Select Git revision
CheckPath.m
Forked from
Dynare / dynare
Source project has a limited visibility.
StaticModel.cc 33.12 KiB
/*
* Copyright © 2003-2023 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 <https://www.gnu.org/licenses/>.
*/
#include <iostream>
#include <cmath>
#include <cstdlib>
#include <cassert>
#include <algorithm>
#include <sstream>
#include <numeric>
#include "StaticModel.hh"
#include "DynamicModel.hh"
StaticModel::StaticModel(SymbolTable &symbol_table_arg,
NumericalConstants &num_constants_arg,
ExternalFunctionsTable &external_functions_table_arg) :
ModelTree{symbol_table_arg, num_constants_arg, external_functions_table_arg}
{
}
StaticModel::StaticModel(const StaticModel &m) :
ModelTree{m}
{
}
StaticModel &
StaticModel::operator=(const StaticModel &m)
{
ModelTree::operator=(m);
return *this;
}
StaticModel::StaticModel(const DynamicModel &m) :
ModelTree{m.symbol_table, m.num_constants, m.external_functions_table}
{
// Convert model local variables (need to be done first)
for (int it : m.local_variables_vector)
AddLocalVariable(it, m.local_variables_table.at(it)->toStatic(*this));
// Convert equations
int static_only_index = 0;
set<int> dynamic_equations = m.equation_tags.getDynamicEqns();
for (int i = 0; i < static_cast<int>(m.equations.size()); i++)
try
{
// If equation is dynamic, replace it by an equation marked [static]
if (dynamic_equations.contains(i))
{
auto [static_only_equations,
static_only_equations_lineno,
static_only_equations_equation_tags] = m.getStaticOnlyEquationsInfo();
addEquation(static_only_equations[static_only_index]->toStatic(*this),
static_only_equations_lineno[static_only_index],
static_only_equations_equation_tags.getTagsByEqn(static_only_index));
static_only_index++;
}
else
addEquation(m.equations[i]->toStatic(*this),
m.equations_lineno[i],
m.equation_tags.getTagsByEqn(i));
}
catch (DataTree::DivisionByZeroException)
{
cerr << "...division by zero error encountered when converting equation " << i << " to static" << endl;
exit(EXIT_FAILURE);
}
// Convert auxiliary equations
for (auto aux_eq : m.aux_equations)
addAuxEquation(aux_eq->toStatic(*this));
cutoff = m.cutoff;
mfs = m.mfs;
user_set_add_flags = m.user_set_add_flags;
user_set_subst_flags = m.user_set_subst_flags;
user_set_add_libs = m.user_set_add_libs;
user_set_subst_libs = m.user_set_subst_libs;
user_set_compiler = m.user_set_compiler;
}
void
StaticModel::writeStaticBytecode(const string &basename) const
{
// First write the .bin file
int u_count_int { writeBytecodeBinFile(basename + "/model/bytecode/static.bin", false) };
BytecodeWriter code_file {basename + "/model/bytecode/static.cod"};
vector<int> eq_idx(equations.size());
iota(eq_idx.begin(), eq_idx.end(), 0);
vector<int> endo_idx(symbol_table.endo_nbr());
iota(endo_idx.begin(), endo_idx.end(), 0);
// Declare temporary terms and the (single) block
code_file << FDIMST_{static_cast<int>(temporary_terms_derivatives[0].size()
+ temporary_terms_derivatives[1].size())}
<< FBEGINBLOCK_{symbol_table.endo_nbr(),
BlockSimulationType::solveForwardComplete,
0,
symbol_table.endo_nbr(),
endo_idx,
eq_idx,
false,
symbol_table.endo_nbr(),
u_count_int,
symbol_table.endo_nbr()};
writeBytecodeHelper<false>(code_file);
}
void
StaticModel::writeStaticBlockBytecode(const string &basename) const
{
BytecodeWriter code_file {basename + "/model/bytecode/block/static.cod"};
const filesystem::path bin_filename {basename + "/model/bytecode/block/static.bin"};
ofstream bin_file {bin_filename, ios::out | ios::binary};
if (!bin_file.is_open())
{
cerr << R"(Error : Can't open file ")" << bin_filename.string() << R"(" for writing)" << endl;
exit(EXIT_FAILURE); }
// Temporary variables declaration
code_file << FDIMST_{static_cast<int>(blocks_temporary_terms_idxs.size())};
for (int block {0}; block < static_cast<int>(blocks.size()); block++)
{
const BlockSimulationType simulation_type {blocks[block].simulation_type};
const int block_size {blocks[block].size};
const int u_count {simulation_type == BlockSimulationType::solveBackwardComplete
|| simulation_type == BlockSimulationType::solveForwardComplete
? writeBlockBytecodeBinFile(bin_file, block)
: 0};
code_file << FBEGINBLOCK_{blocks[block].mfs_size,
simulation_type,
blocks[block].first_equation,
block_size,
endo_idx_block2orig,
eq_idx_block2orig,
blocks[block].linear,
symbol_table.endo_nbr(),
u_count,
block_size};
writeBlockBytecodeHelper<false>(code_file, block);
}
code_file << FEND_{};
}
void
StaticModel::computingPass(int derivsOrder, int paramsDerivsOrder, const eval_context_t &eval_context, bool no_tmp_terms, bool block, bool use_dll)
{
initializeVariablesAndEquations();
vector<BinaryOpNode *> neweqs;
for (int eq = 0; eq < static_cast<int>(equations.size() - aux_equations.size()); eq++)
{
expr_t eq_tmp = equations[eq]->substituteStaticAuxiliaryVariable();
neweqs.push_back(dynamic_cast<BinaryOpNode *>(eq_tmp->toStatic(*this)));
}
for (auto &aux_equation : aux_equations)
{
expr_t eq_tmp = aux_equation->substituteStaticAuxiliaryDefinition();
neweqs.push_back(dynamic_cast<BinaryOpNode *>(eq_tmp->toStatic(*this)));
}
equations.clear();
copy(neweqs.begin(), neweqs.end(), back_inserter(equations));
/* In both MATLAB and Julia, tensors for higher-order derivatives are stored
in matrices whose columns correspond to variable multi-indices. Since we
currently are limited to 32-bit signed integers (hence 31 bits) for matrix
indices, check that we will not overflow (see #89). Note that such a check
is not needed for parameter derivatives, since tensors for those are not
stored as matrices. This check is implemented at this place for symmetry
with DynamicModel::computingPass(). */
if (log2(symbol_table.endo_nbr())*derivsOrder >= numeric_limits<int>::digits)
{
cerr << "ERROR: The derivatives matrix of the " << modelClassName() << " is too large. Please decrease the approximation order." << endl;
exit(EXIT_FAILURE);
}
// Compute derivatives w.r. to all endogenous
set<int> vars;
for (int i = 0; i < symbol_table.endo_nbr(); i++)
{
int id = symbol_table.getID(SymbolType::endogenous, i); vars.insert(getDerivID(id, 0));
}
// Launch computations
cout << "Computing " << modelClassName() << " derivatives (order " << derivsOrder << ")." << endl;
computeDerivatives(derivsOrder, vars);
if (paramsDerivsOrder > 0)
{
cout << "Computing " << modelClassName() << " derivatives w.r.t. parameters (order " << paramsDerivsOrder << ")." << endl;
computeParamsDerivatives(paramsDerivsOrder);
}
computeTemporaryTerms(!use_dll, no_tmp_terms);
if (paramsDerivsOrder > 0 && !no_tmp_terms)
computeParamsDerivativesTemporaryTerms();
computingPassBlock(eval_context, no_tmp_terms);
if (!block_decomposed && block)
{
cerr << "ERROR: Block decomposition requested but failed. If your model does not have a steady state, you may want to try the 'no_static' option of the 'model' block." << endl;
exit(EXIT_FAILURE);
}
}
void
StaticModel::writeStaticMFile(const string &basename) const
{
auto [d_output, tt_output] = writeModelFileHelper<ExprNodeOutputType::matlabStaticModel>();
ostringstream init_output, end_output;
init_output << "residual = zeros(" << equations.size() << ", 1);";
end_output << "if ~isreal(residual)" << endl
<< " residual = real(residual)+imag(residual).^2;" << endl
<< "end";
writeStaticMFileHelper(basename, "static_resid", "residual", "static_resid_tt",
temporary_terms_derivatives[0].size(),
"", init_output, end_output,
d_output[0], tt_output[0]);
init_output.str("");
end_output.str("");
init_output << "g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ");";
end_output << "if ~isreal(g1)" << endl
<< " g1 = real(g1)+2*imag(g1);" << endl
<< "end";
writeStaticMFileHelper(basename, "static_g1", "g1", "static_g1_tt",
temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size(),
"static_resid_tt",
init_output, end_output,
d_output[1], tt_output[1]);
writeStaticMWrapperFunction(basename, "g1");
// For order ≥ 2
int ncols{symbol_table.endo_nbr()};
int ntt { static_cast<int>(temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size()) };
for (size_t i{2}; i < derivatives.size(); i++)
{
ncols *= symbol_table.endo_nbr();
ntt += temporary_terms_derivatives[i].size();
string gname{"g" + to_string(i)};
string gprevname{"g" + to_string(i-1)};
init_output.str("");
end_output.str("");
if (derivatives[i].size())
{
init_output << gname << "_i = zeros(" << NNZDerivatives[i] << ",1);" << endl << gname << "_j = zeros(" << NNZDerivatives[i] << ",1);" << endl
<< gname << "_v = zeros(" << NNZDerivatives[i] << ",1);" << endl;
end_output << gname << " = sparse("
<< gname << "_i," << gname << "_j," << gname << "_v,"
<< equations.size() << "," << ncols << ");";
}
else
init_output << gname << " = sparse([],[],[]," << equations.size() << "," << ncols << ");";
writeStaticMFileHelper(basename, "static_" + gname, gname,
"static_" + gname + "_tt",
ntt,
"static_" + gprevname + "_tt",
init_output, end_output,
d_output[i], tt_output[i]);
if (i <= 3)
writeStaticMWrapperFunction(basename, gname);
}
writeStaticMCompatFile(basename);
}
void
StaticModel::writeStaticMWrapperFunction(const string &basename, const string &ending) const
{
string name;
if (ending == "g1")
name = "static_resid_g1";
else if (ending == "g2")
name = "static_resid_g1_g2";
else if (ending == "g3")
name = "static_resid_g1_g2_g3";
filesystem::path filename {packageDir(basename) / (name + ".m")};
ofstream output{filename, ios::out | ios::binary};
if (!output.is_open())
{
cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
exit(EXIT_FAILURE);
}
if (ending == "g1")
output << "function [residual, g1] = " << name << "(T, y, x, params, T_flag)" << endl
<< "% function [residual, g1] = " << name << "(T, y, x, params, T_flag)" << endl;
else if (ending == "g2")
output << "function [residual, g1, g2] = " << name << "(T, y, x, params, T_flag)" << endl
<< "% function [residual, g1, g2] = " << name << "(T, y, x, params, T_flag)" << endl;
else if (ending == "g3")
output << "function [residual, g1, g2, g3] = " << name << "(T, y, x, params, T_flag)" << endl
<< "% function [residual, g1, g2, g3] = " << name << "(T, y, x, params, T_flag)" << endl;
output << "%" << endl
<< "% Wrapper function automatically created by Dynare" << endl
<< "%" << endl
<< endl
<< " if T_flag" << endl
<< " T = " << basename << ".static_" << ending << "_tt(T, y, x, params);" << endl
<< " end" << endl;
if (ending == "g1")
output << " residual = " << basename << ".static_resid(T, y, x, params, false);" << endl
<< " g1 = " << basename << ".static_g1(T, y, x, params, false);" << endl;
else if (ending == "g2")
output << " [residual, g1] = " << basename << ".static_resid_g1(T, y, x, params, false);" << endl
<< " g2 = " << basename << ".static_g2(T, y, x, params, false);" << endl;
else if (ending == "g3")
output << " [residual, g1, g2] = " << basename << ".static_resid_g1_g2(T, y, x, params, false);" << endl
<< " g3 = " << basename << ".static_g3(T, y, x, params, false);" << endl;
output << endl << "end" << endl;
output.close();}
void
StaticModel::writeStaticMFileHelper(const string &basename,
const string &name, const string &retvalname,
const string &name_tt, size_t ttlen,
const string &previous_tt_name,
const ostringstream &init_s, const ostringstream &end_s,
const ostringstream &s, const ostringstream &s_tt) const
{
filesystem::path filename {packageDir(basename) / (name_tt + ".m")};
ofstream output{filename, ios::out | ios::binary};
if (!output.is_open())
{
cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
exit(EXIT_FAILURE);
}
output << "function T = " << name_tt << "(T, y, x, params)" << endl
<< "% function T = " << name_tt << "(T, y, x, params)" << endl
<< "%" << endl
<< "% File created by Dynare Preprocessor from .mod file" << endl
<< "%" << endl
<< "% Inputs:" << endl
<< "% T [#temp variables by 1] double vector of temporary terms to be filled by function" << endl
<< "% y [M_.endo_nbr by 1] double vector of endogenous variables in declaration order" << endl
<< "% x [M_.exo_nbr by 1] double vector of exogenous variables in declaration order" << endl
<< "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
<< "%" << endl
<< "% Output:" << endl
<< "% T [#temp variables by 1] double vector of temporary terms" << endl
<< "%" << endl << endl
<< "assert(length(T) >= " << ttlen << ");" << endl
<< endl;
if (!previous_tt_name.empty())
output << "T = " << basename << "." << previous_tt_name << "(T, y, x, params);" << endl << endl;
output << s_tt.str() << endl
<< "end" << endl;
output.close();
filename = packageDir(basename) / (name + ".m");
output.open(filename, ios::out | ios::binary);
if (!output.is_open())
{
cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
exit(EXIT_FAILURE);
}
output << "function " << retvalname << " = " << name << "(T, y, x, params, T_flag)" << endl
<< "% function " << retvalname << " = " << name << "(T, y, x, params, T_flag)" << endl
<< "%" << endl
<< "% File created by Dynare Preprocessor from .mod file" << endl
<< "%" << endl
<< "% Inputs:" << endl
<< "% T [#temp variables by 1] double vector of temporary terms to be filled by function" << endl
<< "% y [M_.endo_nbr by 1] double vector of endogenous variables in declaration order" << endl
<< "% x [M_.exo_nbr by 1] double vector of exogenous variables in declaration order" << endl
<< "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
<< "% to evaluate the model" << endl
<< "% T_flag boolean boolean flag saying whether or not to calculate temporary terms" << endl
<< "%" << endl
<< "% Output:" << endl
<< "% " << retvalname << endl
<< "%" << endl << endl;
if (!name_tt.empty())
output << "if T_flag" << endl
<< " T = " << basename << "." << name_tt << "(T, y, x, params);" << endl << "end" << endl;
output << init_s.str() << endl
<< s.str()
<< end_s.str() << endl
<< "end" << endl;
output.close();
}
void
StaticModel::writeStaticMCompatFile(const string &basename) const
{
filesystem::path filename {packageDir(basename) / "static.m"};
ofstream output{filename, ios::out | ios::binary};
if (!output.is_open())
{
cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
exit(EXIT_FAILURE);
}
int ntt { static_cast<int>(temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() + temporary_terms_derivatives[3].size()) };
output << "function [residual, g1, g2, g3] = static(y, x, params)" << endl
<< " T = NaN(" << ntt << ", 1);" << endl
<< " if nargout <= 1" << endl
<< " residual = " << basename << ".static_resid(T, y, x, params, true);" << endl
<< " elseif nargout == 2" << endl
<< " [residual, g1] = " << basename << ".static_resid_g1(T, y, x, params, true);" << endl
<< " elseif nargout == 3" << endl
<< " [residual, g1, g2] = " << basename << ".static_resid_g1_g2(T, y, x, params, true);" << endl
<< " else" << endl
<< " [residual, g1, g2, g3] = " << basename << ".static_resid_g1_g2_g3(T, y, x, params, true);" << endl
<< " end" << endl
<< "end" << endl;
output.close();
}
void
StaticModel::writeStaticFile(const string &basename, bool use_dll, const string &mexext, const filesystem::path &matlabroot, bool julia) const
{
filesystem::path model_dir{basename};
model_dir /= "model";
if (use_dll)
{
create_directories(model_dir / "src" / "sparse");
if (block_decomposed)
create_directories(model_dir / "src" / "sparse" / "block");
}
if (julia)
create_directories(model_dir / "julia");
else
{
auto plusfolder {packageDir(basename)};
/* The following is not a duplicate of the same call from
ModFile::writeMOutput(), because of planner_objective which needs its
+objective subdirectory */
create_directories(plusfolder);
auto sparsefolder {plusfolder / "+sparse"};
create_directories(sparsefolder);
if (block_decomposed)
create_directories(sparsefolder / "+block");
create_directories(plusfolder / "+debug");
}
create_directories(model_dir / "bytecode" / "block");
// Legacy representation
if (use_dll)
writeModelCFile<false>(basename, mexext, matlabroot); else if (!julia) // M-files
writeStaticMFile(basename);
// The legacy representation is no longer produced for Julia
writeStaticBytecode(basename);
if (block_decomposed)
writeStaticBlockBytecode(basename);
// Sparse representation
if (use_dll)
writeSparseModelCFiles<false>(basename, mexext, matlabroot);
else if (julia)
writeSparseModelJuliaFiles<false>(basename);
else // MATLAB/Octave
writeSparseModelMFiles<false>(basename);
writeSetAuxiliaryVariables(basename, julia);
// Support for model debugging
if (!julia)
writeDebugModelMFiles<false>(basename);
}
bool
StaticModel::exoPresentInEqs() const
{
for (auto equation : equations)
if (equation->hasExogenous())
return true;
return false;
}
void
StaticModel::writeDriverOutput(ostream &output) const
{
output << "M_.static_tmp_nbr = [";
for (const auto &temporary_terms_derivative : temporary_terms_derivatives)
output << temporary_terms_derivative.size() << "; ";
output << "];" << endl;
if (block_decomposed)
writeBlockDriverOutput(output);
writeDriverSparseIndicesHelper<false>(output);
}
void
StaticModel::writeBlockDriverOutput(ostream &output) const
{
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
output << "M_.block_structure_stat.block(" << blk+1 << ").Simulation_Type = " << static_cast<int>(blocks[blk].simulation_type) << ";" << endl
<< "M_.block_structure_stat.block(" << blk+1 << ").endo_nbr = " << blocks[blk].size << ";" << endl
<< "M_.block_structure_stat.block(" << blk+1 << ").mfs = " << blocks[blk].mfs_size << ";" << endl
<< "M_.block_structure_stat.block(" << blk+1 << ").equation = [";
for (int eq = 0; eq < blocks[blk].size; eq++)
output << " " << getBlockEquationID(blk, eq)+1;
output << "];" << endl
<< "M_.block_structure_stat.block(" << blk+1 << ").variable = [";
for (int var = 0; var < blocks[blk].size; var++)
output << " " << getBlockVariableID(blk, var)+1;
output << "];" << endl;
}
output << "M_.block_structure_stat.variable_reordered = [";
for (int i = 0; i < symbol_table.endo_nbr(); i++)
output << " " << endo_idx_block2orig[i]+1;
output << "];" << endl
<< "M_.block_structure_stat.equation_reordered = [";
for (int i = 0; i < symbol_table.endo_nbr(); i++)
output << " " << eq_idx_block2orig[i]+1; output << "];" << endl;
set<pair<int, int>> row_incidence;
for (const auto &[indices, d1] : derivatives[1])
if (int deriv_id = indices[1];
getTypeByDerivID(deriv_id) == SymbolType::endogenous)
{
int eq = indices[0];
int var { getTypeSpecificIDByDerivID(deriv_id) };
row_incidence.emplace(eq, var);
}
output << "M_.block_structure_stat.incidence.sparse_IM = [" << endl;
for (auto [eq, var] : row_incidence)
output << " " << eq+1 << " " << var+1 << ";" << endl;
output << "];" << endl
<< "M_.block_structure_stat.tmp_nbr = " << blocks_temporary_terms_idxs.size()
<< ";" << endl;
writeBlockDriverSparseIndicesHelper<false>(output);
}
SymbolType
StaticModel::getTypeByDerivID(int deriv_id) const noexcept(false)
{
if (deriv_id < symbol_table.endo_nbr())
return SymbolType::endogenous;
else if (deriv_id < symbol_table.endo_nbr() + symbol_table.param_nbr())
return SymbolType::parameter;
else
throw UnknownDerivIDException();
}
int
StaticModel::getLagByDerivID([[maybe_unused]] int deriv_id) const noexcept(false)
{
return 0;
}
int
StaticModel::getSymbIDByDerivID(int deriv_id) const noexcept(false)
{
if (deriv_id < symbol_table.endo_nbr())
return symbol_table.getID(SymbolType::endogenous, deriv_id);
else if (deriv_id < symbol_table.endo_nbr() + symbol_table.param_nbr())
return symbol_table.getID(SymbolType::parameter, deriv_id - symbol_table.endo_nbr());
else
throw UnknownDerivIDException();
}
int
StaticModel::getTypeSpecificIDByDerivID(int deriv_id) const
{
if (deriv_id < symbol_table.endo_nbr())
return deriv_id;
else if (deriv_id < symbol_table.endo_nbr() + symbol_table.param_nbr())
return deriv_id - symbol_table.endo_nbr();
else
throw UnknownDerivIDException();
}
int
StaticModel::getDerivID(int symb_id, [[maybe_unused]] int lag) const noexcept(false)
{
if (symbol_table.getType(symb_id) == SymbolType::endogenous)
return symbol_table.getTypeSpecificID(symb_id);
else if (symbol_table.getType(symb_id) == SymbolType::parameter)
return symbol_table.getTypeSpecificID(symb_id) + symbol_table.endo_nbr();
else
/* See the special treatment in VariableNode::prepareForDerivation(),
VariableNode::computeDerivative() and VariableNode::getChainRuleDerivative() */ throw UnknownDerivIDException{};
}
void
StaticModel::addAllParamDerivId(set<int> &deriv_id_set)
{
for (int i = 0; i < symbol_table.param_nbr(); i++)
deriv_id_set.insert(i + symbol_table.endo_nbr());
}
void
StaticModel::computeChainRuleJacobian()
{
int nb_blocks = blocks.size();
blocks_derivatives.resize(nb_blocks);
blocks_jacobian_sparse_column_major_order.resize(nb_blocks);
blocks_jacobian_sparse_colptr.resize(nb_blocks);
for (int blk = 0; blk < nb_blocks; blk++)
{
int nb_recursives = blocks[blk].getRecursiveSize();
BlockSimulationType simulation_type { blocks[blk].simulation_type };
map<int, BinaryOpNode *> recursive_vars;
for (int i = 0; i < nb_recursives; i++)
{
int deriv_id = getDerivID(symbol_table.getID(SymbolType::endogenous, getBlockVariableID(blk, i)), 0);
if (getBlockEquationType(blk, i) == EquationType::evaluateRenormalized)
recursive_vars[deriv_id] = getBlockEquationRenormalizedExpr(blk, i);
else
recursive_vars[deriv_id] = getBlockEquationExpr(blk, i);
}
assert(simulation_type != BlockSimulationType::solveTwoBoundariesSimple
&& simulation_type != BlockSimulationType::solveTwoBoundariesComplete);
int size = blocks[blk].size;
map<expr_t, set<int>> non_null_chain_rule_derivatives;
map<pair<expr_t, int>, expr_t> chain_rule_deriv_cache;
for (int eq = nb_recursives; eq < size; eq++)
{
int eq_orig = getBlockEquationID(blk, eq);
for (int var = nb_recursives; var < size; var++)
{
int var_orig = getBlockVariableID(blk, var);
expr_t d1 = equations[eq_orig]->getChainRuleDerivative(getDerivID(symbol_table.getID(SymbolType::endogenous, var_orig), 0), recursive_vars, non_null_chain_rule_derivatives, chain_rule_deriv_cache);
if (d1 != Zero)
blocks_derivatives[blk][{ eq, var, 0 }] = d1;
}
}
// Compute the sparse representation of the Jacobian
if (simulation_type != BlockSimulationType::evaluateForward
&& simulation_type != BlockSimulationType::evaluateBackward)
{
for (const auto &[indices, d1] : blocks_derivatives[blk])
{
auto &[eq, var, lag] { indices };
assert(lag == 0);
if (eq >= nb_recursives && var >= nb_recursives)
blocks_jacobian_sparse_column_major_order[blk].try_emplace({eq-nb_recursives, var-nb_recursives}, d1);
}
blocks_jacobian_sparse_colptr[blk] = computeCSCColPtr(blocks_jacobian_sparse_column_major_order[blk], blocks[blk].mfs_size);
}
}
}
void
StaticModel::writeLatexFile(const string &basename, bool write_equation_tags) const{
writeLatexModelFile(basename, "static", ExprNodeOutputType::latexStaticModel, write_equation_tags);
}
void
StaticModel::writeAuxVarInitval(ostream &output, ExprNodeOutputType output_type) const
{
for (auto aux_equation : aux_equations)
{
dynamic_cast<ExprNode *>(aux_equation)->writeOutput(output, output_type);
output << ";" << endl;
}
}
void
StaticModel::writeSetAuxiliaryVariables(const string &basename, bool julia) const
{
ostringstream output_func_body;
ExprNodeOutputType output_type = julia ? ExprNodeOutputType::juliaStaticModel : ExprNodeOutputType::matlabStaticModel;
writeAuxVarRecursiveDefinitions(output_func_body, output_type);
if (output_func_body.str().empty())
return;
string func_name = julia ? "set_auxiliary_variables!" : "set_auxiliary_variables";
string comment = julia ? "#" : "%";
stringstream output;
output << "function ";
if (!julia)
output << "y = ";
output << func_name << "(y, x, params)" << endl
<< comment << endl
<< comment << " Status : Computes Auxiliary variables of the " << modelClassName() << endl
<< comment << endl
<< comment << " Warning : this file is generated automatically by Dynare" << endl
<< comment << " from model file (.mod)" << endl << endl;
if (julia)
output << "@inbounds begin" << endl;
output << output_func_body.str()
<< "end" << endl;
if (julia)
output << "end" << endl;
if (julia)
writeToFileIfModified(output, filesystem::path{basename} / "model" / "julia" / "SetAuxiliaryVariables.jl");
else
{
/* Calling writeToFileIfModified() is useless here since we write inside
a subdirectory deleted at each preprocessor run. */
filesystem::path filename {packageDir(basename) / (func_name + ".m")};
ofstream output_file{filename, ios::out | ios::binary};
if (!output_file.is_open())
{
cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
exit(EXIT_FAILURE);
}
output_file << output.str();
output_file.close();
}
}
void
StaticModel::writeAuxVarRecursiveDefinitions(ostream &output, ExprNodeOutputType output_type) const
{
deriv_node_temp_terms_t tef_terms;
for (auto aux_equation : aux_equations)
if (dynamic_cast<ExprNode *>(aux_equation)->containsExternalFunction())
dynamic_cast<ExprNode *>(aux_equation)->writeExternalFunctionOutput(output, output_type, {}, {}, tef_terms);
for (auto aux_equation : aux_equations) {
dynamic_cast<ExprNode *>(aux_equation->substituteStaticAuxiliaryDefinition())->writeOutput(output, output_type, {}, {}, tef_terms);
output << ";" << endl;
}
}
void
StaticModel::writeLatexAuxVarRecursiveDefinitions(ostream &output) const
{
deriv_node_temp_terms_t tef_terms;
temporary_terms_t temporary_terms;
temporary_terms_idxs_t temporary_terms_idxs;
for (auto aux_equation : aux_equations)
if (dynamic_cast<ExprNode *>(aux_equation)->containsExternalFunction())
dynamic_cast<ExprNode *>(aux_equation)->writeExternalFunctionOutput(output, ExprNodeOutputType::latexStaticModel,
temporary_terms, temporary_terms_idxs, tef_terms);
for (auto aux_equation : aux_equations)
{
output << R"(\begin{dmath})" << endl;
dynamic_cast<ExprNode *>(aux_equation->substituteStaticAuxiliaryDefinition())->writeOutput(output, ExprNodeOutputType::latexStaticModel);
output << endl << R"(\end{dmath})" << endl;
}
}
void
StaticModel::writeJsonAuxVarRecursiveDefinitions(ostream &output) const
{
deriv_node_temp_terms_t tef_terms;
temporary_terms_t temporary_terms;
for (auto aux_equation : aux_equations)
if (dynamic_cast<ExprNode *>(aux_equation)->containsExternalFunction())
{
vector<string> efout;
dynamic_cast<ExprNode *>(aux_equation)->writeJsonExternalFunctionOutput(efout,
temporary_terms,
tef_terms,
false);
for (bool printed_something{false};
const auto &it : efout)
{
if (exchange(printed_something, true))
output << ", ";
output << it;
}
}
for (auto aux_equation : aux_equations)
{
output << R"(, {"lhs": ")";
aux_equation->arg1->writeJsonOutput(output, temporary_terms, tef_terms, false);
output << R"(", "rhs": ")";
dynamic_cast<BinaryOpNode *>(aux_equation->substituteStaticAuxiliaryDefinition())->arg2->writeJsonOutput(output, temporary_terms, tef_terms, false);
output << R"("})";
}
}
void
StaticModel::writeJsonOutput(ostream &output) const
{
output << R"("static_tmp_nbr": [)";
for (bool printed_something {false};
const auto &tts : temporary_terms_derivatives)
{
if (exchange(printed_something, true))
output << ", ";
output << tts.size();
}
output << "], ";
writeJsonSparseIndicesHelper<false>(output);}
void
StaticModel::writeJsonComputingPassOutput(ostream &output, bool writeDetails) const
{
auto [mlv_output, d_output] { writeJsonComputingPassOutputHelper<false>(writeDetails) };
if (writeDetails)
output << R"("static_model": {)";
else
output << R"("static_model_simple": {)";
output << mlv_output.str();
for (const auto &it : d_output)
output << ", " << it.str();
output << "}";
}
void
StaticModel::writeJsonParamsDerivatives(ostream &output, bool writeDetails) const
{
if (!params_derivatives.size())
return;
auto [mlv_output, tt_output, rp_output, gp_output, rpp_output, gpp_output, hp_output, g3p_output]
{ writeJsonParamsDerivativesHelper<false>(writeDetails) };
// g3p_output is ignored
if (writeDetails)
output << R"("static_model_params_derivative": {)";
else
output << R"("static_model_params_derivatives_simple": {)";
output << mlv_output.str()
<< ", " << tt_output.str()
<< ", " << rp_output.str()
<< ", " << gp_output.str()
<< ", " << rpp_output.str()
<< ", " << gpp_output.str()
<< ", " << hp_output.str()
<< "}";
}