diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 7bcf7a6e10a36a93a8ea59ef7bb8058e592acede..5a6fb32c08f9762b6c736b3c0dd21b260d3a6a81 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -449,6 +449,7 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
else
sps = "";
// The equations
+ temporary_terms_idxs_t temporary_terms_idxs;
for (unsigned int i = 0; i < block_size; i++)
{
temporary_terms_t tt2;
@@ -460,12 +461,12 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
it != v_temporary_terms[block][i].end(); it++)
{
if (dynamic_cast<AbstractExternalFunctionNode *>(*it) != NULL)
- (*it)->writeExternalFunctionOutput(output, local_output_type, tt2, tef_terms);
+ (*it)->writeExternalFunctionOutput(output, local_output_type, tt2, temporary_terms_idxs, tef_terms);
output << " " << sps;
- (*it)->writeOutput(output, local_output_type, local_temporary_terms, tef_terms);
+ (*it)->writeOutput(output, local_output_type, local_temporary_terms, temporary_terms_idxs, tef_terms);
output << " = ";
- (*it)->writeOutput(output, local_output_type, tt2, tef_terms);
+ (*it)->writeOutput(output, local_output_type, tt2, temporary_terms_idxs, tef_terms);
// Insert current node into tt2
tt2.insert(*it);
output << ";" << endl;
@@ -1522,49 +1523,7 @@ DynamicModel::writeModelEquationsCode_Block(string &file_name, const string &bin
void
DynamicModel::writeDynamicMFile(const string &dynamic_basename) const
{
- string filename = dynamic_basename + ".m";
-
- ofstream mDynamicModelFile;
- 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 << "function [residual, g1, g2, g3] = " << dynamic_basename << "(y, x, params, steady_state, it_)" << endl
- << "%" << endl
- << "% Status : Computes dynamic model for Dynare" << endl
- << "%" << endl
- << "% Inputs :" << endl
- << "% y [#dynamic variables by 1] double vector of endogenous variables in the order stored" << endl
- << "% in M_.lead_lag_incidence; see the Manual" << endl
- << "% x [nperiods by M_.exo_nbr] double matrix of exogenous variables (in declaration order)" << endl
- << "% for all simulation periods" << endl
- << "% steady_state [M_.endo_nbr by 1] double vector of steady state values" << endl
- << "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
- << "% it_ scalar double time period for exogenous variables for which to evaluate the model" << endl
- << "%" << endl
- << "% Outputs:" << endl
- << "% residual [M_.endo_nbr by 1] double vector of residuals of the dynamic model equations in order of " << endl
- << "% declaration of the equations." << endl
- << "% Dynare may prepend auxiliary equations, see M_.aux_vars" << endl
- << "% g1 [M_.endo_nbr by #dynamic variables] double Jacobian matrix of the dynamic model equations;" << endl
- << "% rows: equations in order of declaration" << endl
- << "% columns: variables in order stored in M_.lead_lag_incidence followed by the ones in M_.exo_names" << endl
- << "% g2 [M_.endo_nbr by (#dynamic variables)^2] double Hessian matrix of the dynamic model equations;" << endl
- << "% rows: equations in order of declaration" << endl
- << "% columns: variables in order stored in M_.lead_lag_incidence followed by the ones in M_.exo_names" << endl
- << "% g3 [M_.endo_nbr by (#dynamic variables)^3] double Third order derivative matrix of the dynamic model equations;" << endl
- << "% rows: equations in order of declaration" << endl
- << "% columns: variables in order stored in M_.lead_lag_incidence followed by the ones in M_.exo_names" << endl
- << "%" << endl
- << "%" << endl
- << "% Warning : this file is generated automatically by Dynare" << endl
- << "% from model file (.mod)" << endl << endl;
-
- writeDynamicModel(mDynamicModelFile, false, false);
- mDynamicModelFile << "end" << endl; // Close *_dynamic function
- mDynamicModelFile.close();
+ writeDynamicModel(dynamic_basename, false, false);
}
void
@@ -1600,26 +1559,7 @@ DynamicModel::writeVarExpectationCalls(ostream &output) const
void
DynamicModel::writeDynamicJuliaFile(const string &basename) const
{
- string filename = basename + "Dynamic.jl";
-
- ofstream output;
- output.open(filename.c_str(), ios::out | ios::binary);
- if (!output.is_open())
- {
- cerr << "Error: Can't open file " << filename << " for writing" << endl;
- exit(EXIT_FAILURE);
- }
-
- output << "module " << basename << "Dynamic" << endl
- << "#" << endl
- << "# NB: this file was automatically generated by Dynare" << endl
- << "# from " << basename << ".mod" << endl
- << "#" << endl
- << "using Utils" << endl << endl
- << "export dynamic!" << endl << endl;
- writeDynamicModel(output, false, true);
- output << "end" << endl;
- output.close();
+ writeDynamicModel(basename, false, true);
}
void
@@ -2201,200 +2141,374 @@ DynamicModel::writeSparseDynamicMFile(const string &dynamic_basename, const stri
chdir("..");
}
+void
+DynamicModel::writeWrapperFunctions(const string &basename, const string &ending) const
+{
+ string name;
+ if (ending == "g1")
+ name = basename + "_resid_g1";
+ else if (ending == "g2")
+ name= basename + "_resid_g1_g2";
+ else if (ending == "g3")
+ name = basename + "_resid_g1_g2_g3";
+
+ string filename = name + ".m";
+ ofstream output;
+ output.open(filename.c_str(), ios::out | ios::binary);
+ if (!output.is_open())
+ {
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ if (ending == "g1")
+ output << "function [residual, g1] = " << name << "(T, y, x, params, steady_state, it_)" << endl
+ << "% function [residual, g1] = " << name << "(T, y, x, params, steady_state, it_)" << endl;
+ else if (ending == "g2")
+ output << "function [residual, g1, g2] = " << name << "(T, y, x, params, steady_state, it_)" << endl
+ << "% function [residual, g1, g2] = " << name << "(T, y, x, params, steady_state, it_)" << endl;
+ else if (ending == "g3")
+ output << "function [residual, g1, g2, g3] = " << name << "(T, y, x, params, steady_state, it_)" << endl
+ << "% function [residual, g1, g2, g3] = " << name << "(T, y, x, params, steady_state, it_)" << endl;
+
+ output << "%" << endl
+ << "% Wrapper function automatically created by Dynare" << endl
+ << "%" << endl << endl;
+
+ if (ending == "g1")
+ output << " T = " << basename + "_" + ending + "_tt(T, y, x, params, steady_state, it_);" << endl
+ << " residual = " << basename + "_resid(T, y, x, params, steady_state, it_, false);" << endl
+ << " g1 = " << basename + "_g1(T, y, x, params, steady_state, it_, false);" << endl;
+ else if (ending == "g2")
+ output << " T = " << basename + "_" + ending + "_tt(T, y, x, params, steady_state, it_);" << endl
+ << " [residual, g1] = " << basename + "_resid_g1(T, y, x, params, steady_state, it_, false);" << endl
+ << " g2 = " << basename + "_g2(T, y, x, params, steady_state, it_, false);" << endl;
+ else if (ending == "g3")
+ output << " T = " << basename + "_" + ending + "_tt(T, y, x, params, steady_state, it_);" << endl
+ << " [residual, g1, g2] = " << basename + "_resid_g1(T, y, x, params, steady_state, it_, false);" << endl
+ << " g3 = " << basename + "_g3(T, y, x, params, steady_state, it_, false);" << endl;
+
+ output << endl << "end" << endl;
+ output.close();
+}
+
+void
+DynamicModel::writeDynamicModelHelper(const string &name, const string &retvalname,
+ const string &name_tt, size_t ttlen,
+ const string &previous_tt_name,
+ const ostringstream &init_s,
+ const ostringstream &end_s,
+ const ostringstream &s, const ostringstream &s_tt) const
+{
+ string filename = name_tt + ".m";
+ ofstream output;
+ output.open(filename.c_str(), ios::out | ios::binary);
+ if (!output.is_open())
+ {
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ output << "function T = " << name_tt << "(T, y, x, params, steady_state, it_)" << endl
+ << "% function T = " << name_tt << "(T, y, x, params, steady_state, it_)" << endl
+ << "%" << endl
+ << "% File created by Dynare Preprocessor from .mod file" << endl
+ << "%" << endl
+ << "% Inputs:" << endl
+ << "% T [#temp variables by 1] double vector of temporary terms to be filled by function" << endl
+ << "% y [#dynamic variables by 1] double vector of endogenous variables in the order stored" << endl
+ << "% in M_.lead_lag_incidence; see the Manual" << endl
+ << "% x [nperiods by M_.exo_nbr] double matrix of exogenous variables (in declaration order)" << endl
+ << "% for all simulation periods" << endl
+ << "% steady_state [M_.endo_nbr by 1] double vector of steady state values" << endl
+ << "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
+ << "% it_ scalar double time period for exogenous variables for which" << endl
+ << "% to evaluate the model" << endl
+ << "%" << endl
+ << "% Output:" << endl
+ << "% T [#temp variables by 1] double vector of temporary terms" << endl
+ << "%" << endl << endl
+ << "assert(length(T) >= " << ttlen << ");" << endl
+ << endl;
+
+ if (!previous_tt_name.empty())
+ output << "T = " << previous_tt_name << "(T, y, x, params, steady_state, it_);" << endl << endl;
+
+ output << s_tt.str() << endl
+ << "end" << endl;
+ output.close();
+
+ filename = name + ".m";
+ output.open(filename.c_str(), ios::out | ios::binary);
+ if (!output.is_open())
+ {
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ output << "function " << retvalname << " = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl
+ << "% function " << retvalname << " = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl
+ << "%" << endl
+ << "% File created by Dynare Preprocessor from .mod file" << endl
+ << "%" << endl
+ << "% Inputs:" << endl
+ << "% T [#temp variables by 1] double vector of temporary terms to be filled by function" << endl
+ << "% y [#dynamic variables by 1] double vector of endogenous variables in the order stored" << endl
+ << "% in M_.lead_lag_incidence; see the Manual" << endl
+ << "% x [nperiods by M_.exo_nbr] double matrix of exogenous variables (in declaration order)" << endl
+ << "% for all simulation periods" << endl
+ << "% steady_state [M_.endo_nbr by 1] double vector of steady state values" << endl
+ << "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
+ << "% it_ scalar double time period for exogenous variables for which" << endl
+ << "% to evaluate the model" << endl
+ << "% T_flag boolean boolean flag saying whether or not to calculate temporary terms" << endl
+ << "%" << endl
+ << "% Output:" << endl
+ << "% " << retvalname << endl
+ << "%" << endl << endl;
+
+ if (!name_tt.empty())
+ output << "if T_flag" << endl
+ << " T = " << name_tt << "(T, y, x, params, steady_state, it_);" << endl
+ << "end" << endl;
+
+ output << init_s.str() << endl
+ << s.str()
+ << end_s.str() << endl
+ << "end" << endl;
+ output.close();
+}
+
void
DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia) const
{
- ostringstream model_local_vars_output; // Used for storing model local vars
- ostringstream model_output; // Used for storing model temp vars and equations
- ostringstream jacobian_output; // Used for storing jacobian equations
- ostringstream hessian_output; // Used for storing Hessian equations
- ostringstream third_derivatives_output; // Used for storing third order derivatives equations
+ writeDynamicModel("", DynamicOutput, use_dll, julia);
+}
+
+void
+DynamicModel::writeDynamicModel(const string &dynamic_basename, bool use_dll, bool julia) const
+{
+ ofstream DynamicOutput;
+ writeDynamicModel(dynamic_basename, DynamicOutput, use_dll, julia);
+}
+
+void
+DynamicModel::writeDynamicModel(const string &dynamic_basename, ostream &DynamicOutput, bool use_dll, bool julia) const
+{
+ ostringstream model_tt_output; // Used for storing model temp vars
+ ostringstream model_output; // Used for storing model equations
+ ostringstream jacobian_tt_output; // Used for storing jacobian temp vars
+ ostringstream jacobian_output; // Used for storing jacobian equations
+ ostringstream hessian_tt_output; // Used for storing Hessian temp vars
+ ostringstream hessian_output; // Used for storing Hessian equations
+ ostringstream third_derivatives_tt_output; // Used for storing third order derivatives temp terms
+ ostringstream third_derivatives_output; // Used for storing third order derivatives equations
ExprNodeOutputType output_type = (use_dll ? oCDynamicModel :
julia ? oJuliaDynamicModel : oMatlabDynamicModel);
deriv_node_temp_terms_t tef_terms;
- temporary_terms_t temp_term_empty;
- temporary_terms_t temp_term_union = temporary_terms_res;
- temporary_terms_t temp_term_union_m_1;
-
- writeModelLocalVariables(model_local_vars_output, output_type, tef_terms);
-
- writeTemporaryTerms(temporary_terms_res, temp_term_union_m_1, model_output, output_type, tef_terms);
-
- writeModelEquations(model_output, output_type);
+ temporary_terms_t temp_term_union;
+ temporary_terms_idxs_t temp_term_union_idxs;
+
+ for (map<expr_t, expr_t>::const_iterator it = temporary_terms_mlv.begin();
+ it != temporary_terms_mlv.end(); it++)
+ temp_term_union.insert(it->first);
+ writeModelLocalVariableTemporaryTerms(temp_term_union, temporary_terms_mlv,
+ temporary_terms_mlv_idxs,
+ model_tt_output, output_type, tef_terms);
+ temp_term_union_idxs = temporary_terms_mlv_idxs;
+
+ writeTemporaryTerms(temporary_terms_res, temporary_terms_res_idxs,
+ temp_term_union, temp_term_union_idxs,
+ model_tt_output, output_type, tef_terms);
+ temp_term_union.insert(temporary_terms_res.begin(), temporary_terms_res.end());
+ temp_term_union_idxs.insert(temp_term_union_idxs.end(),
+ temporary_terms_res_idxs.begin(), temporary_terms_res_idxs.end());
+
+ writeModelEquations(model_output, output_type, temp_term_union, temp_term_union_idxs);
int nrows = equations.size();
int hessianColsNbr = dynJacobianColsNbr * dynJacobianColsNbr;
// Writing Jacobian
- temp_term_union_m_1 = temp_term_union;
- temp_term_union.insert(temporary_terms_g1.begin(), temporary_terms_g1.end());
if (!first_derivatives.empty())
- if (julia)
- writeTemporaryTerms(temp_term_union, temp_term_empty, jacobian_output, output_type, tef_terms);
- else
- writeTemporaryTerms(temp_term_union, temp_term_union_m_1, jacobian_output, output_type, tef_terms);
- 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;
+ writeTemporaryTerms(temporary_terms_g1, temporary_terms_g1_idxs,
+ temp_term_union, temp_term_union_idxs,
+ jacobian_tt_output, output_type, tef_terms);
+ temp_term_union.insert(temporary_terms_g1.begin(), temporary_terms_g1.end());
+ temp_term_union_idxs.insert(temp_term_union_idxs.end(),
+ temporary_terms_g1_idxs.begin(), temporary_terms_g1_idxs.end());
- jacobianHelper(jacobian_output, eq, getDynJacobianCol(var), output_type);
- jacobian_output << "=";
- d1->writeOutput(jacobian_output, output_type, temp_term_union, tef_terms);
- jacobian_output << ";" << endl;
+ 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(jacobian_output, eq, getDynJacobianCol(var), output_type);
+ jacobian_output << "=";
+ d1->writeOutput(jacobian_output, output_type,
+ temp_term_union, temp_term_union_idxs, tef_terms);
+ jacobian_output << ";" << endl;
+ }
}
// Writing Hessian
- temp_term_union_m_1 = temp_term_union;
- temp_term_union.insert(temporary_terms_g2.begin(), temporary_terms_g2.end());
if (!second_derivatives.empty())
- if (julia)
- writeTemporaryTerms(temp_term_union, temp_term_empty, hessian_output, output_type, tef_terms);
- else
- writeTemporaryTerms(temp_term_union, temp_term_union_m_1, hessian_output, output_type, tef_terms);
- int k = 0; // Keep the line of a 2nd derivative in v2
- 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;
- expr_t d2 = it->second;
+ writeTemporaryTerms(temporary_terms_g2, temporary_terms_g2_idxs,
+ temp_term_union, temp_term_union_idxs,
+ hessian_tt_output, output_type, tef_terms);
+ temp_term_union.insert(temporary_terms_g2.begin(), temporary_terms_g2.end());
+ temp_term_union_idxs.insert(temp_term_union_idxs.end(),
+ temporary_terms_g2_idxs.begin(), temporary_terms_g2_idxs.end());
- int id1 = getDynJacobianCol(var1);
- int id2 = getDynJacobianCol(var2);
+ int k = 0; // Keep the line of a 2nd derivative in v2
+ 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;
+ expr_t d2 = it->second;
- int col_nb = id1 * dynJacobianColsNbr + id2;
- int col_nb_sym = id2 * dynJacobianColsNbr + id1;
+ int id1 = getDynJacobianCol(var1);
+ int id2 = getDynJacobianCol(var2);
- ostringstream for_sym;
- if (output_type == oJuliaDynamicModel)
- {
- for_sym << "g2[" << eq + 1 << "," << col_nb + 1 << "]";
- hessian_output << " @inbounds " << for_sym.str() << " = ";
- d2->writeOutput(hessian_output, output_type, temp_term_union, tef_terms);
- hessian_output << endl;
- }
- else
- {
- sparseHelper(2, hessian_output, k, 0, output_type);
- hessian_output << "=" << eq + 1 << ";" << endl;
+ int col_nb = id1 * dynJacobianColsNbr + id2;
+ int col_nb_sym = id2 * dynJacobianColsNbr + id1;
- sparseHelper(2, hessian_output, k, 1, output_type);
- hessian_output << "=" << col_nb + 1 << ";" << endl;
+ ostringstream for_sym;
+ if (output_type == oJuliaDynamicModel)
+ {
+ for_sym << "g2[" << eq + 1 << "," << col_nb + 1 << "]";
+ hessian_output << " @inbounds " << for_sym.str() << " = ";
+ d2->writeOutput(hessian_output, output_type, temp_term_union, temp_term_union_idxs, tef_terms);
+ hessian_output << endl;
+ }
+ else
+ {
+ sparseHelper(2, hessian_output, k, 0, output_type);
+ hessian_output << "=" << eq + 1 << ";" << endl;
- sparseHelper(2, hessian_output, k, 2, output_type);
- hessian_output << "=";
- d2->writeOutput(hessian_output, output_type, temp_term_union, tef_terms);
- hessian_output << ";" << endl;
+ sparseHelper(2, hessian_output, k, 1, output_type);
+ hessian_output << "=" << col_nb + 1 << ";" << endl;
- k++;
- }
+ sparseHelper(2, hessian_output, k, 2, output_type);
+ hessian_output << "=";
+ d2->writeOutput(hessian_output, output_type, temp_term_union, temp_term_union_idxs, tef_terms);
+ hessian_output << ";" << endl;
- // Treating symetric elements
- if (id1 != id2)
- if (output_type == oJuliaDynamicModel)
- hessian_output << " @inbounds g2[" << eq + 1 << "," << col_nb_sym + 1 << "] = "
- << for_sym.str() << endl;
- else
- {
- sparseHelper(2, hessian_output, k, 0, output_type);
- hessian_output << "=" << eq + 1 << ";" << endl;
+ k++;
+ }
+
+ // Treating symetric elements
+ if (id1 != id2)
+ if (output_type == oJuliaDynamicModel)
+ hessian_output << " @inbounds g2[" << eq + 1 << "," << col_nb_sym + 1 << "] = "
+ << for_sym.str() << endl;
+ else
+ {
+ sparseHelper(2, hessian_output, k, 0, output_type);
+ hessian_output << "=" << eq + 1 << ";" << endl;
- sparseHelper(2, hessian_output, k, 1, output_type);
- hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
+ sparseHelper(2, hessian_output, k, 1, output_type);
+ hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
- sparseHelper(2, hessian_output, k, 2, output_type);
- hessian_output << "=";
- sparseHelper(2, hessian_output, k-1, 2, output_type);
- hessian_output << ";" << endl;
+ sparseHelper(2, hessian_output, k, 2, output_type);
+ hessian_output << "=";
+ sparseHelper(2, hessian_output, k-1, 2, output_type);
+ hessian_output << ";" << endl;
- k++;
- }
+ k++;
+ }
+ }
}
// Writing third derivatives
- temp_term_union_m_1 = temp_term_union;
- temp_term_union.insert(temporary_terms_g3.begin(), temporary_terms_g3.end());
if (!third_derivatives.empty())
- if (julia)
- writeTemporaryTerms(temp_term_union, temp_term_empty, third_derivatives_output, output_type, tef_terms);
- else
- writeTemporaryTerms(temp_term_union, temp_term_union_m_1, third_derivatives_output, output_type, tef_terms);
- k = 0; // Keep the line of a 3rd derivative in v3
- 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;
- expr_t d3 = it->second;
-
- int id1 = getDynJacobianCol(var1);
- int id2 = getDynJacobianCol(var2);
- int id3 = getDynJacobianCol(var3);
+ writeTemporaryTerms(temporary_terms_g3, temporary_terms_g3_idxs,
+ temp_term_union, temp_term_union_idxs,
+ third_derivatives_tt_output, output_type, tef_terms);
+ temp_term_union.insert(temporary_terms_g3.begin(), temporary_terms_g3.end());
+ temp_term_union_idxs.insert(temp_term_union_idxs.end(),
+ temporary_terms_g3_idxs.begin(), temporary_terms_g3_idxs.end());
- // Reference column number for the g3 matrix
- int ref_col = id1 * hessianColsNbr + id2 * dynJacobianColsNbr + id3;
-
- ostringstream for_sym;
- if (output_type == oJuliaDynamicModel)
- {
- for_sym << "g3[" << eq + 1 << "," << ref_col + 1 << "]";
- third_derivatives_output << " @inbounds " << for_sym.str() << " = ";
- d3->writeOutput(third_derivatives_output, output_type, temp_term_union, tef_terms);
- third_derivatives_output << endl;
- }
- else
+ int k = 0; // Keep the line of a 3rd derivative in v3
+ for (third_derivatives_t::const_iterator it = third_derivatives.begin();
+ it != third_derivatives.end(); it++)
{
- sparseHelper(3, third_derivatives_output, k, 0, output_type);
- third_derivatives_output << "=" << eq + 1 << ";" << endl;
-
- sparseHelper(3, third_derivatives_output, k, 1, output_type);
- third_derivatives_output << "=" << ref_col + 1 << ";" << endl;
+ 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;
+ expr_t d3 = it->second;
- sparseHelper(3, third_derivatives_output, k, 2, output_type);
- third_derivatives_output << "=";
- d3->writeOutput(third_derivatives_output, output_type, temp_term_union, tef_terms);
- third_derivatives_output << ";" << endl;
- }
+ int id1 = getDynJacobianCol(var1);
+ int id2 = getDynJacobianCol(var2);
+ int id3 = getDynJacobianCol(var3);
- // Compute the column numbers for the 5 other permutations of (id1,id2,id3)
- // and store them in a set (to avoid duplicates if two indexes are equal)
- set<int> cols;
- cols.insert(id1 * hessianColsNbr + id3 * dynJacobianColsNbr + id2);
- cols.insert(id2 * hessianColsNbr + id1 * dynJacobianColsNbr + id3);
- cols.insert(id2 * hessianColsNbr + id3 * dynJacobianColsNbr + id1);
- cols.insert(id3 * hessianColsNbr + id1 * dynJacobianColsNbr + id2);
- cols.insert(id3 * hessianColsNbr + id2 * dynJacobianColsNbr + id1);
+ // Reference column number for the g3 matrix
+ int ref_col = id1 * hessianColsNbr + id2 * dynJacobianColsNbr + id3;
- int k2 = 1; // Keeps the offset of the permutation relative to k
- for (set<int>::iterator it2 = cols.begin(); it2 != cols.end(); it2++)
- if (*it2 != ref_col)
+ ostringstream for_sym;
if (output_type == oJuliaDynamicModel)
- third_derivatives_output << " @inbounds g3[" << eq + 1 << "," << *it2 + 1 << "] = "
- << for_sym.str() << endl;
+ {
+ for_sym << "g3[" << eq + 1 << "," << ref_col + 1 << "]";
+ third_derivatives_output << " @inbounds " << for_sym.str() << " = ";
+ d3->writeOutput(third_derivatives_output, output_type, temp_term_union, temp_term_union_idxs, tef_terms);
+ third_derivatives_output << endl;
+ }
else
{
- sparseHelper(3, third_derivatives_output, k+k2, 0, output_type);
+ sparseHelper(3, third_derivatives_output, k, 0, output_type);
third_derivatives_output << "=" << eq + 1 << ";" << endl;
- sparseHelper(3, third_derivatives_output, k+k2, 1, output_type);
- third_derivatives_output << "=" << *it2 + 1 << ";" << endl;
+ sparseHelper(3, third_derivatives_output, k, 1, output_type);
+ third_derivatives_output << "=" << ref_col + 1 << ";" << endl;
- sparseHelper(3, third_derivatives_output, k+k2, 2, output_type);
- third_derivatives_output << "=";
sparseHelper(3, third_derivatives_output, k, 2, output_type);
+ third_derivatives_output << "=";
+ d3->writeOutput(third_derivatives_output, output_type, temp_term_union, temp_term_union_idxs, tef_terms);
third_derivatives_output << ";" << endl;
-
- k2++;
}
- k += k2;
+
+ // Compute the column numbers for the 5 other permutations of (id1,id2,id3)
+ // and store them in a set (to avoid duplicates if two indexes are equal)
+ set<int> cols;
+ cols.insert(id1 * hessianColsNbr + id3 * dynJacobianColsNbr + id2);
+ cols.insert(id2 * hessianColsNbr + id1 * dynJacobianColsNbr + id3);
+ cols.insert(id2 * hessianColsNbr + id3 * dynJacobianColsNbr + id1);
+ cols.insert(id3 * hessianColsNbr + id1 * dynJacobianColsNbr + id2);
+ cols.insert(id3 * hessianColsNbr + id2 * dynJacobianColsNbr + id1);
+
+ int k2 = 1; // Keeps the offset of the permutation relative to k
+ for (set<int>::iterator it2 = cols.begin(); it2 != cols.end(); it2++)
+ if (*it2 != ref_col)
+ if (output_type == oJuliaDynamicModel)
+ third_derivatives_output << " @inbounds g3[" << eq + 1 << "," << *it2 + 1 << "] = "
+ << for_sym.str() << endl;
+ else
+ {
+ sparseHelper(3, third_derivatives_output, k+k2, 0, output_type);
+ third_derivatives_output << "=" << eq + 1 << ";" << endl;
+
+ sparseHelper(3, third_derivatives_output, k+k2, 1, output_type);
+ third_derivatives_output << "=" << *it2 + 1 << ";" << endl;
+
+ sparseHelper(3, third_derivatives_output, k+k2, 2, output_type);
+ third_derivatives_output << "=";
+ sparseHelper(3, third_derivatives_output, k, 2, output_type);
+ third_derivatives_output << ";" << endl;
+
+ k2++;
+ }
+ k += k2;
+ }
}
if (output_type == oMatlabDynamicModel)
@@ -2403,192 +2517,306 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia
map<string, string> tmp_paren_vars;
bool message_printed = false;
fixNestedParenthesis(model_output, tmp_paren_vars, message_printed);
- fixNestedParenthesis(model_local_vars_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(model_tt_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(jacobian_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(jacobian_tt_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(hessian_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(hessian_tt_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(third_derivatives_output, tmp_paren_vars, message_printed);
-
- DynamicOutput << "%" << endl
- << "% Model equations" << endl
- << "%" << endl
- << endl;
- writeVarExpectationCalls(DynamicOutput);
- DynamicOutput << "residual = zeros(" << nrows << ", 1);" << endl
- << model_local_vars_output.str()
- << model_output.str()
- // Writing initialization instruction for matrix g1
- << "if nargout >= 2," << endl
- << " g1 = zeros(" << nrows << ", " << dynJacobianColsNbr << ");" << endl
- << endl
- << " %" << endl
- << " % Jacobian matrix" << endl
- << " %" << endl
- << endl
- << jacobian_output.str()
- << endl
-
- // Initialize g2 matrix
- << "if nargout >= 3," << endl
- << " %" << endl
- << " % Hessian matrix" << endl
- << " %" << endl
- << endl;
+ fixNestedParenthesis(third_derivatives_tt_output, tmp_paren_vars, message_printed);
+
+ ostringstream init_output, end_output;
+ init_output << "residual = zeros(" << nrows << ", 1);";
+ writeDynamicModelHelper(dynamic_basename + "_resid", "residual",
+ dynamic_basename + "_resid_tt",
+ temporary_terms_res_idxs.size(),
+ "", init_output, end_output,
+ model_output, model_tt_output);
+
+ init_output.str(string());
+ init_output.clear();
+ init_output << "g1 = zeros(" << nrows << ", " << dynJacobianColsNbr << ");";
+ writeDynamicModelHelper(dynamic_basename + "_g1", "g1",
+ dynamic_basename + "_g1_tt",
+ temporary_terms_res_idxs.size() + temporary_terms_g1_idxs.size(),
+ dynamic_basename + "_resid_tt",
+ init_output, end_output,
+ jacobian_output, jacobian_tt_output);
+ writeWrapperFunctions(dynamic_basename, "g1");
+
+ init_output.str(string());
+ init_output.clear();
if (second_derivatives.size())
- DynamicOutput << " v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl
- << hessian_output.str()
- << " g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << nrows << "," << hessianColsNbr << ");" << endl;
- else // Either hessian is all zero, or we didn't compute it
- DynamicOutput << " g2 = sparse([],[],[]," << nrows << "," << hessianColsNbr << ");" << endl;
-
- // Initialize g3 matrix
- DynamicOutput << "if nargout >= 4," << endl
- << " %" << endl
- << " % Third order derivatives" << endl
- << " %" << endl
- << endl;
+ {
+ init_output << "v2 = zeros(" << NNZDerivatives[1] << ",3);";
+ end_output << "g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << nrows << "," << hessianColsNbr << ");";
+ }
+ else
+ init_output << "g2 = sparse([],[],[]," << nrows << "," << hessianColsNbr << ");";
+ writeDynamicModelHelper(dynamic_basename + "_g2", "g2",
+ dynamic_basename + "_g2_tt",
+ temporary_terms_res_idxs.size() + temporary_terms_g1_idxs.size()
+ + temporary_terms_g2_idxs.size(),
+ dynamic_basename + "_g1_tt",
+ init_output, end_output,
+ hessian_output, hessian_tt_output);
+ writeWrapperFunctions(dynamic_basename, "g2");
+
+ init_output.str(string());
+ init_output.clear();
+ end_output.str(string());
+ end_output.clear();
int ncols = hessianColsNbr * dynJacobianColsNbr;
if (third_derivatives.size())
- DynamicOutput << " v3 = zeros(" << NNZDerivatives[2] << ",3);" << endl
- << third_derivatives_output.str()
- << " g3 = sparse(v3(:,1),v3(:,2),v3(:,3)," << nrows << "," << ncols << ");" << endl;
- else // Either 3rd derivatives is all zero, or we didn't compute it
- DynamicOutput << " g3 = sparse([],[],[]," << nrows << "," << ncols << ");" << endl;
+ {
+ init_output << "v3 = zeros(" << NNZDerivatives[2] << ",3);";
+ end_output << "g3 = sparse(v3(:,1),v3(:,2),v3(:,3)," << nrows << "," << ncols << ");";
+ }
+ else
+ init_output << "g3 = sparse([],[],[]," << nrows << "," << ncols << ");";
+ writeDynamicModelHelper(dynamic_basename + "_g3", "g3",
+ dynamic_basename + "_g3_tt",
+ temporary_terms_res_idxs.size() + temporary_terms_g1_idxs.size()
+ + temporary_terms_g2_idxs.size() + temporary_terms_g3_idxs.size(),
+ dynamic_basename + "_g2_tt",
+ init_output, end_output,
+ third_derivatives_output, third_derivatives_tt_output);
+ writeWrapperFunctions(dynamic_basename, "g3");
+ }
+ /*
- DynamicOutput << "end" << endl
- << "end" << endl
- << "end" << endl;
- }
else if (output_type == oCDynamicModel)
{
DynamicOutput << "void Dynamic(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
<< " double lhs, rhs;" << endl
<< endl
- << " /* Residual equations */" << endl
+ << " * Residual equations *" << endl
<< model_local_vars_output.str()
+ << model_tt_output.str()
<< model_output.str()
- << " /* Jacobian */" << endl
+ << " * Jacobian *" << endl
<< " if (g1 == NULL)" << endl
<< " return;" << endl
<< endl
+ << jacobian_tt_output.str()
<< jacobian_output.str()
<< endl;
if (second_derivatives.size())
- DynamicOutput << " /* Hessian for endogenous and exogenous variables */" << endl
+ DynamicOutput << " * Hessian for endogenous and exogenous variables *" << endl
<< " if (v2 == NULL)" << endl
<< " return;" << endl
<< endl
+ << hessian_tt_output.str()
<< hessian_output.str()
<< endl;
if (third_derivatives.size())
- DynamicOutput << " /* Third derivatives for endogenous and exogenous variables */" << endl
+ DynamicOutput << " * Third derivatives for endogenous and exogenous variables *" << endl
<< " if (v3 == NULL)" << endl
<< " return;" << endl
<< endl
+ << third_derivatives_tt_output.str()
<< third_derivatives_output.str()
<< endl;
DynamicOutput << "}" << endl << endl;
}
+ */
else
{
- ostringstream comments;
- comments << "## Function Arguments" << endl
- << endl
- << "## Input" << endl
- << " 1 y: Array{Float64, num_dynamic_vars, 1} Vector of endogenous variables in the order stored" << endl
- << " in model_.lead_lag_incidence; see the manual" << endl
- << " 2 x: Array{Float64, nperiods, length(model_.exo)} Matrix of exogenous variables (in declaration order)" << endl
- << " for all simulation periods" << endl
- << " 3 params: Array{Float64, length(model_.param), 1} Vector of parameter values in declaration order" << endl
- << " 4 steady_state:" << endl
- << " 5 it_: Int Time period for exogenous variables for which to evaluate the model" << endl
- << endl
- << "## Output" << endl
- << " 6 residual: Array(Float64, model_.eq_nbr, 1) Vector of residuals of the dynamic model equations in" << endl
- << " order of declaration of the equations." << endl;
-
- DynamicOutput << "function dynamic!(y::Vector{Float64}, x::Matrix{Float64}, "
- << "params::Vector{Float64}," << endl
- << " steady_state::Vector{Float64}, it_::Int, "
- << "residual::Vector{Float64})" << endl
- << "#=" << endl << comments.str() << "=#" << endl
- << " @assert length(y)+size(x, 2) == " << dynJacobianColsNbr << endl
- << " @assert length(params) == " << symbol_table.param_nbr() << endl
- << " @assert length(residual) == " << nrows << endl
- << " #" << endl
- << " # Model equations" << endl
- << " #" << endl
- << model_local_vars_output.str()
- << model_output.str()
- << "end" << endl << endl
- << "function dynamic!(y::Vector{Float64}, x::Matrix{Float64}, "
- << "params::Vector{Float64}," << endl
- << " steady_state::Vector{Float64}, it_::Int, "
- << "residual::Vector{Float64}," << endl
- << " g1::Matrix{Float64})" << endl;
-
- comments << " 7 g1: Array(Float64, model_.eq_nbr, num_dynamic_vars) Jacobian matrix of the dynamic model equations;" << endl
- << " rows: equations in order of declaration" << endl
- << " columns: variables in order stored in model_.lead_lag_incidence" << endl;
-
- DynamicOutput << "#=" << endl << comments.str() << "=#" << endl
- << " @assert size(g1) == (" << nrows << ", " << dynJacobianColsNbr << ")" << endl
- << " fill!(g1, 0.0)" << endl
- << " dynamic!(y, x, params, steady_state, it_, residual)" << endl
- << model_local_vars_output.str()
- << " #" << endl
- << " # Jacobian matrix" << endl
- << " #" << endl
- << jacobian_output.str()
- << "end" << endl << endl
- << "function dynamic!(y::Vector{Float64}, x::Matrix{Float64}, "
- << "params::Vector{Float64}," << endl
- << " steady_state::Vector{Float64}, it_::Int, "
- << "residual::Vector{Float64}," << endl
- << " g1::Matrix{Float64}, g2::Matrix{Float64})" << endl;
-
- comments << " 8 g2: spzeros(model_.eq_nbr, (num_dynamic_vars)^2) Hessian matrix of the dynamic model equations;" << endl
- << " rows: equations in order of declaration" << endl
- << " columns: variables in order stored in model_.lead_lag_incidence" << endl;
-
- DynamicOutput << "#=" << endl << comments.str() << "=#" << endl
- << " @assert size(g2) == (" << nrows << ", " << hessianColsNbr << ")" << endl
- << " fill!(g2, 0.0)" << endl
- << " dynamic!(y, x, params, steady_state, it_, residual, g1)" << endl;
- if (second_derivatives.size())
- DynamicOutput << model_local_vars_output.str()
- << " #" << endl
- << " # Hessian matrix" << endl
- << " #" << endl
- << hessian_output.str();
+ string filename = dynamic_basename + "Dynamic.jl";
+ ofstream output;
+ output.open(filename.c_str(), ios::out | ios::binary);
+ if (!output.is_open())
+ {
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
- // Initialize g3 matrix
+ output << "module " << dynamic_basename << "Dynamic" << endl
+ << "#" << endl
+ << "# NB: this file was automatically generated by Dynare" << endl
+ << "# from " << dynamic_basename << ".mod" << endl
+ << "#" << endl
+ << "using Utils" << endl << endl
+ << "export dynamic!, dynamicResid!, dynamicG1!, dynamicG2!, dynamicG3!" << endl << endl
+ << "#=" << endl
+ << "# The comments below apply to all functions contained in this module #" << endl
+ << " NB: The arguments contained on the first line of the function" << endl
+ << " definition are those that are modified in place" << endl << endl
+ << "## Exported Functions ##" << endl
+ << " dynamic! : Wrapper function; computes residuals, Jacobian, Hessian," << endl
+ << " and third derivatives depending on the arguments provided" << endl
+ << " dynamicResid! : Computes the dynamic model residuals" << endl
+ << " dynamicG1! : Computes the dynamic model Jacobian" << endl
+ << " dynamicG2! : Computes the dynamic model Hessian" << endl
+ << " dynamicG3! : Computes the dynamic model third derivatives" << endl << endl
+ << "## Local Functions ##" << endl
+ << " dynamicResidTT! : Computes the dynamic model temporary terms for the residuals" << endl
+ << " dynamicG1TT! : Computes the dynamic model temporary terms for the Jacobian" << endl
+ << " dynamicG2TT! : Computes the dynamic model temporary terms for the Hessian" << endl
+ << " dynamicG3TT! : Computes the dynamic model temporary terms for the third derivatives" << endl << endl
+ << "## Function Arguments ##" << endl
+ << " T : Vector{Float64, num_temp_terms, 1} Vector of Temporary Terms" << endl
+ << " y : Vector{Float64, num_dynamic_vars, 1} Vector of endogenous variables in the order stored" << endl
+ << " in model_.lead_lag_incidence; see the manual" << endl
+ << " x : Vector{Float64, nperiods, length(model_.exo)} Matrix of exogenous variables (in declaration order)" << endl
+ << " for all simulation periods" << endl
+ << " params : Vector{Float64, length(model_.param), 1} Vector of parameter values in declaration order" << endl
+ << " steady_state :" << endl
+ << " it_ : Int Time period for exogenous variables for which to evaluate the model" << endl
+ << " residual : Vector{Float64, model_.eq_nbr, 1} Vector of residuals of the dynamic model equations in" << endl
+ << " order of declaration of the equations." << endl
+ << " g1 : Vector{Float64, model_.eq_nbr, num_dynamic_vars} Jacobian matrix of the dynamic model equations" << endl
+ << " rows: equations in order of declaration" << endl
+ << " columns: variables in order stored in model_.lead_lag_incidence" << endl
+ << " g2 : spzeros(model_.eq_nbr, (num_dynamic_vars)^2) Hessian matrix of the dynamic model equations" << endl
+ << " rows: equations in order of declaration" << endl
+ << " columns: variables in order stored in model_.lead_lag_incidence" << endl
+ << " g3 : spzeros(model_.eq_nbr, (num_dynamic_vars)^3) Third order derivative matrix of the dynamic model equations;" << endl
+ << " rows: equations in order of declaration" << endl
+ << " columns: variables in order stored in model_.lead_lag_incidence" << endl
+ << "=#" << endl << endl;
+
+ // dynamicResidTT!
+ output << "function dynamicResidTT!(T::Vector{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
+ << model_tt_output.str()
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // dynamic!
+ output << "function dynamicResid!(T::Vector{Float64}, residual::Vector{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int, T_flag::Bool)" << endl
+ << " @assert length(T) >= " << temporary_terms_res_idxs.size() << endl
+ << " @assert length(residual) == " << nrows << endl
+ << " @assert length(y)+size(x, 2) == " << dynJacobianColsNbr << endl
+ << " @assert length(params) == " << symbol_table.param_nbr() << endl
+ << " if T_flag" << endl
+ << " dynamicResidTT!(T, y, x, params, steady_state, it_)" << endl
+ << " end" << endl
+ << model_output.str()
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // dynamicG1TT!
+ output << "function dynamicG1TT!(T::Vector{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
+ << " dynamicResidTT!(T, y, x, params, steady_state, it_)" << endl
+ << jacobian_tt_output.str()
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // dynamicG1!
+ output << "function dynamicG1!(T::Vector{Float64}, g1::Matrix{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int, T_flag::Bool)" << endl
+ << " @assert length(T) >= "
+ << temporary_terms_res_idxs.size() + temporary_terms_g1_idxs.size() << endl
+ << " @assert size(g1) == (" << nrows << ", " << dynJacobianColsNbr << ")" << endl
+ << " @assert length(y)+size(x, 2) == " << dynJacobianColsNbr << endl
+ << " @assert length(params) == " << symbol_table.param_nbr() << endl
+ << " if T_flag" << endl
+ << " dynamicG1TT!(T, y, x, params, steady_state, it_)" << endl
+ << " end" << endl
+ << " fill!(g1, 0.0)" << endl
+ << jacobian_output.str()
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // dynamicG2TT!
+ output << "function dynamicG2TT!(T::Vector{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
+ << " dynamicG1TT!(T, y, x, params, steady_state, it_)" << endl
+ << hessian_tt_output.str()
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // dynamicG2!
+ output << "function dynamicG2!(T::Vector{Float64}, g2::Matrix{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int, T_flag::Bool)" << endl
+ << " @assert length(T) >= " << temporary_terms_res_idxs.size() + temporary_terms_g1_idxs.size() + temporary_terms_g2_idxs.size() << endl
+ << " @assert size(g2) == (" << nrows << ", " << hessianColsNbr << ")" << endl
+ << " @assert length(y)+size(x, 2) == " << dynJacobianColsNbr << endl
+ << " @assert length(params) == " << symbol_table.param_nbr() << endl
+ << " if T_flag" << endl
+ << " dynamicG2TT!(T, y, x, params, steady_state, it_)" << endl
+ << " end" << endl
+ << " fill!(g2, 0.0)" << endl
+ << hessian_output.str()
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // dynamicG3TT!
+ output << "function dynamicG3TT!(T::Vector{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
+ << " dynamicG2TT!(T, y, x, params, steady_state, it_)" << endl
+ << third_derivatives_tt_output.str()
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // dynamicG3!
int ncols = hessianColsNbr * dynJacobianColsNbr;
- DynamicOutput << "end" << endl << endl
- << "function dynamic!(y::Vector{Float64}, x::Matrix{Float64}, "
- << "params::Vector{Float64}," << endl
- << " steady_state::Vector{Float64}, it_::Int, "
- << "residual::Vector{Float64}," << endl
- << " g1::Matrix{Float64}, g2::Matrix{Float64}, g3::Matrix{Float64})" << endl;
-
- comments << " 9 g3: spzeros(model_.eq_nbr, (num_dynamic_vars)^3) Third order derivative matrix of the dynamic model equations;" << endl
- << " rows: equations in order of declaration" << endl
- << " columns: variables in order stored in model_.lead_lag_incidence" << endl;
-
- DynamicOutput << "#=" << endl << comments.str() << "=#" << endl
- << " @assert size(g3) == (" << nrows << ", " << ncols << ")" << endl
- << " fill!(g3, 0.0)" << endl
- << " dynamic!(y, x, params, steady_state, it_, residual, g1, g2)" << endl;
- if (third_derivatives.size())
- DynamicOutput << model_local_vars_output.str()
- << " #" << endl
- << " # Third order derivatives" << endl
- << " #" << endl
- << third_derivatives_output.str();
- DynamicOutput << "end" << endl;
+ output << "function dynamicG3!(T::Vector{Float64}, g3::Matrix{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int, T_flag::Bool)" << endl
+ << " @assert length(T) >= "
+ << temporary_terms_res_idxs.size() + temporary_terms_g1_idxs.size() + temporary_terms_g2_idxs.size() + temporary_terms_g3_idxs.size() << endl
+ << " @assert size(g3) == (" << nrows << ", " << ncols << ")" << endl
+ << " @assert length(y)+size(x, 2) == " << dynJacobianColsNbr << endl
+ << " @assert length(params) == " << symbol_table.param_nbr() << endl
+ << " if T_flag" << endl
+ << " dynamicG3TT!(T, y, x, params, steady_state, it_)" << endl
+ << " end" << endl
+ << " fill!(g3, 0.0)" << endl
+ << third_derivatives_output.str()
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // dynamic!
+ output << "function dynamic!(T::Vector{Float64}, residual::Vector{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
+ << " dynamicResid!(T, residual, y, x, params, steady_state, it_, true)" << endl
+ << " return nothing" << endl
+ << "end" << endl
+ << endl
+ << "function dynamic!(T::Vector{Float64}, residual::Vector{Float64}, g1::Matrix{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
+ << " dynamicG1!(T, g1, y, x, params, steady_state, it_, true)" << endl
+ << " dynamicResid!(T, residual, y, x, params, steady_state, it_, false)" << endl
+ << " return nothing" << endl
+ << "end" << endl
+ << endl
+ << "function dynamic!(T::Vector{Float64}, residual::Vector{Float64}, g1::Matrix{Float64}, g2::Matrix{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
+ << " dynamicG2!(T, g2, y, x, params, steady_state, it_, true)" << endl
+ << " dynamicG1!(T, g1, y, x, params, steady_state, it_, false)" << endl
+ << " dynamicResid!(T, residual, y, x, params, steady_state, it_, false)" << endl
+ << " return nothing" << endl
+ << "end" << endl
+ << endl
+ << "function dynamic!(T::Vector{Float64}, residual::Vector{Float64}, g1::Matrix{Float64}, g2::Matrix{Float64}, g3::Matrix{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, "
+ << "params::Vector{Float64}, steady_state::Vector{Float64}, it_::Int)" << endl
+ << " dynamicG3!(T, g3, y, x, params, steady_state, it_, true)" << endl
+ << " dynamicG2!(T, g2, y, x, params, steady_state, it_, false)" << endl
+ << " dynamicG1!(T, g1, y, x, params, steady_state, it_, false)" << endl
+ << " dynamicResid!(T, residual, y, x, params, steady_state, it_, false)" << endl
+ << " return nothing" << endl
+ << "end" << endl
+ << "end" << endl;
+ output.close();
}
}
@@ -4031,13 +4259,16 @@ DynamicModel::writeAuxVarRecursiveDefinitions(ostream &output, ExprNodeOutputTyp
{
deriv_node_temp_terms_t tef_terms;
temporary_terms_t temporary_terms;
+ temporary_terms_idxs_t temporary_terms_idxs;
for (int i = 0; i < (int) aux_equations.size(); i++)
if (dynamic_cast<ExprNode *>(aux_equations[i])->containsExternalFunction())
dynamic_cast<ExprNode *>(aux_equations[i])->writeExternalFunctionOutput(output, output_type,
- temporary_terms, tef_terms);
+ temporary_terms,
+ temporary_terms_idxs,
+ tef_terms);
for (int i = 0; i < (int) aux_equations.size(); i++)
{
- dynamic_cast<ExprNode *>(aux_equations[i])->writeOutput(output, output_type, temporary_terms, tef_terms);
+ dynamic_cast<ExprNode *>(aux_equations[i])->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ";" << endl;
}
}
@@ -5266,11 +5497,11 @@ DynamicModel::isChecksumMatching(const string &basename) const
if (vrhs != 0) // The right hand side of the equation is not empty ==> residual=lhs-rhs;
{
buffer << "lhs =";
- lhs->writeOutput(buffer, buffer_type, temporary_terms);
+ lhs->writeOutput(buffer, buffer_type, temporary_terms, temporary_terms_idxs);
buffer << ";" << endl;
buffer << "rhs =";
- rhs->writeOutput(buffer, buffer_type, temporary_terms);
+ rhs->writeOutput(buffer, buffer_type, temporary_terms, temporary_terms_idxs);
buffer << ";" << endl;
buffer << "residual" << LEFT_ARRAY_SUBSCRIPT(buffer_type)
@@ -5284,7 +5515,7 @@ DynamicModel::isChecksumMatching(const string &basename) const
<< eq + ARRAY_SUBSCRIPT_OFFSET(buffer_type)
<< RIGHT_ARRAY_SUBSCRIPT(buffer_type)
<< " = ";
- lhs->writeOutput(buffer, buffer_type, temporary_terms);
+ lhs->writeOutput(buffer, buffer_type, temporary_terms, temporary_terms_idxs);
buffer << ";" << endl;
}
}
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 7ff8475f4b83b0d86fbc0d054c5cc639ba1f3e9b..591eae8d5d8699d7cd2387c90d5a817acd9c85db 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -109,6 +109,8 @@ private:
//! Writes the dynamic model equations and its derivatives
/*! \todo add third derivatives handling in C output */
void writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia) const;
+ void writeDynamicModel(const string &dynamic_basename, bool use_dll, bool julia) const;
+ void writeDynamicModel(const string &dynamic_basename, ostream &DynamicOutput, bool use_dll, bool julia) const;
//! Writes the Block reordred structure of the model in M output
void writeModelEquationsOrdered_M(const string &dynamic_basename) const;
//! Writes the code of the Block reordred structure of the model in virtual machine bytecode
@@ -235,6 +237,14 @@ private:
//!Maximum lead and lag for each block on endogenous of the block, endogenous of the previous blocks, exogenous and deterministic exogenous
vector<pair<int, int> > endo_max_leadlag_block, other_endo_max_leadlag_block, exo_max_leadlag_block, exo_det_max_leadlag_block, max_leadlag_block;
+ void writeWrapperFunctions(const string &name, const string &ending) const;
+ void writeDynamicModelHelper(const string &name, const string &retvalname,
+ const string &name_tt, size_t ttlen,
+ const string &previous_tt_name,
+ const ostringstream &init_s,
+ const ostringstream &end_s,
+ const ostringstream &s, const ostringstream &s_tt) const;
+
public:
DynamicModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants_arg, ExternalFunctionsTable &external_functions_table_argx);
//! Adds a variable node
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index f2340b6508b48a5c7e6f95bb6a8611f68b8f2155..4b84103bbcfa08cdb45a01e4523429cc0fbefef6 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -171,8 +171,16 @@ ExprNode::writeOutput(ostream &output, ExprNodeOutputType output_type) const
void
ExprNode::writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const
{
+ temporary_terms_idxs_t temporary_terms_idxs;
deriv_node_temp_terms_t tef_terms;
- writeOutput(output, output_type, temporary_terms, tef_terms);
+ writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+}
+
+void
+ExprNode::writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs) const
+{
+ deriv_node_temp_terms_t tef_terms;
+ writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
}
void
@@ -187,6 +195,7 @@ ExprNode::compile(ostream &CompileCode, unsigned int &instruction_number,
void
ExprNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
// Nothing to do
@@ -344,13 +353,28 @@ void
NumConstNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
+{
+ temporary_terms_idxs_t temporary_terms_idxs;
+ writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+}
+
+void
+NumConstNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
+ const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
+ deriv_node_temp_terms_t &tef_terms) const
{
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<NumConstNode *>(this));
if (it != temporary_terms.end())
if (output_type == oMatlabDynamicModelSparse)
output << "T" << idx << "(it_)";
else
- output << "T" << idx;
+ if (temporary_terms_idxs.empty() || IS_C(output_type))
+ output << "T" << idx;
+ else
+ output << "T" << LEFT_ARRAY_SUBSCRIPT(output_type)
+ << temporary_terms_idxs[distance(temporary_terms.begin(), it)] + 1
+ << RIGHT_ARRAY_SUBSCRIPT(output_type);
else
output << datatree.num_constants.get(id);
}
@@ -391,6 +415,11 @@ NumConstNode::collectDynamicVariables(SymbolType type_arg, set<pair<int, int> >
{
}
+void
+NumConstNode::collectModelLocalVariables(map<int, expr_t> &result) const
+{
+}
+
pair<int, expr_t >
NumConstNode::normalizeEquation(int var_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const
{
@@ -739,6 +768,7 @@ VariableNode::writeJsonOutput(ostream &output,
void
VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
// If node is a temporary term
@@ -748,7 +778,14 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
if (output_type == oMatlabDynamicModelSparse)
output << "T" << idx << "(it_)";
else
- output << "T" << idx;
+ {
+ if (temporary_terms_idxs.empty() || IS_C(output_type))
+ output << "T" << idx;
+ else
+ output << "T" << LEFT_ARRAY_SUBSCRIPT(output_type)
+ << temporary_terms_idxs[distance(temporary_terms.begin(), it)] + 1
+ << RIGHT_ARRAY_SUBSCRIPT(output_type);
+ }
return;
}
@@ -790,7 +827,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
|| output_type == oCDynamicSteadyStateOperator)
{
output << "(";
- datatree.local_variables_table[symb_id]->writeOutput(output, output_type, temporary_terms, tef_terms);
+ datatree.local_variables_table[symb_id]->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ")";
}
else
@@ -986,6 +1023,15 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
}
}
+void
+VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
+ const temporary_terms_t &temporary_terms,
+ deriv_node_temp_terms_t &tef_terms) const
+{
+ temporary_terms_idxs_t temporary_terms_idxs;
+ writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+}
+
expr_t
VariableNode::substituteStaticAuxiliaryVariable() const
{
@@ -1107,6 +1153,16 @@ VariableNode::collectDynamicVariables(SymbolType type_arg, set<pair<int, int> >
datatree.local_variables_table[symb_id]->collectDynamicVariables(type_arg, result);
}
+void
+VariableNode::collectModelLocalVariables(map<int, expr_t> &result) const
+{
+ if (type == eModelLocalVariable)
+ {
+ result[symb_id] = const_cast<VariableNode *>(this);
+ datatree.local_variables_table[symb_id]->collectModelLocalVariables(result);
+ }
+}
+
pair<int, expr_t>
VariableNode::normalizeEquation(int var_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const
{
@@ -2249,6 +2305,7 @@ UnaryOpNode::writeJsonOutput(ostream &output,
void
UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
// If node is a temporary term
@@ -2258,7 +2315,12 @@ UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
if (output_type == oMatlabDynamicModelSparse)
output << "T" << idx << "(it_)";
else
- output << "T" << idx;
+ if (temporary_terms_idxs.empty() || IS_C(output_type))
+ output << "T" << idx;
+ else
+ output << "T" << LEFT_ARRAY_SUBSCRIPT(output_type)
+ << temporary_terms_idxs[distance(temporary_terms.begin(), it)] + 1
+ << RIGHT_ARRAY_SUBSCRIPT(output_type);
return;
}
@@ -2358,7 +2420,7 @@ UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
break;
}
output << "(";
- arg->writeOutput(output, new_output_type, temporary_terms, tef_terms);
+ arg->writeOutput(output, new_output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ")";
return;
case oSteadyStateParamDeriv:
@@ -2431,7 +2493,7 @@ UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
}
// Write argument
- arg->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
if (close_parenthesis)
output << RIGHT_PAR(output_type);
@@ -2441,12 +2503,22 @@ UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << RIGHT_PAR(output_type);
}
+void
+UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
+ const temporary_terms_t &temporary_terms,
+ deriv_node_temp_terms_t &tef_terms) const
+{
+ temporary_terms_idxs_t temporary_terms_idxs;
+ writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+}
+
void
UnaryOpNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
- arg->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
+ arg->writeExternalFunctionOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
}
void
@@ -2579,6 +2651,12 @@ UnaryOpNode::collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &
arg->collectDynamicVariables(type_arg, result);
}
+void
+UnaryOpNode::collectModelLocalVariables(map<int, expr_t> &result) const
+{
+ arg->collectModelLocalVariables(result);
+}
+
pair<int, expr_t>
UnaryOpNode::normalizeEquation(int var_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const
{
@@ -3857,6 +3935,7 @@ BinaryOpNode::writeJsonOutput(ostream &output,
void
BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
// If current node is a temporary term
@@ -3866,7 +3945,12 @@ BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
if (output_type == oMatlabDynamicModelSparse)
output << "T" << idx << "(it_)";
else
- output << "T" << idx;
+ if (temporary_terms_idxs.empty() || IS_C(output_type))
+ output << "T" << idx;
+ else
+ output << "T" << LEFT_ARRAY_SUBSCRIPT(output_type)
+ << temporary_terms_idxs[distance(temporary_terms.begin(), it)] + 1
+ << RIGHT_ARRAY_SUBSCRIPT(output_type);
return;
}
@@ -3874,16 +3958,16 @@ BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
if (op_code == oPowerDeriv)
{
if (IS_LATEX(output_type))
- unpackPowerDeriv()->writeOutput(output, output_type, temporary_terms, tef_terms);
+ unpackPowerDeriv()->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
else
{
if (output_type == oJuliaStaticModel || output_type == oJuliaDynamicModel)
output << "get_power_deriv(";
else
output << "getPowerDeriv(";
- arg1->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg1->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ",";
- arg2->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg2->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << "," << powerDerivOrder << ")";
}
return;
@@ -3906,9 +3990,9 @@ BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
default:
;
}
- arg1->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg1->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ",";
- arg2->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg2->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ")";
return;
}
@@ -3932,7 +4016,7 @@ BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
}
// Write left argument
- arg1->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg1->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
if (close_parenthesis)
output << RIGHT_PAR(output_type);
@@ -4025,7 +4109,7 @@ BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
}
// Write right argument
- arg2->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg2->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
if (IS_LATEX(output_type) && (op_code == oPower || op_code == oDivide))
output << "}";
@@ -4034,13 +4118,23 @@ BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << RIGHT_PAR(output_type);
}
+void
+BinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
+ const temporary_terms_t &temporary_terms,
+ deriv_node_temp_terms_t &tef_terms) const
+{
+ temporary_terms_idxs_t temporary_terms_idxs;
+ writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+}
+
void
BinaryOpNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
- arg1->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
- arg2->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
+ arg1->writeExternalFunctionOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+ arg2->writeExternalFunctionOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
}
void
@@ -4072,6 +4166,13 @@ BinaryOpNode::collectDynamicVariables(SymbolType type_arg, set<pair<int, int> >
arg2->collectDynamicVariables(type_arg, result);
}
+void
+BinaryOpNode::collectModelLocalVariables(map<int, expr_t> &result) const
+{
+ arg1->collectModelLocalVariables(result);
+ arg2->collectModelLocalVariables(result);
+}
+
expr_t
BinaryOpNode::Compute_RHS(expr_t arg1, expr_t arg2, int op, int op_type) const
{
@@ -5188,13 +5289,22 @@ TrinaryOpNode::writeJsonOutput(ostream &output,
void
TrinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
// If current node is a temporary term
temporary_terms_t::const_iterator it = temporary_terms.find(const_cast<TrinaryOpNode *>(this));
if (it != temporary_terms.end())
{
- output << "T" << idx;
+ if (temporary_terms_idxs.empty())
+ output << "T" << idx;
+ else
+ if (temporary_terms_idxs.empty() || IS_C(output_type))
+ output << "T" << idx;
+ else
+ output << "T" << LEFT_ARRAY_SUBSCRIPT(output_type)
+ << temporary_terms_idxs[distance(temporary_terms.begin(), it)] + 1
+ << RIGHT_ARRAY_SUBSCRIPT(output_type);
return;
}
@@ -5205,21 +5315,21 @@ TrinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
{
// In C, there is no normcdf() primitive, so use erf()
output << "(0.5*(1+erf(((";
- arg1->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg1->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ")-(";
- arg2->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg2->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << "))/(";
- arg3->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg3->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ")/M_SQRT2)))";
}
else
{
output << "normcdf(";
- arg1->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg1->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ",";
- arg2->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg2->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ",";
- arg3->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg3->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ")";
}
break;
@@ -5228,37 +5338,47 @@ TrinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
{
//(1/(v3*sqrt(2*M_PI)*exp(pow((v1-v2)/v3,2)/2)))
output << "(1/(";
- arg3->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg3->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << "*sqrt(2*M_PI)*exp(pow((";
- arg1->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg1->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << "-";
- arg2->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg2->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ")/";
- arg3->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg3->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ",2)/2)))";
}
else
{
output << "normpdf(";
- arg1->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg1->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ",";
- arg2->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg2->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ",";
- arg3->writeOutput(output, output_type, temporary_terms, tef_terms);
+ arg3->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ")";
}
break;
}
}
+void
+TrinaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
+ const temporary_terms_t &temporary_terms,
+ deriv_node_temp_terms_t &tef_terms) const
+{
+ temporary_terms_idxs_t temporary_terms_idxs;
+ writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+}
+
void
TrinaryOpNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
- arg1->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
- arg2->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
- arg3->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
+ arg1->writeExternalFunctionOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+ arg2->writeExternalFunctionOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+ arg3->writeExternalFunctionOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
}
void
@@ -5294,6 +5414,14 @@ TrinaryOpNode::collectDynamicVariables(SymbolType type_arg, set<pair<int, int> >
arg3->collectDynamicVariables(type_arg, result);
}
+void
+TrinaryOpNode::collectModelLocalVariables(map<int, expr_t> &result) const
+{
+ arg1->collectModelLocalVariables(result);
+ arg2->collectModelLocalVariables(result);
+ arg3->collectModelLocalVariables(result);
+}
+
pair<int, expr_t>
TrinaryOpNode::normalizeEquation(int var_endo, vector<pair<int, pair<expr_t, expr_t> > > &List_of_Op_RHS) const
{
@@ -5709,6 +5837,14 @@ AbstractExternalFunctionNode::collectDynamicVariables(SymbolType type_arg, set<p
(*it)->collectDynamicVariables(type_arg, result);
}
+void
+AbstractExternalFunctionNode::collectModelLocalVariables(map<int, expr_t> &result) const
+{
+ for (vector<expr_t>::const_iterator it = arguments.begin();
+ it != arguments.end(); it++)
+ (*it)->collectModelLocalVariables(result);
+}
+
void
AbstractExternalFunctionNode::collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const
{
@@ -6055,6 +6191,7 @@ AbstractExternalFunctionNode::normalizeEquation(int var_endo, vector<pair<int, p
void
AbstractExternalFunctionNode::writeExternalFunctionArguments(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
for (vector<expr_t>::const_iterator it = arguments.begin();
@@ -6063,7 +6200,7 @@ AbstractExternalFunctionNode::writeExternalFunctionArguments(ostream &output, Ex
if (it != arguments.begin())
output << ",";
- (*it)->writeOutput(output, output_type, temporary_terms, tef_terms);
+ (*it)->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
}
}
@@ -6267,6 +6404,7 @@ ExternalFunctionNode::writeJsonOutput(ostream &output,
void
ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
if (output_type == oMatlabOutsideModel || output_type == oSteadyStateFile
@@ -6276,7 +6414,7 @@ ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_typ
string name = IS_LATEX(output_type) ? datatree.symbol_table.getTeXName(symb_id)
: datatree.symbol_table.getName(symb_id);
output << name << "(";
- writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
+ writeExternalFunctionArguments(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ")";
return;
}
@@ -6287,7 +6425,12 @@ ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_typ
if (output_type == oMatlabDynamicModelSparse)
output << "T" << idx << "(it_)";
else
- output << "T" << idx;
+ if (temporary_terms_idxs.empty() || IS_C(output_type))
+ output << "T" << idx;
+ else
+ output << "T" << LEFT_ARRAY_SUBSCRIPT(output_type)
+ << temporary_terms_idxs[distance(temporary_terms.begin(), it)] + 1
+ << RIGHT_ARRAY_SUBSCRIPT(output_type);
return;
}
@@ -6296,9 +6439,19 @@ ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_typ
output << "TEF_" << getIndxInTefTerms(symb_id, tef_terms);
}
+void
+ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
+ const temporary_terms_t &temporary_terms,
+ deriv_node_temp_terms_t &tef_terms) const
+{
+ temporary_terms_idxs_t temporary_terms_idxs;
+ writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+}
+
void
ExternalFunctionNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
int first_deriv_symb_id = datatree.external_functions_table.getFirstDerivSymbID(symb_id);
@@ -6306,7 +6459,7 @@ ExternalFunctionNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutpu
for (vector<expr_t>::const_iterator it = arguments.begin();
it != arguments.end(); it++)
- (*it)->writeExternalFunctionOutput(output, output_type, temporary_terms, tef_terms);
+ (*it)->writeExternalFunctionOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
if (!alreadyWrittenAsTefTerm(symb_id, tef_terms))
{
@@ -6367,7 +6520,7 @@ ExternalFunctionNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutpu
output << "TEF_" << indx << " = ";
output << datatree.symbol_table.getName(symb_id) << "(";
- writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
+ writeExternalFunctionArguments(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ");" << endl;
}
}
@@ -6523,6 +6676,7 @@ FirstDerivExternalFunctionNode::writeJsonOutput(ostream &output,
void
FirstDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
assert(output_type != oMatlabOutsideModel);
@@ -6531,7 +6685,7 @@ FirstDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType
{
output << "\\frac{\\partial " << datatree.symbol_table.getTeXName(symb_id)
<< "}{\\partial " << inputIndex << "}(";
- writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
+ writeExternalFunctionArguments(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ")";
return;
}
@@ -6543,7 +6697,12 @@ FirstDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType
if (output_type == oMatlabDynamicModelSparse)
output << "T" << idx << "(it_)";
else
- output << "T" << idx;
+ if (temporary_terms_idxs.empty() || IS_C(output_type))
+ output << "T" << idx;
+ else
+ output << "T" << LEFT_ARRAY_SUBSCRIPT(output_type)
+ << temporary_terms_idxs[distance(temporary_terms.begin(), it)] + 1
+ << RIGHT_ARRAY_SUBSCRIPT(output_type);
return;
}
@@ -6566,6 +6725,15 @@ FirstDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType
<< LEFT_ARRAY_SUBSCRIPT(output_type) << tmpIndx << RIGHT_ARRAY_SUBSCRIPT(output_type);
}
+void
+FirstDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
+ const temporary_terms_t &temporary_terms,
+ deriv_node_temp_terms_t &tef_terms) const
+{
+ temporary_terms_idxs_t temporary_terms_idxs;
+ writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+}
+
void
FirstDerivExternalFunctionNode::compile(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
@@ -6607,6 +6775,7 @@ FirstDerivExternalFunctionNode::compile(ostream &CompileCode, unsigned int &inst
void
FirstDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
assert(output_type != oMatlabOutsideModel);
@@ -6618,7 +6787,7 @@ FirstDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, Exp
if (first_deriv_symb_id == symb_id)
{
expr_t parent = datatree.AddExternalFunction(symb_id, arguments);
- parent->writeExternalFunctionOutput(output, output_type, temporary_terms,
+ parent->writeExternalFunctionOutput(output, output_type, temporary_terms, temporary_terms_idxs,
tef_terms);
return;
}
@@ -6652,7 +6821,7 @@ FirstDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, Exp
output << "mxSetCell(prhs" << ending.str() << "[2], "
<< i++ << ", "
<< "mxCreateDoubleScalar("; // All external_function arguments are scalars
- (*it)->writeOutput(output, output_type, temporary_terms, tef_terms);
+ (*it)->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << "));" << endl;
}
@@ -6699,7 +6868,7 @@ FirstDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, Exp
<< " = " << datatree.symbol_table.getName(first_deriv_symb_id) << "(";
}
- writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
+ writeExternalFunctionArguments(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
if (first_deriv_symb_id == eExtFunNotSet)
output << "}";
@@ -6907,6 +7076,7 @@ SecondDerivExternalFunctionNode::writeJsonOutput(ostream &output,
void
SecondDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
assert(output_type != oMatlabOutsideModel);
@@ -6915,7 +7085,7 @@ SecondDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType
{
output << "\\frac{\\partial^2 " << datatree.symbol_table.getTeXName(symb_id)
<< "}{\\partial " << inputIndex1 << "\\partial " << inputIndex2 << "}(";
- writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
+ writeExternalFunctionArguments(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << ")";
return;
}
@@ -6927,7 +7097,12 @@ SecondDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType
if (output_type == oMatlabDynamicModelSparse)
output << "T" << idx << "(it_)";
else
- output << "T" << idx;
+ if (temporary_terms_idxs.empty() || IS_C(output_type))
+ output << "T" << idx;
+ else
+ output << "T" << LEFT_ARRAY_SUBSCRIPT(output_type)
+ << temporary_terms_idxs[distance(temporary_terms.begin(), it)] + 1
+ << RIGHT_ARRAY_SUBSCRIPT(output_type);
return;
}
@@ -6962,9 +7137,19 @@ SecondDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType
<< LEFT_ARRAY_SUBSCRIPT(output_type) << tmpIndex1 << "," << tmpIndex2 << RIGHT_ARRAY_SUBSCRIPT(output_type);
}
+void
+SecondDerivExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
+ const temporary_terms_t &temporary_terms,
+ deriv_node_temp_terms_t &tef_terms) const
+{
+ temporary_terms_idxs_t temporary_terms_idxs;
+ writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+}
+
void
SecondDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
assert(output_type != oMatlabOutsideModel);
@@ -6976,7 +7161,7 @@ SecondDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, Ex
if (second_deriv_symb_id == symb_id)
{
expr_t parent = datatree.AddExternalFunction(symb_id, arguments);
- parent->writeExternalFunctionOutput(output, output_type, temporary_terms,
+ parent->writeExternalFunctionOutput(output, output_type, temporary_terms, temporary_terms_idxs,
tef_terms);
return;
}
@@ -7011,7 +7196,7 @@ SecondDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, Ex
output << "mxSetCell(prhs" << ending.str() << "[3], "
<< i++ << ", "
<< "mxCreateDoubleScalar("; // All external_function arguments are scalars
- (*it)->writeOutput(output, output_type, temporary_terms, tef_terms);
+ (*it)->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
output << "));" << endl;
}
@@ -7060,7 +7245,7 @@ SecondDerivExternalFunctionNode::writeExternalFunctionOutput(ostream &output, Ex
<< " = " << datatree.symbol_table.getName(second_deriv_symb_id) << "(";
}
- writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
+ writeExternalFunctionArguments(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
if (second_deriv_symb_id == eExtFunNotSet)
output << "}";
@@ -7218,6 +7403,7 @@ VarExpectationNode::cloneDynamic(DataTree &dynamic_datatree) const
void
VarExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
assert(output_type != oMatlabOutsideModel);
@@ -7237,13 +7423,27 @@ VarExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
if (output_type == oMatlabDynamicModelSparse)
output << "T" << idx << "(it_)";
else
- output << "T" << idx;
+ if (temporary_terms_idxs.empty() || IS_C(output_type))
+ output << "T" << idx;
+ else
+ output << "T" << LEFT_ARRAY_SUBSCRIPT(output_type)
+ << temporary_terms_idxs[distance(temporary_terms.begin(), it)] + 1
+ << RIGHT_ARRAY_SUBSCRIPT(output_type);
return;
}
output << "dynamic_var_forecast_" << model_name << "_" << forecast_horizon << "(" << yidx + 1 << ")";
}
+void
+VarExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
+ const temporary_terms_t &temporary_terms,
+ deriv_node_temp_terms_t &tef_terms) const
+{
+ temporary_terms_idxs_t temporary_terms_idxs;
+ writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+}
+
int
VarExpectationNode::maxEndoLead() const
{
@@ -7337,6 +7537,11 @@ VarExpectationNode::collectDynamicVariables(SymbolType type_arg, set<pair<int, i
{
}
+void
+VarExpectationNode::collectModelLocalVariables(map<int, expr_t> &result) const
+{
+}
+
void
VarExpectationNode::collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const
{
@@ -7580,6 +7785,7 @@ PacExpectationNode::cloneDynamic(DataTree &dynamic_datatree) const
void
PacExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const
{
assert(output_type != oMatlabOutsideModel);
@@ -7673,6 +7879,15 @@ PacExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "];" << endl;
}
+void
+PacExpectationNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
+ const temporary_terms_t &temporary_terms,
+ deriv_node_temp_terms_t &tef_terms) const
+{
+ temporary_terms_idxs_t temporary_terms_idxs;
+ writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+}
+
int
PacExpectationNode::maxEndoLead() const
{
@@ -7758,6 +7973,11 @@ PacExpectationNode::collectDynamicVariables(SymbolType type_arg, set<pair<int, i
{
}
+void
+PacExpectationNode::collectModelLocalVariables(map<int, expr_t> &result) const
+{
+}
+
void
PacExpectationNode::collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const
{
diff --git a/src/ExprNode.hh b/src/ExprNode.hh
index 4632653508f6d0b05c0c62ddcb3fe5bb05c60c06..d3b2fdcbb13c6d8c8d77060872af70a8b74c8312 100644
--- a/src/ExprNode.hh
+++ b/src/ExprNode.hh
@@ -45,6 +45,8 @@ struct ExprNodeLess;
//! Type for set of temporary terms
/*! They are ordered by index number thanks to ExprNodeLess */
typedef set<expr_t, ExprNodeLess> temporary_terms_t;
+/*! Keeps track of array indices of temporary_terms for writing */
+typedef vector<int> temporary_terms_idxs_t;
//! set of temporary terms used in a block
typedef set<int> temporary_terms_inuse_t;
@@ -219,6 +221,7 @@ class ExprNode
\param[in,out] tef_terms the set of already written external function nodes
*/
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const = 0;
+ virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, deriv_node_temp_terms_t &tef_terms) const = 0;
//! returns true if the expr node contains an external function
virtual bool containsExternalFunction() const = 0;
@@ -231,6 +234,7 @@ class ExprNode
//! Writes output of node, using a Txxx notation for nodes in temporary_terms
void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
+ void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs) const;
//! Writes output of node in JSON syntax
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic = true) const = 0;
@@ -240,6 +244,7 @@ class ExprNode
//! Writes the output for an external function, ensuring that the external function is called as few times as possible using temporary terms
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const;
//! Write the JSON output of an external function in a string vector
@@ -263,6 +268,9 @@ class ExprNode
*/
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const = 0;
+ //! Used in the collection of Model Local Variables for writing as Temporary Terms in Static and Dynamic files
+ virtual void collectModelLocalVariables(map<int, expr_t> &result) const = 0;
+
//! Computes the set of all variables of a given symbol type in the expression (without information on lags)
/*!
Variables are stored as symb_id.
@@ -539,9 +547,11 @@ public:
};
virtual void prepareForDerivation();
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
+ virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual bool containsExternalFunction() const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
+ virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, deriv_node_temp_terms_t &tef_terms) const;
@@ -601,9 +611,11 @@ public:
VariableNode(DataTree &datatree_arg, int symb_id_arg, int lag_arg);
virtual void prepareForDerivation();
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
+ virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual bool containsExternalFunction() const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
+ virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual void computeTemporaryTerms(map<expr_t, int > &reference_count,
temporary_terms_t &temporary_terms,
map<expr_t, pair<int, int> > &first_occurence,
@@ -695,10 +707,12 @@ public:
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
+ virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
@@ -715,6 +729,7 @@ public:
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
+ virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
static double eval_opcode(UnaryOpcode op_code, double v) throw (EvalException, EvalExternalFunctionException);
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
@@ -801,10 +816,12 @@ public:
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
+ virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
@@ -821,6 +838,7 @@ public:
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
+ virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
static double eval_opcode(double v1, BinaryOpcode op_code, double v2, int derivOrder) throw (EvalException, EvalExternalFunctionException);
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
@@ -926,10 +944,12 @@ public:
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
+ virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
@@ -946,6 +966,7 @@ public:
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
+ virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
static double eval_opcode(double v1, TrinaryOpcode op_code, double v2, double v3) throw (EvalException, EvalExternalFunctionException);
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
@@ -1012,7 +1033,7 @@ protected:
//! Returns the index in the tef_terms map of this external function
int getIndxInTefTerms(int the_symb_id, deriv_node_temp_terms_t &tef_terms) const throw (UnknownFunctionNameAndArgs);
//! Helper function to write output arguments of any given external function
- void writeExternalFunctionArguments(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
+ void writeExternalFunctionArguments(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, deriv_node_temp_terms_t &tef_terms) const;
void writeJsonExternalFunctionArguments(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
public:
AbstractExternalFunctionNode(DataTree &datatree_arg, int symb_id_arg,
@@ -1022,10 +1043,12 @@ public:
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const = 0;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const = 0;
+ virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, deriv_node_temp_terms_t &tef_terms) const = 0;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic = true) const = 0;
virtual bool containsExternalFunction() const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const = 0;
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
@@ -1042,6 +1065,7 @@ public:
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const = 0;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
+ virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
virtual double eval(const eval_context_t &eval_context) const throw (EvalException, EvalExternalFunctionException);
unsigned int compileExternalFunctionArguments(ostream &CompileCode, unsigned int &instruction_number,
@@ -1105,9 +1129,11 @@ public:
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
+ virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
@@ -1150,6 +1176,7 @@ public:
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
+ virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
@@ -1157,6 +1184,7 @@ public:
deriv_node_temp_terms_t &tef_terms) const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
@@ -1194,6 +1222,7 @@ public:
vector< vector<temporary_terms_t> > &v_temporary_terms,
int equation) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
+ virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
virtual void compile(ostream &CompileCode, unsigned int &instruction_number,
bool lhs_rhs, const temporary_terms_t &temporary_terms,
@@ -1201,6 +1230,7 @@ public:
deriv_node_temp_terms_t &tef_terms) const;
virtual void writeExternalFunctionOutput(ostream &output, ExprNodeOutputType output_type,
const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs,
deriv_node_temp_terms_t &tef_terms) const;
virtual void writeJsonExternalFunctionOutput(vector<string> &efout,
const temporary_terms_t &temporary_terms,
@@ -1229,6 +1259,7 @@ public:
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
+ virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, deriv_node_temp_terms_t &tef_terms) const;
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
map<expr_t, pair<int, int> > &first_occurence,
@@ -1266,6 +1297,7 @@ public:
deriv_node_temp_terms_t &tef_terms) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
+ virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual bool containsEndogenous(void) const;
virtual bool containsExogenous() const;
virtual bool isDiffPresent(void) const;
@@ -1306,6 +1338,7 @@ public:
map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
bool is_matlab, NodeTreeReference tr) const;
virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, deriv_node_temp_terms_t &tef_terms) const;
+ virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, deriv_node_temp_terms_t &tef_terms) const;
virtual void computeTemporaryTerms(map<expr_t, int> &reference_count,
temporary_terms_t &temporary_terms,
map<expr_t, pair<int, int> > &first_occurence,
@@ -1343,6 +1376,7 @@ public:
deriv_node_temp_terms_t &tef_terms) const;
virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const;
virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int> > &result) const;
+ virtual void collectModelLocalVariables(map<int, expr_t> &result) const;
virtual bool containsEndogenous(void) const;
virtual bool containsExogenous() const;
virtual bool isDiffPresent(void) const;
diff --git a/src/ModelTree.cc b/src/ModelTree.cc
index aea4f6b70b824b38563e37f82ebcfc74b267613a..e9ea97e4c8f59dcce646c230a28d6b488934c184 100644
--- a/src/ModelTree.cc
+++ b/src/ModelTree.cc
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2017 Dynare Team
+ * Copyright (C) 2003-2018 Dynare Team
*
* This file is part of Dynare.
*
@@ -1120,10 +1120,25 @@ ModelTree::computeTemporaryTerms(bool is_matlab)
{
map<expr_t, pair<int, NodeTreeReference> > reference_count;
temporary_terms.clear();
+ temporary_terms_mlv.clear();
temporary_terms_res.clear();
temporary_terms_g1.clear();
temporary_terms_g2.clear();
temporary_terms_g3.clear();
+
+ // Collect all model local variables appearing in equations. See #101
+ // All used model local variables are automatically set as temporary variables
+ map<int, expr_t> used_local_vars;
+ for (size_t i = 0; i < equations.size(); i++)
+ equations[i]->collectModelLocalVariables(used_local_vars);
+
+ for (map<int, expr_t>::const_iterator it = used_local_vars.begin();
+ it != used_local_vars.end(); it++)
+ {
+ temporary_terms_mlv[it->second] = local_variables_table.find(it->first)->second;
+ reference_count[it->second] = make_pair(MIN_COST(is_matlab)+1, eResiduals);
+ }
+
map<NodeTreeReference, temporary_terms_t> temp_terms_map;
temp_terms_map[eResiduals] = temporary_terms_res;
temp_terms_map[eFirstDeriv] = temporary_terms_g1;
@@ -1154,20 +1169,54 @@ ModelTree::computeTemporaryTerms(bool is_matlab)
temp_terms_map,
is_matlab, eThirdDeriv);
+ int idx = 0;
for (map<NodeTreeReference, temporary_terms_t>::const_iterator it = temp_terms_map.begin();
it != temp_terms_map.end(); it++)
- temporary_terms.insert(it->second.begin(), it->second.end());
+ {
+ temporary_terms.insert(it->second.begin(), it->second.end());
+ temporary_terms_idxs.push_back(idx++);
+ }
temporary_terms_res = temp_terms_map[eResiduals];
temporary_terms_g1 = temp_terms_map[eFirstDeriv];
temporary_terms_g2 = temp_terms_map[eSecondDeriv];
temporary_terms_g3 = temp_terms_map[eThirdDeriv];
+
+ temporary_terms_mlv_idxs.clear();
+ temporary_terms_res_idxs.clear();
+ temporary_terms_g1_idxs.clear();
+ temporary_terms_g2_idxs.clear();
+ temporary_terms_g3_idxs.clear();
+
+ idx = 0;
+ for (map<expr_t, expr_t>::const_iterator it = temporary_terms_mlv.begin();
+ it != temporary_terms_mlv.end(); it++)
+ temporary_terms_mlv_idxs.push_back(idx++);
+
+ for (temporary_terms_t::const_iterator it = temporary_terms_res.begin();
+ it != temporary_terms_res.end(); it++)
+ temporary_terms_res_idxs.push_back(idx++);
+
+ for (temporary_terms_t::const_iterator it = temporary_terms_g1.begin();
+ it != temporary_terms_g1.end(); it++)
+ temporary_terms_g1_idxs.push_back(idx++);
+
+ for (temporary_terms_t::const_iterator it = temporary_terms_g2.begin();
+ it != temporary_terms_g2.end(); it++)
+ temporary_terms_g2_idxs.push_back(idx++);
+
+ for (temporary_terms_t::const_iterator it = temporary_terms_g3.begin();
+ it != temporary_terms_g3.end(); it++)
+ temporary_terms_g3_idxs.push_back(idx++);
}
void
ModelTree::writeTemporaryTerms(const temporary_terms_t &tt, const temporary_terms_t &ttm1, ostream &output,
ExprNodeOutputType output_type, deriv_node_temp_terms_t &tef_terms) const
{
+ temporary_terms_idxs_t tti, ttm1i;
+ writeTemporaryTerms(tt, tti, ttm1, ttm1i, output, output_type, tef_terms);
+ /*
// Local var used to keep track of temp nodes already written
temporary_terms_t tt2 = ttm1;
for (temporary_terms_t::const_iterator it = tt.begin();
@@ -1193,6 +1242,72 @@ ModelTree::writeTemporaryTerms(const temporary_terms_t &tt, const temporary_term
// Insert current node into tt2
tt2.insert(*it);
}
+ */
+}
+
+void
+ModelTree::writeModelLocalVariableTemporaryTerms(const temporary_terms_t &tto, const map<expr_t, expr_t> &tt,
+ const temporary_terms_idxs_t &ttidxs,
+ ostream &output, ExprNodeOutputType output_type,
+ deriv_node_temp_terms_t &tef_terms) const
+{
+ temporary_terms_t tt2;
+ temporary_terms_idxs_t tt2idxs;
+ int ttidx = 0;
+ for (map<expr_t, expr_t>::const_iterator it = tt.begin();
+ it != tt.end(); it++, ttidx++)
+ {
+ if (IS_C(output_type))
+ output << "double ";
+ else if (IS_JULIA(output_type))
+ output << " @inbounds const ";
+
+ it->first->writeOutput(output, output_type, tto, ttidxs, tef_terms);
+ output << " = ";
+ it->second->writeOutput(output, output_type, tt2, tt2idxs, tef_terms);
+
+ if (IS_C(output_type) || IS_MATLAB(output_type))
+ output << ";";
+ output << endl;
+
+ // Insert current node into tt2
+ tt2.insert(it->first);
+ tt2idxs.push_back(ttidxs[ttidx]);
+ }
+}
+
+void
+ModelTree::writeTemporaryTerms(const temporary_terms_t &tt, const temporary_terms_idxs_t &ttidxs,
+ const temporary_terms_t &ttm1, const temporary_terms_idxs_t &ttm1idxs,
+ ostream &output, ExprNodeOutputType output_type, deriv_node_temp_terms_t &tef_terms) const
+{
+ // Local var used to keep track of temp nodes already written
+ temporary_terms_t tt2 = ttm1;
+ temporary_terms_idxs_t tt2idxs = ttm1idxs;
+ int ttidx = 0;
+ for (temporary_terms_t::const_iterator it = tt.begin();
+ it != tt.end(); it++, ttidx++)
+ {
+ if (dynamic_cast<AbstractExternalFunctionNode *>(*it) != NULL)
+ (*it)->writeExternalFunctionOutput(output, output_type, tt2, tt2idxs, tef_terms);
+
+ if (IS_C(output_type))
+ output << "double ";
+ else if (IS_JULIA(output_type))
+ output << " @inbounds ";
+
+ (*it)->writeOutput(output, output_type, tt, ttidxs, tef_terms);
+ output << " = ";
+ (*it)->writeOutput(output, output_type, tt2, tt2idxs, tef_terms);
+
+ if (IS_C(output_type) || IS_MATLAB(output_type))
+ output << ";";
+ output << endl;
+
+ // Insert current node into tt2
+ tt2.insert(*it);
+ tt2idxs.push_back(ttidxs[ttidx]);
+ }
}
void
@@ -1407,14 +1522,13 @@ ModelTree::compileTemporaryTerms(ostream &code_file, unsigned int &instruction_n
void
ModelTree::writeModelLocalVariables(ostream &output, ExprNodeOutputType output_type, deriv_node_temp_terms_t &tef_terms) const
{
+ return;
/* Collect all model local variables appearing in equations, and print only
them. Printing unused model local variables can lead to a crash (see
ticket #101). */
set<int> used_local_vars;
-
- // Use an empty set for the temporary terms
const temporary_terms_t tt;
-
+ const temporary_terms_idxs_t tti;
for (size_t i = 0; i < equations.size(); i++)
equations[i]->collectVariables(eModelLocalVariable, used_local_vars);
@@ -1424,17 +1538,17 @@ ModelTree::writeModelLocalVariables(ostream &output, ExprNodeOutputType output_t
{
int id = *it;
expr_t value = local_variables_table.find(id)->second;
- value->writeExternalFunctionOutput(output, output_type, tt, tef_terms);
+ value->writeExternalFunctionOutput(output, output_type, tt, tti, tef_terms);
if (IS_C(output_type))
output << "double ";
else if (IS_JULIA(output_type))
- output << " @inbounds ";
+ output << " @inbounds ";
/* We append underscores to avoid name clashes with "g1" or "oo_" (see
also VariableNode::writeOutput) */
output << symbol_table.getName(id) << "__ = ";
- value->writeOutput(output, output_type, tt, tef_terms);
+ value->writeOutput(output, output_type, tt, tti, tef_terms);
output << ";" << endl;
}
}
@@ -1491,12 +1605,16 @@ ModelTree::writeJsonModelLocalVariables(ostream &output, deriv_node_temp_terms_t
void
ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type) const
{
- temporary_terms_t temp_terms;
- if (IS_JULIA(output_type))
- temp_terms = temporary_terms_res;
- else
- temp_terms = temporary_terms;
+ temporary_terms_t tt;
+ temporary_terms_idxs_t ttidxs;
+ writeModelEquations(output, output_type, tt, ttidxs);
+}
+void
+ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type,
+ const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs) const
+{
for (int eq = 0; eq < (int) equations.size(); eq++)
{
BinaryOpNode *eq_node = equations[eq];
@@ -1514,35 +1632,39 @@ ModelTree::writeModelEquations(ostream &output, ExprNodeOutputType output_type)
}
if (vrhs != 0) // The right hand side of the equation is not empty ==> residual=lhs-rhs;
- {
- if (IS_JULIA(output_type))
- output << " @inbounds ";
- output << "lhs =";
- lhs->writeOutput(output, output_type, temp_terms);
- output << ";" << endl;
-
- if (IS_JULIA(output_type))
- output << " @inbounds ";
- output << "rhs =";
- rhs->writeOutput(output, output_type, temp_terms);
- output << ";" << endl;
-
- if (IS_JULIA(output_type))
- output << " @inbounds ";
- output << "residual" << LEFT_ARRAY_SUBSCRIPT(output_type)
- << eq + ARRAY_SUBSCRIPT_OFFSET(output_type)
- << RIGHT_ARRAY_SUBSCRIPT(output_type)
- << "= lhs-rhs;" << endl;
- }
+ if (IS_JULIA(output_type))
+ {
+ output << " @inbounds residual" << LEFT_ARRAY_SUBSCRIPT(output_type)
+ << eq + ARRAY_SUBSCRIPT_OFFSET(output_type)
+ << RIGHT_ARRAY_SUBSCRIPT(output_type)
+ << " = (";
+ lhs->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs);
+ output << ") - (";
+ rhs->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs);
+ output << ")" << endl;
+ }
+ else
+ {
+ output << "lhs = ";
+ lhs->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs);
+ output << ";" << endl
+ << "rhs = ";
+ rhs->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs);
+ output << ";" << endl
+ << "residual" << LEFT_ARRAY_SUBSCRIPT(output_type)
+ << eq + ARRAY_SUBSCRIPT_OFFSET(output_type)
+ << RIGHT_ARRAY_SUBSCRIPT(output_type)
+ << " = lhs - rhs;" << endl;
+ }
else // The right hand side of the equation is empty ==> residual=lhs;
{
if (IS_JULIA(output_type))
- output << " @inbounds ";
+ output << " @inbounds ";
output << "residual" << LEFT_ARRAY_SUBSCRIPT(output_type)
<< eq + ARRAY_SUBSCRIPT_OFFSET(output_type)
<< RIGHT_ARRAY_SUBSCRIPT(output_type)
<< " = ";
- lhs->writeOutput(output, output_type, temp_terms);
+ lhs->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs);
output << ";" << endl;
}
}
@@ -1787,9 +1909,8 @@ ModelTree::set_cutoff_to_zero()
void
ModelTree::jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const
{
- output << " ";
if (IS_JULIA(output_type))
- output << "@inbounds ";
+ output << " @inbounds ";
output << "g1" << LEFT_ARRAY_SUBSCRIPT(output_type);
if (IS_MATLAB(output_type) || IS_JULIA(output_type))
output << eq_nb + 1 << "," << col_nb + 1;
@@ -1801,7 +1922,7 @@ ModelTree::jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutput
void
ModelTree::sparseHelper(int order, ostream &output, int row_nb, int col_nb, ExprNodeOutputType output_type) const
{
- output << " v" << order << LEFT_ARRAY_SUBSCRIPT(output_type);
+ output << "v" << order << LEFT_ARRAY_SUBSCRIPT(output_type);
if (IS_MATLAB(output_type) || IS_JULIA(output_type))
output << row_nb + 1 << "," << col_nb + 1;
else
diff --git a/src/ModelTree.hh b/src/ModelTree.hh
index 312169a1f90bfc7d3af1d8d3f2f14f76cfe6f1ed..a0553a004401051184907ed40f8b37b805659b2f 100644
--- a/src/ModelTree.hh
+++ b/src/ModelTree.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2017 Dynare Team
+ * Copyright (C) 2003-2018 Dynare Team
*
* This file is part of Dynare.
*
@@ -134,13 +134,21 @@ protected:
*/
third_derivatives_t hessian_params_derivatives;
- //! Temporary terms for the static/dynamic file (those which will be noted Txxxx)
+ //! Temporary terms for the static/dynamic file (those which will be noted T[x])
temporary_terms_t temporary_terms;
+ map<expr_t, expr_t> temporary_terms_mlv;
temporary_terms_t temporary_terms_res;
temporary_terms_t temporary_terms_g1;
temporary_terms_t temporary_terms_g2;
temporary_terms_t temporary_terms_g3;
+ temporary_terms_idxs_t temporary_terms_idxs;
+ temporary_terms_idxs_t temporary_terms_mlv_idxs;
+ temporary_terms_idxs_t temporary_terms_res_idxs;
+ temporary_terms_idxs_t temporary_terms_g1_idxs;
+ temporary_terms_idxs_t temporary_terms_g2_idxs;
+ temporary_terms_idxs_t temporary_terms_g3_idxs;
+
//! Temporary terms for the file containing parameters derivatives
temporary_terms_t params_derivs_temporary_terms;
temporary_terms_t params_derivs_temporary_terms_res;
@@ -183,6 +191,9 @@ protected:
void computeParamsDerivativesTemporaryTerms();
//! Writes temporary terms
void writeTemporaryTerms(const temporary_terms_t &tt, const temporary_terms_t &ttm1, ostream &output, ExprNodeOutputType output_type, deriv_node_temp_terms_t &tef_terms) const;
+ void writeTemporaryTerms(const temporary_terms_t &tt, const temporary_terms_idxs_t &ttidxs,
+ const temporary_terms_t &ttm1, const temporary_terms_idxs_t &ttm1idxs,
+ ostream &output, ExprNodeOutputType output_type, deriv_node_temp_terms_t &tef_terms) const;
void writeJsonTemporaryTerms(const temporary_terms_t &tt, const temporary_terms_t &ttm1, ostream &output, deriv_node_temp_terms_t &tef_terms, string &concat) const;
//! 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;
@@ -195,8 +206,15 @@ protected:
//! Writes model local variables
/*! No temporary term is used in the output, so that local parameters declarations can be safely put before temporary terms declaration in the output files */
void writeModelLocalVariables(ostream &output, ExprNodeOutputType output_type, deriv_node_temp_terms_t &tef_terms) const;
+ void writeModelLocalVariableTemporaryTerms(const temporary_terms_t &tto, const map<expr_t, expr_t> &tt,
+ const temporary_terms_idxs_t &ttidxs,
+ ostream &output, ExprNodeOutputType output_type,
+ deriv_node_temp_terms_t &tef_terms) const;
//! Writes model equations
void writeModelEquations(ostream &output, ExprNodeOutputType output_type) const;
+ void writeModelEquations(ostream &output, ExprNodeOutputType output_type,
+ const temporary_terms_t &temporary_terms,
+ const temporary_terms_idxs_t &temporary_terms_idxs) const;
//! Writes JSON model equations
//! if residuals = true, we are writing the dynamic/static model.
//! Otherwise, just the model equations (with line numbers, no tmp terms)
diff --git a/src/StaticModel.cc b/src/StaticModel.cc
index 2391de980797505f7564486e5472c2bf258d35d9..bd67ebd28e115a514d06f78f28f1168ceb897eb5 100644
--- a/src/StaticModel.cc
+++ b/src/StaticModel.cc
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2017 Dynare Team
+ * Copyright (C) 2003-2018 Dynare Team
*
* This file is part of Dynare.
*
@@ -274,6 +274,7 @@ StaticModel::writeModelEquationsOrdered_M(const string &static_basename) const
output << " residual=zeros(" << block_mfs << ",1);\n";
// The equations
+ temporary_terms_idxs_t temporary_terms_idxs;
for (unsigned int i = 0; i < block_size; i++)
{
if (!global_temporary_terms)
@@ -287,12 +288,12 @@ StaticModel::writeModelEquationsOrdered_M(const string &static_basename) const
it != v_temporary_terms[block][i].end(); it++)
{
if (dynamic_cast<AbstractExternalFunctionNode *>(*it) != NULL)
- (*it)->writeExternalFunctionOutput(output, local_output_type, tt2, tef_terms);
+ (*it)->writeExternalFunctionOutput(output, local_output_type, tt2, temporary_terms_idxs, tef_terms);
output << " " << sps;
- (*it)->writeOutput(output, local_output_type, local_temporary_terms, tef_terms);
+ (*it)->writeOutput(output, local_output_type, local_temporary_terms, temporary_terms_idxs, tef_terms);
output << " = ";
- (*it)->writeOutput(output, local_output_type, tt2, tef_terms);
+ (*it)->writeOutput(output, local_output_type, tt2, temporary_terms_idxs, tef_terms);
// Insert current node into tt2
tt2.insert(*it);
output << ";" << endl;
@@ -1161,84 +1162,202 @@ StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms
void
StaticModel::writeStaticMFile(const string &func_name) const
{
- // Writing comments and function definition command
- string filename = func_name + "_static.m";
+ writeStaticModel(func_name, false, false);
+}
+void
+StaticModel::writeWrapperFunctions(const string &basename, const string &ending) const
+{
+ string name;
+ if (ending == "g1")
+ name = basename + "_resid_g1";
+ else if (ending == "g2")
+ name= basename + "_resid_g1_g2";
+ else if (ending == "g3")
+ name = basename + "_resid_g1_g2_g3";
+
+ string filename = name + ".m";
ofstream output;
output.open(filename.c_str(), ios::out | ios::binary);
if (!output.is_open())
{
- cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ if (ending == "g1")
+ output << "function [residual, g1] = " << name << "(T, y, x, params)" << endl
+ << "% function [residual, g1] = " << name << "(T, y, x, params)" << endl;
+ else if (ending == "g2")
+ output << "function [residual, g1, g2] = " << name << "(T, y, x, params)" << endl
+ << "% function [residual, g1, g2] = " << name << "(T, y, x, params)" << endl;
+ else if (ending == "g3")
+ output << "function [residual, g1, g2, g3] = " << name << "(T, y, x, params)" << endl
+ << "% function [residual, g1, g2, g3] = " << name << "(T, y, x, params)" << endl;
+
+ output << "%" << endl
+ << "% Wrapper function automatically created by Dynare" << endl
+ << "%" << endl << endl;
+
+ if (ending == "g1")
+ output << " T = " << basename + "_" + ending + "_tt(T, y, x, params);" << endl
+ << " residual = " << basename + "_resid(T, y, x, params, false);" << endl
+ << " g1 = " << basename + "_g1(T, y, x, params, false);" << endl;
+ else if (ending == "g2")
+ output << " T = " << basename + "_" + ending + "_tt(T, y, x, params);" << endl
+ << " [residual, g1] = " << basename + "_resid_g1(T, y, x, params, false);" << endl
+ << " g2 = " << basename + "_g2(T, y, x, params, false);" << endl;
+ else if (ending == "g3")
+ output << " T = " << basename + "_" + ending + "_tt(T, y, x, params);" << endl
+ << " [residual, g1, g2] = " << basename + "_resid_g1(T, y, x, params, false);" << endl
+ << " g3 = " << basename + "_g3(T, y, x, params, false);" << endl;
+
+ output << endl << "end" << endl;
+ output.close();
+}
+
+void
+StaticModel::writeStaticModelHelper(const string &name, const string &retvalname,
+ const string &name_tt, size_t ttlen,
+ const string &previous_tt_name,
+ const ostringstream &init_s, const ostringstream &end_s,
+ const ostringstream &s, const ostringstream &s_tt) const
+{
+ string filename = name_tt + ".m";
+ ofstream output;
+ output.open(filename.c_str(), ios::out | ios::binary);
+ if (!output.is_open())
+ {
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
- output << "function [residual, g1, g2, g3] = " << func_name + "_static(y, x, params)" << endl
+ output << "function T = " << name_tt << "(T, y, x, params)" << endl
+ << "% function T = " << name_tt << "(T, y, x, params)" << endl
+ << "%" << endl
+ << "% File created by Dynare Preprocessor from .mod file" << endl
<< "%" << endl
- << "% Status : Computes static model for Dynare" << endl
+ << "% Inputs:" << endl
+ << "% T [#temp variables by 1] double vector of temporary terms to be filled by function" << endl
+ << "% y [M_.endo_nbr by 1] double vector of endogenous variables in declaration order" << endl
+ << "% x [M_.exo_nbr by 1] double vector of exogenous variables in declaration order" << endl
+ << "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
<< "%" << endl
- << "% Inputs : " << endl
- << "% y [M_.endo_nbr by 1] double vector of endogenous variables in declaration order" << endl
- << "% x [M_.exo_nbr by 1] double vector of exogenous variables in declaration order" << endl
- << "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
+ << "% Output:" << endl
+ << "% T [#temp variables by 1] double vector of temporary terms" << endl
+ << "%" << endl << endl
+ << "assert(length(T) >= " << ttlen << ");" << endl
+ << endl;
+
+ if (!previous_tt_name.empty())
+ output << "T = " << previous_tt_name << "(T, y, x, params);" << endl << endl;
+
+ output << s_tt.str() << endl
+ << "end" << endl;
+ output.close();
+
+ filename = name + ".m";
+ output.open(filename.c_str(), ios::out | ios::binary);
+ if (!output.is_open())
+ {
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ output << "function " << retvalname << " = " << name << "(T, y, x, params, T_flag)" << endl
+ << "% function " << retvalname << " = " << name << "(T, y, x, params, T_flag)" << endl
<< "%" << endl
- << "% Outputs:" << endl
- << "% residual [M_.endo_nbr by 1] double vector of residuals of the static model equations " << endl
- << "% in order of declaration of the equations." << endl
- << "% Dynare may prepend or append auxiliary equations, see M_.aux_vars" << endl
- << "% g1 [M_.endo_nbr by M_.endo_nbr] double Jacobian matrix of the static model equations;" << endl
- << "% columns: variables in declaration order" << endl
- << "% rows: equations in order of declaration" << endl
- << "% g2 [M_.endo_nbr by (M_.endo_nbr)^2] double Hessian matrix of the static model equations;" << endl
- << "% columns: variables in declaration order" << endl
- << "% rows: equations in order of declaration" << endl
- << "% g3 [M_.endo_nbr by (M_.endo_nbr)^3] double Third derivatives matrix of the static model equations;" << endl
- << "% columns: variables in declaration order" << endl
- << "% rows: equations in order of declaration" << endl
+ << "% File created by Dynare Preprocessor from .mod file" << endl
<< "%" << endl
+ << "% Inputs:" << endl
+ << "% T [#temp variables by 1] double vector of temporary terms to be filled by function" << endl
+ << "% y [M_.endo_nbr by 1] double vector of endogenous variables in declaration order" << endl
+ << "% x [M_.exo_nbr by 1] double vector of exogenous variables in declaration order" << endl
+ << "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
+ << "% to evaluate the model" << endl
+ << "% T_flag boolean boolean flag saying whether or not to calculate temporary terms" << endl
<< "%" << endl
- << "% Warning : this file is generated automatically by Dynare" << endl
- << "% from model file (.mod)" << endl << endl;
-
- writeStaticModel(output, false, false);
- output << "end" << endl;
+ << "% Output:" << endl
+ << "% " << retvalname << endl
+ << "%" << endl << endl;
+
+ if (!name_tt.empty())
+ output << "if T_flag" << endl
+ << " T = " << name_tt << "(T, y, x, params);" << endl
+ << "end" << endl;
+
+ output << init_s.str() << endl
+ << s.str()
+ << end_s.str() << endl
+ << "end" << endl;
output.close();
}
void
StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) const
{
- ostringstream model_local_vars_output; // Used for storing model local vars
- ostringstream model_output; // Used for storing model
- ostringstream jacobian_output; // Used for storing jacobian equations
- ostringstream hessian_output; // Used for storing Hessian equations
- ostringstream third_derivatives_output; // Used for storing third order derivatives equations
+ writeStaticModel("", StaticOutput, use_dll, julia);
+}
+
+void
+StaticModel::writeStaticModel(const string &basename, bool use_dll, bool julia) const
+{
+ ofstream StaticOutput;
+ writeStaticModel(basename, StaticOutput, use_dll, julia);
+}
+
+void
+StaticModel::writeStaticModel(const string &basename,
+ ostream &StaticOutput, bool use_dll, bool julia) const
+{
+ ostringstream model_tt_output; // Used for storing model temp vars
+ ostringstream model_output; // Used for storing model equations
+ ostringstream jacobian_tt_output; // Used for storing jacobian temp vars
+ ostringstream jacobian_output; // Used for storing jacobian equations
+ ostringstream hessian_tt_output; // Used for storing Hessian temp vars
+ ostringstream hessian_output; // Used for storing Hessian equations
+ ostringstream third_derivatives_tt_output; // Used for storing third order derivatives temp terms
+ ostringstream third_derivatives_output; // Used for storing third order derivatives equations
ostringstream for_sym;
+
ExprNodeOutputType output_type = (use_dll ? oCStaticModel :
julia ? oJuliaStaticModel : oMatlabStaticModel);
deriv_node_temp_terms_t tef_terms;
- temporary_terms_t temp_term_empty;
- temporary_terms_t temp_term_union = temporary_terms_res;
- temporary_terms_t temp_term_union_m_1;
-
- writeModelLocalVariables(model_local_vars_output, output_type, tef_terms);
-
- writeTemporaryTerms(temporary_terms_res, temp_term_union_m_1, model_output, output_type, tef_terms);
-
- writeModelEquations(model_output, output_type);
+ temporary_terms_t temp_term_union;
+ temporary_terms_idxs_t temp_term_union_idxs;
+
+ for (map<expr_t, expr_t>::const_iterator it = temporary_terms_mlv.begin();
+ it != temporary_terms_mlv.end(); it++)
+ temp_term_union.insert(it->first);
+ writeModelLocalVariableTemporaryTerms(temp_term_union, temporary_terms_mlv,
+ temporary_terms_mlv_idxs,
+ model_tt_output, output_type, tef_terms);
+ temp_term_union_idxs = temporary_terms_mlv_idxs;
+
+ writeTemporaryTerms(temporary_terms_res, temporary_terms_res_idxs,
+ temp_term_union, temp_term_union_idxs,
+ model_tt_output, output_type, tef_terms);
+ temp_term_union.insert(temporary_terms_res.begin(), temporary_terms_res.end());
+ temp_term_union_idxs.insert(temp_term_union_idxs.end(),
+ temporary_terms_res_idxs.begin(), temporary_terms_res_idxs.end());
+
+ writeModelEquations(model_output, output_type, temp_term_union, temp_term_union_idxs);
int nrows = equations.size();
int JacobianColsNbr = symbol_table.endo_nbr();
int hessianColsNbr = JacobianColsNbr*JacobianColsNbr;
// Write Jacobian w.r. to endogenous only
- temp_term_union_m_1 = temp_term_union;
- temp_term_union.insert(temporary_terms_g1.begin(), temporary_terms_g1.end());
if (!first_derivatives.empty())
- if (julia)
- writeTemporaryTerms(temp_term_union, temp_term_empty, jacobian_output, output_type, tef_terms);
- else
- writeTemporaryTerms(temp_term_union, temp_term_union_m_1, jacobian_output, output_type, tef_terms);
+ {
+ writeTemporaryTerms(temporary_terms_g1, temporary_terms_g1_idxs,
+ temp_term_union, temp_term_union_idxs,
+ jacobian_tt_output, output_type, tef_terms);
+ temp_term_union.insert(temporary_terms_g1.begin(), temporary_terms_g1.end());
+ temp_term_union_idxs.insert(temp_term_union_idxs.end(),
+ temporary_terms_g1_idxs.begin(), temporary_terms_g1_idxs.end());
+ }
for (first_derivatives_t::const_iterator it = first_derivatives.begin();
it != first_derivatives.end(); it++)
{
@@ -1248,156 +1367,163 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
jacobianHelper(jacobian_output, eq, symbol_table.getTypeSpecificID(symb_id), output_type);
jacobian_output << "=";
- d1->writeOutput(jacobian_output, output_type, temp_term_union, tef_terms);
+ d1->writeOutput(jacobian_output, output_type,
+ temp_term_union, temp_term_union_idxs, tef_terms);
jacobian_output << ";" << endl;
}
int g2ncols = symbol_table.endo_nbr() * symbol_table.endo_nbr();
// Write Hessian w.r. to endogenous only (only if 2nd order derivatives have been computed)
- temp_term_union_m_1 = temp_term_union;
- temp_term_union.insert(temporary_terms_g2.begin(), temporary_terms_g2.end());
if (!second_derivatives.empty())
- if (julia)
- writeTemporaryTerms(temp_term_union, temp_term_empty, hessian_output, output_type, tef_terms);
- else
- writeTemporaryTerms(temp_term_union, temp_term_union_m_1, hessian_output, output_type, tef_terms);
- int k = 0; // Keep the line of a 2nd derivative in v2
- for (second_derivatives_t::const_iterator it = second_derivatives.begin();
- it != second_derivatives.end(); it++)
{
- int eq = it->first.first;
- int symb_id1 = getSymbIDByDerivID(it->first.second.first);
- int symb_id2 = getSymbIDByDerivID(it->first.second.second);
- expr_t d2 = it->second;
+ writeTemporaryTerms(temporary_terms_g2, temporary_terms_g2_idxs,
+ temp_term_union, temp_term_union_idxs,
+ hessian_tt_output, output_type, tef_terms);
+ temp_term_union.insert(temporary_terms_g2.begin(), temporary_terms_g2.end());
+ temp_term_union_idxs.insert(temp_term_union_idxs.end(),
+ temporary_terms_g2_idxs.begin(), temporary_terms_g2_idxs.end());
- int tsid1 = symbol_table.getTypeSpecificID(symb_id1);
- int tsid2 = symbol_table.getTypeSpecificID(symb_id2);
+ int k = 0; // Keep the line of a 2nd derivative in v2
+ for (second_derivatives_t::const_iterator it = second_derivatives.begin();
+ it != second_derivatives.end(); it++)
+ {
+ int eq = it->first.first;
+ int symb_id1 = getSymbIDByDerivID(it->first.second.first);
+ int symb_id2 = getSymbIDByDerivID(it->first.second.second);
+ expr_t d2 = it->second;
- int col_nb = tsid1*symbol_table.endo_nbr()+tsid2;
- int col_nb_sym = tsid2*symbol_table.endo_nbr()+tsid1;
+ int tsid1 = symbol_table.getTypeSpecificID(symb_id1);
+ int tsid2 = symbol_table.getTypeSpecificID(symb_id2);
- if (output_type == oJuliaStaticModel)
- {
- for_sym << "g2[" << eq + 1 << "," << col_nb + 1 << "]";
- hessian_output << " @inbounds " << for_sym.str() << " = ";
- d2->writeOutput(hessian_output, output_type, temp_term_union, tef_terms);
- hessian_output << endl;
- }
- else
- {
- sparseHelper(2, hessian_output, k, 0, output_type);
- hessian_output << "=" << eq + 1 << ";" << endl;
+ int col_nb = tsid1*symbol_table.endo_nbr()+tsid2;
+ int col_nb_sym = tsid2*symbol_table.endo_nbr()+tsid1;
- sparseHelper(2, hessian_output, k, 1, output_type);
- hessian_output << "=" << col_nb + 1 << ";" << endl;
+ if (output_type == oJuliaStaticModel)
+ {
+ for_sym << "g2[" << eq + 1 << "," << col_nb + 1 << "]";
+ hessian_output << " @inbounds " << for_sym.str() << " = ";
+ d2->writeOutput(hessian_output, output_type, temp_term_union, tef_terms);
+ hessian_output << endl;
+ }
+ else
+ {
+ sparseHelper(2, hessian_output, k, 0, output_type);
+ hessian_output << "=" << eq + 1 << ";" << endl;
- sparseHelper(2, hessian_output, k, 2, output_type);
- hessian_output << "=";
- d2->writeOutput(hessian_output, output_type, temp_term_union, tef_terms);
- hessian_output << ";" << endl;
+ sparseHelper(2, hessian_output, k, 1, output_type);
+ hessian_output << "=" << col_nb + 1 << ";" << endl;
- k++;
- }
+ sparseHelper(2, hessian_output, k, 2, output_type);
+ hessian_output << "=";
+ d2->writeOutput(hessian_output, output_type, temp_term_union, tef_terms);
+ hessian_output << ";" << endl;
- // Treating symetric elements
- if (symb_id1 != symb_id2)
- if (output_type == oJuliaStaticModel)
- hessian_output << " @inbounds g2[" << eq + 1 << "," << col_nb_sym + 1 << "] = "
- << for_sym.str() << endl;
- else
- {
- sparseHelper(2, hessian_output, k, 0, output_type);
- hessian_output << "=" << eq + 1 << ";" << endl;
+ k++;
+ }
- sparseHelper(2, hessian_output, k, 1, output_type);
- hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
+ // Treating symetric elements
+ if (symb_id1 != symb_id2)
+ if (output_type == oJuliaStaticModel)
+ hessian_output << " @inbounds g2[" << eq + 1 << "," << col_nb_sym + 1 << "] = "
+ << for_sym.str() << endl;
+ else
+ {
+ sparseHelper(2, hessian_output, k, 0, output_type);
+ hessian_output << "=" << eq + 1 << ";" << endl;
- sparseHelper(2, hessian_output, k, 2, output_type);
- hessian_output << "=";
- sparseHelper(2, hessian_output, k-1, 2, output_type);
- hessian_output << ";" << endl;
+ sparseHelper(2, hessian_output, k, 1, output_type);
+ hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
- k++;
- }
+ sparseHelper(2, hessian_output, k, 2, output_type);
+ hessian_output << "=";
+ sparseHelper(2, hessian_output, k-1, 2, output_type);
+ hessian_output << ";" << endl;
+
+ k++;
+ }
+ }
}
// Writing third derivatives
- temp_term_union_m_1 = temp_term_union;
- temp_term_union.insert(temporary_terms_g3.begin(), temporary_terms_g3.end());
if (!third_derivatives.empty())
- if (julia)
- writeTemporaryTerms(temp_term_union, temp_term_empty, third_derivatives_output, output_type, tef_terms);
- else
- writeTemporaryTerms(temp_term_union, temp_term_union_m_1, third_derivatives_output, output_type, tef_terms);
- k = 0; // Keep the line of a 3rd derivative in v3
- 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;
- expr_t d3 = it->second;
-
- int id1 = getSymbIDByDerivID(var1);
- int id2 = getSymbIDByDerivID(var2);
- int id3 = getSymbIDByDerivID(var3);
-
- // Reference column number for the g3 matrix
- int ref_col = id1 * hessianColsNbr + id2 * JacobianColsNbr + id3;
+ writeTemporaryTerms(temporary_terms_g3, temporary_terms_g3_idxs,
+ temp_term_union, temp_term_union_idxs,
+ third_derivatives_tt_output, output_type, tef_terms);
+ temp_term_union.insert(temporary_terms_g3.begin(), temporary_terms_g3.end());
+ temp_term_union_idxs.insert(temp_term_union_idxs.end(),
+ temporary_terms_g3_idxs.begin(), temporary_terms_g3_idxs.end());
- if (output_type == oJuliaStaticModel)
+ int k = 0; // Keep the line of a 3rd derivative in v3
+ for (third_derivatives_t::const_iterator it = third_derivatives.begin();
+ it != third_derivatives.end(); it++)
{
- for_sym << "g3[" << eq + 1 << "," << ref_col + 1 << "]";
- third_derivatives_output << " @inbounds " << for_sym.str() << " = ";
- d3->writeOutput(third_derivatives_output, output_type, temp_term_union, tef_terms);
- third_derivatives_output << endl;
- }
- else
- {
- sparseHelper(3, third_derivatives_output, k, 0, output_type);
- third_derivatives_output << "=" << eq + 1 << ";" << endl;
-
- sparseHelper(3, third_derivatives_output, k, 1, output_type);
- third_derivatives_output << "=" << ref_col + 1 << ";" << endl;
+ 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;
+ expr_t d3 = it->second;
- sparseHelper(3, third_derivatives_output, k, 2, output_type);
- third_derivatives_output << "=";
- d3->writeOutput(third_derivatives_output, output_type, temp_term_union, tef_terms);
- third_derivatives_output << ";" << endl;
- }
+ int id1 = getSymbIDByDerivID(var1);
+ int id2 = getSymbIDByDerivID(var2);
+ int id3 = getSymbIDByDerivID(var3);
- // Compute the column numbers for the 5 other permutations of (id1,id2,id3)
- // and store them in a set (to avoid duplicates if two indexes are equal)
- set<int> cols;
- cols.insert(id1 * hessianColsNbr + id3 * JacobianColsNbr + id2);
- cols.insert(id2 * hessianColsNbr + id1 * JacobianColsNbr + id3);
- cols.insert(id2 * hessianColsNbr + id3 * JacobianColsNbr + id1);
- cols.insert(id3 * hessianColsNbr + id1 * JacobianColsNbr + id2);
- cols.insert(id3 * hessianColsNbr + id2 * JacobianColsNbr + id1);
+ // Reference column number for the g3 matrix
+ int ref_col = id1 * hessianColsNbr + id2 * JacobianColsNbr + id3;
- int k2 = 1; // Keeps the offset of the permutation relative to k
- for (set<int>::iterator it2 = cols.begin(); it2 != cols.end(); it2++)
- if (*it2 != ref_col)
if (output_type == oJuliaStaticModel)
- third_derivatives_output << " @inbounds g3[" << eq + 1 << "," << *it2 + 1 << "] = "
- << for_sym.str() << endl;
+ {
+ for_sym << "g3[" << eq + 1 << "," << ref_col + 1 << "]";
+ third_derivatives_output << " @inbounds " << for_sym.str() << " = ";
+ d3->writeOutput(third_derivatives_output, output_type, temp_term_union, tef_terms);
+ third_derivatives_output << endl;
+ }
else
{
- sparseHelper(3, third_derivatives_output, k+k2, 0, output_type);
+ sparseHelper(3, third_derivatives_output, k, 0, output_type);
third_derivatives_output << "=" << eq + 1 << ";" << endl;
- sparseHelper(3, third_derivatives_output, k+k2, 1, output_type);
- third_derivatives_output << "=" << *it2 + 1 << ";" << endl;
+ sparseHelper(3, third_derivatives_output, k, 1, output_type);
+ third_derivatives_output << "=" << ref_col + 1 << ";" << endl;
- sparseHelper(3, third_derivatives_output, k+k2, 2, output_type);
- third_derivatives_output << "=";
sparseHelper(3, third_derivatives_output, k, 2, output_type);
+ third_derivatives_output << "=";
+ d3->writeOutput(third_derivatives_output, output_type, temp_term_union, tef_terms);
third_derivatives_output << ";" << endl;
-
- k2++;
}
- k += k2;
+
+ // Compute the column numbers for the 5 other permutations of (id1,id2,id3)
+ // and store them in a set (to avoid duplicates if two indexes are equal)
+ set<int> cols;
+ cols.insert(id1 * hessianColsNbr + id3 * JacobianColsNbr + id2);
+ cols.insert(id2 * hessianColsNbr + id1 * JacobianColsNbr + id3);
+ cols.insert(id2 * hessianColsNbr + id3 * JacobianColsNbr + id1);
+ cols.insert(id3 * hessianColsNbr + id1 * JacobianColsNbr + id2);
+ cols.insert(id3 * hessianColsNbr + id2 * JacobianColsNbr + id1);
+
+ int k2 = 1; // Keeps the offset of the permutation relative to k
+ for (set<int>::iterator it2 = cols.begin(); it2 != cols.end(); it2++)
+ if (*it2 != ref_col)
+ if (output_type == oJuliaStaticModel)
+ third_derivatives_output << " @inbounds g3[" << eq + 1 << "," << *it2 + 1 << "] = "
+ << for_sym.str() << endl;
+ else
+ {
+ sparseHelper(3, third_derivatives_output, k+k2, 0, output_type);
+ third_derivatives_output << "=" << eq + 1 << ";" << endl;
+
+ sparseHelper(3, third_derivatives_output, k+k2, 1, output_type);
+ third_derivatives_output << "=" << *it2 + 1 << ";" << endl;
+
+ sparseHelper(3, third_derivatives_output, k+k2, 2, output_type);
+ third_derivatives_output << "=";
+ sparseHelper(3, third_derivatives_output, k, 2, output_type);
+ third_derivatives_output << ";" << endl;
+
+ k2++;
+ }
+ k += k2;
+ }
}
if (output_type == oMatlabStaticModel)
@@ -1406,69 +1532,94 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
map<string, string> tmp_paren_vars;
bool message_printed = false;
fixNestedParenthesis(model_output, tmp_paren_vars, message_printed);
- fixNestedParenthesis(model_local_vars_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(model_tt_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(jacobian_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(jacobian_tt_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(hessian_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(hessian_tt_output, tmp_paren_vars, message_printed);
fixNestedParenthesis(third_derivatives_output, tmp_paren_vars, message_printed);
-
- StaticOutput << "residual = zeros( " << equations.size() << ", 1);" << endl << endl
- << "%" << endl
- << "% Model equations" << endl
- << "%" << endl << endl
- << model_local_vars_output.str()
- << model_output.str()
- << "if ~isreal(residual)" << endl
- << " residual = real(residual)+imag(residual).^2;" << endl
- << "end" << endl
- << "if nargout >= 2," << endl
- << " g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ");" << endl << endl
- << " %" << endl
- << " % Jacobian matrix" << endl
- << " %" << endl << endl
- << jacobian_output.str()
- << " if ~isreal(g1)" << endl
- << " g1 = real(g1)+2*imag(g1);" << endl
- << " end" << endl
- << "if nargout >= 3," << endl
- << " %" << endl
- << " % Hessian matrix" << endl
- << " %" << endl
- << endl;
-
+ fixNestedParenthesis(third_derivatives_tt_output, tmp_paren_vars, message_printed);
+
+ string static_name = basename + "_static";
+ ostringstream init_output, end_output;
+ init_output << "residual = zeros(" << equations.size() << ", 1);";
+ end_output << "if ~isreal(residual)" << endl
+ << " residual = real(residual)+imag(residual).^2;" << endl
+ << "end";
+ writeStaticModelHelper(static_name + "_resid", "residual",
+ static_name + "_resid_tt",
+ temporary_terms_res_idxs.size(),
+ "", init_output, end_output,
+ model_output, model_tt_output);
+
+ init_output.str(string());
+ init_output.clear();
+ end_output.str(string());
+ end_output.clear();
+ init_output << "g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ");";
+ end_output << "if ~isreal(g1)" << endl
+ << " g1 = real(g1)+2*imag(g1);" << endl
+ << "end";
+ writeStaticModelHelper(static_name + "_g1", "g1",
+ static_name + "_g1_tt",
+ temporary_terms_res_idxs.size() + temporary_terms_g1_idxs.size(),
+ static_name + "_resid_tt",
+ init_output, end_output,
+ jacobian_output, jacobian_tt_output);
+ writeWrapperFunctions(static_name, "g1");
+
+ init_output.str(string());
+ init_output.clear();
+ end_output.str(string());
+ end_output.clear();
if (second_derivatives.size())
- StaticOutput << " v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl
- << hessian_output.str()
- << " g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << equations.size() << "," << g2ncols << ");" << endl;
+ {
+ init_output << "v2 = zeros(" << NNZDerivatives[1] << ",3);";
+ end_output << "g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << equations.size() << "," << g2ncols << ");";
+ }
else
- StaticOutput << " g2 = sparse([],[],[]," << equations.size() << "," << g2ncols << ");" << endl;
-
- // Initialize g3 matrix
- StaticOutput << "if nargout >= 4," << endl
- << " %" << endl
- << " % Third order derivatives" << endl
- << " %" << endl
- << endl;
+ init_output << "g2 = sparse([],[],[]," << equations.size() << "," << g2ncols << ");";
+ writeStaticModelHelper(static_name + "_g2", "g2",
+ static_name + "_g2_tt",
+ temporary_terms_res_idxs.size() + temporary_terms_g1_idxs.size()
+ + temporary_terms_g2_idxs.size(),
+ static_name + "_g1_tt",
+ init_output, end_output,
+ hessian_output, hessian_tt_output);
+ writeWrapperFunctions(static_name, "g2");
+
+ init_output.str(string());
+ init_output.clear();
+ end_output.str(string());
+ end_output.clear();
int ncols = hessianColsNbr * JacobianColsNbr;
if (third_derivatives.size())
- StaticOutput << " v3 = zeros(" << NNZDerivatives[2] << ",3);" << endl
- << third_derivatives_output.str()
- << " g3 = sparse(v3(:,1),v3(:,2),v3(:,3)," << nrows << "," << ncols << ");" << endl;
- else // Either 3rd derivatives is all zero, or we didn't compute it
- StaticOutput << " g3 = sparse([],[],[]," << nrows << "," << ncols << ");" << endl;
- StaticOutput << "end" << endl
- << "end" << endl
- << "end" << endl;
+ {
+ init_output << "v3 = zeros(" << NNZDerivatives[2] << ",3);";
+ end_output << "g3 = sparse(v3(:,1),v3(:,2),v3(:,3)," << nrows << "," << ncols << ");";
+ }
+ else
+ init_output << "g3 = sparse([],[],[]," << nrows << "," << ncols << ");";
+ writeStaticModelHelper(static_name + "_g3", "g3",
+ static_name + "_g3_tt",
+ temporary_terms_res_idxs.size() + temporary_terms_g1_idxs.size()
+ + temporary_terms_g2_idxs.size() + temporary_terms_g3_idxs.size(),
+ static_name + "_g2_tt",
+ init_output, end_output,
+ third_derivatives_output, third_derivatives_tt_output);
+ writeWrapperFunctions(static_name, "g3");
}
else if (output_type == oCStaticModel)
{
+ /*
StaticOutput << "void Static(double *y, double *x, int nb_row_x, double *params, double *residual, double *g1, double *v2)" << endl
<< "{" << endl
<< " double lhs, rhs;" << endl
<< endl
- << " /* Residual equations */" << endl
+ << " * Residual equations *" << endl
<< model_local_vars_output.str()
<< model_output.str()
- << " /* Jacobian */" << endl
+ << " * Jacobian *" << endl
<< " if (g1 == NULL)" << endl
<< " return;" << endl
<< endl
@@ -1476,118 +1627,210 @@ StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) c
<< endl;
if (second_derivatives.size())
- StaticOutput << " /* Hessian for endogenous and exogenous variables */" << endl
+ StaticOutput << " * Hessian for endogenous and exogenous variables *" << endl
<< " if (v2 == NULL)" << endl
<< " return;" << endl
<< endl
<< hessian_output.str()
<< endl;
if (third_derivatives.size())
- StaticOutput << " /* Third derivatives for endogenous and exogenous variables */" << endl
+ StaticOutput << " * Third derivatives for endogenous and exogenous variables *" << endl
<< " if (v3 == NULL)" << endl
<< " return;" << endl
<< endl
<< third_derivatives_output.str()
<< endl;
+ */
}
else
{
- ostringstream comments;
- comments << "## Function Arguments" << endl
- << endl
- << "## Input" << endl
- << " 1 y: Array{Float64, length(model.endo), 1} Vector of endogenous variables in declaration order" << endl
- << " 2 x: Array{Float64, length(model.exo), 1} Vector of exogenous variables in declaration order" << endl
- << " 3 params: Array{Float64, length(model.param), 1} Vector of parameter values in declaration order" << endl
- << endl
- << "## Output" << endl
- << " 4 residual: Array(Float64, model.eq_nbr, 1) Vector of residuals of the static model equations" << endl
- << " in order of declaration of the equations." << endl
- << " Dynare may prepend auxiliary equations, see model.aux_vars" << endl;
-
- StaticOutput << "function static!(y::Vector{Float64}, x::Vector{Float64}, "
- << "params::Vector{Float64}," << endl
- << " residual::Vector{Float64})" << endl
- << "#=" << endl << comments.str() << "=#" << endl
- << " @assert length(y) == " << symbol_table.endo_nbr() << endl
- << " @assert length(x) == " << symbol_table.exo_nbr() << endl
- << " @assert length(params) == " << symbol_table.param_nbr() << endl
- << " @assert length(residual) == " << equations.size() << endl
- << " #" << endl
- << " # Model equations" << endl
- << " #" << endl
- << model_local_vars_output.str()
- << model_output.str()
- << "if ~isreal(residual)" << endl
- << " residual = real(residual)+imag(residual).^2;" << endl
- << "end" << endl
- << "end" << endl << endl
- << "function static!(y::Vector{Float64}, x::Vector{Float64}, "
- << "params::Vector{Float64}," << endl
- << " residual::Vector{Float64}, g1::Matrix{Float64})" << endl;
-
- comments << " 5 g1: Array(Float64, model.eq_nbr, length(model.endo)) Jacobian matrix of the static model equations;" << endl
- << " columns: variables in declaration order" << endl
- << " rows: equations in order of declaration" << endl;
-
- StaticOutput << "#=" << endl << comments.str() << "=#" << endl
- << " @assert size(g1) == (" << equations.size() << ", " << symbol_table.endo_nbr()
- << ")" << endl
- << " fill!(g1, 0.0)" << endl
- << " static!(y, x, params, residual)" << endl
- << model_local_vars_output.str()
- << " #" << endl
- << " # Jacobian matrix" << endl
- << " #" << endl
- << jacobian_output.str()
- << " if ~isreal(g1)" << endl
- << " g1 = real(g1)+2*imag(g1);" << endl
- << " end" << endl
- << "end" << endl << endl
- << "function static!(y::Vector{Float64}, x::Vector{Float64}, "
- << "params::Vector{Float64}," << endl
- << " residual::Vector{Float64}, g1::Matrix{Float64}, "
- << "g2::Matrix{Float64})" << endl;
-
- comments << " 6 g2: spzeros(model.eq_nbr, length(model.endo)^2) Hessian matrix of the static model equations;" << endl
- << " columns: variables in declaration order" << endl
- << " rows: equations in order of declaration" << endl;
-
- StaticOutput << "#=" << endl << comments.str() << "=#" << endl
- << " @assert size(g2) == (" << equations.size() << ", " << g2ncols << ")" << endl
- << " fill!(g2, 0.0)" << endl
- << " static!(y, x, params, residual, g1)" << endl;
- if (second_derivatives.size())
- StaticOutput << model_local_vars_output.str()
- << " #" << endl
- << " # Hessian matrix" << endl
- << " #" << endl
- << hessian_output.str();
+ string filename = basename + "Static.jl";
+ ofstream output;
+ output.open(filename.c_str(), ios::out | ios::binary);
+ if (!output.is_open())
+ {
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
- // Initialize g3 matrix
+ output << "module " << basename << "Static" << endl
+ << "#" << endl
+ << "# NB: this file was automatically generated by Dynare" << endl
+ << "# from " << basename << ".mod" << endl
+ << "#" << endl
+ << "using Utils" << endl << endl
+ << "export static!, staticResid!, staticG1!, staticG2!, staticG3!" << endl << endl
+ << "#=" << endl
+ << "# The comments below apply to all functions contained in this module #" << endl
+ << " NB: The arguments contained on the first line of the function" << endl
+ << " definition are those that are modified in place" << endl << endl
+ << "## Exported Functions ##" << endl
+ << " static! : Wrapper function; computes residuals, Jacobian, Hessian," << endl
+ << " and third derivatives depending on the arguments provided" << endl
+ << " staticResid! : Computes the static model residuals" << endl
+ << " staticG1! : Computes the static model Jacobian" << endl
+ << " staticG2! : Computes the static model Hessian" << endl
+ << " staticG3! : Computes the static model third derivatives" << endl << endl
+ << "## Local Functions ##" << endl
+ << " staticResidTT! : Computes the static model temporary terms for the residuals" << endl
+ << " staticG1TT! : Computes the static model temporary terms for the Jacobian" << endl
+ << " staticG2TT! : Computes the static model temporary terms for the Hessian" << endl
+ << " staticG3TT! : Computes the static model temporary terms for the third derivatives" << endl << endl
+ << "## Function Arguments ##" << endl
+ << " T : Vector{Float64, num_temp_terms, 1} Vector of Temporary Terms" << endl
+ << " y : Vector{Float64, length(model.endo), 1} Vector of endogenous variables in declaration order" << endl
+ << " x : Vector{Float64, length(model.exo), 1} Vector of exogenous variables in declaration order" << endl
+ << " params : Vector{Float64, length(model.param), 1} Vector of parameter values in declaration order" << endl
+ << " residual : Vector{Float64, model.eq_nbr, 1} Vector of residuals of the static model equations" << endl
+ << " in order of declaration of the equations." << endl
+ << " Dynare may prepend auxiliary equations, see model.aux_vars" << endl
+ << " g1 : Vector{Float64, model.eq_nbr, length(model.endo)} Jacobian matrix of the static model equations" << endl
+ << " columns: variables in declaration order" << endl
+ << " rows: equations in order of declaration" << endl
+ << " g2 : spzeros(model.eq_nbr, length(model.endo)^2) Hessian matrix of the static model equations" << endl
+ << " columns: variables in declaration order" << endl
+ << " rows: equations in order of declaration" << endl
+ << " g3 : spzeros(model.eq_nbr, length(model.endo)^3) Third derivatives matrix of the static model equations" << endl
+ << " columns: variables in declaration order" << endl
+ << " rows: equations in order of declaration" << endl
+ << "=#" << endl << endl;
+
+ // staticResidTT!
+ output << "function staticResidTT!(T::Vector{Float64}," << endl
+ << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64})" << endl
+ << " @assert length(T) >= " << temporary_terms_res_idxs.size() << endl
+ << model_tt_output.str()
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // static!
+ output << "function staticResid!(T::Vector{Float64}, residual::Vector{Float64}," << endl
+ << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T_flag::Bool)" << endl
+ << " @assert length(y) == " << symbol_table.endo_nbr() << endl
+ << " @assert length(x) == " << symbol_table.exo_nbr() << endl
+ << " @assert length(params) == " << symbol_table.param_nbr() << endl
+ << " @assert length(residual) == " << equations.size() << endl
+ << " if T_flag" << endl
+ << " staticResidTT!(T, y, x, params)" << endl
+ << " end" << endl
+ << model_output.str()
+ << " if ~isreal(residual)" << endl
+ << " residual = real(residual)+imag(residual).^2;" << endl
+ << " end" << endl
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // staticG1TT!
+ output << "function staticG1TT!(T::Vector{Float64}," << endl
+ << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64})" << endl
+ << " staticResidTT!(T, y, x, params)" << endl
+ << jacobian_tt_output.str()
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // staticG1!
+ output << "function staticG1!(T::Vector{Float64}, g1::Matrix{Float64}," << endl
+ << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T_flag::Bool)" << endl
+ << " @assert length(T) >= "
+ << temporary_terms_res_idxs.size() + temporary_terms_g1_idxs.size() << endl
+ << " @assert size(g1) == (" << equations.size() << ", " << symbol_table.endo_nbr() << ")" << endl
+ << " @assert length(y) == " << symbol_table.endo_nbr() << endl
+ << " @assert length(x) == " << symbol_table.exo_nbr() << endl
+ << " @assert length(params) == " << symbol_table.param_nbr() << endl
+ << " if T_flag" << endl
+ << " staticG1TT!(T, y, x, params)" << endl
+ << " end" << endl
+ << " fill!(g1, 0.0)" << endl
+ << jacobian_output.str()
+ << " if ~isreal(g1)" << endl
+ << " g1 = real(g1)+2*imag(g1);" << endl
+ << " end" << endl
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // staticG2TT!
+ output << "function staticG2TT!(T::Vector{Float64}," << endl
+ << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64})" << endl
+ << " staticG1TT!(T, y, x, params)" << endl
+ << hessian_tt_output.str()
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // staticG2!
+ output << "function staticG2!(T::Vector{Float64}, g2::Matrix{Float64}," << endl
+ << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T_flag::Bool)" << endl
+ << " @assert length(T) >= "
+ << temporary_terms_res_idxs.size() + temporary_terms_g1_idxs.size() + temporary_terms_g2_idxs.size() << endl
+ << " @assert size(g2) == (" << equations.size() << ", " << g2ncols << ")" << endl
+ << " @assert length(y) == " << symbol_table.endo_nbr() << endl
+ << " @assert length(x) == " << symbol_table.exo_nbr() << endl
+ << " @assert length(params) == " << symbol_table.param_nbr() << endl
+ << " if T_flag" << endl
+ << " staticG2TT!(T, y, x, params)" << endl
+ << " end" << endl
+ << " fill!(g2, 0.0)" << endl
+ << hessian_output.str()
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // staticG3TT!
+ output << "function staticG3TT!(T::Vector{Float64}," << endl
+ << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64})" << endl
+ << " staticG2TT!(T, y, x, params)" << endl
+ << third_derivatives_tt_output.str()
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // staticG3!
int ncols = hessianColsNbr * JacobianColsNbr;
- StaticOutput << "end" << endl << endl
- << "function static!(y::Vector{Float64}, x::Vector{Float64}, "
- << "params::Vector{Float64}," << endl
- << " residual::Vector{Float64}, g1::Matrix{Float64}, "
- << "g2::Matrix{Float64}," << endl
- << " g3::Matrix{Float64})" << endl;
-
- comments << " 7 g3: spzeros(model.eq_nbr, length(model.endo)^3) Third derivatives matrix of the static model equations;" << endl
- << " columns: variables in declaration order" << endl
- << " rows: equations in order of declaration" << endl;
-
- StaticOutput << "#=" << endl << comments.str() << "=#" << endl
- << " @assert size(g3) == (" << nrows << ", " << ncols << ")" << endl
- << " fill!(g3, 0.0)" << endl
- << " static!(y, x, params, residual, g1, g2)" << endl;
- if (third_derivatives.size())
- StaticOutput << model_local_vars_output.str()
- << " #" << endl
- << " # Third order derivatives" << endl
- << " #" << endl
- << third_derivatives_output.str();
- StaticOutput << "end" << endl;
+ output << "function staticG3!(T::Vector{Float64}, g3::Matrix{Float64}," << endl
+ << " y::Vector{Float64}, x::Vector{Float64}, params::Vector{Float64}, T_flag::Bool)" << endl
+ << " @assert length(T) >= "
+ << temporary_terms_res_idxs.size() + temporary_terms_g1_idxs.size() + temporary_terms_g2_idxs.size() + temporary_terms_g3_idxs.size() << endl
+ << " @assert size(g3) == (" << nrows << ", " << ncols << ")" << endl
+ << " @assert length(y) == " << symbol_table.endo_nbr() << endl
+ << " @assert length(x) == " << symbol_table.exo_nbr() << endl
+ << " @assert length(params) == " << symbol_table.param_nbr() << endl
+ << " if T_flag" << endl
+ << " staticG3TT!(T, y, x, params)" << endl
+ << " end" << endl
+ << " fill!(g3, 0.0)" << endl
+ << third_derivatives_output.str()
+ << " return nothing" << endl
+ << "end" << endl << endl;
+
+ // static!
+ output << "function static!(T::Vector{Float64}, residual::Vector{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, params::Vector{Float64})" << endl
+ << " staticResid!(T, residual, y, x, params, true)" << endl
+ << " return nothing" << endl
+ << "end" << endl
+ << endl
+ << "function static!(T::Vector{Float64}, residual::Vector{Float64}, g1::Matrix{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, params::Vector{Float64})" << endl
+ << " staticG1!(T, g1, y, x, params, true)" << endl
+ << " staticResid!(T, residual, y, x, params, false)" << endl
+ << " return nothing" << endl
+ << "end" << endl
+ << endl
+ << "function static!(T::Vector{Float64}, residual::Vector{Float64}, g1::Matrix{Float64}, g2::Matrix{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, params::Vector{Float64})" << endl
+ << " staticG2!(T, g2, y, x, params, true)" << endl
+ << " staticG1!(T, g1, y, x, params, false)" << endl
+ << " staticResid!(T, residual, y, x, params, false)" << endl
+ << " return nothing" << endl
+ << "end" << endl
+ << endl
+ << "function static!(T::Vector{Float64}, residual::Vector{Float64}, g1::Matrix{Float64}, g2::Matrix{Float64}, g3::Matrix{Float64}," << endl
+ << " y::Vector{Float64}, x::Matrix{Float64}, params::Vector{Float64})" << endl
+ << " staticG3!(T, g3, y, x, params, true)" << endl
+ << " staticG2!(T, g2, y, x, params, false)" << endl
+ << " staticG1!(T, g1, y, x, params, false)" << endl
+ << " staticResid!(T, residual, y, x, params, false)" << endl
+ << " return nothing" << endl
+ << "end" << endl
+ << "end" << endl;
+ output.close();
}
}
@@ -1711,24 +1954,7 @@ StaticModel::writeStaticCFile(const string &func_name) const
void
StaticModel::writeStaticJuliaFile(const string &basename) const
{
- string filename = basename + "Static.jl";
- ofstream output;
- output.open(filename.c_str(), ios::out | ios::binary);
- if (!output.is_open())
- {
- cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
- exit(EXIT_FAILURE);
- }
-
- output << "module " << basename << "Static" << endl
- << "#" << endl
- << "# NB: this file was automatically generated by Dynare" << endl
- << "# from " << basename << ".mod" << endl
- << "#" << endl
- << "using Utils" << endl << endl
- << "export static!" << endl << endl;
- writeStaticModel(output, false, true);
- output << "end" << endl;
+ writeStaticModel(basename, false, true);
}
void
@@ -2171,10 +2397,11 @@ StaticModel::writeAuxVarRecursiveDefinitions(ostream &output, ExprNodeOutputType
{
deriv_node_temp_terms_t tef_terms;
temporary_terms_t temporary_terms;
+ temporary_terms_idxs_t temporary_terms_idxs;
for (int i = 0; i < (int) aux_equations.size(); i++)
if (dynamic_cast<ExprNode *>(aux_equations[i])->containsExternalFunction())
dynamic_cast<ExprNode *>(aux_equations[i])->writeExternalFunctionOutput(output, oMatlabStaticModel,
- temporary_terms, tef_terms);
+ temporary_terms, temporary_terms_idxs, tef_terms);
for (int i = 0; i < (int) aux_equations.size(); i++)
{
dynamic_cast<ExprNode *>(aux_equations[i]->substituteStaticAuxiliaryDefinition())->writeOutput(output, output_type, temporary_terms, tef_terms);
@@ -2187,10 +2414,11 @@ StaticModel::writeLatexAuxVarRecursiveDefinitions(ostream &output) const
{
deriv_node_temp_terms_t tef_terms;
temporary_terms_t temporary_terms;
+ temporary_terms_idxs_t temporary_terms_idxs;
for (int i = 0; i < (int) aux_equations.size(); i++)
if (dynamic_cast<ExprNode *>(aux_equations[i])->containsExternalFunction())
dynamic_cast<ExprNode *>(aux_equations[i])->writeExternalFunctionOutput(output, oLatexStaticModel,
- temporary_terms, tef_terms);
+ temporary_terms, temporary_terms_idxs, tef_terms);
for (int i = 0; i < (int) aux_equations.size(); i++)
{
output << "\\begin{dmath}" << endl;
@@ -2490,7 +2718,6 @@ StaticModel::writeJsonComputingPassOutput(ostream &output, bool writeDetails) co
ostringstream third_derivatives_output; // Used for storing third order derivatives equations
deriv_node_temp_terms_t tef_terms;
- temporary_terms_t temp_term_empty;
temporary_terms_t temp_term_union = temporary_terms_res;
temporary_terms_t temp_term_union_m_1;
diff --git a/src/StaticModel.hh b/src/StaticModel.hh
index ad55f89d90c2e2b188d1ef4d2fd7dcc9b510990a..54394d0e353dad77392d95377d0d4082b6e43318 100644
--- a/src/StaticModel.hh
+++ b/src/StaticModel.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2017 Dynare Team
+ * Copyright (C) 2003-2018 Dynare Team
*
* This file is part of Dynare.
*
@@ -51,7 +51,7 @@ private:
void writeStaticJuliaFile(const string &basename) const;
//! Writes the static model equations and its derivatives
- void writeStaticModel(ostream &StaticOutput, bool use_dll, bool julia) const;
+ void writeStaticModel(const string &basename, ostream &StaticOutput, bool use_dll, bool julia) const;
//! Writes the static function calling the block to solve (Matlab version)
void writeStaticBlockMFSFile(const string &basename) const;
@@ -148,6 +148,15 @@ protected:
//!Maximum lead and lag for each block on endogenous of the block, endogenous of the previous blocks, exogenous and deterministic exogenous
vector<pair<int, int> > endo_max_leadlag_block, other_endo_max_leadlag_block, exo_max_leadlag_block, exo_det_max_leadlag_block, max_leadlag_block;
+ //! Helper functions for writeStaticModel
+ void writeStaticModelHelper(const string &name, const string &retvalname,
+ const string &name_tt, size_t ttlen,
+ const string &previous_tt_name,
+ const ostringstream &init_s, const ostringstream &end_s,
+ const ostringstream &s, const ostringstream &s_tt) const;
+ void writeWrapperFunctions(const string &basename, const string &ending) const;
+ void writeStaticModel(ostream &DynamicOutput, bool use_dll, bool julia) const;
+ void writeStaticModel(const string &dynamic_basename, bool use_dll, bool julia) const;
public:
StaticModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants, ExternalFunctionsTable &external_functions_table_arg);