From 4e2538a2a2c141352e6de6dd6538d51854018f70 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Mon, 6 Jan 2020 18:26:35 +0100
Subject: [PATCH] Ensure original tags and line numbers are preserved with
ramsey_model
In particular, introduce a method for clearing all equations, so that tags and
line numbers are also cleared.
Ref. dynare#1685
---
src/DynamicModel.cc | 71 ++++++++++++++++++++++++++++++++++-----------
src/DynamicModel.hh | 4 +++
src/ModelTree.hh | 2 ++
src/SymbolTable.cc | 9 ++++++
src/SymbolTable.hh | 2 ++
5 files changed, 71 insertions(+), 17 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 14135914..6116b85a 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -5516,13 +5516,25 @@ DynamicModel::writeAuxVarRecursiveDefinitions(ostream &output, ExprNodeOutputTyp
}
}
+void
+DynamicModel::clearEquations()
+{
+ equations.clear();
+ equations_lineno.clear();
+ equation_tags.clear();
+ equation_tags_xref.clear();
+}
+
void
DynamicModel::replaceMyEquations(DynamicModel &dynamic_model) const
{
- dynamic_model.equations.clear();
+ dynamic_model.clearEquations();
+
for (size_t i = 0; i < equations.size(); i++)
- dynamic_model.addEquation(equations[i]->clone(dynamic_model),
- equations_lineno[i]);
+ dynamic_model.addEquation(equations[i]->clone(dynamic_model), equations_lineno[i]);
+
+ dynamic_model.equation_tags = equation_tags;
+ dynamic_model.equation_tags_xref = equation_tags_xref;
}
void
@@ -5539,9 +5551,9 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model)
}
cout << "Ramsey Problem: added " << i << " Multipliers." << endl;
- // Add Planner Objective to equations to include in computeDerivIDs
+ // Add Planner Objective to equations so that it appears in Lagrangian
assert(static_model.equations.size() == 1);
- addEquation(static_model.equations[0]->clone(*this), static_model.equations_lineno[0]);
+ addEquation(static_model.equations[0]->clone(*this), -1);
// Get max endo lead and max endo lag
set<pair<int, int>> dynvars;
@@ -5550,9 +5562,8 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model)
for (auto &equation : equations)
equation->collectDynamicVariables(SymbolType::endogenous, dynvars);
- for (const auto &dynvar : dynvars)
+ for (const auto &[symb_id, lag] : dynvars)
{
- int lag = dynvar.second;
if (max_eq_lead < lag)
max_eq_lead = lag;
else if (-max_eq_lag > lag)
@@ -5584,21 +5595,47 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model)
equations[i]->getNonZeroPartofEquation()->decreaseLeadsLags(lag)), lagrangian);
}
- equations.clear();
+ // Save line numbers and tags, see below
+ auto old_equations_lineno = equations_lineno;
+ auto old_equation_tags = equation_tags;
+
+ // Prepare derivation of the Lagrangian
+ clearEquations();
addEquation(AddEqual(lagrangian, Zero), -1);
computeDerivIDs();
- //Compute derivatives and overwrite equations
+ /* Compute Lagrangian derivatives.
+ Also restore line numbers and tags for FOCs w.r.t. a Lagrange multiplier
+ (i.e. a FOC identical to an equation of the original model) */
vector<expr_t> neweqs;
- for (auto &it : deriv_id_table)
- // For all endogenous variables with zero lag
- if (symbol_table.getType(it.first.first) == SymbolType::endogenous && it.first.second == 0)
- neweqs.push_back(AddEqual(equations[0]->getNonZeroPartofEquation()->getDerivative(it.second), Zero));
+ vector<int> neweqs_lineno;
+ map<int, vector<pair<string, string>>> neweqs_tags;
+ for (auto &[symb_id_and_lag, deriv_id] : deriv_id_table)
+ {
+ auto &[symb_id, lag] = symb_id_and_lag;
+ if (symbol_table.getType(symb_id) == SymbolType::endogenous && lag == 0)
+ {
+ neweqs.push_back(AddEqual(equations[0]->getNonZeroPartofEquation()->getDerivative(deriv_id), Zero));
+ if (int i = symbol_table.getEquationNumberForMultiplier(symb_id);
+ i != -1)
+ {
+ // This is a derivative w.r.t. a Lagrange multiplier
+ neweqs_lineno.push_back(old_equations_lineno[i]);
+ vector<pair<string, string>> tags;
+ for (auto &[j, tagpair] : old_equation_tags)
+ if (j == i)
+ tags.emplace_back(tagpair);
+ neweqs_tags[neweqs.size()-1] = tags;
+ }
+ else
+ neweqs_lineno.push_back(-1);
+ }
+ }
- // Add new equations
- equations.clear();
- for (auto &neweq : neweqs)
- addEquation(neweq, -1);
+ // Overwrite equations with the Lagrangian derivatives
+ clearEquations();
+ for (size_t i = 0; i < neweqs.size(); i++)
+ addEquation(neweqs[i], neweqs_lineno[i], neweqs_tags[i]);
}
void
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 9a2db5c7..487017a6 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -446,6 +446,10 @@ public:
//! Replaces model equations with derivatives of Lagrangian w.r.t. endogenous
void computeRamseyPolicyFOCs(const StaticModel &static_model);
+
+ //! Clears all equations
+ void clearEquations();
+
//! Replaces the model equations in dynamic_model with those in this model
void replaceMyEquations(DynamicModel &dynamic_model) const;
diff --git a/src/ModelTree.hh b/src/ModelTree.hh
index d04f5d4d..040b2696 100644
--- a/src/ModelTree.hh
+++ b/src/ModelTree.hh
@@ -77,6 +77,8 @@ protected:
* The following structures keep track of the model equations and must all be updated
* when adding or removing an equation. Hence, if a new parallel structure is added
* in the future, it must be maintained whereever these structures are updated
+ * See in particular methods clearEquations(), replaceMyEquations() and
+ * computeRamseyPolicyFOCs() of DynamicModel class.
* NB: This message added with the introduction of the `exclude_eqs` option, hence
* that's a place to update future structures.
*/
diff --git a/src/SymbolTable.cc b/src/SymbolTable.cc
index 5363026f..895a2849 100644
--- a/src/SymbolTable.cc
+++ b/src/SymbolTable.cc
@@ -1096,3 +1096,12 @@ SymbolTable::getUltimateOrigSymbID(int symb_id) const
}
return symb_id;
}
+
+int
+SymbolTable::getEquationNumberForMultiplier(int symb_id) const
+{
+ for (const auto &aux_var : aux_vars)
+ if (aux_var.get_symb_id() == symb_id && aux_var.get_type() == AuxVarType::multiplier)
+ return aux_var.get_equation_number_for_multiplier();
+ return -1;
+}
diff --git a/src/SymbolTable.hh b/src/SymbolTable.hh
index d601f6f1..1d31964a 100644
--- a/src/SymbolTable.hh
+++ b/src/SymbolTable.hh
@@ -412,6 +412,8 @@ public:
repeatedly call getOrigSymbIDForAuxVar() until an original
(non-auxiliary) variable is found. */
int getUltimateOrigSymbID(int symb_id) const;
+ //! If this is a Lagrange multiplier, return its associated equation number; otherwise return -1
+ int getEquationNumberForMultiplier(int symb_id) const;
};
inline void
--
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