diff --git a/preprocessor/DynamicModel.cc b/preprocessor/DynamicModel.cc
index 57317e479cca2bc347623d8f3a4a8c777aee30f3..48f665ee871d0f451f843a70feac948030a342c2 100644
--- a/preprocessor/DynamicModel.cc
+++ b/preprocessor/DynamicModel.cc
@@ -2089,8 +2089,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
ExprNodeOutputType output_type = (use_dll ? oCDynamicModel : oMatlabDynamicModel);
deriv_node_temp_terms_t tef_terms;
- writeModelLocalVariables(model_output, output_type, tef_terms);
-
+
writeTemporaryTerms(temporary_terms, model_output, output_type, tef_terms);
writeModelEquations(model_output, output_type);
@@ -4419,3 +4418,356 @@ DynamicModel::dynamicOnlyEquationsNbr() const
return eqs.size();
}
+void
+DynamicModel::writeFirstDerivativesCC(const string &basename, bool cuda) const
+{
+ string filename = basename + "_first_derivatives.cc";
+ ofstream mDynamicModelFile, mDynamicMexFile;
+
+ mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
+ if (!mDynamicModelFile.is_open())
+ {
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+ mDynamicModelFile << "/*" << endl
+ << " * " << filename << " : Computes first order derivatives of the model for Dynare" << endl
+ << " *" << endl
+ << " * Warning : this file is generated automatically by Dynare" << endl
+ << " * from model " << basename << "(.mod)" << endl
+ << " */" << endl
+ << "#include <math.h>" << endl;
+
+ mDynamicModelFile << "#include <stdlib.h>" << endl;
+
+ mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
+ << "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
+
+ // Write function definition if oPowerDeriv is used
+ writePowerDerivCHeader(mDynamicModelFile);
+
+ mDynamicModelFile << "void FirstDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
+ << "{" << endl;
+
+ // this is always empty here, but needed by d1->writeOutput
+ deriv_node_temp_terms_t tef_terms;
+
+ // Writing Jacobian
+ for (first_derivatives_t::const_iterator it = first_derivatives.begin();
+ it != first_derivatives.end(); it++)
+ {
+ int eq = it->first.first;
+ int var = it->first.second;
+ expr_t d1 = it->second;
+
+ jacobianHelper(mDynamicModelFile, eq, getDynJacobianCol(var), oCDynamicModel);
+ mDynamicModelFile << "=";
+ // oCstaticModel makes reference to the static variables
+ d1->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
+ mDynamicModelFile << ";" << endl;
+ }
+
+ mDynamicModelFile << "}" << endl;
+
+ writePowerDeriv(mDynamicModelFile, true);
+ mDynamicModelFile.close();
+
+}
+
+// using compressed sparse row format (CSR)
+void
+DynamicModel::writeSecondDerivativesCC_csr(const string &basename, bool cuda) const
+{
+
+ string filename = basename + "_second_derivatives.cc";
+ ofstream mDynamicModelFile, mDynamicMexFile;
+
+ mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
+ if (!mDynamicModelFile.is_open())
+ {
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+ mDynamicModelFile << "/*" << endl
+ << " * " << filename << " : Computes second order derivatives of the model for Dynare" << endl
+ << " *" << endl
+ << " * Warning : this file is generated automatically by Dynare" << endl
+ << " * from model " << basename << "(.mod)" << endl
+ << " */" << endl
+ << "#include <math.h>" << endl;
+
+ mDynamicModelFile << "#include <stdlib.h>" << endl;
+
+ mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
+ << "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
+
+ // write function definition if oPowerDeriv is used
+ writePowerDerivCHeader(mDynamicModelFile);
+
+ mDynamicModelFile << "void SecondDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, int *row_ptr, int *col_ptr, double *value)" << endl
+ << "{" << endl;
+
+ // this is always empty here, but needed by d1->writeOutput
+ deriv_node_temp_terms_t tef_terms;
+
+ // Indexing derivatives in column order
+ vector<int> d_order(NNZDerivatives[1]);
+ OrderByLinearAddress obla(NNZDerivatives[1]);
+ int counter = 0;
+ int dynHessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
+ for (second_derivatives_t::const_iterator it = second_derivatives.begin();
+ it != second_derivatives.end(); it++)
+ {
+ int eq = it->first.first;
+ int var1 = it->first.second.first;
+ int var2 = it->first.second.second;
+
+ int id1 = getDynJacobianCol(var1);
+ int id2 = getDynJacobianCol(var2);
+
+ int col_nb = id1 * dynJacobianColsNbr + id2;
+ int col_nb_sym = id2 * dynJacobianColsNbr + id1;
+
+ obla.linear_address[counter] = col_nb + eq*dynHessianColsNbr;
+ d_order[counter] = counter;
+ ++counter;
+ if (id1 != id2)
+ {
+ obla.linear_address[counter] = col_nb_sym + eq*dynHessianColsNbr;
+ d_order[counter] = counter;
+ ++counter;
+ }
+ }
+ sort(d_order.begin(), d_order.end(), obla);
+
+ // Writing Hessian
+ vector<int> row_ptr(equations.size());
+ fill(row_ptr.begin(),row_ptr.end(),0.0);
+ int k = 0; // Keep the order of a 2nd derivative
+ for (second_derivatives_t::const_iterator it = second_derivatives.begin();
+ it != second_derivatives.end(); it++)
+ {
+ int eq = it->first.first;
+ int var1 = it->first.second.first;
+ int var2 = it->first.second.second;
+ expr_t d2 = it->second;
+
+ int id1 = getDynJacobianCol(var1);
+ int id2 = getDynJacobianCol(var2);
+
+ int col_nb = id1 * dynJacobianColsNbr + id2;
+ int col_nb_sym = id2 * dynJacobianColsNbr + id1;
+
+ row_ptr[eq]++;
+ mDynamicModelFile << "col_ptr[" << d_order[k] << "] "
+ << "=" << col_nb << ";" << endl;
+ mDynamicModelFile << "value[" << d_order[k] << "] = ";
+ // oCstaticModel makes reference to the static variables
+ d2->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
+ mDynamicModelFile << ";" << endl;
+
+ k++;
+
+ // Treating symetric elements
+ if (id1 != id2)
+ {
+ row_ptr[eq]++;
+ mDynamicModelFile << "col_ptr[" << d_order[k] << "] "
+ << "=" << col_nb_sym << ";" << endl;
+ mDynamicModelFile << "value[" << d_order[k] << "] = ";
+ // oCstaticModel makes reference to the static variables
+ d2->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
+ mDynamicModelFile << ";" << endl;
+
+ k++;
+ }
+ }
+
+ // row_ptr must point to the relative address of the first element of the row
+ int cumsum = 0;
+ mDynamicModelFile << "row_ptr = [ 0";
+ for (vector<int>::iterator it=row_ptr.begin(); it != row_ptr.end(); ++it)
+ {
+ cumsum += *it;
+ mDynamicModelFile << ", " << cumsum;
+ }
+ mDynamicModelFile << "];" << endl;
+
+ mDynamicModelFile << "}" << endl;
+
+ writePowerDeriv(mDynamicModelFile, true);
+ mDynamicModelFile.close();
+
+}
+
+void
+DynamicModel::writeThirdDerivativesCC_csr(const string &basename, bool cuda) const
+{
+ string filename = basename + "_third_derivatives.cc";
+ ofstream mDynamicModelFile, mDynamicMexFile;
+
+ mDynamicModelFile.open(filename.c_str(), ios::out | ios::binary);
+ if (!mDynamicModelFile.is_open())
+ {
+ cerr << "Error: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+ mDynamicModelFile << "/*" << endl
+ << " * " << filename << " : Computes third order derivatives of the model for Dynare" << endl
+ << " *" << endl
+ << " * Warning : this file is generated automatically by Dynare" << endl
+ << " * from model " << basename << "(.mod)" << endl
+ << " */" << endl
+ << "#include <math.h>" << endl;
+
+ mDynamicModelFile << "#include <stdlib.h>" << endl;
+
+ mDynamicModelFile << "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
+ << "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
+
+ // Write function definition if oPowerDeriv is used
+ writePowerDerivCHeader(mDynamicModelFile);
+
+ mDynamicModelFile << "void ThirdDerivatives(const double *y, double *x, int nb_row_x, double *params, double *steady_state, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
+ << "{" << endl;
+
+ // this is always empty here, but needed by d1->writeOutput
+ deriv_node_temp_terms_t tef_terms;
+
+ // Indexing derivatives in column order
+ vector<int> d_order(NNZDerivatives[1]);
+ OrderByLinearAddress obla(NNZDerivatives[1]);
+ int counter = 0;
+ int dynHessianColsNbr = dynJacobianColsNbr*dynJacobianColsNbr;
+ for (third_derivatives_t::const_iterator it = third_derivatives.begin();
+ it != third_derivatives.end(); it++)
+ {
+ int eq = it->first.first;
+ int var1 = it->first.second.first;
+ int var2 = it->first.second.second.first;
+ int var3 = it->first.second.second.second;
+ expr_t d3 = it->second;
+
+ int id1 = getDynJacobianCol(var1);
+ int id2 = getDynJacobianCol(var2);
+ int id3 = getDynJacobianCol(var3);
+
+ // Reference column number for the g3 matrix
+ int ref_col = id1 * hessianColsNbr + id2 * dynJacobianColsNbr + id3;
+
+ sparseHelper(3, mDynamicModelFile, k, 0, oCDynamicModel);
+ mDynamicModelFile << "=" << eq + 1 << ";" << endl;
+
+ sparseHelper(3, mDynamicModelFile, k, 1, oCDynamicModel);
+ mDynamicModelFile << "=" << ref_col + 1 << ";" << endl;
+
+ sparseHelper(3, mDynamicModelFile, k, 2, oCDynamicModel);
+ mDynamicModelFile << "=";
+ // oCstaticModel makes reference to the static variables
+ d3->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
+ mDynamicModelFile << ";" << endl;
+
+ // Compute the column numbers for the 5 other permutations of (id1,id2,id3) and store them in a set (to avoid duplicates if two indexes are equal)
+ set<int> cols;
+ cols.insert(id1 * hessianColsNbr + id3 * dynJacobianColsNbr + id2);
+ cols.insert(id2 * hessianColsNbr + id1 * dynJacobianColsNbr + id3);
+ cols.insert(id2 * hessianColsNbr + id3 * dynJacobianColsNbr + id1);
+ cols.insert(id3 * hessianColsNbr + id1 * dynJacobianColsNbr + id2);
+ cols.insert(id3 * hessianColsNbr + id2 * dynJacobianColsNbr + id1);
+
+ int k2 = 1; // Keeps the offset of the permutation relative to k
+ for (set<int>::iterator it2 = cols.begin(); it2 != cols.end(); it2++)
+ if (*it2 != ref_col)
+ {
+ sparseHelper(3, mDynamicModelFile, k+k2, 0, oCDynamicModel);
+ mDynamicModelFile << "=" << eq + 1 << ";" << endl;
+
+ sparseHelper(3, mDynamicModelFile, k+k2, 1, oCDynamicModel);
+ mDynamicModelFile << "=" << *it2 + 1 << ";" << endl;
+
+ sparseHelper(3, mDynamicModelFile, k+k2, 2, oCDynamicModel);
+ mDynamicModelFile << "=";
+ sparseHelper(3, mDynamicModelFile, k, 2, oCDynamicModel);
+ mDynamicModelFile << ";" << endl;
+
+ k2++;
+ }
+ k += k2;
+ }
+
+ // Writing third derivatives
+ int hessianColsNbr = dynJacobianColsNbr * dynJacobianColsNbr;
+ int k = 0; // Keep the line of a 3rd derivative in v3
+ for (third_derivatives_t::const_iterator it = third_derivatives.begin();
+ it != third_derivatives.end(); it++)
+ {
+ int eq = it->first.first;
+ int var1 = it->first.second.first;
+ int var2 = it->first.second.second.first;
+ int var3 = it->first.second.second.second;
+ expr_t d3 = it->second;
+
+ int id1 = getDynJacobianCol(var1);
+ int id2 = getDynJacobianCol(var2);
+ int id3 = getDynJacobianCol(var3);
+
+ // Reference column number for the g3 matrix
+ int ref_col = id1 * hessianColsNbr + id2 * dynJacobianColsNbr + id3;
+
+ sparseHelper(3, mDynamicModelFile, k, 0, oCDynamicModel);
+ mDynamicModelFile << "=" << eq + 1 << ";" << endl;
+
+ sparseHelper(3, mDynamicModelFile, k, 1, oCDynamicModel);
+ mDynamicModelFile << "=" << ref_col + 1 << ";" << endl;
+
+ sparseHelper(3, mDynamicModelFile, k, 2, oCDynamicModel);
+ mDynamicModelFile << "=";
+ // oCstaticModel makes reference to the static variables
+ d3->writeOutput(mDynamicModelFile, oCStaticModel, temporary_terms, tef_terms);
+ mDynamicModelFile << ";" << endl;
+
+ // Compute the column numbers for the 5 other permutations of (id1,id2,id3) and store them in a set (to avoid duplicates if two indexes are equal)
+ set<int> cols;
+ cols.insert(id1 * hessianColsNbr + id3 * dynJacobianColsNbr + id2);
+ cols.insert(id2 * hessianColsNbr + id1 * dynJacobianColsNbr + id3);
+ cols.insert(id2 * hessianColsNbr + id3 * dynJacobianColsNbr + id1);
+ cols.insert(id3 * hessianColsNbr + id1 * dynJacobianColsNbr + id2);
+ cols.insert(id3 * hessianColsNbr + id2 * dynJacobianColsNbr + id1);
+
+ int k2 = 1; // Keeps the offset of the permutation relative to k
+ for (set<int>::iterator it2 = cols.begin(); it2 != cols.end(); it2++)
+ if (*it2 != ref_col)
+ {
+ sparseHelper(3, mDynamicModelFile, k+k2, 0, oCDynamicModel);
+ mDynamicModelFile << "=" << eq + 1 << ";" << endl;
+
+ sparseHelper(3, mDynamicModelFile, k+k2, 1, oCDynamicModel);
+ mDynamicModelFile << "=" << *it2 + 1 << ";" << endl;
+
+ sparseHelper(3, mDynamicModelFile, k+k2, 2, oCDynamicModel);
+ mDynamicModelFile << "=";
+ sparseHelper(3, mDynamicModelFile, k, 2, oCDynamicModel);
+ mDynamicModelFile << ";" << endl;
+
+ k2++;
+ }
+ k += k2;
+ }
+
+ mDynamicModelFile << "}" << endl;
+
+ writePowerDeriv(mDynamicModelFile, true);
+ mDynamicModelFile.close();
+
+}
+
+OrderByLinearAddress::OrderByLinearAddress(int size)
+{
+ linear_address.resize(size);
+}
+
+bool OrderByLinearAddress::operator()(const int i1, const int i2) const
+{
+ return linear_address[i1] < linear_address[i2];
+}
+
diff --git a/preprocessor/DynamicModel.hh b/preprocessor/DynamicModel.hh
index e23816a0842129e5afcc2312980378f942907d0c..720e23ea7a20c0ecb37557001c71e6507bb75d13 100644
--- a/preprocessor/DynamicModel.hh
+++ b/preprocessor/DynamicModel.hh
@@ -223,6 +223,12 @@ public:
void writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, int order) const;
//! Writes file containing parameters derivatives
void writeParamsDerivativesFile(const string &basename) const;
+ //! Writes CC file containing first order derivatives of model evaluated at steady state
+ void writeFirstDerivativesCC(const string &basename, bool cuda) const;
+ //! Writes CC file containing second order derivatives of model evaluated at steady state (compressed sparse column)
+ void writeSecondDerivativesCC_csr(const string &basename, bool cuda) const;
+ //! Writes CC file containing third order derivatives of model evaluated at steady state (compressed sparse column)
+ void writeThirdDerivativesCC_csr(const string &basename, bool cuda) const;
//! Converts to static model (only the equations)
/*! It assumes that the static model given in argument has just been allocated */
void toStatic(StaticModel &static_model) const;
@@ -467,4 +473,14 @@ public:
bool isModelLocalVariableUsed() const;
};
+//! Class to re-order derivatives for various sparse storage formats
+class OrderByLinearAddress
+{
+public:
+ //! vector of linear addresses in derivatives matrices
+ vector<long unsigned int> linear_address;
+ OrderByLinearAddress(int size);
+ //! Order by linear address in a matrix
+ bool operator()(const int i1, const int i2) const;
+};
#endif
diff --git a/preprocessor/DynareMain.cc b/preprocessor/DynareMain.cc
index 383ffa08606de65fb85c35e4af8da2cdc5c3848d..633f5f97b63240dc64ae07bc220a4d0098914269 100644
--- a/preprocessor/DynareMain.cc
+++ b/preprocessor/DynareMain.cc
@@ -199,13 +199,15 @@ main(int argc, char **argv)
cerr << "Incorrect syntax for ouput option" << endl;
usage();
}
+ // we don't want temp terms in CC functions
+ no_tmp_terms = true;
if (strlen(argv[arg]) == 14 && !strncmp(argv[arg] + 7, "dynamic", 7))
output_mode = dynamic;
- else if (strlen(argv[arg]) == 12 && !strncmp(argv[arg] + 7, "first", 5))
+ else if (strlen(argv[arg]) == 12 && !strncmp(argv[arg] + 7, "first", 5))
output_mode = first;
- else if (strlen(argv[arg]) == 13 && !strncmp(argv[arg] + 7, "second", 6))
+ else if (strlen(argv[arg]) == 13 && !strncmp(argv[arg] + 7, "second", 6))
output_mode = second;
- else if (strlen(argv[arg]) == 12 && !strncmp(argv[arg] + 7, "third", 5))
+ else if (strlen(argv[arg]) == 12 && !strncmp(argv[arg] + 7, "third", 5))
output_mode = third;
else
{
diff --git a/preprocessor/DynareMain2.cc b/preprocessor/DynareMain2.cc
index cb9beac570ead5c47fecf1a9686d52b3f649bb61..44416b32c9792846d86e1bc2e44e7803143a6906 100644
--- a/preprocessor/DynareMain2.cc
+++ b/preprocessor/DynareMain2.cc
@@ -54,7 +54,7 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool no_tm
mod_file->evalAllExpressions(warn_uninit);
// Do computations
- mod_file->computingPass(no_tmp_terms);
+ mod_file->computingPass(no_tmp_terms, output_mode);
// Write outputs
if (output_mode != none)
diff --git a/preprocessor/ExprNode.cc b/preprocessor/ExprNode.cc
index 2fff674b7dee3db9cac8004a60a9d516d00513ba..6639416fe3ac2d0169e37a30b611c7d1323b5f1b 100644
--- a/preprocessor/ExprNode.cc
+++ b/preprocessor/ExprNode.cc
@@ -673,6 +673,9 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case oSteadyStateFile:
output << "ys_(" << tsid + 1 << ")";
break;
+ case oCSteadyStateFile:
+ output << "ys_[" << tsid << "]";
+ break;
default:
cerr << "VariableNode::writeOutput: should not reach this point" << endl;
exit(EXIT_FAILURE);
@@ -715,6 +718,9 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case oSteadyStateFile:
output << "exo_(" << i << ")";
break;
+ case oCSteadyStateFile:
+ output << "exo_[" << i - 1 << "]";
+ break;
default:
cerr << "VariableNode::writeOutput: should not reach this point" << endl;
exit(EXIT_FAILURE);
@@ -757,6 +763,9 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case oSteadyStateFile:
output << "exo_(" << i << ")";
break;
+ case oCSteadyStateFile:
+ output << "exo_[" << i - 1 << "]";
+ break;
default:
cerr << "VariableNode::writeOutput: should not reach this point" << endl;
exit(EXIT_FAILURE);
@@ -4376,7 +4385,7 @@ ExternalFunctionNode::writeOutput(ostream &output, ExprNodeOutputType output_typ
const temporary_terms_t &temporary_terms,
deriv_node_temp_terms_t &tef_terms) const
{
- if (output_type == oMatlabOutsideModel || output_type == oSteadyStateFile)
+ if (output_type == oMatlabOutsideModel || output_type == oSteadyStateFile || output_type == oCSteadyStateFile)
{
output << datatree.symbol_table.getName(symb_id) << "(";
writeExternalFunctionArguments(output, output_type, temporary_terms, tef_terms);
diff --git a/preprocessor/ExprNode.hh b/preprocessor/ExprNode.hh
index aebdead2b1f425953ad7b114f128ead84fd2536d..fd53a62d183bf624a5b8b3ca070f451e8637401c 100644
--- a/preprocessor/ExprNode.hh
+++ b/preprocessor/ExprNode.hh
@@ -73,7 +73,8 @@ enum ExprNodeOutputType
oMatlabDynamicSteadyStateOperator, //!< Matlab code, dynamic model, inside a steady state operator
oMatlabDynamicSparseSteadyStateOperator, //!< Matlab code, dynamic block decomposed model, inside a steady state operator
oCDynamicSteadyStateOperator, //!< C code, dynamic model, inside a steady state operator
- oSteadyStateFile //!< Matlab code, in the generated steady state file
+ oSteadyStateFile, //!< Matlab code, in the generated steady state file
+ oCSteadyStateFile //!< C code, in the generated steady state file
};
#define IS_MATLAB(output_type) ((output_type) == oMatlabStaticModel \
diff --git a/preprocessor/ExternalFiles.hh b/preprocessor/ExternalFiles.hh
index ee0f6cf9612abde3de76125c2d10aa66dece2096..7e34ab9d06fcc162f4f99fe9b8e48f59082dc2fb 100644
--- a/preprocessor/ExternalFiles.hh
+++ b/preprocessor/ExternalFiles.hh
@@ -30,7 +30,9 @@ using namespace std;
class ExternalFiles
{
public:
+ void eraseFiles(const string &basename);
void writeHeaders(const string &basename, bool cuda);
+ void writeModelCC(const string &basename, bool cuda);
};
diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc
index 954e02b6ceba8ce1e5af1a963ba29ba2f1e96dbe..5725a6dcdb55ba179959cf6d5223f2e5a5ea610b 100644
--- a/preprocessor/ModFile.cc
+++ b/preprocessor/ModFile.cc
@@ -447,7 +447,7 @@ ModFile::transformPass(bool nostrict)
}
void
-ModFile::computingPass(bool no_tmp_terms)
+ModFile::computingPass(bool no_tmp_terms, OutputType output)
{
// Mod file may have no equation (for example in a standalone BVAR estimation)
if (dynamic_model.equation_number() > 0)
@@ -493,8 +493,14 @@ ModFile::computingPass(bool no_tmp_terms)
cerr << "ERROR: Incorrect order option..." << endl;
exit(EXIT_FAILURE);
}
- bool hessian = mod_file_struct.order_option >= 2 || mod_file_struct.identification_present || mod_file_struct.estimation_analytic_derivation;
- bool thirdDerivatives = mod_file_struct.order_option == 3 || mod_file_struct.estimation_analytic_derivation;
+ bool hessian = mod_file_struct.order_option >= 2
+ || mod_file_struct.identification_present
+ || mod_file_struct.estimation_analytic_derivation
+ || output == second
+ || output == third;
+ bool thirdDerivatives = mod_file_struct.order_option == 3
+ || mod_file_struct.estimation_analytic_derivation
+ || output == third;
bool paramsDerivatives = mod_file_struct.identification_present || mod_file_struct.estimation_analytic_derivation;
dynamic_model.computingPass(true, hessian, thirdDerivatives, paramsDerivatives, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
}
@@ -799,29 +805,9 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, b
}
void
-ModFile::writeCOutputFiles(const string &basename) const
+ModFile::writeModelCC(const string &basename, bool cuda) const
{
- // Erase possible remnants of previous runs
- string dynfile = basename + "_dynamic.m";
- unlink(dynfile.c_str());
-
- dynfile = basename + "_dynamic.c";
- unlink(dynfile.c_str());
-
- dynfile = basename + "_dynamic_mex.c";
- unlink(dynfile.c_str());
-
- string statfile = basename + "_static.m";
- unlink(statfile.c_str());
-
- statfile = basename + "_static.c";
- unlink(statfile.c_str());
-
- statfile = basename + "_static_mex.c";
- unlink(statfile.c_str());
-
- string filename = "preprocessorOutput.cc";
- unlink(filename.c_str());
+ string filename = basename + ".cc";
ofstream mDriverCFile;
mDriverCFile.open(filename.c_str(), ios::out | ios::binary);
@@ -847,8 +833,6 @@ ModFile::writeCOutputFiles(const string &basename) const
// Write basic info
symbol_table.writeCOutput(mDriverCFile);
- dynamic_model.writeCOutput(mDriverCFile, basename, false, false, true, mod_file_struct.order_option, mod_file_struct.estimation_present);
-
mDriverCFile << "/*" << endl
<< " * Writing statements" << endl
<< " */" << endl
@@ -875,11 +859,6 @@ ModFile::writeCOutputFiles(const string &basename) const
mDriverCFile << "}" << endl;
mDriverCFile.close();
- dynamic_model.writeDynamicFile(basename, false, false, true, mod_file_struct.order_option);
- if (!no_static)
- static_model.writeStaticFile(basename, false, false, true);
-
-
// Write informational m file
ofstream mOutputFile;
@@ -914,22 +893,28 @@ ModFile::writeCOutputFiles(const string &basename) const
void
ModFile::writeExternalFiles(const string &basename, OutputType output, bool cuda) const
{
- ExternalFiles::writeHeaders(basename, cuda);
- ExternalFiles::writeModelCC(cuda);
+ writeModelCC(basename, cuda);
steady_state_model.writeSteadyStateFileCC(basename, mod_file_struct.ramsey_policy_present, cuda);
- static_model.writeStaticFile(basename, block, byte_code, use_dll);
- static_model.writeParamsDerivativesFile(basename);
- static_model.writeAuxVarInitvalCC(mOutputFile, oMatlabOutsideModel);
- dynamic_model.writeResiduals(basename, cuda);
- dynamic_model.writeParamsDerivativesFile(basename, cuda);
- dynamic_model.writeFirstDerivatives(basename, cuda);
+ dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
+
+ if (!no_static)
+ static_model.writeStaticFile(basename, false, false, true);
+
+
+ // static_model.writeStaticCFile(basename, block, byte_code, use_dll);
+ // static_model.writeParamsDerivativesFileCC(basename, cuda);
+ // static_model.writeAuxVarInitvalCC(mOutputFile, oMatlabOutsideModel, cuda);
+
+ // dynamic_model.writeResidualsCC(basename, cuda);
+ // dynamic_model.writeParamsDerivativesFileCC(basename, cuda);
+ dynamic_model.writeFirstDerivativesCC(basename, cuda);
if (output == second)
- dynamic_model.writeSecondDerivatives(basename, cuda);
+ dynamic_model.writeSecondDerivativesCC_csr(basename, cuda);
else if (output == third)
{
- dynamic_model.writeSecondDerivatives(basename, cuda);
- dynamic_model.writeThirdDerivatives(basename, cuda);
+ dynamic_model.writeSecondDerivativesCC_csr(basename, cuda);
+ dynamic_model.writeThirdDerivativesCC_csr(basename, cuda);
}
}
diff --git a/preprocessor/ModFile.hh b/preprocessor/ModFile.hh
index 5e4f01de4bac08e31cbb6498f8a8137d79b521ef..9301283cd3a3c0193aff43ed07ddcb0fefe5cc9b 100644
--- a/preprocessor/ModFile.hh
+++ b/preprocessor/ModFile.hh
@@ -123,7 +123,7 @@ public:
void transformPass(bool nostrict);
//! Execute computations
/*! \param no_tmp_terms if true, no temporary terms will be computed in the static and dynamic files */
- void computingPass(bool no_tmp_terms);
+ void computingPass(bool no_tmp_terms, OutputType output);
//! Writes Matlab/Octave output files
/*!
\param basename The base name used for writing output files. Should be the name of the mod file without its extension
@@ -141,6 +141,7 @@ public:
) const;
//! Writes C output files only => No further Matlab processing
void writeCOutputFiles(const string &basename) const;
+ void writeModelCC(const string &basename, bool cuda) const;
void writeExternalFiles(const string &basename, OutputType output, bool cuda) const;
};
diff --git a/preprocessor/ModelTree.hh b/preprocessor/ModelTree.hh
index ffdb02acd8c581dd071d96c11cd5fe3ef99fd32d..4d161daf8bf027a91cf6c85ba8fc42c848dcd25b 100644
--- a/preprocessor/ModelTree.hh
+++ b/preprocessor/ModelTree.hh
@@ -161,7 +161,6 @@ protected:
void computeThirdDerivatives(const set<int> &vars);
//! Computes derivatives of the Jacobian and Hessian w.r. to parameters
void computeParamsDerivatives();
-
//! Write derivative of an equation w.r. to a variable
void writeDerivative(ostream &output, int eq, int symb_id, int lag, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
//! Computes temporary terms (for all equations and derivatives)
diff --git a/preprocessor/SteadyStateModel.cc b/preprocessor/SteadyStateModel.cc
index a8770c78516f3dc5d41ef2abd25b925f2b3b91fb..d84b4f770d862ce03f9770e1a06c2569908c12a9 100644
--- a/preprocessor/SteadyStateModel.cc
+++ b/preprocessor/SteadyStateModel.cc
@@ -145,3 +145,58 @@ SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_polic
<< "end" << endl;
}
+void
+SteadyStateModel::writeSteadyStateFileCC(const string &basename, bool ramsey_policy, bool cuda) const
+{
+ string filename = basename + "_steadystate.cc";
+
+ ofstream output;
+ output.open(filename.c_str(), ios::out | ios::binary);
+ if (!output.is_open())
+ {
+ cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ if (cuda)
+ output << "__global__ ";
+
+ output << "void steadystate("
+ << "const double *exo_, const double *params_, double *ys_, int *info)" << endl
+ << "// Steady state file generated by Dynare preprocessor" << endl
+ << "{" << endl
+ << " info = 0;" << endl;
+
+ if (recursive_order.size() == 0)
+ {
+ output << " return;" << endl
+ << "}" << endl;
+ return;
+ }
+
+ for (size_t i = 0; i < recursive_order.size(); i++)
+ {
+ const vector<int> &symb_ids = recursive_order[i];
+ output << " ";
+ if (symb_ids.size() > 1)
+ output << "[";
+ for (size_t j = 0; j < symb_ids.size(); j++)
+ {
+ variable_node_map_t::const_iterator it = variable_node_map.find(make_pair(symb_ids[j], 0));
+ assert(it != variable_node_map.end());
+ dynamic_cast<ExprNode *>(it->second)->writeOutput(output, oSteadyStateFile);
+ if (j < symb_ids.size()-1)
+ output << ",";
+ }
+ if (symb_ids.size() > 1)
+ output << "]";
+
+ output << "=";
+ def_table.find(symb_ids)->second->writeOutput(output, oSteadyStateFile);
+ output << ";" << endl;
+ }
+ output << " // Auxiliary equations" << endl;
+ static_model.writeAuxVarInitval(output, oSteadyStateFile);
+ output << "}" << endl;
+}
+
diff --git a/preprocessor/SteadyStateModel.hh b/preprocessor/SteadyStateModel.hh
index cbb206afa32d91f375e5457536f9a5d1c5fb07d9..d2184ffcf01a321d83c184a9ae0c5c252df29ee4 100644
--- a/preprocessor/SteadyStateModel.hh
+++ b/preprocessor/SteadyStateModel.hh
@@ -49,6 +49,7 @@ public:
\param[in] ramsey_policy Is there a ramsey_policy statement in the MOD file? If yes, then use the "ys" in argument of the steady state file as initial values
*/
void writeSteadyStateFile(const string &basename, bool ramsey_policy) const;
+ void writeSteadyStateFileCC(const string &basename, bool ramsey_policy, bool cuda) const;
};
#endif