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 ...@@ -169,7 +169,11 @@ StochSimulStatement::writeOutput(ostream &output, const string &basename) const
{ {
options_list.writeOutput(output); options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", 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, ForecastStatement::ForecastStatement(const SymbolList &symbol_list_arg,
......
...@@ -164,6 +164,12 @@ NumConstNode::collectEndogenous(set<pair<int, int> > &result) const ...@@ -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) : VariableNode::VariableNode(DataTree &datatree_arg, int symb_id_arg, SymbolType type_arg, int lag_arg) :
ExprNode(datatree_arg), ExprNode(datatree_arg),
symb_id(symb_id_arg), symb_id(symb_id_arg),
...@@ -473,6 +479,14 @@ VariableNode::collectEndogenous(set<pair<int, int> > &result) const ...@@ -473,6 +479,14 @@ VariableNode::collectEndogenous(set<pair<int, int> > &result) const
result.insert(make_pair(symb_id, lag)); 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) : UnaryOpNode::UnaryOpNode(DataTree &datatree_arg, UnaryOpcode op_code_arg, const NodeID arg_arg) :
ExprNode(datatree_arg), ExprNode(datatree_arg),
arg(arg_arg), arg(arg_arg),
...@@ -864,6 +878,13 @@ UnaryOpNode::collectEndogenous(set<pair<int, int> > &result) const ...@@ -864,6 +878,13 @@ UnaryOpNode::collectEndogenous(set<pair<int, int> > &result) const
arg->collectEndogenous(result); arg->collectEndogenous(result);
} }
void
UnaryOpNode::collectExogenous(set<pair<int, int> > &result) const
{
arg->collectExogenous(result);
}
BinaryOpNode::BinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg, BinaryOpNode::BinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
BinaryOpcode op_code_arg, const NodeID arg2_arg) : BinaryOpcode op_code_arg, const NodeID arg2_arg) :
ExprNode(datatree_arg), ExprNode(datatree_arg),
...@@ -1322,6 +1343,14 @@ BinaryOpNode::collectEndogenous(set<pair<int, int> > &result) const ...@@ -1322,6 +1343,14 @@ BinaryOpNode::collectEndogenous(set<pair<int, int> > &result) const
arg2->collectEndogenous(result); 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, TrinaryOpNode::TrinaryOpNode(DataTree &datatree_arg, const NodeID arg1_arg,
TrinaryOpcode op_code_arg, const NodeID arg2_arg, const NodeID arg3_arg) : TrinaryOpcode op_code_arg, const NodeID arg2_arg, const NodeID arg3_arg) :
ExprNode(datatree_arg), ExprNode(datatree_arg),
...@@ -1334,7 +1363,7 @@ TrinaryOpNode::TrinaryOpNode(DataTree &datatree_arg, const NodeID arg1_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 // Non-null derivatives are the union of those of the arguments
// Compute set union of arg{1,2,3}->non_null_derivatives // 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(), set_union(arg1->non_null_derivatives.begin(),
arg1->non_null_derivatives.end(), arg1->non_null_derivatives.end(),
arg2->non_null_derivatives.begin(), arg2->non_null_derivatives.begin(),
...@@ -1590,6 +1619,15 @@ TrinaryOpNode::collectEndogenous(set<pair<int, int> > &result) const ...@@ -1590,6 +1619,15 @@ TrinaryOpNode::collectEndogenous(set<pair<int, int> > &result) const
arg3->collectEndogenous(result); 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, UnknownFunctionNode::UnknownFunctionNode(DataTree &datatree_arg,
int symb_id_arg, int symb_id_arg,
const vector<NodeID> &arguments_arg) : const vector<NodeID> &arguments_arg) :
...@@ -1650,6 +1688,15 @@ UnknownFunctionNode::collectEndogenous(set<pair<int, int> > &result) const ...@@ -1650,6 +1688,15 @@ UnknownFunctionNode::collectEndogenous(set<pair<int, int> > &result) const
(*it)->collectEndogenous(result); (*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 double
UnknownFunctionNode::eval(const eval_context_type &eval_context) const throw (EvalException) UnknownFunctionNode::eval(const eval_context_type &eval_context) const throw (EvalException)
{ {
......
...@@ -69,7 +69,7 @@ ModFile::checkPass() ...@@ -69,7 +69,7 @@ ModFile::checkPass()
exit(EXIT_FAILURE); 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; 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); exit(EXIT_FAILURE);
......
This diff is collapsed.
...@@ -169,7 +169,7 @@ ParsingDriver::add_model_variable(string *name, string *olag) ...@@ -169,7 +169,7 @@ ParsingDriver::add_model_variable(string *name, string *olag)
if (type == eUnknownFunction) if (type == eUnknownFunction)
error("Symbol " + *name + " is a function name unknown to Dynare. It cannot be used inside model."); 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); warning("Exogenous variable " + *name + " has lead/lag " + *olag);
if (type == eModelLocalVariable && lag != 0) if (type == eModelLocalVariable && lag != 0)
...@@ -179,9 +179,13 @@ ParsingDriver::add_model_variable(string *name, string *olag) ...@@ -179,9 +179,13 @@ ParsingDriver::add_model_variable(string *name, string *olag)
NodeID id = model_tree->AddVariable(*name, lag); NodeID id = model_tree->AddVariable(*name, lag);
if ((type == eEndogenous) && (model_tree->mode == eSparseDLLMode || model_tree->mode == eSparseMode)) /*if (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 (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 name;
delete olag; delete olag;
return id; return id;
...@@ -360,14 +364,16 @@ void ...@@ -360,14 +364,16 @@ void
ParsingDriver::sparse_dll() ParsingDriver::sparse_dll()
{ {
model_tree->mode = eSparseDLLMode; 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 void
ParsingDriver::sparse() ParsingDriver::sparse()
{ {
model_tree->mode = eSparseMode; 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 void
......
...@@ -36,41 +36,61 @@ struct List_IM ...@@ -36,41 +36,61 @@ struct List_IM
bool* 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 //! Matrix of doubles for representing jacobian
typedef map<pair<int ,int >,double> jacob_map; typedef map<pair<int ,int >,double> jacob_map;
//! Create the incidence matrix, computes prologue & epilogue, normalizes the model and computes the block decomposition //! Create the incidence matrix, computes prologue & epilogue, normalizes the model and computes the block decomposition
class BlockTriangular class BlockTriangular
{ {
//friend class IncidenceMatrix;
public: public:
BlockTriangular(const SymbolTable &symbol_table_arg);
const SymbolTable &symbol_table; const SymbolTable &symbol_table;
BlockTriangular(const SymbolTable &symbol_table_arg);
//BlockTriangular(const IncidenceMatrix &incidence_matrix_arg);
//const SymbolTable &symbol_table;
Blocks blocks; Blocks blocks;
Normalization normalization; Normalization normalization;
List_IM* Build_IM(int lead_lag); IncidenceMatrix incidencematrix;
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;
void Normalize_and_BlockDecompose_Static_0_Model(const jacob_map &j_m); 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); 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 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 Allocate_Block(int size, int *count_Equ, int *count_Block, BlockType type, Model_Block * ModelBlock);
void Free_Block(Model_Block* ModelBlock) const; void Free_Block(Model_Block* ModelBlock) const;
List_IM *First_IM ;
List_IM *Last_IM ;
simple *Index_Equ_IM; simple *Index_Equ_IM;
simple *Index_Var_IM; simple *Index_Var_IM;
int prologue, epilogue; int prologue, epilogue;
int Model_Max_Lead, Model_Max_Lag, periods;
bool bt_verbose; bool bt_verbose;
int endo_nbr; //int endo_nbr, exo_nbr;
Model_Block* ModelBlock; Model_Block* ModelBlock;
int periods;
inline static std::string BlockType0(int type) inline static std::string BlockType0(int type)
{ {
switch (type) switch (type)
...@@ -98,14 +118,14 @@ public: ...@@ -98,14 +118,14 @@ public:
{ {
case EVALUATE_FORWARD: case EVALUATE_FORWARD:
case EVALUATE_FORWARD_R: case EVALUATE_FORWARD_R:
return ("EVALUATE FORWARD "); return ("EVALUATE FORWARD ");
break; break;
case EVALUATE_BACKWARD: case EVALUATE_BACKWARD:
case EVALUATE_BACKWARD_R: case EVALUATE_BACKWARD_R:
return ("EVALUATE BACKWARD "); return ("EVALUATE BACKWARD ");
break; break;
case SOLVE_FORWARD_SIMPLE: case SOLVE_FORWARD_SIMPLE:
return ("SOLVE FORWARD SIMPLE "); return ("SOLVE FORWARD SIMPLE ");
break; break;
case SOLVE_BACKWARD_SIMPLE: case SOLVE_BACKWARD_SIMPLE:
return ("SOLVE BACKWARD SIMPLE "); return ("SOLVE BACKWARD SIMPLE ");
...@@ -114,7 +134,7 @@ public: ...@@ -114,7 +134,7 @@ public:
return ("SOLVE TWO BOUNDARIES SIMPLE "); return ("SOLVE TWO BOUNDARIES SIMPLE ");
break; break;
case SOLVE_FORWARD_COMPLETE: case SOLVE_FORWARD_COMPLETE:
return ("SOLVE FORWARD COMPLETE "); return ("SOLVE FORWARD COMPLETE ");
break; break;
case SOLVE_BACKWARD_COMPLETE: case SOLVE_BACKWARD_COMPLETE:
return ("SOLVE BACKWARD COMPLETE "); return ("SOLVE BACKWARD COMPLETE ");
......
...@@ -143,6 +143,7 @@ public: ...@@ -143,6 +143,7 @@ public:
/*! Endogenous are stored as integer pairs of the form (symb_id, lag) /*! Endogenous are stored as integer pairs of the form (symb_id, lag)
They are added to the set given in argument */ They are added to the set given in argument */
virtual void collectEndogenous(set<pair<int, int> > &result) const = 0; 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, virtual void computeTemporaryTerms(map<NodeID, int> &reference_count,
temporary_terms_type &temporary_terms, temporary_terms_type &temporary_terms,
map<NodeID, int> &first_occurence, map<NodeID, int> &first_occurence,
...@@ -179,6 +180,7 @@ public: ...@@ -179,6 +180,7 @@ public:
NumConstNode(DataTree &datatree_arg, int id_arg); NumConstNode(DataTree &datatree_arg, int id_arg);
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_type &temporary_terms) const; 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 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 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; 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: ...@@ -198,6 +200,7 @@ public:
VariableNode(DataTree &datatree_arg, int symb_id_arg, SymbolType type_arg, int lag_arg); 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 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 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 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; 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: ...@@ -223,6 +226,7 @@ public:
Model_Block *ModelBlock, Model_Block *ModelBlock,
map_idx_type &map_idx) const; map_idx_type &map_idx) const;
virtual void collectEndogenous(set<pair<int, int> > &result) 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); static double eval_opcode(UnaryOpcode op_code, double v) throw (EvalException);
virtual double eval(const eval_context_type &eval_context) const 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; 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: ...@@ -250,6 +254,7 @@ public:
Model_Block *ModelBlock, Model_Block *ModelBlock,
map_idx_type &map_idx) const; map_idx_type &map_idx) const;
virtual void collectEndogenous(set<pair<int, int> > &result) 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); 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 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; 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: ...@@ -282,6 +287,7 @@ public:
Model_Block *ModelBlock, Model_Block *ModelBlock,
map_idx_type &map_idx) const; map_idx_type &map_idx) const;
virtual void collectEndogenous(set<pair<int, int> > &result) 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); 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 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; 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: ...@@ -307,6 +313,7 @@ public:
Model_Block *ModelBlock, Model_Block *ModelBlock,
map_idx_type &map_idx) const; map_idx_type &map_idx) const;
virtual void collectEndogenous(set<pair<int, int> > &result) 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 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; 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: ...@@ -314,21 +321,22 @@ public:
//! For one lead/lag of one block, stores mapping of information between original model and block-decomposed model //! For one lead/lag of one block, stores mapping of information between original model and block-decomposed model
struct IM_compact struct IM_compact
{ {
int size, u_init, u_finish, nb_endo; int size, u_init, u_finish, nb_endo, size_exo;
int *u, *us, *Var, *Equ, *Var_Index, *Equ_Index, *Var_dyn_Index; int *u, *us, *Var, *Equ, *Var_Index, *Equ_Index, *Exogenous, *Exogenous_Index, *Equ_X, *Equ_X_Index;
}; };
//! One block of the model //! One block of the model
struct Block struct Block
{ {
int Size, Sized; int Size, Sized, nb_exo, nb_exo_det;
BlockType Type; BlockType Type;
BlockSimulationType Simulation_Type; BlockSimulationType Simulation_Type;
int Max_Lead, Max_Lag, Nb_Lead_Lag_Endo; 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; bool is_linear;
int *Equation, *Own_Derivative; int *Equation, *Own_Derivative;
int *Variable, *Variable_Sorted, *dVariable; int *Variable, *Exogenous;
int *variable_dyn_index, *variable_dyn_leadlag;
temporary_terms_type *Temporary_terms; temporary_terms_type *Temporary_terms;
IM_compact *IM_lead_lag; IM_compact *IM_lead_lag;
int Code_Start, Code_Length; int Code_Start, Code_Length;
...@@ -339,7 +347,7 @@ struct Model_Block ...@@ -339,7 +347,7 @@ struct Model_Block
{ {
int Size, Periods; int Size, Periods;
Block* Block_List; 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 #endif
...@@ -26,6 +26,7 @@ using namespace std; ...@@ -26,6 +26,7 @@ using namespace std;
#include <vector> #include <vector>
#include <map> #include <map>
#include <ostream> #include <ostream>
#include <algorithm>
#include "SymbolTable.hh" #include "SymbolTable.hh"
#include "NumericalConstants.hh" #include "NumericalConstants.hh"
...@@ -82,12 +83,14 @@ private: ...@@ -82,12 +83,14 @@ private:
//! Computes derivatives of ModelTree //! Computes derivatives of ModelTree
void derive(int order); void derive(int order);
//! Write derivative of an equation w.r. to a variable //! 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 //! 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; void compileDerivative(ofstream &code_file, int eq, int symb_id, int lag, ExprNodeOutputType output_type, map_idx_type map_idx) const;
//! Computes temporary terms //! Computes temporary terms
void computeTemporaryTerms(int order); void computeTemporaryTerms(int order);
void computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock); void computeTemporaryTermsOrdered(int order, Model_Block *ModelBlock);
//! Build The incidence matrix form the modeltree
void BuildIncidenceMatrix();
//! Writes temporary terms //! Writes temporary terms
void writeTemporaryTerms(ostream &output, ExprNodeOutputType output_type) const; void writeTemporaryTerms(ostream &output, ExprNodeOutputType output_type) const;
//! Writes model local variables //! Writes model local variables
......
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