diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc index cc011879ff4694c364ca526db88d54bc75f02c70..9e7723a5fee57e1e7237d17480fc9529335d360a 100644 --- a/src/DynamicModel.cc +++ b/src/DynamicModel.cc @@ -179,140 +179,6 @@ DynamicModel::additionalBlockTemporaryTerms(int blk, d->computeBlockTemporaryTerms(blk, blocks[blk].size, blocks_temporary_terms, reference_count); } -int -DynamicModel::nzeDeterministicJacobianForBlock(int blk) const -{ - BlockSimulationType simulation_type = blocks[blk].simulation_type; - int block_recursive_size = blocks[blk].getRecursiveSize(); - - int nze_deterministic = 0; - if (simulation_type == BlockSimulationType::solveTwoBoundariesComplete - || simulation_type == BlockSimulationType::solveTwoBoundariesSimple) - nze_deterministic = count_if(blocks_derivatives[blk].begin(), blocks_derivatives[blk].end(), - [=](const auto &kv) { - auto [eq, var, lag] = kv.first; - return eq >= block_recursive_size && var >= block_recursive_size; - }); - else if (simulation_type == BlockSimulationType::solveBackwardSimple - || simulation_type == BlockSimulationType::solveForwardSimple - || simulation_type == BlockSimulationType::solveBackwardComplete - || simulation_type == BlockSimulationType::solveForwardComplete) - nze_deterministic = count_if(blocks_derivatives[blk].begin(), blocks_derivatives[blk].end(), - [=](const auto &kv) { - auto [eq, var, lag] = kv.first; - return lag == 0 && eq >= block_recursive_size && var >= block_recursive_size; - }); - return nze_deterministic; -} - -void -DynamicModel::writeDynamicPerBlockMFiles(const string &basename) const -{ - temporary_terms_t temporary_terms; // Temp terms written so far - - for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++) - { - BlockSimulationType simulation_type = blocks[blk].simulation_type; - int block_size = blocks[blk].size; - int block_mfs_size = blocks[blk].mfs_size; - - // Number of nonzero derivatives for the various Jacobians - int nze_stochastic = blocks_derivatives[blk].size(); - int nze_deterministic = nzeDeterministicJacobianForBlock(blk); - int nze_other_endo = blocks_derivatives_other_endo[blk].size(); - int nze_exo = blocks_derivatives_exo[blk].size(); - int nze_exo_det = blocks_derivatives_exo_det[blk].size(); - - filesystem::path filename {packageDir(basename) / "+block" / ("dynamic_" + to_string(blk+1) + ".m")}; - ofstream output{filename, ios::out | ios::binary}; - if (!output.is_open()) - { - cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl; - exit(EXIT_FAILURE); - } - - output << "%" << endl - << "% " << filename.string() << " : Computes dynamic version of one block" << endl - << "%" << endl - << "% Warning : this file is generated automatically by Dynare" << endl - << "% from model file (.mod)" << endl << endl - << "%" << endl; - if (simulation_type == BlockSimulationType::evaluateBackward - || simulation_type == BlockSimulationType::evaluateForward) - output << "function [y, T, g1, varargout] = dynamic_" << blk+1 << "(y, x, params, steady_state, T, it_, stochastic_mode)" << endl; - else - output << "function [residual, y, T, g1, varargout] = dynamic_" << blk+1 << "(y, x, params, steady_state, T, it_, stochastic_mode)" << endl; - - output << " % ////////////////////////////////////////////////////////////////////////" << endl - << " % //" << " Block "sv.substr(static_cast<int>(log10(blk + 1))) << blk+1 - << " //" << endl - << " % // Simulation type " - << BlockSim(simulation_type) << " //" << endl - << " % ////////////////////////////////////////////////////////////////////////" << endl; - - if (simulation_type != BlockSimulationType::evaluateForward - && simulation_type != BlockSimulationType::evaluateBackward) - output << " residual=zeros(" << block_mfs_size << ",1);" << endl; - - output << " if stochastic_mode" << endl - << " g1_i=zeros(" << nze_stochastic << ",1);" << endl - << " g1_j=zeros(" << nze_stochastic << ",1);" << endl - << " g1_v=zeros(" << nze_stochastic << ",1);" << endl - << " g1_x_i=zeros(" << nze_exo << ",1);" << endl - << " g1_x_j=zeros(" << nze_exo << ",1);" << endl - << " g1_x_v=zeros(" << nze_exo << ",1);" << endl - << " g1_xd_i=zeros(" << nze_exo_det << ",1);" << endl - << " g1_xd_j=zeros(" << nze_exo_det << ",1);" << endl - << " g1_xd_v=zeros(" << nze_exo_det << ",1);" << endl - << " g1_o_i=zeros(" << nze_other_endo << ",1);" << endl - << " g1_o_j=zeros(" << nze_other_endo << ",1);" << endl - << " g1_o_v=zeros(" << nze_other_endo << ",1);" << endl; - if (simulation_type != BlockSimulationType::evaluateForward - && simulation_type != BlockSimulationType::evaluateBackward) - output << " else" << endl - << " g1_i=zeros(" << nze_deterministic << ",1);" << endl - << " g1_j=zeros(" << nze_deterministic << ",1);" << endl - << " g1_v=zeros(" << nze_deterministic << ",1);" << endl; - output << " end" << endl - << endl; - - writeDynamicPerBlockHelper<ExprNodeOutputType::matlabDynamicModel>(blk, output, temporary_terms, - nze_stochastic, nze_deterministic, nze_exo, nze_exo_det, nze_other_endo); - - output << endl - << " if stochastic_mode" << endl - << " g1=sparse(g1_i, g1_j, g1_v, " << block_size << ", " << blocks_jacob_cols_endo[blk].size() << ");" << endl - << " varargout{1}=sparse(g1_x_i, g1_x_j, g1_x_v, " << block_size << ", " << blocks_jacob_cols_exo[blk].size() << ");" << endl - << " varargout{2}=sparse(g1_xd_i, g1_xd_j, g1_xd_v, " << block_size << ", " << blocks_jacob_cols_exo_det[blk].size() << ");" << endl - << " varargout{3}=sparse(g1_o_i, g1_o_j, g1_o_v, " << block_size << ", " << blocks_jacob_cols_other_endo[blk].size() << ");" << endl - << " else" << endl; - switch (simulation_type) - { - case BlockSimulationType::evaluateForward: - case BlockSimulationType::evaluateBackward: - output << " g1=[];" << endl; - break; - case BlockSimulationType::solveBackwardSimple: - case BlockSimulationType::solveForwardSimple: - case BlockSimulationType::solveBackwardComplete: - case BlockSimulationType::solveForwardComplete: - output << " g1=sparse(g1_i, g1_j, g1_v, " << block_mfs_size - << ", " << block_mfs_size << ");" << endl; - break; - case BlockSimulationType::solveTwoBoundariesSimple: - case BlockSimulationType::solveTwoBoundariesComplete: - output << " g1=sparse(g1_i, g1_j, g1_v, " << block_mfs_size - << ", " << 3*block_mfs_size << ");" << endl; - break; - default: - break; - } - output << " end" << endl - << "end" << endl; - output.close(); - } -} - void DynamicModel::writeBlockBytecodeAdditionalDerivatives(BytecodeWriter &code_file, int block, const temporary_terms_t &temporary_terms_union, @@ -346,212 +212,6 @@ DynamicModel::writeBlockBytecodeAdditionalDerivatives(BytecodeWriter &code_file, } } -vector<filesystem::path> -DynamicModel::writeDynamicPerBlockCFiles(const string &basename, const string &mexext, - const filesystem::path &matlabroot, - const filesystem::path &dynareroot) const -{ - temporary_terms_t temporary_terms; // Temp terms written so far - const filesystem::path model_src_dir { filesystem::path{basename} / "model" / "src" }; - vector<filesystem::path> compiled_object_files; - - for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++) - { - BlockSimulationType simulation_type = blocks[blk].simulation_type; - int block_size = blocks[blk].size; - int block_mfs_size = blocks[blk].mfs_size; - - // Number of nonzero derivatives for the various Jacobians - int nze_stochastic = blocks_derivatives[blk].size(); - int nze_deterministic = nzeDeterministicJacobianForBlock(blk); - int nze_other_endo = blocks_derivatives_other_endo[blk].size(); - int nze_exo = blocks_derivatives_exo[blk].size(); - int nze_exo_det = blocks_derivatives_exo_det[blk].size(); - - filesystem::path filename { model_src_dir / ("dynamic_" + to_string(blk+1) + ".c") }; - ofstream output{filename, ios::out | ios::binary}; - if (!output.is_open()) - { - cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl; - exit(EXIT_FAILURE); - } - - output << "/* Block " << blk+1 << endl - << " " << BlockSim(simulation_type) << " */" << endl - << endl - << "#include <math.h>" << endl - << "#include <stdlib.h>" << endl - << "#include <stdbool.h>" << endl - << R"(#include "mex.h")" << endl - << endl; - - // Write function definition if BinaryOpcode::powerDeriv is used - writePowerDerivHeader(output); - - output << endl; - - if (simulation_type == BlockSimulationType::evaluateBackward - || simulation_type == BlockSimulationType::evaluateForward) - output << "void dynamic_" << blk+1 << "(double *restrict y, const double *restrict x, int nb_row_x, const double *restrict params, const double *restrict steady_state, double *restrict T, int it_, bool stochastic_mode, double *restrict g1_i, double *restrict g1_j, double *restrict g1_v, double *restrict g1_x_i, double *restrict g1_x_j, double *restrict g1_x_v, double *restrict g1_xd_i, double *restrict g1_xd_j, double *restrict g1_xd_v, double *restrict g1_o_i, double *restrict g1_o_j, double *restrict g1_o_v)" << endl; - else - output << "void dynamic_" << blk+1 << "(double *restrict y, const double *restrict x, int nb_row_x, const double *restrict params, const double *restrict steady_state, double *restrict T, int it_, bool stochastic_mode, double *restrict residual, double *restrict g1_i, double *restrict g1_j, double *restrict g1_v, double *restrict g1_x_i, double *restrict g1_x_j, double *restrict g1_x_v, double *restrict g1_xd_i, double *restrict g1_xd_j, double *restrict g1_xd_v, double *restrict g1_o_i, double *restrict g1_o_j, double *restrict g1_o_v)" << endl; - output << '{' << endl; - - writeDynamicPerBlockHelper<ExprNodeOutputType::CDynamicModel>(blk, output, temporary_terms, - nze_stochastic, nze_deterministic, nze_exo, nze_exo_det, nze_other_endo); - - output << '}' << endl - << endl; - - ostringstream header; - if (simulation_type == BlockSimulationType::evaluateBackward - || simulation_type == BlockSimulationType::evaluateForward) - header << "void dynamic_" << blk+1 << "_mx(mxArray *y, const mxArray *x, const mxArray *params, const mxArray *steady_state, mxArray *T, const mxArray *it_, const mxArray *stochastic_mode, mxArray **g1, mxArray **g1_x, mxArray **g1_xd, mxArray **g1_o)"; - else - header << "void dynamic_" << blk+1 << "_mx(mxArray *y, const mxArray *x, const mxArray *params, const mxArray *steady_state, mxArray *T, const mxArray *it_, const mxArray *stochastic_mode, mxArray **residual, mxArray **g1, mxArray **g1_x, mxArray **g1_xd, mxArray **g1_o)"; - output << header.str() << endl - << '{' << endl - << " int nb_row_x = mxGetM(x);" << endl; - - if (simulation_type != BlockSimulationType::evaluateForward - && simulation_type != BlockSimulationType::evaluateBackward) - output << " *residual = mxCreateDoubleMatrix(" << block_mfs_size << ",1,mxREAL);" << endl; - - output << " mxArray *g1_i = NULL, *g1_j = NULL, *g1_v = NULL;" << endl - << " mxArray *g1_x_i = NULL, *g1_x_j = NULL, *g1_x_v = NULL;" << endl - << " mxArray *g1_xd_i = NULL, *g1_xd_j = NULL, *g1_xd_v = NULL;" << endl - << " mxArray *g1_o_i = NULL, *g1_o_j = NULL, *g1_o_v = NULL;" << endl - << " if (mxGetScalar(stochastic_mode)) {" << endl - << " g1_i=mxCreateDoubleMatrix(" << nze_stochastic << ",1,mxREAL);" << endl - << " g1_j=mxCreateDoubleMatrix(" << nze_stochastic << ",1,mxREAL);" << endl - << " g1_v=mxCreateDoubleMatrix(" << nze_stochastic << ",1,mxREAL);" << endl - << " g1_x_i=mxCreateDoubleMatrix(" << nze_exo << ",1,mxREAL);" << endl - << " g1_x_j=mxCreateDoubleMatrix(" << nze_exo << ",1,mxREAL);" << endl - << " g1_x_v=mxCreateDoubleMatrix(" << nze_exo << ",1,mxREAL);" << endl - << " g1_xd_i=mxCreateDoubleMatrix(" << nze_exo_det << ",1,mxREAL);" << endl - << " g1_xd_j=mxCreateDoubleMatrix(" << nze_exo_det << ",1,mxREAL);" << endl - << " g1_xd_v=mxCreateDoubleMatrix(" << nze_exo_det << ",1,mxREAL);" << endl - << " g1_o_i=mxCreateDoubleMatrix(" << nze_other_endo << ",1,mxREAL);" << endl - << " g1_o_j=mxCreateDoubleMatrix(" << nze_other_endo << ",1,mxREAL);" << endl - << " g1_o_v=mxCreateDoubleMatrix(" << nze_other_endo << ",1,mxREAL);" << endl; - if (simulation_type != BlockSimulationType::evaluateForward - && simulation_type != BlockSimulationType::evaluateBackward) - output << " } else {" << endl - << " g1_i=mxCreateDoubleMatrix(" << nze_deterministic << ",1,mxREAL);" << endl - << " g1_j=mxCreateDoubleMatrix(" << nze_deterministic << ",1,mxREAL);" << endl - << " g1_v=mxCreateDoubleMatrix(" << nze_deterministic << ",1,mxREAL);" << endl; - output << " }" << endl - << endl; - - // N.B.: In the following, it_ is decreased by 1, to follow C convention - if (simulation_type == BlockSimulationType::evaluateBackward - || simulation_type == BlockSimulationType::evaluateForward) - output << " dynamic_" << blk+1 << "(mxGetPr(y), mxGetPr(x), nb_row_x, mxGetPr(params), mxGetPr(steady_state), mxGetPr(T), mxGetScalar(it_)-1, mxGetScalar(stochastic_mode), g1_i ? mxGetPr(g1_i) : NULL, g1_j ? mxGetPr(g1_j) : NULL, g1_v ? mxGetPr(g1_v) : NULL, g1_x_i ? mxGetPr(g1_x_i) : NULL, g1_x_j ? mxGetPr(g1_x_j) : NULL, g1_x_v ? mxGetPr(g1_x_v) : NULL, g1_xd_i ? mxGetPr(g1_xd_i) : NULL, g1_xd_j ? mxGetPr(g1_xd_j) : NULL, g1_xd_v ? mxGetPr(g1_xd_v) : NULL, g1_o_i ? mxGetPr(g1_o_i) : NULL, g1_o_j ? mxGetPr(g1_o_j) : NULL, g1_o_v ? mxGetPr(g1_o_v) : NULL);" << endl; - else - output << " dynamic_" << blk+1 << "(mxGetPr(y), mxGetPr(x), nb_row_x, mxGetPr(params), mxGetPr(steady_state), mxGetPr(T), mxGetScalar(it_)-1, mxGetScalar(stochastic_mode), mxGetPr(*residual), g1_i ? mxGetPr(g1_i) : NULL, g1_j ? mxGetPr(g1_j) : NULL, g1_v ? mxGetPr(g1_v) : NULL, g1_x_i ? mxGetPr(g1_x_i) : NULL, g1_x_j ? mxGetPr(g1_x_j) : NULL, g1_x_v ? mxGetPr(g1_x_v) : NULL, g1_xd_i ? mxGetPr(g1_xd_i) : NULL, g1_xd_j ? mxGetPr(g1_xd_j) : NULL, g1_xd_v ? mxGetPr(g1_xd_v) : NULL, g1_o_i ? mxGetPr(g1_o_i) : NULL, g1_o_j ? mxGetPr(g1_o_j) : NULL, g1_o_v ? mxGetPr(g1_o_v) : NULL);" << endl; - - output << endl - << " if (mxGetScalar(stochastic_mode)) {" << endl - << " mxArray *m = mxCreateDoubleScalar(" << block_size << ");" << endl - << " mxArray *n = mxCreateDoubleScalar(" << blocks_jacob_cols_endo[blk].size() << ");" << endl - << " mxArray *plhs[1];" << endl - << " mxArray *prhs[5] = { g1_i, g1_j, g1_v, m, n };" << endl - << R"( mexCallMATLAB(1, plhs, 5, prhs, "sparse");)" << endl - << " *g1=plhs[0];" << endl - << " mxDestroyArray(g1_i);" << endl - << " mxDestroyArray(g1_j);" << endl - << " mxDestroyArray(g1_v);" << endl - << " mxDestroyArray(n);" << endl - << " n = mxCreateDoubleScalar(" << blocks_jacob_cols_exo[blk].size() << ");" << endl - << " mxArray *prhs_x[5] = { g1_x_i, g1_x_j, g1_x_v, m, n };" << endl - << R"( mexCallMATLAB(1, plhs, 5, prhs_x, "sparse");)" << endl - << " *g1_x=plhs[0];" << endl - << " mxDestroyArray(g1_x_i);" << endl - << " mxDestroyArray(g1_x_j);" << endl - << " mxDestroyArray(g1_x_v);" << endl - << " mxDestroyArray(n);" << endl - << " n = mxCreateDoubleScalar(" << blocks_jacob_cols_exo_det[blk].size() << ");" << endl - << " mxArray *prhs_xd[5] = { g1_xd_i, g1_xd_j, g1_xd_v, m, n };" << endl - << R"( mexCallMATLAB(1, plhs, 5, prhs_xd, "sparse");)" << endl - << " *g1_xd=plhs[0];" << endl - << " mxDestroyArray(g1_xd_i);" << endl - << " mxDestroyArray(g1_xd_j);" << endl - << " mxDestroyArray(g1_xd_v);" << endl - << " mxDestroyArray(n);" << endl - << " n = mxCreateDoubleScalar(" << blocks_jacob_cols_other_endo[blk].size() << ");" << endl - << " mxArray *prhs_o[5] = { g1_o_i, g1_o_j, g1_o_v, m, n };" << endl - << R"( mexCallMATLAB(1, plhs, 5, prhs_o, "sparse");)" << endl - << " *g1_o=plhs[0];" << endl - << " mxDestroyArray(g1_o_i);" << endl - << " mxDestroyArray(g1_o_j);" << endl - << " mxDestroyArray(g1_o_v);" << endl - << " mxDestroyArray(n);" << endl - << " mxDestroyArray(m);" << endl - << " } else {" << endl; - switch (simulation_type) - { - case BlockSimulationType::evaluateForward: - case BlockSimulationType::evaluateBackward: - output << " *g1=mxCreateDoubleMatrix(0,0,mxREAL);" << endl; - break; - case BlockSimulationType::solveBackwardSimple: - case BlockSimulationType::solveForwardSimple: - case BlockSimulationType::solveBackwardComplete: - case BlockSimulationType::solveForwardComplete: - output << " mxArray *m = mxCreateDoubleScalar(" << block_mfs_size << ");" << endl - << " mxArray *n = mxCreateDoubleScalar(" << block_mfs_size << ");" << endl - << " mxArray *plhs[1];" << endl - << " mxArray *prhs[5] = { g1_i, g1_j, g1_v, m, n };" << endl - << R"( mexCallMATLAB(1, plhs, 5, prhs, "sparse");)" << endl - << " *g1=plhs[0];" << endl - << " mxDestroyArray(g1_i);" << endl - << " mxDestroyArray(g1_j);" << endl - << " mxDestroyArray(g1_v);" << endl - << " mxDestroyArray(n);" << endl - << " mxDestroyArray(m);" << endl; - break; - case BlockSimulationType::solveTwoBoundariesSimple: - case BlockSimulationType::solveTwoBoundariesComplete: - output << " mxArray *m = mxCreateDoubleScalar(" << block_mfs_size << ");" << endl - << " mxArray *n = mxCreateDoubleScalar(" << 3*block_mfs_size << ");" << endl - << " mxArray *plhs[1];" << endl - << " mxArray *prhs[5] = { g1_i, g1_j, g1_v, m, n };" << endl - << R"( mexCallMATLAB(1, plhs, 5, prhs, "sparse");)" << endl - << " *g1=plhs[0];" << endl - << " mxDestroyArray(g1_i);" << endl - << " mxDestroyArray(g1_j);" << endl - << " mxDestroyArray(g1_v);" << endl - << " mxDestroyArray(n);" << endl - << " mxDestroyArray(m);" << endl; - break; - default: - break; - } - output << " *g1_x=mxCreateDoubleMatrix(0,0,mxREAL);" << endl - << " *g1_xd=mxCreateDoubleMatrix(0,0,mxREAL);" << endl - << " *g1_o=mxCreateDoubleMatrix(0,0,mxREAL);" << endl - << " }" << endl - << "}" << endl; - output.close(); - - // Compile intermediary object under <MODFILE>/model/src/ - compiled_object_files.emplace_back(compileMEX(model_src_dir, "dynamic_" + to_string(blk+1), - mexext, { filename }, matlabroot, dynareroot, - false)); - - filename = model_src_dir / ("dynamic_" + to_string(blk+1) + ".h"); - ofstream header_output{filename, ios::out | ios::binary}; - if (!header_output.is_open()) - { - cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl; - exit(EXIT_FAILURE); - } - header_output << header.str() << ';' << endl; - header_output.close(); - } - return compiled_object_files; -} - void DynamicModel::writeDynamicBytecode(const string &basename) const { @@ -756,127 +416,6 @@ DynamicModel::printNonZeroHessianEquations(ostream &output) const output << "]"; } -void -DynamicModel::writeDynamicBlockMFile(const string &basename) const -{ - filesystem::path filename {packageDir(basename) / "dynamic.m"}; - ofstream output{filename, ios::out | ios::binary}; - if (!output.is_open()) - { - cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl; - exit(EXIT_FAILURE); - } - - output << "function [residual, y, T, g1, varargout] = dynamic(nblock, y, x, params, steady_state, T, it_, stochastic_mode)" << endl - << " switch nblock" << endl; - - for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++) - { - output << " case " << blk+1 << endl; - - BlockSimulationType simulation_type = blocks[blk].simulation_type; - - if (simulation_type == BlockSimulationType::evaluateBackward - || simulation_type == BlockSimulationType::evaluateForward) - output << " [y, T, g1, varargout{1:nargout-4}] = " << basename << ".block.dynamic_" << blk+1 << "(y, x, params, steady_state, T, it_, stochastic_mode);" << endl - << " residual = [];" << endl; - else - output << " [residual, y, T, g1, varargout{1:nargout-4}] = " << basename << ".block.dynamic_" << blk+1 << "(y, x, params, steady_state, T, it_, stochastic_mode);" << endl; - } - output << " end" << endl - << "end" << endl; - - output.close(); -} - -void -DynamicModel::writeDynamicBlockCFile(const string &basename, vector<filesystem::path> per_block_object_files, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot) const -{ - const filesystem::path filename {basename + "/model/src/dynamic.c"}; - - ofstream output{filename, ios::out | ios::binary}; - if (!output.is_open()) - { - cerr << "Error: Can't open file " << filename.string() << " for writing" << endl; - exit(EXIT_FAILURE); - } - - output << "#include <math.h>" << endl - << R"(#include "mex.h")" << endl; - - for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++) - output << R"(#include "dynamic_)" << blk+1 << R"(.h")" << endl; - - output << endl; - writePowerDeriv(output); - - output << endl - << "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl - << "{" << endl - << " if (nrhs != 8)" << endl - << R"( mexErrMsgTxt("Requires exactly 8 input arguments");)" << endl - << " if (nlhs > 7)" << endl - << R"( mexErrMsgTxt("Accepts at most 7 output arguments");)" << endl - << " int nblock = (int) mxGetScalar(prhs[0]);" << endl - << " const mxArray *y = prhs[1], *x = prhs[2], *params = prhs[3], *steady_state = prhs[4], *T = prhs[5], *it_ = prhs[6], *stochastic_mode = prhs[7];" << endl - << " mxArray *T_new = mxDuplicateArray(T);" << endl - << " mxArray *y_new = mxDuplicateArray(y);" << endl - << " mxArray *residual, *g1, *g1_x, *g1_xd, *g1_o;" << endl - << " switch (nblock)" << endl - << " {" << endl; - - for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++) - { - output << " case " << blk+1 << ':' << endl; - - BlockSimulationType simulation_type = blocks[blk].simulation_type; - - if (simulation_type == BlockSimulationType::evaluateBackward - || simulation_type == BlockSimulationType::evaluateForward) - output << " dynamic_" << blk+1 << "_mx(y_new, x, params, steady_state, T_new, it_, stochastic_mode, &g1, &g1_x, &g1_xd, &g1_o);" << endl - << " residual = mxCreateDoubleMatrix(0,0,mxREAL);" << endl; - else - output << " dynamic_" << blk+1 << "_mx(y_new, x, params, steady_state, T_new, it_, stochastic_mode, &residual, &g1, &g1_x, &g1_xd, &g1_o);" << endl; - output << " break;" << endl; - } - output << " }" << endl - << endl - << " if (nlhs >= 1)" << endl - << " plhs[0] = residual;" << endl - << " else" << endl - << " mxDestroyArray(residual);" << endl - << " if (nlhs >= 2)" << endl - << " plhs[1] = y_new;" << endl - << " else" << endl - << " mxDestroyArray(y_new);" << endl - << " if (nlhs >= 3)" << endl - << " plhs[2] = T_new;" << endl - << " else" << endl - << " mxDestroyArray(T_new);" << endl - << " if (nlhs >= 4)" << endl - << " plhs[3] = g1;" << endl - << " else" << endl - << " mxDestroyArray(g1);" << endl - << " if (nlhs >= 5)" << endl - << " plhs[4] = g1_x;" << endl - << " else" << endl - << " mxDestroyArray(g1_x);" << endl - << " if (nlhs >= 6)" << endl - << " plhs[5] = g1_xd;" << endl - << " else" << endl - << " mxDestroyArray(g1_xd);" << endl - << " if (nlhs >= 7)" << endl - << " plhs[6] = g1_o;" << endl - << " else" << endl - << " mxDestroyArray(g1_o);" << endl - << "}" << endl; - - output.close(); - - per_block_object_files.push_back(filename); - compileMEX(packageDir(basename), "dynamic", mexext, per_block_object_files, matlabroot, dynareroot); -} - void DynamicModel::writeDynamicMWrapperFunction(const string &basename, const string &ending) const { @@ -1353,8 +892,7 @@ DynamicModel::includeExcludeEquations(const string &inc_exc_option_value, bool e } void -DynamicModel::writeBlockDriverOutput(ostream &output, const string &basename, - const vector<int> &state_var, bool estimation_present) const +DynamicModel::writeBlockDriverOutput(ostream &output) const { output << "M_.block_structure.time_recursive = " << boolalpha << time_recursive_block_decomposition << ";" << endl; @@ -1362,14 +900,6 @@ DynamicModel::writeBlockDriverOutput(ostream &output, const string &basename, { int block_size = blocks[blk].size; output << "M_.block_structure.block(" << blk+1 << ").Simulation_Type = " << static_cast<int>(blocks[blk].simulation_type) << ";" << endl - << "M_.block_structure.block(" << blk+1 << ").maximum_lag = " << blocks[blk].max_lag << ";" << endl - << "M_.block_structure.block(" << blk+1 << ").maximum_lead = " << blocks[blk].max_lead << ";" << endl - << "M_.block_structure.block(" << blk+1 << ").maximum_endo_lag = " << blocks[blk].max_endo_lag << ";" << endl - << "M_.block_structure.block(" << blk+1 << ").maximum_endo_lead = " << blocks[blk].max_endo_lead << ";" << endl - << "M_.block_structure.block(" << blk+1 << ").maximum_exo_lag = " << blocks[blk].max_exo_lag << ";" << endl - << "M_.block_structure.block(" << blk+1 << ").maximum_exo_lead = " << blocks[blk].max_exo_lead << ";" << endl - << "M_.block_structure.block(" << blk+1 << ").maximum_exo_det_lag = " << blocks[blk].max_exo_det_lag << ";" << endl - << "M_.block_structure.block(" << blk+1 << ").maximum_exo_det_lead = " << blocks[blk].max_exo_det_lead << ";" << endl << "M_.block_structure.block(" << blk+1 << ").endo_nbr = " << block_size << ";" << endl << "M_.block_structure.block(" << blk+1 << ").mfs = " << blocks[blk].mfs_size << ";" << endl << "M_.block_structure.block(" << blk+1 << ").equation = ["; @@ -1380,91 +910,6 @@ DynamicModel::writeBlockDriverOutput(ostream &output, const string &basename, for (int var = 0; var < block_size; var++) output << " " << getBlockVariableID(blk, var)+1; output << "];" << endl - << "M_.block_structure.block(" << blk+1 << ").exogenous = ["; - for (int exo : blocks_exo[blk]) - output << " " << exo+1; - output << "];" << endl - << "M_.block_structure.block(" << blk+1 << ").exo_nbr = " << blocks_exo[blk].size() << ";" << endl - << "M_.block_structure.block(" << blk+1 << ").exogenous_det = ["; - for (int exo_det : blocks_exo_det[blk]) - output << " " << exo_det+1; - output << "];" << endl - << "M_.block_structure.block(" << blk+1 << ").exo_det_nbr = " << blocks_exo_det[blk].size() << ";" << endl - << "M_.block_structure.block(" << blk+1 << ").other_endogenous = ["; - for (int other_endo : blocks_other_endo[blk]) - output << " " << other_endo+1; - output << "];" << endl - << "M_.block_structure.block(" << blk+1 << ").other_endogenous_block = ["; - for (int other_endo : blocks_other_endo[blk]) - output << " " << endo2block[other_endo]+1; - output << "];" << endl; - - output << "M_.block_structure.block(" << blk+1 << ").tm1 = zeros(" << blocks_other_endo[blk].size() << ", " << state_var.size() << ");" << endl; - for (int line{1}; - auto other_endo : blocks_other_endo[blk]) - { - if (auto it = find(state_var.begin(), state_var.end(), other_endo); - it != state_var.end()) - output << "M_.block_structure.block(" << blk+1 << ").tm1(" - << line << ", " - << distance(state_var.begin(), it)+1 << ") = 1;" << endl; - line++; - } - - output << "M_.block_structure.block(" << blk+1 << ").other_endo_nbr = " << blocks_other_endo[blk].size() << ";" << endl; - - int count_lead_lag_incidence = 0; - vector<int> local_state_var; - output << "M_.block_structure.block(" << blk+1 << ").lead_lag_incidence = [" << endl; - for (int lag = -1; lag <= 1; lag++) - { - for (int var = 0; var < block_size; var++) - { - for (int eq = 0; eq < block_size; eq++) - if (blocks_derivatives[blk].contains({ eq, var, lag })) - { - if (lag == -1) - local_state_var.push_back(getBlockVariableID(blk, var)); - output << " " << ++count_lead_lag_incidence; - goto var_found; - } - output << " 0"; - var_found: - ; - } - output << ";" << endl; - } - output << "];" << endl; - - output << "M_.block_structure.block(" << blk+1 << ").sorted_col_dr_ghx = ["; - for (int lsv : local_state_var) - output << distance(state_var.begin(), find(state_var.begin(), state_var.end(), lsv))+1 << " "; - output << "];" << endl; - - count_lead_lag_incidence = 0; - output << "M_.block_structure.block(" << blk+1 << ").lead_lag_incidence_other = [" << endl; - for (int lag = -1; lag <= 1; lag++) - { - for (int other_endo : blocks_other_endo[blk]) - { - for (int eq = 0; eq < block_size; eq++) - if (blocks_derivatives_other_endo[blk].contains({ eq, other_endo, lag })) - { - output << " " << ++count_lead_lag_incidence; - goto other_endo_found; - } - output << " 0"; - other_endo_found: - ; - } - output << ";" << endl; - } - output << "];" << endl; - - output << "M_.block_structure.block(" << blk+1 << ").n_static = " << blocks[blk].n_static << ";" << endl - << "M_.block_structure.block(" << blk+1 << ").n_forward = " << blocks[blk].n_forward << ";" << endl - << "M_.block_structure.block(" << blk+1 << ").n_backward = " << blocks[blk].n_backward << ";" << endl - << "M_.block_structure.block(" << blk+1 << ").n_mixed = " << blocks[blk].n_mixed << ";" << endl << "M_.block_structure.block(" << blk+1 << ").is_linear = " << boolalpha << blocks[blk].linear << ';' << endl << "M_.block_structure.block(" << blk+1 << ").NNZDerivatives = " << blocks_derivatives[blk].size() << ';' << endl; } @@ -1499,138 +944,10 @@ DynamicModel::writeBlockDriverOutput(ostream &output, const string &basename, output << "];" << endl; } output << "M_.block_structure.dyn_tmp_nbr = " << blocks_temporary_terms_idxs.size() << ';' << endl; - - if (estimation_present) - { - filesystem::create_directories(basename + "/model/bytecode"); - const filesystem::path main_name {basename + "/model/bytecode/kfi"}; - ofstream KF_index_file{main_name, ios::out | ios::binary | ios::ate}; - if (!KF_index_file.is_open()) - { - cerr << "ERROR: Can't open file " << main_name.string() << " for writing" << endl; - exit(EXIT_FAILURE); - } - int n_obs = symbol_table.observedVariablesNbr(); - int n_state = state_var.size(); - for (int it : state_var) - if (symbol_table.isObservedVariable(symbol_table.getID(SymbolType::endogenous, it))) - n_obs--; - - int n = n_obs + n_state; - output << "M_.nobs_non_statevar = " << n_obs << ";" << endl; - int nb_diag = 0; - - vector<int> i_nz_state_var(n); - for (int i = 0; i < n_obs; i++) - i_nz_state_var[i] = n; - int lp = n_obs; - - vector<int> state_equ; - for (int it : state_var) - state_equ.push_back(eq_idx_block2orig[endo_idx_orig2block[it]]); - - for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++) - { - int nze = 0; - for (int i = 0; i < blocks[blk].size; i++) - if (int var = getBlockVariableID(blk, i); - find(state_var.begin(), state_var.end(), var) != state_var.end()) - nze++; - - if (blk == 0) - { - set<pair<int, int>> row_state_var_incidence; - for (const auto &[idx, ignore] : blocks_derivatives[blk]) - if (auto it_state_var = find(state_var.begin(), state_var.end(), getBlockVariableID(blk, get<1>(idx))); - it_state_var != state_var.end()) - if (auto it_state_equ = find(state_equ.begin(), state_equ.end(), getBlockEquationID(blk, get<0>(idx))); - it_state_equ != state_equ.end()) - row_state_var_incidence.emplace(it_state_equ - state_equ.begin(), it_state_var - state_var.begin()); - auto row_state_var_incidence_it = row_state_var_incidence.begin(); - bool diag = true; - int nb_diag_r = 0; - while (row_state_var_incidence_it != row_state_var_incidence.end() && diag) - { - diag = (row_state_var_incidence_it->first == row_state_var_incidence_it->second); - if (diag) - { - int equ = row_state_var_incidence_it->first; - row_state_var_incidence_it++; - if (equ != row_state_var_incidence_it->first) - nb_diag_r++; - } - - } - set<pair<int, int>> col_state_var_incidence; - for (auto [equ, var] : row_state_var_incidence) - col_state_var_incidence.emplace(var, equ); - auto col_state_var_incidence_it = col_state_var_incidence.begin(); - diag = true; - int nb_diag_c = 0; - while (col_state_var_incidence_it != col_state_var_incidence.end() && diag) - { - diag = (col_state_var_incidence_it->first == col_state_var_incidence_it->second); - if (diag) - { - int var = col_state_var_incidence_it->first; - col_state_var_incidence_it++; - if (var != col_state_var_incidence_it->first) - nb_diag_c++; - } - } - nb_diag = min(nb_diag_r, nb_diag_c); - row_state_var_incidence.clear(); - col_state_var_incidence.clear(); - } - for (int i = 0; i < nze; i++) - i_nz_state_var[lp + i] = lp + nze; - lp += nze; - } - output << "M_.nz_state_var = ["; - for (int i = 0; i < lp; i++) - output << i_nz_state_var[i] << " "; - output << "];" << endl - << "M_.n_diag = " << nb_diag << ";" << endl; - KF_index_file.write(reinterpret_cast<char *>(&nb_diag), sizeof(nb_diag)); - - using index_KF = pair<int, pair<int, int >>; - vector<index_KF> v_index_KF; - for (int i = 0; i < n; i++) - for (int j = n_obs; j < n; j++) - { - int j1 = j - n_obs; - int j1_n_state = j1 * n_state - n_obs; - if ((i < n_obs) || (i >= nb_diag + n_obs) || (j1 >= nb_diag)) - for (int k = n_obs; k < i_nz_state_var[i]; k++) - v_index_KF.emplace_back(i + j1 * n, pair(i + k * n, k + j1_n_state)); - } - int size_v_index_KF = v_index_KF.size(); - - KF_index_file.write(reinterpret_cast<char *>(&size_v_index_KF), sizeof(size_v_index_KF)); - for (auto &it : v_index_KF) - KF_index_file.write(reinterpret_cast<char *>(&it), sizeof(index_KF)); - - vector<index_KF> v_index_KF_2; - int n_n_obs = n * n_obs; - for (int i = 0; i < n; i++) - for (int j = i; j < n; j++) - if ((i < n_obs) || (i >= nb_diag + n_obs) || (j < n_obs) || (j >= nb_diag + n_obs)) - for (int k = n_obs; k < i_nz_state_var[j]; k++) - { - int k_n = k * n; - v_index_KF_2.emplace_back(i * n + j, pair(i + k_n - n_n_obs, j + k_n)); - } - int size_v_index_KF_2 = v_index_KF_2.size(); - - KF_index_file.write(reinterpret_cast<char *>(&size_v_index_KF_2), sizeof(size_v_index_KF_2)); - for (auto &it : v_index_KF_2) - KF_index_file.write(reinterpret_cast<char *>(&it), sizeof(index_KF)); - KF_index_file.close(); - } } void -DynamicModel::writeDriverOutput(ostream &output, const string &basename, bool estimation_present, bool compute_xrefs) const +DynamicModel::writeDriverOutput(ostream &output, bool compute_xrefs) const { /* Writing initialisation for M_.lead_lag_incidence matrix M_.lead_lag_incidence is a matrix with as many columns as there are @@ -1760,7 +1077,7 @@ DynamicModel::writeDriverOutput(ostream &output, const string &basename, bool es // Write the block structure of the model if (block_decomposed) - writeBlockDriverOutput(output, basename, state_var, estimation_present); + writeBlockDriverOutput(output); output << "M_.state_var = ["; for (int it : state_var) @@ -3321,32 +2638,12 @@ DynamicModel::writeDynamicFile(const string &basename, bool block, bool use_dll, create_directories(model_dir / "bytecode" / "block"); // Legacy representation - if (block) - { - if (use_dll) - { - auto per_block_object_files { writeDynamicPerBlockCFiles(basename, mexext, matlabroot, dynareroot) }; - writeDynamicBlockCFile(basename, move(per_block_object_files), mexext, matlabroot, dynareroot); - } - else if (julia) - { - cerr << "'block' option is not available with Julia" << endl; - exit(EXIT_FAILURE); - } - else // M-files - { - writeDynamicPerBlockMFiles(basename); - writeDynamicBlockMFile(basename); - } - } - else - { - if (use_dll) - writeModelCFile<true>(basename, mexext, matlabroot, dynareroot); - else if (!julia) // M-files - writeDynamicMFile(basename); - // The legacy representation is no longer produced for Julia - } + if (use_dll) + writeModelCFile<true>(basename, mexext, matlabroot, dynareroot); + else if (!julia) // M-files + writeDynamicMFile(basename); + // The legacy representation is no longer produced for Julia + writeDynamicBytecode(basename); if (block_decomposed) writeDynamicBlockBytecode(basename); diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh index a71b08cc222cc9e36db2ee1c19d03d48c951de37..d8f04dcb3140bd761fa1688f5714f7496946bfcf 100644 --- a/src/DynamicModel.hh +++ b/src/DynamicModel.hh @@ -120,26 +120,6 @@ private: // Writes dynamic model file (MATLAB/Octave version, legacy representation) void writeDynamicMFile(const string &basename) const; - /* Writes the main dynamic function of block decomposed model (MATLAB/Octave - version, legacy representation) */ - void writeDynamicBlockMFile(const string &basename) const; - /* Writes the main dynamic functions of block decomposed model (C version, - legacy representation), then compiles it with the per-block functions into - a single MEX */ - void writeDynamicBlockCFile(const string &basename, vector<filesystem::path> per_block_object_files, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot) const; - /* Computes the number of nonzero elements in deterministic Jacobian of - block-decomposed model */ - int nzeDeterministicJacobianForBlock(int blk) const; - // Helper for writing the per-block dynamic files of block decomposed models (legacy representation) - template<ExprNodeOutputType output_type> - void writeDynamicPerBlockHelper(int blk, ostream &output, temporary_terms_t &temporary_terms, int nze_stochastic, int nze_deterministic, int nze_exo, int nze_exo_det, int nze_other_endo) const; - /* Writes the per-block dynamic files of block decomposed model (MATLAB/Octave - version, legacy representation) */ - void writeDynamicPerBlockMFiles(const string &basename) const; - /* Writes the per-block dynamic files of block decomposed model (C version, - legacy representation). - Returns the list of paths to the generated C source files (not the headers) */ - vector<filesystem::path> writeDynamicPerBlockCFiles(const string &basename, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot) const; //! Writes the code of the block-decomposed model in virtual machine bytecode void writeDynamicBlockBytecode(const string &basename) const; // Writes derivatives w.r.t. exo, exo det and other endogenous @@ -153,8 +133,7 @@ private: void writeAuxVarRecursiveDefinitions(ostream &output, ExprNodeOutputType output_type) const; // Write the block structure of the model in the driver file - void writeBlockDriverOutput(ostream &output, const string &basename, - const vector<int> &state_var, bool estimation_present) const; + void writeBlockDriverOutput(ostream &output) const; // Used by determineBlockDerivativesType() enum class BlockDerivativeType @@ -334,7 +313,7 @@ public: void computingPass(int derivsOrder, int paramsDerivsOrder, const eval_context_t &eval_context, bool no_tmp_terms, bool block, bool use_dll); //! Writes information about the dynamic model to the driver file - void writeDriverOutput(ostream &output, const string &basename, bool estimation_present, bool compute_xrefs) const; + void writeDriverOutput(ostream &output, bool compute_xrefs) const; //! Write JSON AST void writeJsonAST(ostream &output) const; @@ -697,171 +676,6 @@ public: set<int> findPacExpectationEquationNumbers() const; }; -template<ExprNodeOutputType output_type> -void -DynamicModel::writeDynamicPerBlockHelper(int blk, ostream &output, temporary_terms_t &temporary_terms, - int nze_stochastic, int nze_deterministic, int nze_exo, - int nze_exo_det, int nze_other_endo) const -{ - static_assert(!isSparseModelOutput(output_type)); - - BlockSimulationType simulation_type { blocks[blk].simulation_type }; - int block_mfs_size { blocks[blk].mfs_size }; - int block_recursive_size { blocks[blk].getRecursiveSize() }; - - // Write residuals and temporary terms (incl. for derivatives) - writePerBlockHelper<output_type>(blk, output, temporary_terms); - - if constexpr(isCOutput(output_type)) - output << " if (stochastic_mode) {" << endl; - else - output << " if stochastic_mode" << endl; - - ostringstream i_output, j_output, v_output; - int line_counter { ARRAY_SUBSCRIPT_OFFSET(output_type) }; - for (const auto &[indices, d] : blocks_derivatives[blk]) - { - const auto &[eq, var, lag] {indices}; - int jacob_col { blocks_jacob_cols_endo[blk].at({ var, lag }) }; - i_output << " g1_i" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' << eq+1 << ';' << endl; - j_output << " g1_j" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' << jacob_col+1 << ';' << endl; - v_output << " g1_v" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '='; - d->writeOutput(v_output, output_type, temporary_terms, blocks_temporary_terms_idxs); - v_output << ';' << endl; - line_counter++; - } - assert(line_counter == nze_stochastic+ARRAY_SUBSCRIPT_OFFSET(output_type)); - output << i_output.str() << j_output.str() << v_output.str(); - - i_output.str(""); - j_output.str(""); - v_output.str(""); - line_counter = ARRAY_SUBSCRIPT_OFFSET(output_type); - for (const auto &[indices, d] : blocks_derivatives_exo[blk]) - { - const auto &[eq, var, lag] {indices}; - int jacob_col { blocks_jacob_cols_exo[blk].at({ var, lag }) }; - i_output << " g1_x_i" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' << eq+1 << ';' << endl; - j_output << " g1_x_j" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' << jacob_col+1 << ';' << endl; - v_output << " g1_x_v" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '='; - d->writeOutput(v_output, output_type, temporary_terms, blocks_temporary_terms_idxs); - v_output << ';' << endl; - line_counter++; - } - assert(line_counter == nze_exo+ARRAY_SUBSCRIPT_OFFSET(output_type)); - output << i_output.str() << j_output.str() << v_output.str(); - - i_output.str(""); - j_output.str(""); - v_output.str(""); - line_counter = ARRAY_SUBSCRIPT_OFFSET(output_type); - for (const auto &[indices, d] : blocks_derivatives_exo_det[blk]) - { - const auto &[eq, var, lag] {indices}; - int jacob_col { blocks_jacob_cols_exo_det[blk].at({ var, lag }) }; - i_output << " g1_xd_i" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' << eq+1 << ';' << endl; - j_output << " g1_xd_j" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' << jacob_col+1 << ';' << endl; - v_output << " g1_xd_v" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '='; - d->writeOutput(v_output, output_type, temporary_terms, blocks_temporary_terms_idxs); - v_output << ';' << endl; - line_counter++; - } - assert(line_counter == nze_exo_det+ARRAY_SUBSCRIPT_OFFSET(output_type)); - output << i_output.str() << j_output.str() << v_output.str(); - - i_output.str(""); - j_output.str(""); - v_output.str(""); - line_counter = ARRAY_SUBSCRIPT_OFFSET(output_type); - for (const auto &[indices, d] : blocks_derivatives_other_endo[blk]) - { - const auto &[eq, var, lag] {indices}; - int jacob_col { blocks_jacob_cols_other_endo[blk].at({ var, lag }) }; - i_output << " g1_o_i" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' << eq+1 << ';' << endl; - j_output << " g1_o_j" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' << jacob_col+1 << ';' << endl; - v_output << " g1_o_v" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '='; - d->writeOutput(v_output, output_type, temporary_terms, blocks_temporary_terms_idxs); - v_output << ';' << endl; - line_counter++; - } - assert(line_counter == nze_other_endo+ARRAY_SUBSCRIPT_OFFSET(output_type)); - output << i_output.str() << j_output.str() << v_output.str(); - - // Deterministic mode - if (simulation_type != BlockSimulationType::evaluateForward - && simulation_type != BlockSimulationType::evaluateBackward) - { - if constexpr(isCOutput(output_type)) - output << " } else {" << endl; - else - output << " else" << endl; - i_output.str(""); - j_output.str(""); - v_output.str(""); - line_counter = ARRAY_SUBSCRIPT_OFFSET(output_type); - if (simulation_type == BlockSimulationType::solveBackwardSimple - || simulation_type == BlockSimulationType::solveForwardSimple - || simulation_type == BlockSimulationType::solveBackwardComplete - || simulation_type == BlockSimulationType::solveForwardComplete) - for (const auto &[indices, d] : blocks_derivatives[blk]) - { - const auto &[eq, var, lag] {indices}; - if (lag == 0 && eq >= block_recursive_size && var >= block_recursive_size) - { - i_output << " g1_i" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' - << eq+1-block_recursive_size << ';' << endl; - j_output << " g1_j" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' - << var+1-block_recursive_size << ';' << endl; - v_output << " g1_v" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '='; - d->writeOutput(v_output, output_type, temporary_terms, blocks_temporary_terms_idxs); - v_output << ';' << endl; - line_counter++; - } - } - else // solveTwoBoundariesSimple || solveTwoBoundariesComplete - for (const auto &[indices, d] : blocks_derivatives[blk]) - { - const auto &[eq, var, lag] {indices}; - assert(lag >= -1 && lag <= 1); - if (eq >= block_recursive_size && var >= block_recursive_size) - { - i_output << " g1_i" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' - << eq+1-block_recursive_size << ';' << endl; - j_output << " g1_j" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' - << var+1-block_recursive_size+block_mfs_size*(lag+1) << ';' << endl; - v_output << " g1_v" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '='; - d->writeOutput(v_output, output_type, temporary_terms, blocks_temporary_terms_idxs); - v_output << ';' << endl; - line_counter++; - } - } - assert(line_counter == nze_deterministic+ARRAY_SUBSCRIPT_OFFSET(output_type)); - output << i_output.str() << j_output.str() << v_output.str(); - } - if constexpr(isCOutput(output_type)) - output << " }" << endl; - else - output << " end" << endl; -} - template<bool julia> void DynamicModel::writeParamsDerivativesFile(const string &basename) const diff --git a/src/ModFile.cc b/src/ModFile.cc index 4e7c175f561fabd20ff98a6240537efda8e6d426..39212e7fecb0c68c04bb4215547cc90ea6b61dad 100644 --- a/src/ModFile.cc +++ b/src/ModFile.cc @@ -367,16 +367,6 @@ ModFile::checkPass(bool nostrict, bool stochastic) exit(EXIT_FAILURE); } } - - // See dynare#1726 - if ((stochastic_statement_present || mod_file_struct.check_present) && block && dynamic_model.mfs > 0) - { - /* NB: If mfs>0 but “block” is not passed, the block-DR routines will not - be called, so do not fail in that case (we may want to use the sparse - block representation) */ - cerr << "ERROR: the `block` option used in conjunction with `mfs > 0` is incompatible with check, stoch_simul, estimation, osr, ramsey_policy, discretionary_policy, calib_smoother, identification, methods_of_moments and sensitivity commands" << endl; - exit(EXIT_FAILURE); - } } void @@ -946,7 +936,7 @@ ModFile::writeMOutput(const string &basename, bool clear_all, bool clear_global, if (dynamic_model.equation_number() > 0) { - dynamic_model.writeDriverOutput(mOutputFile, basename, mod_file_struct.estimation_present, compute_xrefs); + dynamic_model.writeDriverOutput(mOutputFile, compute_xrefs); if (!no_static) static_model.writeDriverOutput(mOutputFile); } diff --git a/src/ModelTree.hh b/src/ModelTree.hh index 01e401d5a5f8a1cf5ec852d2852285eb380e386d..2ac05d7ee626bcb7151445b9f879836c34cc7212 100644 --- a/src/ModelTree.hh +++ b/src/ModelTree.hh @@ -327,7 +327,6 @@ protected: void writeModelCFile(const string &basename, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot) const; // Writes per-block residuals and temporary terms (incl. for derivatives) - // This part is common to the legacy and sparse representations template<ExprNodeOutputType output_type> void writePerBlockHelper(int blk, ostream &output, temporary_terms_t &temporary_terms) const; diff --git a/src/StaticModel.cc b/src/StaticModel.cc index faa81502678be041a619955727f544f337d86470..24f7f5fdb7572417f9e1db6126c4b9d4fdf7d952 100644 --- a/src/StaticModel.cc +++ b/src/StaticModel.cc @@ -95,160 +95,6 @@ StaticModel::StaticModel(const DynamicModel &m) : user_set_compiler = m.user_set_compiler; } -void -StaticModel::writeStaticPerBlockMFiles(const string &basename) const -{ - temporary_terms_t temporary_terms; // Temp terms written so far - - for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++) - { - BlockSimulationType simulation_type = blocks[blk].simulation_type; - - filesystem::path filename {packageDir(basename) / "+block" / ("static_" + to_string(blk+1) + ".m")}; - ofstream output{filename, ios::out | ios::binary}; - if (!output.is_open()) - { - cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl; - exit(EXIT_FAILURE); - } - output << "%" << endl - << "% " << filename.string() << " : Computes static version of one block" << endl - << "%" << endl - << "% Warning : this file is generated automatically by Dynare" << endl - << "% from model file (.mod)" << endl << endl - << "%" << endl; - if (simulation_type == BlockSimulationType::evaluateBackward - || simulation_type == BlockSimulationType::evaluateForward) - output << "function [y, T] = static_" << blk+1 << "(y, x, params, T)" << endl; - else - output << "function [residual, y, T, g1] = static_" << blk+1 << "(y, x, params, T)" << endl; - - output << " % ////////////////////////////////////////////////////////////////////////" << endl - << " % //" << " Block "sv.substr(static_cast<int>(log10(blk + 1))) << blk+1 - << " //" << endl - << " % // Simulation type " - << BlockSim(simulation_type) << " //" << endl - << " % ////////////////////////////////////////////////////////////////////////" << endl; - - if (simulation_type != BlockSimulationType::evaluateBackward - && simulation_type != BlockSimulationType::evaluateForward) - output << " residual=zeros(" << blocks[blk].mfs_size << ",1);" << endl - << " g1_i=zeros(" << blocks_derivatives[blk].size() << ",1);" << endl - << " g1_j=zeros(" << blocks_derivatives[blk].size() << ",1);" << endl - << " g1_v=zeros(" << blocks_derivatives[blk].size() << ",1);" << endl - << endl; - - writeStaticPerBlockHelper<ExprNodeOutputType::matlabStaticModel>(blk, output, temporary_terms); - - if (simulation_type != BlockSimulationType::evaluateBackward - && simulation_type != BlockSimulationType::evaluateForward) - output << endl - << " g1=sparse(g1_i, g1_j, g1_v, " << blocks[blk].mfs_size << "," << blocks[blk].mfs_size << ");" << endl; - - output << "end" << endl; - output.close(); - } -} - -vector<filesystem::path> -StaticModel::writeStaticPerBlockCFiles(const string &basename, const string &mexext, - const filesystem::path &matlabroot, - const filesystem::path &dynareroot) const -{ - temporary_terms_t temporary_terms; // Temp terms written so far - const filesystem::path model_src_dir { filesystem::path{basename} / "model" / "src" }; - vector<filesystem::path> compiled_object_files; - - for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++) - { - BlockSimulationType simulation_type = blocks[blk].simulation_type; - - filesystem::path filename { model_src_dir / ("static_" + to_string(blk+1) + ".c") }; - ofstream output{filename, ios::out | ios::binary}; - if (!output.is_open()) - { - cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl; - exit(EXIT_FAILURE); - } - output << "/* Block " << blk+1 << endl - << " " << BlockSim(simulation_type) << " */" << endl - << endl - << "#include <math.h>" << endl - << "#include <stdlib.h>" << endl - << R"(#include "mex.h")" << endl - << endl; - - // Write function definition if BinaryOpcode::powerDeriv is used - writePowerDerivHeader(output); - - output << endl; - - if (simulation_type == BlockSimulationType::evaluateBackward - || simulation_type == BlockSimulationType::evaluateForward) - output << "void static_" << blk+1 << "(double *restrict y, const double *restrict x, const double *restrict params, double *restrict T)" << endl; - else - output << "void static_" << blk+1 << "(double *restrict y, const double *restrict x, const double *restrict params, double *restrict T, double *restrict residual, double *restrict g1_i, double *restrict g1_j, double *restrict g1_v)" << endl; - output << '{' << endl; - - writeStaticPerBlockHelper<ExprNodeOutputType::CStaticModel>(blk, output, temporary_terms); - - output << '}' << endl - << endl; - - ostringstream header; - if (simulation_type == BlockSimulationType::evaluateBackward - || simulation_type == BlockSimulationType::evaluateForward) - { - header << "void static_" << blk+1 << "_mx(mxArray *y, const mxArray *x, const mxArray *params, mxArray *T)"; - output << header.str() << endl - << '{' << endl - << " static_" << blk+1 << "(mxGetPr(y), mxGetPr(x), mxGetPr(params), mxGetPr(T));" << endl - << '}' << endl; - } - else - { - header << "void static_" << blk+1 << "_mx(mxArray *y, const mxArray *x, const mxArray *params, mxArray *T, mxArray **residual, mxArray **g1)"; - output << header.str() << endl - << '{' << endl - << " *residual = mxCreateDoubleMatrix(" << blocks[blk].mfs_size << ",1,mxREAL);" << endl - << " mxArray *g1_i = mxCreateDoubleMatrix(" << blocks_derivatives[blk].size() << ",1,mxREAL);" << endl - << " mxArray *g1_j = mxCreateDoubleMatrix(" << blocks_derivatives[blk].size() << ",1,mxREAL);" << endl - << " mxArray *g1_v = mxCreateDoubleMatrix(" << blocks_derivatives[blk].size() << ",1,mxREAL);" << endl - << " static_" << blk+1 << "(mxGetPr(y), mxGetPr(x), mxGetPr(params), mxGetPr(T), mxGetPr(*residual), mxGetPr(g1_i), mxGetPr(g1_j), mxGetPr(g1_v));" << endl - << " mxArray *plhs[1];" << endl - << " mxArray *m = mxCreateDoubleScalar(" << blocks[blk].mfs_size << ");" << endl - << " mxArray *n = mxCreateDoubleScalar(" << blocks[blk].mfs_size << ");" << endl - << " mxArray *prhs[5] = { g1_i, g1_j, g1_v, m, n };" << endl - << R"( mexCallMATLAB(1, plhs, 5, prhs, "sparse");)" << endl - << " *g1 = plhs[0];" << endl - << " mxDestroyArray(g1_i);" << endl - << " mxDestroyArray(g1_j);" << endl - << " mxDestroyArray(g1_v);" << endl - << " mxDestroyArray(m);" << endl - << " mxDestroyArray(n);" << endl - << '}' << endl; - } - - output.close(); - - // Compile intermediary object under <MODFILE>/model/src/ - compiled_object_files.emplace_back(compileMEX(model_src_dir, "static_" + to_string(blk+1), - mexext, { filename }, matlabroot, dynareroot, - false)); - - filename = model_src_dir / ("static_" + to_string(blk+1) + ".h"); - ofstream header_output{filename, ios::out | ios::binary}; - if (!header_output.is_open()) - { - cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl; - exit(EXIT_FAILURE); - } - header_output << header.str() << ';' << endl; - header_output.close(); - } - return compiled_object_files; -} - void StaticModel::writeStaticBytecode(const string &basename) const { @@ -645,32 +491,12 @@ StaticModel::writeStaticFile(const string &basename, bool block, bool use_dll, c create_directories(model_dir / "bytecode" / "block"); // Legacy representation - if (block) - { - if (use_dll) - { - auto per_block_object_files { writeStaticPerBlockCFiles(basename, mexext, matlabroot, dynareroot) }; - writeStaticBlockCFile(basename, move(per_block_object_files), mexext, matlabroot, dynareroot); - } - else if (julia) - { - cerr << "'block' option is not available with Julia" << endl; - exit(EXIT_FAILURE); - } - else // M-files - { - writeStaticPerBlockMFiles(basename); - writeStaticBlockMFile(basename); - } - } - else - { - if (use_dll) - writeModelCFile<false>(basename, mexext, matlabroot, dynareroot); - else if (!julia) // M-files - writeStaticMFile(basename); - // The legacy representation is no longer produced for Julia - } + if (use_dll) + writeModelCFile<false>(basename, mexext, matlabroot, dynareroot); + else if (!julia) // M-files + writeStaticMFile(basename); + // The legacy representation is no longer produced for Julia + writeStaticBytecode(basename); if (block_decomposed) writeStaticBlockBytecode(basename); @@ -699,117 +525,6 @@ StaticModel::exoPresentInEqs() const return false; } -void -StaticModel::writeStaticBlockMFile(const string &basename) const -{ - filesystem::path filename {packageDir(basename) / "static.m"}; - - ofstream output{filename, ios::out | ios::binary}; - if (!output.is_open()) - { - cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl; - exit(EXIT_FAILURE); - } - - output << "function [residual, y, T, g1] = static(nblock, y, x, params, T)" << endl - << " switch nblock" << endl; - - for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++) - { - output << " case " << blk+1 << endl; - - BlockSimulationType simulation_type = blocks[blk].simulation_type; - - if (simulation_type == BlockSimulationType::evaluateBackward - || simulation_type == BlockSimulationType::evaluateForward) - output << " [y, T] = " << basename << ".block.static_" << blk+1 << "(y, x, params, T);" << endl - << " residual = [];" << endl - << " g1 = [];" << endl; - else - output << " [residual, y, T, g1] = " << basename << ".block.static_" << blk+1 << "(y, x, params, T);" << endl; - - } - output << " end" << endl - << "end" << endl; - output.close(); -} - -void -StaticModel::writeStaticBlockCFile(const string &basename, vector<filesystem::path> per_block_object_files, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot) const -{ - const filesystem::path filename {basename + "/model/src/static.c"}; - - ofstream output{filename, ios::out | ios::binary}; - if (!output.is_open()) - { - cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl; - exit(EXIT_FAILURE); - } - - output << "#include <math.h>" << endl - << R"(#include "mex.h")" << endl; - - for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++) - output << R"(#include "static_)" << blk+1 << R"(.h")" << endl; - - output << endl; - writePowerDeriv(output); - - output << endl - << "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl - << "{" << endl - << " if (nrhs != 5)" << endl - << R"( mexErrMsgTxt("Requires exactly 5 input arguments");)" << endl - << " if (nlhs > 4)" << endl - << R"( mexErrMsgTxt("Accepts at most 4 output arguments");)" << endl - << " int nblock = (int) mxGetScalar(prhs[0]);" << endl - << " const mxArray *y = prhs[1], *x = prhs[2], *params = prhs[3], *T = prhs[4];" << endl - << " mxArray *T_new = mxDuplicateArray(T);" << endl - << " mxArray *y_new = mxDuplicateArray(y);" << endl - << " mxArray *residual, *g1;" << endl - << " switch (nblock)" << endl - << " {" << endl; - - for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++) - { - output << " case " << blk+1 << ':' << endl; - - BlockSimulationType simulation_type = blocks[blk].simulation_type; - - if (simulation_type == BlockSimulationType::evaluateBackward - || simulation_type == BlockSimulationType::evaluateForward) - output << " static_" << blk+1 << "_mx(y_new, x, params, T_new);" << endl - << " residual = mxCreateDoubleMatrix(0,0,mxREAL);" << endl - << " g1 = mxCreateDoubleMatrix(0,0,mxREAL);" << endl; - else - output << " static_" << blk+1 << "_mx(y_new, x, params, T_new, &residual, &g1);" << endl; - output << " break;" << endl; - } - output << " }" << endl - << endl - << " if (nlhs >= 1)" << endl - << " plhs[0] = residual;" << endl - << " else" << endl - << " mxDestroyArray(residual);" << endl - << " if (nlhs >= 2)" << endl - << " plhs[1] = y_new;" << endl - << " else" << endl - << " mxDestroyArray(y_new);" << endl - << " if (nlhs >= 3)" << endl - << " plhs[2] = T_new;" << endl - << " else" << endl - << " mxDestroyArray(T_new);" << endl - << " if (nlhs >= 4)" << endl - << " plhs[3] = g1;" << endl - << " else" << endl - << " mxDestroyArray(g1);" << endl - << "}" << endl; - output.close(); - - per_block_object_files.push_back(filename); - compileMEX(packageDir(basename), "static", mexext, per_block_object_files, matlabroot, dynareroot); -} - void StaticModel::writeDriverOutput(ostream &output) const { diff --git a/src/StaticModel.hh b/src/StaticModel.hh index 3d4ebd06fde41e33832956c727d3a560e4ed082a..50c73b8ec54380353fb98a785bcb1c733b4eb777 100644 --- a/src/StaticModel.hh +++ b/src/StaticModel.hh @@ -1,5 +1,5 @@ /* - * Copyright © 2003-2022 Dynare Team + * Copyright © 2003-2023 Dynare Team * * This file is part of Dynare. * @@ -37,28 +37,6 @@ private: // Writes static model file (MATLAB/Octave version, legacy representation) void writeStaticMFile(const string &basename) const; - /* Writes the main static function of block decomposed model (MATLAB/Octave - version, legacy representation) */ - void writeStaticBlockMFile(const string &basename) const; - - /* Writes the main static functions of block decomposed model (C version, - legacy representation), then compiles it with the per-block functions into - a single MEX */ - void writeStaticBlockCFile(const string &basename, vector<filesystem::path> per_block_object_files, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot) const; - - // Helper for writing a per-block static file of block decomposed model (legacy representation) - template<ExprNodeOutputType output_type> - void writeStaticPerBlockHelper(int blk, ostream &output, temporary_terms_t &temporary_terms) const; - - /* Writes the per-block static files of block decomposed model (MATLAB/Octave - version, legacy representation) */ - void writeStaticPerBlockMFiles(const string &basename) const; - - /* Writes the per-block static files of block decomposed model (C version, - legacy representation). - Returns the list of paths to the generated C source files (not the headers) */ - vector<filesystem::path> writeStaticPerBlockCFiles(const string &basename, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot) const; - //! Writes the code of the block-decomposed model in virtual machine bytecode void writeStaticBlockBytecode(const string &basename) const; @@ -181,43 +159,6 @@ public: void addAllParamDerivId(set<int> &deriv_id_set) override; }; -template<ExprNodeOutputType output_type> -void -StaticModel::writeStaticPerBlockHelper(int blk, ostream &output, temporary_terms_t &temporary_terms) const -{ - static_assert(!isSparseModelOutput(output_type)); - - BlockSimulationType simulation_type { blocks[blk].simulation_type }; - int block_recursive_size { blocks[blk].getRecursiveSize() }; - - // Write residuals and temporary terms (incl. for derivatives) - writePerBlockHelper<output_type>(blk, output, temporary_terms); - - // The Jacobian if we have to solve the block - if (simulation_type != BlockSimulationType::evaluateBackward - && simulation_type != BlockSimulationType::evaluateForward) - { - ostringstream i_output, j_output, v_output; - for (int line_counter { ARRAY_SUBSCRIPT_OFFSET(output_type) }; - const auto &[indices, d] : blocks_derivatives[blk]) - { - const auto &[eq, var, ignore] {indices}; - i_output << " g1_i" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' << eq+1-block_recursive_size - << ';' << endl; - j_output << " g1_j" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '=' << var+1-block_recursive_size - << ';' << endl; - v_output << " g1_v" << LEFT_ARRAY_SUBSCRIPT(output_type) << line_counter - << RIGHT_ARRAY_SUBSCRIPT(output_type) << '='; - d->writeOutput(v_output, output_type, temporary_terms, blocks_temporary_terms_idxs); - v_output << ';' << endl; - line_counter++; - } - output << i_output.str() << j_output.str() << v_output.str(); - } -} - template<bool julia> void StaticModel::writeParamsDerivativesFile(const string &basename) const