diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index aab43047d794b03bb45c9bf0833f404224e88aaa..ff55ca3491afaa6b6e711a169e761b18b99f2b1a 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -3477,7 +3477,9 @@ DynamicModel::writeDynamicFile(const string &basename, bool block, bool use_dll,
model_dir /= "model";
if (use_dll)
create_directories(model_dir / "src");
- if (!julia)
+ if (julia)
+ create_directories(model_dir / "julia");
+ else
{
auto plusfolder {packageDir(basename)};
/* The following is not a duplicate of the same call from
@@ -3489,6 +3491,7 @@ DynamicModel::writeDynamicFile(const string &basename, bool block, bool use_dll,
}
create_directories(model_dir / "bytecode");
+ // Legacy representation
if (block)
{
writeDynamicBlockBytecode(basename);
@@ -3521,6 +3524,10 @@ DynamicModel::writeDynamicFile(const string &basename, bool block, bool use_dll,
writeDynamicMFile(basename);
}
+ // Sparse representation
+ if (julia)
+ writeSparseModelJuliaFiles<true>(basename);
+
writeSetAuxiliaryVariables(basename, julia);
}
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index c075ab210019df8b28b4114e753dc454e81ca2c1..5f1bb1ebb1b4fb00e691c647d8c41c2a63acd547 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -120,7 +120,7 @@ private:
//! Writes dynamic model file (Matlab version)
void writeDynamicMFile(const string &basename) const;
- //! Writes dynamic model file (Julia version)
+ //! Writes dynamic model file (Julia version, legacy representation)
void writeDynamicJuliaFile(const string &basename) const;
//! Writes the main dynamic function of block decomposed model (MATLAB version)
void writeDynamicBlockMFile(const string &basename) const;
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 0af60f89f09eddaa95376e54a9d323c06bbbc1d3..66f84197bd7a28789f3e0e9f6dab489b74c9aa49 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -822,6 +822,7 @@ ModFile::writeMOutput(const string &basename, bool clear_all, bool clear_global,
filesystem::remove_all(basename + "/model/src");
filesystem::remove_all(basename + "/model/bytecode");
+ // Do not remove basename/model/julia/, otherwise it would break calls to writeToFileIfModified()
}
create_directory(plusfolder);
diff --git a/src/ModelTree.hh b/src/ModelTree.hh
index d4cf1f9d3a67a072620be0f67746a60de0ae8a67..6cac74cd5bf67647321b8c039c48aeaecee8854a 100644
--- a/src/ModelTree.hh
+++ b/src/ModelTree.hh
@@ -353,6 +353,11 @@ protected:
template<ExprNodeBytecodeOutputType output_type>
void writeBytecodeModelEquations(BytecodeWriter &code_file, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms) const;
+ // Writes the sparse representation of the model in Julia
+ // Assumes that the directory <MODFILE>/model/julia/ already exists
+ template<bool dynamic>
+ void writeSparseModelJuliaFiles(const string &basename) const;
+
//! Writes LaTeX model file
void writeLatexModelFile(const string &mod_basename, const string &latex_basename, ExprNodeOutputType output_type, bool write_equation_tags) const;
@@ -2249,4 +2254,122 @@ ModelTree::writeJsonSparseIndicesHelper(ostream &output) const
}
}
+template<bool dynamic>
+void
+ModelTree::writeSparseModelJuliaFiles(const string &basename) const
+{
+ auto [d_sparse_output, tt_sparse_output] = writeModelFileHelper<dynamic ? ExprNodeOutputType::juliaSparseDynamicModel : ExprNodeOutputType::juliaSparseStaticModel>();
+
+ filesystem::path julia_dir {filesystem::path{basename} / "model" / "julia"};
+ // TODO: when C++20 support is complete, mark the following strings constexpr
+ const string prefix { dynamic ? "SparseDynamic" : "SparseStatic" };
+ const string ss_argin { dynamic ? ", steady_state::Vector{<: Real}" : "" };
+ const string ss_argout { dynamic ? ", steady_state" : "" };
+ const int ylen {(dynamic ? 3 : 1)*symbol_table.endo_nbr()};
+ const int xlen {symbol_table.exo_nbr()+symbol_table.exo_det_nbr()};
+
+ size_t ttlen {0};
+
+ stringstream output;
+
+ // ResidTT!
+ output << "function " << prefix << "ResidTT!(T::Vector{<: Real}, "
+ << "y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}"
+ << ss_argin << ")" << endl
+ << "@inbounds begin" << endl
+ << tt_sparse_output[0].str()
+ << "end" << endl
+ << " return nothing" << endl
+ << "end" << endl << endl;
+ writeToFileIfModified(output, julia_dir / (prefix + "ResidTT!.jl"));
+ ttlen += temporary_terms_derivatives[0].size();
+
+ // Resid!
+ output.str("");
+ output << "function " << prefix << "Resid!(T::Vector{<: Real}, residual::AbstractVector{<: Real}, "
+ << "y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}"
+ << ss_argin << ")" << endl
+ << " @assert length(T) >= " << ttlen << endl
+ << " @assert length(residual) == " << equations.size() << endl
+ << " @assert length(y) == " << ylen << endl
+ << " @assert length(x) == " << xlen << endl
+ << " @assert length(params) == " << symbol_table.param_nbr() << endl
+ << "@inbounds begin" << endl
+ << d_sparse_output[0].str()
+ << "end" << endl;
+ if constexpr(!dynamic)
+ output << " if ~isreal(residual)" << endl
+ << " residual = real(residual)+imag(residual).^2;" << endl
+ << " end" << endl;
+ output << " return nothing" << endl
+ << "end" << endl << endl;
+ writeToFileIfModified(output, julia_dir / (prefix + "Resid!.jl"));
+
+ // G1TT!
+ output.str("");
+ output << "function " << prefix << "G1TT!(T::Vector{<: Real}, y::Vector{<: Real}, "
+ << "x::Vector{<: Real}, params::Vector{<: Real}" << ss_argin << ")" << endl
+ << " " << prefix << "ResidTT!(T, y, x, params" << ss_argout << ")" << endl
+ << "@inbounds begin" << endl
+ << tt_sparse_output[1].str()
+ << "end" << endl
+ << " return nothing" << endl
+ << "end" << endl << endl;
+ writeToFileIfModified(output, julia_dir / (prefix + "G1TT!.jl"));
+ ttlen += temporary_terms_derivatives[1].size();
+
+ // G1!
+ output.str("");
+ output << "function " << prefix << "G1!(T::Vector{<: Real}, g1_v::Vector{<: Real}, "
+ << "y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}"
+ << ss_argin << ")" << endl
+ << " @assert length(T) >= " << ttlen << endl
+ << " @assert length(g1_v) == " << derivatives[1].size() << endl
+ << " @assert length(y) == " << ylen << endl
+ << " @assert length(x) == " << xlen << endl
+ << " @assert length(params) == " << symbol_table.param_nbr() << endl
+ << "@inbounds begin" << endl
+ << d_sparse_output[1].str()
+ << "end" << endl;
+ if constexpr(!dynamic)
+ output << " if ~isreal(g1_v)" << endl
+ << " g1_v = real(g1_v)+2*imag(g1_v);" << endl
+ << " end" << endl;
+ output << " return nothing" << endl
+ << "end" << endl << endl;
+ writeToFileIfModified(output, julia_dir / (prefix + "G1!.jl"));
+
+ for (int i {2}; i <= computed_derivs_order; i++)
+ {
+ // G<i>TT!
+ output.str("");
+ output << "function " << prefix << "G" << i << "TT!(T::Vector{<: Real}, y::Vector{<: Real}, "
+ << "x::Vector{<: Real}, params::Vector{<: Real}" << ss_argin << ")" << endl
+ << " " << prefix << "G" << to_string(i-1) << "TT!(T, y, x, params" << ss_argout << ")" << endl
+ << "@inbounds begin" << endl
+ << tt_sparse_output[i].str()
+ << "end" << endl
+ << " return nothing" << endl
+ << "end" << endl << endl;
+ writeToFileIfModified(output, julia_dir / (prefix + "G" + to_string(i) + "TT!.jl"));
+ ttlen += temporary_terms_derivatives[i].size();
+
+ // G<i>!
+ output.str("");
+ output << "function " << prefix << "G" << i << "!(T::Vector{<: Real}, g" << i << "_v::Vector{<: Real}, "
+ << "y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}"
+ << ss_argin << ")" << endl
+ << " @assert length(T) >= " << ttlen << endl
+ << " @assert length(g" << i << "_v) == " << derivatives[i].size() << endl
+ << " @assert length(y) == " << ylen << endl
+ << " @assert length(x) == " << xlen << endl
+ << " @assert length(params) == " << symbol_table.param_nbr() << endl
+ << "@inbounds begin" << endl
+ << d_sparse_output[i].str()
+ << "end" << endl
+ << " return nothing" << endl
+ << "end" << endl << endl;
+ writeToFileIfModified(output, julia_dir / (prefix + "G" + to_string(i) + "!.jl"));
+ }
+}
#endif
diff --git a/src/StaticModel.cc b/src/StaticModel.cc
index adc4e3d9b7cb450304fa618b07b596db7c3f6d2f..83da54b978248b54f8bb8bd8e44dce082150925b 100644
--- a/src/StaticModel.cc
+++ b/src/StaticModel.cc
@@ -845,7 +845,9 @@ StaticModel::writeStaticFile(const string &basename, bool block, bool use_dll, c
model_dir /= "model";
if (use_dll)
create_directories(model_dir / "src");
- if (!julia)
+ if (julia)
+ create_directories(model_dir / "julia");
+ else
{
auto plusfolder {packageDir(basename)};
/* The following is not a duplicate of the same call from
@@ -857,6 +859,7 @@ StaticModel::writeStaticFile(const string &basename, bool block, bool use_dll, c
}
create_directories(model_dir / "bytecode");
+ // Legacy representation
if (block)
{
writeStaticBlockBytecode(basename);
@@ -889,6 +892,10 @@ StaticModel::writeStaticFile(const string &basename, bool block, bool use_dll, c
writeStaticMFile(basename);
}
+ // Sparse representation
+ if (julia)
+ writeSparseModelJuliaFiles<false>(basename);
+
writeSetAuxiliaryVariables(basename, julia);
}
diff --git a/src/StaticModel.hh b/src/StaticModel.hh
index 071c119aaef430e80e22f5592fdae941615900a6..541736e62a6dcfc82489257fd0f6b0c7d67fbb39 100644
--- a/src/StaticModel.hh
+++ b/src/StaticModel.hh
@@ -37,7 +37,7 @@ private:
//! Writes static model file (standard Matlab version)
void writeStaticMFile(const string &basename) const;
- //! Writes static model file (Julia version)
+ //! Writes static model file (Julia version, legacy representation)
void writeStaticJuliaFile(const string &basename) const;
//! Writes the main static function of block decomposed model (MATLAB version)