diff --git a/BlockTriangular.cc b/BlockTriangular.cc
index 49f4b03c343f31dead0f6f4ce5fc06f41285f1e3..cae8455f67364dd11ca43039c975ad6a70740af6 100644
--- a/BlockTriangular.cc
+++ b/BlockTriangular.cc
@@ -270,8 +270,6 @@ BlockTriangular::Prologue_Epilogue(bool* IM, int* prologue, int* epilogue, int n
{
modifie = 1;
swap_IM_c(IM, *prologue, i, l, Index_Var_IM, Index_Equ_IM, n);
- Index_Equ_IM[*prologue].available = 0;
- Index_Var_IM[*prologue].available = 0;
(*prologue)++;
}
}
@@ -298,8 +296,6 @@ BlockTriangular::Prologue_Epilogue(bool* IM, int* prologue, int* epilogue, int n
{
modifie = 1;
swap_IM_c(IM, n - (1 + *epilogue), l, i, Index_Var_IM, Index_Equ_IM, n);
- Index_Equ_IM[n - (1 + *epilogue)].available = 0;
- Index_Var_IM[n - (1 + *epilogue)].available = 0;
(*epilogue)++;
}
}
@@ -308,7 +304,7 @@ BlockTriangular::Prologue_Epilogue(bool* IM, int* prologue, int* epilogue, int n
void
-BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, int type, Model_Block * ModelBlock)
+BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, BlockType type, Model_Block * ModelBlock)
{
int i, j, k, l, ls, m, i_1, Lead, Lag, size_list_lead_var, first_count_equ, i1;
int *list_lead_var, *tmp_size, *tmp_var, *tmp_endo, nb_lead_lag_endo;
@@ -380,7 +376,6 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, int
ModelBlock->in_Block_Equ[Index_Equ_IM[*count_Equ].index] = *count_Block;
ModelBlock->in_Block_Var[Index_Var_IM[*count_Equ].index] = *count_Block;
ModelBlock->in_Equ_of_Block[Index_Equ_IM[*count_Equ].index] = ModelBlock->in_Var_of_Block[Index_Var_IM[*count_Equ].index] = 0;
- Index_Equ_IM[*count_Equ].block = *count_Block;
if ((Lead > 0) && (Lag > 0))
ModelBlock->Block_List[*count_Block].Simulation_Type = SOLVE_TWO_BOUNDARIES_SIMPLE;
else if((Lead > 0) && (Lag == 0))
@@ -473,7 +468,6 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, int
nb_lead_lag_endo = 0;
for(i = 0;i < size;i++)
{
- Index_Equ_IM[*count_Equ].block = *count_Block;
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;
ModelBlock->Block_List[*count_Block].Variable_Sorted[i] = -1;
@@ -913,13 +907,11 @@ BlockTriangular::Normalize_and_BlockDecompose_Static_0_Model(const jacob_map &j_
for(i = 0;i < endo_nbr;i++)
{
Index_Equ_IM[i].index = i;
- Index_Equ_IM[i].available = 1;
}
Index_Var_IM = (simple*)malloc(endo_nbr * sizeof(*Index_Var_IM));
for(i = 0;i < endo_nbr;i++)
{
Index_Var_IM[i].index = i;
- Index_Var_IM[i].available = 1;
}
if(ModelBlock != NULL)
Free_Block(ModelBlock);
@@ -931,7 +923,4 @@ BlockTriangular::Normalize_and_BlockDecompose_Static_0_Model(const jacob_map &j_
Normalize_and_BlockDecompose(SIM, ModelBlock, endo_nbr, &prologue, &epilogue, Index_Var_IM, Index_Equ_IM, 1, 1, SIM_0, j_m);
free(SIM_0);
free(SIM);
- if(bt_verbose)
- for(i = 0;i < endo_nbr;i++)
- cout << "Block=" << Index_Equ_IM[i].block << " Equ=" << Index_Equ_IM[i].index << " Var= " << Index_Var_IM[i].index << " " << symbol_table.getNameByID(eEndogenous, Index_Var_IM[i].index) << "\n";
}
diff --git a/include/BlockTriangular.hh b/include/BlockTriangular.hh
index 3d31c7485318230c0851e0edebab82405b55066b..6e28602ac49ab87366d967d8631746d8c54181d0 100644
--- a/include/BlockTriangular.hh
+++ b/include/BlockTriangular.hh
@@ -26,13 +26,9 @@
#include "ModelNormalization.hh"
#include "ModelBlocks.hh"
-/*!
- \class BlockTriangular
- \brief Creat the incidence matrice and reorder the model's equations.
-*/
-
#include "ExprNode.hh"
+//! List of incidence matrix (one matrix per lead/lag)
struct List_IM
{
List_IM* pNext;
@@ -40,13 +36,14 @@ struct List_IM
bool* IM;
};
+//! Matrix of doubles for representing jacobian
typedef map<pair<int ,int >,double> jacob_map;
+//! Create the incidence matrix, computes prologue & epilogue, normalizes the model and computes the block decomposition
class BlockTriangular
{
public:
BlockTriangular(const SymbolTable &symbol_table_arg);
- /*! The incidence matrix for each lead and lags */
const SymbolTable &symbol_table;
Blocks blocks;
Normalization normalization;
@@ -63,7 +60,7 @@ public:
bool Normalize_and_BlockDecompose(bool* IM, Model_Block* ModelBlock, int n, int* prologue, int* epilogue, simple* Index_Var_IM, simple* Index_Equ_IM, bool Do_Normalization, bool mixing, bool* IM_0 , jacob_map j_m);
void Prologue_Epilogue(bool* IM, int* prologue, int* epilogue, int n, simple* Index_Var_IM, simple* Index_Equ_IM, bool* IM0);
void swap_IM_c(bool *SIM, int pos1, int pos2, int pos3, simple* Index_Var_IM, simple* Index_Equ_IM, int n);
- void Allocate_Block(int size, int *count_Equ, int *count_Block, int type, Model_Block * ModelBlock);
+ void Allocate_Block(int size, int *count_Equ, int *count_Block, BlockType type, Model_Block * ModelBlock);
void Free_Block(Model_Block* ModelBlock) const;
List_IM *First_IM ;
List_IM *Last_IM ;
@@ -131,5 +128,4 @@ public:
}
};
};
-//------------------------------------------------------------------------------
#endif
diff --git a/include/CodeInterpreter.hh b/include/CodeInterpreter.hh
index cfc78b2df64ca41531d8afdeca665feefd1decc8..b6d0e528f213c9d1e3c5d008668ca7ed7d0d2ffe 100644
--- a/include/CodeInterpreter.hh
+++ b/include/CodeInterpreter.hh
@@ -41,21 +41,28 @@ const char FEND=17;
const char FOK=18;
const char FENDEQU=19;
-const int SIMULTANS=0;
-const int PROLOGUE=1;
-const int EPILOGUE=2;
-const int SIMULTAN=3;
-const int UNKNOWN=-1;
-const int EVALUATE_FOREWARD=0;
-const int EVALUATE_BACKWARD=1;
-const int SOLVE_FOREWARD_SIMPLE=2;
-const int SOLVE_BACKWARD_SIMPLE=3;
-const int SOLVE_TWO_BOUNDARIES_SIMPLE=4;
-const int SOLVE_FOREWARD_COMPLETE=5;
-const int SOLVE_BACKWARD_COMPLETE=6;
-const int SOLVE_TWO_BOUNDARIES_COMPLETE=7;
-const int EVALUATE_FOREWARD_R=8;
-const int EVALUATE_BACKWARD_R=9;
+enum BlockType
+ {
+ SIMULTANS = 0, //<! Simultaneous time separable block
+ PROLOGUE = 1, //<! Prologue block (one equation at the beginning, later merged)
+ EPILOGUE = 2, //<! Epilogue block (one equation at the beginning, later merged)
+ SIMULTAN = 3 //<! Simultaneous time unseparable block
+ };
+
+enum BlockSimulationType
+ {
+ UNKNOWN = -1, //!< Unknown simulation type
+ EVALUATE_FOREWARD = 0, //!< Simple evaluation, normalized variable on left-hand side, forward
+ EVALUATE_BACKWARD = 1, //!< Simple evaluation, normalized variable on left-hand side, backward
+ SOLVE_FOREWARD_SIMPLE = 2, //!< Block of one equation, newton solver needed, forward
+ SOLVE_BACKWARD_SIMPLE = 3, //!< Block of one equation, newton solver needed, backward
+ SOLVE_TWO_BOUNDARIES_SIMPLE = 4, //!< Block of one equation, newton solver needed, forward & ackward
+ SOLVE_FOREWARD_COMPLETE = 5, //!< Block of several equations, newton solver needed, forward
+ SOLVE_BACKWARD_COMPLETE = 6, //!< Block of several equations, newton solver needed, backward
+ SOLVE_TWO_BOUNDARIES_COMPLETE = 7, //!< Block of several equations, newton solver needed, forward and backwar
+ EVALUATE_FOREWARD_R = 8, //!< Simple evaluation, normalized variable on right-hand side, forward
+ EVALUATE_BACKWARD_R = 9 //!< Simple evaluation, normalized variable on right-hand side, backward
+ };
//! Enumeration of possible symbol types
/*! Warning: do not to change existing values: the order matters for VariableTable (at least for endogenous and exogenous types), and the values matter for homotopy_setup command */
@@ -71,7 +78,6 @@ enum Type
eUnknownFunction = 12 //!< Function unknown to the preprocessor
};
-
enum UnaryOpcode
{
oUminus,
@@ -92,6 +98,7 @@ enum UnaryOpcode
oAtanh,
oSqrt
};
+
enum BinaryOpcode
{
oPlus,
@@ -110,6 +117,4 @@ enum BinaryOpcode
oDifferent
};
-
-
#endif
diff --git a/include/ExprNode.hh b/include/ExprNode.hh
index cb74b35e3a703d4e139d37840f82c88c9c926c2e..2f877821917b54376d15744871f2735f19e8aca2 100644
--- a/include/ExprNode.hh
+++ b/include/ExprNode.hh
@@ -311,15 +311,20 @@ public:
virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
};
+//! For one lead/lag of one block, stores mapping of information between original model and block-decomposed model
struct IM_compact
{
int size, u_init, u_finish, nb_endo;
int *u, *us, *Var, *Equ, *Var_Index, *Equ_Index, *Var_dyn_Index;
};
+//! One block of the model
struct Block
{
- int Size, Sized, Type, Simulation_Type, Max_Lead, Max_Lag, Nb_Lead_Lag_Endo;
+ int Size, Sized;
+ BlockType Type;
+ BlockSimulationType Simulation_Type;
+ int Max_Lead, Max_Lag, Nb_Lead_Lag_Endo;
bool is_linear;
int *Equation, *Own_Derivative;
int *Variable, *Variable_Sorted, *dVariable;
@@ -329,6 +334,7 @@ struct Block
int Code_Start, Code_Length;
};
+//! The set of all blocks of the model
struct Model_Block
{
int Size, Periods;
diff --git a/include/ModelBlocks.hh b/include/ModelBlocks.hh
index c6362814225c5ca4318b515f435b070395ca6e96..cb3557b4ef76b3bbb7525f411d3e08f9730b0b04 100644
--- a/include/ModelBlocks.hh
+++ b/include/ModelBlocks.hh
@@ -21,7 +21,7 @@
#define MODELBLOCKS
#include "ModelNormalization.hh"
-
+//! Sparse form of the graph, with strongly connected components
typedef struct block_result
{
int size, n_sets;
@@ -32,7 +32,7 @@ typedef struct block_result
block_result_t;
-
+//! Implements Tarjan algorithm
class Blocks
{
public:
@@ -42,6 +42,7 @@ public:
void block_result_free(block_result_t *r);
void block_result_print(block_result_t *r);
void Print_Equation_gr(Equation_set* Equation);
+ //! Converts the output of Tarjan algorithm into reordered incidence matrices
void block_result_to_IM(block_result_t *r,bool* IM,int prologue, int n,simple* Index_Equ_IM,simple* Index_Var_IM);
Equation_vertex *vertices;
int *block_vertices, *sets_s, *sets_f;
diff --git a/include/ModelNormalization.hh b/include/ModelNormalization.hh
index 47460b94a38fbacf7fbf562dba03364037e47a6d..5ee55e76899a9c7a66e07ad625689d5622d4e25a 100644
--- a/include/ModelNormalization.hh
+++ b/include/ModelNormalization.hh
@@ -43,10 +43,11 @@ struct Equation_set
int edges;
};
+//! Stores result of block decomposition for ONE equation or ONE variable
struct simple
{
- int index, block;
- bool available;
+ //! New {variable, equation} index after reordering
+ int index;
};
class Normalization