From 571b5d081657271b7f5e02f93778bddf9020787b Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Fri, 30 Nov 2018 12:22:13 +0100
Subject: [PATCH] Computation of temporary terms generalized to any derivation
order
---
src/CodeInterpreter.hh | 40 ------------
src/DynamicModel.cc | 8 +--
src/ExprNode.cc | 88 ++++++++++++++------------
src/ExprNode.hh | 79 ++++++++++++++---------
src/ModelTree.cc | 140 ++++++++++++-----------------------------
src/ModelTree.hh | 2 +
src/StaticModel.cc | 8 +--
7 files changed, 146 insertions(+), 219 deletions(-)
diff --git a/src/CodeInterpreter.hh b/src/CodeInterpreter.hh
index c9881c9e..d9c21d5e 100644
--- a/src/CodeInterpreter.hh
+++ b/src/CodeInterpreter.hh
@@ -257,46 +257,6 @@ enum class PriorDistributions
weibull = 8
};
-enum class NodeTreeReference
- {
- residuals,
- firstDeriv,
- secondDeriv,
- thirdDeriv,
- residualsParamsDeriv,
- jacobianParamsDeriv,
- residualsParamsSecondDeriv,
- jacobianParamsSecondDeriv,
- hessianParamsDeriv
- };
-
-/*! Lists elements of the NodeTreeReference enum that come “before” the argument.
- Used in AbstractExternalFunctionNode::computeTemporaryTerms */
-inline auto
-nodeTreeReferencesBefore(NodeTreeReference tr)
-{
- vector<NodeTreeReference> v;
-
- // Should be same order as the one appearing in ModelTree::computeTemporaryTerms()
- for (auto tr2 : { NodeTreeReference::residuals, NodeTreeReference::firstDeriv, NodeTreeReference::secondDeriv, NodeTreeReference::thirdDeriv })
- if (tr == tr2)
- return v;
- else
- v.push_back(tr2);
- v.clear();
-
- // Should be same order as the one appearing in ModelTree::computeParamsDerivativesTemporaryTerms()
- for (auto tr2 : { NodeTreeReference::residualsParamsDeriv, NodeTreeReference::jacobianParamsDeriv, NodeTreeReference::residualsParamsSecondDeriv,
- NodeTreeReference::jacobianParamsSecondDeriv, NodeTreeReference::hessianParamsDeriv})
- if (tr == tr2)
- return v;
- else
- v.push_back(tr2);
-
- cerr << "nodeTreeReferencesBelow: impossible case" << endl;
- exit(EXIT_FAILURE);
-}
-
struct Block_contain_type
{
int Equation, Variable, Own_Derivative;
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 41398450..0316c975 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -5349,8 +5349,8 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
deriv_node_temp_terms_t tef_terms;
writeModelLocalVariableTemporaryTerms(temp_term_union, params_derivs_temporary_terms_idxs, tt_output, output_type, tef_terms);
- for (auto it : { make_pair(0,1), make_pair(1,1), make_pair(0,2), make_pair(1,2), make_pair(2,1) })
- writeTemporaryTerms(params_derivs_temporary_terms.find(it)->second, temp_term_union, params_derivs_temporary_terms_idxs, tt_output, output_type, tef_terms);
+ for (const auto &it : params_derivs_temporary_terms)
+ writeTemporaryTerms(it.second, temp_term_union, params_derivs_temporary_terms_idxs, tt_output, output_type, tef_terms);
for (const auto & residuals_params_derivative : params_derivatives.find({ 0, 1 })->second)
{
@@ -6553,8 +6553,8 @@ DynamicModel::writeJsonParamsDerivativesFile(ostream &output, bool writeDetails)
temporary_terms_t temp_term_union;
string concat = "all";
- for (auto it : { make_pair(0,1), make_pair(1,1), make_pair(0,2), make_pair(1,2), make_pair(2,1) })
- writeJsonTemporaryTerms(params_derivs_temporary_terms.find(it)->second, temp_term_union, model_output, tef_terms, concat);
+ for (const auto &it : params_derivs_temporary_terms)
+ writeJsonTemporaryTerms(it.second, temp_term_union, model_output, tef_terms, concat);
jacobian_output << "\"deriv_wrt_params\": {"
<< " \"neqs\": " << equations.size()
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index a415b7f9..a2821e90 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -86,7 +86,7 @@ ExprNode::cost(const temporary_terms_t &temp_terms_map, bool is_matlab) const
}
int
-ExprNode::cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const
+ExprNode::cost(const map<pair<int, int>, temporary_terms_t> &temp_terms_map, bool is_matlab) const
{
// For a terminal node, the cost is null
return 0;
@@ -146,9 +146,10 @@ ExprNode::collectExogenous(set<pair<int, int>> &result) const
}
void
-ExprNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
- map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
- bool is_matlab, NodeTreeReference tr) const
+ExprNode::computeTemporaryTerms(const pair<int, int> &derivOrder,
+ map<pair<int, int>, temporary_terms_t> &temp_terms_map,
+ map<expr_t, pair<int, pair<int, int>>> &reference_count,
+ bool is_matlab) const
{
// Nothing to do for a terminal node
}
@@ -2169,7 +2170,7 @@ UnaryOpNode::computeDerivative(int deriv_id)
}
int
-UnaryOpNode::cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const
+UnaryOpNode::cost(const map<pair<int, int>, temporary_terms_t> &temp_terms_map, bool is_matlab) const
{
// For a temporary term, the cost is null
for (const auto & it : temp_terms_map)
@@ -2295,17 +2296,18 @@ UnaryOpNode::cost(int cost, bool is_matlab) const
}
void
-UnaryOpNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
- map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
- bool is_matlab, NodeTreeReference tr) const
+UnaryOpNode::computeTemporaryTerms(const pair<int, int> &derivOrder,
+ map<pair<int, int>, temporary_terms_t> &temp_terms_map,
+ map<expr_t, pair<int, pair<int, int>>> &reference_count,
+ bool is_matlab) const
{
expr_t this2 = const_cast<UnaryOpNode *>(this);
auto it = reference_count.find(this2);
if (it == reference_count.end())
{
- reference_count[this2] = { 1, tr };
- arg->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
+ reference_count[this2] = { 1, derivOrder };
+ arg->computeTemporaryTerms(derivOrder, temp_terms_map, reference_count, is_matlab);
}
else
{
@@ -4057,7 +4059,7 @@ BinaryOpNode::precedenceJson(const temporary_terms_t &temporary_terms) const
}
int
-BinaryOpNode::cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const
+BinaryOpNode::cost(const map<pair<int, int>, temporary_terms_t> &temp_terms_map, bool is_matlab) const
{
// For a temporary term, the cost is null
for (const auto & it : temp_terms_map)
@@ -4142,9 +4144,10 @@ BinaryOpNode::cost(int cost, bool is_matlab) const
}
void
-BinaryOpNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
- map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
- bool is_matlab, NodeTreeReference tr) const
+BinaryOpNode::computeTemporaryTerms(const pair<int, int> &derivOrder,
+ map<pair<int, int>, temporary_terms_t> &temp_terms_map,
+ map<expr_t, pair<int, pair<int, int>>> &reference_count,
+ bool is_matlab) const
{
expr_t this2 = const_cast<BinaryOpNode *>(this);
auto it = reference_count.find(this2);
@@ -4152,9 +4155,9 @@ BinaryOpNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &r
{
// If this node has never been encountered, set its ref count to one,
// and travel through its children
- reference_count[this2] = { 1, tr };
- arg1->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
- arg2->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
+ reference_count[this2] = { 1, derivOrder };
+ arg1->computeTemporaryTerms(derivOrder, temp_terms_map, reference_count, is_matlab);
+ arg2->computeTemporaryTerms(derivOrder, temp_terms_map, reference_count, is_matlab);
}
else
{
@@ -5964,7 +5967,7 @@ TrinaryOpNode::precedence(ExprNodeOutputType output_type, const temporary_terms_
}
int
-TrinaryOpNode::cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const
+TrinaryOpNode::cost(const map<pair<int, int>, temporary_terms_t> &temp_terms_map, bool is_matlab) const
{
// For a temporary term, the cost is null
for (const auto & it : temp_terms_map)
@@ -6016,9 +6019,10 @@ TrinaryOpNode::cost(int cost, bool is_matlab) const
}
void
-TrinaryOpNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
- map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
- bool is_matlab, NodeTreeReference tr) const
+TrinaryOpNode::computeTemporaryTerms(const pair<int, int> &derivOrder,
+ map<pair<int, int>, temporary_terms_t> &temp_terms_map,
+ map<expr_t, pair<int, pair<int, int>>> &reference_count,
+ bool is_matlab) const
{
expr_t this2 = const_cast<TrinaryOpNode *>(this);
auto it = reference_count.find(this2);
@@ -6026,10 +6030,10 @@ TrinaryOpNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &
{
// If this node has never been encountered, set its ref count to one,
// and travel through its children
- reference_count[this2] = { 1, tr };
- arg1->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
- arg2->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
- arg3->computeTemporaryTerms(reference_count, temp_terms_map, is_matlab, tr);
+ reference_count[this2] = { 1, derivOrder };
+ arg1->computeTemporaryTerms(derivOrder, temp_terms_map, reference_count, is_matlab);
+ arg2->computeTemporaryTerms(derivOrder, temp_terms_map, reference_count, is_matlab);
+ arg3->computeTemporaryTerms(derivOrder, temp_terms_map, reference_count, is_matlab);
}
else
{
@@ -7118,9 +7122,10 @@ AbstractExternalFunctionNode::getIndxInTefTerms(int the_symb_id, const deriv_nod
}
void
-AbstractExternalFunctionNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
- map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
- bool is_matlab, NodeTreeReference tr) const
+AbstractExternalFunctionNode::computeTemporaryTerms(const pair<int, int> &derivOrder,
+ map<pair<int, int>, temporary_terms_t> &temp_terms_map,
+ map<expr_t, pair<int, pair<int, int>>> &reference_count,
+ bool is_matlab) const
{
/* All external function nodes are declared as temporary terms.
@@ -7133,18 +7138,17 @@ AbstractExternalFunctionNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTr
corresponding to the same external function call is present in that
previous level. */
- for (auto tr2 : nodeTreeReferencesBefore(tr))
+ for (auto &tt : temp_terms_map)
{
- auto it = find_if(temp_terms_map[tr2].cbegin(), temp_terms_map[tr2].cend(),
- sameTefTermPredicate());
- if (it != temp_terms_map[tr2].cend())
+ auto it = find_if(tt.second.cbegin(), tt.second.cend(), sameTefTermPredicate());
+ if (it != tt.second.cend())
{
- temp_terms_map[tr2].insert(const_cast<AbstractExternalFunctionNode *>(this));
+ tt.second.insert(const_cast<AbstractExternalFunctionNode *>(this));
return;
}
}
- temp_terms_map[tr].insert(const_cast<AbstractExternalFunctionNode *>(this));
+ temp_terms_map[derivOrder].insert(const_cast<AbstractExternalFunctionNode *>(this));
}
bool
@@ -8460,9 +8464,10 @@ VarExpectationNode::VarExpectationNode(DataTree &datatree_arg,
}
void
-VarExpectationNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
- map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
- bool is_matlab, NodeTreeReference tr) const
+VarExpectationNode::computeTemporaryTerms(const pair<int, int> &derivOrder,
+ map<pair<int, int>, temporary_terms_t> &temp_terms_map,
+ map<expr_t, pair<int, pair<int, int>>> &reference_count,
+ bool is_matlab) const
{
cerr << "VarExpectationNode::computeTemporaryTerms not implemented." << endl;
exit(EXIT_FAILURE);
@@ -8917,11 +8922,12 @@ PacExpectationNode::PacExpectationNode(DataTree &datatree_arg,
}
void
-PacExpectationNode::computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
- map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
- bool is_matlab, NodeTreeReference tr) const
+PacExpectationNode::computeTemporaryTerms(const pair<int, int> &derivOrder,
+ map<pair<int, int>, temporary_terms_t> &temp_terms_map,
+ map<expr_t, pair<int, pair<int, int>>> &reference_count,
+ bool is_matlab) const
{
- temp_terms_map[tr].insert(const_cast<PacExpectationNode *>(this));
+ temp_terms_map[derivOrder].insert(const_cast<PacExpectationNode *>(this));
}
void
diff --git a/src/ExprNode.hh b/src/ExprNode.hh
index d3f281be..5f9770db 100644
--- a/src/ExprNode.hh
+++ b/src/ExprNode.hh
@@ -188,7 +188,7 @@ class ExprNode
/*! Nodes included in temporary_terms are considered having a null cost */
virtual int cost(int cost, bool is_matlab) const;
virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
- virtual int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
+ virtual int cost(const map<pair<int, int>, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
//! For creating equation cross references
struct EquationInfo
@@ -237,11 +237,26 @@ class ExprNode
/*! Equals 100 for constants, variables, unary ops, and temporary terms */
virtual int precedence(ExprNodeOutputType output_t, const temporary_terms_t &temporary_terms) const;
- //! Fills temporary_terms set, using reference counts
- /*! A node will be marked as a temporary term if it is referenced at least two times (i.e. has at least two parents), and has a computing cost (multiplied by reference count) greater to datatree.min_cost */
- virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
- map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
- bool is_matlab, NodeTreeReference tr) const;
+ //! Compute temporary terms in this expression
+ /*!
+ \param[in] derivOrder the derivation order (first w.r.t. endo/exo,
+ second w.r.t. params)
+ \param[out] temp_terms_map the computed temporary terms, associated
+ with their derivation order
+ \param[out] reference_count a temporary structure, used to count
+ references to each node (integer in outer pair is the
+ reference count, the inner pair is the derivation order)
+ \param[in] is_matlab whether we are in a MATLAB context, since that
+ affects the cost of each operator
+
+ A node will be marked as a temporary term if it is referenced at least
+ two times (i.e. has at least two parents), and has a computing cost
+ (multiplied by reference count) greater to datatree.min_cost
+ */
+ virtual void computeTemporaryTerms(const pair<int, int> &derivOrder,
+ map<pair<int, int>, temporary_terms_t> &temp_terms_map,
+ map<expr_t, pair<int, pair<int, int>>> &reference_count,
+ bool is_matlab) const;
//! Writes output of node, using a Txxx notation for nodes in temporary_terms, and specifiying the set of already written external functions
/*!
@@ -249,8 +264,8 @@ class ExprNode
\param[in] output_type the type of output (MATLAB, C, LaTeX...)
\param[in] temporary_terms the nodes that are marked as temporary terms
\param[in] a map from temporary_terms to integers indexes (in the
- MATLAB or Julia vector of temporary terms); can be empty
- when writing C or MATLAB with block decomposition)
+ MATLAB, C or Julia vector of temporary terms); can be empty
+ when writing MATLAB with block decomposition)
\param[in] tef_terms the set of already written external function nodes
*/
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const = 0;
@@ -821,15 +836,16 @@ private:
expr_t computeDerivative(int deriv_id) override;
int cost(int cost, bool is_matlab) const override;
int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const override;
- int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const override;
+ int cost(const map<pair<int, int>, temporary_terms_t> &temp_terms_map, bool is_matlab) const override;
//! Returns the derivative of this node if darg is the derivative of the argument
expr_t composeDerivatives(expr_t darg, int deriv_id);
public:
UnaryOpNode(DataTree &datatree_arg, int idx_arg, UnaryOpcode op_code_arg, const expr_t arg_arg, int expectation_information_set_arg, int param1_symb_id_arg, int param2_symb_id_arg, string adl_param_name_arg, vector<int> adl_lags_arg);
void prepareForDerivation() override;
- void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
- map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
- bool is_matlab, NodeTreeReference tr) const override;
+ void computeTemporaryTerms(const pair<int, int> &derivOrder,
+ map<pair<int, int>, temporary_terms_t> &temp_terms_map,
+ map<expr_t, pair<int, pair<int, int>>> &reference_count,
+ bool is_matlab) const override;
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
void writeJsonAST(ostream &output) const override;
void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
@@ -933,7 +949,7 @@ private:
expr_t computeDerivative(int deriv_id) override;
int cost(int cost, bool is_matlab) const override;
int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const override;
- int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const override;
+ int cost(const map<pair<int, int>, temporary_terms_t> &temp_terms_map, bool is_matlab) const override;
//! Returns the derivative of this node if darg1 and darg2 are the derivatives of the arguments
expr_t composeDerivatives(expr_t darg1, expr_t darg2);
public:
@@ -942,9 +958,10 @@ public:
void prepareForDerivation() override;
int precedenceJson(const temporary_terms_t &temporary_terms) const override;
int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const override;
- void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
- map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
- bool is_matlab, NodeTreeReference tr) const override;
+ void computeTemporaryTerms(const pair<int, int> &derivOrder,
+ map<pair<int, int>, temporary_terms_t> &temp_terms_map,
+ map<expr_t, pair<int, pair<int, int>>> &reference_count,
+ bool is_matlab) const override;
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
void writeJsonAST(ostream &output) const override;
void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
@@ -1065,7 +1082,7 @@ private:
expr_t computeDerivative(int deriv_id) override;
int cost(int cost, bool is_matlab) const override;
int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const override;
- int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const override;
+ int cost(const map<pair<int, int>, temporary_terms_t> &temp_terms_map, bool is_matlab) const override;
//! Returns the derivative of this node if darg1, darg2 and darg3 are the derivatives of the arguments
expr_t composeDerivatives(expr_t darg1, expr_t darg2, expr_t darg3);
public:
@@ -1073,9 +1090,10 @@ public:
TrinaryOpcode op_code_arg, const expr_t arg2_arg, const expr_t arg3_arg);
void prepareForDerivation() override;
int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const override;
- void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
- map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
- bool is_matlab, NodeTreeReference tr) const override;
+ void computeTemporaryTerms(const pair<int, int> &derivOrder,
+ map<pair<int, int>, temporary_terms_t> &temp_terms_map,
+ map<expr_t, pair<int, pair<int, int>>> &reference_count,
+ bool is_matlab) const override;
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
void writeJsonAST(ostream &output) const override;
void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
@@ -1193,9 +1211,10 @@ public:
AbstractExternalFunctionNode(DataTree &datatree_arg, int idx_arg, int symb_id_arg,
vector<expr_t> arguments_arg);
void prepareForDerivation() override;
- void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
- map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
- bool is_matlab, NodeTreeReference tr) const override;
+ void computeTemporaryTerms(const pair<int, int> &derivOrder,
+ map<pair<int, int>, temporary_terms_t> &temp_terms_map,
+ map<expr_t, pair<int, pair<int, int>>> &reference_count,
+ bool is_matlab) const override;
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override = 0;
void writeJsonAST(ostream &output) const override = 0;
void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic = true) const override = 0;
@@ -1421,9 +1440,10 @@ class VarExpectationNode : public ExprNode
public:
const string model_name;
VarExpectationNode(DataTree &datatree_arg, int idx_arg, string model_name_arg);
- void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
- map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
- bool is_matlab, NodeTreeReference tr) const override;
+ void computeTemporaryTerms(const pair<int, int> &derivOrder,
+ map<pair<int, int>, temporary_terms_t> &temp_terms_map,
+ map<expr_t, pair<int, pair<int, int>>> &reference_count,
+ bool is_matlab) const override;
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
void computeTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
@@ -1519,9 +1539,10 @@ private:
vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants;
public:
PacExpectationNode(DataTree &datatree_arg, int idx_arg, string model_name);
- void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
- map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
- bool is_matlab, NodeTreeReference tr) const override;
+ void computeTemporaryTerms(const pair<int, int> &derivOrder,
+ map<pair<int, int>, temporary_terms_t> &temp_terms_map,
+ map<expr_t, pair<int, pair<int, int>>> &reference_count,
+ bool is_matlab) const override;
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
void computeTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
diff --git a/src/ModelTree.cc b/src/ModelTree.cc
index 02905b6f..6c5bd13a 100644
--- a/src/ModelTree.cc
+++ b/src/ModelTree.cc
@@ -1315,17 +1315,12 @@ ModelTree::computeDerivatives(int order, const set<int> &vars)
void
ModelTree::computeTemporaryTerms(bool is_matlab, bool no_tmp_terms)
{
- map<expr_t, pair<int, NodeTreeReference>> reference_count;
- temporary_terms.clear();
- temporary_terms_mlv.clear();
- temporary_terms_derivatives.clear();
- temporary_terms_derivatives.resize(4);
-
/* Collect all model local variables appearing in equations (and only those,
because printing unused model local variables can lead to a crash,
see Dynare/dynare#101).
Then store them in a dedicated structure (temporary_terms_mlv), that will
be treated as the rest of temporary terms. */
+ temporary_terms_mlv.clear();
set<int> used_local_vars;
for (auto & equation : equations)
equation->collectVariables(SymbolType::modelLocalVariable, used_local_vars);
@@ -1335,59 +1330,44 @@ ModelTree::computeTemporaryTerms(bool is_matlab, bool no_tmp_terms)
temporary_terms_mlv[v] = local_variables_table.find(used_local_var)->second;
}
- map<NodeTreeReference, temporary_terms_t> temp_terms_map;
- temp_terms_map[NodeTreeReference::residuals] = temporary_terms_derivatives[0];
- temp_terms_map[NodeTreeReference::firstDeriv] = temporary_terms_derivatives[1];
- temp_terms_map[NodeTreeReference::secondDeriv] = temporary_terms_derivatives[2];
- temp_terms_map[NodeTreeReference::thirdDeriv] = temporary_terms_derivatives[3];
-
+ // Compute the temporary terms in equations and derivatives
+ map<pair<int, int>, temporary_terms_t> temp_terms_map;
if (!no_tmp_terms)
{
+ map<expr_t, pair<int, pair<int, int>>> reference_count;
+
for (auto & equation : equations)
- equation->computeTemporaryTerms(reference_count,
+ equation->computeTemporaryTerms({ 0, 0 },
temp_terms_map,
- is_matlab, NodeTreeReference::residuals);
-
- for (auto & first_derivative : derivatives[1])
- first_derivative.second->computeTemporaryTerms(reference_count,
- temp_terms_map,
- is_matlab, NodeTreeReference::firstDeriv);
-
- for (auto & second_derivative : derivatives[2])
- second_derivative.second->computeTemporaryTerms(reference_count,
- temp_terms_map,
- is_matlab, NodeTreeReference::secondDeriv);
-
- for (auto & third_derivative : derivatives[3])
- third_derivative.second->computeTemporaryTerms(reference_count,
- temp_terms_map,
- is_matlab, NodeTreeReference::thirdDeriv);
+ reference_count,
+ is_matlab);
+
+ for (int order = 1; order < (int) derivatives.size(); order++)
+ for (const auto &it : derivatives[order])
+ it.second->computeTemporaryTerms({ 0, order },
+ temp_terms_map,
+ reference_count,
+ is_matlab);
}
- for (map<NodeTreeReference, temporary_terms_t>::const_iterator it = temp_terms_map.begin();
- it != temp_terms_map.end(); it++)
- temporary_terms.insert(it->second.begin(), it->second.end());
+ // Fill the (now obsolete) temporary_terms structure
+ temporary_terms.clear();
+ for (const auto &it : temp_terms_map)
+ temporary_terms.insert(it.second.begin(), it.second.end());
- temporary_terms_derivatives[0] = temp_terms_map[NodeTreeReference::residuals];
- temporary_terms_derivatives[1] = temp_terms_map[NodeTreeReference::firstDeriv];
- temporary_terms_derivatives[2] = temp_terms_map[NodeTreeReference::secondDeriv];
- temporary_terms_derivatives[3] = temp_terms_map[NodeTreeReference::thirdDeriv];
+ // Fill the new structure
+ temporary_terms_derivatives.clear();
+ temporary_terms_derivatives.resize(derivatives.size());
+ for (int order = 0; order < (int) derivatives.size(); order++)
+ temporary_terms_derivatives[order] = move(temp_terms_map[{ 0, order }]);
+ // Compute indices in MATLAB/Julia vector
int idx = 0;
for (auto &it : temporary_terms_mlv)
temporary_terms_idxs[it.first] = idx++;
-
- for (auto it : temporary_terms_derivatives[0])
- temporary_terms_idxs[it] = idx++;
-
- for (auto it : temporary_terms_derivatives[1])
- temporary_terms_idxs[it] = idx++;
-
- for (auto it : temporary_terms_derivatives[2])
- temporary_terms_idxs[it] = idx++;
-
- for (auto it : temporary_terms_derivatives[3])
- temporary_terms_idxs[it] = idx++;
+ for (int order = 0; order < (int) derivatives.size(); order++)
+ for (const auto &it : temporary_terms_derivatives[order])
+ temporary_terms_idxs[it] = idx++;
}
void
@@ -2078,66 +2058,24 @@ ModelTree::computeParamsDerivatives(int paramsDerivsOrder)
void
ModelTree::computeParamsDerivativesTemporaryTerms()
{
- map<expr_t, pair<int, NodeTreeReference >> reference_count;
- map<NodeTreeReference, temporary_terms_t> temp_terms_map;
- temp_terms_map[NodeTreeReference::residualsParamsDeriv] = params_derivs_temporary_terms[{ 0, 1 }];
- temp_terms_map[NodeTreeReference::jacobianParamsDeriv] = params_derivs_temporary_terms[{ 1, 1 }];
- temp_terms_map[NodeTreeReference::residualsParamsSecondDeriv] = params_derivs_temporary_terms[{ 0, 2 }];
- temp_terms_map[NodeTreeReference::jacobianParamsSecondDeriv] = params_derivs_temporary_terms[{ 1, 2 }];
- temp_terms_map[NodeTreeReference::hessianParamsDeriv] = params_derivs_temporary_terms[{ 2, 1}];
+ map<expr_t, pair<int, pair<int, int>>> reference_count;
/* The temp terms should be constructed in the same order as the for loops in
{Static,Dynamic}Model::write{Json,}ParamsDerivativesFile() */
-
- for (const auto &residuals_params_derivative : params_derivatives[{ 0, 1 }])
- residuals_params_derivative.second->computeTemporaryTerms(reference_count,
- temp_terms_map,
- true, NodeTreeReference::residualsParamsDeriv);
-
- for (const auto &jacobian_params_derivative : params_derivatives[{ 1, 1 }])
- jacobian_params_derivative.second->computeTemporaryTerms(reference_count,
- temp_terms_map,
- true, NodeTreeReference::jacobianParamsDeriv);
-
- for (const auto &it : params_derivatives[{ 0, 2 }])
- it.second->computeTemporaryTerms(reference_count,
- temp_terms_map,
- true, NodeTreeReference::residualsParamsSecondDeriv);
-
- for (const auto &it : params_derivatives[{ 1, 2 }])
- it.second->computeTemporaryTerms(reference_count,
- temp_terms_map,
- true, NodeTreeReference::jacobianParamsSecondDeriv);
-
- for (const auto &it : params_derivatives[{ 2, 1 }])
- it.second->computeTemporaryTerms(reference_count,
- temp_terms_map,
- true, NodeTreeReference::hessianParamsDeriv);
-
- params_derivs_temporary_terms[{ 0, 1 }] = temp_terms_map[NodeTreeReference::residualsParamsDeriv];
- params_derivs_temporary_terms[{ 1, 1 }] = temp_terms_map[NodeTreeReference::jacobianParamsDeriv];
- params_derivs_temporary_terms[{ 0, 2 }] = temp_terms_map[NodeTreeReference::residualsParamsSecondDeriv];
- params_derivs_temporary_terms[{ 1, 2 }] = temp_terms_map[NodeTreeReference::jacobianParamsSecondDeriv];
- params_derivs_temporary_terms[{ 2, 1 }] = temp_terms_map[NodeTreeReference::hessianParamsDeriv];
+ params_derivs_temporary_terms.clear();
+ for (const auto &it : params_derivatives)
+ for (const auto &it2 : it.second)
+ it2.second->computeTemporaryTerms(it.first,
+ params_derivs_temporary_terms,
+ reference_count,
+ true);
int idx = 0;
for (auto &it : temporary_terms_mlv)
params_derivs_temporary_terms_idxs[it.first] = idx++;
-
- for (auto tt : params_derivs_temporary_terms[{ 0, 1 }])
- params_derivs_temporary_terms_idxs[tt] = idx++;
-
- for (auto tt : params_derivs_temporary_terms[{ 1, 1 }])
- params_derivs_temporary_terms_idxs[tt] = idx++;
-
- for (auto tt : params_derivs_temporary_terms[{ 0, 2 }])
- params_derivs_temporary_terms_idxs[tt] = idx++;
-
- for (auto tt : params_derivs_temporary_terms[{ 1, 2 }])
- params_derivs_temporary_terms_idxs[tt] = idx++;
-
- for (auto tt : params_derivs_temporary_terms[{ 2, 1 }])
- params_derivs_temporary_terms_idxs[tt] = idx++;
+ for (const auto &it : params_derivs_temporary_terms)
+ for (const auto &tt : it.second)
+ params_derivs_temporary_terms_idxs[tt] = idx++;
}
bool
diff --git a/src/ModelTree.hh b/src/ModelTree.hh
index 882a06d6..2eb3c2e0 100644
--- a/src/ModelTree.hh
+++ b/src/ModelTree.hh
@@ -120,12 +120,14 @@ protected:
/*! Index 0 is temp. terms of residuals, index 1 for first derivatives, ... */
vector<temporary_terms_t> temporary_terms_derivatives;
+ //! Stores, for each temporary term, its index in the MATLAB/Julia vector
temporary_terms_idxs_t temporary_terms_idxs;
//! Temporary terms for parameter derivatives, under a disaggregated form
/*! The pair of integers is to be interpreted as in param_derivatives */
map<pair<int,int>, temporary_terms_t> params_derivs_temporary_terms;
+ //! Stores, for each temporary term in param. derivs, its index in the MATLAB/Julia vector
temporary_terms_idxs_t params_derivs_temporary_terms_idxs;
//! Trend variables and their growth factors
diff --git a/src/StaticModel.cc b/src/StaticModel.cc
index 4081f33b..d364a5ff 100644
--- a/src/StaticModel.cc
+++ b/src/StaticModel.cc
@@ -2615,8 +2615,8 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
deriv_node_temp_terms_t tef_terms;
writeModelLocalVariableTemporaryTerms(temp_term_union, params_derivs_temporary_terms_idxs, tt_output, output_type, tef_terms);
- for (auto it : { make_pair(0,1), make_pair(1,1), make_pair(0,2), make_pair(1,2), make_pair(2,1) })
- writeTemporaryTerms(params_derivs_temporary_terms.find(it)->second, temp_term_union, params_derivs_temporary_terms_idxs, tt_output, output_type, tef_terms);
+ for (const auto &it : params_derivs_temporary_terms)
+ writeTemporaryTerms(it.second, temp_term_union, params_derivs_temporary_terms_idxs, tt_output, output_type, tef_terms);
for (const auto & residuals_params_derivative : params_derivatives.find({ 0, 1 })->second)
{
@@ -3082,8 +3082,8 @@ StaticModel::writeJsonParamsDerivativesFile(ostream &output, bool writeDetails)
temporary_terms_t temp_term_union;
string concat = "all";
- for (auto it : { make_pair(0,1), make_pair(1,1), make_pair(0,2), make_pair(1,2), make_pair(2,1) })
- writeJsonTemporaryTerms(params_derivs_temporary_terms.find(it)->second, temp_term_union, model_output, tef_terms, concat);
+ for (const auto &it : params_derivs_temporary_terms)
+ writeJsonTemporaryTerms(it.second, temp_term_union, model_output, tef_terms, concat);
jacobian_output << "\"deriv_wrt_params\": {"
<< " \"neqs\": " << equations.size()
--
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