Commit dc1be70d authored by Sébastien Villemot's avatar Sébastien Villemot

Add derivatives of static model w.r.t. parameters

The new file is <FILENAME>_static_params_derives.m

Closes: #160
parent aca256eb
...@@ -905,7 +905,7 @@ PlannerObjectiveStatement::getPlannerObjective() const ...@@ -905,7 +905,7 @@ PlannerObjectiveStatement::getPlannerObjective() const
void void
PlannerObjectiveStatement::computingPass() PlannerObjectiveStatement::computingPass()
{ {
model_tree->computingPass(eval_context_t(), false, true, false, false); model_tree->computingPass(eval_context_t(), false, true, false, false, false);
} }
void void
......
...@@ -2986,7 +2986,7 @@ DynamicModel::computingPass(bool jacobianExo, bool hessian, bool thirdDerivative ...@@ -2986,7 +2986,7 @@ DynamicModel::computingPass(bool jacobianExo, bool hessian, bool thirdDerivative
if (paramsDerivatives) if (paramsDerivatives)
{ {
cout << " - order 2 (derivatives of Jacobian w.r. to parameters)" << endl; cout << " - derivatives of Jacobian/Hessian w.r. to parameters" << endl;
computeParamsDerivatives(); computeParamsDerivatives();
if (!no_tmp_terms) if (!no_tmp_terms)
...@@ -3715,108 +3715,6 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context ...@@ -3715,108 +3715,6 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context
} }
} }
void
DynamicModel::computeParamsDerivatives()
{
for (deriv_id_table_t::const_iterator it = deriv_id_table.begin();
it != deriv_id_table.end(); it++)
{
if (symbol_table.getType(it->first.first) != eParameter)
continue;
int param = it->second;
for (int eq = 0; eq < (int) equations.size(); eq++)
{
expr_t d1 = equations[eq]->getDerivative(param);
if (d1 == Zero)
continue;
residuals_params_derivatives[make_pair(eq, param)] = d1;
}
for (first_derivatives_t::const_iterator it2 = residuals_params_derivatives.begin();
it2 != residuals_params_derivatives.end(); it2++)
{
int eq = it2->first.first;
int param1 = it2->first.second;
expr_t d1 = it2->second;
expr_t d2 = d1->getDerivative(param);
if (d2 == Zero)
continue;
residuals_params_second_derivatives[make_pair(eq, make_pair(param1, param))] = d2;
}
for (first_derivatives_t::const_iterator it2 = first_derivatives.begin();
it2 != first_derivatives.end(); it2++)
{
int eq = it2->first.first;
int var = it2->first.second;
expr_t d1 = it2->second;
expr_t d2 = d1->getDerivative(param);
if (d2 == Zero)
continue;
jacobian_params_derivatives[make_pair(eq, make_pair(var, param))] = d2;
}
for (second_derivatives_t::const_iterator it2 = jacobian_params_derivatives.begin();
it2 != jacobian_params_derivatives.end(); it2++)
{
int eq = it2->first.first;
int var = it2->first.second.first;
int param1 = it2->first.second.second;
expr_t d1 = it2->second;
expr_t d2 = d1->getDerivative(param);
if (d2 == Zero)
continue;
jacobian_params_second_derivatives[make_pair(eq, make_pair(var, make_pair(param1, param)))] = d2;
}
for (second_derivatives_t::const_iterator it2 = second_derivatives.begin();
it2 != second_derivatives.end(); it2++)
{
int eq = it2->first.first;
int var1 = it2->first.second.first;
int var2 = it2->first.second.second;
expr_t d1 = it2->second;
expr_t d2 = d1->getDerivative(param);
if (d2 == Zero)
continue;
hessian_params_derivatives[make_pair(eq, make_pair(var1, make_pair(var2, param)))] = d2;
}
}
}
void
DynamicModel::computeParamsDerivativesTemporaryTerms()
{
map<expr_t, int> reference_count;
params_derivs_temporary_terms.clear();
for (first_derivatives_t::iterator it = residuals_params_derivatives.begin();
it != residuals_params_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
for (second_derivatives_t::iterator it = jacobian_params_derivatives.begin();
it != jacobian_params_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
for (second_derivatives_t::const_iterator it = residuals_params_second_derivatives.begin();
it != residuals_params_second_derivatives.end(); ++it)
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
for (third_derivatives_t::const_iterator it = jacobian_params_second_derivatives.begin();
it != jacobian_params_second_derivatives.end(); ++it)
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
for (third_derivatives_t::const_iterator it = hessian_params_derivatives.begin();
it != hessian_params_derivatives.end(); ++it)
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
}
void void
DynamicModel::writeParamsDerivativesFile(const string &basename) const DynamicModel::writeParamsDerivativesFile(const string &basename) const
{ {
......
...@@ -57,45 +57,6 @@ private: ...@@ -57,45 +57,6 @@ private:
//! Number of columns of dynamic jacobian //! Number of columns of dynamic jacobian
/*! Set by computeDerivID()s and computeDynJacobianCols() */ /*! Set by computeDerivID()s and computeDynJacobianCols() */
int dynJacobianColsNbr; int dynJacobianColsNbr;
//! Derivatives of the residuals w.r. to parameters
/*! First index is equation number, second is parameter.
Only non-null derivatives are stored in the map.
Parameter indices are those of the getDerivID() method.
*/
first_derivatives_t residuals_params_derivatives;
//! Second derivatives of the residuals w.r. to parameters
/*! First index is equation number, second and third indeces are parameters.
Only non-null derivatives are stored in the map.
Parameter indices are those of the getDerivID() method.
*/
second_derivatives_t residuals_params_second_derivatives;
//! Derivatives of the jacobian w.r. to parameters
/*! First index is equation number, second is endo/exo/exo_det variable, and third is parameter.
Only non-null derivatives are stored in the map.
Variable and parameter indices are those of the getDerivID() method.
*/
second_derivatives_t jacobian_params_derivatives;
//! Second derivatives of the jacobian w.r. to parameters
/*! First index is equation number, second is endo/exo/exo_det variable, and third and fourth are parameters.
Only non-null derivatives are stored in the map.
Variable and parameter indices are those of the getDerivID() method.
*/
third_derivatives_t jacobian_params_second_derivatives;
//! Derivatives of the hessian w.r. to parameters
/*! First index is equation number, first and second are endo/exo/exo_det variable, and third is parameter.
Only non-null derivatives are stored in the map.
Variable and parameter indices are those of the getDerivID() method.
*/
third_derivatives_t hessian_params_derivatives;
//! Temporary terms for the file containing parameters derivatives
temporary_terms_t params_derivs_temporary_terms;
//! Temporary terms for block decomposed models //! Temporary terms for block decomposed models
vector< vector<temporary_terms_t> > v_temporary_terms; vector< vector<temporary_terms_t> > v_temporary_terms;
...@@ -155,12 +116,8 @@ private: ...@@ -155,12 +116,8 @@ private:
virtual int getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException); virtual int getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException);
//! Compute the column indices of the dynamic Jacobian //! Compute the column indices of the dynamic Jacobian
void computeDynJacobianCols(bool jacobianExo); void computeDynJacobianCols(bool jacobianExo);
//! Computes derivatives of the Jacobian w.r. to parameters
void computeParamsDerivatives();
//! Computes derivatives of the Jacobian w.r. to trend vars and tests that they are equal to zero //! Computes derivatives of the Jacobian w.r. to trend vars and tests that they are equal to zero
void testTrendDerivativesEqualToZero(const eval_context_t &eval_context); void testTrendDerivativesEqualToZero(const eval_context_t &eval_context);
//! Computes temporary terms for the file containing parameters derivatives
void computeParamsDerivativesTemporaryTerms();
//! Collect only the first derivatives //! Collect only the first derivatives
map<pair<int, pair<int, int> >, expr_t> collect_first_order_derivatives_endogenous(); map<pair<int, pair<int, int> >, expr_t> collect_first_order_derivatives_endogenous();
......
...@@ -380,8 +380,10 @@ ModFile::computingPass(bool no_tmp_terms) ...@@ -380,8 +380,10 @@ ModFile::computingPass(bool no_tmp_terms)
const bool static_hessian = mod_file_struct.identification_present const bool static_hessian = mod_file_struct.identification_present
|| mod_file_struct.estimation_analytic_derivation; || mod_file_struct.estimation_analytic_derivation;
const bool paramsDerivatives = mod_file_struct.identification_present
|| mod_file_struct.estimation_analytic_derivation;
static_model.computingPass(global_eval_context, no_tmp_terms, static_hessian, static_model.computingPass(global_eval_context, no_tmp_terms, static_hessian,
block, byte_code); paramsDerivatives, block, byte_code);
} }
// Set things to compute for dynamic model // Set things to compute for dynamic model
if (mod_file_struct.simul_present || mod_file_struct.check_present if (mod_file_struct.simul_present || mod_file_struct.check_present
...@@ -640,7 +642,10 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, b ...@@ -640,7 +642,10 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, b
if (dynamic_model.equation_number() > 0) if (dynamic_model.equation_number() > 0)
{ {
if (!no_static) if (!no_static)
static_model.writeStaticFile(basename, block, byte_code, use_dll); {
static_model.writeStaticFile(basename, block, byte_code, use_dll);
static_model.writeParamsDerivativesFile(basename);
}
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option); dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
dynamic_model.writeParamsDerivativesFile(basename); dynamic_model.writeParamsDerivativesFile(basename);
......
...@@ -1460,3 +1460,105 @@ ModelTree::sparseHelper(int order, ostream &output, int row_nb, int col_nb, Expr ...@@ -1460,3 +1460,105 @@ ModelTree::sparseHelper(int order, ostream &output, int row_nb, int col_nb, Expr
output << row_nb + col_nb * NNZDerivatives[order-1]; output << row_nb + col_nb * NNZDerivatives[order-1];
output << RIGHT_ARRAY_SUBSCRIPT(output_type); output << RIGHT_ARRAY_SUBSCRIPT(output_type);
} }
void
ModelTree::computeParamsDerivatives()
{
set<int> deriv_id_set;
addAllParamDerivId(deriv_id_set);
for (set<int>::const_iterator it = deriv_id_set.begin();
it != deriv_id_set.end(); it++)
{
const int param = *it;
for (int eq = 0; eq < (int) equations.size(); eq++)
{
expr_t d1 = equations[eq]->getDerivative(param);
if (d1 == Zero)
continue;
residuals_params_derivatives[make_pair(eq, param)] = d1;
}
for (first_derivatives_t::const_iterator it2 = residuals_params_derivatives.begin();
it2 != residuals_params_derivatives.end(); it2++)
{
int eq = it2->first.first;
int param1 = it2->first.second;
expr_t d1 = it2->second;
expr_t d2 = d1->getDerivative(param);
if (d2 == Zero)
continue;
residuals_params_second_derivatives[make_pair(eq, make_pair(param1, param))] = d2;
}
for (first_derivatives_t::const_iterator it2 = first_derivatives.begin();
it2 != first_derivatives.end(); it2++)
{
int eq = it2->first.first;
int var = it2->first.second;
expr_t d1 = it2->second;
expr_t d2 = d1->getDerivative(param);
if (d2 == Zero)
continue;
jacobian_params_derivatives[make_pair(eq, make_pair(var, param))] = d2;
}
for (second_derivatives_t::const_iterator it2 = jacobian_params_derivatives.begin();
it2 != jacobian_params_derivatives.end(); it2++)
{
int eq = it2->first.first;
int var = it2->first.second.first;
int param1 = it2->first.second.second;
expr_t d1 = it2->second;
expr_t d2 = d1->getDerivative(param);
if (d2 == Zero)
continue;
jacobian_params_second_derivatives[make_pair(eq, make_pair(var, make_pair(param1, param)))] = d2;
}
for (second_derivatives_t::const_iterator it2 = second_derivatives.begin();
it2 != second_derivatives.end(); it2++)
{
int eq = it2->first.first;
int var1 = it2->first.second.first;
int var2 = it2->first.second.second;
expr_t d1 = it2->second;
expr_t d2 = d1->getDerivative(param);
if (d2 == Zero)
continue;
hessian_params_derivatives[make_pair(eq, make_pair(var1, make_pair(var2, param)))] = d2;
}
}
}
void
ModelTree::computeParamsDerivativesTemporaryTerms()
{
map<expr_t, int> reference_count;
params_derivs_temporary_terms.clear();
for (first_derivatives_t::iterator it = residuals_params_derivatives.begin();
it != residuals_params_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
for (second_derivatives_t::iterator it = jacobian_params_derivatives.begin();
it != jacobian_params_derivatives.end(); it++)
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
for (second_derivatives_t::const_iterator it = residuals_params_second_derivatives.begin();
it != residuals_params_second_derivatives.end(); ++it)
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
for (third_derivatives_t::const_iterator it = jacobian_params_second_derivatives.begin();
it != jacobian_params_second_derivatives.end(); ++it)
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
for (third_derivatives_t::const_iterator it = hessian_params_derivatives.begin();
it != hessian_params_derivatives.end(); ++it)
it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
}
...@@ -92,8 +92,49 @@ protected: ...@@ -92,8 +92,49 @@ protected:
*/ */
third_derivatives_t third_derivatives; third_derivatives_t third_derivatives;
//! Temporary terms (those which will be noted Txxxx) //! Derivatives of the residuals w.r. to parameters
/*! First index is equation number, second is parameter.
Only non-null derivatives are stored in the map.
Parameter indices are those of the getDerivID() method.
*/
first_derivatives_t residuals_params_derivatives;
//! Second derivatives of the residuals w.r. to parameters
/*! First index is equation number, second and third indeces are parameters.
Only non-null derivatives are stored in the map.
Parameter indices are those of the getDerivID() method.
*/
second_derivatives_t residuals_params_second_derivatives;
//! Derivatives of the jacobian w.r. to parameters
/*! First index is equation number, second is endo/exo/exo_det variable, and third is parameter.
Only non-null derivatives are stored in the map.
Variable and parameter indices are those of the getDerivID() method.
*/
second_derivatives_t jacobian_params_derivatives;
//! Second derivatives of the jacobian w.r. to parameters
/*! First index is equation number, second is endo/exo/exo_det variable, and third and fourth are parameters.
Only non-null derivatives are stored in the map.
Variable and parameter indices are those of the getDerivID() method.
*/
third_derivatives_t jacobian_params_second_derivatives;
//! Derivatives of the hessian w.r. to parameters
/*! First index is equation number, first and second are endo/exo/exo_det variable, and third is parameter.
Only non-null derivatives are stored in the map.
Variable and parameter indices are those of the getDerivID() method.
*/
third_derivatives_t hessian_params_derivatives;
//! Temporary terms for the static/dynamic file (those which will be noted Txxxx)
temporary_terms_t temporary_terms; temporary_terms_t temporary_terms;
//! Temporary terms for the file containing parameters derivatives
temporary_terms_t params_derivs_temporary_terms;
//! Trend variables and their growth factors //! Trend variables and their growth factors
trend_symbols_map_t trend_symbols_map; trend_symbols_map_t trend_symbols_map;
//! Nonstationary variables and their deflators //! Nonstationary variables and their deflators
...@@ -114,12 +155,16 @@ protected: ...@@ -114,12 +155,16 @@ protected:
//! Computes 3rd derivatives //! Computes 3rd derivatives
/*! \param vars the derivation IDs w.r. to which derive the 2nd derivatives */ /*! \param vars the derivation IDs w.r. to which derive the 2nd derivatives */
void computeThirdDerivatives(const set<int> &vars); void computeThirdDerivatives(const set<int> &vars);
//! Computes derivatives of the Jacobian and Hessian w.r. to parameters
void computeParamsDerivatives();
//! 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_t &temporary_terms) const; void writeDerivative(ostream &output, int eq, int symb_id, int lag, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
//! Computes temporary terms (for all equations and derivatives) //! Computes temporary terms (for all equations and derivatives)
void computeTemporaryTerms(bool is_matlab); void computeTemporaryTerms(bool is_matlab);
//! Writes temporary terms //! Computes temporary terms for the file containing parameters derivatives
void computeParamsDerivativesTemporaryTerms();
//! Writes temporary terms
void writeTemporaryTerms(const temporary_terms_t &tt, ostream &output, ExprNodeOutputType output_type, deriv_node_temp_terms_t &tef_terms) const; void writeTemporaryTerms(const temporary_terms_t &tt, ostream &output, ExprNodeOutputType output_type, deriv_node_temp_terms_t &tef_terms) const;
//! Compiles temporary terms //! Compiles temporary terms
void compileTemporaryTerms(ostream &code_file, unsigned int &instruction_number, const temporary_terms_t &tt, map_idx_t map_idx, bool dynamic, bool steady_dynamic) const; void compileTemporaryTerms(ostream &code_file, unsigned int &instruction_number, const temporary_terms_t &tt, map_idx_t map_idx, bool dynamic, bool steady_dynamic) const;
......
...@@ -1047,7 +1047,7 @@ StaticModel::collect_first_order_derivatives_endogenous() ...@@ -1047,7 +1047,7 @@ StaticModel::collect_first_order_derivatives_endogenous()
} }
void void
StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms, bool hessian, bool block, bool bytecode) StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms, bool hessian, bool paramsDerivatives, bool block, bool bytecode)
{ {
initializeVariablesAndEquations(); initializeVariablesAndEquations();
...@@ -1070,6 +1070,15 @@ StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms ...@@ -1070,6 +1070,15 @@ StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms
computeHessian(vars); computeHessian(vars);
} }
if (paramsDerivatives)
{
cout << " - derivatives of Jacobian/Hessian w.r. to parameters" << endl;
computeParamsDerivatives();
if (!no_tmp_terms)
computeParamsDerivativesTemporaryTerms();
}
if (block) if (block)
{ {
jacob_map_t contemporaneous_jacobian, static_jacobian; jacob_map_t contemporaneous_jacobian, static_jacobian;
...@@ -1542,7 +1551,12 @@ StaticModel::writeOutput(ostream &output, bool block) const ...@@ -1542,7 +1551,12 @@ StaticModel::writeOutput(ostream &output, bool block) const
SymbolType SymbolType
StaticModel::getTypeByDerivID(int deriv_id) const throw (UnknownDerivIDException) StaticModel::getTypeByDerivID(int deriv_id) const throw (UnknownDerivIDException)
{ {
return symbol_table.getType(getSymbIDByDerivID(deriv_id)); if (deriv_id < symbol_table.endo_nbr())
return eEndogenous;
else if (deriv_id < symbol_table.endo_nbr() + symbol_table.param_nbr())
return eParameter;
else
throw UnknownDerivIDException();
} }
int int
...@@ -1554,18 +1568,32 @@ StaticModel::getLagByDerivID(int deriv_id) const throw (UnknownDerivIDException) ...@@ -1554,18 +1568,32 @@ StaticModel::getLagByDerivID(int deriv_id) const throw (UnknownDerivIDException)
int int
StaticModel::getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException) StaticModel::getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException)
{ {
return deriv_id; if (deriv_id < symbol_table.endo_nbr())
return symbol_table.getID(eEndogenous, deriv_id);
else if (deriv_id < symbol_table.endo_nbr() + symbol_table.param_nbr())
return symbol_table.getID(eParameter, deriv_id - symbol_table.endo_nbr());
else
throw UnknownDerivIDException();
} }
int int
StaticModel::getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException) StaticModel::getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException)
{ {
if (symbol_table.getType(symb_id) == eEndogenous) if (symbol_table.getType(symb_id) == eEndogenous)
return symb_id; return symbol_table.getTypeSpecificID(symb_id);
else if (symbol_table.getType(symb_id) == eParameter)
return symbol_table.getTypeSpecificID(symb_id) + symbol_table.endo_nbr();
else else
return -1; return -1;
} }
void
StaticModel::addAllParamDerivId(set<int> &deriv_id_set)
{
for (int i = 0; i < symbol_table.param_nbr(); i++)
deriv_id_set.insert(i + symbol_table.endo_nbr());
}
map<pair<pair<int, pair<int, int> >, pair<int, int> >, int> map<pair<pair<int, pair<int, int> >, pair<int, int> >, int>
StaticModel::get_Derivatives(int block) StaticModel::get_Derivatives(int block)
{ {
...@@ -1794,3 +1822,159 @@ void StaticModel::writeAuxVarRecursiveDefinitions(const string &basename) const ...@@ -1794,3 +1822,159 @@ void StaticModel::writeAuxVarRecursiveDefinitions(const string &basename) const
output << ";" << endl; output << ";" << endl;
} }
} }
void
StaticModel::writeParamsDerivativesFile(const string &basename) const
{
if (!residuals_params_derivatives.size()
&& !residuals_params_second_derivatives.size()
&& !jacobian_params_derivatives.size()
&& !jacobian_params_second_derivatives.size()
&& !hessian_params_derivatives.size())
return;
string filename = basename + "_static_params_derivs.m";
ofstream paramsDerivsFile;
paramsDerivsFile.open(filename.c_str(), ios::out | ios::binary);
if (!paramsDerivsFile.is_open())
{
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_static_params_derivs(y, x, params)" << endl
<< "%" << endl
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl;
deriv_node_temp_terms_t tef_terms;
writeModelLocalVariables(paramsDerivsFile, oMatlabStaticModel, tef_terms);
writeTemporaryTerms(params_derivs_temporary_terms, paramsDerivsFile, oMatlabStaticModel, tef_terms);
// Write parameter derivative
paramsDerivsFile << "rp = zeros(" << equation_number() << ", "
<< symbol_table.param_nbr() << ");" << endl;
for (first_derivatives_t::const_iterator it = residuals_params_derivatives.begin();
it != residuals_params_derivatives.end(); it++)
{
int eq = it->first.first;
int param = it->first.second;
expr_t d1 = it->second;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
paramsDerivsFile << "rp(" << eq+1 << ", " << param_col << ") = ";
d1->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
// Write jacobian derivatives
paramsDerivsFile << "gp = zeros(" << equation_number() << ", " << symbol_table.endo_nbr() << ", "
<< symbol_table.param_nbr() << ");" << endl;
for (second_derivatives_t::const_iterator it = jacobian_params_derivatives.begin();
it != jacobian_params_derivatives.end(); it++)
{
int eq = it->first.first;
int var = it->first.second.first;
int param = it->first.second.second;
expr_t d2 = it->second;
int var_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
paramsDerivsFile << "gp(" << eq+1 << ", " << var_col << ", " << param_col << ") = ";
d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
paramsDerivsFile << ";" << endl;
}
// If nargout >= 3...
paramsDerivsFile << "if nargout >= 3" << endl;
// Write parameter second derivatives (only if nargout >= 3)