diff --git a/DynamicModel.cc b/DynamicModel.cc
index 19150e4ac686511c6a9a0a1b26647a1e6f6d9003..c69bb7ef62a6361a357a7c01488975e15de689bd 100644
--- a/DynamicModel.cc
+++ b/DynamicModel.cc
@@ -228,7 +228,7 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
map<expr_t, int> reference_count;
temporary_terms_t local_temporary_terms;
ofstream output;
- int nze, nze_exo, nze_other_endo;
+ int nze, nze_exo, nze_exo_det, nze_other_endo;
vector<int> feedback_variables;
ExprNodeOutputType local_output_type;
@@ -247,6 +247,7 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
nze = derivative_endo[block].size();
nze_other_endo = derivative_other_endo[block].size();
nze_exo = derivative_exo[block].size();
+ nze_exo_det = derivative_exo_det[block].size();
BlockSimulationType simulation_type = getBlockSimulationType(block);
unsigned int block_size = getBlockSize(block);
unsigned int block_mfs = getBlockMfs(block);
@@ -385,6 +386,7 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
output << " if(jacobian_eval)\n";
output << " g1 = spalloc(" << block_mfs << ", " << count_col_endo << ", " << nze << ");\n";
output << " g1_x=spalloc(" << block_size << ", " << count_col_exo << ", " << nze_exo << ");\n";
+ output << " g1_xd=spalloc(" << block_size << ", " << count_col_exo_det << ", " << nze_exo_det << ");\n";
output << " g1_o=spalloc(" << block_size << ", " << count_col_other_endo << ", " << nze_other_endo << ");\n";
output << " end;\n";
}
@@ -393,6 +395,7 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
output << " if(jacobian_eval)\n";
output << " g1 = spalloc(" << block_size << ", " << count_col_endo << ", " << nze << ");\n";
output << " g1_x=spalloc(" << block_size << ", " << count_col_exo << ", " << nze_exo << ");\n";
+ output << " g1_xd=spalloc(" << block_size << ", " << count_col_exo_det << ", " << nze_exo_det << ");\n";
output << " g1_o=spalloc(" << block_size << ", " << count_col_other_endo << ", " << nze_other_endo << ");\n";
output << " else\n";
if (simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE || simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE)
@@ -405,10 +408,6 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
{
output << " g1 = spalloc(" << block_mfs
<< ", " << block_mfs << ", " << nze << ");\n";
- output << " g1_tmp_r = spalloc(" << block_recursive
- << ", " << block_size << ", " << nze << ");\n";
- output << " g1_tmp_b = spalloc(" << block_mfs
- << ", " << block_size << ", " << nze << ");\n";
}
output << " end;\n";
}
@@ -568,88 +567,115 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
}
// The Jacobian if we have to solve the block
if (simulation_type == SOLVE_TWO_BOUNDARIES_SIMPLE || simulation_type == SOLVE_TWO_BOUNDARIES_COMPLETE)
- output << " " << sps << "% Jacobian " << endl;
+ output << " " << sps << "% Jacobian " << endl << " if jacobian_eval" << endl;
else
if (simulation_type == SOLVE_BACKWARD_SIMPLE || simulation_type == SOLVE_FORWARD_SIMPLE
|| simulation_type == SOLVE_BACKWARD_COMPLETE || simulation_type == SOLVE_FORWARD_COMPLETE)
output << " % Jacobian " << endl << " if jacobian_eval" << endl;
else
output << " % Jacobian " << endl << " if jacobian_eval" << endl;
- switch (simulation_type)
+ prev_var = 999999999;
+ prev_lag = -9999999;
+ count_col = 0;
+ for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_endo_derivative.begin(); it != tmp_block_endo_derivative.end(); it++)
{
- case EVALUATE_BACKWARD:
- case EVALUATE_FORWARD:
- prev_var = 999999999;
- prev_lag = -9999999;
- count_col = 0;
- for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_endo_derivative.begin(); it != tmp_block_endo_derivative.end(); it++)
+ int lag = it->first.first;
+ unsigned int var = it->first.second.first;
+ unsigned int eq = it->first.second.second;
+ if (var != prev_var || lag != prev_lag)
{
- int lag = it->first.first;
- unsigned int var = it->first.second.first;
- unsigned int eq = it->first.second.second;
- //int eqr = getBlockInitialEquationID(block, eq);
- //int varr = getBlockInitialVariableID(block, var);
- if (var != prev_var || lag != prev_lag)
- {
- prev_var = var;
- prev_lag = lag;
- count_col++;
- }
+ prev_var = var;
+ prev_lag = lag;
+ count_col++;
+ }
- expr_t id = it->second;
+ expr_t id = it->second;
- output << " g1(" << eq+1 << ", " << count_col/*var+1+(lag+block_max_lag)*block_size*/ << ") = ";
- id->writeOutput(output, local_output_type, local_temporary_terms);
- output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
- << "(" << lag
- << ") " << var+1
- << ", equation=" << eq+1 << endl;
- }
- for (derivative_t::const_iterator it = derivative_exo[block].begin(); it != derivative_exo[block].end(); it++)
+ output << " g1(" << eq+1 << ", " << count_col << ") = ";
+ id->writeOutput(output, local_output_type, local_temporary_terms);
+ output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
+ << "(" << lag
+ << ") " << var+1
+ << ", equation=" << eq+1 << endl;
+ }
+ prev_var = 999999999;
+ prev_lag = -9999999;
+ count_col = 0;
+ for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_exo_derivative.begin(); it != tmp_block_exo_derivative.end(); it++)
+ {
+ int lag = it->first.first;
+ unsigned int var = it->first.second.first;
+ unsigned int eq = it->first.second.second;
+ int eqr = getBlockInitialEquationID(block, eq);
+ if (var != prev_var || lag != prev_lag)
{
- int lag = it->first.first;
- int eq = it->first.second.first;
- int var = it->first.second.second;
- int eqr = getBlockInitialEquationID(block, eq);
- expr_t id = it->second;
- output << " g1_x(" << eqr+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
- id->writeOutput(output, local_output_type, local_temporary_terms);
- output << "; % variable=" << symbol_table.getName(symbol_table.getID(eExogenous, var))
- << "(" << lag
- << ") " << var+1
- << ", equation=" << eq+1 << endl;
+ prev_var = var;
+ prev_lag = lag;
+ count_col++;
}
- for (derivative_t::const_iterator it = derivative_exo_det[block].begin(); it != derivative_exo_det[block].end(); it++)
+ expr_t id = it->second;
+ output << " g1_x(" << eqr+1 << ", " << count_col << ") = ";
+ id->writeOutput(output, local_output_type, local_temporary_terms);
+ output << "; % variable=" << symbol_table.getName(symbol_table.getID(eExogenous, var))
+ << "(" << lag
+ << ") " << var+1
+ << ", equation=" << eq+1 << endl;
+ }
+ prev_var = 999999999;
+ prev_lag = -9999999;
+ count_col = 0;
+ for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_exo_det_derivative.begin(); it != tmp_block_exo_det_derivative.end(); it++)
+ {
+ int lag = it->first.first;
+ unsigned int var = it->first.second.first;
+ unsigned int eq = it->first.second.second;
+ int eqr = getBlockInitialEquationID(block, eq);
+ if (var != prev_var || lag != prev_lag)
{
- int lag = it->first.first;
- int eq = it->first.second.first;
- int var = it->first.second.second;
- int eqr = getBlockInitialEquationID(block, eq);
- expr_t id = it->second;
- output << " g1_x(" << eqr+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
- id->writeOutput(output, local_output_type, local_temporary_terms);
- output << "; % variable=" << symbol_table.getName(symbol_table.getID(eExogenous, var))
- << "(" << lag
- << ") " << var+1
- << ", equation=" << eq+1 << endl;
+ prev_var = var;
+ prev_lag = lag;
+ count_col++;
}
- for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
+ expr_t id = it->second;
+ output << " g1_xd(" << eqr+1 << ", " << count_col << ") = ";
+ id->writeOutput(output, local_output_type, local_temporary_terms);
+ output << "; % variable=" << symbol_table.getName(symbol_table.getID(eExogenous, var))
+ << "(" << lag
+ << ") " << var+1
+ << ", equation=" << eq+1 << endl;
+ }
+ prev_var = 999999999;
+ prev_lag = -9999999;
+ count_col = 0;
+ for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_other_endo_derivative.begin(); it != tmp_block_other_endo_derivative.end(); it++)
+ {
+ int lag = it->first.first;
+ unsigned int var = it->first.second.first;
+ unsigned int eq = it->first.second.second;
+ int eqr = getBlockInitialEquationID(block, eq);
+ if (var != prev_var || lag != prev_lag)
{
- int lag = it->first.first;
- int eq = it->first.second.first;
- int var = it->first.second.second;
- int eqr = getBlockInitialEquationID(block, eq);
- expr_t id = it->second;
-
- output << " g1_o(" << eqr+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
- id->writeOutput(output, local_output_type, local_temporary_terms);
- output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
- << "(" << lag
- << ") " << var+1
- << ", equation=" << eq+1 << endl;
+ prev_var = var;
+ prev_lag = lag;
+ count_col++;
}
- output << " varargout{1}=g1_x;\n";
- output << " varargout{2}=g1_o;\n";
+ expr_t id = it->second;
+
+ output << " g1_o(" << eqr+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
+ id->writeOutput(output, local_output_type, local_temporary_terms);
+ output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
+ << "(" << lag
+ << ") " << var+1
+ << ", equation=" << eq+1 << endl;
+ }
+ output << " varargout{1}=g1_x;\n";
+ output << " varargout{2}=g1_xd;\n";
+ output << " varargout{3}=g1_o;\n";
+
+ switch (simulation_type)
+ {
+ case EVALUATE_FORWARD:
+ case EVALUATE_BACKWARD:
output << " end;" << endl;
output << " end;" << endl;
break;
@@ -657,75 +683,6 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
case SOLVE_FORWARD_SIMPLE:
case SOLVE_BACKWARD_COMPLETE:
case SOLVE_FORWARD_COMPLETE:
- prev_var = 999999999;
- prev_lag = -9999999;
- count_col = 0;
- for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_endo_derivative.begin(); it != tmp_block_endo_derivative.end(); it++)
- {
- int lag = it->first.first;
- unsigned int var = it->first.second.first;
- unsigned int eq = it->first.second.second;
- if (var != prev_var || lag != prev_lag)
- {
- prev_var = var;
- prev_lag = lag;
- count_col++;
- }
- expr_t id = it->second;
-
- output << " g1(" << eq+1 << ", " << /*var+1+(lag+block_max_lag)*block_size*/count_col << ") = ";
- id->writeOutput(output, local_output_type, local_temporary_terms);
- output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
- << "(" << lag
- << ") " << var+1
- << ", equation=" << eq+1 << endl;
- }
- for (derivative_t::const_iterator it = derivative_exo[block].begin(); it != derivative_exo[block].end(); it++)
- {
- int lag = it->first.first;
- int eq = it->first.second.first;
- int var = it->first.second.second;
- int eqr = getBlockInitialEquationID(block, eq);
- expr_t id = it->second;
-
- output << " g1_x(" << eqr+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
- id->writeOutput(output, local_output_type, local_temporary_terms);
- output << "; % variable=" << symbol_table.getName(symbol_table.getID(eExogenous, var))
- << "(" << lag
- << ") " << var+1
- << ", equation=" << eq+1 << endl;
- }
- for (derivative_t::const_iterator it = derivative_exo_det[block].begin(); it != derivative_exo_det[block].end(); it++)
- {
- int lag = it->first.first;
- int eq = it->first.second.first;
- int var = it->first.second.second;
- int eqr = getBlockInitialEquationID(block, eq);
- expr_t id = it->second;
-
- output << " g1_x(" << eqr+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
- id->writeOutput(output, local_output_type, local_temporary_terms);
- output << "; % variable=" << symbol_table.getName(symbol_table.getID(eExogenous, var))
- << "(" << lag
- << ") " << var+1
- << ", equation=" << eq+1 << endl;
- }
- for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
- {
- int lag = it->first.first;
- unsigned int eq = it->first.second.first;
- unsigned int var = it->first.second.second;
- expr_t id = it->second;
-
- output << " g1_o(" << eq+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
- id->writeOutput(output, local_output_type, local_temporary_terms);
- output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
- << "(" << lag
- << ") " << var+1
- << ", equation=" << eq+1 << endl;
- }
- output << " varargout{1}=g1_x;\n";
- output << " varargout{2}=g1_o;\n";
output << " else" << endl;
for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
{
@@ -750,7 +707,7 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
break;
case SOLVE_TWO_BOUNDARIES_SIMPLE:
case SOLVE_TWO_BOUNDARIES_COMPLETE:
- output << " if ~jacobian_eval" << endl;
+ output << " else" << endl;
for (block_derivatives_equation_variable_laglead_nodeid_t::const_iterator it = blocks_derivatives[block].begin(); it != (blocks_derivatives[block]).end(); it++)
{
unsigned int eq = it->first.first;
@@ -828,80 +785,8 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
for (i = 0; i < ModelBlock->Block_List[block].Size; i++)
output << " u(" << i+1 << "+Per_u_) = u(" << i+1 << "+Per_u_) / condition(" << i+1 << ");\n";
#endif
-
- output << " else" << endl;
- prev_var = 999999999;
- prev_lag = -9999999;
- count_col = 0;
- for (map<pair<int, pair<int, int> >, expr_t>::const_iterator it = tmp_block_endo_derivative.begin(); it != tmp_block_endo_derivative.end(); it++)
- {
- int lag = it->first.first;
- unsigned int var = it->first.second.first;
- unsigned int eq = it->first.second.second;
- //int eqr = getBlockInitialEquationID(block, eq);
- //int varr = getBlockInitialVariableID(block, var);
- if (var != prev_var || lag != prev_lag)
- {
- prev_var = var;
- prev_lag = lag;
- count_col++;
- }
- expr_t id = it->second;
- output << " g1(" << eq+1 << ", " << /*var+1+(lag+block_max_lag)*block_size*/count_col << ") = ";
- id->writeOutput(output, local_output_type, local_temporary_terms);
- output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
- << "(" << lag
- << ") " << var+1
- << ", equation=" << eq+1 << endl;
- }
- for (derivative_t::const_iterator it = derivative_exo[block].begin(); it != derivative_exo[block].end(); it++)
- {
- int lag = it->first.first;
- int eq = it->first.second.first;
- int var = it->first.second.second;
- int eqr = getBlockInitialEquationID(block, eq);
- expr_t id = it->second;
-
- output << " g1_x(" << eqr+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
- id->writeOutput(output, local_output_type, local_temporary_terms);
- output << "; % variable=" << symbol_table.getName(symbol_table.getID(eExogenous, var))
- << "(" << lag
- << ") " << var+1
- << ", equation=" << eq+1 << endl;
- }
- for (derivative_t::const_iterator it = derivative_exo_det[block].begin(); it != derivative_exo_det[block].end(); it++)
- {
- int lag = it->first.first;
- int eq = it->first.second.first;
- int var = it->first.second.second;
- int eqr = getBlockInitialEquationID(block, eq);
- expr_t id = it->second;
-
- output << " g1_x(" << eqr+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
- id->writeOutput(output, local_output_type, local_temporary_terms);
- output << "; % variable=" << symbol_table.getName(symbol_table.getID(eExogenous, var))
- << "(" << lag
- << ") " << var+1
- << ", equation=" << eq+1 << endl;
- }
- for (derivative_t::const_iterator it = derivative_other_endo[block].begin(); it != derivative_other_endo[block].end(); it++)
- {
- int lag = it->first.first;
- unsigned int eq = it->first.second.first;
- unsigned int var = it->first.second.second;
- expr_t id = it->second;
-
- output << " g1_o(" << eq+1 << ", " << var+1+(lag+block_max_lag)*block_size << ") = ";
- id->writeOutput(output, local_output_type, local_temporary_terms);
- output << "; % variable=" << symbol_table.getName(symbol_table.getID(eEndogenous, var))
- << "(" << lag
- << ") " << var+1
- << ", equation=" << eq+1 << endl;
- }
- output << " varargout{1}=g1_x;\n";
- output << " varargout{2}=g1_o;\n";
- output << " end;\n";
- output << " end;\n";
+ output << " end;" << endl;
+ output << " end;" << endl;
break;
default:
break;
@@ -913,6 +798,7 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
void
DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basename, const map_idx_t &map_idx) const
{
+
ostringstream tmp_output;
ofstream code_file;
unsigned int instruction_number = 0;
@@ -981,6 +867,23 @@ DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basen
count_col_endo++;
}
}
+ prev_var = -1;
+ prev_lag = -999999999;
+ int count_col_exo = 0;
+
+ for (map<pair< int, pair<int, int> >, expr_t>::const_iterator it = first_derivatives_reordered_exo.begin();
+ it != first_derivatives_reordered_exo.end(); it++)
+ {
+ int var = it->first.second.first;
+ int lag = it->first.first;
+ if(prev_var != var || prev_lag != lag)
+ {
+ prev_var = var;
+ prev_lag = lag;
+ count_col_exo++;
+ }
+ }
+
FBEGINBLOCK_ fbeginblock(symbol_table.endo_nbr(),
simulation_type,
0,
@@ -994,7 +897,7 @@ DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basen
u_count_int,
count_col_endo,
symbol_table.exo_det_nbr(),
- symbol_table.exo_nbr(),
+ count_col_exo,
other_endo_size,
0,
exo_det,
@@ -1046,23 +949,26 @@ DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basen
{
FLDR_ fldr(i);
fldr.write(code_file, instruction_number);
- for(vector<pair<pair<int, int>, int> >::const_iterator it = derivatives[i].begin();
- it != derivatives[i].end(); it++)
- {
- FLDU_ fldu(it->second);
- fldu.write(code_file, instruction_number);
- FLDV_ fldv(eEndogenous, it->first.first, it->first.second);
- fldv.write(code_file, instruction_number);
- FBINARY_ fbinary(oTimes);
- fbinary.write(code_file, instruction_number);
- if (it != derivatives[i].begin())
+ if (derivatives[i].size())
+ {
+ for(vector<pair<pair<int, int>, int> >::const_iterator it = derivatives[i].begin();
+ it != derivatives[i].end(); it++)
{
- FBINARY_ fbinary(oPlus);
+ FLDU_ fldu(it->second);
+ fldu.write(code_file, instruction_number);
+ FLDV_ fldv(eEndogenous, it->first.first, it->first.second);
+ fldv.write(code_file, instruction_number);
+ FBINARY_ fbinary(oTimes);
fbinary.write(code_file, instruction_number);
+ if (it != derivatives[i].begin())
+ {
+ FBINARY_ fbinary(oPlus);
+ fbinary.write(code_file, instruction_number);
+ }
}
+ FBINARY_ fbinary(oMinus);
+ fbinary.write(code_file, instruction_number);
}
- FBINARY_ fbinary(oMinus);
- fbinary.write(code_file, instruction_number);
FSTPU_ fstpu(i);
fstpu.write(code_file, instruction_number);
}
@@ -1104,7 +1010,7 @@ DynamicModel::writeModelEquationsCode(string &file_name, const string &bin_basen
}
prev_var = -1;
prev_lag = -999999999;
- int count_col_exo = 0;
+ count_col_exo = 0;
for (map<pair< int, pair<int, int> >, expr_t>::const_iterator it = first_derivatives_reordered_exo.begin();
it != first_derivatives_reordered_exo.end(); it++)
{
@@ -2457,7 +2363,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
i++;
}
output << "];\n";
- output << "block_structure.block(" << block+1 << ").exo_det_nbr = " << i << ";\n";
+
output << "block_structure.block(" << block+1 << ").exogenous_det = [";
i = 0;
for (set<int>::iterator it_exogenous_det = exogenous_det.begin(); it_exogenous_det != exogenous_det.end(); it_exogenous_det++)
@@ -2467,8 +2373,8 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
i++;
}
output << "];\n";
+ output << "block_structure.block(" << block+1 << ").exo_det_nbr = " << i << ";\n";
- output << "block_structure.block(" << block+1 << ").other_endo_nbr = " << i << ";\n";
output << "block_structure.block(" << block+1 << ").other_endogenous = [";
i = 0;
for (set<int>::iterator it_other_endogenous = other_endogenous.begin(); it_other_endogenous != other_endogenous.end(); it_other_endogenous++)
@@ -2478,6 +2384,7 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
i++;
}
output << "];\n";
+ output << "block_structure.block(" << block+1 << ").other_endo_nbr = " << i << ";\n";
tmp_s.str("");
count_lead_lag_incidence = 0;