From f5df7e75671d2a8236d95d0d5b2f231761bff513 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Mon, 28 Jan 2019 14:57:30 +0100
Subject: [PATCH] when an equation is of the form `X` = `constant`, replace all
occurrences of `X` in other equations with `constant`
---
src/ExprNode.cc | 127 +++++++++++++++++++++++++++++++++++++++++++++++
src/ExprNode.hh | 22 ++++++++
src/ModFile.cc | 2 +
src/ModelTree.cc | 25 +++++++++-
src/ModelTree.hh | 8 ++-
5 files changed, 182 insertions(+), 2 deletions(-)
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index f6e52e48..b4e88c01 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -719,6 +719,18 @@ NumConstNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, c
{
}
+void
+NumConstNode::findConstantEquations(map<expr_t, expr_t> &table) const
+{
+ return;
+}
+
+expr_t
+NumConstNode::replaceVarsInEquation(map<expr_t, expr_t> &table) const
+{
+ return const_cast<NumConstNode *>(this);
+}
+
VariableNode::VariableNode(DataTree &datatree_arg, int idx_arg, int symb_id_arg, int lag_arg) :
ExprNode{datatree_arg, idx_arg},
symb_id{symb_id_arg},
@@ -2023,6 +2035,21 @@ VariableNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, c
{
}
+void
+VariableNode::findConstantEquations(map<expr_t, expr_t> &table) const
+{
+ return;
+}
+
+expr_t
+VariableNode::replaceVarsInEquation(map<expr_t, expr_t> &table) const
+{
+ for (auto & it : table)
+ if (dynamic_cast<VariableNode *>(it.first)->symb_id == symb_id)
+ return dynamic_cast<NumConstNode *>(it.second);
+ return const_cast<VariableNode *>(this);
+}
+
UnaryOpNode::UnaryOpNode(DataTree &datatree_arg, int idx_arg, UnaryOpcode op_code_arg, const expr_t arg_arg, int expectation_information_set_arg, int param1_symb_id_arg, int param2_symb_id_arg, string adl_param_name_arg, vector<int> adl_lags_arg) :
ExprNode{datatree_arg, idx_arg},
arg{arg_arg},
@@ -3847,6 +3874,19 @@ UnaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, co
arg->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, EC);
}
+void
+UnaryOpNode::findConstantEquations(map<expr_t, expr_t> &table) const
+{
+ arg->findConstantEquations(table);
+}
+
+expr_t
+UnaryOpNode::replaceVarsInEquation(map<expr_t, expr_t> &table) const
+{
+ expr_t argsubst = arg->replaceVarsInEquation(table);
+ return buildSimilarUnaryOpNode(argsubst, datatree);
+}
+
BinaryOpNode::BinaryOpNode(DataTree &datatree_arg, int idx_arg, const expr_t arg1_arg,
BinaryOpcode op_code_arg, const expr_t arg2_arg, int powerDerivOrder_arg) :
ExprNode{datatree_arg, idx_arg},
@@ -5813,6 +5853,36 @@ BinaryOpNode::fillErrorCorrectionRowHelper(expr_t arg1, expr_t arg2,
EC[make_tuple(eqn, -max_lag, colidx)] = arg1;
}
+void
+BinaryOpNode::findConstantEquations(map<expr_t, expr_t> &table) const
+{
+ if (op_code == BinaryOpcode::equal)
+ if (dynamic_cast<VariableNode *>(arg1) != nullptr && dynamic_cast<NumConstNode *>(arg2) != nullptr)
+ table[arg1] = arg2;
+ else if (dynamic_cast<VariableNode *>(arg2) != nullptr && dynamic_cast<NumConstNode *>(arg1) != nullptr)
+ table[arg2] = arg1;
+ else
+ {
+ arg1->findConstantEquations(table);
+ arg2->findConstantEquations(table);
+ }
+}
+
+expr_t
+BinaryOpNode::replaceVarsInEquation(map<expr_t, expr_t> &table) const
+{
+ if (op_code == BinaryOpcode::equal)
+ for (auto & it : table)
+ if ((dynamic_cast<VariableNode *>(it.first) == arg1
+ && dynamic_cast<NumConstNode *>(it.second) == arg2)
+ || (dynamic_cast<VariableNode *>(it.first) == arg2
+ && dynamic_cast<NumConstNode *>(it.second) == arg1))
+ return const_cast<BinaryOpNode *>(this);
+ expr_t arg1subst = arg1->replaceVarsInEquation(table);
+ expr_t arg2subst = arg2->replaceVarsInEquation(table);
+ return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
+}
+
void
BinaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const
{
@@ -6817,6 +6887,23 @@ TrinaryOpNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs,
arg3->fillErrorCorrectionRow(eqn, nontrend_lhs, trend_lhs, EC);
}
+void
+TrinaryOpNode::findConstantEquations(map<expr_t, expr_t> &table) const
+{
+ arg1->findConstantEquations(table);
+ arg2->findConstantEquations(table);
+ arg3->findConstantEquations(table);
+}
+
+expr_t
+TrinaryOpNode::replaceVarsInEquation(map<expr_t, expr_t> &table) const
+{
+ expr_t arg1subst = arg1->replaceVarsInEquation(table);
+ expr_t arg2subst = arg2->replaceVarsInEquation(table);
+ expr_t arg3subst = arg3->replaceVarsInEquation(table);
+ return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
+}
+
AbstractExternalFunctionNode::AbstractExternalFunctionNode(DataTree &datatree_arg,
int idx_arg,
int symb_id_arg,
@@ -7462,6 +7549,22 @@ AbstractExternalFunctionNode::fillErrorCorrectionRow(int eqn, const vector<int>
exit(EXIT_FAILURE);
}
+void
+AbstractExternalFunctionNode::findConstantEquations(map<expr_t, expr_t> &table) const
+{
+ for (auto argument : arguments)
+ argument->findConstantEquations(table);
+}
+
+expr_t
+AbstractExternalFunctionNode::replaceVarsInEquation(map<expr_t, expr_t> &table) const
+{
+ vector<expr_t> arguments_subst;
+ for (auto argument : arguments)
+ arguments_subst.push_back(argument->replaceVarsInEquation(table));
+ return buildSimilarExternalFunctionNode(arguments_subst, datatree);
+}
+
ExternalFunctionNode::ExternalFunctionNode(DataTree &datatree_arg,
int idx_arg,
int symb_id_arg,
@@ -8982,6 +9085,18 @@ VarExpectationNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_
exit(EXIT_FAILURE);
}
+void
+VarExpectationNode::findConstantEquations(map<expr_t, expr_t> &table) const
+{
+ return;
+}
+
+expr_t
+VarExpectationNode::replaceVarsInEquation(map<expr_t, expr_t> &table) const
+{
+ return const_cast<VarExpectationNode *>(this);
+}
+
void
VarExpectationNode::writeJsonAST(ostream &output) const
{
@@ -9496,6 +9611,18 @@ PacExpectationNode::fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_
exit(EXIT_FAILURE);
}
+void
+PacExpectationNode::findConstantEquations(map<expr_t, expr_t> &table) const
+{
+ return;
+}
+
+expr_t
+PacExpectationNode::replaceVarsInEquation(map<expr_t, expr_t> &table) const
+{
+ return const_cast<PacExpectationNode *>(this);
+}
+
void
PacExpectationNode::writeJsonAST(ostream &output) const
{
diff --git a/src/ExprNode.hh b/src/ExprNode.hh
index 71b1d34a..ef7bdfd8 100644
--- a/src/ExprNode.hh
+++ b/src/ExprNode.hh
@@ -615,6 +615,12 @@ class ExprNode
virtual void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs,
map<tuple<int, int, int>, expr_t> &EC) const = 0;
+ //! Finds equations where a variable is equal to a constant
+ virtual void findConstantEquations(map<expr_t, expr_t> &table) const = 0;
+
+ //! Replaces variables found in findConstantEquations() with their constant values
+ virtual expr_t replaceVarsInEquation(map<expr_t, expr_t> &table) const = 0;
+
//! Returns true if PacExpectationNode encountered
virtual bool containsPacExpectation(const string &pac_model_name = "") const = 0;
@@ -730,6 +736,8 @@ public:
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
+ void findConstantEquations(map<expr_t, expr_t> &table) const override;
+ expr_t replaceVarsInEquation(map<expr_t, expr_t> &table) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
set<pair<int, pair<int, int>>> ¶ms_and_vars) const override;
@@ -820,6 +828,8 @@ public:
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
+ void findConstantEquations(map<expr_t, expr_t> &table) const override;
+ expr_t replaceVarsInEquation(map<expr_t, expr_t> &table) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
set<pair<int, pair<int, int>>> ¶ms_and_vars) const override;
@@ -938,6 +948,8 @@ public:
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
+ void findConstantEquations(map<expr_t, expr_t> &table) const override;
+ expr_t replaceVarsInEquation(map<expr_t, expr_t> &table) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
set<pair<int, pair<int, int>>> ¶ms_and_vars) const override;
@@ -1074,6 +1086,8 @@ public:
int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs,
map<tuple<int, int, int>, expr_t> &AR) const;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
+ void findConstantEquations(map<expr_t, expr_t> &table) const override;
+ expr_t replaceVarsInEquation(map<expr_t, expr_t> &table) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
set<pair<int, pair<int, int>>> ¶ms_and_vars) const override;
@@ -1189,6 +1203,8 @@ public:
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
+ void findConstantEquations(map<expr_t, expr_t> &table) const override;
+ expr_t replaceVarsInEquation(map<expr_t, expr_t> &table) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
set<pair<int, pair<int, int>>> ¶ms_and_vars) const override;
@@ -1316,6 +1332,8 @@ public:
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
+ void findConstantEquations(map<expr_t, expr_t> &table) const override;
+ expr_t replaceVarsInEquation(map<expr_t, expr_t> &table) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
set<pair<int, pair<int, int>>> ¶ms_and_vars) const override;
@@ -1531,6 +1549,8 @@ public:
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
+ void findConstantEquations(map<expr_t, expr_t> &table) const override;
+ expr_t replaceVarsInEquation(map<expr_t, expr_t> &table) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
set<pair<int, pair<int, int>>> ¶ms_and_vars) const override;
@@ -1632,6 +1652,8 @@ public:
void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
+ void findConstantEquations(map<expr_t, expr_t> &table) const override;
+ expr_t replaceVarsInEquation(map<expr_t, expr_t> &table) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
set<pair<int, pair<int, int>>> ¶ms_and_vars) const override;
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 8557d682..81f49912 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -370,6 +370,8 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
dynamic_model.setLeadsLagsOrig();
original_model = dynamic_model;
+ dynamic_model.simplifyEquations();
+
if (nostrict)
{
set<int> unusedEndogs = dynamic_model.findUnusedEndogenous();
diff --git a/src/ModelTree.cc b/src/ModelTree.cc
index 71e1a285..29486fa3 100644
--- a/src/ModelTree.cc
+++ b/src/ModelTree.cc
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2018 Dynare Team
+ * Copyright (C) 2003-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -1921,6 +1921,29 @@ ModelTree::addEquation(expr_t eq, int lineno)
equations_lineno.push_back(lineno);
}
+void
+ModelTree::simplifyEquations()
+{
+ size_t last_subst_table_size = 0;
+ map<expr_t, expr_t> subst_table;
+ findConstantEquations(subst_table);
+ while (subst_table.size() != last_subst_table_size)
+ {
+ last_subst_table_size = subst_table.size();
+ for (auto & equation : equations)
+ equation = dynamic_cast<BinaryOpNode *>(equation->replaceVarsInEquation(subst_table));
+ subst_table.clear();
+ findConstantEquations(subst_table);
+ }
+}
+
+void
+ModelTree::findConstantEquations(map<expr_t, expr_t> &subst_table) const
+{
+ for (auto & equation : equations)
+ equation->findConstantEquations(subst_table);
+}
+
void
ModelTree::addEquation(expr_t eq, int lineno, const vector<pair<string, string>> &eq_tags)
{
diff --git a/src/ModelTree.hh b/src/ModelTree.hh
index 2eb3c2e0..95af4faa 100644
--- a/src/ModelTree.hh
+++ b/src/ModelTree.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2018 Dynare Team
+ * Copyright (C) 2003-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -348,6 +348,12 @@ public:
void set_cutoff_to_zero();
//! Helper for writing the Jacobian elements in MATLAB and C
/*! Writes either (i+1,j+1) or [i+j*no_eq] */
+
+ //! Simplify model equations: if a variable is equal to a constant, replace that variable elsewhere in the model
+ void simplifyEquations();
+ //! Find equations where variable is equal to a constant
+ void findConstantEquations(map<expr_t, expr_t> &subst_table) const;
+
void jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutputType output_type) const;
//! Helper for writing the sparse Hessian or third derivatives in MATLAB and C
/*! If order=2, writes either v2(i+1,j+1) or v2[i+j*NNZDerivatives[2]]
--
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