diff --git a/doc/preprocessor/Makefile.am b/doc/preprocessor/Makefile.am
new file mode 100644
index 0000000000000000000000000000000000000000..65ee1437338e28a11d6078fef82f0af87d98ea5d
--- /dev/null
+++ b/doc/preprocessor/Makefile.am
@@ -0,0 +1,16 @@
+if HAVE_PDFLATEX
+if HAVE_BEAMER
+pdf-local: preprocessor.pdf
+endif
+endif
+
+SRC = preprocessor.tex expr.png expr-sharing.png matrices.png overview.png json-preprocessor.png
+
+EXTRA_DIST = $(SRC)
+
+preprocessor.pdf: $(SRC)
+ $(PDFLATEX) preprocessor
+ $(PDFLATEX) preprocessor
+
+clean-local:
+ rm -f *.pdf *.toc *.aux *.log *.nav *.snm *.vrb *.out *~
diff --git a/doc/preprocessor/expr-sharing.png b/doc/preprocessor/expr-sharing.png
new file mode 100644
index 0000000000000000000000000000000000000000..10661b38bb6c7918ffdf8dcedf32a979a9bdabdf
Binary files /dev/null and b/doc/preprocessor/expr-sharing.png differ
diff --git a/doc/preprocessor/expr-sharing.xml b/doc/preprocessor/expr-sharing.xml
new file mode 100644
index 0000000000000000000000000000000000000000..4cd581ec09036d9c913a679b0a07a8fa49e490c9
--- /dev/null
+++ b/doc/preprocessor/expr-sharing.xml
@@ -0,0 +1 @@
+<mxfile userAgent="Mozilla/5.0 (Macintosh; Intel Mac OS X 10.12; rv:50.0) Gecko/20100101 Firefox/50.0" version="6.0.1.9" editor="www.draw.io" type="device"><diagram name="Page-1">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</diagram></mxfile>
\ No newline at end of file
diff --git a/doc/preprocessor/expr.png b/doc/preprocessor/expr.png
new file mode 100644
index 0000000000000000000000000000000000000000..8167c05d331db3ffe5804dc80fc0bea46200bbe2
Binary files /dev/null and b/doc/preprocessor/expr.png differ
diff --git a/doc/preprocessor/expr.xml b/doc/preprocessor/expr.xml
new file mode 100644
index 0000000000000000000000000000000000000000..c29edf636e80a4f8ee1140227b4fb36e1faa9754
--- /dev/null
+++ b/doc/preprocessor/expr.xml
@@ -0,0 +1 @@
+<mxfile userAgent="Mozilla/5.0 (Macintosh; Intel Mac OS X 10.12; rv:50.0) Gecko/20100101 Firefox/50.0" version="6.0.1.9" editor="www.draw.io" type="device"><diagram name="Page-1">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</diagram></mxfile>
\ No newline at end of file
diff --git a/doc/preprocessor/json-preprocessor.png b/doc/preprocessor/json-preprocessor.png
new file mode 100644
index 0000000000000000000000000000000000000000..80c987eb8d443ff76fa6f506bd6f61e1219227be
Binary files /dev/null and b/doc/preprocessor/json-preprocessor.png differ
diff --git a/doc/preprocessor/json-preprocessor.xml b/doc/preprocessor/json-preprocessor.xml
new file mode 100644
index 0000000000000000000000000000000000000000..5bf10918a18095f8e7df27452d473fdd03ba6d91
--- /dev/null
+++ b/doc/preprocessor/json-preprocessor.xml
@@ -0,0 +1 @@
+<mxfile userAgent="Mozilla/5.0 (Macintosh; Intel Mac OS X 10.12; rv:51.0) Gecko/20100101 Firefox/51.0" version="6.0.3.0" editor="www.draw.io" type="device"><diagram name="Page-1">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</diagram></mxfile>
\ No newline at end of file
diff --git a/doc/preprocessor/matrices.png b/doc/preprocessor/matrices.png
new file mode 100644
index 0000000000000000000000000000000000000000..b3710ca005015035c79bbcd3c3c991e6aff518bb
Binary files /dev/null and b/doc/preprocessor/matrices.png differ
diff --git a/doc/preprocessor/matrices.xml b/doc/preprocessor/matrices.xml
new file mode 100644
index 0000000000000000000000000000000000000000..38fd30cacbe4fa3904c89a4c4072394c52e401f3
--- /dev/null
+++ b/doc/preprocessor/matrices.xml
@@ -0,0 +1 @@
+<mxfile userAgent="Mozilla/5.0 (Macintosh; Intel Mac OS X 10.12; rv:50.0) Gecko/20100101 Firefox/50.0" version="6.0.1.9" editor="www.draw.io" type="device"><diagram name="Page-1">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</diagram></mxfile>
\ No newline at end of file
diff --git a/doc/preprocessor/overview.png b/doc/preprocessor/overview.png
new file mode 100644
index 0000000000000000000000000000000000000000..e3bac90a6187e2dddeb380996ff0021381a84d0e
Binary files /dev/null and b/doc/preprocessor/overview.png differ
diff --git a/doc/preprocessor/overview.xml b/doc/preprocessor/overview.xml
new file mode 100644
index 0000000000000000000000000000000000000000..bfbc09c2e5cc38dc3fd823b1dbe123a2802e8912
--- /dev/null
+++ b/doc/preprocessor/overview.xml
@@ -0,0 +1 @@
+<mxfile userAgent="Mozilla/5.0 (Macintosh; Intel Mac OS X 10.12; rv:51.0) Gecko/20100101 Firefox/51.0" version="6.0.2.15" editor="www.draw.io" type="device"><diagram name="Page-1">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</diagram></mxfile>
\ No newline at end of file
diff --git a/doc/preprocessor/preprocessor.tex b/doc/preprocessor/preprocessor.tex
new file mode 100644
index 0000000000000000000000000000000000000000..e6bc8da57e2d979e9cafaedea4c3cf7f5809bfc1
--- /dev/null
+++ b/doc/preprocessor/preprocessor.tex
@@ -0,0 +1,820 @@
+\documentclass{beamer}
+%\documentclass[draft]{beamer}
+%\documentclass[handout]{beamer}
+
+
+\mode<handout>
+{
+ \usepackage{pgfpages}
+ \pgfpagesuselayout{4 on 1}[a4paper,border shrink=3mm,landscape]
+ \usetheme{Madrid}
+ \usecolortheme{seagull}
+}
+
+\mode<beamer>
+{
+ \usetheme{Madrid}
+ \setbeamercovered{transparent}
+}
+
+
+\usepackage[english]{babel}
+\usepackage[utf8]{inputenc}
+
+\usepackage{times}
+\usepackage[copyright]{ccicons}
+
+\title{The Dynare Preprocessor}
+
+\author[S. Villemot, H.Bastani]{Sébastien Villemot \and Houtan Bastani}
+
+\institute{CEPREMAP}
+
+\date{1 February 2017}
+
+\AtBeginSection[]
+{
+ \begin{frame}{Outline}
+ \tableofcontents[currentsection]
+ \end{frame}
+}
+
+\begin{document}
+
+\begin{frame}
+ \titlepage
+
+ \begin{columns}[T]
+ \column{0.2\textwidth}
+ \column{0.09\textwidth}
+
+ \ccbysa
+ \column{0.71\textwidth}
+ \tiny
+ Copyright © 2007--2017 Dynare Team \\
+ Licence: \href{http://creativecommons.org/licenses/by-sa/4.0/}{Creative
+ Commons Attribution-ShareAlike 4.0}
+ \end{columns}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Overview}
+ \begin{center}
+ \includegraphics[width=11cm]{overview.png}
+ \end{center}
+\end{frame}
+
+\begin{frame}{Outline}
+ \tableofcontents
+\end{frame}
+
+\section{Invoking the preprocessor}
+
+\begin{frame}
+ \frametitle{Calling Dynare}
+ \begin{itemize}
+ \item Dynare is called from the host language platform with the syntax \texttt{dynare <<filename>>.mod}
+ \item This call can be followed by certain options:
+ \begin{itemize}
+ \item Some of these options impact host language platform functionality, \textit{e.g.} \texttt{nograph} prevents graphs from being displayed in Matlab
+ \item Some cause differences in the output created by default, \textit{e.g.} \texttt{notmpterms} prevents temporary terms from being written to the static/dynamic files
+ \item While others impact the functionality of the macroprocessor or the preprocessor, \textit{e.g.} \texttt{nostrict} shuts off certain checks that the preprocessor does by defalut
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+\section{Parsing}
+
+\begin{frame}
+\frametitle{Parsing overview}
+\begin{itemize}
+\item Parsing is the action of transforming an input text (a \texttt{mod} file in our case) into a data structure suitable for computation
+\item The parser consists of three components:
+ \begin{itemize}
+ \item the \alert{lexical analyzer}, which recognizes the ``words'' of the \texttt{mod} file (analog to the \textit{vocabulary} of a language)
+ \item the \alert{syntax analyzer}, which recognizes the ``sentences'' of the \texttt{mod} file (analog to the \textit{grammar} of a language)
+ \item the \alert{parsing driver}, which coordinates the whole process and constructs the data structure using the results of the lexical and syntax analyses
+ \end{itemize}
+\end{itemize}
+\end{frame}
+
+\begin{frame}
+\frametitle{Lexical analysis}
+\begin{itemize}
+\item The lexical analyzer recognizes the ``words'' (or \alert{lexemes}) of the language
+\item Defined in \texttt{DynareFlex.ll}, it is transformed into C++ source code by the program \texttt{flex}
+\item This file details the list of known lexemes (described by regular expressions) and the associated \alert{token} for each of them
+\item For punctuation (semicolon, parentheses, \ldots), operators (+, -, \ldots) or fixed keywords (\textit{e.g.} \texttt{model}, \texttt{varexo}, \ldots), the token is simply an integer uniquely identifying the lexeme
+\item For variable names or numbers, the token also contains the associated string for further processing
+%\item \textit{Note:} the list of tokens can be found at the beginning of \texttt{DynareBison.yy}
+\item When invoked, the lexical analyzer reads the next characters of the input, tries to recognize a lexeme, and either produces an error or returns the associated token
+\end{itemize}
+\end{frame}
+
+\begin{frame}[fragile]
+\frametitle{Lexical analysis}
+\framesubtitle{An example}
+\begin{itemize}
+\item Suppose the \texttt{mod} file contains the following:
+\begin{verbatim}
+model;
+x = log(3.5);
+end;
+\end{verbatim}
+\item Before lexical analysis, it is only a sequence of characters
+\item The lexical analysis produces the following stream of tokens:
+
+\begin{footnotesize}
+\begin{verbatim}
+MODEL
+SEMICOLON
+NAME "x"
+EQUAL
+LOG
+LEFT_PARENTHESIS
+FLOAT_NUMBER "3.5"
+RIGHT_PARENTHESIS
+SEMICOLON
+END
+SEMICOLON
+\end{verbatim}
+\end{footnotesize}
+\end{itemize}
+\end{frame}
+
+\begin{frame}
+\frametitle{Syntax analysis}
+\framesubtitle{In Dynare}
+\begin{itemize}
+\item The \texttt{mod} file grammar is described in \texttt{DynareBison.yy}, which is transformed into C++ source code by the program \texttt{bison}
+\item The grammar tells a story which looks like:
+ \begin{itemize}
+ \item A \texttt{mod} file is a list of statements
+ \item A statement can be a \texttt{var} statement, a \texttt{varexo} statement, a \texttt{model} block, an \texttt{initval} block, \ldots
+ \item A \texttt{var} statement begins with the token \texttt{VAR}, then a list of \texttt{NAME}s, then a semicolon
+ \item A \texttt{model} block begins with the token \texttt{MODEL}, then a semicolon, then a list of equations separated by semicolons, then an \texttt{END} token
+ \item An equation can be either an expression, or an expression followed by an \texttt{EQUAL} token and another expression
+ \item An expression can be a \texttt{NAME}, or a \texttt{FLOAT\_NUMBER}, or an expression followed by a \texttt{PLUS} and another expression, \ldots
+ \end{itemize}
+\end{itemize}
+\end{frame}
+
+\begin{frame}[fragile]
+\frametitle{Syntax analysis}
+Using the list of tokens produced by lexical analysis, the syntax analyzer determines which ``sentences'' are valid in the language, according to a \alert{grammar} composed of \alert{rules}.
+\begin{block}{A grammar for lists of additive and multiplicative expressions}
+\begin{footnotesize}
+\begin{verbatim}
+%start expression_list;
+
+expression_list := expression SEMICOLON
+ | expression_list expression SEMICOLON;
+
+expression := expression PLUS expression
+ | expression TIMES expression
+ | LEFT_PAREN expression RIGHT_PAREN
+ | INT_NUMBER;
+\end{verbatim}
+\end{footnotesize}
+\end{block}
+\begin{itemize}
+\item \texttt{(1+3)*2; 4+5;} will pass the syntax analysis without error
+\item \texttt{1++2;} will fail the syntax analysis, even though it has passed the lexical analysis
+\end{itemize}
+\end{frame}
+
+\begin{frame}
+\frametitle{Semantic actions}
+\begin{itemize}
+\item So far we have only described how to accept valid \texttt{mod} files and to reject others
+\item But validating is not enough: one needs to do something with the parsed \texttt{mod} file
+\item Every grammar rule can have a \alert{semantic action} associated with it: C/C++ code enclosed by curly braces
+\item Every rule can return a semantic value (referenced by \texttt{\$\$} in the action)
+\item In the action, it is possible to refer to semantic values returned by components of the rule (using \texttt{\$1}, \texttt{\$2}, \ldots)
+\end{itemize}
+\end{frame}
+
+\begin{frame}[fragile]
+\frametitle{Semantic actions}
+\framesubtitle{An example}
+\begin{block}{A simple calculator which prints its results}
+\begin{footnotesize}
+\begin{verbatim}
+%start expression_list
+%type <int> expression
+
+expression_list := expression SEMICOLON
+ { cout << $1 << endl; }
+ | expression_list expression SEMICOLON
+ { cout << $2 << endl; };
+
+expression := expression PLUS expression
+ { $$ = $1 + $3; }
+ | expression TIMES expression
+ { $$ = $1 * $3; }
+ | LEFT_PAREN expression RIGHT_PAREN
+ { $$ = $2; }
+ | INT_NUMBER
+ { $$ = $1; };
+\end{verbatim}
+\end{footnotesize}
+\end{block}
+\end{frame}
+
+\begin{frame}
+\frametitle{Parsing driver}
+
+The class \texttt{ParsingDriver} has the following roles:
+\begin{itemize}
+\item It opens the \texttt{mod} file and launches the lexical and syntaxic analyzers on it
+\item It implements most of the semantic actions of the grammar
+\item By doing so, it creates an object of type \texttt{ModFile}, which is the data structure representing the \texttt{mod} file
+\item Or, if there is a parsing error (unknown keyword, undeclared symbol, syntax error), it displays the line and column numbers where the error occurred and exits
+\end{itemize}
+\end{frame}
+
+\section{Data structure representing a \texttt{mod} file}
+
+\begin{frame}
+ \frametitle{The \texttt{ModFile} class}
+ \begin{itemize}
+ \item This class is the internal data structure used to store all the information contained in a \texttt{mod} file
+ \item One instance of the class represents one \texttt{mod} file
+ \item The class contains the following elements (as class members):
+ \begin{itemize}
+ \item a symbol table, numerical constants table, external functions table
+ \item trees of expressions: dynamic model, static model, original model, ramsey dynamic model, steady state model, trend dynamic model, \ldots
+ \item the list of the statements (parameter initializations, \texttt{shocks} block, \texttt{check}, \texttt{steady}, \texttt{simul}, \ldots)
+ \item model-specification and user-preference variables: \texttt{block}, \texttt{bytecode}, \texttt{use\_dll}, \texttt{no\_static}, \ldots
+ \item an evaluation context (containing \texttt{initval} and parameter values)
+ \end{itemize}
+ \item An instance of \texttt{ModFile} is the output of the parsing process (return value of \texttt{ParsingDriver::parse()})
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{The symbol table (1/3)}
+ \begin{itemize}
+ \item A \alert{symbol} is simply the name of a variable (endogenous, exogenous, local, auxiliary, etc), parameter, external function, \ldots basically everything that is not recognized as a Dynare keyword
+ \item \alert{SymbolTable} is a simple class used to maintain the list of the symbols used in the \texttt{mod} file
+ \item For each symbol, it stores:
+ \begin{itemize}
+ \item its name, tex\_name, and long\_name (strings, some of which can be empty)
+ \item its type (an enumerator defined in \texttt{CodeInterpreter.hh})
+ \item a unique integer identifier (also has a unique identifier by type)
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{The symbol table (2/3)}
+ Existing types of symbols:
+ \begin{itemize}
+ \item Endogenous variables
+ \item Exogenous variables
+ \item Exogenous deterministic variables
+ \item Parameters
+ \item Local variables inside model: declared with a pound sign (\#) construction
+ \item Local variables outside model: no declaration needed (\textit{e.g.} lhs symbols in equations from \texttt{steady\_state\_model} block, expression outside of model block, \ldots)
+ \item External functions
+ \item Trend variables
+ \item Log Trend variables
+ \item Unused Endogenous variables (created when \texttt{nostrict} option is passed)
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{The symbol table (3/3)}
+ \begin{itemize}
+ \item Symbol table filled in:
+ \begin{itemize}
+ \item using the \texttt{var}, \texttt{varexo}, \texttt{varexo\_det}, \texttt{parameter}, \texttt{external\_function}, \texttt{trend\_var}, and \texttt{log\_trend\_var} declarations
+ \item using pound sign (\#) constructions in the model block
+ \item on the fly during parsing: local variables outside models or unknown functions when an undeclared symbol is encountered
+ \item during the creation of auxiliary variables in the transform pass
+ \end{itemize}
+ \item Roles of the symbol table:
+ \begin{itemize}
+ \item permits parcimonious and more efficient representation of expressions (no need to duplicate or compare strings, only handle a pair of integers)
+ \item ensures that a given symbol is used with only one type
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Expression trees (1/3)}
+ \begin{itemize}
+ \item The data structure used to store expressions is essentially a \alert{tree}
+ \item Graphically, the tree representation of $(1+z)*\log(y)$ is:
+ \begin{center}
+ \includegraphics[width=6cm]{expr.png}
+ \end{center}
+ \item No need to store parentheses
+ \item Each circle represents a \alert{node}
+ \item A non external function node has at most one parent and at most three children (an external function node has as many children as arguments)
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Expression trees (2/3)}
+ \begin{itemize}
+ \item A tree node is represented by an instance of the abstract class \texttt{ExprNode}
+ \item This class has 5 sub-classes, corresponding to the 5 types of non-external-function nodes:
+ \begin{itemize}
+ \item \texttt{NumConstNode} for constant nodes: contains the identifier of the numerical constants it represents
+ \item \texttt{VariableNode} for variable/parameters nodes: contains the identifier of the variable or parameter it represents
+ \item \texttt{UnaryOpNode} for unary operators (\textit{e.g.} unary minus, $\log$, $\sin$): contains an enumerator representing the operator, and a pointer to its child
+ \item \texttt{BinaryOpNode} for binary operators (\textit{e.g.} $+$, $*$, pow): contains an enumerator representing the operator, and pointers to its two children
+ \item \texttt{TrinaryOpNode} for trinary operators (\textit{e.g.} $normcdf$, $normpdf$): contains an enumerator representing the operator and pointers to its three children
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Expression trees (3/3)}
+ \begin{itemize}
+ \item The abstract class \texttt{ExprNode} has an abstract sub-class called \texttt{AbstractExternalFunctionNode}
+ \item This abstract sub-class has 3 sub-classes, corresponding to the 3 types of external function nodes:
+ \begin{itemize}
+ \item \texttt{ExternalFunctionNode} for external functions. Contains the identifier of the external function and a vector of its arguments
+ \item \texttt{FirstDerivExternalFunctionNode} for the first derivative of an external function. In addition to the information contained in \texttt{ExternalFunctionNode}, contains the index w.r.t. which this node is the derivative.
+ \item \texttt{SecondDerivExternalFunctionNode} for the second derivative of an external function. In addition to the information contained in \texttt{FirstDerivExternalFunctionNode}, contains the index w.r.t. which this node is the second derivative.
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+
+\begin{frame}
+ \frametitle{Classes \texttt{DataTree} and \texttt{ModelTree}}
+ \begin{itemize}
+ \item Class \texttt{DataTree} is a container for storing a set of expression trees
+ \item Class \texttt{ModelTree} is a sub-class container of \texttt{DataTree}, specialized for storing a set of model equations.
+ \item In the code, we use \texttt{ModelTree}-derived classes: \texttt{DynamicModel} (the model with lags) and \texttt{StaticModel} (the model without lags)
+ \item Class \texttt{ModFile} contains:
+ \begin{itemize}
+ \item one instance of \texttt{DataTree} for storing all expressions outside model block
+ \item several instances of \texttt{DynamicModel}, one each for storing the equations of the model block for the original model, modified model, original Ramsey model, the Ramsey FOCs, etc.
+ \item one instance of \texttt{StaticModel} for storing the equations of model block without lags
+ \end{itemize}
+ \item Expression storage is optimized through three mechanisms:
+ \begin{itemize}
+ \item symbolic simplification rules
+ \item sub-expression sharing
+ \item pre-computing of numerical constants
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Constructing expression trees}
+ \begin{itemize}
+ \item Class \texttt{DataTree} contains a set of methods for constructing expression trees
+ \item Construction is done bottom-up, node by node:
+ \begin{itemize}
+ \item one method for adding a constant node (\texttt{AddPossiblyNegativeConstant(double)})
+ \item one method for a log node (\texttt{AddLog(arg)})
+ \item one method for a plus node (\texttt{AddPlus(arg1, arg2)})
+ \end{itemize}
+ \item These methods take pointers to \texttt{ExprNode}, allocate the memory for the node, construct it, and return its pointer
+ \item These methods are called:
+ \begin{itemize}
+ \item from \texttt{ParsingDriver} in the semantic actions associated to the parsing of expressions
+ \item during symbolic derivation, to create derivatives expressions
+ \item when creating the static model from the dynamic model
+ \item \ldots
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Reduction of constants and symbolic simplifications}
+ \begin{itemize}
+ \item The construction methods compute constants whenever possible
+ \begin{itemize}
+ \item Suppose you ask to construct the node $1+1$
+ \item The \texttt{AddPlus()} method will return a pointer to a constant node containing 2
+ \end{itemize}
+ \item The construction methods also apply a set of simplification rules, such as:
+ \begin{itemize}
+ \item $0+0=0$
+ \item $x+0 = x$
+ \item $0-x = -x$
+ \item $-(-x) = x$
+ \item $x*0 = 0$
+ \item $x/1 = x$
+ \item $x^0 = 1$
+ \end{itemize}
+ \item When a simplification rule applies, no new node is created
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Sub-expression sharing (1/2)}
+ \begin{itemize}
+ \item Consider the two following expressions: $(1+z)*\log(y)$ and $2^{(1+z)}$
+ \item Expressions share a common sub-expression: $1+z$
+ \item The internal representation of these expressions is:
+ \begin{center}
+ \includegraphics[width=7cm]{expr-sharing.png}
+ \end{center}
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Sub-expression sharing (2/2)}
+ \begin{itemize}
+ \item Construction methods implement a simple algorithm which achieves maximal expression sharing
+ \item Algorithm uses the fact that each node has a unique memory address (pointer to the corresponding instance of \texttt{ExprNode})
+ \item It maintains 9 tables which keep track of the already-constructed nodes: one table by type of node (constants, variables, unary ops, binary ops, trinary ops, external functions, first deriv of external functions, second deriv of external functions, local variables)
+ \item Suppose you want to create the node $e_1+e_2$ (where $e_1$ and $e_2$ are sub-expressions):
+ \begin{itemize}
+ \item the algorithm searches the binary ops table for the tuple equal to (address of $e_1$, address of $e_2$, op code of +) (it is the \alert{search key})
+ \item if the tuple is found in the table, the node already exists and its memory address is returned
+ \item otherwise, the node is created and is added to the table with its search key
+ \end{itemize}
+ \item Maximum sharing is achieved because expression trees are constructed bottom-up
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Final remarks about expressions}
+ \begin{itemize}
+ \item Storage of negative constants
+ \begin{itemize}
+ \item class \texttt{NumConstNode} only accepts positive constants
+ \item a negative constant is stored as a unary minus applied to a positive constant
+ \item this is a kind of identification constraint to avoid having two ways of representing negative constants: $(-2)$ and $-(2)$
+ \end{itemize}
+ \item Widely used constants
+ \begin{itemize}
+ \item class \texttt{DataTree} has attributes containing pointers to constants: $0$, $1$, $2$, $-1$, \texttt{NaN}, $\infty$, $-\infty$, and $\pi$
+ \item these constants are used in many places (in simplification rules, in derivation algorithm\ldots)
+ \item sub-expression sharing algorithm ensures that these constants will never be duplicated
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{List of statements}
+ \begin{itemize}
+ \item A statement is represented by an instance of a subclass of the abstract class \texttt{Statement}
+ \item Three groups of statements:
+ \begin{itemize}
+ \item initialization statements (parameter initialization with $p = \ldots$, \texttt{initval}, \texttt{histval}, or \texttt{endval} block)
+ \item shocks blocks (\texttt{shocks}, \texttt{mshocks}, \ldots)
+ \item computing tasks (\texttt{steady}, \texttt{check}, \texttt{simul}, \ldots)
+ \end{itemize}
+ \item Each type of statement has its own class (\textit{e.g.} \texttt{InitValStatement}, \texttt{SimulStatement}, \ldots)
+ \item The class \texttt{ModFile} stores a list of pointers of type \texttt{Statement*}, corresponding to the statements of the \texttt{mod} file, in their order of declaration
+ \item Heavy use of polymorphism in the check pass, computing pass, and when writing outputs: abstract class \texttt{Statement} provides a virtual method for these 3 actions
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Evaluation context}
+ \begin{itemize}
+ \item The \texttt{ModFile} class contains an \alert{evaluation context}
+ \item It is a map associating a numerical value to some symbols
+ \item Filled in with \texttt{initval} block values and parameter initializations
+ \item Used during equation normalization (in the block decomposition), for finding non-zero entries in the jacobian
+ \item Used in testing that trends are compatible with a balanced growth path, for finding non-zero cross partials of equations with respect to trend variables and endogenous varibales
+ \end{itemize}
+\end{frame}
+
+\section{Check pass}
+
+\begin{frame}
+ \frametitle{Error checking during parsing}
+ \begin{itemize}
+ \item Some errors in the \texttt{mod} file can be detected during parsing:
+ \begin{itemize}
+ \item syntax errors
+ \item use of undeclared symbols in model block, initval block\ldots
+ \item use of a symbol incompatible with its type (\textit{e.g.} parameter in initval, local variable used both in model and outside model)
+ \item multiple shock declarations for the same variable
+ \end{itemize}
+ \item But some other checks can only be done when parsing is completed\ldots
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Check pass}
+ \begin{itemize}
+ \item The check pass is implemented through the method \texttt{ModFile::checkPass()}
+ \item Performs many checks. Examples include:
+ \begin{itemize}
+ \item check there is at least one equation in the model (except if doing a standalone BVAR estimation)
+ \item checks for coherence in statements (\textit{e.g.} options passed to statements do not conflict with each other, required options have been passed)
+ \item checks for coherence among statements (\textit{e.g.} if \texttt{osr} statement is present, ensure \texttt{osr\_params} and \texttt{optim\_weights} statements are present)
+ \item checks for coherence between statements and attributes of \texttt{mod} file (\textit{e.g.} \texttt{use\_dll} is not used with \texttt{block} or \texttt{bytecode})
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+\section{Transform pass}
+
+\begin{frame}
+ \frametitle{Transform pass (1/2)}
+ \begin{itemize}
+ \item The transform pass is implemented through the method \texttt{ModFile::transformPass(bool nostrict)}
+ \item It makes necessary transformations (notably to the dynamic model, symbol table, and statements list) preparing the \texttt{ModFile} object for the computing pass. Examples of transformations include:
+ \begin{itemize}
+ \item creation of auxiliary variables and equations for leads, lags, expectation operator, differentiated forward variables, etc.
+ \item detrending of model equations if nonstationary variables are present
+ \item decreasing leads/lags of predetermined variables by one period
+ \item addition of FOCs of Langrangian for Ramsey problem
+ \item addition of \texttt{dsge\_prior\_weight} initialization before all other statements if estimating a DSGE-VAR where the weight of the DSGE prior of the VAR is calibrated
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Transform pass (2/2)}
+ \begin{itemize}
+ \item It then freezes the symbol table, meaning that no more symbols can be created on the \texttt{ModFile} object
+ \item Finally checks are performed on the transformed model. Examples include:
+ \begin{itemize}
+ \item same number of endogenous varibables as equations (not done in certain situations, \textit{e.g.} Ramsey, discretionary policy, etc.)
+ \item correspondence among variables and statements, \textit{e.g.} Ramsey policy, identification, perfect foresight solver, and simul are incompatible with deterministic exogenous variables
+ \item correspondence among statements, \textit{e.g.} for DSGE-VAR without \texttt{bayesian\_irf} option, the number of shocks must be greater than or equal to the number of observed variables
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+
+\section{Computing pass}
+
+\begin{frame}
+ \frametitle{Overview of the computing pass}
+ \begin{itemize}
+ \item Computing pass implemented in \texttt{ModFile::computingPass()}
+ \item Creates Static model from Dynamic (by removing leads/lags)
+ \item Determines which derivatives to compute
+ \item Then calls \texttt{DynamicModel::computingPass()} which computes:
+ \begin{itemize}
+ \item leag/lag variable incidence matrix
+ \item symbolic derivatives w.r.t. endogenous, exogenous, and parameters, if needed
+ \item equation normalization + block decomposition
+ \item temporary terms
+ \item computes equation cross references, if desired
+ \end{itemize}
+ \item NB: analagous operations for Static model are performed by \texttt{StaticModel::computingPass()}
+ \item Asserts that equations declared linear are indeed linear (by checking that Hessian == 0)
+ \item Finally, calls \texttt{Statement::computingPass()} on all statements
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Model Variables}
+ \begin{itemize}
+ \item In the context of class \texttt{ModelTree}, a \alert{variable} is a pair (symbol, lag)
+ \item The symbol must correspond to a variable of type endogenous, exogenous, deterministic exogenous variable, or parameter
+ \item The \texttt{SymbolTable} class keeps track of valid symbols while the \texttt{variable\_node\_map} keeps track of model variables (symbol, lag pairs stored in \texttt{VariableNode} objects)
+ \item After the computing pass, the \texttt{DynamicModel} class writes the leag/lag incidence matrix:
+ \begin{itemize}
+ \item three rows: the first row indicates $t-1$, the second row $t$, and the third row $t+1$
+ \item one column for every endogenous symbol in order of declaration; NB: includes endogenous auxiliary variables created during the transform pass
+ \item elements of the matrix are either 0 (if the variable does not appear in the model) or correspond to the variable's column in the Jacobian of the dynamic model
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Static versus dynamic model}
+ \begin{itemize}
+ \item The static model is simply the dynamic model without leads and lags
+ \item Static model used to characterize the steady state
+ \item The jacobian of the static model is used in the (Matlab) solver for determining the steady state
+ \end{itemize}
+ \begin{block}{Example}
+ \begin{itemize}
+ \item suppose dynamic model is $2x_t \cdot x_{t-1} = 0$
+ \item static model is $2x^2 = 0$, whose derivative w.r.t. $x$ is $4x$
+ \item dynamic derivative w.r.t. $x_t$ is $2x_{t-1}$, and w.r.t. $x_{t-1}$ is $2x_t$
+ \item removing leads/lags from dynamic derivatives and summing over the two partial derivatives w.r.t. $x_t$ and $x_{t-1}$ gives $4x$
+ \end{itemize}
+ \end{block}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Which derivatives to compute?}
+ \begin{itemize}
+ \item In deterministic mode:
+ \begin{itemize}
+ \item static jacobian w.r.t. endogenous variables only
+ \item dynamic jacobian w.r.t. endogenous variables only
+ \end{itemize}
+ \item In stochastic mode:
+ \begin{itemize}
+ \item static jacobian w.r.t. endogenous variables only
+ \item dynamic jacobian w.r.t. endogenous, exogenous, and deterministic exogenous variables
+ \item dynamic hessian w.r.t. endogenous, exogenous, and deterministic exogenous variables
+ \item possibly dynamic 3rd derivatives (if \texttt{order} option $\geq 3$)
+ \item possibly dynamic jacobian and/or hessian w.r.t. parameters (if \texttt{identification} or analytic derivs needed for \texttt{estimation} and \texttt{params\_derivs\_order} $>0$)
+ \end{itemize}
+ \item For Ramsey policy: the same as above, but with one further order of derivation than declared by the user with \texttt{order} option (the derivation order is determined in the check pass, see \texttt{RamseyPolicyStatement::checkPass()})
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Derivation algorithm (1/2)}
+ \begin{itemize}
+ \item Derivation of the model implemented in \texttt{ModelTree::computeJacobian()}, \texttt{ModelTree::computeHessian()}, \texttt{ModelTree::computeThirdDerivatives()}, and \texttt{ModelTree::computeParamsDerivatives()}
+ \item Simply call \texttt{ExprNode::getDerivative(deriv\_id)} on each equation node
+ \item Use of polymorphism:
+ \begin{itemize}
+ \item for a constant or variable node, derivative is straightforward ($0$ or $1$)
+ \item for a unary, binary, trinary op nodes and external function nodes, recursively calls method \texttt{computeDerivative()} on children to construct derivative
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Derivation algorithm (2/2)}
+ \framesubtitle{Optimizations}
+ \begin{itemize}
+ \item Caching of derivation results
+ \begin{itemize}
+ \item method \texttt{ExprNode::getDerivative(deriv\_id)} memorizes its result in a member attribute (\texttt{derivatives}) the first time it is called
+ \item the second time it is called (with the same argument), it simply returns the cached value without recomputation
+ \item caching is useful because of sub-expression sharing
+ \end{itemize}
+ \item Efficiently finds symbolic derivatives equal to $0$
+ \begin{itemize}
+ \item consider the expression $x+y^2$
+ \item without any computation, you know its derivative w.r.t. $z$ is zero
+ \item each node stores in an attribute (\texttt{non\_null\_derivatives}) the set of variables which appear in the expression it represents ($\{x,y\}$ in the example)
+ \item this set is computed in \texttt{prepareForDerivation()}
+ \item when \texttt{getDerivative(deriv\_id)} is called, immediately returns zero if \texttt{deriv\_id} is not in that set
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+\begin{frame}[fragile]
+ \frametitle{Temporary terms (1/2)}
+ \begin{itemize}
+ \item When the preprocessor writes equations and derivatives in its outputs, it takes advantage of sub-expression sharing
+ \item In Matlab static and dynamic output files, equations are preceded by a list of \alert{temporary terms}
+ \item These terms are variables containing expressions shared by several equations or derivatives
+ \item Using these terms greatly enhances the computing speed of the model residual, jacobian, hessian, or third derivative
+ \end{itemize}
+ \begin{block}{Example}
+ \begin{columns}[t]
+ \begin{column}{6cm}
+ The equations:
+\begin{verbatim}
+residual(0)=x+y^2-z^3;
+residual(1)=3*(x+y^2)+1;
+\end{verbatim}
+ \end{column}
+ \begin{column}{4.8cm}
+ Can be optimized in:
+\begin{verbatim}
+T1=x+y^2;
+residual(0)=T1-z^3;
+residual(1)=3*T1+1;
+\end{verbatim}
+ \end{column}
+ \end{columns}
+ \end{block}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Temporary terms (2/2)}
+ \begin{itemize}
+ \item Expression storage in the preprocessor implements maximal sharing but this is not optimal for the Matlab output files, because creating a temporary variable also has a cost (in terms of CPU and of memory)
+ \item Computation of temporary terms implements a trade-off between:
+ \begin{itemize}
+ \item cost of duplicating sub-expressions
+ \item cost of creating new variables
+ \end{itemize}
+ \item Algorithm uses a recursive cost calculation, which marks some nodes as being ``temporary''
+ \item \textit{Problem}: redundant with optimizations done by the C/C++ compiler (when Dynare is in DLL mode) $\Rightarrow$ compilation very slow on big models
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{The special case of Ramsey policy}
+ \begin{itemize}
+ \item For most statements, the method \texttt{computingPass()} is a no-op\ldots
+ \item \ldots except for \texttt{planner\_objective} statement, which serves to declare planner objective when doing optimal policy under commitment
+ \item Class \texttt{PlannerObjectiveStatement} contains an instance of \texttt{ModelTree}, which stores the objective function (\texttt{i.e.} only one equation in the tree)
+ \item During the computing pass, triggers the computation of the first and second order (static) derivatives of the objective
+ \end{itemize}
+\end{frame}
+
+\section{Writing outputs}
+
+\begin{frame}
+ \frametitle{Output overview}
+ \begin{itemize}
+ \item Implemented in \texttt{ModFile::writeOutputFiles()}
+ \item If \texttt{mod} file is \texttt{model.mod}, all created filenames will begin with \texttt{model}
+ \item Main output file is \texttt{model.m}, containing:
+ \begin{itemize}
+ \item general initialization commands
+ \item symbol table output (from \texttt{SymbolTable::writeOutput()})
+ \item lead/lag incidence matrix (from \texttt{DynamicModel::writeDynamicMFile()})
+ \item call to Matlab functions corresponding to the statements of the \texttt{mod} file (written by calling \texttt{Statement::writeOutput()} on all statements through polymorphism)
+ \end{itemize}
+ \item Subsidiary output files:
+ \begin{itemize}
+ \item one for the static model
+ \item one for the dynamic model
+ \item one for the auxiliary variables
+ \item one for the steady state file (if relevant)
+ \item one for the planner objective (if relevant)
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Model output files}
+ Three possible output types:
+ \begin{itemize}
+ \item Matlab/Octave mode: static and dynamic files in Matlab
+ \item Julia mode: static and dynamic files in Julia
+ \item DLL mode:
+ \begin{itemize}
+ \item static and dynamic files in C++ source code (with corresponding headers)
+ \item compiled through \texttt{mex} to allow execution from within Matlab
+ \end{itemize}
+ \item Sparse DLL mode:
+ \begin{itemize}
+ \item static file in Matlab
+ \item two possibilities for dynamic file:
+ \begin{itemize}
+ \item by default, a C++ source file (with header) and a binary file, to be read from the C++ code
+ \item or, with \texttt{no\_compiler} option, a binary file in custom format, executed from Matlab through \texttt{simulate} DLL
+ \item the second option serves to bypass compilation of C++ file which can be very slow
+ \end{itemize}
+ \end{itemize}
+ \end{itemize}
+\end{frame}
+
+\section{Proposed Changes}
+
+\newcounter{sauvegardeenumi}
+\newcommand{\asuivre}{\setcounter{sauvegardeenumi}{\theenumi}}
+\newcommand{\suite}{\setcounter{enumi}{\thesauvegardeenumi}}
+
+\begin{frame}
+ \frametitle{Proposed changes with addition of Julia support (1/2)}
+ \begin{enumerate}
+ \item Julia output is provided upon parsing of \texttt{mod} file, everything else done in Julia
+ \begin{itemize}
+ \item Pros: very few changes to the preprocessor
+ \item Cons: repeated code (same checks, transformations, computations done in preprocessor and Julia); potential code divergence/two parallel projects
+ \end{itemize}
+ \item Dump preprocessor altogether: do everything with Julia
+ \begin{itemize}
+ \item Pros: simple to distribute, move away from C++ (no contributions, requires more expertise)
+ \item Cons: Matlab/Octave users must also download Julia, a big project, speed (?)
+ \end{itemize}
+ \asuivre
+ \end{enumerate}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Proposed changes with addition of Julia support (2/2)}
+ \begin{enumerate}
+ \suite
+ \item Create libraries out of the preprocessor
+ \begin{itemize}
+ \item Pros: Dynare interaction similar across HLPs, preprocessor used as is
+ \item Cons: difficult for outsiders to contribute, big project, not much benefit in speed when compared to\ldots
+ \end{itemize}
+ \item Write \texttt{mod} file from HLP then call preprocessor; option to output JSON file representing \texttt{ModFile} object at every step of the preprocessor
+ \begin{itemize}
+ \item Pros: Dynare interaction similar across HLPs, preprocessor used as is, minimal amount of work, easy incremental step, allows users to support any given HPL given the JSON output
+ \item Cons: unnecessary processing when certain changes made in host language, keeps defaults of current preprocessor, speed (?)
+ \end{itemize}
+ \item Other ideas?
+ \end{enumerate}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Using HLP \texttt{mod} file objects (1/2)}
+ \begin{center}
+ \includegraphics[width=11cm]{json-preprocessor.png}
+ \end{center}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Using HLP \texttt{mod} file objects (2/2)}
+ \begin{itemize}
+ \item Allows interactivity for all HLPs; requires only
+ \begin{itemize}
+ \item A definition of a mod file class in the HLP
+ \item A library function that converts an HLP mod file object to a \texttt{mod} file
+ \end{itemize}
+ \item Allows users to use Dynare with any HPL. Standard JSON output can be read in any HPL; user can use it construct desired HPL objects and work with model in their language of preference
+ \item Easy first step
+ \item No divergence of codebase: don't need to repeat code (checks, transformations, etc.) across platforms
+ \item Creates \texttt{mod} files that can be used on other host language platforms
+ \item Adds one more HLP library to distribute
+ \item Need to design/implement classes that will store processed dynare \texttt{mod} file in various HLPs
+ \end{itemize}
+\end{frame}
+
+\end{document}
diff --git a/doc/preprocessor/readme b/doc/preprocessor/readme
new file mode 100644
index 0000000000000000000000000000000000000000..a84b96c794e8bb3572d83bcce8d05bcfce56ef7f
--- /dev/null
+++ b/doc/preprocessor/readme
@@ -0,0 +1,2 @@
+NB: .png files made on https://www.draw.io. They can be edited by loading the .xml file with the same name
+