diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 074e9af2484ea1443fae02ee925d768c34f36dcf..52b62373633ab07a0f1c089ded8860ebe7e605cc 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -5438,6 +5438,22 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
hessian1_output << ";" << endl;
i++;
+
+ if (param1 != param2)
+ {
+ // Treat symmetric elements
+ hessian1_output << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
+ << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
+ << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
+ << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type)
+ << "=rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i-1 << ",4"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << ";" << endl;
+ i++;
+ }
}
i = 1;
@@ -5465,6 +5481,24 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
third_derivs_output << ";" << endl;
i++;
+
+ if (param1 != param2)
+ {
+ // Treat symmetric elements
+ third_derivs_output << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var_col << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type)
+ << "=gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i-1 << ",5"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << ";" << endl;
+ i++;
+ }
}
i = 1;
diff --git a/src/ModelTree.cc b/src/ModelTree.cc
index db780b534d05962fba634703a762d42bf61abb20..dcdb505966a35cabf2958cb74c007604cb98c7f0 100644
--- a/src/ModelTree.cc
+++ b/src/ModelTree.cc
@@ -2033,73 +2033,51 @@ ModelTree::sparseHelper(int order, ostream &output, int row_nb, int col_nb, Expr
void
ModelTree::computeParamsDerivatives(int paramsDerivsOrder)
{
- if (!(paramsDerivsOrder == 1 || paramsDerivsOrder == 2))
- return;
+ assert(paramsDerivsOrder >= 1);
+
set<int> deriv_id_set;
addAllParamDerivId(deriv_id_set);
+ // First-order derivatives w.r.t. params
for (int param : deriv_id_set)
{
for (int eq = 0; eq < (int) equations.size(); eq++)
{
- expr_t d1 = equations[eq]->getDerivative(param);
- if (d1 == Zero)
+ expr_t d = equations[eq]->getDerivative(param);
+ if (d == Zero)
continue;
- params_derivatives[{ 0, 1 }][{ eq, param }] = d1;
+ params_derivatives[{ 0, 1 }][{ eq, param }] = d;
}
- if (paramsDerivsOrder == 2)
- for (const auto &it : params_derivatives[{ 0, 1 }])
+ for (int endoOrd = 1; endoOrd < (int) derivatives.size(); endoOrd++)
+ for (const auto &it : derivatives[endoOrd])
{
- int eq, param1;
- tie(eq, param1) = vectorToTuple<2>(it.first);
- expr_t d1 = it.second;
-
- expr_t d2 = d1->getDerivative(param);
- if (d2 == Zero)
+ expr_t d = it.second->getDerivative(param);
+ if (d == Zero)
continue;
- params_derivatives[{ 0, 2 }][{ eq, param1, param }] = d2;
+ vector<int> indices{it.first};
+ indices.push_back(param);
+ params_derivatives[{ endoOrd, 1 }][indices] = d;
}
+ }
- for (const auto &it : derivatives[1])
- {
- int eq, var;
- tie(eq, var) = vectorToTuple<2>(it.first);
- expr_t d1 = it.second;
-
- expr_t d2 = d1->getDerivative(param);
- if (d2 == Zero)
- continue;
- params_derivatives[{ 1, 1 }][{ eq, var, param }] = d2;
- }
-
- if (paramsDerivsOrder == 2)
- {
- for (const auto &it : params_derivatives[{ 1, 1 }])
- {
- int eq, var, param1;
- tie(eq, var, param1) = vectorToTuple<3>(it.first);
- expr_t d1 = it.second;
-
- expr_t d2 = d1->getDerivative(param);
- if (d2 == Zero)
- continue;
- params_derivatives[{ 1, 2 }][{ eq, var, param1, param }] = d2;
- }
+ // Higher-order derivatives w.r.t. parameters
+ for (int endoOrd = 0; endoOrd < (int) derivatives.size(); endoOrd++)
+ for (int paramOrd = 2; paramOrd <= paramsDerivsOrder; paramOrd++)
+ for (const auto &it : params_derivatives[{ endoOrd, paramOrd-1 }])
+ for (int param : deriv_id_set)
+ {
+ if (it.first.back() > param)
+ continue;
- for (const auto &it : derivatives[2])
- {
- int eq, var1, var2;
- tie(eq, var1, var2) = vectorToTuple<3>(it.first);
- expr_t d1 = it.second;
-
- expr_t d2 = d1->getDerivative(param);
- if (d2 == Zero)
- continue;
- params_derivatives[{ 2, 1 }][{ eq, var1, var2, param }] = d2;
- }
- }
- }
+ expr_t d = it.second->getDerivative(param);
+ if (d == Zero)
+ continue;
+ vector<int> indices{it.first};
+ indices.push_back(param);
+ // At this point, indices of both endogenous and parameters are sorted in non-decreasing order
+ params_derivatives[{ endoOrd, paramOrd }][indices] = d;
+ }
}
void
diff --git a/src/ModelTree.hh b/src/ModelTree.hh
index 8612ded88ec9210055df2cfe06c41de44724248c..aec7fe645768450d852bf16037733bf425b81e37 100644
--- a/src/ModelTree.hh
+++ b/src/ModelTree.hh
@@ -105,7 +105,8 @@ protected:
derivation order w.r.t. parameters). For e.g., { 1, 2 } corresponds to the jacobian
differentiated twice w.r.t. to parameters.
In inner maps, the vector of integers consists of: the equation index, then
- the derivation IDs of endogenous (in non-decreasing order), then the IDs of parameters */
+ the derivation IDs of endogenous (in non-decreasing order),
+ then the IDs of parameters (in non-decreasing order)*/
map<pair<int,int>, map<vector<int>, expr_t>> params_derivatives;
//! Storage for temporary terms in block/bytecode mode
diff --git a/src/StaticModel.cc b/src/StaticModel.cc
index 64229a76961243ebac09f4eca9b8acfa4df5d404..b2d9641af61a832e9cd16a18a83772c4a6f04aa4 100644
--- a/src/StaticModel.cc
+++ b/src/StaticModel.cc
@@ -2710,6 +2710,22 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
hessian1_output << ";" << endl;
i++;
+
+ if (param1 != param2)
+ {
+ // Treat symmetric elements
+ hessian1_output << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
+ << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
+ << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
+ << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type)
+ << "=rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i-1 << ",4"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << ";" << endl;
+ i++;
+ }
}
i = 1;
@@ -2737,6 +2753,24 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
third_derivs_output << ";" << endl;
i++;
+
+ if (param1 != param2)
+ {
+ // Treat symmetric elements
+ third_derivs_output << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var_col << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type)
+ << "=gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i-1 << ",5"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << ";" << endl;
+ i++;
+ }
}
i = 1;