Skip to content

GitLab

Commit 5dc90927 authored by Houtan Bastani's avatar Houtan Bastani
Browse files
Options

cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions... 

cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
parent 31ff8da8
Hide whitespace changes
Inline Side-by-side
Showing with 46 additions and 80 deletions
DynamicModel.cc
View file @ 5dc90927
...@@ -2055,7 +2055,6 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const ...@@ -2055,7 +2055,6 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
int var = it->first.second; int var = it->first.second;
expr_t d1 = it->second; expr_t d1 = it->second;
jacobian_output << "g1";
jacobianHelper(jacobian_output, eq, getDynJacobianCol(var), output_type); jacobianHelper(jacobian_output, eq, getDynJacobianCol(var), output_type);
jacobian_output << "="; jacobian_output << "=";
d1->writeOutput(jacobian_output, output_type, temporary_terms, tef_terms); d1->writeOutput(jacobian_output, output_type, temporary_terms, tef_terms);
...@@ -2178,18 +2177,18 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const ...@@ -2178,18 +2177,18 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
<< "if nargout >= 2," << endl << "if nargout >= 2," << endl
<< " g1 = zeros(" << nrows << ", " << dynJacobianColsNbr << ");" << endl << " g1 = zeros(" << nrows << ", " << dynJacobianColsNbr << ");" << endl
<< endl << endl
<< "%" << endl << " %" << endl
<< "% Jacobian matrix" << endl << " % Jacobian matrix" << endl
<< "%" << endl << " %" << endl
<< endl << endl
<< jacobian_output.str() << jacobian_output.str()
<< "end" << endl; << "end" << endl;
// Initialize g2 matrix // Initialize g2 matrix
DynamicOutput << "if nargout >= 3," << endl DynamicOutput << "if nargout >= 3," << endl
<< "%" << endl << " %" << endl
<< "% Hessian matrix" << endl << " % Hessian matrix" << endl
<< "%" << endl << " %" << endl
<< endl; << endl;
if (second_derivatives.size()) if (second_derivatives.size())
DynamicOutput << " v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl DynamicOutput << " v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl
...@@ -2201,9 +2200,9 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const ...@@ -2201,9 +2200,9 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
// Initialize g3 matrix // Initialize g3 matrix
DynamicOutput << "if nargout >= 4," << endl DynamicOutput << "if nargout >= 4," << endl
<< "%" << endl << " %" << endl
<< "% Third order derivatives" << endl << " % Third order derivatives" << endl
<< "%" << endl << " %" << endl
<< endl; << endl;
int ncols = hessianColsNbr * dynJacobianColsNbr; int ncols = hessianColsNbr * dynJacobianColsNbr;
if (third_derivatives.size()) if (third_derivatives.size())
...@@ -3690,28 +3689,6 @@ DynamicModel::writeLatexFile(const string &basename) const ...@@ -3690,28 +3689,6 @@ DynamicModel::writeLatexFile(const string &basename) const
writeLatexModelFile(basename + "_dynamic.tex", oLatexDynamicModel); 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 void
DynamicModel::substituteEndoLeadGreaterThanTwo(bool deterministic_model) DynamicModel::substituteEndoLeadGreaterThanTwo(bool deterministic_model)
{ {
......
DynamicModel.hh
View file @ 5dc90927
...@@ -168,15 +168,6 @@ private: ...@@ -168,15 +168,6 @@ private:
/*! Also computes max_{endo,exo}_{lead_lag}, and initializes dynJacobianColsNbr to the number of dynamic endos */ /*! Also computes max_{endo,exo}_{lead_lag}, and initializes dynJacobianColsNbr to the number of dynamic endos */
void computeDerivIDs(); 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 //! 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; void writeChainRuleDerivative(ostream &output, int eq, int var, int lag, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
......
ModelTree.cc
View file @ 5dc90927
...@@ -1423,3 +1423,25 @@ ModelTree::set_cutoff_to_zero() ...@@ -1423,3 +1423,25 @@ ModelTree::set_cutoff_to_zero()
{ {
cutoff = 0; 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);
}
ModelTree.hh
View file @ 5dc90927
...@@ -262,7 +262,14 @@ public: ...@@ -262,7 +262,14 @@ public:
//! Adds a nonstationary variable with its deflator //! Adds a nonstationary variable with its deflator
void addNonstationaryVariables(vector<int> nonstationary_vars, expr_t deflator) throw (TrendException); void addNonstationaryVariables(vector<int> nonstationary_vars, expr_t deflator) throw (TrendException);
void set_cutoff_to_zero(); 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 inline static std::string
c_Equation_Type(int type) c_Equation_Type(int type)
{ {
......
StaticModel.cc
View file @ 5dc90927
...@@ -1168,7 +1168,6 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const ...@@ -1168,7 +1168,6 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
int symb_id = it->first.second; int symb_id = it->first.second;
expr_t d1 = it->second; expr_t d1 = it->second;
jacobian_output << " g1";
jacobianHelper(jacobian_output, eq, symbol_table.getTypeSpecificID(symb_id), output_type); jacobianHelper(jacobian_output, eq, symbol_table.getTypeSpecificID(symb_id), output_type);
jacobian_output << "="; jacobian_output << "=";
d1->writeOutput(jacobian_output, output_type, temporary_terms, tef_terms); d1->writeOutput(jacobian_output, output_type, temporary_terms, tef_terms);
...@@ -1192,13 +1191,13 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const ...@@ -1192,13 +1191,13 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
int col_nb = tsid1*symbol_table.endo_nbr()+tsid2; int col_nb = tsid1*symbol_table.endo_nbr()+tsid2;
int col_nb_sym = tsid2*symbol_table.endo_nbr()+tsid1; 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; 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; hessian_output << "=" << col_nb + 1 << ";" << endl;
hessianHelper(hessian_output, k, 2, output_type); sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "="; hessian_output << "=";
d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms); d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
hessian_output << ";" << endl; hessian_output << ";" << endl;
...@@ -1208,15 +1207,15 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const ...@@ -1208,15 +1207,15 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
// Treating symetric elements // Treating symetric elements
if (symb_id1 != symb_id2) 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; 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; hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
hessianHelper(hessian_output, k, 2, output_type); sparseHelper(2, hessian_output, k, 2, output_type);
hessian_output << "="; hessian_output << "=";
hessianHelper(hessian_output, k-1, 2, output_type); sparseHelper(2, hessian_output, k-1, 2, output_type);
hessian_output << ";" << endl; hessian_output << ";" << endl;
k++; k++;
...@@ -1700,28 +1699,6 @@ StaticModel::writeLatexFile(const string &basename) const ...@@ -1700,28 +1699,6 @@ StaticModel::writeLatexFile(const string &basename) const
writeLatexModelFile(basename + "_static.tex", oLatexStaticModel); 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 void
StaticModel::writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type) const StaticModel::writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type) const
{ {
......
StaticModel.hh
View file @ 5dc90927
...@@ -107,14 +107,6 @@ private: ...@@ -107,14 +107,6 @@ private:
//! Collect only the first derivatives //! Collect only the first derivatives
map<pair<int, pair<int, int> >, expr_t> collect_first_order_derivatives_endogenous(); map<pair<int, pair<int, int> >, 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 //! 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; void writeChainRuleDerivative(ostream &output, int eq, int var, int lag, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
......
Markdown is supported
0% or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment