Commit 40ef9548 authored by Sébastien Villemot's avatar Sébastien Villemot

Add new dynamic_g1_nz.m generated file, for perfect_foresight_stacked_solver DLL

parent fbc42b19
Pipeline #1198 passed with stage
in 1 minute and 29 seconds
......@@ -2924,6 +2924,47 @@ DynamicModel::writeDynamicModel(const string &basename, ostream &DynamicOutput,
}
}
void
DynamicModel::writeDynamicJacobianNonZeroElts(const string &basename) const
{
vector<pair<int, int>> nzij_pred, nzij_current, nzij_fwrd; // pairs (tsid, equation)
for (const auto &it : derivatives[1])
{
if (symbol_table.getType(getSymbIDByDerivID(it.first[1])) != SymbolType::endogenous)
continue;
int tsid = symbol_table.getTypeSpecificID(getSymbIDByDerivID(it.first[1]));
int lag = getLagByDerivID(it.first[1]);
if (lag == -1)
nzij_pred.emplace_back(tsid, it.first[0]);
else if (lag == 0)
nzij_current.emplace_back(tsid, it.first[0]);
else
nzij_fwrd.emplace_back(tsid, it.first[0]);
}
sort(nzij_pred.begin(), nzij_pred.end());
sort(nzij_current.begin(), nzij_current.end());
sort(nzij_fwrd.begin(), nzij_fwrd.end());
ofstream output{"+" + basename + "/dynamic_g1_nz.m", ios::out | ios::binary};
output << "function [nzij_pred, nzij_current, nzij_fwrd] = dynamic_g1_nz()" << endl
<< "% Returns the coordinates of non-zero elements in the Jacobian, in column-major order, for each lead/lag (only for endogenous)" << endl;
auto print_nzij = [&output](const vector<pair<int, int>> &nzij, const string &name) {
output << " " << name << " = zeros(" << nzij.size() << ", 2, 'int32');" << endl;
int idx = 1;
for (const auto &it : nzij)
{
output << " " << name << "(" << idx << ",1)=" << it.second+1 << ';'
<< " " << name << "(" << idx << ",2)=" << it.first+1 << ';' << endl;
idx++;
}
};
print_nzij(nzij_pred, "nzij_pred");
print_nzij(nzij_current, "nzij_current");
print_nzij(nzij_fwrd, "nzij_fwrd");
output << "end" << endl;
output.close();
}
void
DynamicModel::writeOutput(ostream &output, const string &basename, bool block_decomposition, bool linear_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present, bool compute_xrefs, bool julia) const
{
......
......@@ -365,6 +365,10 @@ public:
//! Writes file containing parameters derivatives
void writeParamsDerivativesFile(const string &basename, bool julia) const;
//! Writes file containing coordinates of non-zero elements in the Jacobian
/*! Used by the perfect_foresight_stacked_jacobian MEX */
void writeDynamicJacobianNonZeroElts(const string &basename) const;
//! Converts to nonlinear model (only the equations)
/*! It assumes that the nonlinear model given in argument has just been allocated */
void toNonlinearPart(DynamicModel &non_linear_equations_dynamic_model) const;
......
......@@ -1101,6 +1101,8 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
dynamic_model.writeDynamicFile(basename, block, false, byte_code, use_dll, mexext, matlabroot, dynareroot, mod_file_struct.order_option, false);
dynamic_model.writeParamsDerivativesFile(basename, false);
dynamic_model.writeDynamicJacobianNonZeroElts(basename);
}
// Create steady state file
......
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