diff --git a/DataTree.cc b/DataTree.cc
index f60c2899762f4d26006395f96c73bc197b8df89d..0b7eed7fbbecc209e8c21425d92e0bb9baa2a26f 100644
--- a/DataTree.cc
+++ b/DataTree.cc
@@ -25,8 +25,7 @@
DataTree::DataTree(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg) :
symbol_table(symbol_table_arg),
num_constants(num_constants_arg),
- node_counter(0),
- variable_table(symbol_table_arg)
+ node_counter(0)
{
Zero = AddNumConstant("0");
One = AddNumConstant("1");
@@ -68,7 +67,7 @@ DataTree::AddVariableInternal(const string &name, int lag)
if (it != variable_node_map.end())
return it->second;
else
- return new VariableNode(*this, symb_id, lag);
+ return new VariableNode(*this, symb_id, lag, computeDerivID(symb_id, lag));
}
NodeID
@@ -476,3 +475,26 @@ DataTree::isSymbolUsed(int symb_id) const
return false;
}
+int
+DataTree::computeDerivID(int symb_id, int lag)
+{
+ return -1;
+}
+
+int
+DataTree::getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException)
+{
+ throw UnknownDerivIDException();
+}
+
+int
+DataTree::getDerivIDNbr() const
+{
+ return 0;
+}
+
+int
+DataTree::getDynJacobianCol(int deriv_id) const throw (UnknownDerivIDException)
+{
+ throw UnknownDerivIDException();
+}
diff --git a/DataTree.hh b/DataTree.hh
index 2b3bc59d3f9c1b18f4e3e44f3d2eff8876eb84ba..17be97c618a8d73a257a26946883b456c246e438 100644
--- a/DataTree.hh
+++ b/DataTree.hh
@@ -30,7 +30,6 @@ using namespace std;
#include "SymbolTable.hh"
#include "NumericalConstants.hh"
-#include "VariableTable.hh"
#include "ExprNode.hh"
#define CONSTANTS_PRECISION 16
@@ -68,6 +67,9 @@ protected:
//! Internal implementation of AddVariable(), without the check on the lag
NodeID AddVariableInternal(const string &name, int lag);
+ //! Computes a new deriv_id, or returns -1 if the variable is not one w.r. to which to derive
+ virtual int computeDerivID(int symb_id, int lag);
+
private:
typedef list<NodeID> node_list_type;
//! The list of nodes
@@ -83,8 +85,7 @@ private:
public:
DataTree(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg);
virtual ~DataTree();
- //! The variable table
- VariableTable variable_table;
+
//! Some predefined constants
NodeID Zero, One, Two, MinusOne, NaN, Infinity, MinusInfinity, Pi;
@@ -174,6 +175,19 @@ public:
void fillEvalContext(eval_context_type &eval_context) const;
//! Checks if a given symbol is used somewhere in the data tree
bool isSymbolUsed(int symb_id) const;
+
+ //! Thrown when trying to access an unknown variable by deriv_id
+ class UnknownDerivIDException
+ {
+ };
+
+ //! Returns the derivation ID, or throws an exception if the derivation ID does not exist
+ virtual int getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException);
+ //! Returns the total number of derivation IDs
+ /*! Valid derivation IDs are between 0 and getDerivIDNbr()-1 */
+ virtual int getDerivIDNbr() const;
+ //! Returns the column of the dynamic Jacobian associated to a derivation ID
+ virtual int getDynJacobianCol(int deriv_id) const throw (UnknownDerivIDException);
};
inline NodeID
diff --git a/DynamicModel.cc b/DynamicModel.cc
index fd663983b3a09d4570ff67e180b41063960beaca..35ec61742a104aade69563efebaf7dd5a464e81f 100644
--- a/DynamicModel.cc
+++ b/DynamicModel.cc
@@ -53,7 +53,7 @@ DynamicModel::AddVariable(const string &name, int lag)
void
DynamicModel::compileDerivative(ofstream &code_file, int eq, int symb_id, int lag, ExprNodeOutputType output_type, map_idx_type &map_idx) const
{
- first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, variable_table.getID(symb_id, lag)));
+ first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symb_id, lag)));
if (it != first_derivatives.end())
(it->second)->compile(code_file,false, output_type, temporary_terms, map_idx);
else
@@ -117,7 +117,7 @@ DynamicModel::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
- it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eEndogenous, var), lag)));
+ it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var), lag)));
//it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
}
@@ -129,7 +129,7 @@ DynamicModel::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
- it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eExogenous, var), lag)));
+ it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eExogenous, var), lag)));
it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
}
}
@@ -143,7 +143,7 @@ DynamicModel::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
- it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eEndogenous, var), lag)));
+ it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var), lag)));
//it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it->second->computeTemporaryTerms(reference_count, temporary_terms, first_occurence, j, ModelBlock, ModelBlock->Block_List[j].Size-1, map_idx);
}
@@ -165,7 +165,7 @@ DynamicModel::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
- it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eEndogenous, var), lag)));
+ it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var), lag)));
//it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
}
@@ -177,7 +177,7 @@ DynamicModel::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
- it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eExogenous, var), lag)));
+ it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eExogenous, var), lag)));
//it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
}
@@ -192,7 +192,7 @@ DynamicModel::computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock)
{
eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
- it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eEndogenous, var), lag)));
+ it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var), lag)));
//it=first_derivatives.find(make_pair(eq,variable_table.getID(var, lag)));
it->second->collectTemporary_terms(temporary_terms, ModelBlock, j);
}
@@ -440,7 +440,7 @@ DynamicModel::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const strin
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous[i];
output << " g1_x(" << eqr+1 << ", "
- << varr+1+(m+variable_table.max_exo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.exo_nbr() << ") = ";
+ << varr+1+(m+max_exo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.exo_nbr() << ") = ";
writeDerivative(output, eq, symbol_table.getID(eExogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
<< "(" << k << ") " << var+1
@@ -459,7 +459,7 @@ DynamicModel::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const strin
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_other_endo[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_other_endo[i];
output << " g1_o(" << eqr+1 << ", "
- << varr+1+(m+variable_table.max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr() << ") = ";
+ << varr+1+(m+max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr() << ") = ";
writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
<< "(" << k << ") " << var+1
@@ -504,7 +504,7 @@ DynamicModel::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const strin
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous[i];
- output << " g1_x(" << eqr+1 << ", " << varr+1+(m+variable_table.max_exo_lag-ModelBlock->Block_List[j].Max_Lag)*ModelBlock->Block_List[j].nb_exo << ") = ";
+ output << " g1_x(" << eqr+1 << ", " << varr+1+(m+max_exo_lag-ModelBlock->Block_List[j].Max_Lag)*ModelBlock->Block_List[j].nb_exo << ") = ";
writeDerivative(output, eq, symbol_table.getID(eExogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
<< "(" << k << ") " << var+1
@@ -523,7 +523,7 @@ DynamicModel::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const strin
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_other_endo[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_other_endo[i];
output << " g1_o(" << eqr+1 << ", "
- << varr+1+(m+variable_table.max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr() << ") = ";
+ << varr+1+(m+max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr() << ") = ";
writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
<< "(" << k << ") " << var+1
@@ -545,7 +545,7 @@ DynamicModel::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const strin
output << " g1(" << eqr+1 << ", " << varr+1 << ") = ";
writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), 0, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
- << "(" << variable_table.getLag(variable_table.getSymbolID(var)) << ") " << var+1
+ << "(0) " << var+1
<< ", equation=" << eq+1 << endl;
}
output << " end;\n";
@@ -660,7 +660,7 @@ DynamicModel::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const strin
int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_other_endo[i];
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var_other_endo[i];
output << " g1_o(" << eqr+1 << ", "
- << varr+1+(m+variable_table.max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr() << ") = ";
+ << varr+1+(m+max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr() << ") = ";
writeDerivative(output, eq, symbol_table.getID(eEndogenous, var), k, oMatlabDynamicModelSparse, temporary_terms);
output << "; % variable=" << symbol_table.getName(var)
<< "(" << k << ") " << var+1
@@ -1152,7 +1152,7 @@ DynamicModel::writeDynamicCFile(const string &dynamic_basename) const
<< " {" << endl
<< " /* Set the output pointer to the output matrix g1. */" << endl
- << " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << variable_table.getDynJacobianColsNbr(computeJacobianExo) << ", mxREAL);" << endl
+ << " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << getDynJacobianColsNbr() << ", mxREAL);" << endl
<< " /* Create a C pointer to a copy of the output matrix g1. */" << endl
<< " g1 = mxGetPr(plhs[1]);" << endl
<< " }" << endl
@@ -1161,7 +1161,7 @@ DynamicModel::writeDynamicCFile(const string &dynamic_basename) const
<< " if (nlhs >= 3)" << endl
<< " {" << endl
<< " /* Set the output pointer to the output matrix g2. */" << endl;
- int g2_ncols = variable_table.getDynJacobianColsNbr(computeJacobianExo)*variable_table.getDynJacobianColsNbr(computeJacobianExo);
+ int g2_ncols = getDynJacobianColsNbr()*getDynJacobianColsNbr();
mDynamicModelFile << " plhs[2] = mxCreateSparse(" << equations.size() << ", " << g2_ncols << ", "
<< 5*g2_ncols << ", mxREAL);" << endl
<< " /* Create a C pointer to a copy of the output matrix g1. */" << endl
@@ -1414,7 +1414,7 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
/*mDynamicModelFile << " ga=spalloc(" << block_triangular.ModelBlock->Block_List[i].Size << ", " << j << ", " <<
block_triangular.ModelBlock->Block_List[i].Size*j << ");\n";*/
tmp_i=block_triangular.ModelBlock->Block_List[i].Max_Lag_Endo+block_triangular.ModelBlock->Block_List[i].Max_Lead_Endo+1;
- mDynamicModelFile << " [r, dr(" << count_call << ").g1, dr(" << count_call << ").g2, dr(" << count_call << ").g3, b, dr(" << count_call << ").g1_x, dr(" << count_call << ").g1_o]=" << dynamic_basename << "_" << i + 1 << "(y, x, params, it_-" << variable_table.max_lag << ", 1, " << variable_table.max_lag << ", " << block_triangular.ModelBlock->Block_List[i].Size << ");\n";
+ mDynamicModelFile << " [r, dr(" << count_call << ").g1, dr(" << count_call << ").g2, dr(" << count_call << ").g3, b, dr(" << count_call << ").g1_x, dr(" << count_call << ").g1_o]=" << dynamic_basename << "_" << i + 1 << "(y, x, params, it_-" << max_lag << ", 1, " << max_lag << ", " << block_triangular.ModelBlock->Block_List[i].Size << ");\n";
/*if(block_triangular.ModelBlock->Block_List[i].Max_Lag==variable_table.max_lag && block_triangular.ModelBlock->Block_List[i].Max_Lead==variable_table.max_lead)
mDynamicModelFile << " g1(y_index_eq,y_index) = ga;\n";
else
@@ -1625,7 +1625,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput) const
writeModelEquations(model_output, output_type);
int nrows = equations.size();
- int nvars = variable_table.getDynJacobianColsNbr(computeJacobianExo);
+ int nvars = getDynJacobianColsNbr();
int nvars_sq = nvars * nvars;
// Writing Jacobian
@@ -1637,11 +1637,11 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput) const
int var = it->first.second;
NodeID d1 = it->second;
- if (computeJacobianExo || variable_table.getType(var) == eEndogenous)
+ if (computeJacobianExo || getTypeByDerivID(var) == eEndogenous)
{
ostringstream g1;
g1 << " g1";
- matrixHelper(g1, eq, variable_table.getDynJacobianCol(var), output_type);
+ matrixHelper(g1, eq, getDynJacobianCol(var), output_type);
jacobian_output << g1.str() << "=" << g1.str() << "+";
d1->writeOutput(jacobian_output, output_type, temporary_terms);
@@ -1659,8 +1659,8 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput) const
int var2 = it->first.second.second;
NodeID d2 = it->second;
- int id1 = variable_table.getDynJacobianCol(var1);
- int id2 = variable_table.getDynJacobianCol(var2);
+ int id1 = getDynJacobianCol(var1);
+ int id2 = getDynJacobianCol(var2);
int col_nb = id1*nvars+id2;
int col_nb_sym = id2*nvars+id1;
@@ -1693,9 +1693,9 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput) const
int var3 = it->first.second.second.second;
NodeID d3 = it->second;
- int id1 = variable_table.getDynJacobianCol(var1);
- int id2 = variable_table.getDynJacobianCol(var2);
- int id3 = variable_table.getDynJacobianCol(var3);
+ int id1 = getDynJacobianCol(var1);
+ int id2 = getDynJacobianCol(var2);
+ int id3 = getDynJacobianCol(var3);
// Reference column number for the g3 matrix
int ref_col = id1 * nvars_sq + id2 * nvars + id3;
@@ -1826,24 +1826,24 @@ DynamicModel::writeOutput(ostream &output) const
int lag = 0;
for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
{
- output << "\n\t";
+ output << endl;
// Loop on periods
- for (lag = -variable_table.max_endo_lag; lag <= variable_table.max_endo_lead; lag++)
+ for (lag = -max_endo_lag; lag <= max_endo_lead; lag++)
{
// Print variableID if exists with current period, otherwise print 0
try
{
- int varID = variable_table.getID(symbol_table.getID(eEndogenous, endoID), lag);
- output << " " << variable_table.getDynJacobianCol(varID) + 1;
+ int varID = getDerivID(symbol_table.getID(eEndogenous, endoID), lag);
+ output << " " << getDynJacobianCol(varID) + 1;
}
- catch (VariableTable::UnknownVariableKeyException &e)
+ catch(UnknownDerivIDException &e)
{
output << " 0";
}
}
output << ";";
}
- output << "]';\n";
+ output << "]';" << endl;
//In case of sparse model, writes the block structure of the model
if (mode==eSparseMode || mode==eSparseDLLMode)
@@ -2013,29 +2013,29 @@ DynamicModel::writeOutput(ostream &output) const
}
}
// Writing initialization for some other variables
- output << "M_.exo_names_orig_ord = [1:" << symbol_table.exo_nbr() << "];\n";
- output << "M_.maximum_lag = " << variable_table.max_lag << ";\n";
- output << "M_.maximum_lead = " << variable_table.max_lead << ";\n";
+ output << "M_.exo_names_orig_ord = [1:" << symbol_table.exo_nbr() << "];" << endl
+ << "M_.maximum_lag = " << max_lag << ";" << endl
+ << "M_.maximum_lead = " << max_lead << ";" << endl;
if (symbol_table.endo_nbr())
{
- output << "M_.maximum_endo_lag = " << variable_table.max_endo_lag << ";\n";
- output << "M_.maximum_endo_lead = " << variable_table.max_endo_lead << ";\n";
- output << "oo_.steady_state = zeros(" << symbol_table.endo_nbr() << ", 1);\n";
+ output << "M_.maximum_endo_lag = " << max_endo_lag << ";" << endl
+ << "M_.maximum_endo_lead = " << max_endo_lead << ";" << endl
+ << "oo_.steady_state = zeros(" << symbol_table.endo_nbr() << ", 1);" << endl;
}
if (symbol_table.exo_nbr())
{
- output << "M_.maximum_exo_lag = " << variable_table.max_exo_lag << ";\n";
- output << "M_.maximum_exo_lead = " << variable_table.max_exo_lead << ";\n";
- output << "oo_.exo_steady_state = zeros(" << symbol_table.exo_nbr() << ", 1);\n";
+ output << "M_.maximum_exo_lag = " << max_exo_lag << ";" << endl
+ << "M_.maximum_exo_lead = " << max_exo_lead << ";" << endl
+ << "oo_.exo_steady_state = zeros(" << symbol_table.exo_nbr() << ", 1);" << endl;
}
if (symbol_table.exo_det_nbr())
{
- output << "M_.maximum_exo_det_lag = " << variable_table.max_exo_det_lag << ";\n";
- output << "M_.maximum_exo_det_lead = " << variable_table.max_exo_det_lead << ";\n";
- output << "oo_.exo_det_steady_state = zeros(" << symbol_table.exo_det_nbr() << ", 1);\n";
+ output << "M_.maximum_exo_det_lag = " << max_exo_det_lag << ";" << endl
+ << "M_.maximum_exo_det_lead = " << max_exo_det_lead << ";" << endl
+ << "oo_.exo_det_steady_state = zeros(" << symbol_table.exo_det_nbr() << ", 1);" << endl;
}
if (symbol_table.param_nbr())
- output << "M_.params = repmat(NaN," << symbol_table.param_nbr() << ", 1);\n";
+ output << "M_.params = repmat(NaN," << symbol_table.param_nbr() << ", 1);" << endl;
}
void
@@ -2049,7 +2049,7 @@ DynamicModel::evaluateJacobian(const eval_context_type &eval_context, jacob_map
it != first_derivatives.end(); it++)
{
//cout << "it->first.second=" << it->first.second << " variable_table.getSymbolID(it->first.second)=" << variable_table.getSymbolID(it->first.second) << " Type=" << variable_table.getType(it->first.second) << " eEndogenous=" << eEndogenous << " eExogenous=" << eExogenous << " variable_table.getLag(it->first.second)=" << variable_table.getLag(it->first.second) << "\n";
- if (variable_table.getType(it->first.second) == eEndogenous)
+ if (getTypeByDerivID(it->first.second) == eEndogenous)
{
NodeID Id = it->second;
double val = 0;
@@ -2059,14 +2059,14 @@ DynamicModel::evaluateJacobian(const eval_context_type &eval_context, jacob_map
}
catch (ExprNode::EvalException &e)
{
- cout << "evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getName(variable_table.getSymbolID(it->first.second)) << "(" << variable_table.getLag(it->first.second) << ") [" << variable_table.getSymbolID(it->first.second) << "] !" << endl;
+ cout << "evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getName(getSymbIDByDerivID(it->first.second)) << "(" << getLagByDerivID(it->first.second) << ") [" << getSymbIDByDerivID(it->first.second) << "] !" << endl;
Id->writeOutput(cout, oMatlabDynamicModelSparse, temporary_terms);
cout << "\n";
- cerr << "DynamicModel::evaluateJacobian: evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getName(variable_table.getSymbolID(it->first.second)) << "(" << variable_table.getLag(it->first.second) << ")!" << endl;
+ cerr << "DynamicModel::evaluateJacobian: evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getName(getSymbIDByDerivID(it->first.second)) << "(" << getLagByDerivID(it->first.second) << ")!" << endl;
}
int eq=it->first.first;
- int var=symbol_table.getTypeSpecificID(variable_table.getSymbolID(it->first.second));///symbol_table.getID(eEndogenous,it->first.second);//variable_table.getSymbolID(it->first.second);
- int k1=variable_table.getLag(it->first.second);
+ int var = symbol_table.getTypeSpecificID(getSymbIDByDerivID(it->first.second));///symbol_table.getID(eEndogenous,it->first.second);//variable_table.getSymbolID(it->first.second);
+ int k1 = getLagByDerivID(it->first.second);
if (a_variable_lag!=k1)
{
IM=block_triangular.incidencematrix.Get_IM(k1, eEndogenous);
@@ -2108,7 +2108,7 @@ DynamicModel::BlockLinear(Model_Block *ModelBlock)
int eq=ModelBlock->Block_List[j].IM_lead_lag[ll].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[ll].Var_Index[i];
//first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(var,0)));
- first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eEndogenous, var),0)));
+ first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var),0)));
if (it!= first_derivatives.end())
{
NodeID Id = it->second;
@@ -2138,7 +2138,7 @@ DynamicModel::BlockLinear(Model_Block *ModelBlock)
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
//first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(var,k1)));
- first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,variable_table.getID(symbol_table.getID(eEndogenous, var),k1)));
+ first_derivatives_type::const_iterator it=first_derivatives.find(make_pair(eq,getDerivID(symbol_table.getID(eEndogenous, var),k1)));
NodeID Id = it->second;
if (it!= first_derivatives.end())
{
@@ -2168,7 +2168,7 @@ void
DynamicModel::computingPass(const eval_context_type &eval_context, bool no_tmp_terms)
{
// Computes dynamic jacobian columns
- variable_table.computeDynJacobianCols();
+ computeDynJacobianCols();
// Determine derivation order
int order = 1;
@@ -2254,3 +2254,158 @@ DynamicModel::toStatic(StaticModel &static_model) const
static_model.addEquation((*it)->toStatic(static_model));
}
+int
+DynamicModel::computeDerivID(int symb_id, int lag)
+{
+ /* NOTE: we can't use computeJacobianExo here to decide
+ which variables to include, since this boolean is not
+ yet set at this point. */
+
+ // Setting maximum and minimum lags
+ if (max_lead < lag)
+ max_lead = lag;
+ else if (-max_lag > lag)
+ max_lag = -lag;
+
+ SymbolType type = symbol_table.getType(symb_id);
+
+ switch(type)
+ {
+ case eEndogenous:
+ if (max_endo_lead < lag)
+ max_endo_lead = lag;
+ else if (-max_endo_lag > lag)
+ max_endo_lag = -lag;
+ break;
+ case eExogenous:
+ if (max_exo_lead < lag)
+ max_exo_lead = lag;
+ else if (-max_exo_lag > lag)
+ max_exo_lag = -lag;
+ break;
+ case eExogenousDet:
+ if (max_exo_det_lead < lag)
+ max_exo_det_lead = lag;
+ else if (-max_exo_det_lag > lag)
+ max_exo_det_lag = -lag;
+ break;
+ default:
+ return -1;
+ }
+
+ // Check if dynamic variable already has a deriv_id
+ pair<int, int> key = make_pair(symb_id, lag);
+ deriv_id_table_t::const_iterator it = deriv_id_table.find(key);
+ if (it != deriv_id_table.end())
+ return it->second;
+
+ // Create a new deriv_id
+ int deriv_id = deriv_id_table.size();
+
+ deriv_id_table[key] = deriv_id;
+ inv_deriv_id_table.push_back(key);
+
+ if (type == eEndogenous)
+ var_endo_nbr++;
+
+ return deriv_id;
+}
+
+int
+DynamicModel::getTypeByDerivID(int deriv_id) const throw (UnknownDerivIDException)
+{
+ return symbol_table.getType(getSymbIDByDerivID(deriv_id));
+}
+
+int
+DynamicModel::getLagByDerivID(int deriv_id) const throw (UnknownDerivIDException)
+{
+ if (deriv_id < 0 || deriv_id >= getDerivIDNbr())
+ throw UnknownDerivIDException();
+
+ return inv_deriv_id_table[deriv_id].second;
+}
+
+int
+DynamicModel::getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException)
+{
+ if (deriv_id < 0 || deriv_id >= getDerivIDNbr())
+ throw UnknownDerivIDException();
+
+ return inv_deriv_id_table[deriv_id].first;
+}
+
+int
+DynamicModel::getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException)
+{
+ deriv_id_table_t::const_iterator it = deriv_id_table.find(make_pair(symb_id, lag));
+ if (it == deriv_id_table.end())
+ throw UnknownDerivIDException();
+ else
+ return it->second;
+}
+
+int
+DynamicModel::getDerivIDNbr() const
+{
+ return deriv_id_table.size();
+}
+
+void
+DynamicModel::computeDynJacobianCols()
+{
+ /* Sort the dynamic endogenous variables by lexicographic order over (lag, type_specific_symbol_id)
+ and fill the dynamic columns for exogenous and exogenous deterministic */
+ map<pair<int, int>, int> ordered_dyn_endo;
+
+ for(deriv_id_table_t::const_iterator it = deriv_id_table.begin();
+ it != deriv_id_table.end(); it++)
+ {
+ const int &symb_id = it->first.first;
+ const int &lag = it->first.second;
+ const int &deriv_id = it->second;
+ SymbolType type = symbol_table.getType(symb_id);
+ int tsid = symbol_table.getTypeSpecificID(symb_id);
+
+ switch(type)
+ {
+ case eEndogenous:
+ ordered_dyn_endo[make_pair(lag, tsid)] = deriv_id;
+ break;
+ case eExogenous:
+ dyn_jacobian_cols_table[deriv_id] = var_endo_nbr + tsid;
+ break;
+ case eExogenousDet:
+ dyn_jacobian_cols_table[deriv_id] = var_endo_nbr + symbol_table.exo_nbr() + tsid;
+ break;
+ default:
+ // Shut up GCC
+ exit(EXIT_FAILURE);
+ }
+ }
+
+ // Fill in dynamic jacobian columns for endogenous
+ int sorted_id = 0;
+ for(map<pair<int, int>, int>::const_iterator it = ordered_dyn_endo.begin();
+ it != ordered_dyn_endo.end(); it++)
+ dyn_jacobian_cols_table[it->second] = sorted_id++;
+}
+
+int
+DynamicModel::getDynJacobianCol(int deriv_id) const throw (UnknownDerivIDException)
+{
+ map<int, int>::const_iterator it = dyn_jacobian_cols_table.find(deriv_id);
+ if (it == dyn_jacobian_cols_table.end())
+ throw UnknownDerivIDException();
+ else
+ return it->second;
+}
+
+int
+DynamicModel::getDynJacobianColsNbr() const
+{
+ if (computeJacobianExo)
+ return var_endo_nbr + symbol_table.exo_nbr() + symbol_table.exo_det_nbr();
+ else
+ return var_endo_nbr;
+}
diff --git a/DynamicModel.hh b/DynamicModel.hh
index df0e5dfd51d167b8470ae8a9dd853bdc37a04c65..c246c0e9bbdcb0f26d5450835cd2ab63120222a8 100644
--- a/DynamicModel.hh
+++ b/DynamicModel.hh
@@ -29,6 +29,33 @@ using namespace std;
class DynamicModel : public ModelTree
{
private:
+ typedef map<pair<int, int>, int> deriv_id_table_t;
+ //! Maps a pair (symbol_id, lag) to a deriv ID
+ deriv_id_table_t deriv_id_table;
+ //! Maps a deriv ID to a pair (symbol_id, lag)
+ vector<pair<int, int> > inv_deriv_id_table;
+
+ //! Maps a deriv_id to the column index of the dynamic Jacobian
+ /*! Contains only endogenous, exogenous and exogenous deterministic */
+ map<int, int> dyn_jacobian_cols_table;
+
+ //! Number of dynamic endogenous variables inside the model block
+ /*! Set by computeDerivID() */
+ int var_endo_nbr;
+
+ //! Maximum lag and lead over all types of variables (positive values)
+ /*! Set by computeDerivID() */
+ int max_lag, max_lead;
+ //! Maximum lag and lead over endogenous variables (positive values)
+ /*! Set by computeDerivID() */
+ int max_endo_lag, max_endo_lead;
+ //! Maximum lag and lead over exogenous variables (positive values)
+ /*! Set by computeDerivID() */
+ int max_exo_lag, max_exo_lead;
+ //! Maximum lag and lead over deterministic exogenous variables (positive values)
+ /*! Set by computeDerivID() */
+ int max_exo_det_lag, max_exo_det_lead;
+
//! Writes dynamic model file (Matlab version)
void writeDynamicMFile(const string &dynamic_basename) const;
//! Writes dynamic model file (C version)
@@ -59,6 +86,18 @@ private:
//! Write derivative code of an equation w.r. to a variable
void compileDerivative(ofstream &code_file, int eq, int symb_id, int lag, ExprNodeOutputType output_type, map_idx_type &map_idx) const;
+ virtual int computeDerivID(int symb_id, int lag);
+ //! Get the number of columns of dynamic jacobian
+ int getDynJacobianColsNbr() const;
+ //! Get the type corresponding to a derivation ID
+ int getTypeByDerivID(int deriv_id) const throw (UnknownDerivIDException);
+ //! Get the lag corresponding to a derivation ID
+ int getLagByDerivID(int deriv_id) const throw (UnknownDerivIDException);
+ //! Get the symbol ID corresponding to a derivation ID
+ int getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException);
+ //! Compute the column indices of the dynamic Jacobian
+ void computeDynJacobianCols();
+
public:
DynamicModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants);
//! Adds a variable node
@@ -94,6 +133,9 @@ public:
//! 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;
+ virtual int getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException);
+ virtual int getDerivIDNbr() const;
+ virtual int getDynJacobianCol(int deriv_id) const throw (UnknownDerivIDException);
};
#endif
diff --git a/ExprNode.cc b/ExprNode.cc
index 05591393aadb90cc2cecb9370c817258338448cd..56ac48cdac733b7795c100a4a5d51f094dd9b1eb 100644
--- a/ExprNode.cc
+++ b/ExprNode.cc
@@ -40,21 +40,21 @@ ExprNode::~ExprNode()
}
NodeID
-ExprNode::getDerivative(int varID)
+ExprNode::getDerivative(int deriv_id)
{
// Return zero if derivative is necessarily null (using symbolic a priori)
- set<int>::const_iterator it = non_null_derivatives.find(varID);
+ set<int>::const_iterator it = non_null_derivatives.find(deriv_id);
if (it == non_null_derivatives.end())
return datatree.Zero;
// If derivative is stored in cache, use the cached value, otherwise compute it (and cache it)
- map<int, NodeID>::const_iterator it2 = derivatives.find(varID);
+ map<int, NodeID>::const_iterator it2 = derivatives.find(deriv_id);
if (it2 != derivatives.end())
return it2->second;
else
{
- NodeID d = computeDerivative(varID);
- derivatives[varID] = d;
+ NodeID d = computeDerivative(deriv_id);
+ derivatives[deriv_id] = d;
return d;
}
}
@@ -111,7 +111,7 @@ NumConstNode::NumConstNode(DataTree &datatree_arg, int id_arg) :
}
NodeID
-NumConstNode::computeDerivative(int varID)
+NumConstNode::computeDerivative(int deriv_id)
{
return datatree.Zero;
}
@@ -175,23 +175,16 @@ NumConstNode::toStatic(DataTree &static_datatree) const
}
-VariableNode::VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg) :
+VariableNode::VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg, int deriv_id_arg) :
ExprNode(datatree_arg),
symb_id(symb_id_arg),
type(datatree.symbol_table.getType(symb_id_arg)),
- lag(lag_arg)
+ lag(lag_arg),
+ deriv_id(deriv_id_arg)
{
// Add myself to the variable map
datatree.variable_node_map[make_pair(symb_id, lag)] = this;
- // Add myself to the variable table if necessary and initialize var_id
- if (type == eEndogenous
- || type == eExogenousDet
- || type == eExogenous)
- var_id = datatree.variable_table.addVariable(symb_id, lag);
- else
- var_id = -1;
-
// It makes sense to allow a lead/lag on parameters: during steady state calibration, endogenous and parameters can be swapped
if ((type == eModelLocalVariable || type == eModFileLocalVariable || type == eUnknownFunction) && lag != 0)
{
@@ -206,7 +199,7 @@ VariableNode::VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg)
case eExogenous:
case eExogenousDet:
// For a variable, the only non-null derivative is with respect to itself
- non_null_derivatives.insert(var_id);
+ non_null_derivatives.insert(deriv_id);
break;
case eParameter:
// All derivatives are null, do nothing
@@ -225,21 +218,21 @@ VariableNode::VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg)
}
NodeID
-VariableNode::computeDerivative(int varID)
+VariableNode::computeDerivative(int deriv_id_arg)
{
switch(type)
{
case eEndogenous:
case eExogenous:
case eExogenousDet:
- if (varID == var_id)
+ if (deriv_id == deriv_id_arg)
return datatree.One;
else
return datatree.Zero;
case eParameter:
return datatree.Zero;
case eModelLocalVariable:
- return datatree.local_variables_table[symb_id]->getDerivative(varID);
+ return datatree.local_variables_table[symb_id]->getDerivative(deriv_id_arg);
case eModFileLocalVariable:
cerr << "ModFileLocalVariable is not derivable" << endl;
exit(EXIT_FAILURE);
@@ -309,7 +302,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
{
case oMatlabDynamicModel:
case oCDynamicModel:
- i = datatree.variable_table.getDynJacobianCol(var_id) + OFFSET(output_type);
+ i = datatree.getDynJacobianCol(deriv_id) + OFFSET(output_type);
output << "y" << LPAR(output_type) << i << RPAR(output_type);
break;
case oMatlabStaticModel:
@@ -535,9 +528,9 @@ UnaryOpNode::UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const
}
NodeID
-UnaryOpNode::computeDerivative(int varID)
+UnaryOpNode::computeDerivative(int deriv_id)
{
- NodeID darg = arg->getDerivative(varID);
+ NodeID darg = arg->getDerivative(deriv_id);
NodeID t11, t12, t13;
@@ -995,10 +988,10 @@ BinaryOpNode::BinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
}
NodeID
-BinaryOpNode::computeDerivative(int varID)
+BinaryOpNode::computeDerivative(int deriv_id)
{
- NodeID darg1 = arg1->getDerivative(varID);
- NodeID darg2 = arg2->getDerivative(varID);
+ NodeID darg1 = arg1->getDerivative(deriv_id);
+ NodeID darg2 = arg2->getDerivative(deriv_id);
NodeID t11, t12, t13, t14, t15;
@@ -1524,11 +1517,11 @@ TrinaryOpNode::TrinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
}
NodeID
-TrinaryOpNode::computeDerivative(int varID)
+TrinaryOpNode::computeDerivative(int deriv_id)
{
- NodeID darg1 = arg1->getDerivative(varID);
- NodeID darg2 = arg2->getDerivative(varID);
- NodeID darg3 = arg3->getDerivative(varID);
+ NodeID darg1 = arg1->getDerivative(deriv_id);
+ NodeID darg2 = arg2->getDerivative(deriv_id);
+ NodeID darg3 = arg3->getDerivative(deriv_id);
NodeID t11, t12, t13, t14, t15;
@@ -1812,7 +1805,7 @@ UnknownFunctionNode::UnknownFunctionNode(DataTree &datatree_arg,
}
NodeID
-UnknownFunctionNode::computeDerivative(int varID)
+UnknownFunctionNode::computeDerivative(int deriv_id)
{
cerr << "UnknownFunctionNode::computeDerivative: operation impossible!" << endl;
exit(EXIT_FAILURE);
diff --git a/ExprNode.hh b/ExprNode.hh
index ab7f3a06d30ac855ecdd2aa2fd0e344f3240e320..9017b706448022d945feb9251fb99d54ce2a1392 100644
--- a/ExprNode.hh
+++ b/ExprNode.hh
@@ -28,7 +28,6 @@ using namespace std;
#include <iostream>
#include <fstream>
-
#include "SymbolTable.hh"
#include "CodeInterpreter.hh"
@@ -43,6 +42,7 @@ struct ExprNodeLess;
//! Type for set of temporary terms
/*! They are ordered by index number thanks to ExprNodeLess */
typedef set<NodeID, ExprNodeLess> temporary_terms_type;
+
typedef map<int,int> map_idx_type;
typedef set<int> temporary_terms_inuse_type;
@@ -95,9 +95,9 @@ class ExprNode
friend class TrinaryOpNode;
private:
- //! Computes derivative w.r. to variable varID (but doesn't store it in derivatives map)
+ //! Computes derivative w.r. to a derivation ID (but doesn't store it in derivatives map)
/*! You shoud use getDerivative() to get the benefit of symbolic a priori and of caching */
- virtual NodeID computeDerivative(int varID) = 0;
+ virtual NodeID computeDerivative(int deriv_id) = 0;
protected:
//! Reference to the enclosing DataTree
@@ -106,7 +106,7 @@ protected:
//! Index number
int idx;
- //! Set of variable IDs with respect to which the derivative is potentially non-null
+ //! Set of derivation IDs with respect to which the derivative is potentially non-null
set<int> non_null_derivatives;
//! Used for caching of first order derivatives (when non-null)
@@ -120,10 +120,10 @@ public:
ExprNode(DataTree &datatree_arg);
virtual ~ExprNode();
- //! Returns derivative w.r. to variable varID
+ //! Returns derivative w.r. to derivation ID
/*! Uses a symbolic a priori to pre-detect null derivatives, and caches the result for other derivatives (to avoid computing it several times)
For an equal node, returns the derivative of lhs minus rhs */
- NodeID getDerivative(int varID);
+ NodeID getDerivative(int deriv_id);
//! Returns precedence of node
/*! Equals 100 for constants, variables, unary ops, and temporary terms */
@@ -183,7 +183,7 @@ class NumConstNode : public ExprNode
private:
//! Id from numerical constants table
const int id;
- virtual NodeID computeDerivative(int varID);
+ virtual NodeID computeDerivative(int deriv_id);
public:
NumConstNode(DataTree &datatree_arg, int id_arg);
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
@@ -203,11 +203,12 @@ private:
const int symb_id;
const SymbolType type;
const int lag;
- //! Id from the variable table (-1 if not a endogenous/exogenous/recursive)
- int var_id;
- virtual NodeID computeDerivative(int varID);
+ //! Derivation ID
+ /*! It is comprised between 0 and datatree.getDerivIDNbr()-1, or can be -1 if we don't derive w.r. to this variable */
+ const int deriv_id;
+ virtual NodeID computeDerivative(int deriv_id_arg);
public:
- VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg);
+ VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg, int deriv_id_arg);
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms = temporary_terms_type()) const;
virtual void collectEndogenous(set<pair<int, int> > &result) const;
virtual void collectExogenous(set<pair<int, int> > &result) const;
@@ -230,7 +231,7 @@ class UnaryOpNode : public ExprNode
private:
const NodeID arg;
const UnaryOpcode op_code;
- virtual NodeID computeDerivative(int varID);
+ virtual NodeID computeDerivative(int deriv_id);
virtual int cost(const temporary_terms_type &temporary_terms, bool is_matlab) const;
public:
@@ -263,7 +264,7 @@ class BinaryOpNode : public ExprNode
private:
const NodeID arg1, arg2;
const BinaryOpcode op_code;
- virtual NodeID computeDerivative(int varID);
+ virtual NodeID computeDerivative(int deriv_id);
virtual int cost(const temporary_terms_type &temporary_terms, bool is_matlab) const;
public:
BinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
@@ -300,7 +301,7 @@ class TrinaryOpNode : public ExprNode
private:
const NodeID arg1, arg2, arg3;
const TrinaryOpcode op_code;
- virtual NodeID computeDerivative(int varID);
+ virtual NodeID computeDerivative(int deriv_id);
virtual int cost(const temporary_terms_type &temporary_terms, bool is_matlab) const;
public:
TrinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
@@ -328,10 +329,9 @@ public:
class UnknownFunctionNode : public ExprNode
{
private:
- //! Symbol ID (no need to store type: it is necessary eUnknownFunction)
const int symb_id;
const vector<NodeID> arguments;
- virtual NodeID computeDerivative(int varID);
+ virtual NodeID computeDerivative(int deriv_id);
public:
UnknownFunctionNode(DataTree &datatree_arg, int symb_id_arg,
const vector<NodeID> &arguments_arg);
diff --git a/Makefile b/Makefile
index 9c0153d286f38604626d44a35770323fcbea3395..587c7ba751133a131e1102f2a0dc9a5967428747 100644
--- a/Makefile
+++ b/Makefile
@@ -46,7 +46,6 @@ MAIN_OBJS = \
SigmaeInitialization.o \
SymbolTable.o \
SymbolList.o \
- VariableTable.o \
ParsingDriver.o \
DataTree.o \
ModFile.o \
@@ -73,7 +72,7 @@ MACRO_OBJS = \
all: $(DYNARE_M)
$(DYNARE_M): $(MAIN_OBJS) $(MACRO_OBJS)
- $(CXX) $(CXXFLAGS) -o $(DYNARE_M) $(MAIN_OBJS) $(MACRO_OBJS)
+ $(CXX) $(CXXFLAGS) $(LDFLAGS) -o $(DYNARE_M) $(MAIN_OBJS) $(MACRO_OBJS)
cp $(DYNARE_M) ../matlab/
diff --git a/ModFile.hh b/ModFile.hh
index 8ee32c1271345d975613ec7461b6b368f8a40223..b43f408fbb36fe5064c30fc7eca30300d6282ed1 100644
--- a/ModFile.hh
+++ b/ModFile.hh
@@ -30,7 +30,6 @@ using namespace std;
#include "NumericalInitialization.hh"
#include "StaticModel.hh"
#include "DynamicModel.hh"
-#include "VariableTable.hh"
#include "Statement.hh"
//! The abstract representation of a "mod" file
diff --git a/ModelTree.cc b/ModelTree.cc
index 830199e5c97ed703d77209bbc384c236ee998581..1e2f392e14029952cc9a3b5256c8090d174f1970 100644
--- a/ModelTree.cc
+++ b/ModelTree.cc
@@ -40,7 +40,7 @@ ModelTree::writeDerivative(ostream &output, int eq, int symb_id, int lag,
ExprNodeOutputType output_type,
const temporary_terms_type &temporary_terms) const
{
- first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, variable_table.getID(symb_id, lag)));
+ first_derivatives_type::const_iterator it = first_derivatives.find(make_pair(eq, getDerivID(symb_id, lag)));
if (it != first_derivatives.end())
(it->second)->writeOutput(output, output_type, temporary_terms);
else
@@ -51,7 +51,7 @@ void
ModelTree::derive(int order)
{
- for (int var = 0; var < variable_table.size(); var++)
+ for (int var = 0; var < getDerivIDNbr(); var++)
for (int eq = 0; eq < (int) equations.size(); eq++)
{
NodeID d1 = equations[eq]->getDerivative(var);
diff --git a/ModelTree.hh b/ModelTree.hh
index 330bc8ead3f6e22f794d52530f314d23b2bcb17c..6e6cb44b58147562598ecd6ca467002c0fe2e5dd 100644
--- a/ModelTree.hh
+++ b/ModelTree.hh
@@ -49,7 +49,7 @@ protected:
//! First order derivatives
/*! First index is equation number, second is variable w.r. to which is computed the derivative.
Only non-null derivatives are stored in the map.
- Variable indexes used are those of the variable_table, before sorting.
+ Variable indices are those of the getDerivID() method.
*/
first_derivatives_type first_derivatives;
@@ -58,7 +58,7 @@ protected:
/*! First index is equation number, second and third are variables w.r. to which is computed the derivative.
Only non-null derivatives are stored in the map.
Contains only second order derivatives where var1 >= var2 (for obvious symmetry reasons).
- Variable indexes used are those of the variable_table, before sorting.
+ Variable indices are those of the getDerivID() method.
*/
second_derivatives_type second_derivatives;
@@ -67,7 +67,7 @@ protected:
/*! First index is equation number, second, third and fourth are variables w.r. to which is computed the derivative.
Only non-null derivatives are stored in the map.
Contains only third order derivatives where var1 >= var2 >= var3 (for obvious symmetry reasons).
- Variable indexes used are those of the variable_table, before sorting.
+ Variable indices are those of the getDerivID() method.
*/
third_derivatives_type third_derivatives;
diff --git a/StaticModel.cc b/StaticModel.cc
index 320ba2d4964b02488316541d33b32de2de5c6359..f91797f251e4858f5f2019a91be5e2740ad9cd2f 100644
--- a/StaticModel.cc
+++ b/StaticModel.cc
@@ -142,16 +142,13 @@ StaticModel::writeStaticModel(ostream &StaticOutput) const
int var = it->first.second;
NodeID d1 = it->second;
- if (variable_table.getType(var) == eEndogenous)
- {
- ostringstream g1;
- g1 << " g1";
- matrixHelper(g1, eq, symbol_table.getTypeSpecificID(variable_table.getSymbolID(var)), output_type);
+ ostringstream g1;
+ g1 << " g1";
+ matrixHelper(g1, eq, var, output_type);
- jacobian_output << g1.str() << "=" << g1.str() << "+";
- d1->writeOutput(jacobian_output, output_type, temporary_terms);
- jacobian_output << ";" << endl;
- }
+ jacobian_output << g1.str() << "=" << g1.str() << "+";
+ d1->writeOutput(jacobian_output, output_type, temporary_terms);
+ jacobian_output << ";" << endl;
}
// Write Hessian w.r. to endogenous only
@@ -164,31 +161,23 @@ StaticModel::writeStaticModel(ostream &StaticOutput) const
int var2 = it->first.second.second;
NodeID d2 = it->second;
- // Keep only derivatives w.r. to endogenous variables
- if (variable_table.getType(var1) == eEndogenous
- && variable_table.getType(var2) == eEndogenous)
+ int col_nb = var1*symbol_table.endo_nbr()+var2;
+ int col_nb_sym = var2*symbol_table.endo_nbr()+var1;
+
+ hessian_output << " g2";
+ matrixHelper(hessian_output, eq, col_nb, output_type);
+ hessian_output << " = ";
+ d2->writeOutput(hessian_output, output_type, temporary_terms);
+ hessian_output << ";" << endl;
+
+ // Treating symetric elements
+ if (var1 != var2)
{
- int id1 = symbol_table.getTypeSpecificID(variable_table.getSymbolID(var1));
- int id2 = symbol_table.getTypeSpecificID(variable_table.getSymbolID(var2));
-
- int col_nb = id1*symbol_table.endo_nbr()+id2;
- int col_nb_sym = id2*symbol_table.endo_nbr()+id1;
-
- hessian_output << " g2";
- matrixHelper(hessian_output, eq, col_nb, output_type);
- hessian_output << " = ";
- d2->writeOutput(hessian_output, output_type, temporary_terms);
- hessian_output << ";" << endl;
-
- // Treating symetric elements
- if (var1 != var2)
- {
- lsymetric << " g2";
- matrixHelper(lsymetric, eq, col_nb_sym, output_type);
- lsymetric << " = " << "g2";
- matrixHelper(lsymetric, eq, col_nb, output_type);
- lsymetric << ";" << endl;
- }
+ lsymetric << " g2";
+ matrixHelper(lsymetric, eq, col_nb_sym, output_type);
+ lsymetric << " = " << "g2";
+ matrixHelper(lsymetric, eq, col_nb, output_type);
+ lsymetric << ";" << endl;
}
}
@@ -289,3 +278,27 @@ StaticModel::computingPass(bool no_tmp_terms)
if (!no_tmp_terms)
computeTemporaryTerms(order);
}
+
+int
+StaticModel::computeDerivID(int symb_id, int lag)
+{
+ if (symbol_table.getType(symb_id) == eEndogenous)
+ return symbol_table.getTypeSpecificID(symb_id);
+ else
+ return -1;
+}
+
+int
+StaticModel::getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException)
+{
+ if (symbol_table.getType(symb_id) == eEndogenous)
+ return symbol_table.getTypeSpecificID(symb_id);
+ else
+ throw UnknownDerivIDException();
+}
+
+int
+StaticModel::getDerivIDNbr() const
+{
+ return symbol_table.endo_nbr();
+}
diff --git a/StaticModel.hh b/StaticModel.hh
index 0a2c62ccedc362fa9cf15baef4d3438c537baf39..4f42185b9472083d289440c3c32831a9cfb56fe6 100644
--- a/StaticModel.hh
+++ b/StaticModel.hh
@@ -36,6 +36,8 @@ private:
//! Writes static model file (C version)
void writeStaticCFile(const string &static_basename) const;
+ virtual int computeDerivID(int symb_id, int lag);
+
public:
StaticModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants);
//! Whether static Hessian (w.r. to endogenous only) should be written
@@ -46,6 +48,9 @@ public:
void computingPass(bool no_tmp_terms);
//! Writes static model file
void writeStaticFile(const string &basename) const;
+
+ virtual int getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException);
+ virtual int getDerivIDNbr() const;
};
#endif
diff --git a/VariableTable.cc b/VariableTable.cc
deleted file mode 100644
index 29d0f583ccc5341a849b68f02ca2acf25ebb8e0d..0000000000000000000000000000000000000000
--- a/VariableTable.cc
+++ /dev/null
@@ -1,115 +0,0 @@
-/*
- * Copyright (C) 2003-2009 Dynare Team
- *
- * This file is part of Dynare.
- *
- * Dynare is free software: you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation, either version 3 of the License, or
- * (at your option) any later version.
- *
- * Dynare is distributed in the hope that it will be useful,
- * but WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
- * GNU General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with Dynare. If not, see <http://www.gnu.org/licenses/>.
- */
-
-#include <iostream>
-#include <cstdlib>
-
-#include "VariableTable.hh"
-
-VariableTable::VariableTable(const SymbolTable &symbol_table_arg) :
- symbol_table(symbol_table_arg),
- var_endo_nbr(0), var_exo_nbr(0), var_exo_det_nbr(0),
- max_lag(0), max_lead(0),
- max_endo_lag(0), max_endo_lead(0),
- max_exo_lag(0), max_exo_lead(0),
- max_exo_det_lag(0), max_exo_det_lead(0)
-{
-}
-
-int
-VariableTable::addVariable(int symb_id, int lag) throw (DynJacobianColsAlreadyComputedException)
-{
- if (dyn_jacobian_cols_table.size() != 0)
- throw DynJacobianColsAlreadyComputedException();
-
- var_key_type key = make_pair(lag, symb_id);
-
- // Testing if variable already exists
- variable_table_type::const_iterator it = variable_table.find(key);
- if (it != variable_table.end())
- return it->second;
-
- int var_id = size();
-
- variable_table[key] = var_id;
- inv_variable_table.push_back(key);
-
- // Setting maximum and minimum lags
- if (max_lead < lag)
- max_lead = lag;
- else if (-max_lag > lag)
- max_lag = -lag;
-
- switch(symbol_table.getType(symb_id))
- {
- case eEndogenous:
- var_endo_nbr++;
- if (max_endo_lead < lag)
- max_endo_lead = lag;
- else if (-max_endo_lag > lag)
- max_endo_lag = -lag;
- break;
- case eExogenous:
- var_exo_nbr++;
- if (max_exo_lead < lag)
- max_exo_lead = lag;
- else if (-max_exo_lag > lag)
- max_exo_lag = -lag;
- break;
- case eExogenousDet:
- var_exo_det_nbr++;
- if (max_exo_det_lead < lag)
- max_exo_det_lead = lag;
- else if (-max_exo_det_lag > lag)
- max_exo_det_lag = -lag;
- break;
- default:
- cerr << "VariableTable::addVariable(): forbidden variable type" << endl;
- exit(EXIT_FAILURE);
- }
- return var_id;
-}
-
-void
-VariableTable::computeDynJacobianCols() throw (DynJacobianColsAlreadyComputedException)
-{
- if (dyn_jacobian_cols_table.size() != 0)
- throw DynJacobianColsAlreadyComputedException();
-
- dyn_jacobian_cols_table.resize(size());
-
- variable_table_type::const_iterator it;
-
- // Assign the first columns to endogenous, using the lexicographic order over (lag, symbol_id) implemented in variable_table map
- int sorted_id = 0;
- for(it = variable_table.begin(); it != variable_table.end(); it++)
- {
- if (symbol_table.getType(it->first.second) == eEndogenous)
- dyn_jacobian_cols_table[it->second] = sorted_id++;
- }
-
- // Assign subsequent columns to exogenous and then exogenous deterministic, using an offset + symbol_type_specific_id
- for(it = variable_table.begin(); it != variable_table.end(); it++)
- {
- if (symbol_table.getType(it->first.second) == eExogenous)
- dyn_jacobian_cols_table[it->second] = var_endo_nbr + symbol_table.getTypeSpecificID(it->first.second);
- if (symbol_table.getType(it->first.second) == eExogenousDet)
- dyn_jacobian_cols_table[it->second] = var_endo_nbr + symbol_table.exo_nbr() + symbol_table.getTypeSpecificID(it->first.second);
- }
-}
diff --git a/VariableTable.hh b/VariableTable.hh
deleted file mode 100644
index df6978a01f84a97fe2bf478ef54442cad23fb763..0000000000000000000000000000000000000000
--- a/VariableTable.hh
+++ /dev/null
@@ -1,182 +0,0 @@
-/*
- * Copyright (C) 2003-2009 Dynare Team
- *
- * This file is part of Dynare.
- *
- * Dynare is free software: you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation, either version 3 of the License, or
- * (at your option) any later version.
- *
- * Dynare is distributed in the hope that it will be useful,
- * but WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
- * GNU General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with Dynare. If not, see <http://www.gnu.org/licenses/>.
- */
-
-#ifndef _VARIABLETABLE_HH
-#define _VARIABLETABLE_HH
-
-using namespace std;
-
-#include <map>
-#include <vector>
-
-#include "SymbolTable.hh"
-
-//! Used to keep track of variables in the sense of the models, i.e. pairs (symbol, lead/lag)
-/*! Warning: some methods access variables through the pair (symbol_id, lag), but internally the class uses a lexicographic order over (lag, symbol_id) */
-class VariableTable
-{
-private:
- //! A reference to the symbol table
- const SymbolTable &symbol_table;
- //! A variable is a pair (lag, symbol_id)
- typedef pair<int, int> var_key_type;
-
- typedef map<var_key_type, int> variable_table_type;
- //! Maps a pair (lag, symbol_id) to a variable ID
- variable_table_type variable_table;
-
- //! Maps a variable ID to a pair (lag, symbol_id)
- vector<var_key_type> inv_variable_table;
-
- //! Number of dynamic endogenous variables inside the model block
- int var_endo_nbr;
- //! Number of dynamic exogenous variables inside the model block
- int var_exo_nbr;
- //! Number of dynamic deterministic exogenous variables inside the model block
- int var_exo_det_nbr;
-
- //! Contains the columns indices for the dynamic jacobian (indexed by variable IDs)
- vector<int> dyn_jacobian_cols_table;
-public:
- VariableTable(const SymbolTable &symbol_table_arg);
- //! Maximum lag over all types of variables (positive value)
- int max_lag;
- //! Maximum lead over all types of variables
- int max_lead;
- //! Maximum lag over endogenous variables (positive value)
- int max_endo_lag;
- //! Maximum lead over endogenous variables
- int max_endo_lead;
- //! Maximum lag over exogenous variables (positive value)
- int max_exo_lag;
- //! Maximum lead over exogenous variables
- int max_exo_lead;
- //! Maximum lag over deterministic exogenous variables (positive value)
- int max_exo_det_lag;
- //! Maximum lead over deterministic exogenous variables
- int max_exo_det_lead;
- //! Thrown when trying to access an unknown variable by (symb_id, lag)
- class UnknownVariableKeyException
- {
- public:
- int symb_id, lag;
- UnknownVariableKeyException(int symb_id_arg, int lag_arg) : symb_id(symb_id_arg), lag(lag_arg) {}
- };
- //! Thrown when trying to access an unknown variable by var_id
- class UnknownVariableIDException
- {
- public:
- //! Variable ID
- int id;
- UnknownVariableIDException(int id_arg) : id(id_arg) {}
- };
- //! Thrown when getDynJacobianCol() called before computeDynJacobianCols()
- class DynJacobianColsNotYetComputedException
- {
- };
- //! Thrown when computeDynJacobianCols() or addVariable() called after computeDynJacobianCols()
- class DynJacobianColsAlreadyComputedException
- {
- };
- //! Adds a variable in the table, and returns its (newly allocated) variable ID
- /*! Also works if the variable already exists */
- int addVariable(int symb_id, int lag) throw (DynJacobianColsAlreadyComputedException);
- //! Return variable ID
- inline int getID(int symb_id, int lag) const throw (UnknownVariableKeyException);
- //! Return lag of variable
- inline int getLag(int var_id) const throw (UnknownVariableIDException);
- //! Return symbol ID of variable
- inline int getSymbolID(int var_id) const throw (UnknownVariableIDException);
- //! Get variable type
- inline SymbolType getType(int var_id) const throw (UnknownVariableIDException);
- //! Get number of variables
- inline int size() const;
- //! Get column index in dynamic jacobian
- inline int getDynJacobianCol(int var_id) const throw (DynJacobianColsNotYetComputedException, UnknownVariableIDException);
- //! Computes column indices in dynamic jacobian
- void computeDynJacobianCols() throw (DynJacobianColsAlreadyComputedException);
- //! Get the number of columns of dynamic jacobian (depending on whether we compute derivatives w.r. to exogenous)
- inline int getDynJacobianColsNbr(bool computeJacobianExo) const;
-};
-
-inline int
-VariableTable::getDynJacobianCol(int var_id) const throw (DynJacobianColsNotYetComputedException, UnknownVariableIDException)
-{
- if (dyn_jacobian_cols_table.size() == 0)
- throw DynJacobianColsNotYetComputedException();
-
- if (var_id < 0 || var_id >= size())
- throw UnknownVariableIDException(var_id);
-
- return dyn_jacobian_cols_table[var_id];
-}
-
-inline int
-VariableTable::getID(int symb_id, int lag) const throw (UnknownVariableKeyException)
-{
- variable_table_type::const_iterator it = variable_table.find(make_pair(lag, symb_id));
- if (it == variable_table.end())
- throw UnknownVariableKeyException(symb_id, lag);
- else
- return it->second;
-}
-
-inline SymbolType
-VariableTable::getType(int var_id) const throw (UnknownVariableIDException)
-{
- if (var_id < 0 || var_id >= size())
- throw UnknownVariableIDException(var_id);
-
- return symbol_table.getType(inv_variable_table[var_id].second);
-}
-
-inline int
-VariableTable::getSymbolID(int var_id) const throw (UnknownVariableIDException)
-{
- if (var_id < 0 || var_id >= size())
- throw UnknownVariableIDException(var_id);
-
- return inv_variable_table[var_id].second;
-}
-
-inline int
-VariableTable::getLag(int var_id) const throw (UnknownVariableIDException)
-{
- if (var_id < 0 || var_id >= size())
- throw UnknownVariableIDException(var_id);
-
- return inv_variable_table[var_id].first;
-}
-
-inline int
-VariableTable::size() const
-{
- return variable_table.size();
-}
-
-inline int
-VariableTable::getDynJacobianColsNbr(bool computeJacobianExo) const
-{
- if (computeJacobianExo)
- return var_endo_nbr + symbol_table.exo_nbr() + symbol_table.exo_det_nbr();
- else
- return var_endo_nbr;
-}
-
-#endif