move srs/parser/* to src/

Manifest.toml

@@ -12,6 +12,9 @@ git-tree-sha1 = "42c42f2221906892ceb765dbcb1a51deeffd86d7"
 uuid = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
 version = "2.3.0"
 
+[[ArgTools]]
+uuid = "0dad84c5-d112-42e6-8d28-ef12dabb789f"
+
 [[ArrayInterface]]
 deps = ["LinearAlgebra", "Requires", "SparseArrays"]
 git-tree-sha1 = "bd09109dffaa3926a20178cb8432edd729be0db0"
@@ -19,10 +22,7 @@ uuid = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
 version = "2.13.7"
 
 [[Artifacts]]
-deps = ["Pkg"]
-git-tree-sha1 = "c30985d8821e0cd73870b17b0ed0ce6dc44cb744"
 uuid = "56f22d72-fd6d-98f1-02f0-08ddc0907c33"
-version = "1.3.0"
 
 [[AxisAlgorithms]]
 deps = ["LinearAlgebra", "Random", "SparseArrays", "WoodburyMatrices"]
@@ -101,9 +101,9 @@ version = "3.23.0"
 
 [[CompilerSupportLibraries_jll]]
 deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
-git-tree-sha1 = "8e695f735fca77e9708e795eda62afdb869cbb70"
+git-tree-sha1 = "22174176d4fc25a4372061a33f3a1f3e37909b23"
 uuid = "e66e0078-7015-5450-92f7-15fbd957f2ae"
-version = "0.3.4+0"
+version = "0.3.6+0"
 
 [[Compose]]
 deps = ["Base64", "Colors", "DataStructures", "Dates", "IterTools", "JSON", "LinearAlgebra", "Measures", "Printf", "Random", "Requires", "UUIDs"]
@@ -204,6 +204,10 @@ git-tree-sha1 = "50ddf44c53698f5e784bbebb3f4b21c5807401b1"
 uuid = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
 version = "0.8.3"
 
+[[Downloads]]
+deps = ["ArgTools", "LibCURL", "NetworkOptions"]
+uuid = "f43a241f-c20a-4ad4-852c-f6b1247861c6"
+
 [[Dynare_preprocessor_jll]]
 deps = ["Libdl", "Pkg"]
 git-tree-sha1 = "3c9228a0b7ec0248f4cd8e47a3de0fa191b1518f"
@@ -434,6 +438,14 @@ git-tree-sha1 = "c7aebfecb1a60d59c0fe023a68ec947a208b1e6b"
 uuid = "b964fa9f-0449-5b57-a5c2-d3ea65f4040f"
 version = "1.2.0"
 
+[[LibCURL]]
+deps = ["LibCURL_jll", "MozillaCACerts_jll"]
+uuid = "b27032c2-a3e7-50c8-80cd-2d36dbcbfd21"
+
+[[LibCURL_jll]]
+deps = ["Libdl"]
+uuid = "deac9b47-8bc7-5906-a0fe-35ac56dc84c0"
+
 [[LibGit2]]
 deps = ["Printf"]
 uuid = "76f85450-5226-5b5a-8eaa-529ad045b433"
@@ -504,9 +516,9 @@ version = "1.0.3"
 
 [[MbedTLS_jll]]
 deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
-git-tree-sha1 = "0eef589dd1c26a3ac9d753fe1a8bcad63f956fa6"
+git-tree-sha1 = "c7166979cd9193dbaf32392b83f166ebf6154033"
 uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1"
-version = "2.16.8+1"
+version = "2.24.0+0"
 
 [[Measures]]
 git-tree-sha1 = "e498ddeee6f9fdb4551ce855a46f54dbd900245f"
@@ -528,6 +540,9 @@ version = "0.4.4"
 [[Mmap]]
 uuid = "a63ad114-7e13-5084-954f-fe012c677804"
 
+[[MozillaCACerts_jll]]
+uuid = "14a3606d-f60d-562e-9121-12d972cd8159"
+
 [[NLSolversBase]]
 deps = ["Calculus", "DiffEqDiffTools", "DiffResults", "Distributed", "ForwardDiff"]
 git-tree-sha1 = "f1b8ed89fa332f410cfc7c937682eb4d0b361521"
@@ -539,6 +554,9 @@ git-tree-sha1 = "c84c576296d0e2fbb3fc134d3e09086b3ea617cd"
 uuid = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
 version = "0.3.4"
 
+[[NetworkOptions]]
+uuid = "ca575930-c2e3-43a9-ace4-1e988b2c1908"
+
 [[OffsetArrays]]
 deps = ["Adapt"]
 git-tree-sha1 = "9db93b990af57b3a56dca38476832f60d58f777b"
@@ -594,9 +612,9 @@ version = "0.12.1"
 
 [[Parsers]]
 deps = ["Dates"]
-git-tree-sha1 = "6fa4202675c05ba0f8268a6ddf07606350eda3ce"
+git-tree-sha1 = "b417be52e8be24e916e34b3d70ec2da7bdf56a68"
 uuid = "69de0a69-1ddd-5017-9359-2bf0b02dc9f0"
-version = "1.0.11"
+version = "1.0.12"
 
 [[Periods]]
 deps = ["Dates"]
@@ -607,7 +625,7 @@ uuid = "0c1d1a06-9168-427d-90e3-b4d73349562f"
 version = "0.1.0"
 
 [[Pkg]]
-deps = ["Dates", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "UUIDs"]
+deps = ["Artifacts", "Dates", "Downloads", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "Serialization", "TOML", "Tar", "UUIDs"]
 uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
 
 [[PlotThemes]]
@@ -681,7 +699,7 @@ uuid = "1fd47b50-473d-5c70-9696-f719f8f3bcdc"
 version = "2.4.1"
 
 [[REPL]]
-deps = ["InteractiveUtils", "Markdown", "Sockets"]
+deps = ["InteractiveUtils", "Markdown", "Sockets", "Unicode"]
 uuid = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb"
 
 [[Random]]
@@ -694,9 +712,9 @@ uuid = "c84ed2f1-dad5-54f0-aa8e-dbefe2724439"
 version = "0.4.0"
 
 [[RecipesBase]]
-git-tree-sha1 = "6ee6c35fe69e79e17c455a386c1ccdc66d9f7da4"
+git-tree-sha1 = "b3fb709f3c97bfc6e948be68beeecb55a0b340ae"
 uuid = "3cdcf5f2-1ef4-517c-9805-6587b60abb01"
-version = "1.1.0"
+version = "1.1.1"
 
 [[RecipesPipeline]]
 deps = ["Dates", "NaNMath", "PlotUtils", "RecipesBase"]
@@ -807,6 +825,10 @@ version = "1.1.0"
 deps = ["Libdl", "LinearAlgebra", "Serialization", "SparseArrays"]
 uuid = "4607b0f0-06f3-5cda-b6b1-a6196a1729e9"
 
+[[TOML]]
+deps = ["Dates"]
+uuid = "fa267f1f-6049-4f14-aa54-33bafae1ed76"
+
 [[TableTraits]]
 deps = ["IteratorInterfaceExtensions"]
 git-tree-sha1 = "b1ad568ba658d8cbb3b892ed5380a6f3e781a81e"
@@ -815,12 +837,16 @@ version = "1.0.0"
 
 [[Tables]]
 deps = ["DataAPI", "DataValueInterfaces", "IteratorInterfaceExtensions", "LinearAlgebra", "TableTraits", "Test"]
-git-tree-sha1 = "24a584cf65e2cfabdadc21694fb69d2e74c82b44"
+git-tree-sha1 = "5131a624173d532299d1c7eb05341c18112b21b8"
 uuid = "bd369af6-aec1-5ad0-b16a-f7cc5008161c"
-version = "1.1.0"
+version = "1.2.1"
+
+[[Tar]]
+deps = ["ArgTools", "SHA"]
+uuid = "a4e569a6-e804-4fa4-b0f3-eef7a1d5b13e"
 
 [[Test]]
-deps = ["Distributed", "InteractiveUtils", "Logging", "Random"]
+deps = ["InteractiveUtils", "Logging", "Random", "Serialization"]
 uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [[TimeDataFrames]]
@@ -856,9 +882,9 @@ version = "0.5.3"
 
 [[Zlib_jll]]
 deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
-git-tree-sha1 = "320228915c8debb12cb434c59057290f0834dbf6"
+git-tree-sha1 = "32085929ad61a5ed99abea288ec7242be392bb8b"
 uuid = "83775a58-1f1d-513f-b197-d71354ab007a"
-version = "1.2.11+18"
+version = "1.2.12+0"
 
 [[Zstd_jll]]
 deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]

Project.toml

@@ -3,9 +3,6 @@ uuid = "5203de40-99df-439e-afbc-014de65cb9ef"
 authors = ["michel "]
 version = "0.1.2"
 
-[compat]
-PrettyTables = "0.9.1"
-
 [deps]
 CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
@@ -25,3 +22,6 @@ PolynomialMatrixEquations = "4f9d485d-518f-41ed-81c8-372cd804c93b"
 PrettyTables = "08abe8d2-0d0c-5749-adfa-8a2ac140af0d"
 PyPlot = "d330b81b-6aea-500a-939a-2ce795aea3ee"
 TimeDataFrames = "ff13af16-2f41-468a-a2e1-aff5c43aabf7"
+
+[compat]
+PrettyTables = "0.9.1"

src/Dynare.jl

@@ -8,11 +8,11 @@ include("dynare_containers.jl")
 include("model.jl")
 export get_abc, get_de
 include("symboltable.jl")
-include("parser/deterministic_trends.jl")
+include("deterministic_trends.jl")
 include("first_order/simul_first_order.jl")
-include("parser/DynareParser.jl")
+include("DynareParser.jl")
 export parser, get_jacobian_at_steadystate!
-include("parser/DynarePreprocessor.jl")
+include("DynarePreprocessor.jl")
 export dynare_preprocess
 include("steady_state/SteadyState.jl")
 export steady_state!

src/balanced_growth_path.jl

+using FastLapackInterface
+using FastLapackInterface.QrAlgo
+using LinearAlgebra
+
+struct BalancedGrowthWs
+    A1::Matrix{Float64}
+    A2::Matrix{Float64}
+    dd::Vector{Float64}
+    ws::QrpWs
+    ws1::QrpWs
+    function BalancedGrowthWs(n)
+        A1 = Matrix{Float64}(undef, n, n)
+        A2 = Matrix{Float64}(undef, n, n)
+        dd = Vector{Float64}(undef, 2*n)
+        qrws = QrpWs(n)
+        qrws1 = QrpWs(2*n)
+    end
+end
+
+function balanced_growth_path(A, B, C, d, ws:BalancedGrowthWs)
+    vJ = view(jacobian, :, ws.backward_nbr .+ ws.current_nbr .+ (1:ws.forward_nbr)) 
+    ws.A1 .+= vj
+    vJ = view(jacobian, :, ws.backward_nbr .+ ws.current_dynamic_indices) 
+    ws.A1 .+= vj
+    ws.B .+= vj
+    vJ = view(jacobian, :, 1:ws.backward_nbr)
+    ws.A1 .+= vj
+    balanced_growth_compute(ws.A1, ws.B, d, ws)
+end
+
+function balanced_growth_path(A, B, d, ws:BalancedGrowthWs)
+    ws.A1 .= A .+ B
+    balanced_growth_compute(ws.A1, B, d, ws)
+end
+
+function balanced_growth_compute(A1, A2, d, ws)
+    n = length(d)
+    println("m $n")
+    ws = QrpWs(A1)
+    geqp3!(A1, ws)
+    
+    M1 =  zeros(2*n, 2*n)
+    view(M1, 1:n, 1:n) .= A1
+    view(M1, n .+ (1:n), 1:n) .= A1
+    view(M1, n .+ (1:n), n .+ (1:n)) .= A2
+    ws1 = QrpWs(M1)
+    geqp3!(M1, ws1)
+    println("triu(M1)")
+    display(triu(M1))
+    println(ws1.jpvt)
+    d1 = zeros(2*n)
+    view(d1, 1:n) .= d
+    view(d1, n .+ (1:n)) .= d
+    dd1 = Matrix{Float64}(undef, 2*n, 1)
+    dd1 .= d1
+    ormqr_core!('L', transpose(M1), dd1, ws1)
+    for i = 1:n
+        ws.dd[i] = d1[ws1.pivot[i]]
+    end
+    for i = n+1 : 2*n
+        ws.dd[i] = d1[ws1.pivot[i] - n]
+    end
+    println(dd1)
+    
+end
+
+function get_abc!(ws::LinearRationalExpectationsWs, jacobian::AbstractMatrix{Float64})
+    i_rows = (ws.static_nbr+1):ws.endogenous_nbr
+    fill!(ws.a, 0.0)
+    fill!(ws.b, 0.0)
+    fill!(ws.c, 0.0)
+    ws.a[:, ws.forward_indices_d] .= view(jacobian, i_rows, ws.backward_nbr .+ ws.current_nbr .+ (1:ws.forward_nbr))
+    ws.b[:, ws.current_dynamic_indices_d] .= view(jacobian, i_rows, ws.backward_nbr .+ ws.current_dynamic_indices)
+    ws.c[:, ws.backward_indices_d] .= view(jacobian, i_rows, 1:ws.backward_nbr)
+end
+
+function balance_growth_path_general!(m, work)
+    get_jacobian!(work,
+                  zeros(m.endogenous_nbr),
+                  zeros(m.exogenous_nbr),
+                  m,
+                  2)
+
+end
+
+function balance_growth_path_purely_backward!()
+end
+
+function balance_growth_path_purely_forward!()
+end
+
+A = [ 1.0 -1 -1 0; 0 0 1 0; 0 1 0 0; 0 0 2 -1]
+B = [0 0 0 0; 0 0 -0.9 0; 0 -1 0 0; 0 0 0 0]
+d = [0, 0, 2.0, -3.0]
+#=
+A = [ 1.0 -1 -1 ; 0 0 1 ; 0 1 0 ]
+B = [0 0 0 ; 0 0 -0.9 ; 0 -1 0]
+d = [0, 0, 2.0]
+=#
+n = length(d)
+AB = A+B
+C0 = AB
+q0 = qr(C0, Val(true))
+println("q0.R")
+display(q0.R)
+Zn = zeros(n, n)
+C1 = vcat(hcat(AB, Zn), hcat(AB, A))
+display(C1)
+d1 = vcat(d, d)
+q1 = qr(C1, Val(true))
+qd1 = q1.Q'*d1
+k = findall(abs.(diag(q1.R)) .> 1e-12)
+Q = q1.Q[k, k]
+R = q1.R[k, k]
+P = q1.P[:, k]
+@show P*(R\qd1[k])
+
+balanced_growth_path(A + B, A, d)

src/checks.jl

+function is_jacobian_full_rank(jacobian)
+    return rank(jacobian) == size(jacobian, 1)
+end