diff --git a/DynamicModel.cc b/DynamicModel.cc index 5a62d00ddad409f0b3acc58873637624009c7dd5..76b5988f97cd46667cf65d3bbc566987dca7a37a 100644 --- a/DynamicModel.cc +++ b/DynamicModel.cc @@ -2055,7 +2055,6 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const int var = it->first.second; expr_t d1 = it->second; - jacobian_output << "g1"; jacobianHelper(jacobian_output, eq, getDynJacobianCol(var), output_type); jacobian_output << "="; d1->writeOutput(jacobian_output, output_type, temporary_terms, tef_terms); @@ -2178,18 +2177,18 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const << "if nargout >= 2," << endl << " g1 = zeros(" << nrows << ", " << dynJacobianColsNbr << ");" << endl << endl - << "%" << endl - << "% Jacobian matrix" << endl - << "%" << endl + << " %" << endl + << " % Jacobian matrix" << endl + << " %" << endl << endl << jacobian_output.str() << "end" << endl; // Initialize g2 matrix DynamicOutput << "if nargout >= 3," << endl - << "%" << endl - << "% Hessian matrix" << endl - << "%" << endl + << " %" << endl + << " % Hessian matrix" << endl + << " %" << endl << endl; if (second_derivatives.size()) DynamicOutput << " v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl @@ -2201,9 +2200,9 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const // Initialize g3 matrix DynamicOutput << "if nargout >= 4," << endl - << "%" << endl - << "% Third order derivatives" << endl - << "%" << endl + << " %" << endl + << " % Third order derivatives" << endl + << " %" << endl << endl; int ncols = hessianColsNbr * dynJacobianColsNbr; if (third_derivatives.size()) @@ -3690,28 +3689,6 @@ DynamicModel::writeLatexFile(const string &basename) const writeLatexModelFile(basename + "_dynamic.tex", oLatexDynamicModel); } -void -DynamicModel::jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const -{ - output << LEFT_ARRAY_SUBSCRIPT(output_type); - if (IS_MATLAB(output_type)) - output << eq_nb + 1 << "," << col_nb + 1; - else - output << eq_nb + col_nb *equations.size(); - output << RIGHT_ARRAY_SUBSCRIPT(output_type); -} - -void -DynamicModel::sparseHelper(int order, ostream &output, int row_nb, int col_nb, ExprNodeOutputType output_type) const -{ - output << "v" << order << LEFT_ARRAY_SUBSCRIPT(output_type); - if (IS_MATLAB(output_type)) - output << row_nb + 1 << "," << col_nb + 1; - else - output << row_nb + col_nb * NNZDerivatives[order-1]; - output << RIGHT_ARRAY_SUBSCRIPT(output_type); -} - void DynamicModel::substituteEndoLeadGreaterThanTwo(bool deterministic_model) { diff --git a/DynamicModel.hh b/DynamicModel.hh index 8298ece8d5635e11671c7d92d11a291a27d06fc2..f26f93b98a5c6c1632ce1cf0b9f8ce77d6ab9ebc 100644 --- a/DynamicModel.hh +++ b/DynamicModel.hh @@ -168,15 +168,6 @@ private: /*! Also computes max_{endo,exo}_{lead_lag}, and initializes dynJacobianColsNbr to the number of dynamic endos */ void computeDerivIDs(); - //! Helper for writing the Jacobian elements in MATLAB and C - /*! Writes either (i+1,j+1) or [i+j*no_eq] */ - void jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const; - - //! Helper for writing the sparse Hessian or third derivatives in MATLAB and C - /*! If order=2, writes either v2(i+1,j+1) or v2[i+j*NNZDerivatives[1]] - If order=3, writes either v3(i+1,j+1) or v3[i+j*NNZDerivatives[2]] */ - void sparseHelper(int order, ostream &output, int row_nb, int col_nb, ExprNodeOutputType output_type) const; - //! Write chain rule derivative of a recursive equation w.r. to a variable void writeChainRuleDerivative(ostream &output, int eq, int var, int lag, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const; diff --git a/ModelTree.cc b/ModelTree.cc index 90b19941fece38bbe4893d4984042c6aa7f9f133..eb9b749b9a96dcf03bea1d7e1faa0942b8125c7c 100644 --- a/ModelTree.cc +++ b/ModelTree.cc @@ -1423,3 +1423,25 @@ ModelTree::set_cutoff_to_zero() { cutoff = 0; } + +void +ModelTree::jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const +{ + output << " g1" << LEFT_ARRAY_SUBSCRIPT(output_type); + if (IS_MATLAB(output_type)) + output << eq_nb + 1 << "," << col_nb + 1; + else + output << eq_nb + col_nb *equations.size(); + output << RIGHT_ARRAY_SUBSCRIPT(output_type); +} + +void +ModelTree::sparseHelper(int order, ostream &output, int row_nb, int col_nb, ExprNodeOutputType output_type) const +{ + output << " v" << order << LEFT_ARRAY_SUBSCRIPT(output_type); + if (IS_MATLAB(output_type)) + output << row_nb + 1 << "," << col_nb + 1; + else + output << row_nb + col_nb * NNZDerivatives[order-1]; + output << RIGHT_ARRAY_SUBSCRIPT(output_type); +} diff --git a/ModelTree.hh b/ModelTree.hh index 72fddb753cd0af6bd7bfe6cf5735f770f551d6ae..37413ae6bb3713ef350ee12a4605f8c60ff42e15 100644 --- a/ModelTree.hh +++ b/ModelTree.hh @@ -262,7 +262,14 @@ public: //! Adds a nonstationary variable with its deflator void addNonstationaryVariables(vector nonstationary_vars, expr_t deflator) throw (TrendException); void set_cutoff_to_zero(); - + //! Helper for writing the Jacobian elements in MATLAB and C + /*! Writes either (i+1,j+1) or [i+j*no_eq] */ + void jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const; + //! Helper for writing the sparse Hessian or third derivatives in MATLAB and C + /*! If order=2, writes either v2(i+1,j+1) or v2[i+j*NNZDerivatives[1]] + If order=3, writes either v3(i+1,j+1) or v3[i+j*NNZDerivatives[2]] */ + void sparseHelper(int order, ostream &output, int row_nb, int col_nb, ExprNodeOutputType output_type) const; + inline static std::string c_Equation_Type(int type) { diff --git a/StaticModel.cc b/StaticModel.cc index b30fe30bf250cd6bae1f1801dfe9665d0d33492b..09bfeb573dca292ba3af85b9d4178047830f4a59 100644 --- a/StaticModel.cc +++ b/StaticModel.cc @@ -1168,7 +1168,6 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const int symb_id = it->first.second; expr_t d1 = it->second; - jacobian_output << " g1"; jacobianHelper(jacobian_output, eq, symbol_table.getTypeSpecificID(symb_id), output_type); jacobian_output << "="; d1->writeOutput(jacobian_output, output_type, temporary_terms, tef_terms); @@ -1192,13 +1191,13 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const int col_nb = tsid1*symbol_table.endo_nbr()+tsid2; int col_nb_sym = tsid2*symbol_table.endo_nbr()+tsid1; - hessianHelper(hessian_output, k, 0, output_type); + sparseHelper(2, hessian_output, k, 0, output_type); hessian_output << "=" << eq + 1 << ";" << endl; - hessianHelper(hessian_output, k, 1, output_type); + sparseHelper(2, hessian_output, k, 1, output_type); hessian_output << "=" << col_nb + 1 << ";" << endl; - hessianHelper(hessian_output, k, 2, output_type); + sparseHelper(2, hessian_output, k, 2, output_type); hessian_output << "="; d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms); hessian_output << ";" << endl; @@ -1208,15 +1207,15 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const // Treating symetric elements if (symb_id1 != symb_id2) { - hessianHelper(hessian_output, k, 0, output_type); + sparseHelper(2, hessian_output, k, 0, output_type); hessian_output << "=" << eq + 1 << ";" << endl; - hessianHelper(hessian_output, k, 1, output_type); + sparseHelper(2, hessian_output, k, 1, output_type); hessian_output << "=" << col_nb_sym + 1 << ";" << endl; - hessianHelper(hessian_output, k, 2, output_type); + sparseHelper(2, hessian_output, k, 2, output_type); hessian_output << "="; - hessianHelper(hessian_output, k-1, 2, output_type); + sparseHelper(2, hessian_output, k-1, 2, output_type); hessian_output << ";" << endl; k++; @@ -1700,28 +1699,6 @@ StaticModel::writeLatexFile(const string &basename) const writeLatexModelFile(basename + "_static.tex", oLatexStaticModel); } -void -StaticModel::jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const -{ - output << LEFT_ARRAY_SUBSCRIPT(output_type); - if (IS_MATLAB(output_type)) - output << eq_nb + 1 << "," << col_nb + 1; - else - output << eq_nb + col_nb *equations.size(); - output << RIGHT_ARRAY_SUBSCRIPT(output_type); -} - -void -StaticModel::hessianHelper(ostream &output, int row_nb, int col_nb, ExprNodeOutputType output_type) const -{ - output << "v2" << LEFT_ARRAY_SUBSCRIPT(output_type); - if (IS_MATLAB(output_type)) - output << row_nb + 1 << ", " << col_nb + 1; - else - output << row_nb + col_nb * NNZDerivatives[1]; - output << RIGHT_ARRAY_SUBSCRIPT(output_type); -} - void StaticModel::writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type) const { diff --git a/StaticModel.hh b/StaticModel.hh index 81020d8aff8f63e36a00ff434646f87a772ee196..6da13047782288156eeec1ebd2af672f14e580c5 100644 --- a/StaticModel.hh +++ b/StaticModel.hh @@ -107,14 +107,6 @@ private: //! Collect only the first derivatives map >, expr_t> collect_first_order_derivatives_endogenous(); - //! Helper for writing the Jacobian elements in MATLAB and C - /*! Writes either (i+1,j+1) or [i+j*no_eq] */ - void jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const; - - //! Helper for writing the sparse Hessian elements in MATLAB and C - /*! Writes either (i+1,j+1) or [i+j*NNZDerivatives[1]] */ - void hessianHelper(ostream &output, int row_nb, int col_nb, ExprNodeOutputType output_type) const; - //! Write chain rule derivative of a recursive equation w.r. to a variable void writeChainRuleDerivative(ostream &output, int eq, int var, int lag, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;