From 15d026e54e6c4aaaa2f7c26fe6e872ee188f1432 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Tue, 25 Sep 2018 19:15:22 +0200
Subject: [PATCH] C output: split generated function into several smaller
subfunctions
This mimicks the structure of M-functions (though the logic for filling the
temporary terms vector is a bit different).
This change implied a modification in the way we compute the checksum in case
of block decomposition (the temporary terms for the C output are not correctly
computed in that case).
---
src/DynamicModel.cc | 132 ++++++++++++++++++++++++++------------------
src/DynamicModel.hh | 2 +-
src/ExprNode.cc | 2 +-
src/ModFile.cc | 2 +-
src/ModelTree.cc | 8 +--
src/StaticModel.cc | 107 +++++++++++++++++++----------------
6 files changed, 141 insertions(+), 112 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index b7dbe15b..fe4d40b1 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -1538,6 +1538,8 @@ DynamicModel::writeDynamicCFile(const string &basename, const int order) const
string filename_mex = basename + "/model/src/dynamic_mex.c";
ofstream mDynamicModelFile, mDynamicMexFile;
+ int ntt = temporary_terms_mlv.size() + temporary_terms_res.size() + temporary_terms_g1.size() + temporary_terms_g2.size() + temporary_terms_g3.size();
+
mDynamicModelFile.open(filename, ios::out | ios::binary);
if (!mDynamicModelFile.is_open())
{
@@ -1570,9 +1572,13 @@ DynamicModel::writeDynamicCFile(const string &basename, const int order) const
writePowerDerivCHeader(mDynamicModelFile);
writeNormcdfCHeader(mDynamicModelFile);
+ mDynamicModelFile << endl;
+
// Writing the function body
writeDynamicModel(mDynamicModelFile, true, false);
+ mDynamicModelFile << endl;
+
writePowerDeriv(mDynamicModelFile);
writeNormcdf(mDynamicModelFile);
mDynamicModelFile.close();
@@ -1592,73 +1598,83 @@ DynamicModel::writeDynamicCFile(const string &basename, const int order) const
<< " * Warning : this file is generated automatically by Dynare" << endl
<< " * from model file (.mod)" << endl
<< endl
- << " */" << endl << endl
- << "#include \"mex.h\"" << endl << endl
- << "void Dynamic(double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3);" << endl
+ << " */" << endl
+ << endl
+ << "#include <stdlib.h>" << endl
+ << "#include \"mex.h\"" << endl
+ << endl
+ << "const int ntt = " << ntt << ";" << endl
+ << "void dynamic_resid_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T);" << endl
+ << "void dynamic_resid(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *residual);" << endl
+ << "void dynamic_g1_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T);" << endl
+ << "void dynamic_g1(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *g1);" << endl
+ << "void dynamic_g2_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T);" << endl
+ << "void dynamic_g2(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *v2);" << endl
+ << "void dynamic_g3_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T);" << endl
+ << "void dynamic_g3(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *v3);" << endl
<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
<< "{" << endl
- << " double *y, *x, *params, *steady_state;" << endl
- << " double *residual, *g1, *v2, *v3;" << endl
- << " int nb_row_x, it_;" << endl
- << endl
<< " /* Check that no derivatives of higher order than computed are being requested */" << endl
<< " if (nlhs > " << order + 1 << ")" << endl
<< " mexErrMsgTxt(\"Derivatives of higher order than computed have been requested\");" << endl
<< " /* Create a pointer to the input matrix y. */" << endl
- << " y = mxGetPr(prhs[0]);" << endl
+ << " double *y = mxGetPr(prhs[0]);" << endl
<< endl
<< " /* Create a pointer to the input matrix x. */" << endl
- << " x = mxGetPr(prhs[1]);" << endl
+ << " double *x = mxGetPr(prhs[1]);" << endl
<< endl
<< " /* Create a pointer to the input matrix params. */" << endl
- << " params = mxGetPr(prhs[2]);" << endl
+ << " double *params = mxGetPr(prhs[2]);" << endl
<< endl
<< " /* Create a pointer to the input matrix steady_state. */" << endl
- << " steady_state = mxGetPr(prhs[3]);" << endl
+ << " double *steady_state = mxGetPr(prhs[3]);" << endl
<< endl
<< " /* Fetch time index */" << endl
- << " it_ = (int) mxGetScalar(prhs[4]) - 1;" << endl
+ << " int it_ = (int) mxGetScalar(prhs[4]) - 1;" << endl
<< endl
<< " /* Gets number of rows of matrix x. */" << endl
- << " nb_row_x = mxGetM(prhs[1]);" << endl
+ << " int nb_row_x = mxGetM(prhs[1]);" << endl
+ << endl
+ << " double *T = (double *) malloc(sizeof(double)*ntt);"
<< endl
- << " residual = NULL;" << endl
<< " if (nlhs >= 1)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix residual. */" << endl
<< " plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
- << " /* Create a C pointer to a copy of the output matrix residual. */" << endl
- << " residual = mxGetPr(plhs[0]);" << endl
+ << " double *residual = mxGetPr(plhs[0]);" << endl
+ << " dynamic_resid_tt(y, x, nb_row_x, params, steady_state, it_, T);" << endl
+ << " dynamic_resid(y, x, nb_row_x, params, steady_state, it_, T, residual);" << endl
<< " }" << endl
<< endl
- << " g1 = NULL;" << endl
<< " if (nlhs >= 2)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix g1. */" << endl
<< " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << dynJacobianColsNbr << ", mxREAL);" << endl
- << " /* Create a C pointer to a copy of the output matrix g1. */" << endl
- << " g1 = mxGetPr(plhs[1]);" << endl
+ << " double *g1 = mxGetPr(plhs[1]);" << endl
+ << " dynamic_g1_tt(y, x, nb_row_x, params, steady_state, it_, T);" << endl
+ << " dynamic_g1(y, x, nb_row_x, params, steady_state, it_, T, g1);" << endl
<< " }" << endl
<< endl
- << " v2 = NULL;" << endl
<< " if (nlhs >= 3)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix v2. */" << endl
<< " plhs[2] = mxCreateDoubleMatrix(" << NNZDerivatives[1] << ", " << 3
<< ", mxREAL);" << endl
- << " v2 = mxGetPr(plhs[2]);" << endl
+ << " double *v2 = mxGetPr(plhs[2]);" << endl
+ << " dynamic_g2_tt(y, x, nb_row_x, params, steady_state, it_, T);" << endl
+ << " dynamic_g2(y, x, nb_row_x, params, steady_state, it_, T, v2);" << endl
<< " }" << endl
<< endl
- << " v3 = NULL;" << endl
<< " if (nlhs >= 4)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix v3. */" << endl
<< " plhs[3] = mxCreateDoubleMatrix(" << NNZDerivatives[2] << ", " << 3 << ", mxREAL);" << endl
- << " v3 = mxGetPr(plhs[3]);" << endl
+ << " double *v3 = mxGetPr(plhs[3]);" << endl
+ << " dynamic_g3_tt(y, x, nb_row_x, params, steady_state, it_, T);" << endl
+ << " dynamic_g3(y, x, nb_row_x, params, steady_state, it_, T, v3);" << endl
<< " }" << endl
<< endl
- << " /* Call the C subroutines. */" << endl
- << " Dynamic(y, x, nb_row_x, params, steady_state, it_, residual, g1, v2, v3);" << endl
+ << " free(T);"
<< "}" << endl;
mDynamicMexFile.close();
}
@@ -2579,40 +2595,46 @@ DynamicModel::writeDynamicModel(const string &basename, ostream &DynamicOutput,
}
else if (output_type == ExprNodeOutputType::CDynamicModel)
{
- DynamicOutput << "void Dynamic(double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
+ DynamicOutput << "void dynamic_resid_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T)" << endl
<< "{" << endl
- << " double lhs, rhs;" << endl
- << endl
- << " /* Residual equations */" << endl
<< model_tt_output.str()
+ << "}" << endl
+ << endl
+ << "void dynamic_resid(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *residual)" << endl
+ << "{" << endl
+ << " double lhs, rhs;" << endl
<< model_output.str()
- << " /* Jacobian */" << endl
- << " if (g1 == NULL)" << endl
- << " return;" << endl
+ << "}" << endl
<< endl
+ << "void dynamic_g1_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T)" << endl
+ << "{" << endl
<< jacobian_tt_output.str()
+ << "}" << endl
+ << endl
+ << "void dynamic_g1(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *g1)" << endl
+ << "{" << endl
<< jacobian_output.str()
- << endl;
-
- if (second_derivatives.size())
- DynamicOutput << " /* Hessian for endogenous and exogenous variables */" << endl
- << " if (v2 == NULL)" << endl
- << " return;" << endl
- << endl
- << hessian_tt_output.str()
- << hessian_output.str()
- << endl;
-
- if (third_derivatives.size())
- DynamicOutput << " /* Third derivatives for endogenous and exogenous variables */" << endl
- << " if (v3 == NULL)" << endl
- << " return;" << endl
- << endl
- << third_derivatives_tt_output.str()
- << third_derivatives_output.str()
- << endl;
-
- DynamicOutput << "}" << endl << endl;
+ << "}" << endl
+ << endl
+ << "void dynamic_g2_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T)" << endl
+ << "{" << endl
+ << hessian_tt_output.str()
+ << "}" << endl
+ << endl
+ << "void dynamic_g2(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *v2)" << endl
+ << "{" << endl
+ << hessian_output.str()
+ << "}" << endl
+ << endl
+ << "void dynamic_g3_tt(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T)" << endl
+ << "{" << endl
+ << third_derivatives_tt_output.str()
+ << "}" << endl
+ << endl
+ << "void dynamic_g3(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *v3)" << endl
+ << "{" << endl
+ << third_derivatives_output.str()
+ << "}" << endl;
}
else
{
@@ -6021,7 +6043,7 @@ DynamicModel::dynamicOnlyEquationsNbr() const
}
bool
-DynamicModel::isChecksumMatching(const string &basename) const
+DynamicModel::isChecksumMatching(const string &basename, bool block) const
{
boost::crc_32_type result;
@@ -6033,7 +6055,7 @@ DynamicModel::isChecksumMatching(const string &basename) const
<< equation_tag.second.first
<< equation_tag.second.second;
- ExprNodeOutputType buffer_type = ExprNodeOutputType::CDynamicModel;
+ ExprNodeOutputType buffer_type = block ? ExprNodeOutputType::matlabDynamicModelSparse : ExprNodeOutputType::CDynamicModel;
for (int eq = 0; eq < (int) equations.size(); eq++)
{
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 1e4094a0..b021b969 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -642,7 +642,7 @@ public:
//! Returns true if a parameter was used in the model block with a lead or lag
bool ParamUsedWithLeadLag() const;
- bool isChecksumMatching(const string &basename) const;
+ bool isChecksumMatching(const string &basename, bool block) const;
};
//! Classes to re-order derivatives for various sparse storage formats
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index d26f2ff1..8bc9d961 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -107,7 +107,7 @@ ExprNode::checkIfTemporaryTermThenWrite(ostream &output, ExprNodeOutputType outp
if (output_type == ExprNodeOutputType::matlabDynamicModelSparse)
output << "T" << idx << "(it_)";
else
- if (output_type == ExprNodeOutputType::matlabStaticModelSparse || isCOutput(output_type))
+ if (output_type == ExprNodeOutputType::matlabStaticModelSparse)
output << "T" << idx;
else
{
diff --git a/src/ModFile.cc b/src/ModFile.cc
index ad7da6a2..3908276c 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -796,7 +796,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
, const bool nopreprocessoroutput
) const
{
- bool hasModelChanged = !dynamic_model.isChecksumMatching(basename);
+ bool hasModelChanged = !dynamic_model.isChecksumMatching(basename, block);
if (!check_model_changes)
hasModelChanged = true;
diff --git a/src/ModelTree.cc b/src/ModelTree.cc
index 1dde43ac..a5a67e3c 100644
--- a/src/ModelTree.cc
+++ b/src/ModelTree.cc
@@ -1325,9 +1325,7 @@ ModelTree::writeModelLocalVariableTemporaryTerms(const temporary_terms_t &tto, c
temporary_terms_t tt2;
for (auto it : tt)
{
- if (isCOutput(output_type))
- output << "double ";
- else if (isJuliaOutput(output_type))
+ if (isJuliaOutput(output_type))
output << " @inbounds const ";
it.first->writeOutput(output, output_type, tto, temporary_terms_idxs, tef_terms);
@@ -1357,9 +1355,7 @@ ModelTree::writeTemporaryTerms(const temporary_terms_t &tt,
if (dynamic_cast<AbstractExternalFunctionNode *>(*it) != nullptr)
(*it)->writeExternalFunctionOutput(output, output_type, tt2, tt_idxs, tef_terms);
- if (isCOutput(output_type))
- output << "double ";
- else if (isJuliaOutput(output_type))
+ if (isJuliaOutput(output_type))
output << " @inbounds ";
(*it)->writeOutput(output, output_type, tt, tt_idxs, tef_terms);
diff --git a/src/StaticModel.cc b/src/StaticModel.cc
index 788f53e4..fd47cb75 100644
--- a/src/StaticModel.cc
+++ b/src/StaticModel.cc
@@ -1615,37 +1615,36 @@ StaticModel::writeStaticModel(const string &basename,
}
else if (output_type == ExprNodeOutputType::CStaticModel)
{
- StaticOutput << "void Static(double *y, double *x, int nb_row_x, double *params, double *residual, double *g1, double *v2)" << endl
+ StaticOutput << "void static_resid_tt(const double *y, const double *x, int nb_row_x, const double *params, double *T)" << endl
<< "{" << endl
- << " double lhs, rhs;" << endl
- << endl
- << " /* Residual equations */" << endl
<< model_tt_output.str()
+ << "}" << endl
+ << endl
+ << "void static_resid(const double *y, const double *x, int nb_row_x, const double *params, const double *T, double *residual)" << endl
+ << "{" << endl
+ << " double lhs, rhs;" << endl
<< model_output.str()
- << " /* Jacobian */" << endl
- << " if (g1 == NULL)" << endl
- << " return;" << endl
+ << "}" << endl
<< endl
+ << "void static_g1_tt(const double *y, const double *x, int nb_row_x, const double *params, double *T)" << endl
+ << "{" << endl
<< jacobian_tt_output.str()
+ << "}" << endl
+ << endl
+ << "void static_g1(const double *y, const double *x, int nb_row_x, const double *params, const double *T, double *g1)" << endl
+ << "{" << endl
<< jacobian_output.str()
- << endl;
-
- if (second_derivatives.size())
- StaticOutput << " /* Hessian for endogenous and exogenous variables */" << endl
- << " if (v2 == NULL)" << endl
- << " return;" << endl
- << endl
- << hessian_tt_output.str()
- << hessian_output.str()
- << endl;
- if (third_derivatives.size())
- StaticOutput << " /* Third derivatives for endogenous and exogenous variables */" << endl
- << " if (v3 == NULL)" << endl
- << " return;" << endl
- << endl
- << third_derivatives_tt_output.str()
- << third_derivatives_output.str()
- << endl;
+ << "}" << endl
+ << endl
+ << "void static_g2_tt(const double *y, const double *x, int nb_row_x, const double *params, double *T)" << endl
+ << "{" << endl
+ << hessian_tt_output.str()
+ << "}" << endl
+ << endl
+ << "void static_g2(const double *y, const double *x, int nb_row_x, const double *params, const double *T, double *v2)" << endl
+ << "{" << endl
+ << hessian_output.str()
+ << "}" << endl;
}
else
{
@@ -1866,6 +1865,8 @@ StaticModel::writeStaticCFile(const string &basename) const
string filename = basename + "/model/src/static.c";
string filename_mex = basename + "/model/src/static_mex.c";
+ int ntt = temporary_terms_mlv.size() + temporary_terms_res.size() + temporary_terms_g1.size() + temporary_terms_g2.size() + temporary_terms_g3.size();
+
ofstream output;
output.open(filename, ios::out | ios::binary);
if (!output.is_open())
@@ -1900,9 +1901,12 @@ StaticModel::writeStaticCFile(const string &basename) const
writePowerDerivCHeader(output);
writeNormcdfCHeader(output);
+ output << endl;
+
// Writing the function body
writeStaticModel(output, true, false);
- output << "}" << endl << endl;
+
+ output << endl;
writePowerDeriv(output);
writeNormcdf(output);
@@ -1922,57 +1926,64 @@ StaticModel::writeStaticCFile(const string &basename) const
<< " *" << endl
<< " * Warning : this file is generated automatically by Dynare" << endl
<< " * from model file (.mod)" << endl << endl
- << " */" << endl << endl
- << "#include \"mex.h\"" << endl << endl
- << "void Static(double *y, double *x, int nb_row_x, double *params, double *residual, double *g1, double *v2);" << endl
+ << " */" << endl
+ << endl
+ << "#include <stdlib.h>" << endl
+ << "#include \"mex.h\"" << endl
+ << endl
+ << "const int ntt = " << ntt << ";" << endl
+ << "void static_resid_tt(const double *y, const double *x, int nb_row_x, const double *params, double *T);" << endl
+ << "void static_resid(const double *y, const double *x, int nb_row_x, const double *params, const double *T, double *residual);" << endl
+ << "void static_g1_tt(const double *y, const double *x, int nb_row_x, const double *params, double *T);" << endl
+ << "void static_g1(const double *y, const double *x, int nb_row_x, const double *params, const double *T, double *g1);" << endl
+ << "void static_g2_tt(const double *y, const double *x, int nb_row_x, const double *params, double *T);" << endl
+ << "void static_g2(const double *y, const double *x, int nb_row_x, const double *params, const double *T, double *v2);" << endl
<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
<< "{" << endl
- << " double *y, *x, *params;" << endl
- << " double *residual, *g1, *v2;" << endl
- << " int nb_row_x;" << endl
- << endl
<< " /* Create a pointer to the input matrix y. */" << endl
- << " y = mxGetPr(prhs[0]);" << endl
+ << " double *y = mxGetPr(prhs[0]);" << endl
<< endl
<< " /* Create a pointer to the input matrix x. */" << endl
- << " x = mxGetPr(prhs[1]);" << endl
+ << " double *x = mxGetPr(prhs[1]);" << endl
<< endl
<< " /* Create a pointer to the input matrix params. */" << endl
- << " params = mxGetPr(prhs[2]);" << endl
+ << " double *params = mxGetPr(prhs[2]);" << endl
<< endl
<< " /* Gets number of rows of matrix x. */" << endl
- << " nb_row_x = mxGetM(prhs[1]);" << endl
+ << " int nb_row_x = mxGetM(prhs[1]);" << endl
+ << endl
+ << " double *T = (double *) malloc(sizeof(double)*ntt);"
<< endl
- << " residual = NULL;" << endl
<< " if (nlhs >= 1)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix residual. */" << endl
<< " plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
- << " /* Create a C pointer to a copy of the output matrix residual. */" << endl
- << " residual = mxGetPr(plhs[0]);" << endl
+ << " double *residual = mxGetPr(plhs[0]);" << endl
+ << " static_resid_tt(y, x, nb_row_x, params, T);" << endl
+ << " static_resid(y, x, nb_row_x, params, T, residual);" << endl
<< " }" << endl
<< endl
- << " g1 = NULL;" << endl
<< " if (nlhs >= 2)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix g1. */" << endl
<< " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << symbol_table.endo_nbr() << ", mxREAL);" << endl
- << " /* Create a C pointer to a copy of the output matrix g1. */" << endl
- << " g1 = mxGetPr(plhs[1]);" << endl
+ << " double *g1 = mxGetPr(plhs[1]);" << endl
+ << " static_g1_tt(y, x, nb_row_x, params, T);" << endl
+ << " static_g1(y, x, nb_row_x, params, T, g1);" << endl
<< " }" << endl
<< endl
- << " v2 = NULL;" << endl
<< " if (nlhs >= 3)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix v2. */" << endl
<< " plhs[2] = mxCreateDoubleMatrix(" << NNZDerivatives[1] << ", " << 3
<< ", mxREAL);" << endl
- << " v2 = mxGetPr(plhs[2]);" << endl
+ << " double *v2 = mxGetPr(plhs[2]);" << endl
+ << " static_g2_tt(y, x, nb_row_x, params, T);" << endl
+ << " static_g2(y, x, nb_row_x, params, T, v2);" << endl
<< " }" << endl
<< endl
- << " /* Call the C subroutines. */" << endl
- << " Static(y, x, nb_row_x, params, residual, g1, v2);" << endl
- << "}" << endl << endl;
+ << " free(T);" << endl
+ << "}" << endl;
output.close();
}
--
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