diff --git a/DynamicModel.cc b/DynamicModel.cc
index 00cb992544f1a5f9b6c744ff7e5c48911dbc65b4..7dfc7d7ecb305dcacb336b65e6bfbda0ae5e7095 100644
--- a/DynamicModel.cc
+++ b/DynamicModel.cc
@@ -4284,281 +4284,4 @@ DynamicModel::dynamicOnlyEquationsNbr() const
return eqs.size();
}
-void
-DynamicModel::writeFirstDerivativesC(const string &basename, bool cuda) const
-{
- string filename = basename + "_first_derivatives.c";
- ofstream mDynamicModelFile, mDynamicMexFile;
-
- mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
- if (!mDynamicModelFile.is_open())
- {
- cerr << "Error: Can't open file " << filename << " for writing" << endl;
- exit(EXIT_FAILURE);
- }
- mDynamicModelFile << "/*" << endl
- << " * " << filename << " : Computes first order derivatives of the model for Dynare" << endl
- << " *" << endl
- << " * Warning : this file is generated automatically by Dynare" << endl
- << " * from model " << basename << "(.mod)" << endl
- << " */" << endl
- << "#include <math.h>" << endl;
-
- mDynamicModelFile << "#include <stdlib.h>" << endl;
-
- mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
- << "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
-
- // Write function definition if oPowerDeriv is used
- writePowerDerivCHeader(mDynamicModelFile);
-
- mDynamicModelFile << "void FirstDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
- << "{" << endl;
-
- // this is always empty here, but needed by d1->writeOutput
- deriv_node_temp_terms_t tef_terms;
-
- // Writing Jacobian
- for (first_derivatives_t::const_iterator it = first_derivatives.begin();
- it != first_derivatives.end(); it++)
- {
- int eq = it->first.first;
- int var = it->first.second;
- expr_t d1 = it->second;
-
- jacobianHelper(mDynamicModelFile, eq, getDynJacobianCol(var), oCDynamicModel);
- mDynamicModelFile << "=";
- // oCstaticModel makes reference to the static variables
- d1->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
- mDynamicModelFile << ";" << endl;
- }
-
- mDynamicModelFile << "}" << endl;
-
- writePowerDeriv(mDynamicModelFile, true);
- mDynamicModelFile.close();
-
-}
-
-// using compressed sparse row format (CSR)
-void
-DynamicModel::writeSecondDerivativesC_csr(const string &basename, bool cuda) const
-{
-
- string filename = basename + "_second_derivatives.c";
- ofstream mDynamicModelFile, mDynamicMexFile;
-
- mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
- if (!mDynamicModelFile.is_open())
- {
- cerr << "Error: Can't open file " << filename << " for writing" << endl;
- exit(EXIT_FAILURE);
- }
- mDynamicModelFile << "/*" << endl
- << " * " << filename << " : Computes second order derivatives of the model for Dynare" << endl
- << " *" << endl
- << " * Warning : this file is generated automatically by Dynare" << endl
- << " * from model " << basename << "(.mod)" << endl
- << " */" << endl
- << "#include <math.h>" << endl;
-
- mDynamicModelFile << "#include <stdlib.h>" << endl;
-
- mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
- << "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
-
- // write function definition if oPowerDeriv is used
- writePowerDerivCHeader(mDynamicModelFile);
-
- mDynamicModelFile << "void SecondDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, int *row_ptr, int *col_ptr, double *value)" << endl
- << "{" << endl;
-
- // this is always empty here, but needed by d1->writeOutput
- deriv_node_temp_terms_t tef_terms;
-
- // Indexing derivatives in column order
- vector<derivative> D;
- int hessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
- for (second_derivatives_t::const_iterator it = second_derivatives.begin();
- it != second_derivatives.end(); it++)
- {
- int eq = it->first.first;
- int var1 = it->first.second.first;
- int var2 = it->first.second.second;
-
- int id1 = getDynJacobianCol(var1);
- int id2 = getDynJacobianCol(var2);
-
- int col_nb = id1 * dynJacobianColsNbr + id2;
-
- derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
- D.push_back(deriv);
- if (id1 != id2)
- {
- col_nb = id2 * dynJacobianColsNbr + id1;
- derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
- D.push_back(deriv);
- }
- }
- sort(D.begin(), D.end(), derivative_less_than() );
-
- // Writing Hessian
- vector<int> row_ptr(equations.size());
- fill(row_ptr.begin(),row_ptr.end(),0.0);
- int k = 0;
- for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
- {
- row_ptr[it->row_nbr]++;
- mDynamicModelFile << "col_ptr[" << k << "] "
- << "=" << it->col_nbr << ";" << endl;
- mDynamicModelFile << "value[" << k << "] = ";
- // oCstaticModel makes reference to the static variables
- it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
- mDynamicModelFile << ";" << endl;
- k++;
- }
-
- // row_ptr must point to the relative address of the first element of the row
- int cumsum = 0;
- mDynamicModelFile << "row_ptr = [ 0";
- for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
- {
- cumsum += *it;
- mDynamicModelFile << ", " << cumsum;
- }
- mDynamicModelFile << "];" << endl;
-
- mDynamicModelFile << "}" << endl;
-
- writePowerDeriv(mDynamicModelFile, true);
- mDynamicModelFile.close();
-
-}
-
-void
-DynamicModel::writeThirdDerivativesC_csr(const string &basename, bool cuda) const
-{
- string filename = basename + "_third_derivatives.c";
- ofstream mDynamicModelFile, mDynamicMexFile;
-
- mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
- if (!mDynamicModelFile.is_open())
- {
- cerr << "Error: Can't open file " << filename << " for writing" << endl;
- exit(EXIT_FAILURE);
- }
- mDynamicModelFile << "/*" << endl
- << " * " << filename << " : Computes third order derivatives of the model for Dynare" << endl
- << " *" << endl
- << " * Warning : this file is generated automatically by Dynare" << endl
- << " * from model " << basename << "(.mod)" << endl
- << " */" << endl
- << "#include <math.h>" << endl;
-
- mDynamicModelFile << "#include <stdlib.h>" << endl;
-
- mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
- << "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
-
- // Write function definition if oPowerDeriv is used
- writePowerDerivCHeader(mDynamicModelFile);
-
- mDynamicModelFile << "void ThirdDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
- << "{" << endl;
-
- // this is always empty here, but needed by d1->writeOutput
- deriv_node_temp_terms_t tef_terms;
-
- vector<derivative> D;
- int hessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
- int thirdDerivativesColsNbr = hessianColsNbr*dynJacobianColsNbr;
- for (third_derivatives_t::const_iterator it = third_derivatives.begin();
- it != third_derivatives.end(); it++)
- {
- int eq = it->first.first;
- int var1 = it->first.second.first;
- int var2 = it->first.second.second.first;
- int var3 = it->first.second.second.second;
-
- int id1 = getDynJacobianCol(var1);
- int id2 = getDynJacobianCol(var2);
- int id3 = getDynJacobianCol(var3);
-
- // Reference column number for the g3 matrix (with symmetrical derivatives)
- vector<long unsigned int> cols;
- long unsigned int col_nb = id1 * hessianColsNbr + id2 * dynJacobianColsNbr + id3;
- int thirdDColsNbr = hessianColsNbr*dynJacobianColsNbr;
- derivative deriv(col_nb + eq*thirdDColsNbr,col_nb,eq,it->second);
- D.push_back(deriv);
- cols.push_back(col_nb);
- col_nb = id1 * hessianColsNbr + id3 * dynJacobianColsNbr + id2;
- if (find(cols.begin(),cols.end(),col_nb) == cols.end())
- {
- derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
- D.push_back(deriv);
- cols.push_back(col_nb);
- }
- col_nb = id2 * hessianColsNbr + id1 * dynJacobianColsNbr + id3;
- if (find(cols.begin(),cols.end(),col_nb) == cols.end())
- {
- derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
- D.push_back(deriv);
- cols.push_back(col_nb);
- }
- col_nb = id2 * hessianColsNbr + id3 * dynJacobianColsNbr + id1;
- if (find(cols.begin(),cols.end(),col_nb) == cols.end())
- {
- derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
- D.push_back(deriv);
- cols.push_back(col_nb);
- }
- col_nb = id3 * hessianColsNbr + id1 * dynJacobianColsNbr + id2;
- if (find(cols.begin(),cols.end(),col_nb) == cols.end())
- {
- derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
- D.push_back(deriv);
- cols.push_back(col_nb);
- }
- col_nb = id3 * hessianColsNbr + id2 * dynJacobianColsNbr + id1;
- if (find(cols.begin(),cols.end(),col_nb) == cols.end())
- {
- derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
- D.push_back(deriv);
- }
- }
-
- sort(D.begin(), D.end(), derivative_less_than() );
-
- vector<int> row_ptr(equations.size());
- fill(row_ptr.begin(),row_ptr.end(),0.0);
- int k = 0;
- for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
- {
- row_ptr[it->row_nbr]++;
- mDynamicModelFile << "col_ptr[" << k << "] "
- << "=" << it->col_nbr << ";" << endl;
- mDynamicModelFile << "value[" << k << "] = ";
- // oCstaticModel makes reference to the static variables
- it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
- mDynamicModelFile << ";" << endl;
- k++;
- }
-
- // row_ptr must point to the relative address of the first element of the row
- int cumsum = 0;
- mDynamicModelFile << "row_ptr = [ 0";
- for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
- {
- cumsum += *it;
- mDynamicModelFile << ", " << cumsum;
- }
- mDynamicModelFile << "];" << endl;
-
- mDynamicModelFile << "}" << endl;
-
- writePowerDeriv(mDynamicModelFile, true);
- mDynamicModelFile.close();
-
-}
-
diff --git a/DynamicModel.hh b/DynamicModel.hh
index e1ee490bb130d91afa51119ec5e9d03bdf7e9c4b..c752fe0bcf4855f687703e37c2ee21acefaa7e61 100644
--- a/DynamicModel.hh
+++ b/DynamicModel.hh
@@ -213,10 +213,6 @@ public:
const eval_context_t &eval_context, bool no_tmp_terms, bool block, bool use_dll, bool bytecode);
//! Writes model initialization and lead/lag incidence matrix to output
void writeOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
- //! Writes model initialization and lead/lag incidence matrix to C output
- void writeCOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
- //! Writes model initialization and lead/lag incidence matrix to Cpp output
- void writeCCOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
//! Adds informations for simulation in a binary file
void Write_Inf_To_Bin_File_Block(const string &dynamic_basename, const string &bin_basename,
@@ -225,12 +221,6 @@ public:
void writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, int order) const;
//! Writes file containing parameters derivatives
void writeParamsDerivativesFile(const string &basename) const;
- //! Writes CC file containing first order derivatives of model evaluated at steady state
- void writeFirstDerivativesC(const string &basename, bool cuda) const;
- //! Writes CC file containing second order derivatives of model evaluated at steady state (compressed sparse column)
- void writeSecondDerivativesC_csr(const string &basename, bool cuda) const;
- //! Writes CC file containing third order derivatives of model evaluated at steady state (compressed sparse column)
- void writeThirdDerivativesC_csr(const string &basename, bool cuda) const;
//! Converts to static model (only the equations)
/*! It assumes that the static model given in argument has just been allocated */
void toStatic(StaticModel &static_model) const;
@@ -473,6 +463,18 @@ public:
return (-1);
};
bool isModelLocalVariableUsed() const;
+
+ // in ExternalFiles.cc
+ //! Writes model initialization and lead/lag incidence matrix to C output
+ void writeCOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
+ //! Writes model initialization and lead/lag incidence matrix to Cpp output
+ void writeCCOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll, int order, bool estimation_present) const;
+ //! Writes C file containing first order derivatives of model evaluated at steady state
+ void writeFirstDerivativesC(const string &basename, bool cuda) const;
+ //! Writes C file containing second order derivatives of model evaluated at steady state (compressed sparse column)
+ void writeSecondDerivativesC_csr(const string &basename, bool cuda) const;
+ //! Writes C file containing third order derivatives of model evaluated at steady state (compressed sparse column)
+ void writeThirdDerivativesC_csr(const string &basename, bool cuda) const;
};
//! Classes to re-order derivatives for various sparse storage formats
diff --git a/ExternalFiles.cc b/ExternalFiles.cc
index 76dc3d30bf6a28b059bce0e30ee5e1f5d3b58508..9ac2ba72056869333e9dfd4b2c0bc5ed648b5ca8 100644
--- a/ExternalFiles.cc
+++ b/ExternalFiles.cc
@@ -16,6 +16,7 @@
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
+#include <cassert>
#include "ModFile.hh"
#include "DynamicModel.hh"
#include "StaticModel.hh"
@@ -154,14 +155,13 @@ DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_d
vector<int> zeta_back, zeta_mixed, zeta_fwrd, zeta_static;
for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
{
- int varID;
// Loop on periods
for (int lag = 0; lag <= 2; lag++)
{
lag_presence[lag] = 1;
try
{
- varID = getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
+ getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
}
catch (UnknownDerivIDException &e)
{
@@ -239,7 +239,335 @@ DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_d
}
}
+void
+DynamicModel::writeFirstDerivativesC(const string &basename, bool cuda) const
+{
+ string filename = basename + "_first_derivatives.c";
+ ofstream mDynamicModelFile, mDynamicMexFile;
+
+ mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
+ if (!mDynamicModelFile.is_open())
+ {
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+ mDynamicModelFile << "/*" << endl
+ << " * " << filename << " : Computes first order derivatives of the model for Dynare" << endl
+ << " *" << endl
+ << " * Warning : this file is generated automatically by Dynare" << endl
+ << " * from model " << basename << "(.mod)" << endl
+ << " */" << endl
+ << "#include <math.h>" << endl;
+
+ mDynamicModelFile << "#include <stdlib.h>" << endl;
+
+ mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
+ << "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
+
+ // Write function definition if oPowerDeriv is used
+ writePowerDerivCHeader(mDynamicModelFile);
+
+ mDynamicModelFile << "void FirstDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
+ << "{" << endl;
+
+ // this is always empty here, but needed by d1->writeOutput
+ deriv_node_temp_terms_t tef_terms;
+
+ // Writing Jacobian
+ for (first_derivatives_t::const_iterator it = first_derivatives.begin();
+ it != first_derivatives.end(); it++)
+ {
+ int eq = it->first.first;
+ int var = it->first.second;
+ expr_t d1 = it->second;
+
+ jacobianHelper(mDynamicModelFile, eq, getDynJacobianCol(var), oCDynamicModel);
+ mDynamicModelFile << "=";
+ // oCstaticModel makes reference to the static variables
+ d1->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
+ mDynamicModelFile << ";" << endl;
+ }
+
+ mDynamicModelFile << "}" << endl;
+
+ writePowerDeriv(mDynamicModelFile, true);
+ mDynamicModelFile.close();
+
+}
+
+// using compressed sparse row format (CSR)
+void
+DynamicModel::writeSecondDerivativesC_csr(const string &basename, bool cuda) const
+{
+
+ string filename = basename + "_second_derivatives.c";
+ ofstream mDynamicModelFile, mDynamicMexFile;
+
+ mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
+ if (!mDynamicModelFile.is_open())
+ {
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+ mDynamicModelFile << "/*" << endl
+ << " * " << filename << " : Computes second order derivatives of the model for Dynare" << endl
+ << " *" << endl
+ << " * Warning : this file is generated automatically by Dynare" << endl
+ << " * from model " << basename << "(.mod)" << endl
+ << " */" << endl
+ << "#include <math.h>" << endl;
+
+ mDynamicModelFile << "#include <stdlib.h>" << endl;
+
+ mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
+ << "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
+
+ // write function definition if oPowerDeriv is used
+ writePowerDerivCHeader(mDynamicModelFile);
+
+ mDynamicModelFile << "void SecondDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, int *row_ptr, int *col_ptr, double *value)" << endl
+ << "{" << endl;
+
+ // this is always empty here, but needed by d1->writeOutput
+ deriv_node_temp_terms_t tef_terms;
+
+ // Indexing derivatives in column order
+ vector<derivative> D;
+ int hessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
+ for (second_derivatives_t::const_iterator it = second_derivatives.begin();
+ it != second_derivatives.end(); it++)
+ {
+ int eq = it->first.first;
+ int var1 = it->first.second.first;
+ int var2 = it->first.second.second;
+
+ int id1 = getDynJacobianCol(var1);
+ int id2 = getDynJacobianCol(var2);
+
+ int col_nb = id1 * dynJacobianColsNbr + id2;
+
+ derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
+ D.push_back(deriv);
+ if (id1 != id2)
+ {
+ col_nb = id2 * dynJacobianColsNbr + id1;
+ derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
+ D.push_back(deriv);
+ }
+ }
+ sort(D.begin(), D.end(), derivative_less_than() );
+
+ // Writing Hessian
+ vector<int> row_ptr(equations.size());
+ fill(row_ptr.begin(),row_ptr.end(),0.0);
+ int k = 0;
+ for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
+ {
+ row_ptr[it->row_nbr]++;
+ mDynamicModelFile << "col_ptr[" << k << "] "
+ << "=" << it->col_nbr << ";" << endl;
+ mDynamicModelFile << "value[" << k << "] = ";
+ // oCstaticModel makes reference to the static variables
+ it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
+ mDynamicModelFile << ";" << endl;
+ k++;
+ }
+
+ // row_ptr must point to the relative address of the first element of the row
+ int cumsum = 0;
+ mDynamicModelFile << "row_ptr = [ 0";
+ for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
+ {
+ cumsum += *it;
+ mDynamicModelFile << ", " << cumsum;
+ }
+ mDynamicModelFile << "];" << endl;
+
+ mDynamicModelFile << "}" << endl;
+
+ writePowerDeriv(mDynamicModelFile, true);
+ mDynamicModelFile.close();
+
+}
+
+void
+DynamicModel::writeThirdDerivativesC_csr(const string &basename, bool cuda) const
+{
+ string filename = basename + "_third_derivatives.c";
+ ofstream mDynamicModelFile, mDynamicMexFile;
+
+ mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
+ if (!mDynamicModelFile.is_open())
+ {
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+ mDynamicModelFile << "/*" << endl
+ << " * " << filename << " : Computes third order derivatives of the model for Dynare" << endl
+ << " *" << endl
+ << " * Warning : this file is generated automatically by Dynare" << endl
+ << " * from model " << basename << "(.mod)" << endl
+ << " */" << endl
+ << "#include <math.h>" << endl;
+
+ mDynamicModelFile << "#include <stdlib.h>" << endl;
+
+ mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
+ << "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
+
+ // Write function definition if oPowerDeriv is used
+ writePowerDerivCHeader(mDynamicModelFile);
+
+ mDynamicModelFile << "void ThirdDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
+ << "{" << endl;
+
+ // this is always empty here, but needed by d1->writeOutput
+ deriv_node_temp_terms_t tef_terms;
+
+ vector<derivative> D;
+ int hessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
+ int thirdDerivativesColsNbr = hessianColsNbr*dynJacobianColsNbr;
+ for (third_derivatives_t::const_iterator it = third_derivatives.begin();
+ it != third_derivatives.end(); it++)
+ {
+ int eq = it->first.first;
+ int var1 = it->first.second.first;
+ int var2 = it->first.second.second.first;
+ int var3 = it->first.second.second.second;
+
+ int id1 = getDynJacobianCol(var1);
+ int id2 = getDynJacobianCol(var2);
+ int id3 = getDynJacobianCol(var3);
+
+ // Reference column number for the g3 matrix (with symmetrical derivatives)
+ vector<long unsigned int> cols;
+ long unsigned int col_nb = id1 * hessianColsNbr + id2 * dynJacobianColsNbr + id3;
+ int thirdDColsNbr = hessianColsNbr*dynJacobianColsNbr;
+ derivative deriv(col_nb + eq*thirdDColsNbr,col_nb,eq,it->second);
+ D.push_back(deriv);
+ cols.push_back(col_nb);
+ col_nb = id1 * hessianColsNbr + id3 * dynJacobianColsNbr + id2;
+ if (find(cols.begin(),cols.end(),col_nb) == cols.end())
+ {
+ derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
+ D.push_back(deriv);
+ cols.push_back(col_nb);
+ }
+ col_nb = id2 * hessianColsNbr + id1 * dynJacobianColsNbr + id3;
+ if (find(cols.begin(),cols.end(),col_nb) == cols.end())
+ {
+ derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
+ D.push_back(deriv);
+ cols.push_back(col_nb);
+ }
+ col_nb = id2 * hessianColsNbr + id3 * dynJacobianColsNbr + id1;
+ if (find(cols.begin(),cols.end(),col_nb) == cols.end())
+ {
+ derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
+ D.push_back(deriv);
+ cols.push_back(col_nb);
+ }
+ col_nb = id3 * hessianColsNbr + id1 * dynJacobianColsNbr + id2;
+ if (find(cols.begin(),cols.end(),col_nb) == cols.end())
+ {
+ derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
+ D.push_back(deriv);
+ cols.push_back(col_nb);
+ }
+ col_nb = id3 * hessianColsNbr + id2 * dynJacobianColsNbr + id1;
+ if (find(cols.begin(),cols.end(),col_nb) == cols.end())
+ {
+ derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
+ D.push_back(deriv);
+ }
+ }
+
+ sort(D.begin(), D.end(), derivative_less_than() );
+
+ vector<int> row_ptr(equations.size());
+ fill(row_ptr.begin(),row_ptr.end(),0.0);
+ int k = 0;
+ for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
+ {
+ row_ptr[it->row_nbr]++;
+ mDynamicModelFile << "col_ptr[" << k << "] "
+ << "=" << it->col_nbr << ";" << endl;
+ mDynamicModelFile << "value[" << k << "] = ";
+ // oCstaticModel makes reference to the static variables
+ it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
+ mDynamicModelFile << ";" << endl;
+ k++;
+ }
+
+ // row_ptr must point to the relative address of the first element of the row
+ int cumsum = 0;
+ mDynamicModelFile << "row_ptr = [ 0";
+ for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
+ {
+ cumsum += *it;
+ mDynamicModelFile << ", " << cumsum;
+ }
+ mDynamicModelFile << "];" << endl;
+
+ mDynamicModelFile << "}" << endl;
+
+ writePowerDeriv(mDynamicModelFile, true);
+ mDynamicModelFile.close();
+
+}
+
+void
+SteadyStateModel::writeSteadyStateFileC(const string &basename, bool ramsey_model) const
+{
+ string filename = basename + "_steadystate.c";
+
+ ofstream output;
+ output.open(filename.c_str(), ios::out | ios::binary);
+ if (!output.is_open())
+ {
+ cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ output << "#include <math.h>" << endl;
+
+ output << "void steadystate("
+ << "const double *exo_, const double *params, double *ys_, int *info)" << endl
+ << "// Steady state file generated by Dynare preprocessor" << endl
+ << "{" << endl
+ << " *info = 0;" << endl;
+
+ if (def_table.size() == 0)
+ {
+ output << " return;" << endl
+ << "}" << endl;
+ return;
+ }
+
+ for (size_t i = 0; i < def_table.size(); i++)
+ {
+ const vector<int> &symb_ids = def_table[i].first;
+ output << " ";
+ if (symb_ids.size() > 1)
+ std::cout << "Error: in C, multiple returns are not permitted in steady_state_model" << std::endl;
+ variable_node_map_t::const_iterator it = variable_node_map.find(make_pair(symb_ids[0], 0));
+ assert(it != variable_node_map.end());
+ if (it->second->get_type() == eModFileLocalVariable)
+ output << "double ";
+ dynamic_cast<ExprNode *>(it->second)->writeOutput(output, oCSteadyStateFile);
+ output << "=";
+ def_table[i].second->writeOutput(output, oCSteadyStateFile);
+ output << ";" << endl;
+ }
+ output << " // Auxiliary equations" << endl;
+ static_model.writeAuxVarInitval(output, oCSteadyStateFile);
+ output << "}" << endl;
+}
+
+
+//
// C++ interface
+//
void
ModFile::writeExternalFilesCC(const string &basename, FileOutputType output) const
{
@@ -353,14 +681,13 @@ DynamicModel::writeCCOutput(ostream &output, const string &basename, bool block_
// Loop on endogenous variables
for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
{
- int varID;
// Loop on periods
for (int lag = 0; lag <= 2; lag++)
{
lag_presence[lag] = 1;
try
{
- varID = getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
+ getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
}
catch (UnknownDerivIDException &e)
{
diff --git a/SteadyStateModel.cc b/SteadyStateModel.cc
index 1c811c523f5aa0170d05439f1e77546694413b1f..d19a7f38c8a014c292ea35591c86b75ca260b7d3 100644
--- a/SteadyStateModel.cc
+++ b/SteadyStateModel.cc
@@ -152,51 +152,3 @@ SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model
<< "end" << endl;
}
-void
-SteadyStateModel::writeSteadyStateFileC(const string &basename, bool ramsey_model) const
-{
- string filename = basename + "_steadystate.c";
-
- ofstream output;
- output.open(filename.c_str(), ios::out | ios::binary);
- if (!output.is_open())
- {
- cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
- exit(EXIT_FAILURE);
- }
-
- output << "#include <math.h>" << endl;
-
- output << "void steadystate("
- << "const double *exo_, const double *params, double *ys_, int *info)" << endl
- << "// Steady state file generated by Dynare preprocessor" << endl
- << "{" << endl
- << " *info = 0;" << endl;
-
- if (def_table.size() == 0)
- {
- output << " return;" << endl
- << "}" << endl;
- return;
- }
-
- for (size_t i = 0; i < def_table.size(); i++)
- {
- const vector<int> &symb_ids = def_table[i].first;
- output << " ";
- if (symb_ids.size() > 1)
- std::cout << "Error: in C, multiple returns are not permitted in steady_state_model" << std::endl;
- variable_node_map_t::const_iterator it = variable_node_map.find(make_pair(symb_ids[0], 0));
- assert(it != variable_node_map.end());
- if (it->second->get_type() == eModFileLocalVariable)
- output << "double ";
- dynamic_cast<ExprNode *>(it->second)->writeOutput(output, oCSteadyStateFile);
- output << "=";
- def_table[i].second->writeOutput(output, oCSteadyStateFile);
- output << ";" << endl;
- }
- output << " // Auxiliary equations" << endl;
- static_model.writeAuxVarInitval(output, oCSteadyStateFile);
- output << "}" << endl;
-}
-
diff --git a/SteadyStateModel.hh b/SteadyStateModel.hh
index 9a28c430e069867c82285d9e8fff324dc88185e5..64b78573b88ae2ae39affa803cb372e3dc1c1b64 100644
--- a/SteadyStateModel.hh
+++ b/SteadyStateModel.hh
@@ -49,6 +49,7 @@ public:
\param[in] ramsey_model Is there a Ramsey model in the MOD file? If yes, then use the "ys" in argument of the steady state file as initial values
*/
void writeSteadyStateFile(const string &basename, bool ramsey_model) const;
+ // in ExternalFiles.cc
void writeSteadyStateFileC(const string &basename, bool ramsey_model) const;
};