From 0aea4f0cc4de462469cf531305dcebef429fd084 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Wed, 30 May 2018 16:48:08 +0200
Subject: [PATCH] introduce dynare command transform_unary_ops to create
auxiliary variables for certain unary ops. This will be used for VARs and
VECMs but can also be used for OLS, for example
---
src/DynamicModel.cc | 38 +++++++++
src/DynamicModel.hh | 3 +
src/DynareMain.cc | 9 ++-
src/DynareMain2.cc | 4 +-
src/ExprNode.cc | 185 ++++++++++++++++++++++++++++++++++++++++++++
src/ExprNode.hh | 19 +++++
src/ModFile.cc | 5 +-
src/ModFile.hh | 2 +-
src/SymbolTable.cc | 26 +++++++
src/SymbolTable.hh | 23 +++---
10 files changed, 297 insertions(+), 17 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index f43021d7..73d34bac 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -5188,6 +5188,44 @@ DynamicModel::substituteAdl()
equations[i] = dynamic_cast<BinaryOpNode *>(equations[i]->substituteAdl());
}
+void
+DynamicModel::substituteUnaryOps(StaticModel &static_model)
+{
+ diff_table_t nodes;
+ // Find matching unary ops that may be outside of diffs (i.e., those with different lags)
+ for (map<int, expr_t>::iterator it = local_variables_table.begin();
+ it != local_variables_table.end(); it++)
+ it->second->findUnaryOpNodesForAuxVarCreation(static_model, nodes);
+
+ for (int i = 0; i < (int) equations.size(); i++)
+ equations[i]->findUnaryOpNodesForAuxVarCreation(static_model, nodes);
+
+ // Substitute in model local variables
+ ExprNode::subst_table_t subst_table;
+ vector<BinaryOpNode *> neweqs;
+ for (map<int, expr_t>::iterator it = local_variables_table.begin();
+ it != local_variables_table.end(); it++)
+ it->second = it->second->substituteUnaryOpNodes(static_model, nodes, subst_table, neweqs);
+
+ // Substitute in equations
+ for (int i = 0; i < (int) equations.size(); i++)
+ {
+ BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->
+ substituteUnaryOpNodes(static_model, nodes, subst_table, neweqs));
+ assert(substeq != NULL);
+ equations[i] = substeq;
+ }
+
+ // Add new equations
+ for (int i = 0; i < (int) neweqs.size(); i++)
+ addEquation(neweqs[i], -1);
+
+ copy(neweqs.begin(), neweqs.end(), back_inserter(diff_aux_equations));
+
+ if (subst_table.size() > 0)
+ cout << "Substitution of Unary Ops: added " << neweqs.size() << " auxiliary variables and equations." << endl;
+}
+
void
DynamicModel::substituteDiff(StaticModel &static_model, ExprNode::subst_table_t &diff_subst_table)
{
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index ee9f981c..726a45a3 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -409,6 +409,9 @@ public:
//! Substitutes adl operator
void substituteAdl();
+ //! Creates aux vars for certain unary operators: originally implemented for support of VARs
+ void substituteUnaryOps(StaticModel &static_model);
+
//! Substitutes diff operator
void substituteDiff(StaticModel &static_model, ExprNode::subst_table_t &diff_subst_table);
diff --git a/src/DynareMain.cc b/src/DynareMain.cc
index 30a3aa16..00974428 100644
--- a/src/DynareMain.cc
+++ b/src/DynareMain.cc
@@ -41,7 +41,7 @@ void main2(stringstream &in, string &basename, bool debug, bool clear_all, bool
bool nograph, bool nointeractive, bool parallel, ConfigFile &config_file,
WarningConsolidation &warnings_arg, bool nostrict, bool stochastic, bool check_model_changes,
bool minimal_workspace, bool compute_xrefs, FileOutputType output_mode,
- LanguageOutputType lang, int params_derivs_order
+ LanguageOutputType lang, int params_derivs_order, bool transform_unary_ops
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
, bool cygwin, bool msvc, bool mingw
#endif
@@ -58,7 +58,7 @@ usage()
cerr << "Dynare usage: dynare mod_file [debug] [noclearall] [onlyclearglobals] [savemacro[=macro_file]] [onlymacro] [nolinemacro] [noemptylinemacro] [notmpterms] [nolog] [warn_uninit]"
<< " [console] [nograph] [nointeractive] [parallel[=cluster_name]] [conffile=parallel_config_path_and_filename] [parallel_slave_open_mode] [parallel_test]"
<< " [-D<variable>[=<value>]] [-I/path] [nostrict] [stochastic] [fast] [minimal_workspace] [compute_xrefs] [output=dynamic|first|second|third] [language=C|C++|julia]"
- << " [params_derivs_order=0|1|2]"
+ << " [params_derivs_order=0|1|2] [transform_unary_ops]"
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
<< " [cygwin] [msvc] [mingw]"
#endif
@@ -114,6 +114,7 @@ main(int argc, char **argv)
bool check_model_changes = false;
bool minimal_workspace = false;
bool compute_xrefs = false;
+ bool transform_unary_ops = false;
map<string, string> defines;
vector<string> path;
FileOutputType output_mode = none;
@@ -210,6 +211,8 @@ main(int argc, char **argv)
minimal_workspace = true;
else if (!strcmp(argv[arg], "compute_xrefs"))
compute_xrefs = true;
+ else if (!strcmp(argv[arg], "transform_unary_ops"))
+ transform_unary_ops = true;
else if (strlen(argv[arg]) >= 8 && !strncmp(argv[arg], "parallel", 8))
{
parallel = true;
@@ -401,7 +404,7 @@ main(int argc, char **argv)
main2(macro_output, basename, debug, clear_all, clear_global,
no_tmp_terms, no_log, no_warn, warn_uninit, console, nograph, nointeractive,
parallel, config_file, warnings, nostrict, stochastic, check_model_changes, minimal_workspace,
- compute_xrefs, output_mode, language, params_derivs_order
+ compute_xrefs, output_mode, language, params_derivs_order, transform_unary_ops
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
, cygwin, msvc, mingw
#endif
diff --git a/src/DynareMain2.cc b/src/DynareMain2.cc
index d61df45b..b5ae53a1 100644
--- a/src/DynareMain2.cc
+++ b/src/DynareMain2.cc
@@ -30,7 +30,7 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool clear
bool nograph, bool nointeractive, bool parallel, ConfigFile &config_file,
WarningConsolidation &warnings, bool nostrict, bool stochastic, bool check_model_changes,
bool minimal_workspace, bool compute_xrefs, FileOutputType output_mode,
- LanguageOutputType language, int params_derivs_order
+ LanguageOutputType language, int params_derivs_order, bool transform_unary_ops
#if defined(_WIN32) || defined(__CYGWIN32__) || defined(__MINGW32__)
, bool cygwin, bool msvc, bool mingw
#endif
@@ -51,7 +51,7 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool clear
mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson, nopreprocessoroutput);
// Perform transformations on the model (creation of auxiliary vars and equations)
- mod_file->transformPass(nostrict, stochastic, compute_xrefs || json == transformpass, nopreprocessoroutput);
+ mod_file->transformPass(nostrict, stochastic, compute_xrefs || json == transformpass, nopreprocessoroutput, transform_unary_ops);
if (json == transformpass)
mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson, nopreprocessoroutput);
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index f6018f93..c38154e0 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -538,12 +538,23 @@ NumConstNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table)
{
}
+void
+NumConstNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
+{
+}
+
expr_t
NumConstNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
return const_cast<NumConstNode *>(this);
}
+expr_t
+NumConstNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+{
+ return const_cast<NumConstNode *>(this);
+}
+
expr_t
NumConstNode::substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
{
@@ -1413,6 +1424,11 @@ VariableNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table)
{
}
+void
+VariableNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
+{
+}
+
expr_t
VariableNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
vector<BinaryOpNode *> &neweqs) const
@@ -1420,6 +1436,12 @@ VariableNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table
return const_cast<VariableNode *>(this);
}
+expr_t
+VariableNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+{
+ return const_cast<VariableNode *>(this);
+}
+
expr_t
VariableNode::substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
{
@@ -3013,6 +3035,60 @@ UnaryOpNode::isDiffPresent() const
return arg->isDiffPresent();
}
+bool
+UnaryOpNode::createAuxVarForUnaryOpNodeInDiffOp() const
+{
+ switch (op_code)
+ {
+ case oExp:
+ case oLog:
+ case oLog10:
+ case oCos:
+ case oSin:
+ case oTan:
+ case oAcos:
+ case oAsin:
+ case oAtan:
+ case oCosh:
+ case oSinh:
+ case oTanh:
+ case oAcosh:
+ case oAsinh:
+ case oAtanh:
+ case oSqrt:
+ case oAbs:
+ case oSign:
+ case oErf:
+ return true;
+ default:
+ return false;
+ }
+}
+
+void
+UnaryOpNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
+{
+ if (!this->createAuxVarForUnaryOpNodeInDiffOp())
+ {
+ arg->findUnaryOpNodesForAuxVarCreation(static_datatree, nodes);
+ return;
+ }
+
+ expr_t sthis = this->toStatic(static_datatree);
+ int arg_max_lag = -arg->maxLag();
+ diff_table_t::iterator it = nodes.find(sthis);
+ if (it != nodes.end())
+ {
+ for (map<int, expr_t>::const_iterator it1 = it->second.begin();
+ it1 != it->second.end(); it1++)
+ if (arg == it1->second)
+ return;
+ it->second[arg_max_lag] = const_cast<UnaryOpNode *>(this);
+ }
+ else
+ nodes[sthis][arg_max_lag] = const_cast<UnaryOpNode *>(this);
+}
+
void
UnaryOpNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const
{
@@ -3197,6 +3273,45 @@ UnaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table,
return const_cast<VariableNode *>(subst_table[this]);
}
+expr_t
+UnaryOpNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+{
+ subst_table_t::const_iterator sit = subst_table.find(this);
+ if (sit != subst_table.end())
+ return const_cast<VariableNode *>(sit->second);
+
+ UnaryOpNode *sthis = dynamic_cast<UnaryOpNode *>(this->toStatic(static_datatree));
+ diff_table_t::iterator it = nodes.find(sthis);
+ if (it == nodes.end())
+ {
+ expr_t argsubst = arg->substituteUnaryOpNodes(static_datatree, nodes, subst_table, neweqs);
+ return buildSimilarUnaryOpNode(argsubst, datatree);
+ }
+
+ VariableNode *aux_var = NULL;
+ for (map<int, expr_t>::reverse_iterator rit = it->second.rbegin();
+ rit != it->second.rend(); rit++)
+ {
+ if (rit == it->second.rbegin())
+ {
+ VariableNode *vn = dynamic_cast<VariableNode *>(const_cast<UnaryOpNode *>(this)->get_arg());
+ int symb_id = datatree.symbol_table.addUnaryOpAuxiliaryVar(this->idx, const_cast<UnaryOpNode *>(this),
+ vn->get_symb_id(), vn->get_lag());
+ aux_var = datatree.AddVariable(symb_id, 0);
+ neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(aux_var, const_cast<UnaryOpNode *>(this))));
+ subst_table[rit->second] = dynamic_cast<VariableNode *>(aux_var);
+ }
+ else
+ {
+ VariableNode *vn = dynamic_cast<VariableNode *>(dynamic_cast<UnaryOpNode *>(rit->second)->get_arg());
+ subst_table[rit->second] = dynamic_cast<VariableNode *>(aux_var->decreaseLeadsLags(-vn->get_lag()));
+ }
+ }
+
+ sit = subst_table.find(this);
+ return const_cast<VariableNode *>(sit->second);
+}
+
expr_t
UnaryOpNode::substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
{
@@ -4865,6 +4980,13 @@ BinaryOpNode::substituteAdl() const
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
}
+void
+BinaryOpNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
+{
+ arg1->findUnaryOpNodesForAuxVarCreation(static_datatree, nodes);
+ arg2->findUnaryOpNodesForAuxVarCreation(static_datatree, nodes);
+}
+
void
BinaryOpNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const
{
@@ -4881,6 +5003,14 @@ BinaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
}
+expr_t
+BinaryOpNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+{
+ expr_t arg1subst = arg1->substituteUnaryOpNodes(static_datatree, nodes, subst_table, neweqs);
+ expr_t arg2subst = arg2->substituteUnaryOpNodes(static_datatree, nodes, subst_table, neweqs);
+ return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
+}
+
bool
BinaryOpNode::isDiffPresent() const
{
@@ -5766,6 +5896,14 @@ TrinaryOpNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table
arg3->findDiffNodes(static_datatree, diff_table);
}
+void
+TrinaryOpNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
+{
+ arg1->findUnaryOpNodesForAuxVarCreation(static_datatree, nodes);
+ arg2->findUnaryOpNodesForAuxVarCreation(static_datatree, nodes);
+ arg3->findUnaryOpNodesForAuxVarCreation(static_datatree, nodes);
+}
+
expr_t
TrinaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
vector<BinaryOpNode *> &neweqs) const
@@ -5776,6 +5914,15 @@ TrinaryOpNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_tabl
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
+expr_t
+TrinaryOpNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+{
+ expr_t arg1subst = arg1->substituteUnaryOpNodes(static_datatree, nodes, subst_table, neweqs);
+ expr_t arg2subst = arg2->substituteUnaryOpNodes(static_datatree, nodes, subst_table, neweqs);
+ expr_t arg3subst = arg3->substituteUnaryOpNodes(static_datatree, nodes, subst_table, neweqs);
+ return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
+}
+
bool
TrinaryOpNode::isDiffPresent() const
{
@@ -6189,6 +6336,13 @@ AbstractExternalFunctionNode::findDiffNodes(DataTree &static_datatree, diff_tabl
(*it)->findDiffNodes(static_datatree, diff_table);
}
+void
+AbstractExternalFunctionNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
+{
+ for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
+ (*it)->findUnaryOpNodesForAuxVarCreation(static_datatree, nodes);
+}
+
expr_t
AbstractExternalFunctionNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
vector<BinaryOpNode *> &neweqs) const
@@ -6199,6 +6353,15 @@ AbstractExternalFunctionNode::substituteDiff(DataTree &static_datatree, diff_tab
return buildSimilarExternalFunctionNode(arguments_subst, datatree);
}
+expr_t
+AbstractExternalFunctionNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+{
+ vector<expr_t> arguments_subst;
+ for (vector<expr_t>::const_iterator it = arguments.begin(); it != arguments.end(); it++)
+ arguments_subst.push_back((*it)->substituteUnaryOpNodes(static_datatree, nodes, subst_table, neweqs));
+ return buildSimilarExternalFunctionNode(arguments_subst, datatree);
+}
+
bool
AbstractExternalFunctionNode::isDiffPresent() const
{
@@ -7752,6 +7915,11 @@ VarExpectationNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_
{
}
+void
+VarExpectationNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
+{
+}
+
expr_t
VarExpectationNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
vector<BinaryOpNode *> &neweqs) const
@@ -7759,6 +7927,12 @@ VarExpectationNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff
return const_cast<VarExpectationNode *>(this);
}
+expr_t
+VarExpectationNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+{
+ return const_cast<VarExpectationNode *>(this);
+}
+
expr_t
VarExpectationNode::substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table)
{
@@ -8186,6 +8360,11 @@ PacExpectationNode::findDiffNodes(DataTree &static_datatree, diff_table_t &diff_
{
}
+void
+PacExpectationNode::findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const
+{
+}
+
expr_t
PacExpectationNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table,
vector<BinaryOpNode *> &neweqs) const
@@ -8193,6 +8372,12 @@ PacExpectationNode::substituteDiff(DataTree &static_datatree, diff_table_t &diff
return const_cast<PacExpectationNode *>(this);
}
+expr_t
+PacExpectationNode::substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
+{
+ return const_cast<PacExpectationNode *>(this);
+}
+
expr_t
PacExpectationNode::differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
diff --git a/src/ExprNode.hh b/src/ExprNode.hh
index f1c1772f..221b85aa 100644
--- a/src/ExprNode.hh
+++ b/src/ExprNode.hh
@@ -492,7 +492,9 @@ class ExprNode
//! Substitute diff operator
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const = 0;
+ virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const = 0;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
+ virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
//! Substitute pac_expectation operator
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) = 0;
@@ -584,7 +586,9 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
+ virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
@@ -672,7 +676,9 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
+ virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
@@ -782,8 +788,11 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
+ bool createAuxVarForUnaryOpNodeInDiffOp() const;
+ virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
void getDiffArgUnaryOperatorIfAny(string &op_handle) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
@@ -910,7 +919,9 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
+ virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
@@ -1013,7 +1024,9 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
+ virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
@@ -1116,7 +1129,9 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
+ virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const = 0;
virtual expr_t decreaseLeadsLagsPredeterminedVariables() const;
@@ -1309,7 +1324,9 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
+ virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
@@ -1392,7 +1409,9 @@ public:
virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual expr_t substituteAdl() const;
virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const;
+ virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const;
virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+ virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table);
virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const;
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 0ad90e61..540a59a4 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -347,7 +347,7 @@ ModFile::checkPass(bool nostrict, bool stochastic)
}
void
-ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const bool nopreprocessoroutput)
+ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const bool nopreprocessoroutput, const bool transform_unary_ops)
{
// Save the original model (must be done before any model transformations by preprocessor)
// - except adl and diff which we always want expanded
@@ -366,6 +366,9 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
}
}
+ if (transform_unary_ops)
+ dynamic_model.substituteUnaryOps(diff_static_model);
+
// Create auxiliary variable and equations for Diff operator
ExprNode::subst_table_t diff_subst_table;
dynamic_model.substituteDiff(diff_static_model, diff_subst_table);
diff --git a/src/ModFile.hh b/src/ModFile.hh
index 08ee6c42..6664c88b 100644
--- a/src/ModFile.hh
+++ b/src/ModFile.hh
@@ -136,7 +136,7 @@ public:
void checkPass(bool nostrict, bool stochastic);
//! Perform some transformations on the model (creation of auxiliary vars and equations)
/*! \param compute_xrefs if true, equation cross references will be computed */
- void transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const bool nopreprocessoroutput);
+ void transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const bool nopreprocessoroutput, const bool transform_unary_ops);
//! Execute computations
/*! \param no_tmp_terms if true, no temporary terms will be computed in the static and dynamic files */
/*! \param params_derivs_order compute this order of derivs wrt parameters */
diff --git a/src/SymbolTable.cc b/src/SymbolTable.cc
index 2ec4060a..79ebe86c 100644
--- a/src/SymbolTable.cc
+++ b/src/SymbolTable.cc
@@ -373,6 +373,7 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
case avEndoLag:
case avExoLag:
case avVarModel:
+ case avUnaryOp:
output << "M_.aux_vars(" << i+1 << ").orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ";" << endl
<< "M_.aux_vars(" << i+1 << ").orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
break;
@@ -506,6 +507,7 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
case avEndoLag:
case avExoLag:
case avVarModel:
+ case avUnaryOp:
output << "av[" << i << "].orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
<< "av[" << i << "].orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
break;
@@ -605,6 +607,7 @@ SymbolTable::writeCCOutput(ostream &output) const throw (NotYetFrozenException)
case avEndoLag:
case avExoLag:
case avVarModel:
+ case avUnaryOp:
output << "av" << i << ".orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) << ";" << endl
<< "av" << i << ".orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
break;
@@ -805,6 +808,28 @@ SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg) throw (FrozenExcept
return addDiffAuxiliaryVar(index, expr_arg, -1, 0);
}
+int
+SymbolTable::addUnaryOpAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException)
+{
+ ostringstream varname;
+ int symb_id;
+
+ varname << "AUX_UOP_IN_DIFF_" << index;
+ try
+ {
+ symb_id = addSymbol(varname.str(), eEndogenous);
+ }
+ catch (AlreadyDeclaredException &e)
+ {
+ cerr << "ERROR: you should rename your variable called " << varname.str() << ", this name is internally used by Dynare" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ aux_vars.push_back(AuxVarInfo(symb_id, avUnaryOp, orig_symb_id, orig_lag, 0, 0, expr_arg));
+
+ return symb_id;
+}
+
int
SymbolTable::addVarModelEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) throw (AlreadyDeclaredException, FrozenException)
{
@@ -1133,6 +1158,7 @@ SymbolTable::writeJuliaOutput(ostream &output) const throw (NotYetFrozenExceptio
case avEndoLag:
case avExoLag:
case avVarModel:
+ case avUnaryOp:
output << getTypeSpecificID(aux_vars[i].get_orig_symb_id()) + 1 << ", "
<< aux_vars[i].get_orig_lead_lag() << ", NaN, NaN";
break;
diff --git a/src/SymbolTable.hh b/src/SymbolTable.hh
index 58dee978..1649f963 100644
--- a/src/SymbolTable.hh
+++ b/src/SymbolTable.hh
@@ -36,16 +36,17 @@ typedef class ExprNode *expr_t;
//! Types of auxiliary variables
enum aux_var_t
{
- avEndoLead = 0, //!< Substitute for endo leads >= 2
- avEndoLag = 1, //!< Substitute for endo lags >= 2
- avExoLead = 2, //!< Substitute for exo leads >= 1
- avExoLag = 3, //!< Substitute for exo lags >= 1
- avExpectation = 4, //!< Substitute for Expectation Operator
- avDiffForward = 5, //!< Substitute for the differentiate of a forward variable
- avMultiplier = 6, //!< Multipliers for FOC of Ramsey Problem
- avVarModel = 7, //!< Variable for var_model with order > abs(min_lag()) present in model
- avDiff = 8, //!< Variable for Diff operator
- avDiffLag = 9 //!< Variable for timing between Diff operators
+ avEndoLead = 0, //!< Substitute for endo leads >= 2
+ avEndoLag = 1, //!< Substitute for endo lags >= 2
+ avExoLead = 2, //!< Substitute for exo leads >= 1
+ avExoLag = 3, //!< Substitute for exo lags >= 1
+ avExpectation = 4, //!< Substitute for Expectation Operator
+ avDiffForward = 5, //!< Substitute for the differentiate of a forward variable
+ avMultiplier = 6, //!< Multipliers for FOC of Ramsey Problem
+ avVarModel = 7, //!< Variable for var_model with order > abs(min_lag()) present in model
+ avDiff = 8, //!< Variable for Diff operator
+ avDiffLag = 9, //!< Variable for timing between Diff operators
+ avUnaryOp = 10 //!< Variable for allowing the undiff operator to work when diff was taken of unary op, eg diff(log(x))
};
//! Information on some auxiliary variables
@@ -300,6 +301,8 @@ public:
int addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag, string &unary_op_handle) throw (FrozenException);
//! Takes care of timing between diff statements
int addDiffLagAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException);
+ //! An Auxiliary variable for a unary op
+ int addUnaryOpAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) throw (FrozenException);
//! Returns the number of auxiliary variables
int
AuxVarsSize() const
--
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