Commit a67a20bf authored by ferhat's avatar ferhat
Browse files

- new Incidence_Matrix class

- lead and lag on exogenous variables
- corrections in dr1_sparse and dr11_sparse
- minor corrections in simulate

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2255 ac1d8469-bf42-47a9-8791-bf33cf982152
parent 01194422
This diff is collapsed.
......@@ -169,7 +169,11 @@ StochSimulStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "info = stoch_simul(var_list_);\n";
output << "if(options_.model_mode)\n";
output << " info = stoch_simul_sparse(var_list_);\n";
output << "else\n";
output << " info = stoch_simul(var_list_);\n";
output << "end\n";
}
ForecastStatement::ForecastStatement(const SymbolList &symbol_list_arg,
......
......@@ -164,6 +164,12 @@ NumConstNode::collectEndogenous(set<pair<int, int> > &result) const
{
}
void
NumConstNode::collectExogenous(set<pair<int, int> > &result) const
{
}
VariableNode::VariableNode(DataTree &datatree_arg, int symb_id_arg, SymbolType type_arg, int lag_arg) :
ExprNode(datatree_arg),
symb_id(symb_id_arg),
......@@ -473,6 +479,14 @@ VariableNode::collectEndogenous(set<pair<int, int> > &result) const
result.insert(make_pair(symb_id, lag));
}
void
VariableNode::collectExogenous(set<pair<int, int> > &result) const
{
if (type == eExogenous)
result.insert(make_pair(symb_id, lag));
}
UnaryOpNode::UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const NodeID arg_arg) :
ExprNode(datatree_arg),
arg(arg_arg),
......@@ -864,6 +878,13 @@ UnaryOpNode::collectEndogenous(set<pair<int, int> > &result) const
arg->collectEndogenous(result);
}
void
UnaryOpNode::collectExogenous(set<pair<int, int> > &result) const
{
arg->collectExogenous(result);
}
BinaryOpNode::BinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
BinaryOpcode op_code_arg, const NodeID arg2_arg) :
ExprNode(datatree_arg),
......@@ -1322,6 +1343,14 @@ BinaryOpNode::collectEndogenous(set<pair<int, int> > &result) const
arg2->collectEndogenous(result);
}
void
BinaryOpNode::collectExogenous(set<pair<int, int> > &result) const
{
arg1->collectExogenous(result);
arg2->collectExogenous(result);
}
TrinaryOpNode::TrinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
TrinaryOpcode op_code_arg, const NodeID arg2_arg, const NodeID arg3_arg) :
ExprNode(datatree_arg),
......@@ -1334,7 +1363,7 @@ TrinaryOpNode::TrinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
// Non-null derivatives are the union of those of the arguments
// Compute set union of arg{1,2,3}->non_null_derivatives
set<int> non_null_derivatives_tmp;
set<int> non_null_derivatives_tmp;
set_union(arg1->non_null_derivatives.begin(),
arg1->non_null_derivatives.end(),
arg2->non_null_derivatives.begin(),
......@@ -1590,6 +1619,15 @@ TrinaryOpNode::collectEndogenous(set<pair<int, int> > &result) const
arg3->collectEndogenous(result);
}
void
TrinaryOpNode::collectExogenous(set<pair<int, int> > &result) const
{
arg1->collectExogenous(result);
arg2->collectExogenous(result);
arg3->collectExogenous(result);
}
UnknownFunctionNode::UnknownFunctionNode(DataTree &datatree_arg,
int symb_id_arg,
const vector<NodeID> &arguments_arg) :
......@@ -1650,6 +1688,15 @@ UnknownFunctionNode::collectEndogenous(set<pair<int, int> > &result) const
(*it)->collectEndogenous(result);
}
void
UnknownFunctionNode::collectExogenous(set<pair<int, int> > &result) const
{
for(vector<NodeID>::const_iterator it = arguments.begin();
it != arguments.end(); it++)
(*it)->collectExogenous(result);
}
double
UnknownFunctionNode::eval(const eval_context_type &eval_context) const throw (EvalException)
{
......
......@@ -69,7 +69,7 @@ ModFile::checkPass()
exit(EXIT_FAILURE);
}
if (mod_file_struct.simul_present && stochastic_statement_present)
if (mod_file_struct.simul_present && stochastic_statement_present && model_tree.mode==0)
{
cerr << "ERROR: A .mod file cannot contain both a simul command and one of {stoch_simul, estimation, forecast, osr, ramsey_policy}" << endl;
exit(EXIT_FAILURE);
......
This diff is collapsed.
......@@ -169,7 +169,7 @@ ParsingDriver::add_model_variable(string *name, string *olag)
if (type == eUnknownFunction)
error("Symbol " + *name + " is a function name unknown to Dynare. It cannot be used inside model.");
if (type == eExogenous && lag != 0)
if (type == eExogenous && lag != 0 && (model_tree->mode != eSparseDLLMode && model_tree->mode != eSparseMode))
warning("Exogenous variable " + *name + " has lead/lag " + *olag);
if (type == eModelLocalVariable && lag != 0)
......@@ -179,9 +179,13 @@ ParsingDriver::add_model_variable(string *name, string *olag)
NodeID id = model_tree->AddVariable(*name, lag);
if ((type == eEndogenous) && (model_tree->mode == eSparseDLLMode || model_tree->mode == eSparseMode))
model_tree->block_triangular.fill_IM(model_tree->equation_number(), mod_file->symbol_table.getID(*name), lag);
/*if (model_tree->mode == eSparseDLLMode || model_tree->mode == eSparseMode)
{
if (type == eEndogenous)
model_tree->block_triangular.fill_IM(model_tree->equation_number(), mod_file->symbol_table.getID(*name), lag);
if (type == eExogenous)
model_tree->block_triangular.fill_IM_X(model_tree->equation_number(), mod_file->symbol_table.getID(*name), lag);
}*/
delete name;
delete olag;
return id;
......@@ -360,14 +364,16 @@ void
ParsingDriver::sparse_dll()
{
model_tree->mode = eSparseDLLMode;
model_tree->block_triangular.init_incidence_matrix(mod_file->symbol_table.endo_nbr);
/*model_tree->block_triangular.init_incidence_matrix(mod_file->symbol_table.endo_nbr);
model_tree->block_triangular.init_incidence_matrix_X(mod_file->symbol_table.exo_nbr);*/
}
void
ParsingDriver::sparse()
{
model_tree->mode = eSparseMode;
model_tree->block_triangular.init_incidence_matrix(mod_file->symbol_table.endo_nbr);
/*model_tree->block_triangular.init_incidence_matrix(mod_file->symbol_table.endo_nbr);
model_tree->block_triangular.init_incidence_matrix_X(mod_file->symbol_table.exo_nbr);*/
}
void
......
......@@ -36,41 +36,61 @@ struct List_IM
bool* IM;
};
//! create and manage the incidence matrix
class IncidenceMatrix //: SymbolTable
{
//friend class BlockTriangular;
public:
const SymbolTable &symbol_table;
IncidenceMatrix(const SymbolTable &symbol_table_arg);
List_IM* Build_IM(int lead_lag, SymbolType type);
List_IM* Get_IM(int lead_lag, SymbolType type) const;
bool* bGet_IM(int lead_lag, SymbolType type) const;
void fill_IM(int equation, int variable_endo, int lead_lag, SymbolType type);
void unfill_IM(int equation, int variable_endo, int lead_lag, SymbolType type);
void init_incidence_matrix();
void Free_IM() const;
List_IM* Get_First(SymbolType type) const;
void Print_IM(SymbolType type) const;
void Print_SIM(bool* IM, SymbolType type) const;
void swap_IM_c(bool *SIM, int pos1, int pos2, int pos3, simple* Index_Var_IM, simple* Index_Equ_IM, int n) const;
private:
List_IM *First_IM, *Last_IM, *First_IM_X, *Last_IM_X ;
public:
int Model_Max_Lead, Model_Max_Lag;
int Model_Max_Lead_Endo, Model_Max_Lag_Endo, Model_Max_Lead_Exo, Model_Max_Lag_Exo;
};
//! Matrix of doubles for representing jacobian
typedef map<pair<int ,int >,double> jacob_map;
//! Create the incidence matrix, computes prologue & epilogue, normalizes the model and computes the block decomposition
class BlockTriangular
{
//friend class IncidenceMatrix;
public:
BlockTriangular(const SymbolTable &symbol_table_arg);
const SymbolTable &symbol_table;
BlockTriangular(const SymbolTable &symbol_table_arg);
//BlockTriangular(const IncidenceMatrix &incidence_matrix_arg);
//const SymbolTable &symbol_table;
Blocks blocks;
Normalization normalization;
List_IM* Build_IM(int lead_lag);
List_IM* Get_IM(int lead_lag);
bool* bGet_IM(int lead_lag) const;
void fill_IM(int equation, int variable_endo, int lead_lag);
void unfill_IM(int equation, int variable_endo, int lead_lag);
void init_incidence_matrix(int nb_endo);
void Print_IM(int n) const;
void Free_IM(List_IM* First_IM) const;
void Print_SIM(bool* IM, int n) const;
IncidenceMatrix incidencematrix;
void Normalize_and_BlockDecompose_Static_0_Model(const jacob_map &j_m);
bool Normalize_and_BlockDecompose(bool* IM, Model_Block* ModelBlock, int n, int* prologue, int* epilogue, simple* Index_Var_IM, simple* Index_Equ_IM, bool Do_Normalization, bool mixing, bool* IM_0 , jacob_map j_m);
void Prologue_Epilogue(bool* IM, int* prologue, int* epilogue, int n, simple* Index_Var_IM, simple* Index_Equ_IM, bool* IM0);
void swap_IM_c(bool *SIM, int pos1, int pos2, int pos3, simple* Index_Var_IM, simple* Index_Equ_IM, int n);
void Allocate_Block(int size, int *count_Equ, int *count_Block, BlockType type, Model_Block * ModelBlock);
void Free_Block(Model_Block* ModelBlock) const;
List_IM *First_IM ;
List_IM *Last_IM ;
simple *Index_Equ_IM;
simple *Index_Var_IM;
int prologue, epilogue;
int Model_Max_Lead, Model_Max_Lag, periods;
bool bt_verbose;
int endo_nbr;
//int endo_nbr, exo_nbr;
Model_Block* ModelBlock;
int periods;
inline static std::string BlockType0(int type)
{
switch (type)
......@@ -98,14 +118,14 @@ public:
{
case EVALUATE_FORWARD:
case EVALUATE_FORWARD_R:
return ("EVALUATE FORWARD ");
return ("EVALUATE FORWARD ");
break;
case EVALUATE_BACKWARD:
case EVALUATE_BACKWARD_R:
return ("EVALUATE BACKWARD ");
break;
case SOLVE_FORWARD_SIMPLE:
return ("SOLVE FORWARD SIMPLE ");
return ("SOLVE FORWARD SIMPLE ");
break;
case SOLVE_BACKWARD_SIMPLE:
return ("SOLVE BACKWARD SIMPLE ");
......@@ -114,7 +134,7 @@ public:
return ("SOLVE TWO BOUNDARIES SIMPLE ");
break;
case SOLVE_FORWARD_COMPLETE:
return ("SOLVE FORWARD COMPLETE ");
return ("SOLVE FORWARD COMPLETE ");
break;
case SOLVE_BACKWARD_COMPLETE:
return ("SOLVE BACKWARD COMPLETE ");
......
......@@ -143,6 +143,7 @@ public:
/*! Endogenous are stored as integer pairs of the form (symb_id, lag)
They are added to the set given in argument */
virtual void collectEndogenous(set<pair<int, int> > &result) const = 0;
virtual void collectExogenous(set<pair<int, int> > &result) const = 0;
virtual void computeTemporaryTerms(map<NodeID, int> &reference_count,
temporary_terms_type &temporary_terms,
map<NodeID, int> &first_occurence,
......@@ -179,6 +180,7 @@ public:
NumConstNode(DataTree &datatree_arg, int id_arg);
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
virtual void collectEndogenous(set<pair<int, int> > &result) const;
virtual void collectExogenous(set<pair<int, int> > &result) const;
virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
};
......@@ -198,6 +200,7 @@ public:
VariableNode(DataTree &datatree_arg, int symb_id_arg, SymbolType type_arg, int lag_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;
virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
};
......@@ -223,6 +226,7 @@ public:
Model_Block *ModelBlock,
map_idx_type &map_idx) const;
virtual void collectEndogenous(set<pair<int, int> > &result) const;
virtual void collectExogenous(set<pair<int, int> > &result) const;
static double eval_opcode(UnaryOpcode op_code, double v) throw (EvalException);
virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
......@@ -250,6 +254,7 @@ public:
Model_Block *ModelBlock,
map_idx_type &map_idx) const;
virtual void collectEndogenous(set<pair<int, int> > &result) const;
virtual void collectExogenous(set<pair<int, int> > &result) const;
static double eval_opcode(double v1, BinaryOpcode op_code, double v2) throw (EvalException);
virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
......@@ -282,6 +287,7 @@ public:
Model_Block *ModelBlock,
map_idx_type &map_idx) const;
virtual void collectEndogenous(set<pair<int, int> > &result) const;
virtual void collectExogenous(set<pair<int, int> > &result) const;
static double eval_opcode(double v1, TrinaryOpcode op_code, double v2, double v3) throw (EvalException);
virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
......@@ -307,6 +313,7 @@ public:
Model_Block *ModelBlock,
map_idx_type &map_idx) const;
virtual void collectEndogenous(set<pair<int, int> > &result) const;
virtual void collectExogenous(set<pair<int, int> > &result) const;
virtual double eval(const eval_context_type &eval_context) const throw (EvalException);
virtual void compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, map_idx_type map_idx) const;
};
......@@ -314,21 +321,22 @@ public:
//! For one lead/lag of one block, stores mapping of information between original model and block-decomposed model
struct IM_compact
{
int size, u_init, u_finish, nb_endo;
int *u, *us, *Var, *Equ, *Var_Index, *Equ_Index, *Var_dyn_Index;
int size, u_init, u_finish, nb_endo, size_exo;
int *u, *us, *Var, *Equ, *Var_Index, *Equ_Index, *Exogenous, *Exogenous_Index, *Equ_X, *Equ_X_Index;
};
//! One block of the model
struct Block
{
int Size, Sized;
int Size, Sized, nb_exo, nb_exo_det;
BlockType Type;
BlockSimulationType Simulation_Type;
int Max_Lead, Max_Lag, Nb_Lead_Lag_Endo;
int Max_Lag_Endo, Max_Lead_Endo;
int Max_Lag_Exo, Max_Lead_Exo;
bool is_linear;
int *Equation, *Own_Derivative;
int *Variable, *Variable_Sorted, *dVariable;
int *variable_dyn_index, *variable_dyn_leadlag;
int *Variable, *Exogenous;
temporary_terms_type *Temporary_terms;
IM_compact *IM_lead_lag;
int Code_Start, Code_Length;
......@@ -339,7 +347,7 @@ struct Model_Block
{
int Size, Periods;
Block* Block_List;
int *in_Block_Equ, *in_Block_Var, *in_Equ_of_Block, *in_Var_of_Block;
//int *in_Block_Equ, *in_Block_Var, *in_Equ_of_Block, *in_Var_of_Block;
};
#endif
......@@ -26,6 +26,7 @@ using namespace std;
#include <vector>
#include <map>
#include <ostream>
#include <algorithm>
#include "SymbolTable.hh"
#include "NumericalConstants.hh"
......@@ -82,12 +83,14 @@ private:
//! Computes derivatives of ModelTree
void derive(int order);
//! Write derivative of an equation w.r. to a variable
void writeDerivative(ostream &output, int eq, int symb_id, int lag, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const;
void writeDerivative(ostream &output, int eq, int symb_id, int lag, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms, SymbolType type) const;
//! 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;
//! Computes temporary terms
void computeTemporaryTerms(int order);
void computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock);
//! Build The incidence matrix form the modeltree
void BuildIncidenceMatrix();
//! Writes temporary terms
void writeTemporaryTerms(ostream &output, ExprNodeOutputType output_type) const;
//! Writes model local variables
......
Supports Markdown
0% or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment