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StaticModel.cc

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  • Forked from Dynare / dynare
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    StaticModel.hh 4.41 KiB
    /*
     * Copyright (C) 2003-2009 Dynare Team
     *
     * This file is part of Dynare.
     *
     * Dynare is free software: you can redistribute it and/or modify
     * it under the terms of the GNU General Public License as published by
     * the Free Software Foundation, either version 3 of the License, or
     * (at your option) any later version.
     *
     * Dynare is distributed in the hope that it will be useful,
     * but WITHOUT ANY WARRANTY; without even the implied warranty of
     * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
     * GNU General Public License for more details.
     *
     * You should have received a copy of the GNU General Public License
     * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
     */
    
    #ifndef _STATICMODEL_HH
    #define _STATICMODEL_HH
    
    #include "ModelTree.hh"
    
    //! Stores a static model
    /*! Derivation IDs are allocated only for endogenous, and are equal to symbol ID in that case */
    class StaticModel : public ModelTree
    {
    private:
      //! Are we in block decomposition + min. feedback set mode ?
      bool block_mfs;
    
      //! Normalization of equations
      /*! Maps endogenous type specific IDs to equation numbers */
      vector<int> endo2eq;
    
      //! Block decomposition of the model
      /*! List of blocks in topological order. Lists the set of endogenous type specific IDs for each block. */
      vector<set<int> > blocks;
    
      //! Minimum feedback set for each block
      /*! Elements of blocksMFS are subset of elements of blocks */
      vector<set<int> > blocksMFS;
    
      //! Variables not in minimum feedback set for each block, sorted in topological order
      /*! This is the set difference blocks - blocksMFS. The variables are sorted in topological order. */
      vector<vector<int> > blocksRecursive;
    
      //! Jacobian for matrix restricted to MFS
      /*! Maps a pair (equation ID, endogenous type specific ID) to the derivative expression. Stores only non-null derivatives. */
      map<pair<int, int>, NodeID> blocksMFSJacobian;
    
      //! Writes static model file (standard Matlab version)
      void writeStaticMFile(ostream &output, const string &func_name) const;
    
      //! Writes static model file (block+MFS version)
      void writeStaticBlockMFSFile(ostream &output, const string &func_name) const;
    
      virtual int computeDerivID(int symb_id, int lag);
    
      //! Computes normalization of the static model
      void computeNormalization();
    
      //! Computes blocks of the static model, sorted in topological order
      /*! Must be called after computeNormalization() */
      void computeSortedBlockDecomposition();
    
      //! For each block of the static model, computes minimum feedback set (MFS)
      /*! Must be called after computeSortedBlockDecomposition() */
      void computeMFS();
    
      //! For each block of the static model, computes resursive variables (those not in minimum feedback set), and sort them in topological order
      /*! Must be called after computeMFS() */
      void computeSortedRecursive();
    
      //! Computes derivatives of each MFS
      /*! Must be called after computeSortedRecursive() */
      void computeBlockMFSJacobian();
    
      //! Computes the list of equations which are already in normalized form
      /*! Returns a multimap mapping endogenous which are normalized (represented by their type specific ID) to the equation(s) which define it */
      void computeNormalizedEquations(multimap<int, int> &endo2eqs) const;
    
      //! Helper for writing model local variables in block+MFS mode
      /*!
        Write the definition of model local variables which are used in expr, except those in local_var_written.
        Add these variables to local_var_written at the end.
      */
      void writeLocalVars(ostream &output, NodeID expr, set<int> &local_var_written) const;
    
    public:
      StaticModel(SymbolTable &symbol_table_arg, NumericalConstants &num_constants);
      //! Execute computations (derivation)
      /*!
        \param block_mfs whether block decomposition and minimum feedback set should be computed
        \param hessian whether Hessian (w.r. to endogenous only) should be computed
        \param no_tmp_terms if true, no temporary terms will be computed in the static and dynamic files */
      void computingPass(bool block_mfs_arg, bool hessian, bool no_tmp_terms);
    
      //! Writes information on block decomposition when relevant
      void writeOutput(ostream &output) const;
    
      //! Writes static model file
      void writeStaticFile(const string &basename) const;
    
      //! Writes LaTeX file with the equations of the static model
      void writeLatexFile(const string &basename) const;
    
      virtual int getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException);
    };
    
    #endif