From a93e264c2cddf01baeae0b203992e74ba2833e47 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Fri, 28 Jan 2022 15:36:04 +0100
Subject: [PATCH] =?UTF-8?q?Harmonize=20=E2=80=9CdiffForward=E2=80=9D=20aux?=
=?UTF-8?q?var=20with=20=E2=80=9Cdiff=E2=80=9D=20auxvar=20by=20giving=20it?=
=?UTF-8?q?=20an=20orig=5Flead=5Flag=20as=20well?=
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By the way:
– Fix and improve the explanation of the purpose of the orig_symb_id and
orig_lead_lag fields for auxvars
– Factorize the code that prints those fields in MATLAB and JSON output
---
src/ExprNode.cc | 8 +++----
src/SymbolTable.cc | 54 ++++++++++++++++++----------------------------
src/SymbolTable.hh | 21 +++++++++++-------
3 files changed, 38 insertions(+), 45 deletions(-)
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index 579fc5a3..77a9e38c 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -1791,10 +1791,10 @@ VariableNode::differentiateForwardVars(const vector<string> &subset, subst_table
diffvar = const_cast<VariableNode *>(it->second);
else
{
- int aux_symb_id = datatree.symbol_table.addDiffForwardAuxiliaryVar(symb_id, datatree.AddMinus(datatree.AddVariable(symb_id, 0),
- datatree.AddVariable(symb_id, -1)));
- neweqs.push_back(datatree.AddEqual(datatree.AddVariable(aux_symb_id, 0), datatree.AddMinus(datatree.AddVariable(symb_id, 0),
- datatree.AddVariable(symb_id, -1))));
+ expr_t substexpr = datatree.AddMinus(datatree.AddVariable(symb_id, 0),
+ datatree.AddVariable(symb_id, -1));
+ int aux_symb_id = datatree.symbol_table.addDiffForwardAuxiliaryVar(symb_id, 0, substexpr);
+ neweqs.push_back(datatree.AddEqual(datatree.AddVariable(aux_symb_id, 0), substexpr));
diffvar = datatree.AddVariable(aux_symb_id, 1);
subst_table[this] = diffvar;
}
diff --git a/src/SymbolTable.cc b/src/SymbolTable.cc
index 87b7daaf..d76a7d9c 100644
--- a/src/SymbolTable.cc
+++ b/src/SymbolTable.cc
@@ -357,35 +357,29 @@ SymbolTable::writeOutput(ostream &output) const noexcept(false)
{
case AuxVarType::endoLead:
case AuxVarType::exoLead:
+ case AuxVarType::expectation:
+ case AuxVarType::pacExpectation:
+ case AuxVarType::pacTargetNonstationary:
break;
case AuxVarType::endoLag:
case AuxVarType::exoLag:
+ case AuxVarType::diffLag:
+ case AuxVarType::diffLead:
+ case AuxVarType::diffForward:
output << "M_.aux_vars(" << i+1 << ").orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ";" << endl
<< "M_.aux_vars(" << i+1 << ").orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
break;
case AuxVarType::unaryOp:
+ output << "M_.aux_vars(" << i+1 << ").unary_op = '" << aux_vars[i].get_unary_op() << "';" << endl;
+ // NB: Fallback!
+ case AuxVarType::diff:
if (aux_vars[i].get_orig_symb_id() >= 0)
output << "M_.aux_vars(" << i+1 << ").orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ";" << endl
<< "M_.aux_vars(" << i+1 << ").orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
- output << "M_.aux_vars(" << i+1 << ").unary_op = '" << aux_vars[i].get_unary_op() << "';" << endl;
break;
case AuxVarType::multiplier:
output << "M_.aux_vars(" << i+1 << ").eq_nbr = " << aux_vars[i].get_equation_number_for_multiplier() + 1 << ";" << endl;
break;
- case AuxVarType::diffForward:
- output << "M_.aux_vars(" << i+1 << ").orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ";" << endl;
- break;
- case AuxVarType::expectation:
- case AuxVarType::pacExpectation:
- case AuxVarType::pacTargetNonstationary:
- break;
- case AuxVarType::diff:
- case AuxVarType::diffLag:
- case AuxVarType::diffLead:
- if (aux_vars[i].get_orig_symb_id() >= 0)
- output << "M_.aux_vars(" << i+1 << ").orig_index = " << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1 << ";" << endl
- << "M_.aux_vars(" << i+1 << ").orig_lead_lag = " << aux_vars[i].get_orig_lead_lag() << ";" << endl;
- break;
}
if (expr_t orig_expr = aux_vars[i].get_expr_node();
@@ -650,7 +644,7 @@ SymbolTable::addMultiplierAuxiliaryVar(int index) noexcept(false)
}
int
-SymbolTable::addDiffForwardAuxiliaryVar(int orig_symb_id, expr_t expr_arg) noexcept(false)
+SymbolTable::addDiffForwardAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) noexcept(false)
{
ostringstream varname;
int symb_id;
@@ -666,7 +660,7 @@ SymbolTable::addDiffForwardAuxiliaryVar(int orig_symb_id, expr_t expr_arg) noexc
exit(EXIT_FAILURE);
}
- aux_vars.emplace_back(symb_id, AuxVarType::diffForward, orig_symb_id, 0, 0, 0, expr_arg, "");
+ aux_vars.emplace_back(symb_id, AuxVarType::diffForward, orig_symb_id, orig_lead_lag, 0, 0, expr_arg, "");
return symb_id;
}
@@ -996,35 +990,29 @@ SymbolTable::writeJsonOutput(ostream &output) const
{
case AuxVarType::endoLead:
case AuxVarType::exoLead:
+ case AuxVarType::expectation:
+ case AuxVarType::pacExpectation:
+ case AuxVarType::pacTargetNonstationary:
break;
case AuxVarType::endoLag:
case AuxVarType::exoLag:
+ case AuxVarType::diffLag:
+ case AuxVarType::diffLead:
+ case AuxVarType::diffForward:
output << R"(, "orig_index": )" << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1
<< R"(, "orig_lead_lag": )" << aux_vars[i].get_orig_lead_lag();
break;
case AuxVarType::unaryOp:
+ output << R"(, "unary_op": ")" << aux_vars[i].get_unary_op() << R"(")";
+ // NB: Fallback!
+ case AuxVarType::diff:
if (aux_vars[i].get_orig_symb_id() >= 0)
output << R"(, "orig_index": )" << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1
- << R"(, "orig_lead_lag": )" << aux_vars[i].get_orig_lead_lag()
- << R"(, "unary_op": ")" << aux_vars[i].get_unary_op() << R"(")";
+ << R"(, "orig_lead_lag": )" << aux_vars[i].get_orig_lead_lag();
break;
case AuxVarType::multiplier:
output << R"(, "eq_nbr": )" << aux_vars[i].get_equation_number_for_multiplier() + 1;
break;
- case AuxVarType::diffForward:
- output << R"(, orig_index": )" << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1;
- break;
- case AuxVarType::expectation:
- case AuxVarType::pacExpectation:
- case AuxVarType::pacTargetNonstationary:
- break;
- case AuxVarType::diff:
- case AuxVarType::diffLag:
- case AuxVarType::diffLead:
- if (aux_vars[i].get_orig_symb_id() >= 0)
- output << R"(, "orig_index": )" << getTypeSpecificID(aux_vars[i].get_orig_symb_id())+1
- << R"(, "orig_lead_lag": )" << aux_vars[i].get_orig_lead_lag();
- break;
}
if (expr_t orig_expr = aux_vars[i].get_expr_node();
diff --git a/src/SymbolTable.hh b/src/SymbolTable.hh
index a0f4f325..373fe32b 100644
--- a/src/SymbolTable.hh
+++ b/src/SymbolTable.hh
@@ -63,13 +63,18 @@ class AuxVarInfo
private:
int symb_id; //!< Symbol ID of the auxiliary variable
AuxVarType type; //!< Its type
- int orig_symb_id; /* Symbol ID of the endo of the original model represented
- by this aux var. Used by endoLag, endoLead, exoLag,
- exoLead, diffForward, varModel, diff, diffLag, diffLead
- and unaryOp */
- int orig_lead_lag; /* Lead/lag of the endo of the original model represented
- by this aux var. Used by endoLag, endoLead, exoLag,
- exoLead, varModel, unaryOp, diff, diffLag, diffLead */
+ int orig_symb_id; /* Symbol ID of the (only) endo that appears on the RHS of
+ the definition of this auxvar.
+ Used by endoLag, exoLag, diffForward, diff, diffLag,
+ diffLead and unaryOp.
+ For diff and unaryOp, if the argument expression is more complex
+ than than a simple variable, this value is equal to -1. */
+ int orig_lead_lag; /* Lead/lag of the (only) endo as it appears on the RHS of the definition
+ of this auxvar. Only used if orig_symb_id is used.
+ (in particular, for diff and unaryOp, unused if orig_symb_id == -1).
+ For diff and diffForward, since the definition of the
+ auxvar is a time difference, the value corresponds to the
+ time index of the first term of that difference. */
int equation_number_for_multiplier; //!< Stores the original constraint equation number associated with this aux var. Only used for avMultiplier.
int information_set; //! Argument of expectation operator. Only used for avExpectation.
expr_t expr_node; //! Auxiliary variable definition
@@ -308,7 +313,7 @@ public:
\param[in] orig_symb_id The symb_id of the forward variable
\return the symbol ID of the new symbol
*/
- int addDiffForwardAuxiliaryVar(int orig_symb_id, expr_t arg) noexcept(false);
+ int addDiffForwardAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t arg) noexcept(false);
//! Searches auxiliary variables which are substitutes for a given symbol_id and lead/lag
/*!
The search is only performed among auxiliary variables of endo/exo lag.
--
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