Commit db3f2b3c authored by Houtan Bastani's avatar Houtan Bastani

move external file write functions to class definitions

parent ecf52751
......@@ -4335,3 +4335,425 @@ DynamicModel::isChecksumMatching(const string &basename) const
return true;
}
void
DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present) const
{
int lag_presence[3];
// Loop on endogenous variables
vector<int> zeta_back, zeta_mixed, zeta_fwrd, zeta_static;
for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
{
// Loop on periods
for (int lag = 0; lag <= 2; lag++)
{
lag_presence[lag] = 1;
try
{
getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
}
catch (UnknownDerivIDException &e)
{
lag_presence[lag] = 0;
}
}
if (lag_presence[0] == 1)
if (lag_presence[2] == 1)
zeta_mixed.push_back(endoID);
else
zeta_back.push_back(endoID);
else if (lag_presence[2] == 1)
zeta_fwrd.push_back(endoID);
else
zeta_static.push_back(endoID);
}
output << "size_t nstatic = " << zeta_static.size() << ";" << endl
<< "size_t nfwrd = " << zeta_fwrd.size() << ";" << endl
<< "size_t nback = " << zeta_back.size() << ";" << endl
<< "size_t nmixed = " << zeta_mixed.size() << ";" << endl;
output << "size_t zeta_static[" << zeta_static.size() << "] = {";
for (vector<int>::iterator i = zeta_static.begin(); i != zeta_static.end(); ++i)
{
if ( i != zeta_static.begin() )
output << ",";
output << *i;
}
output << "};" << endl;
output << "size_t zeta_back[" << zeta_back.size() << "] = {";
for (vector<int>::iterator i = zeta_back.begin(); i != zeta_back.end(); ++i)
{
if ( i != zeta_back.begin() )
output << ",";
output << *i;
}
output << "};" << endl;
output << "size_t zeta_fwrd[" << zeta_fwrd.size() << "] = {";
for (vector<int>::iterator i = zeta_fwrd.begin(); i != zeta_fwrd.end(); ++i)
{
if ( i != zeta_fwrd.begin() )
output << ",";
output << *i;
}
output << "};" << endl;
output << "size_t zeta_mixed[" << zeta_mixed.size() << "] = {";
for (vector<int>::iterator i = zeta_mixed.begin(); i != zeta_mixed.end(); ++i)
{
if ( i != zeta_mixed.begin() )
output << ",";
output << *i;
}
output << "};" << endl;
// Write number of non-zero derivatives
// Use -1 if the derivatives have not been computed
output << "int *NNZDerivatives[3] = {";
switch (order)
{
case 0:
output << NNZDerivatives[0] << ",-1,-1};" << endl;
break;
case 1:
output << NNZDerivatives[0] << "," << NNZDerivatives[1] << ",-1};" << endl;
break;
case 2:
output << NNZDerivatives[0] << "," << NNZDerivatives[1] << "," << NNZDerivatives[2] << "};" << endl;
break;
default:
cerr << "Order larger than 3 not implemented" << endl;
exit(EXIT_FAILURE);
}
}
void
DynamicModel::writeFirstDerivativesC(const string &basename, bool cuda) const
{
string filename = basename + "_first_derivatives.c";
ofstream mDynamicModelFile, mDynamicMexFile;
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mDynamicModelFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
mDynamicModelFile << "/*" << endl
<< " * " << filename << " : Computes first order derivatives of the model for Dynare" << endl
<< " *" << endl
<< " * Warning : this file is generated automatically by Dynare" << endl
<< " * from model " << basename << "(.mod)" << endl
<< " */" << endl
<< "#include <math.h>" << endl;
mDynamicModelFile << "#include <stdlib.h>" << endl;
mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
// Write function definition if oPowerDeriv is used
writePowerDerivCHeader(mDynamicModelFile);
mDynamicModelFile << "void FirstDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
<< "{" << endl;
// this is always empty here, but needed by d1->writeOutput
deriv_node_temp_terms_t tef_terms;
// Writing Jacobian
for (first_derivatives_t::const_iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
int eq = it->first.first;
int var = it->first.second;
expr_t d1 = it->second;
jacobianHelper(mDynamicModelFile, eq, getDynJacobianCol(var), oCDynamicModel);
mDynamicModelFile << "=";
// oCstaticModel makes reference to the static variables
d1->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
mDynamicModelFile << ";" << endl;
}
mDynamicModelFile << "}" << endl;
writePowerDeriv(mDynamicModelFile, true);
mDynamicModelFile.close();
}
// using compressed sparse row format (CSR)
void
DynamicModel::writeSecondDerivativesC_csr(const string &basename, bool cuda) const
{
string filename = basename + "_second_derivatives.c";
ofstream mDynamicModelFile, mDynamicMexFile;
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mDynamicModelFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
mDynamicModelFile << "/*" << endl
<< " * " << filename << " : Computes second order derivatives of the model for Dynare" << endl
<< " *" << endl
<< " * Warning : this file is generated automatically by Dynare" << endl
<< " * from model " << basename << "(.mod)" << endl
<< " */" << endl
<< "#include <math.h>" << endl;
mDynamicModelFile << "#include <stdlib.h>" << endl;
mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
// write function definition if oPowerDeriv is used
writePowerDerivCHeader(mDynamicModelFile);
mDynamicModelFile << "void SecondDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, int *row_ptr, int *col_ptr, double *value)" << endl
<< "{" << endl;
// this is always empty here, but needed by d1->writeOutput
deriv_node_temp_terms_t tef_terms;
// Indexing derivatives in column order
vector<derivative> D;
int hessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
for (second_derivatives_t::const_iterator it = second_derivatives.begin();
it != second_derivatives.end(); it++)
{
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second;
int id1 = getDynJacobianCol(var1);
int id2 = getDynJacobianCol(var2);
int col_nb = id1 * dynJacobianColsNbr + id2;
derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
D.push_back(deriv);
if (id1 != id2)
{
col_nb = id2 * dynJacobianColsNbr + id1;
derivative deriv(col_nb + eq*hessianColsNbr,col_nb,eq,it->second);
D.push_back(deriv);
}
}
sort(D.begin(), D.end(), derivative_less_than() );
// Writing Hessian
vector<int> row_ptr(equations.size());
fill(row_ptr.begin(),row_ptr.end(),0.0);
int k = 0;
for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
{
row_ptr[it->row_nbr]++;
mDynamicModelFile << "col_ptr[" << k << "] "
<< "=" << it->col_nbr << ";" << endl;
mDynamicModelFile << "value[" << k << "] = ";
// oCstaticModel makes reference to the static variables
it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
mDynamicModelFile << ";" << endl;
k++;
}
// row_ptr must point to the relative address of the first element of the row
int cumsum = 0;
mDynamicModelFile << "row_ptr = [ 0";
for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
{
cumsum += *it;
mDynamicModelFile << ", " << cumsum;
}
mDynamicModelFile << "];" << endl;
mDynamicModelFile << "}" << endl;
writePowerDeriv(mDynamicModelFile, true);
mDynamicModelFile.close();
}
void
DynamicModel::writeThirdDerivativesC_csr(const string &basename, bool cuda) const
{
string filename = basename + "_third_derivatives.c";
ofstream mDynamicModelFile, mDynamicMexFile;
mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
if (!mDynamicModelFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
mDynamicModelFile << "/*" << endl
<< " * " << filename << " : Computes third order derivatives of the model for Dynare" << endl
<< " *" << endl
<< " * Warning : this file is generated automatically by Dynare" << endl
<< " * from model " << basename << "(.mod)" << endl
<< " */" << endl
<< "#include <math.h>" << endl;
mDynamicModelFile << "#include <stdlib.h>" << endl;
mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
// Write function definition if oPowerDeriv is used
writePowerDerivCHeader(mDynamicModelFile);
mDynamicModelFile << "void ThirdDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
<< "{" << endl;
// this is always empty here, but needed by d1->writeOutput
deriv_node_temp_terms_t tef_terms;
vector<derivative> D;
int hessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
int thirdDerivativesColsNbr = hessianColsNbr*dynJacobianColsNbr;
for (third_derivatives_t::const_iterator it = third_derivatives.begin();
it != third_derivatives.end(); it++)
{
int eq = it->first.first;
int var1 = it->first.second.first;
int var2 = it->first.second.second.first;
int var3 = it->first.second.second.second;
int id1 = getDynJacobianCol(var1);
int id2 = getDynJacobianCol(var2);
int id3 = getDynJacobianCol(var3);
// Reference column number for the g3 matrix (with symmetrical derivatives)
vector<long unsigned int> cols;
long unsigned int col_nb = id1 * hessianColsNbr + id2 * dynJacobianColsNbr + id3;
int thirdDColsNbr = hessianColsNbr*dynJacobianColsNbr;
derivative deriv(col_nb + eq*thirdDColsNbr,col_nb,eq,it->second);
D.push_back(deriv);
cols.push_back(col_nb);
col_nb = id1 * hessianColsNbr + id3 * dynJacobianColsNbr + id2;
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
{
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
D.push_back(deriv);
cols.push_back(col_nb);
}
col_nb = id2 * hessianColsNbr + id1 * dynJacobianColsNbr + id3;
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
{
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
D.push_back(deriv);
cols.push_back(col_nb);
}
col_nb = id2 * hessianColsNbr + id3 * dynJacobianColsNbr + id1;
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
{
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
D.push_back(deriv);
cols.push_back(col_nb);
}
col_nb = id3 * hessianColsNbr + id1 * dynJacobianColsNbr + id2;
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
{
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
D.push_back(deriv);
cols.push_back(col_nb);
}
col_nb = id3 * hessianColsNbr + id2 * dynJacobianColsNbr + id1;
if (find(cols.begin(),cols.end(),col_nb) == cols.end())
{
derivative deriv(col_nb + eq*thirdDerivativesColsNbr,col_nb,eq,it->second);
D.push_back(deriv);
}
}
sort(D.begin(), D.end(), derivative_less_than() );
vector<int> row_ptr(equations.size());
fill(row_ptr.begin(),row_ptr.end(),0.0);
int k = 0;
for(vector<derivative>::const_iterator it = D.begin(); it != D.end(); ++it)
{
row_ptr[it->row_nbr]++;
mDynamicModelFile << "col_ptr[" << k << "] "
<< "=" << it->col_nbr << ";" << endl;
mDynamicModelFile << "value[" << k << "] = ";
// oCstaticModel makes reference to the static variables
it->value->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
mDynamicModelFile << ";" << endl;
k++;
}
// row_ptr must point to the relative address of the first element of the row
int cumsum = 0;
mDynamicModelFile << "row_ptr = [ 0";
for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
{
cumsum += *it;
mDynamicModelFile << ", " << cumsum;
}
mDynamicModelFile << "];" << endl;
mDynamicModelFile << "}" << endl;
writePowerDeriv(mDynamicModelFile, true);
mDynamicModelFile.close();
}
void
DynamicModel::writeCCOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present) const
{
int lag_presence[3];
// Loop on endogenous variables
for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
{
// Loop on periods
for (int lag = 0; lag <= 2; lag++)
{
lag_presence[lag] = 1;
try
{
getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
}
catch (UnknownDerivIDException &e)
{
lag_presence[lag] = 0;
}
}
if (lag_presence[0] == 1)
if (lag_presence[2] == 1)
output << "zeta_mixed.push_back(" << endoID << ");" << endl;
else
output << "zeta_back.push_back(" << endoID << ");" << endl;
else if (lag_presence[2] == 1)
output << "zeta_fwrd.push_back(" << endoID << ");" << endl;
else
output << "zeta_static.push_back(" << endoID << ");" << endl;
}
output << "nstatic = zeta_static.size();" << endl
<< "nfwrd = zeta_fwrd.size();" << endl
<< "nback = zeta_back.size();" << endl
<< "nmixed = zeta_mixed.size();" << endl;
// Write number of non-zero derivatives
// Use -1 if the derivatives have not been computed
output << endl
<< "NNZDerivatives.push_back(" << NNZDerivatives[0] << ");" << endl;
if (order > 1)
{
output << "NNZDerivatives.push_back(" << NNZDerivatives[1] << ");" << endl;
if (order > 2)
output << "NNZDerivatives.push_back(" << NNZDerivatives[2] << ");" << endl;
else
output << "NNZDerivatives.push_back(-1);" << endl;
}
else
output << "NNZDerivatives.push_back(-1);" << endl
<< "NNZDerivatives.push_back(-1);" << endl;
}
/*
* Copyright (C) 2006-2013 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
#include <cassert>
#include "ModFile.hh"
#include "DynamicModel.hh"
#include "StaticModel.hh"
#include "SteadyStateModel.hh"
void
ModFile::writeExternalFiles(const string &basename, FileOutputType output, LanguageOutputType language) const
{
switch(language)
{
case c:
writeExternalFilesC(basename, output);
break;
case cpp:
writeExternalFilesCC(basename, output);
break;
default:
cerr << "This case shouldn't happen. Contact the authors of Dynare" << endl;
exit(EXIT_FAILURE);
}
}
// C interface
void
ModFile::writeExternalFilesC(const string &basename, FileOutputType output) const
{
writeModelC(basename);
steady_state_model.writeSteadyStateFileC(basename, mod_file_struct.ramsey_model_present);
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
if (!no_static)
static_model.writeStaticFile(basename, false, false, true);
// static_model.writeStaticCFile(basename, block, byte_code, use_dll);
// static_model.writeParamsDerivativesFileC(basename, cuda);
// static_model.writeAuxVarInitvalC(mOutputFile, oMatlabOutsideModel, cuda);
// dynamic_model.writeResidualsC(basename, cuda);
// dynamic_model.writeParamsDerivativesFileC(basename, cuda);
dynamic_model.writeFirstDerivativesC(basename, cuda);
if (output == second)
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
else if (output == third)
{
dynamic_model.writeSecondDerivativesC_csr(basename, cuda);
dynamic_model.writeThirdDerivativesC_csr(basename, cuda);
}
}
void
ModFile::writeModelC(const string &basename) const
{
string filename = basename + ".c";
ofstream mDriverCFile;
mDriverCFile.open(filename.c_str(), ios::out | ios::binary);
if (!mDriverCFile.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
mDriverCFile << "/*" << endl
<< " * " << filename << " : Driver file for Dynare C code" << endl
<< " *" << endl
<< " * Warning : this file is generated automatically by Dynare" << endl
<< " * from model file (.mod)" << endl
<< " */" << endl
<< endl
<< "#include \"dynare_driver.h\"" << endl
<< endl
<< "struct" << endl
<< "{" << endl;
// Write basic info
symbol_table.writeCOutput(mDriverCFile);
mDriverCFile << endl << "params.resize(param_nbr);" << endl;
if (dynamic_model.equation_number() > 0)
{
dynamic_model.writeCOutput(mDriverCFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
// if (!no_static)
// static_model.writeCOutput(mOutputFile, block);
}
// Print statements
for (vector<Statement *>::const_iterator it = statements.begin();
it != statements.end(); it++)
(*it)->writeCOutput(mDriverCFile, basename);
mDriverCFile << "} DynareInfo;" << endl;
mDriverCFile.close();
// Write informational m file
ofstream mOutputFile;
if (basename.size())
{
string fname(basename);
fname += ".m";
mOutputFile.open(fname.c_str(), ios::out | ios::binary);
if (!mOutputFile.is_open())
{
cerr << "ERROR: Can't open file " << fname
<< " for writing" << endl;
exit(EXIT_FAILURE);
}
}
else
{
cerr << "ERROR: Missing file name" << endl;
exit(EXIT_FAILURE);
}
mOutputFile << "%" << endl
<< "% Status : informational m file" << endl
<< "%" << endl
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl
<< "disp('The following C file was successfully created:');" << endl
<< "ls preprocessorOutput.c" << endl << endl;
mOutputFile.close();
}
void
DynamicModel::writeCOutput(ostream &output, const string &basename, bool block_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present) const
{
int lag_presence[3];
// Loop on endogenous variables
vector<int> zeta_back, zeta_mixed, zeta_fwrd, zeta_static;
for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
{
// Loop on periods
for (int lag = 0; lag <= 2; lag++)
{
lag_presence[lag] = 1;
try
{
getDerivID(symbol_table.getID(eEndogenous, endoID), lag-1);
}
catch (UnknownDerivIDException &e)
{
lag_presence[lag] = 0;
}
}
if (lag_presence[0] == 1)
if (lag_presence[2] == 1)
zeta_mixed.push_back(endoID);
else
zeta_back.push_back(endoID);
else if (lag_presence[2] == 1)
zeta_fwrd.push_back(endoID);
else
zeta_static.push_back(endoID);
}
output << "size_t nstatic = " << zeta_static.size() << ";" << endl
<< "size_t nfwrd = " << zeta_fwrd.size() << ";" << endl
<< "size_t nback = " << zeta_back.size() << ";" << endl
<< "size_t nmixed = " << zeta_mixed.size() << ";" << endl;
output << "size_t zeta_static[" << zeta_static.size() << "] = {";
for (vector<int>::iterator i = zeta_static.begin(); i != zeta_static.end(); ++i)
{
if ( i != zeta_static.begin() )
output << ",";
output << *i;
}
output << "};" << endl;
output << "size_t zeta_back[" << zeta_back.size() << "] = {";
for (vector<int>::iterator i = zeta_back.begin(); i != zeta_back.end(); ++i)
{
if ( i != zeta_back.begin() )
output << ",";
output << *i;
}
output << "};" << endl;
output << "size_t zeta_fwrd[" << zeta_fwrd.size() << "] = {";
for (vector<int>::iterator i = zeta_fwrd.begin(); i != zeta_fwrd.end(); ++i)
{
if ( i != zeta_fwrd.begin() )