diff --git a/BlockTriangular.cc b/BlockTriangular.cc
index 33633462535978d8ce03adf6ebfe1799e5d71063..d0cffcd4175664d71fe4f095083beab99f8a13b7 100644
--- a/BlockTriangular.cc
+++ b/BlockTriangular.cc
@@ -103,12 +103,13 @@ BlockTriangular::Prologue_Epilogue(bool* IM, int* prologue, int* epilogue, int n
void
BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, BlockType type, Model_Block * ModelBlock)
{
- int i, j, k, l, ls, m, i_1, Lead, Lag, first_count_equ, i1;
- int *tmp_size, *tmp_size_exo, *tmp_var, *tmp_endo, *tmp_exo, tmp_nb_exo, nb_lead_lag_endo;
+ int i, j, k, l, ls, m, i_1, Lead, Lag, first_count_equ, i1, li;
+ int *tmp_size, *tmp_size_other_endo, *tmp_size_exo, *tmp_var, *tmp_endo, *tmp_other_endo, *tmp_exo, tmp_nb_other_endo, tmp_nb_exo, nb_lead_lag_endo;
+ bool *tmp_variable_evaluated;
bool *Cur_IM;
bool *IM, OK;
ModelBlock->Periods = periods;
- int Lag_Endo, Lead_Endo, Lag_Exo, Lead_Exo;
+ int Lag_Endo, Lead_Endo, Lag_Exo, Lead_Exo, Lag_Other_Endo, Lead_Other_Endo;
if ((type == PROLOGUE) || (type == EPILOGUE))
{
for(i = 0;i < size;i++)
@@ -120,15 +121,24 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
ModelBlock->Block_List[*count_Block].Temporary_terms=new temporary_terms_type ();
ModelBlock->Block_List[*count_Block].Temporary_terms->clear();
tmp_endo = (int*)malloc((incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1) * sizeof(int));
+ tmp_other_endo = (int*)malloc(symbol_table.endo_nbr * sizeof(int));
+ tmp_size_other_endo = (int*)malloc((incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1) * sizeof(int));
tmp_size = (int*)malloc((incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1) * sizeof(int));
tmp_var = (int*)malloc(sizeof(int));
tmp_size_exo = (int*)malloc((incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1) * sizeof(int));
+
memset(tmp_size_exo, 0, (incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1)*sizeof(int));
memset(tmp_size, 0, (incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1)*sizeof(int));
memset(tmp_endo, 0, (incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1)*sizeof(int));
+ memset(tmp_size_other_endo, 0, (incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1)*sizeof(int));
+ memset(tmp_other_endo, 0, symbol_table.endo_nbr*sizeof(int));
+
+
nb_lead_lag_endo = Lead = Lag = 0;
- Lag_Endo = Lead_Endo = Lag_Exo = Lead_Exo = 0;
+ Lag_Endo = Lead_Endo = Lag_Exo = Lead_Exo = Lag_Other_Endo = Lead_Other_Endo = 0;
+ tmp_variable_evaluated = (bool*)malloc(symbol_table.endo_nbr*sizeof(bool));
+ memset(tmp_variable_evaluated, 0, symbol_table.endo_nbr*sizeof(bool));
for(k = -incidencematrix.Model_Max_Lag_Endo; k<=incidencematrix.Model_Max_Lead_Endo; k++)
{
Cur_IM = incidencematrix.Get_IM(k, eEndogenous);
@@ -139,6 +149,7 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
{
if(Cur_IM[i_1 + Index_Var_IM[*count_Equ].index])
{
+ tmp_variable_evaluated[Index_Var_IM[*count_Equ].index] = true;
nb_lead_lag_endo++;
tmp_size[incidencematrix.Model_Max_Lag_Endo + k]++;
if(k > Lead)
@@ -149,6 +160,7 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
{
if(Cur_IM[i_1 + Index_Var_IM[*count_Equ].index])
{
+ tmp_variable_evaluated[Index_Var_IM[*count_Equ].index] = true;
tmp_size[incidencematrix.Model_Max_Lag_Endo + k]++;
nb_lead_lag_endo++;
if(-k > Lag)
@@ -160,6 +172,45 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
Lag_Endo = Lag;
Lead_Endo = Lead;
+
+ tmp_nb_other_endo = 0;
+ for(k = -incidencematrix.Model_Max_Lag_Endo; k<=incidencematrix.Model_Max_Lead_Endo; k++)
+ {
+ Cur_IM = incidencematrix.Get_IM(k, eEndogenous);
+ if(Cur_IM)
+ {
+ i_1 = Index_Equ_IM[*count_Equ].index * symbol_table.endo_nbr;
+ for(j = 0;j < symbol_table.endo_nbr;j++)
+ {
+ int ij = Index_Var_IM[j].index;
+ if(Cur_IM[i_1 + ij])
+ {
+ if(!tmp_variable_evaluated[ij])
+ {
+ if(!tmp_other_endo[ij])
+ {
+ tmp_other_endo[ij] = 1;
+ tmp_nb_other_endo++;
+ }
+ if(k>0 && k>Lead_Other_Endo)
+ Lead_Other_Endo = k;
+ else if(k<0 && (-k)>Lag_Other_Endo)
+ Lag_Other_Endo = -k;
+ if(k>0 && k>Lead)
+ Lead = k;
+ else if(k<0 && (-k)>Lag)
+ Lag = -k;
+ tmp_size_other_endo[k+incidencematrix.Model_Max_Lag_Endo]++;
+ }
+ }
+ }
+ }
+ }
+ ModelBlock->Block_List[*count_Block].nb_other_endo = tmp_nb_other_endo;
+ ModelBlock->Block_List[*count_Block].Other_Endogenous = (int*)malloc(tmp_nb_other_endo * sizeof(int));
+
+
+
tmp_exo = (int*)malloc(symbol_table.exo_nbr * sizeof(int));
memset(tmp_exo, 0, symbol_table.exo_nbr * sizeof(int));
tmp_nb_exo = 0;
@@ -214,6 +265,9 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
ModelBlock->Block_List[*count_Block].Own_Derivative = (int*)malloc(sizeof(int));
ModelBlock->Block_List[*count_Block].Equation[0] = Index_Equ_IM[*count_Equ].index;
ModelBlock->Block_List[*count_Block].Variable[0] = Index_Var_IM[*count_Equ].index;
+
+
+
if ((Lead > 0) && (Lag > 0))
ModelBlock->Block_List[*count_Block].Simulation_Type = SOLVE_TWO_BOUNDARIES_SIMPLE;
else if((Lead > 0) && (Lag == 0))
@@ -267,6 +321,16 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Var_Index = (int*)malloc(tmp_size[incidencematrix.Model_Max_Lag_Endo - Lag + li] * sizeof(int));
ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Equ_Index = (int*)malloc(tmp_size[incidencematrix.Model_Max_Lag_Endo - Lag + li] * sizeof(int));
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[li].size_other_endo = tmp_size_other_endo[incidencematrix.Model_Max_Lag_Endo - Lag + li];
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[li].nb_other_endo = tmp_other_endo[incidencematrix.Model_Max_Lag_Endo - Lag + li];
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[li].u_other_endo = (int*)malloc(tmp_size_other_endo[incidencematrix.Model_Max_Lag_Endo - Lag + li] * sizeof(int));
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Var_other_endo = (int*)malloc(tmp_size_other_endo[incidencematrix.Model_Max_Lag_Endo - Lag + li] * sizeof(int));
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Equ_other_endo = (int*)malloc(tmp_size_other_endo[incidencematrix.Model_Max_Lag_Endo - Lag + li] * sizeof(int));
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Var_Index_other_endo = (int*)malloc(tmp_size_other_endo[incidencematrix.Model_Max_Lag_Endo - Lag + li] * sizeof(int));
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Equ_Index_other_endo = (int*)malloc(tmp_size_other_endo[incidencematrix.Model_Max_Lag_Endo - Lag + li] * sizeof(int));
+
+
+
ModelBlock->Block_List[*count_Block].IM_lead_lag[li].u_init = l;
IM = incidencematrix.Get_IM(li - Lag, eEndogenous);
if(IM)
@@ -290,10 +354,24 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Var[m] = 0;
ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Equ_Index[m] = Index_Equ_IM[*count_Equ].index;
ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Var_Index[m] = Index_Var_IM[*count_Equ].index;
+ tmp_variable_evaluated[Index_Var_IM[*count_Equ].index] = true;
l++;
m++;
}
ModelBlock->Block_List[*count_Block].IM_lead_lag[li].u_finish = l - 1;
+
+ m = 0;
+ for(k = 0;k < symbol_table.endo_nbr;k++)
+ if((!tmp_variable_evaluated[Index_Var_IM[k].index]) && IM[Index_Var_IM[k].index + i_1])
+ {
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[li].u_other_endo[m] = l;
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Equ_other_endo[m] = 0; //j - first_count_equ;
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Var_other_endo[m] = k ;
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Equ_Index_other_endo[m] = Index_Equ_IM[*count_Equ].index;
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[li].Var_Index_other_endo[m] = Index_Var_IM[k].index;
+ l++;
+ m++;
+ }
}
}
else
@@ -333,6 +411,9 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
free(tmp_endo);
free(tmp_exo);
free(tmp_var);
+ free(tmp_size_other_endo);
+ free(tmp_other_endo);
+ free(tmp_variable_evaluated);
}
}
else
@@ -350,14 +431,21 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
first_count_equ = *count_Equ;
tmp_var = (int*)malloc(size * sizeof(int));
tmp_endo = (int*)malloc((incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1) * sizeof(int));
+ tmp_other_endo = (int*)malloc(symbol_table.endo_nbr * sizeof(int));
tmp_size = (int*)malloc((incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1) * sizeof(int));
+ tmp_size_other_endo = (int*)malloc((incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1) * sizeof(int));
tmp_size_exo = (int*)malloc((incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1) * sizeof(int));
memset(tmp_size_exo, 0, (incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1)*sizeof(int));
+ memset(tmp_size_other_endo, 0, (incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1)*sizeof(int));
memset(tmp_size, 0, (incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1)*sizeof(int));
memset(tmp_endo, 0, (incidencematrix.Model_Max_Lead + incidencematrix.Model_Max_Lag + 1)*sizeof(int));
+ memset(tmp_other_endo, 0, symbol_table.endo_nbr*sizeof(int));
nb_lead_lag_endo = 0;
- Lag_Endo = Lead_Endo = Lag_Exo = Lead_Exo = 0;
+ Lag_Endo = Lead_Endo = Lag_Other_Endo = Lead_Other_Endo = Lag_Exo = Lead_Exo = 0;
+ //Variable by variable looking for all leads and lags its occurence in each equation of the block
+ tmp_variable_evaluated = (bool*)malloc(symbol_table.endo_nbr*sizeof(bool));
+ memset(tmp_variable_evaluated, 0, symbol_table.endo_nbr*sizeof(bool));
for(i = 0;i < size;i++)
{
ModelBlock->Block_List[*count_Block].Equation[i] = Index_Equ_IM[*count_Equ].index;
@@ -375,6 +463,7 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
{
if(Cur_IM[i_1 + Index_Equ_IM[first_count_equ + j].index*symbol_table.endo_nbr])
{
+ tmp_variable_evaluated[i_1] = true;
tmp_size[incidencematrix.Model_Max_Lag_Endo + k]++;
if (!OK)
{
@@ -396,6 +485,7 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
tmp_size[incidencematrix.Model_Max_Lag_Endo + k]++;
if (!OK)
{
+ tmp_variable_evaluated[i_1] = true;
tmp_endo[incidencematrix.Model_Max_Lag + k]++;
nb_lead_lag_endo++;
OK = true;
@@ -409,8 +499,6 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
}
(*count_Equ)++;
}
-
-
if ((Lag > 0) && (Lead > 0))
ModelBlock->Block_List[*count_Block].Simulation_Type = SOLVE_TWO_BOUNDARIES_COMPLETE;
else if(size > 1)
@@ -427,12 +515,45 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
else
ModelBlock->Block_List[*count_Block].Simulation_Type = SOLVE_FORWARD_SIMPLE;
}
-
-
Lag_Endo = Lag;
Lead_Endo = Lead;
+
+ tmp_nb_other_endo = 0;
+ for(i = 0;i < size;i++)
+ {
+ for(k = -incidencematrix.Model_Max_Lag_Endo; k<=incidencematrix.Model_Max_Lead_Endo; k++)
+ {
+ Cur_IM = incidencematrix.Get_IM(k, eEndogenous);
+ if(Cur_IM)
+ {
+ i_1 = Index_Equ_IM[first_count_equ+i].index * symbol_table.endo_nbr;
+ for(j = 0;j < symbol_table.endo_nbr;j++)
+ if(Cur_IM[i_1 + j])
+ {
+ if(!tmp_variable_evaluated[j])
+ {
+ tmp_other_endo[j] = 1;
+ tmp_nb_other_endo++;
+ }
+ if(k>0 && k>Lead_Other_Endo)
+ Lead_Other_Endo = k;
+ else if(k<0 && (-k)>Lag_Other_Endo)
+ Lag_Other_Endo = -k;
+ if(k>0 && k>Lead)
+ Lead = k;
+ else if(k<0 && (-k)>Lag)
+ Lag = -k;
+ tmp_size_other_endo[k+incidencematrix.Model_Max_Lag_Endo]++;
+ }
+ }
+ }
+ }
+ ModelBlock->Block_List[*count_Block].nb_other_endo = tmp_nb_other_endo;
+ ModelBlock->Block_List[*count_Block].Other_Endogenous = (int*)malloc(tmp_nb_other_endo * sizeof(int));
+
+
tmp_exo = (int*)malloc(symbol_table.exo_nbr * sizeof(int));
- memset(tmp_exo, 0, symbol_table.exo_nbr * sizeof(int));
+ memset(tmp_exo, 0, symbol_table.exo_nbr * sizeof(int));
tmp_nb_exo = 0;
for(i = 0;i < size;i++)
{
@@ -481,10 +602,12 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
ModelBlock->Block_List[*count_Block].Max_Lead = Lead;
ModelBlock->Block_List[*count_Block].Max_Lag_Endo = Lag_Endo;
ModelBlock->Block_List[*count_Block].Max_Lead_Endo = Lead_Endo;
+ ModelBlock->Block_List[*count_Block].Max_Lag_Other_Endo = Lag_Other_Endo;
+ ModelBlock->Block_List[*count_Block].Max_Lead_Other_Endo = Lead_Other_Endo;
ModelBlock->Block_List[*count_Block].Max_Lag_Exo = Lag_Exo;
ModelBlock->Block_List[*count_Block].Max_Lead_Exo = Lead_Exo;
ModelBlock->Block_List[*count_Block].IM_lead_lag = (IM_compact*)malloc((Lead + Lag + 1) * sizeof(IM_compact));
- ls = l = size;
+ ls = l = li = size;
i1 = 0;
ModelBlock->Block_List[*count_Block].Nb_Lead_Lag_Endo = nb_lead_lag_endo;
for(i = 0;i < Lead + Lag + 1;i++)
@@ -499,6 +622,14 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
ModelBlock->Block_List[*count_Block].IM_lead_lag[i].Equ = (int*)malloc(tmp_size[incidencematrix.Model_Max_Lag_Endo - Lag + i] * sizeof(int));
ModelBlock->Block_List[*count_Block].IM_lead_lag[i].Var_Index = (int*)malloc(tmp_size[incidencematrix.Model_Max_Lag_Endo - Lag + i] * sizeof(int));
ModelBlock->Block_List[*count_Block].IM_lead_lag[i].Equ_Index = (int*)malloc(tmp_size[incidencematrix.Model_Max_Lag_Endo - Lag + i] * sizeof(int));
+
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[i].size_other_endo = tmp_size_other_endo[incidencematrix.Model_Max_Lag_Endo - Lag + i];
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[i].nb_other_endo = tmp_other_endo[incidencematrix.Model_Max_Lag_Endo - Lag + i];
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[i].u_other_endo = (int*)malloc(tmp_size_other_endo[incidencematrix.Model_Max_Lag_Endo - Lag + i] * sizeof(int));
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[i].Var_other_endo = (int*)malloc(tmp_size_other_endo[incidencematrix.Model_Max_Lag_Endo - Lag + i] * sizeof(int));
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[i].Equ_other_endo = (int*)malloc(tmp_size_other_endo[incidencematrix.Model_Max_Lag_Endo - Lag + i] * sizeof(int));
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[i].Var_Index_other_endo = (int*)malloc(tmp_size_other_endo[incidencematrix.Model_Max_Lag_Endo - Lag + i] * sizeof(int));
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[i].Equ_Index_other_endo = (int*)malloc(tmp_size_other_endo[incidencematrix.Model_Max_Lag_Endo - Lag + i] * sizeof(int));
}
else
ModelBlock->Block_List[*count_Block].IM_lead_lag[i].size = 0;
@@ -513,6 +644,7 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
else
ModelBlock->Block_List[*count_Block].IM_lead_lag[i].size_exo = 0;
ModelBlock->Block_List[*count_Block].IM_lead_lag[i].u_init = l;
+ memset(tmp_variable_evaluated, 0, symbol_table.endo_nbr*sizeof(bool));
IM = incidencematrix.Get_IM(i - Lag, eEndogenous);
if(IM)
{
@@ -541,16 +673,34 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
ModelBlock->Block_List[*count_Block].IM_lead_lag[i].us[m] = ls;
ls++;
}
- ModelBlock->Block_List[*count_Block].IM_lead_lag[i].u[m] = l;
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[i].u[m] = li;
ModelBlock->Block_List[*count_Block].IM_lead_lag[i].Equ[m] = j - first_count_equ;
ModelBlock->Block_List[*count_Block].IM_lead_lag[i].Var[m] = k - first_count_equ;
ModelBlock->Block_List[*count_Block].IM_lead_lag[i].Equ_Index[m] = Index_Equ_IM[j].index;
ModelBlock->Block_List[*count_Block].IM_lead_lag[i].Var_Index[m] = Index_Var_IM[k].index;
+ tmp_variable_evaluated[Index_Var_IM[k].index] = true;
+ l++;
+ m++;
+ li++;
+ }
+ }
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[i].u_finish = li - 1;
+ m = 0;
+ for(j = first_count_equ;j < size + first_count_equ;j++)
+ {
+ i_1 = Index_Equ_IM[j].index * symbol_table.endo_nbr;
+ for(k = 0;k < symbol_table.endo_nbr;k++)
+ if((!tmp_variable_evaluated[Index_Var_IM[k].index]) && IM[Index_Var_IM[k].index + i_1])
+ {
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[i].u_other_endo[m] = l;
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[i].Equ_other_endo[m] = j - first_count_equ;
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[i].Var_other_endo[m] = k - first_count_equ;
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[i].Equ_Index_other_endo[m] = Index_Equ_IM[j].index;
+ ModelBlock->Block_List[*count_Block].IM_lead_lag[i].Var_Index_other_endo[m] = Index_Var_IM[k].index;
l++;
m++;
}
}
- ModelBlock->Block_List[*count_Block].IM_lead_lag[i].u_finish = l - 1;
}
IM = incidencematrix.Get_IM(i - Lag, eExogenous);
if(IM)
@@ -575,10 +725,13 @@ BlockTriangular::Allocate_Block(int size, int *count_Equ, int *count_Block, Bloc
}
(*count_Block)++;
free(tmp_size);
+ free(tmp_size_other_endo);
free(tmp_size_exo);
free(tmp_endo);
+ free(tmp_other_endo);
free(tmp_exo);
free(tmp_var);
+ free(tmp_variable_evaluated);
}
}
@@ -712,7 +865,7 @@ BlockTriangular::Normalize_and_BlockDecompose(bool* IM, Model_Block* ModelBlock,
SIM0[iter->first.first*n+iter->first.second]=1;
if(!IM_0[iter->first.first*n+iter->first.second])
{
- cout << "Error nothing at IM_0[" << iter->first.first << ", " << iter->first.second << "]=" << IM_0[iter->first.first*n+iter->first.second] << "\n";
+ cout << "Error nothing at IM_0[" << iter->first.first << ", " << iter->first.second << "]=" << IM_0[iter->first.first*n+iter->first.second] << " " << iter->second << "\n";
}
}
else
diff --git a/DynareMain2.cc b/DynareMain2.cc
index e6111e910291d07b7672eea28117460e24f50e52..5ae76a02fb4932152e214adbb794d13114909b31 100644
--- a/DynareMain2.cc
+++ b/DynareMain2.cc
@@ -35,6 +35,9 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool no_tm
// Run checking pass
mod_file->checkPass();
+ // Evaluate parameters initialization, initval, endval and pounds
+ mod_file->evalAllExpressions();
+
// Do computations
mod_file->computingPass(no_tmp_terms);
diff --git a/ExprNode.cc b/ExprNode.cc
index 8b4bf616314fe3b452685a31d927b79e21c5e789..352eb7b73bbf77a42fb211ff3e11fa9478db5873 100644
--- a/ExprNode.cc
+++ b/ExprNode.cc
@@ -278,7 +278,10 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case eModelLocalVariable:
case eModFileLocalVariable:
- output << datatree.symbol_table.getNameByID(type, symb_id);
+ if(type==oMatlabDynamicModelSparse || type==oMatlabStaticModelSparse)
+ datatree.local_variables_table[symb_id]->writeOutput(output, output_type,temporary_terms);
+ else
+ output << datatree.symbol_table.getNameByID(type, symb_id);
break;
case eEndogenous:
@@ -406,9 +409,14 @@ VariableNode::eval(const eval_context_type &eval_context) const throw (EvalExcep
// ModelTree::evaluateJacobian need to have the initval values applied to lead/lagged variables also
/*if (lag != 0)
throw EvalException();*/
+ /*if(type==eModelLocalVariable)
+ cout << "eModelLocalVariable = " << symb_id << "\n";*/
eval_context_type::const_iterator it = eval_context.find(make_pair(symb_id, type));
if (it == eval_context.end())
- throw EvalException();
+ {
+ //cout << "unknonw variable type = " << type << " simb_id = " << symb_id << "\n";
+ throw EvalException();
+ }
return it->second;
}
@@ -464,10 +472,10 @@ VariableNode::compile(ofstream &CompileCode, bool lhs_rhs, ExprNodeOutputType ou
break;
case eModelLocalVariable:
case eModFileLocalVariable:
- cerr << "VariableNode::compile: unhandled variable type" << endl;
- exit(EXIT_FAILURE);
+ datatree.local_variables_table[symb_id]->compile(CompileCode, lhs_rhs, output_type, temporary_terms, map_idx);
+ break;
case eUnknownFunction:
- cerr << "Impossible case" << endl;
+ cerr << "Impossible case: eUnknownFuncion" << endl;
exit(EXIT_FAILURE);
}
}
@@ -477,6 +485,8 @@ VariableNode::collectEndogenous(set<pair<int, int> > &result) const
{
if (type == eEndogenous)
result.insert(make_pair(symb_id, lag));
+ else if (type == eModelLocalVariable)
+ datatree.local_variables_table[symb_id]->collectEndogenous(result);
}
void
@@ -484,6 +494,8 @@ VariableNode::collectExogenous(set<pair<int, int> > &result) const
{
if (type == eExogenous)
result.insert(make_pair(symb_id, lag));
+ else if (type == eModelLocalVariable)
+ datatree.local_variables_table[symb_id]->collectExogenous(result);
}
diff --git a/ModFile.cc b/ModFile.cc
index dbd8eb35ad76368b20d4092b3911af4d04f427f2..9bef8e80eb739e7895b5ff3018dba93b0d3598b6 100644
--- a/ModFile.cc
+++ b/ModFile.cc
@@ -20,7 +20,7 @@
#include <cstdlib>
#include <iostream>
#include <fstream>
-
+#include <typeinfo>
#include "ModFile.hh"
ModFile::ModFile() : expressions_tree(symbol_table, num_constants),
@@ -36,6 +36,116 @@ ModFile::~ModFile()
delete (*it);
}
+
+void
+ModFile::evalAllExpressions()
+{
+ //Evaluate Parameters
+ cout << "Evaluating expressions ...";
+ InitParamStatement *it;
+ int j=0;
+ for(vector<Statement *>::const_iterator it1=statements.begin();it1!=statements.end(); it1++)
+ {
+ it=dynamic_cast<InitParamStatement *>(*it1);
+ if(it)
+ {
+ try
+ {
+ const NodeID expression = it->get_expression();
+ double val = expression->eval(global_eval_context);
+ int symb_id = symbol_table.getID(it->get_name());
+ global_eval_context[make_pair(symb_id, eParameter)] = val;
+ j++;
+ }
+ catch(ExprNode::EvalException &e)
+ {
+ cout << "error in evaluation of param\n";
+ }
+ }
+ }
+ if (j!=symbol_table.parameter_nbr)
+ {
+ cout << "Warning: Uninitialized parameters: \n";
+ for(j=0;j <symbol_table.parameter_nbr; j++)
+ {
+ if(global_eval_context.find(make_pair(j, eParameter))==global_eval_context.end())
+ cout << " " << symbol_table.getNameByID(eParameter, j) << "\n";
+ }
+
+ }
+ //Evaluate variables
+ for(InitOrEndValStatement::init_values_type::const_iterator it=init_values.begin(); it!=init_values.end(); it++)
+ {
+ try
+ {
+ const string &name = it->first;
+ const NodeID expression = it->second;
+ SymbolType type = symbol_table.getType(name);
+ double val = expression->eval(global_eval_context);
+ int symb_id = symbol_table.getID(name);
+ global_eval_context[make_pair(symb_id, type)] = val;
+ }
+ catch(ExprNode::EvalException &e)
+ {
+ cout << "error in evaluation of variable\n";
+ }
+ }
+ if(init_values.size()!=symbol_table.endo_nbr+symbol_table.exo_nbr+symbol_table.exo_det_nbr)
+ {
+ cout << "\nWarning: Uninitialized variable: \n";
+ cout << "Endogenous\n";
+ for(j=0;j <symbol_table.endo_nbr; j++)
+ {
+ if(global_eval_context.find(make_pair(j, eEndogenous))==global_eval_context.end())
+ cout << " " << symbol_table.getNameByID(eEndogenous, j) << "\n";
+ }
+ cout << "Exogenous\n";
+ for(j=0;j <symbol_table.exo_nbr; j++)
+ {
+ if(global_eval_context.find(make_pair(j, eExogenous))==global_eval_context.end())
+ cout << " " << symbol_table.getNameByID(eExogenous, j) << "\n";
+ }
+ cout << "Deterministic exogenous\n";
+ for(j=0;j <symbol_table.exo_det_nbr; j++)
+ {
+ if(global_eval_context.find(make_pair(j, eExogenousDet))==global_eval_context.end())
+ cout << " " << symbol_table.getNameByID(eExogenousDet, j) << "\n";
+ }
+ }
+ //Evaluate Local variables
+ for(map<int, NodeID>::const_iterator it = model_tree.local_variables_table.begin(); it !=model_tree.local_variables_table.end(); it++)
+ {
+ try
+ {
+ const NodeID expression = it->second;
+ double val = expression->eval(global_eval_context);
+ //cout << it->first << " " << symbol_table.getNameByID(eModelLocalVariable, it->first) << " = " << val << "\n";
+ global_eval_context[make_pair(it->first, eModelLocalVariable)] = val;
+ }
+ catch(ExprNode::EvalException &e)
+ {
+ cout << "error in evaluation of pound\n";
+ }
+ }
+ if(model_tree.local_variables_table.size()!=symbol_table.model_local_variable_nbr+symbol_table.modfile_local_variable_nbr)
+ {
+ cout << "Warning: Unitilialized pound: \n";
+ cout << "Local variable in a model\n";
+ for(j=0;j <symbol_table.model_local_variable_nbr; j++)
+ {
+ if(global_eval_context.find(make_pair(j, eModelLocalVariable))==global_eval_context.end())
+ cout << " " << symbol_table.getNameByID(eModelLocalVariable, j) << "\n";
+ }
+ cout << "Local variable in a model file\n";
+ for(j=0;j <symbol_table.modfile_local_variable_nbr; j++)
+ {
+ if(global_eval_context.find(make_pair(j, eModFileLocalVariable))==global_eval_context.end())
+ cout << " " << symbol_table.getNameByID(eModFileLocalVariable, j) << "\n";
+ }
+ }
+ cout << "done\n";
+}
+
void
ModFile::addStatement(Statement *st)
{
@@ -112,13 +222,13 @@ ModFile::computingPass(bool no_tmp_terms)
if (mod_file_struct.order_option == 3)
model_tree.computeThirdDerivatives = true;
}
-
+ //evalAllExpressions();
model_tree.computingPass(global_eval_context, no_tmp_terms);
}
-
for(vector<Statement *>::iterator it = statements.begin();
it != statements.end(); it++)
(*it)->computingPass();
+ //evalAllExpressions();
}
void
diff --git a/ModelTree.cc b/ModelTree.cc
index a947dea17587d7efb5473ab56105869960c1d754..8f10ca81e44c9ce9abd83f18d65ba2f793243cb4 100644
--- a/ModelTree.cc
+++ b/ModelTree.cc
@@ -390,7 +390,7 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
ostringstream Uf[symbol_table.endo_nbr];
map<NodeID, int> reference_count;
int prev_Simulation_Type=-1, count_derivates=0;
- int jacobian_max_endo_col;
+ int jacobian_max_endo_col, jacobian_max_exo_col;
ofstream output;
temporary_terms_type::const_iterator it_temp=temporary_terms.begin();
//----------------------------------------------------------------------
@@ -404,7 +404,7 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
else
tmp_output << " ";
- (*it)->writeOutput(tmp_output, oMatlabDynamicModel, temporary_terms);
+ (*it)->writeOutput(tmp_output, oMatlabDynamicModelSparse, temporary_terms);
}
if(tmp_output.str().length())
@@ -553,8 +553,8 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
break;
case SOLVE_BACKWARD_SIMPLE:
case SOLVE_FORWARD_SIMPLE:
- output << sps << "residual(" << i+1 << ") = (";
- goto end;
+ /*output << sps << "residual(" << i+1 << ") = (";
+ goto end;*/
case SOLVE_BACKWARD_COMPLETE:
case SOLVE_FORWARD_COMPLETE:
Uf[ModelBlock->Block_List[j].Equation[i]] << " b(" << i+1 << ") = residual(" << i+1 << ")";
@@ -584,8 +584,6 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
output << " " << sps << "% Jacobian " << endl << " if jacobian_eval" << endl;
switch(ModelBlock->Block_List[j].Simulation_Type)
{
- case SOLVE_BACKWARD_SIMPLE:
- case SOLVE_FORWARD_SIMPLE:
case EVALUATE_BACKWARD:
case EVALUATE_FORWARD:
case EVALUATE_BACKWARD_R:
@@ -619,13 +617,32 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_X_Index[i];
int var=ModelBlock->Block_List[j].IM_lead_lag[m].Exogenous_Index[i];
output << " g1(" << eq+1 << ", "
- << jacobian_max_endo_col+var+1+(m+variable_table.max_exo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.exo_nbr/*ModelBlock->Block_List[j].nb_exo*/ << ") = ";
+ << jacobian_max_endo_col+var+1+(m+variable_table.max_exo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.exo_nbr << ") = ";
writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms, eExogenous);
output << "; % variable=" << symbol_table.getNameByID(eExogenous, var)
<< "(" << k << ") " << var+1
<< ", equation=" << eq+1 << endl;
}
}
+ jacobian_max_exo_col=(variable_table.max_exo_lag+variable_table.max_exo_lead+1)*symbol_table.exo_nbr;
+ for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
+ {
+ k=m-ModelBlock->Block_List[j].Max_Lag;
+ if(block_triangular.incidencematrix.Model_Max_Lag_Endo - ModelBlock->Block_List[j].Max_Lag +m >=0)
+ {
+ for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size_other_endo;i++)
+ {
+ int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index_other_endo[i];
+ int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index_other_endo[i];
+ output << " g1(" << eq+1 << ", "
+ << jacobian_max_endo_col+jacobian_max_exo_col+var+1+(m+variable_table.max_endo_lag-ModelBlock->Block_List[j].Max_Lag)*symbol_table.endo_nbr << ") = ";
+ writeDerivative(output, eq, var, k, oMatlabDynamicModelSparse, temporary_terms, eEndogenous);
+ output << "; % variable=" << symbol_table.getNameByID(eEndogenous, var)
+ << "(" << k << ") " << var+1
+ << ", equation=" << eq+1 << endl;
+ }
+ }
+ }
if (ModelBlock->Block_List[j].Simulation_Type==SOLVE_BACKWARD_SIMPLE
|| ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_SIMPLE)
{
@@ -645,6 +662,8 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
|| ModelBlock->Block_List[j].Simulation_Type==SOLVE_FORWARD_SIMPLE)
output << " end;" << endl;
break;
+ case SOLVE_BACKWARD_SIMPLE:
+ case SOLVE_FORWARD_SIMPLE:
case SOLVE_BACKWARD_COMPLETE:
case SOLVE_FORWARD_COMPLETE:
count_derivates++;
@@ -719,7 +738,6 @@ ModelTree::writeModelEquationsOrdered_M( Model_Block *ModelBlock, const string &
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "+g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+y_size*(it_+" << k-1 << "))*y(it_+" << k << ", " << var+1 << ")";
else if (k<0)
Uf[ModelBlock->Block_List[j].Equation[eqr]] << "+g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+y_size*(it_" << k-1 << "))*y(it_" << k << ", " << var+1 << ")";
- //output << " u(" << u+1 << "+Per_u_) = ";
if(k==0)
output << " g1(" << eqr+1 << "+Per_J_, " << varr+1 << "+Per_K_) = ";
else if(k==1)
@@ -997,10 +1015,12 @@ ModelTree::writeModelStaticEquationsOrdered_M(Model_Block *ModelBlock, const str
lhs->writeOutput(output, oMatlabStaticModelSparse, temporary_terms);
output << ";\n";
break;
+ case SOLVE_BACKWARD_SIMPLE:
+ case SOLVE_FORWARD_SIMPLE:
case SOLVE_BACKWARD_COMPLETE:
case SOLVE_FORWARD_COMPLETE:
case SOLVE_TWO_BOUNDARIES_COMPLETE:
- Uf[ModelBlock->Block_List[j].Equation[i]] << " b(" << i+1 << ") = - residual(" << i+1 << ")";
+ Uf[ModelBlock->Block_List[j].Equation[i]] << "b(" << i+1 << ") = residual(" << i+1 << ")";
goto end;
default:
end:
@@ -1034,33 +1054,8 @@ ModelTree::writeModelStaticEquationsOrdered_M(Model_Block *ModelBlock, const str
break;
case SOLVE_BACKWARD_SIMPLE:
case SOLVE_FORWARD_SIMPLE:
- output << " g1(1)=";
- writeDerivative(output, ModelBlock->Block_List[j].Equation[0], ModelBlock->Block_List[j].Variable[0], 0, oMatlabStaticModelSparse, temporary_terms, eEndogenous);
- output << "; % variable=" << symbol_table.getNameByID(eEndogenous, ModelBlock->Block_List[j].Variable[0])
- << "(" << variable_table.getLag(variable_table.getSymbolID(ModelBlock->Block_List[j].Variable[0]))
- << ") " << ModelBlock->Block_List[j].Variable[0]+1
- << ", equation=" << ModelBlock->Block_List[j].Equation[0]+1 << endl;
- break;
case SOLVE_BACKWARD_COMPLETE:
case SOLVE_FORWARD_COMPLETE:
- output << " g2=0;g3=0;\n";
- m=ModelBlock->Block_List[j].Max_Lag;
- for(i=0;i<ModelBlock->Block_List[j].IM_lead_lag[m].size;i++)
- {
- int eq=ModelBlock->Block_List[j].IM_lead_lag[m].Equ_Index[i];
- int var=ModelBlock->Block_List[j].IM_lead_lag[m].Var_Index[i];
- int eqr=ModelBlock->Block_List[j].IM_lead_lag[m].Equ[i];
- int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
- Uf[ModelBlock->Block_List[j].Equation[eqr]] << "-g1(" << eqr+1 << ", " << varr+1 << ")*y(" << var+1 << ")";
- output << " g1(" << eqr+1 << ", " << varr+1 << ") = ";
- writeDerivative(output, eq, var, 0, oMatlabStaticModelSparse, temporary_terms, eEndogenous);
- output << "; % variable=" << symbol_table.getNameByID(eEndogenous, var)
- << "(" << variable_table.getLag(variable_table.getSymbolID(var)) << ") " << var+1
- << ", equation=" << eq+1 << endl;
- }
- for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
- output << Uf[ModelBlock->Block_List[j].Equation[i]].str() << ";\n";
- break;
case SOLVE_TWO_BOUNDARIES_COMPLETE:
case SOLVE_TWO_BOUNDARIES_SIMPLE:
output << " g2=0;g3=0;\n";
@@ -1075,9 +1070,9 @@ ModelTree::writeModelStaticEquationsOrdered_M(Model_Block *ModelBlock, const str
int varr=ModelBlock->Block_List[j].IM_lead_lag[m].Var[i];
if(!IM[eqr*ModelBlock->Block_List[j].Size+varr])
{
- Uf[ModelBlock->Block_List[j].Equation[eqr]] << "+g1(" << eqr+1
+ Uf[ModelBlock->Block_List[j].Equation[eqr]] << "-g1(" << eqr+1
<< ", " << varr+1 << ")*y( " << var+1 << ")";
- IM[eqr*ModelBlock->Block_List[j].Size+varr]=1;
+ IM[eqr*ModelBlock->Block_List[j].Size+varr]=true;
}
output << " g1(" << eqr+1 << ", " << varr+1 << ") = g1(" << eqr+1 << ", " << varr+1 << ") + ";
writeDerivative(output, eq, var, k, oMatlabStaticModelSparse, temporary_terms, eEndogenous);
@@ -1090,7 +1085,6 @@ ModelTree::writeModelStaticEquationsOrdered_M(Model_Block *ModelBlock, const str
#endif
}
}
- output << " if(~jacobian_eval)\n";
for(i = 0;i < ModelBlock->Block_List[j].Size;i++)
{
output << " " << Uf[ModelBlock->Block_List[j].Equation[i]].str() << ";\n";
@@ -1099,7 +1093,7 @@ ModelTree::writeModelStaticEquationsOrdered_M(Model_Block *ModelBlock, const str
output << " condition(" << i+1 << ")=u(" << i+1 << "+Per_u_);\n";
#endif
}
- output << " end\n";
+ //output << " end\n";
#ifdef CONDITION
for(m=0;m<=ModelBlock->Block_List[j].Max_Lead+ModelBlock->Block_List[j].Max_Lag;m++)
{
@@ -1909,6 +1903,7 @@ ModelTree::Write_Inf_To_Bin_File(const string &dynamic_basename, const string &b
SaveCode.write(reinterpret_cast<char *>(&eqr1), sizeof(eqr1));
u_count_int++;
}
+
for(j=0;j<block_triangular.ModelBlock->Block_List[num].Size;j++)
{
int varr=block_triangular.ModelBlock->Block_List[num].Variable[j];
@@ -1947,11 +1942,43 @@ ModelTree::writeSparseStaticMFile(const string &static_basename, const string &b
mStaticModelFile << "%/\n";
mStaticModelFile << "function [varargout] = " << static_basename << "(varargin)\n";
mStaticModelFile << " global oo_ M_ options_ ys0_ ;\n";
+ bool OK=true;
+ ostringstream tmp_output;
+ for(temporary_terms_type::const_iterator it = temporary_terms.begin();
+ it != temporary_terms.end(); it++)
+ {
+ if (OK)
+ OK=false;
+ else
+ tmp_output << " ";
+ (*it)->writeOutput(tmp_output, oMatlabDynamicModel, temporary_terms);
+ }
+ if (tmp_output.str().length()>0)
+ mStaticModelFile << " global " << tmp_output.str() << " M_ ;\n";
+ mStaticModelFile << " T_init=0;\n";
+ tmp_output.str("");
+ for(temporary_terms_type::const_iterator it = temporary_terms.begin();
+ it != temporary_terms.end(); it++)
+ {
+ tmp_output << " ";
+ (*it)->writeOutput(tmp_output, oMatlabDynamicModel, temporary_terms);
+ tmp_output << "=T_init;\n";
+ }
+ if (tmp_output.str().length()>0)
+ mStaticModelFile << tmp_output.str();
+
mStaticModelFile << " y_kmin=M_.maximum_lag;\n";
mStaticModelFile << " y_kmax=M_.maximum_lead;\n";
mStaticModelFile << " y_size=M_.endo_nbr;\n";
+
+ /*tmp_output.str("");
+ writeModelLocalVariables(tmp_output, oMatlabDynamicModel);
+ if (tmp_output.str().length()>0)
+ mStaticModelFile << tmp_output.str() << "\n";*/
+
+
mStaticModelFile << " if(length(varargin)>0)\n";
- mStaticModelFile << " %it is a simple evaluation of the dynamic model for time _it\n";
+ mStaticModelFile << " %A simple evaluation of the static model\n";
//mStaticModelFile << " global it_;\n";
mStaticModelFile << " y=varargin{1}(:);\n";
mStaticModelFile << " ys=y;\n";
@@ -1994,21 +2021,6 @@ ModelTree::writeSparseStaticMFile(const string &static_basename, const string &b
}
}
-
- /*mStaticModelFile << " y_index=[";
- for(int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
- {
- mStaticModelFile << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
- }
- mStaticModelFile << " ];\n";
- mStaticModelFile << " y_index_eq=[";
- for(int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
- {
- mStaticModelFile << " " << block_triangular.ModelBlock->Block_List[i].Equation[ik]+1;
- }
- mStaticModelFile << " ];\n";
- k=block_triangular.ModelBlock->Block_List[i].Simulation_Type;*/
-
if (BlockTriangular::BlockSim(prev_Simulation_Type)==BlockTriangular::BlockSim(k) &&
(k==EVALUATE_FORWARD || k==EVALUATE_BACKWARD || k==EVALUATE_FORWARD_R || k==EVALUATE_BACKWARD_R))
skip_head=true;
@@ -2030,8 +2042,6 @@ ModelTree::writeSparseStaticMFile(const string &static_basename, const string &b
}
else
ga_index++;
- /*mStaticModelFile << " residual(y_index)=ys(y_index)-y(y_index);\n";
- mStaticModelFile << " g1(y_index_eq, y_index) = ga(" << ga_index << ", " << ga_index << ");\n";*/
break;
case SOLVE_FORWARD_COMPLETE:
case SOLVE_BACKWARD_COMPLETE:
@@ -2055,7 +2065,7 @@ ModelTree::writeSparseStaticMFile(const string &static_basename, const string &b
mStaticModelFile << " varargout{2}=g1;\n";
mStaticModelFile << " return;\n";
mStaticModelFile << " end;\n";
- mStaticModelFile << " %it is the deterministic simulation of the block decomposed static model\n";
+ mStaticModelFile << " %The deterministic simulation of the block decomposed static model\n";
mStaticModelFile << " periods=options_.periods;\n";
mStaticModelFile << " maxit_=options_.maxit_;\n";
mStaticModelFile << " solve_tolf=options_.solve_tolf;\n";
@@ -2088,32 +2098,6 @@ ModelTree::writeSparseStaticMFile(const string &static_basename, const string &b
}
open_par=false;
}
- /*else if ((k == SOLVE_FORWARD_SIMPLE || k == SOLVE_BACKWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
- {
- if (open_par)
- {
- mStaticModelFile << " end\n";
- }
- open_par=false;
- mStaticModelFile << " g1=0;\n";
- mStaticModelFile << " r=0;\n";
- mStaticModelFile << " cvg=0;\n";
- mStaticModelFile << " iter=0;\n";
- mStaticModelFile << " while ~(cvg==1 | iter>maxit_),\n";
- mStaticModelFile << " [r, g1] = " << static_basename << "_" << i + 1 << "(y, x, 0);\n";
- mStaticModelFile << " y(" << block_triangular.ModelBlock->Block_List[i].Variable[0]+1 << ") = y(" << block_triangular.ModelBlock->Block_List[i].Variable[0]+1 << ")-r/g1;\n";
- mStaticModelFile << " cvg=((r*r)<solve_tolf);\n";
- mStaticModelFile << " iter=iter+1;\n";
- mStaticModelFile << " end\n";
- mStaticModelFile << " if cvg==0\n";
- mStaticModelFile << " if(options_.cutoff == 0)\n";
- mStaticModelFile << " fprintf('Error in steady: Convergence not achieved in block " << i+1 << ", after %d iterations.\\n Increase \"options_.maxit_\".\\n',iter);\n";
- mStaticModelFile << " else\n";
- mStaticModelFile << " fprintf('Error in steady: Convergence not achieved in block " << i+1 << ", after %d iterations.\\n Increase \"options_.maxit_\" or set \"cutoff=0\" in model options.\\n',iter);\n";
- mStaticModelFile << " end;\n";
- mStaticModelFile << " return;\n";
- mStaticModelFile << " end\n";
- }*/
else if ((k == SOLVE_FORWARD_SIMPLE || k == SOLVE_BACKWARD_SIMPLE) || (k == SOLVE_FORWARD_COMPLETE || k == SOLVE_BACKWARD_COMPLETE || k == SOLVE_TWO_BOUNDARIES_COMPLETE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
if (open_par)
@@ -2134,46 +2118,11 @@ ModelTree::writeSparseStaticMFile(const string &static_basename, const string &b
int nze, m;
for(nze=0,m=0;m<=block_triangular.ModelBlock->Block_List[i].Max_Lead+block_triangular.ModelBlock->Block_List[i].Max_Lag;m++)
nze+=block_triangular.ModelBlock->Block_List[i].IM_lead_lag[m].size;
- /*mStaticModelFile << " if(isfield(oo_.deterministic_simulation,'block'))\n";
- mStaticModelFile << " blck_num = length(oo_.deterministic_simulation.block)+1;\n";
- mStaticModelFile << " else\n";
- mStaticModelFile << " blck_num = 1;\n";
- mStaticModelFile << " end;\n";*/
mStaticModelFile << " y = solve_one_boundary('" << static_basename << "_" << i + 1 << "'" <<
", y, x, params, y_index, " << nze <<
- ", y_kmin, " << block_triangular.ModelBlock->Block_List[i].is_linear <<
+ ", 1, " << block_triangular.ModelBlock->Block_List[i].is_linear <<
", " << Blck_Num << ", y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method, 1, 0, 0);\n";
- /*mStaticModelFile << " r=0;\n";
- mStaticModelFile << " cvg=0;\n";
- mStaticModelFile << " iter=0;\n";
- mStaticModelFile << " lambda=1;\n";
- mStaticModelFile << " stpmx = 100 ;\n";
- mStaticModelFile << " stpmax = stpmx*max([sqrt(y'*y);size(y_index,2)]);\n";
- mStaticModelFile << " nn=1:size(y_index,2);\n";
- mStaticModelFile << " while ~(cvg==1 | iter>maxit_),\n";
- mStaticModelFile << " [r, g1, g2, g3, b] = " << static_basename << "_" << i + 1 << "(y, x, 0);\n";
- mStaticModelFile << " max_res=max(abs(r));\n";
- mStaticModelFile << " cvg=(max_res<solve_tolf);\n";
- mStaticModelFile << " if (cvg==0),\n";
- mStaticModelFile << " g = (r'*g1)';\n";
- mStaticModelFile << " f = 0.5*r'*r;\n";
- mStaticModelFile << " p = -g1\\r ;\n";
- mStaticModelFile << " [y,f,r,check]=lnsrch1(y,f,g,p,stpmax,@" << static_basename << "_" << i + 1 << ",nn,y_index,x, 0);\n";
- mStaticModelFile << " end;\n";
- mStaticModelFile << " iter=iter+1;\n";
- mStaticModelFile << " disp(['iter=' num2str(iter,'%d') ' err=' num2str(max_res,'%f')]);\n";
- mStaticModelFile << " end\n";
- mStaticModelFile << " if cvg==0\n";
- mStaticModelFile << " if(options_.cutoff == 0)\n";
- mStaticModelFile << " fprintf('Error in steady: Convergence not achieved in block " << i+1 << ", after %d iterations.\\n Increase \"options_.maxit_\".\\n',iter);\n";
- mStaticModelFile << " else\n";
- mStaticModelFile << " fprintf('Error in steady: Convergence not achieved in block " << i+1 << ", after %d iterations.\\n Increase \"options_.maxit_\" or set \"cutoff=0\" in model options.\\n',iter);\n";
- mStaticModelFile << " end;\n";
- mStaticModelFile << " return;\n";
- mStaticModelFile << " else\n";
- mStaticModelFile << " fprintf('convergence achieved after %d iterations\\n',iter);\n";
- mStaticModelFile << " end\n";*/
}
prev_Simulation_Type=k;
}
@@ -2449,10 +2398,8 @@ ModelTree::writeSparseDynamicMFile(const string &dynamic_basename, const string
mDynamicModelFile << " oo_.deterministic_simulation.block(blck_num).error = 0;\n";
mDynamicModelFile << " oo_.deterministic_simulation.block(blck_num).iterations = 0;\n";
mDynamicModelFile << " g1=[];g2=[];g3=[];\n";
- //mDynamicModelFile << " for it_ = y_kmin+1:(periods+y_kmin)\n";
mDynamicModelFile << " " << dynamic_basename << "_" << i + 1 << "(y, x, params, 0, g1, g2, g3, y_kmin, periods);\n";
}
- //open_par=true;
}
else if ((k == SOLVE_FORWARD_COMPLETE || k == SOLVE_FORWARD_SIMPLE) && (block_triangular.ModelBlock->Block_List[i].Size))
{
@@ -2461,12 +2408,12 @@ ModelTree::writeSparseDynamicMFile(const string &dynamic_basename, const string
open_par=false;
mDynamicModelFile << " g1=0;\n";
mDynamicModelFile << " r=0;\n";
- tmp_eq.str("");
+ tmp.str("");
for(int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
{
- tmp_eq << " " << block_triangular.ModelBlock->Block_List[i].Equation[ik]+1;
+ tmp << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
}
- mDynamicModelFile << " y_index_eq = [" << tmp_eq.str() << "];\n";
+ mDynamicModelFile << " y_index = [" << tmp.str() << "];\n";
int nze, m;
for(nze=0,m=0;m<=block_triangular.ModelBlock->Block_List[i].Max_Lead+block_triangular.ModelBlock->Block_List[i].Max_Lag;m++)
nze+=block_triangular.ModelBlock->Block_List[i].IM_lead_lag[m].size;
@@ -2476,7 +2423,7 @@ ModelTree::writeSparseDynamicMFile(const string &dynamic_basename, const string
mDynamicModelFile << " blck_num = 1;\n";
mDynamicModelFile << " end;\n";
mDynamicModelFile << " y = solve_one_boundary('" << dynamic_basename << "_" << i + 1 << "'" <<
- ", y, x, params, y_index_eq, " << nze <<
+ ", y, x, params, y_index, " << nze <<
", options_.periods, " << block_triangular.ModelBlock->Block_List[i].is_linear <<
", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method, 1, 1, 0);\n";
@@ -2488,12 +2435,12 @@ ModelTree::writeSparseDynamicMFile(const string &dynamic_basename, const string
open_par=false;
mDynamicModelFile << " g1=0;\n";
mDynamicModelFile << " r=0;\n";
- tmp_eq.str("");
+ tmp.str("");
for(int ik=0;ik<block_triangular.ModelBlock->Block_List[i].Size;ik++)
{
- tmp_eq << " " << block_triangular.ModelBlock->Block_List[i].Equation[ik]+1;
+ tmp << " " << block_triangular.ModelBlock->Block_List[i].Variable[ik]+1;
}
- mDynamicModelFile << " y_index_eq = [" << tmp_eq.str() << "];\n";
+ mDynamicModelFile << " y_index = [" << tmp.str() << "];\n";
int nze, m;
for(nze=0,m=0;m<=block_triangular.ModelBlock->Block_List[i].Max_Lead+block_triangular.ModelBlock->Block_List[i].Max_Lag;m++)
nze+=block_triangular.ModelBlock->Block_List[i].IM_lead_lag[m].size;
@@ -2503,7 +2450,7 @@ ModelTree::writeSparseDynamicMFile(const string &dynamic_basename, const string
mDynamicModelFile << " blck_num = 1;\n";
mDynamicModelFile << " end;\n";
mDynamicModelFile << " y = solve_one_boundary('" << dynamic_basename << "_" << i + 1 << "'" <<
- ", y, x, params, y_index_eq, " << nze <<
+ ", y, x, params, y_index, " << nze <<
", options_.periods, " << block_triangular.ModelBlock->Block_List[i].is_linear <<
", blck_num, y_kmin, options_.maxit_, options_.solve_tolf, options_.slowc, options_.cutoff, options_.simulation_method, 1, 1, 0);\n";
}
@@ -3072,7 +3019,9 @@ ModelTree::evaluateJacobian(const eval_context_type &eval_context, jacob_map *j_
}
catch(ExprNode::EvalException &e)
{
- cerr << "ModelTree::evaluateJacobian: evaluation of Jacobian failed!" << endl;
+ cout << "evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getNameByID(eEndogenous, variable_table.getSymbolID(it->first.second)) << "(" << variable_table.getLag(it->first.second) << ") [" << variable_table.getSymbolID(it->first.second) << "] !" << endl;
+ Id->writeOutput(cout, oMatlabDynamicModelSparse, temporary_terms);cout << "\n";
+ cerr << "ModelTree::evaluateJacobian: evaluation of Jacobian failed for equation " << it->first.first+1 << " and variable " << symbol_table.getNameByID(eEndogenous, variable_table.getSymbolID(it->first.second)) << "(" << variable_table.getLag(it->first.second) << ")!" << endl;
}
int eq=it->first.first;
int var=variable_table.getSymbolID(it->first.second);
diff --git a/NumericalInitialization.cc b/NumericalInitialization.cc
index cf5bf600593f62a10117ff6c2f6ea16d71b0c8ae..456d7defd2a63afc40b6576bf68f8324a157b09e 100644
--- a/NumericalInitialization.cc
+++ b/NumericalInitialization.cc
@@ -38,6 +38,19 @@ InitParamStatement::writeOutput(ostream &output, const string &basename) const
output << param_name << " = M_.params( " << id << " );\n";
}
+NodeID
+InitParamStatement::get_expression() const
+{
+ return(param_value);
+}
+
+string
+InitParamStatement::get_name() const
+{
+ return(param_name);
+}
+
+
InitOrEndValStatement::InitOrEndValStatement(const init_values_type &init_values_arg,
const SymbolTable &symbol_table_arg) :
init_values(init_values_arg),
diff --git a/ParsingDriver.cc b/ParsingDriver.cc
index c1109e1e737a4146fdd0f41cd8772e849b9377cd..d8652cec785c997b4e93da1908c397f209449e4b 100644
--- a/ParsingDriver.cc
+++ b/ParsingDriver.cc
@@ -74,8 +74,8 @@ ParsingDriver::parse(istream &in, bool debug)
/* Deleting filename in DynareFlex::yyterminate() is prematurate,
because if there is an unexpected end of file, the call to
ParsingDriver::error() needs filename */
- if (location.begin.filename)
- delete location.begin.filename;
+ /*if (location.begin.filename)
+ delete location.begin.filename;*/
return mod_file;
}
@@ -179,13 +179,6 @@ ParsingDriver::add_model_variable(string *name, string *olag)
NodeID id = model_tree->AddVariable(*name, lag);
- /*if (model_tree->mode == eSparseDLLMode || model_tree->mode == eSparseMode)
- {
- if (type == eEndogenous)
- model_tree->block_triangular.fill_IM(model_tree->equation_number(), mod_file->symbol_table.getID(*name), lag);
- if (type == eExogenous)
- model_tree->block_triangular.fill_IM_X(model_tree->equation_number(), mod_file->symbol_table.getID(*name), lag);
- }*/
delete name;
delete olag;
return id;
@@ -250,6 +243,7 @@ ParsingDriver::dsample(string *arg1, string *arg2)
delete arg2;
}
+
void
ParsingDriver::init_param(string *name, NodeID rhs)
{
@@ -260,7 +254,7 @@ ParsingDriver::init_param(string *name, NodeID rhs)
mod_file->addStatement(new InitParamStatement(*name, rhs, mod_file->symbol_table));
// Update global eval context
- try
+ /*try
{
double val = rhs->eval(mod_file->global_eval_context);
int symb_id = mod_file->symbol_table.getID(*name);
@@ -269,7 +263,7 @@ ParsingDriver::init_param(string *name, NodeID rhs)
catch(ExprNode::EvalException &e)
{
}
-
+ */
delete name;
}
@@ -283,11 +277,11 @@ ParsingDriver::init_val(string *name, NodeID rhs)
&& type != eExogenous
&& type != eExogenousDet)
error("initval/endval: " + *name + " should be an endogenous or exogenous variable");
-
- init_values.push_back(make_pair(*name, rhs));
-
+ //cout << "mod_file->init_values = " << mod_file->init_values << "\n";
+ mod_file->init_values.push_back(make_pair(*name, rhs));
+ //cout << "init_val " << *name << " mod_file->init_values.size()=" << mod_file->init_values.size() << "\n";
// Update global evaluation context
- try
+ /*try
{
double val = rhs->eval(mod_file->global_eval_context);
int symb_id = mod_file->symbol_table.getID(*name);
@@ -296,7 +290,7 @@ ParsingDriver::init_val(string *name, NodeID rhs)
catch(ExprNode::EvalException &e)
{
}
-
+ */
delete name;
}
@@ -379,15 +373,17 @@ ParsingDriver::sparse()
void
ParsingDriver::end_initval()
{
- mod_file->addStatement(new InitValStatement(init_values, mod_file->symbol_table));
- init_values.clear();
+ mod_file->addStatement(new InitValStatement(mod_file->init_values, mod_file->symbol_table));
+ //mod_file->init_values.clear();
+ //cout << "mod_file->init_values.clear() in end_initval()\n";
}
void
ParsingDriver::end_endval()
{
- mod_file->addStatement(new EndValStatement(init_values, mod_file->symbol_table));
- init_values.clear();
+ mod_file->addStatement(new EndValStatement(mod_file->init_values, mod_file->symbol_table));
+ //mod_file->init_values.clear();
+ //cout << "mod_file->init_values.clear() in end_endval()\n";
}
void
diff --git a/include/DataTree.hh b/include/DataTree.hh
index 3ee186794c222351a4fe18946a6eec74fd91de3f..e2029553a9876f6dca7fc539543cff4cc51b6233 100644
--- a/include/DataTree.hh
+++ b/include/DataTree.hh
@@ -56,8 +56,6 @@ protected:
//! A counter for filling ExprNode's idx field
int node_counter;
- //! Stores local variables value
- map<int, NodeID> local_variables_table;
typedef map<int, NodeID> num_const_node_map_type;
num_const_node_map_type num_const_node_map;
@@ -81,6 +79,8 @@ public:
//! The variable table
VariableTable variable_table;
NodeID Zero, One, MinusOne;
+ //! Stores local variables value
+ map<int, NodeID> local_variables_table;
//! Raised when a local parameter is declared twice
class LocalParameterException
diff --git a/include/ExprNode.hh b/include/ExprNode.hh
index d3d24e351055f2f6c10fb880c7de6156f915ab91..7dab877183cf529704e9ba331acd83266ee8e274 100644
--- a/include/ExprNode.hh
+++ b/include/ExprNode.hh
@@ -321,27 +321,31 @@ public:
//! For one lead/lag of one block, stores mapping of information between original model and block-decomposed model
struct IM_compact
{
- int size, u_init, u_finish, nb_endo, size_exo;
+ int size, u_init, u_finish, nb_endo, nb_other_endo, size_exo, size_other_endo;
int *u, *us, *Var, *Equ, *Var_Index, *Equ_Index, *Exogenous, *Exogenous_Index, *Equ_X, *Equ_X_Index;
+ int *u_other_endo, *Var_other_endo, *Equ_other_endo, *Var_Index_other_endo, *Equ_Index_other_endo;
};
//! One block of the model
struct Block
{
- int Size, Sized, nb_exo, nb_exo_det;
+ int Size, Sized, nb_exo, nb_exo_det, nb_other_endo;
BlockType Type;
BlockSimulationType Simulation_Type;
int Max_Lead, Max_Lag, Nb_Lead_Lag_Endo;
int Max_Lag_Endo, Max_Lead_Endo;
+ int Max_Lag_Other_Endo, Max_Lead_Other_Endo;
int Max_Lag_Exo, Max_Lead_Exo;
bool is_linear;
int *Equation, *Own_Derivative;
- int *Variable, *Exogenous;
+ int *Variable, *Other_Endogenous, *Exogenous;
temporary_terms_type *Temporary_terms;
IM_compact *IM_lead_lag;
int Code_Start, Code_Length;
};
+
+
//! The set of all blocks of the model
struct Model_Block
{
diff --git a/include/ModFile.hh b/include/ModFile.hh
index 1a3f3a3b2d6eecaad3c68e15f60ef2bd464e5672..3dfea1c9683fe10cbb2899c74791b50f4b69f8f9 100644
--- a/include/ModFile.hh
+++ b/include/ModFile.hh
@@ -26,6 +26,7 @@ using namespace std;
#include "SymbolTable.hh"
#include "NumericalConstants.hh"
+#include "NumericalInitialization.hh"
#include "ModelTree.hh"
#include "VariableTable.hh"
#include "Statement.hh"
@@ -49,6 +50,8 @@ public:
//! Global evaluation context
/*! Filled using initval blocks and parameters initializations */
eval_context_type global_eval_context;
+ //! Temporary storage for initval/endval blocks
+ InitOrEndValStatement::init_values_type init_values;
private:
//! List of statements
@@ -59,6 +62,8 @@ private:
public:
//! Add a statement
void addStatement(Statement *st);
+ //! Evaluate all the statements
+ void evalAllExpressions();
//! Do some checking and fills mod_file_struct
/*! \todo add check for number of equations and endogenous if ramsey_policy is present */
void checkPass();
diff --git a/include/NumericalInitialization.hh b/include/NumericalInitialization.hh
index ff9e4ed31bde636e3a7eb90833ecc6e529225310..d9fd9360c1e3bb6e31a65d9fd9a972b7a4e736aa 100644
--- a/include/NumericalInitialization.hh
+++ b/include/NumericalInitialization.hh
@@ -39,6 +39,8 @@ public:
InitParamStatement(const string ¶m_name_arg, const NodeID param_value_arg,
const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output, const string &basename) const;
+ NodeID get_expression() const;
+ string get_name() const;
};
class InitOrEndValStatement : public Statement
diff --git a/include/ParsingDriver.hh b/include/ParsingDriver.hh
index c9f60996ee5446cf534ea0b11916c0a715444de2..67faa070050ec7f65665bc070295098a84588ec4 100644
--- a/include/ParsingDriver.hh
+++ b/include/ParsingDriver.hh
@@ -125,8 +125,6 @@ private:
SigmaeStatement::row_type sigmae_row;
//! Temporary storage for Sigma_e matrix
SigmaeStatement::matrix_type sigmae_matrix;
- //! Temporary storage for initval/endval blocks
- InitOrEndValStatement::init_values_type init_values;
//! Temporary storage for histval blocks
HistValStatement::hist_values_type hist_values;
//! Temporary storage for homotopy_setup blocks