index;
- Index_Var_IM[pos3].index = tmp_i;
- for(j = 0;j < n;j++)
- {
- tmp_b = SIM[j * n + pos1];
- SIM[j*n + pos1] = SIM[j * n + pos3];
- SIM[j*n + pos3] = tmp_b;
- }
- }
-}
//------------------------------------------------------------------------------
// Find the prologue and the epilogue of the model
@@ -497,7 +105,7 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
{
int i, j, k, l, ls, m, i_1, Lead, Lag, first_count_equ, i1;
int *tmp_size, *tmp_size_exo, *tmp_var, *tmp_endo, *tmp_exo, tmp_nb_exo, nb_lead_lag_endo;
- List_IM *Cur_IM;
+ bool *Cur_IM;
bool *IM, OK;
ModelBlock->Periods = periods;
int Lag_Endo, Lead_Endo, Lag_Exo, Lead_Exo;
@@ -520,7 +128,39 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
memset(tmp_endo, 0, (incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1)*sizeof(int));
nb_lead_lag_endo = Lead = Lag = 0;
Lag_Endo = Lead_Endo = Lag_Exo = Lead_Exo = 0;
- Cur_IM = incidencematrix.Get_First(eEndogenous);
+
+ for(k = -incidencematrix.Model_Max_Lag_Endo; k<=incidencematrix.Model_Max_Lead_Endo; k++)
+ {
+ Cur_IM = incidencematrix.Get_IM(k, eEndogenous);
+ if(Cur_IM)
+ {
+ i_1 = Index_Equ_IM[*count_Equ].index * symbol_table.endo_nbr;
+ if(k > 0)
+ {
+ if(Cur_IM[i_1 + Index_Var_IM[*count_Equ].index])
+ {
+ nb_lead_lag_endo++;
+ tmp_size[incidencematrix.Model_Max_Lag_Endo + k]++;
+ if(k > Lead)
+ Lead = k;
+ }
+ }
+ else
+ {
+ k = -k;
+ if(Cur_IM[i_1 + Index_Var_IM[*count_Equ].index])
+ {
+ tmp_size[incidencematrix.Model_Max_Lag_Endo - k]++;
+ nb_lead_lag_endo++;
+ if(k > Lag)
+ Lag = k;
+ }
+ }
+ }
+ }
+
+
+ /*Cur_IM = incidencematrix.Get_First(eEndogenous);
while(Cur_IM)
{
k = Cur_IM->lead_lag;
@@ -547,7 +187,7 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
}
}
Cur_IM = Cur_IM->pNext;
- }
+ }*/
Lag_Endo = Lag;
Lead_Endo = Lead;
@@ -556,35 +196,37 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
tmp_nb_exo = 0;
- Cur_IM = incidencematrix.Get_First(eExogenous);
+ /*Cur_IM = incidencematrix.Get_First(eExogenous);
k = Cur_IM->lead_lag;
while(Cur_IM)
+ {*/
+ for(k = -incidencematrix.Model_Max_Lag_Exo; k<=incidencematrix.Model_Max_Lead_Exo; k++)
{
- i_1 = Index_Equ_IM[*count_Equ].index * symbol_table.exo_nbr;
- for(j=0;j<symbol_table.exo_nbr;j++)
- if(Cur_IM->IM[i_1 + j])
- {
- if(!tmp_exo[j])
+ Cur_IM = incidencematrix.Get_IM(k, eExogenous);
+ if(Cur_IM)
+ {
+ i_1 = Index_Equ_IM[*count_Equ].index * symbol_table.exo_nbr;
+ for(j=0;j<symbol_table.exo_nbr;j++)
+ if(Cur_IM[i_1 + j])
{
- tmp_exo[j] = 1;
- tmp_nb_exo++;
+ if(!tmp_exo[j])
+ {
+ tmp_exo[j] = 1;
+ tmp_nb_exo++;
+ }
+ if(k>0 && k>Lead_Exo)
+ Lead_Exo = k;
+ else if(k<0 && (-k)>Lag_Exo)
+ Lag_Exo = -k;
+ if(k>0 && k>Lead)
+ Lead = k;
+ else if(k<0 && (-k)>Lag)
+ Lag = -k;
+ tmp_size_exo[k+incidencematrix.Model_Max_Lag_Exo]++;
}
- if(k>0 && k>Lead_Exo)
- Lead_Exo = k;
- else if(k<0 && (-k)>Lag_Exo)
- Lag_Exo = -k;
- if(k>0 && k>Lead)
- Lead = k;
- else if(k<0 && (-k)>Lag)
- Lag = -k;
- tmp_size_exo[k+incidencematrix.Model_Max_Lag_Exo]++;
- }
- Cur_IM = Cur_IM->pNext;
- if(Cur_IM)
- k = Cur_IM->lead_lag;
+ }
}
-
ModelBlock->Block_List[*count_Block].nb_exo = tmp_nb_exo;
ModelBlock->Block_List[*count_Block].Exogenous = (int*)malloc(tmp_nb_exo * sizeof(int));
k = 0;
@@ -615,20 +257,23 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
else
ModelBlock->Block_List[*count_Block].Simulation_Type = SOLVE_FORWARD_SIMPLE;
- Cur_IM = incidencematrix.Get_First(eExogenous);
+ //Cur_IM = incidencematrix.Get_First(eExogenous);
tmp_exo = (int*)malloc(symbol_table.exo_nbr * sizeof(int));
memset(tmp_exo, 0, symbol_table.exo_nbr * sizeof(int));
tmp_nb_exo = 0;
- while(Cur_IM)
+ /*while(Cur_IM)
+ {*/
+ for(k = -incidencematrix.Model_Max_Lag_Exo; k <=incidencematrix.Model_Max_Lead_Exo; k++)
{
+ Cur_IM = incidencematrix.Get_IM(k, eExogenous);
i_1 = Index_Equ_IM[*count_Equ].index * symbol_table.exo_nbr;
for(j=0;j<symbol_table.exo_nbr;j++)
- if(Cur_IM->IM[i_1 + j] && (!tmp_exo[j]))
+ if(Cur_IM[i_1 + j] && (!tmp_exo[j]))
{
tmp_exo[j] = 1;
tmp_nb_exo++;
}
- Cur_IM = Cur_IM->pNext;
+ //Cur_IM = Cur_IM->pNext;
}
ModelBlock->Block_List[*count_Block].nb_exo = tmp_nb_exo;
ModelBlock->Block_List[*count_Block].Exogenous = (int*)malloc(tmp_nb_exo * sizeof(int));
@@ -661,7 +306,7 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Equ_Index = (int*)malloc(tmp_size[incidencematrix.Model_Max_Lag_Endo - Lag + li] * sizeof(int));
ModelBlock->Block_List[*count_Block].IM_lead_lag[li].u_init = l;
- IM = incidencematrix.bGet_IM(li - Lag, eEndogenous);
+ IM = incidencematrix.Get_IM(li - Lag, eEndogenous);
if(IM)
{
if(IM[Index_Var_IM[*count_Equ].index + Index_Equ_IM[*count_Equ].index*symbol_table.endo_nbr] && nb_lead_lag_endo)
@@ -699,7 +344,7 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Exogenous_Index = (int*)malloc(tmp_size_exo[incidencematrix.Model_Max_Lag_Exo - Lag + li] * sizeof(int));
ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Equ_X = (int*)malloc(tmp_size_exo[incidencematrix.Model_Max_Lag_Exo - Lag + li] * sizeof(int));
ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Equ_X_Index = (int*)malloc(tmp_size_exo[incidencematrix.Model_Max_Lag_Exo - Lag + li] * sizeof(int));
- IM = incidencematrix.bGet_IM(li - Lag, eExogenous);
+ IM = incidencematrix.Get_IM(li - Lag, eExogenous);
if(IM)
{
m = 0;
@@ -757,50 +402,54 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
{
ModelBlock->Block_List[*count_Block].Equation[i] = Index_Equ_IM[*count_Equ].index;
ModelBlock->Block_List[*count_Block].Variable[i] = Index_Var_IM[*count_Equ].index;
- Cur_IM = incidencematrix.Get_First(eEndogenous);
+ //Cur_IM = incidencematrix.Get_First(eEndogenous);
i_1 = Index_Var_IM[*count_Equ].index;
- while(Cur_IM)
+ //while(Cur_IM)
+ for(k = -incidencematrix.Model_Max_Lag_Endo; k<=incidencematrix.Model_Max_Lead_Endo; k++)
{
- k = Cur_IM->lead_lag;
- OK = false;
- if(k >= 0)
+ //k = Cur_IM->lead_lag;
+ Cur_IM = incidencematrix.Get_IM(k, eEndogenous);
+ if(Cur_IM)
{
- for(j = 0;j < size;j++)
+ OK = false;
+ if(k >= 0)
{
- if(Cur_IM->IM[i_1 + Index_Equ_IM[first_count_equ + j].index*symbol_table.endo_nbr])
+ for(j = 0;j < size;j++)
{
- tmp_size[incidencematrix.Model_Max_Lag_Endo + k]++;
- if (!OK)
+ if(Cur_IM[i_1 + Index_Equ_IM[first_count_equ + j].index*symbol_table.endo_nbr])
{
- tmp_endo[incidencematrix.Model_Max_Lag + k]++;
- nb_lead_lag_endo++;
- OK = true;
+ tmp_size[incidencematrix.Model_Max_Lag_Endo + k]++;
+ if (!OK)
+ {
+ tmp_endo[incidencematrix.Model_Max_Lag + k]++;
+ nb_lead_lag_endo++;
+ OK = true;
+ }
+ if(k > Lead)
+ Lead = k;
}
- if(k > Lead)
- Lead = k;
}
}
- }
- else
- {
- k = -k;
- for(j = 0;j < size;j++)
+ else
{
- if(Cur_IM->IM[i_1 + Index_Equ_IM[first_count_equ + j].index*symbol_table.endo_nbr])
+ k = -k;
+ for(j = 0;j < size;j++)
{
- tmp_size[incidencematrix.Model_Max_Lag_Endo - k]++;
- if (!OK)
+ if(Cur_IM[i_1 + Index_Equ_IM[first_count_equ + j].index*symbol_table.endo_nbr])
{
- tmp_endo[incidencematrix.Model_Max_Lag - k]++;
- nb_lead_lag_endo++;
- OK = true;
+ tmp_size[incidencematrix.Model_Max_Lag_Endo - k]++;
+ if (!OK)
+ {
+ tmp_endo[incidencematrix.Model_Max_Lag - k]++;
+ nb_lead_lag_endo++;
+ OK = true;
+ }
+ if(k > Lag)
+ Lag = k;
}
- if(k > Lag)
- Lag = k;
}
}
- }
- Cur_IM = Cur_IM->pNext;
+ }
}
(*count_Equ)++;
}
@@ -829,32 +478,34 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
tmp_nb_exo = 0;
for(i = 0;i < size;i++)
{
- Cur_IM = incidencematrix.Get_First(eExogenous);
- k = Cur_IM->lead_lag;
- while(Cur_IM)
+ //Cur_IM = incidencematrix.Get_First(eExogenous);
+ //k = Cur_IM->lead_lag;
+ //while(Cur_IM)
+ for(k = -incidencematrix.Model_Max_Lag_Exo; k<=incidencematrix.Model_Max_Lead_Exo; k++)
{
- i_1 = Index_Equ_IM[first_count_equ+i].index * symbol_table.exo_nbr;
- for(j=0;j<symbol_table.exo_nbr;j++)
- if(Cur_IM->IM[i_1 + j])
- {
- if(!tmp_exo[j])
+ Cur_IM = incidencematrix.Get_IM(k, eExogenous);
+ if(Cur_IM)
+ {
+ i_1 = Index_Equ_IM[first_count_equ+i].index * symbol_table.exo_nbr;
+ for(j=0;j<symbol_table.exo_nbr;j++)
+ if(Cur_IM[i_1 + j])
{
- tmp_exo[j] = 1;
- tmp_nb_exo++;
+ if(!tmp_exo[j])
+ {
+ tmp_exo[j] = 1;
+ tmp_nb_exo++;
+ }
+ if(k>0 && k>Lead_Exo)
+ Lead_Exo = k;
+ else if(k<0 && (-k)>Lag_Exo)
+ Lag_Exo = -k;
+ if(k>0 && k>Lead)
+ Lead = k;
+ else if(k<0 && (-k)>Lag)
+ Lag = -k;
+ tmp_size_exo[k+incidencematrix.Model_Max_Lag_Exo]++;
}
- if(k>0 && k>Lead_Exo)
- Lead_Exo = k;
- else if(k<0 && (-k)>Lag_Exo)
- Lag_Exo = -k;
- if(k>0 && k>Lead)
- Lead = k;
- else if(k<0 && (-k)>Lag)
- Lag = -k;
- tmp_size_exo[k+incidencematrix.Model_Max_Lag_Exo]++;
- }
- Cur_IM = Cur_IM->pNext;
- if(Cur_IM)
- k = Cur_IM->lead_lag;
+ }
}
}
@@ -907,7 +558,7 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
else
ModelBlock->Block_List[*count_Block].IM_lead_lag[i].size_exo = 0;
ModelBlock->Block_List[*count_Block].IM_lead_lag[i].u_init = l;
- IM = incidencematrix.bGet_IM(i - Lag, eEndogenous);
+ IM = incidencematrix.Get_IM(i - Lag, eEndogenous);
if(IM)
{
for(j = first_count_equ;j < size + first_count_equ;j++)
@@ -946,7 +597,7 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
}
ModelBlock->Block_List[*count_Block].IM_lead_lag[i].u_finish = l - 1;
}
- IM = incidencematrix.bGet_IM(i - Lag, eExogenous);
+ IM = incidencematrix.Get_IM(i - Lag, eExogenous);
if(IM)
{
m = 0;
@@ -1204,18 +855,18 @@ void
BlockTriangular::Normalize_and_BlockDecompose_Static_0_Model(const jacob_map &j_m)
{
bool* SIM, *SIM_0;
- List_IM* Cur_IM;
- int i;
+ bool* Cur_IM;
+ int i, k, size;
//First create a static model incidence matrix
- SIM = (bool*)malloc(symbol_table.endo_nbr * symbol_table.endo_nbr * sizeof(*SIM));
- for(i = 0;i < symbol_table.endo_nbr*symbol_table.endo_nbr;i++)
+ size = symbol_table.endo_nbr * symbol_table.endo_nbr * sizeof(*SIM);
+ SIM = (bool*)malloc(size);
+ memset(SIM, size, 0);
+ for(k = -incidencematrix.Model_Max_Lag_Endo; k<=incidencematrix.Model_Max_Lead_Endo; k++)
{
- SIM[i] = 0;
- Cur_IM = incidencematrix.Get_First(eEndogenous);
- while(Cur_IM)
+ Cur_IM = incidencematrix.Get_IM(k, eEndogenous);
+ for(i = 0;i < symbol_table.endo_nbr*symbol_table.endo_nbr;i++)
{
- SIM[i] = (SIM[i]) || (Cur_IM->IM[i]);
- Cur_IM = Cur_IM->pNext;
+ SIM[i] = (SIM[i]) || (Cur_IM[i]);
}
}
if(bt_verbose)
@@ -1239,7 +890,7 @@ BlockTriangular::Normalize_and_BlockDecompose_Static_0_Model(const jacob_map &j_
Cur_IM = incidencematrix.Get_IM(0, eEndogenous);
SIM_0 = (bool*)malloc(symbol_table.endo_nbr * symbol_table.endo_nbr * sizeof(*SIM_0));
for(i = 0;i < symbol_table.endo_nbr*symbol_table.endo_nbr;i++)
- SIM_0[i] = Cur_IM->IM[i];
+ SIM_0[i] = Cur_IM[i];
Normalize_and_BlockDecompose(SIM, ModelBlock, symbol_table.endo_nbr, &prologue, &epilogue, Index_Var_IM, Index_Equ_IM, 1, 1, SIM_0, j_m);
free(SIM_0);
free(SIM);
diff --git a/InidenceMatrix.cc b/InidenceMatrix.cc
new file mode 100644
index 0000000000000000000000000000000000000000..65ac872552550f7bfdccfecd7647e293c9a6cfcc
--- /dev/null
+++ b/InidenceMatrix.cc
@@ -0,0 +1,242 @@
+/*
+ * 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/>.
+ */
+
+
+#include "IncidenceMatrix.hh"
+
+
+IncidenceMatrix::IncidenceMatrix(const SymbolTable &symbol_table_arg) :
+ symbol_table(symbol_table_arg)
+{
+ Model_Max_Lead = Model_Max_Lead_Endo = Model_Max_Lead_Exo = 0;
+ Model_Max_Lag = Model_Max_Lag_Endo = Model_Max_Lag_Exo = 0;
+}
+//------------------------------------------------------------------------------
+//For a lead or a lag build the Incidence Matrix structures
+bool*
+IncidenceMatrix::Build_IM(int lead_lag, SymbolType type)
+{
+ int size;
+ bool *IM;
+ if(type==eEndogenous)
+ {
+ size = symbol_table.endo_nbr * symbol_table.endo_nbr * sizeof(IM[0]);
+ List_IM[lead_lag] = IM = (bool*)malloc(size);
+ memset(IM, size, NULL);
+ if(lead_lag > 0)
+ {
+ if(lead_lag > Model_Max_Lead_Endo)
+ {
+ Model_Max_Lead_Endo = lead_lag;
+ if(lead_lag > Model_Max_Lead)
+ Model_Max_Lead = lead_lag;
+ }
+ }
+ else
+ {
+ if( -lead_lag > Model_Max_Lag_Endo)
+ {
+ Model_Max_Lag_Endo = -lead_lag;
+ if(-lead_lag > Model_Max_Lag)
+ Model_Max_Lag = -lead_lag;
+ }
+ }
+ }
+ else
+ { //eExogenous
+ size = symbol_table.endo_nbr * symbol_table.exo_nbr * sizeof(IM[0]);
+ List_IM_X[lead_lag] = IM = (bool*)malloc(size);
+ memset(IM, size, NULL);
+ if(lead_lag > 0)
+ {
+ if(lead_lag > Model_Max_Lead_Exo)
+ {
+ Model_Max_Lead_Exo = lead_lag;
+ if(lead_lag > Model_Max_Lead)
+ Model_Max_Lead = lead_lag;
+ }
+ }
+ else
+ {
+ if( -lead_lag > Model_Max_Lag_Exo)
+ {
+ Model_Max_Lag_Exo = -lead_lag;
+ if(-lead_lag > Model_Max_Lag)
+ Model_Max_Lag = -lead_lag;
+ }
+ }
+ }
+ return (IM);
+}
+
+
+void
+IncidenceMatrix::Free_IM() const
+{
+ IncidenceList::const_iterator it = List_IM.begin();
+ for(it = List_IM.begin(); it != List_IM.end(); it++)
+ free(it->second);
+ for(it = List_IM_X.begin(); it != List_IM_X.end(); it++)
+ free(it->second);
+}
+
+//------------------------------------------------------------------------------
+// Return the incidence matrix related to a lead or a lag
+bool*
+IncidenceMatrix::Get_IM(int lead_lag, SymbolType type) const
+{
+ IncidenceList::const_iterator it;
+ if(type==eEndogenous)
+ {
+ it = List_IM.find(lead_lag);
+ if(it!=List_IM.end())
+ return(it->second);
+ else
+ return(NULL);
+ }
+ else //eExogenous
+ {
+ it = List_IM_X.find(lead_lag);
+ if(it!=List_IM_X.end())
+ return(it->second);
+ else
+ return(NULL);
+ }
+}
+
+
+//------------------------------------------------------------------------------
+// Fill the incidence matrix related to a lead or a lag
+void
+IncidenceMatrix::fill_IM(int equation, int variable, int lead_lag, SymbolType type)
+{
+ bool* Cur_IM;
+ Cur_IM = Get_IM(lead_lag, type);
+ if(equation >= symbol_table.endo_nbr)
+ {
+ cout << "Error : The model has more equations (at least " << equation + 1 << ") than declared endogenous variables (" << symbol_table.endo_nbr << ")\n";
+ exit(EXIT_FAILURE);
+ }
+ if (!Cur_IM)
+ Cur_IM = Build_IM(lead_lag, type);
+ if(type==eEndogenous)
+ Cur_IM[equation*symbol_table.endo_nbr + variable] = 1;
+ else
+ Cur_IM[equation*symbol_table.exo_nbr + variable] = 1;
+}
+
+//------------------------------------------------------------------------------
+// unFill the incidence matrix related to a lead or a lag
+void
+IncidenceMatrix::unfill_IM(int equation, int variable, int lead_lag, SymbolType type)
+{
+ bool* Cur_IM;
+ Cur_IM = Get_IM(lead_lag, type);
+ if (!Cur_IM)
+ Cur_IM = Build_IM(lead_lag, type);
+ if(type==eEndogenous)
+ Cur_IM[equation*symbol_table.endo_nbr + variable] = 0;
+ else
+ Cur_IM[equation*symbol_table.exo_nbr + variable] = 0;
+}
+
+
+//------------------------------------------------------------------------------
+//Print azn incidence matrix
+void
+IncidenceMatrix::Print_SIM(bool* IM, SymbolType type) const
+{
+ int i, j, n;
+ if(type == eEndogenous)
+ n = symbol_table.endo_nbr;
+ else
+ n = symbol_table.exo_nbr;
+ for(i = 0;i < symbol_table.endo_nbr;i++)
+ {
+ cout << " ";
+ for(j = 0;j < n;j++)
+ cout << IM[i*n + j] << " ";
+ cout << "\n";
+ }
+}
+
+//------------------------------------------------------------------------------
+//Print all incidence matrix
+void
+IncidenceMatrix::Print_IM(SymbolType type) const
+{
+ IncidenceList::const_iterator it;
+ cout << "-------------------------------------------------------------------\n";
+ if(type == eEndogenous)
+ for(int k=-Model_Max_Lag_Endo; k <= Model_Max_Lead_Endo; k++)
+ {
+ it = List_IM.find(k);
+ if(it!=List_IM.end())
+ {
+ cout << "Incidence matrix for lead_lag = " << k << "\n";
+ Print_SIM(it->second, type);
+ }
+ }
+ else // eExogenous
+ for(int k=-Model_Max_Lag_Exo; k <= Model_Max_Lead_Exo; k++)
+ {
+ it = List_IM_X.find(k);
+ if(it!=List_IM_X.end())
+ {
+ cout << "Incidence matrix for lead_lag = " << k << "\n";
+ Print_SIM(it->second, type);
+ }
+ }
+}
+
+
+//------------------------------------------------------------------------------
+// Swap rows and columns of the incidence matrix
+void
+IncidenceMatrix::swap_IM_c(bool *SIM, int pos1, int pos2, int pos3, simple* Index_Var_IM, simple* Index_Equ_IM, int n) const
+{
+ int tmp_i, j;
+ bool tmp_b;
+ /* We exchange equation (row)...*/
+ if(pos1 != pos2)
+ {
+ tmp_i = Index_Equ_IM[pos1].index;
+ Index_Equ_IM[pos1].index = Index_Equ_IM[pos2].index;
+ Index_Equ_IM[pos2].index = tmp_i;
+ for(j = 0;j < n;j++)
+ {
+ tmp_b = SIM[pos1 * n + j];
+ SIM[pos1*n + j] = SIM[pos2 * n + j];
+ SIM[pos2*n + j] = tmp_b;
+ }
+ }
+ /* ...and variables (column)*/
+ if(pos1 != pos3)
+ {
+ tmp_i = Index_Var_IM[pos1].index;
+ Index_Var_IM[pos1].index = Index_Var_IM[pos3].index;
+ Index_Var_IM[pos3].index = tmp_i;
+ for(j = 0;j < n;j++)
+ {
+ tmp_b = SIM[j * n + pos1];
+ SIM[j*n + pos1] = SIM[j * n + pos3];
+ SIM[j*n + pos3] = tmp_b;
+ }
+ }
+}
diff --git a/ModelTree.cc b/ModelTree.cc
index 116c61f048f7a47770e96fd34ee63db4558ddbc7..fdc79d687f21109e1c7ca2e95624caacffc47f16 100644
--- a/ModelTree.cc
+++ b/ModelTree.cc
@@ -879,7 +879,7 @@ ModelTree::writeModelStaticEquationsOrdered_M(ostream &output, Model_Block *Mode
memset(IM, 0, n*n*sizeof(bool));
for(m=-ModelBlock->Block_List[j].Max_Lag;m<=ModelBlock->Block_List[j].Max_Lead;m++)
{
- IMl=block_triangular.incidencematrix.bGet_IM(m, eEndogenous);
+ IMl=block_triangular.incidencematrix.Get_IM(m, eEndogenous);
if(IMl)
{
for(i=0;i<n;i++)
@@ -2976,7 +2976,7 @@ ModelTree::writeOutput(ostream &output) const
for(int l=-max_lag_endo;l<max_lead_endo+1;l++)
{
bool *tmp_IM;
- tmp_IM=block_triangular.incidencematrix.bGet_IM(l, eEndogenous);
+ tmp_IM=block_triangular.incidencematrix.Get_IM(l, eEndogenous);
if(tmp_IM)
{
for(int l_var=0;l_var<block_triangular.ModelBlock->Block_List[j].Size;l_var++)
@@ -3008,7 +3008,7 @@ ModelTree::writeOutput(ostream &output) const
{
bool not_increm=true;
bool *tmp_IM;
- tmp_IM=block_triangular.incidencematrix.bGet_IM(l, eEndogenous);
+ tmp_IM=block_triangular.incidencematrix.Get_IM(l, eEndogenous);
int ii=j;
if(tmp_IM)
{
@@ -3051,7 +3051,7 @@ ModelTree::writeOutput(ostream &output) const
}
for(int j=-block_triangular.incidencematrix.Model_Max_Lag_Endo;j<=block_triangular.incidencematrix.Model_Max_Lead_Endo;j++)
{
- bool* IM = block_triangular.incidencematrix.bGet_IM(j, eEndogenous);
+ bool* IM = block_triangular.incidencematrix.Get_IM(j, eEndogenous);
if(IM)
{
bool new_entry=true;
@@ -3140,7 +3140,7 @@ ModelTree::evaluateJacobian(const eval_context_type &eval_context, jacob_map *j_
int k1=variable_table.getLag(it->first.second);
if (a_variable_lag!=k1)
{
- IM=block_triangular.incidencematrix.bGet_IM(k1, eEndogenous);
+ IM=block_triangular.incidencematrix.Get_IM(k1, eEndogenous);
a_variable_lag=k1;
}
if (k1==0)
@@ -3253,7 +3253,6 @@ ModelTree::computingPass(const eval_context_type &eval_context, bool no_tmp_term
if (mode == eSparseDLLMode || mode == eSparseMode)
{
- block_triangular.incidencematrix.init_incidence_matrix();
BuildIncidenceMatrix();
jacob_map j_m;
diff --git a/include/BlockTriangular.hh b/include/BlockTriangular.hh
index fd9e7898c9c86f4666a29a506709091e8e39af6e..8762856548b89207046c4f29b8fd9a090b8e4351 100644
--- a/include/BlockTriangular.hh
+++ b/include/BlockTriangular.hh
@@ -25,43 +25,12 @@
#include "SymbolTable.hh"
#include "ModelNormalization.hh"
#include "ModelBlocks.hh"
+#include "IncidenceMatrix.hh"
-#include "ExprNode.hh"
-//! List of incidence matrix (one matrix per lead/lag)
-struct List_IM
-{
- List_IM* pNext;
- int lead_lag;
- bool* IM;
-};
-//! create and manage the incidence matrix
-class IncidenceMatrix //: SymbolTable
-{
- //friend class BlockTriangular;
-public:
-const SymbolTable &symbol_table;
- IncidenceMatrix(const SymbolTable &symbol_table_arg);
- List_IM* Build_IM(int lead_lag, SymbolType type);
- List_IM* Get_IM(int lead_lag, SymbolType type) const;
- bool* bGet_IM(int lead_lag, SymbolType type) const;
- void fill_IM(int equation, int variable_endo, int lead_lag, SymbolType type);
- void unfill_IM(int equation, int variable_endo, int lead_lag, SymbolType type);
- void init_incidence_matrix();
- void Free_IM() const;
- List_IM* Get_First(SymbolType type) const;
- void Print_IM(SymbolType type) const;
- void Print_SIM(bool* IM, SymbolType type) const;
- void swap_IM_c(bool *SIM, int pos1, int pos2, int pos3, simple* Index_Var_IM, simple* Index_Equ_IM, int n) const;
-private:
- List_IM *First_IM, *Last_IM, *First_IM_X, *Last_IM_X ;
-public:
- int Model_Max_Lead, Model_Max_Lag;
- int Model_Max_Lead_Endo, Model_Max_Lag_Endo, Model_Max_Lead_Exo, Model_Max_Lag_Exo;
-};
//! Matrix of doubles for representing jacobian
diff --git a/include/IncidenceMatrix.hh b/include/IncidenceMatrix.hh
new file mode 100644
index 0000000000000000000000000000000000000000..aefca2040263428dc3b771132411b2e17ad7864c
--- /dev/null
+++ b/include/IncidenceMatrix.hh
@@ -0,0 +1,57 @@
+/*
+ * 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 _INCIDENCEMATRIX_HH
+#define _INCIDENCEMATRIX_HH
+
+
+#include <map>
+#include "ExprNode.hh"
+#include "SymbolTable.hh"
+#include "ModelNormalization.hh"
+
+
+
+
+//! List of incidence matrix (one matrix per lead/lag)
+typedef bool* pbool;
+typedef map<int,pbool> IncidenceList;
+
+//! create and manage the incidence matrix
+class IncidenceMatrix
+{
+public:
+ const SymbolTable &symbol_table;
+ IncidenceMatrix(const SymbolTable &symbol_table_arg);
+ bool* Build_IM(int lead_lag, SymbolType type);
+ bool* Get_IM(int lead_lag, SymbolType type) const;
+ void fill_IM(int equation, int variable_endo, int lead_lag, SymbolType type);
+ void unfill_IM(int equation, int variable_endo, int lead_lag, SymbolType type);
+ void Free_IM() const;
+ void Print_IM(SymbolType type) const;
+ void Print_SIM(bool* IM, SymbolType type) const;
+ void swap_IM_c(bool *SIM, int pos1, int pos2, int pos3, simple* Index_Var_IM, simple* Index_Equ_IM, int n) const;
+ int Model_Max_Lead, Model_Max_Lag;
+ int Model_Max_Lead_Endo, Model_Max_Lag_Endo, Model_Max_Lead_Exo, Model_Max_Lag_Exo;
+private:
+ IncidenceList List_IM, List_IM_X;
+};
+
+
+#endif