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StaticModel.cc
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Sébastien Villemot authored
If block decomposition fails, error out if “block” option was passed, but not otherwise. This commit does not modify the generated files. This is a preliminary step for dynare#1859.
Sébastien Villemot authoredIf block decomposition fails, error out if “block” option was passed, but not otherwise. This commit does not modify the generated files. This is a preliminary step for dynare#1859.
StaticModel.cc 62.16 KiB
/*
* Copyright © 2003-2022 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.find(it)->second->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));
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::writeStaticPerBlockMFiles(const string &basename) const
{
temporary_terms_t temporary_terms; // Temp terms written so far
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
BlockSimulationType simulation_type = blocks[blk].simulation_type;
string filename = packageDir(basename + ".block") + "/static_" + to_string(blk+1) + ".m";
ofstream output{filename, ios::out | ios::binary};
if (!output.is_open())
{
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
output << "%" << endl
<< "% " << filename << " : Computes static version of one block" << endl
<< "%" << endl
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl
<< "%" << endl;
if (simulation_type == BlockSimulationType::evaluateBackward
|| simulation_type == BlockSimulationType::evaluateForward)
output << "function [y, T] = static_" << blk+1 << "(y, x, params, T)" << endl;
else
output << "function [residual, y, T, g1] = static_" << blk+1 << "(y, x, params, T)" << endl;
output << " % ////////////////////////////////////////////////////////////////////////" << endl
<< " % //" << " Block "s.substr(static_cast<int>(log10(blk + 1))) << blk+1
<< " //" << endl
<< " % // Simulation type "
<< BlockSim(simulation_type) << " //" << endl
<< " % ////////////////////////////////////////////////////////////////////////" << endl;
if (simulation_type != BlockSimulationType::evaluateBackward
&& simulation_type != BlockSimulationType::evaluateForward)
output << " residual=zeros(" << blocks[blk].mfs_size << ",1);" << endl
<< " g1_i=zeros(" << blocks_derivatives[blk].size() << ",1);" << endl
<< " g1_j=zeros(" << blocks_derivatives[blk].size() << ",1);" << endl
<< " g1_v=zeros(" << blocks_derivatives[blk].size() << ",1);" << endl
<< endl;
writeStaticPerBlockHelper<ExprNodeOutputType::matlabStaticModel>(blk, output, temporary_terms);
if (simulation_type != BlockSimulationType::evaluateBackward
&& simulation_type != BlockSimulationType::evaluateForward)
output << endl
<< " g1=sparse(g1_i, g1_j, g1_v, " << blocks[blk].mfs_size << "," << blocks[blk].mfs_size << ");" << endl;
output << "end" << endl;
output.close();
}
}
void
StaticModel::writeStaticPerBlockCFiles(const string &basename) const
{
temporary_terms_t temporary_terms; // Temp terms written so far
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
BlockSimulationType simulation_type = blocks[blk].simulation_type;
string filename = basename + "/model/src/static_" + to_string(blk+1) + ".c";
ofstream output{filename, ios::out | ios::binary};
if (!output.is_open())
{
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
output << "/* Block " << blk+1 << endl
<< " " << BlockSim(simulation_type) << " */" << endl
<< endl
<< "#include <math.h>" << endl
<< "#include <stdlib.h>" << endl
<< R"(#include "mex.h")" << endl
<< endl;
// Write function definition if BinaryOpcode::powerDeriv is used
writePowerDerivHeader(output);
output << endl;
if (simulation_type == BlockSimulationType::evaluateBackward
|| simulation_type == BlockSimulationType::evaluateForward)
output << "void static_" << blk+1 << "(double *restrict y, const double *restrict x, const double *restrict params, double *restrict T)" << endl;
else
output << "void static_" << blk+1 << "(double *restrict y, const double *restrict x, const double *restrict params, double *restrict T, double *restrict residual, double *restrict g1_i, double *restrict g1_j, double *restrict g1_v)" << endl;
output << '{' << endl;
writeStaticPerBlockHelper<ExprNodeOutputType::CStaticModel>(blk, output, temporary_terms);
output << '}' << endl
<< endl;
ostringstream header;
if (simulation_type == BlockSimulationType::evaluateBackward
|| simulation_type == BlockSimulationType::evaluateForward)
{
header << "void static_" << blk+1 << "_mx(mxArray *y, const mxArray *x, const mxArray *params, mxArray *T)";
output << header.str() << endl
<< '{' << endl
<< " static_" << blk+1 << "(mxGetPr(y), mxGetPr(x), mxGetPr(params), mxGetPr(T));" << endl
<< '}' << endl;
}
else
{
header << "void static_" << blk+1 << "_mx(mxArray *y, const mxArray *x, const mxArray *params, mxArray *T, mxArray **residual, mxArray **g1)";
output << header.str() << endl
<< '{' << endl
<< " *residual = mxCreateDoubleMatrix(" << blocks[blk].mfs_size << ",1,mxREAL);" << endl
<< " mxArray *g1_i = mxCreateDoubleMatrix(" << blocks_derivatives[blk].size() << ",1,mxREAL);" << endl << " mxArray *g1_j = mxCreateDoubleMatrix(" << blocks_derivatives[blk].size() << ",1,mxREAL);" << endl
<< " mxArray *g1_v = mxCreateDoubleMatrix(" << blocks_derivatives[blk].size() << ",1,mxREAL);" << endl
<< " static_" << blk+1 << "(mxGetPr(y), mxGetPr(x), mxGetPr(params), mxGetPr(T), mxGetPr(*residual), mxGetPr(g1_i), mxGetPr(g1_j), mxGetPr(g1_v));" << endl
<< " mxArray *plhs[1];" << endl
<< " mxArray *m = mxCreateDoubleScalar(" << blocks[blk].mfs_size << ");" << endl
<< " mxArray *n = mxCreateDoubleScalar(" << blocks[blk].mfs_size << ");" << endl
<< " mxArray *prhs[5] = { g1_i, g1_j, g1_v, m, n };" << endl
<< R"( mexCallMATLAB(1, plhs, 5, prhs, "sparse");)" << endl
<< " *g1 = plhs[0];" << endl
<< " mxDestroyArray(g1_i);" << endl
<< " mxDestroyArray(g1_j);" << endl
<< " mxDestroyArray(g1_v);" << endl
<< " mxDestroyArray(m);" << endl
<< " mxDestroyArray(n);" << endl
<< '}' << endl;
}
output.close();
filename = basename + "/model/src/static_" + to_string(blk+1) + ".h";
ofstream header_output{filename, ios::out | ios::binary};
if (!header_output.is_open())
{
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
header_output << header.str() << ';' << endl;
header_output.close();
}
}
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(),
0,
0,
u_count_int,
symbol_table.endo_nbr()};
writeBytecodeHelper<false>(code_file);
}
void
StaticModel::writeStaticBlockBytecode(const string &basename) const
{
BytecodeWriter code_file {basename + "/model/bytecode/static.cod"};
const string bin_filename {basename + "/model/bytecode/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 << 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(),
0,
0,
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)
{
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 static derivatives matrix 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 static model derivatives (order " << derivsOrder << ")." << endl;
computeDerivatives(derivsOrder, vars);
if (paramsDerivsOrder > 0)
{
cout << "Computing static model derivatives w.r.t. parameters (order " << paramsDerivsOrder << ")." << endl;
computeParamsDerivatives(paramsDerivsOrder);
}
computeTemporaryTerms(true, no_tmp_terms);
/* Must be called after computeTemporaryTerms(), because it depends on
temporary_terms_mlv to be filled */
if (paramsDerivsOrder > 0 && !no_tmp_terms)
computeParamsDerivativesTemporaryTerms();
if (!computingPassBlock(eval_context, no_tmp_terms) && 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);
}
}
bool
StaticModel::computingPassBlock(const eval_context_t &eval_context, bool no_tmp_terms)
{
auto contemporaneous_jacobian = evaluateAndReduceJacobian(eval_context);
if (!computeNonSingularNormalization(contemporaneous_jacobian, false))
return false;
auto [prologue, epilogue] = computePrologueAndEpilogue();
auto first_order_endo_derivatives = collectFirstOrderDerivativesEndogenous();
equationTypeDetermination(first_order_endo_derivatives, mfs);
cout << "Finding the optimal block decomposition of the static model..." << endl;
computeBlockDecomposition(prologue, epilogue);
reduceBlockDecomposition();
printBlockDecomposition();
computeChainRuleJacobian();
determineLinearBlocks();
if (!no_tmp_terms)
computeBlockTemporaryTerms();
return true;
}
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_mlv.size() + 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_mlv.size() + 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_mlv.size() + 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";
string filename = packageDir(basename) + "/" + name + ".m";
ofstream output{filename, ios::out | ios::binary};
if (!output.is_open())
{
cerr << "Error: Can't open file " << filename << " 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
{
string filename = packageDir(basename) + "/" + name_tt + ".m";
ofstream output{filename, ios::out | ios::binary};
if (!output.is_open())
{
cerr << "Error: Can't open file " << filename << " 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 << " 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
{
string filename = packageDir(basename) + "/static.m";
ofstream output{filename, ios::out | ios::binary};
if (!output.is_open())
{
cerr << "Error: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
int ntt = temporary_terms_mlv.size() + 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::writeStaticCFile(const string &basename) const
{
// Writing comments and function definition command
string filename{basename + "/model/src/static.c"};
int ntt{static_cast<int>(temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() + temporary_terms_derivatives[3].size())};
ofstream output{filename, ios::out | ios::binary};
if (!output.is_open())
{
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
output << "/*" << endl
<< " * " << filename << " : Computes static model for Dynare" << endl
<< " *" << endl
<< " * Warning : this file is generated automatically by Dynare" << endl
<< " * from model file (.mod)" << endl << endl
<< " */" << endl
<< endl
<< "#include <math.h>" << endl
<< "#include <stdlib.h>" << endl
<< R"(#include "mex.h")" << endl
<< endl;
// Write function definition if BinaryOpcode::powerDeriv is used
writePowerDeriv(output);
output << endl;
auto [d_output, tt_output] = writeModelFileHelper<ExprNodeOutputType::CStaticModel>();
for (size_t i = 0; i < d_output.size(); i++)
{
string funcname{i == 0 ? "resid" : "g" + to_string(i)};
output << "void static_" << funcname << "_tt(const double *restrict y, const double *restrict x, const double *restrict params, double *restrict T)" << endl
<< "{" << endl
<< tt_output[i].str()
<< "}" << endl
<< endl
<< "void static_" << funcname << "(const double *restrict y, const double *restrict x, const double *restrict params, const double *restrict T, ";
if (i == 0)
output << "double *restrict residual";
else if (i == 1)
output << "double *restrict g1";
else
output << "double *restrict " << funcname << "_i, double *restrict " << funcname << "_j, double *restrict " << funcname << "_v";
output << ")" << endl
<< "{" << endl;
if (i == 0)
output << " double lhs, rhs;" << endl;
output << d_output[i].str()
<< "}" << endl
<< endl;
}
output << "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
<< "{" << endl
<< " if (nrhs > 3)" << endl
<< R"( mexErrMsgTxt("Accepts at most 3 output arguments");)" << endl
<< " if (nrhs != 3)" << endl
<< R"( mexErrMsgTxt("Requires exactly 3 input arguments");)" << endl
<< " double *y = mxGetPr(prhs[0]);" << endl
<< " double *x = mxGetPr(prhs[1]);" << endl
<< " double *params = mxGetPr(prhs[2]);" << endl
<< endl
<< " double *T = (double *) malloc(sizeof(double)*" << ntt << ");" << endl
<< endl
<< " if (nlhs >= 1)" << endl
<< " {" << endl
<< " plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
<< " double *residual = mxGetPr(plhs[0]);" << endl
<< " static_resid_tt(y, x, params, T);" << endl
<< " static_resid(y, x, params, T, residual);" << endl
<< " }" << endl << endl
<< " if (nlhs >= 2)" << endl
<< " {" << endl
<< " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << symbol_table.endo_nbr() << ", mxREAL);" << endl
<< " double *g1 = mxGetPr(plhs[1]);" << endl
<< " static_g1_tt(y, x, params, T);" << endl
<< " static_g1(y, x, params, T, g1);" << endl
<< " }" << endl
<< endl
<< " if (nlhs >= 3)" << endl
<< " {" << endl
<< " mxArray *g2_i = mxCreateDoubleMatrix(" << NNZDerivatives[2] << ", " << 1 << ", mxREAL);" << endl
<< " mxArray *g2_j = mxCreateDoubleMatrix(" << NNZDerivatives[2] << ", " << 1 << ", mxREAL);" << endl
<< " mxArray *g2_v = mxCreateDoubleMatrix(" << NNZDerivatives[2] << ", " << 1 << ", mxREAL);" << endl
<< " static_g2_tt(y, x, params, T);" << endl
<< " static_g2(y, x, params, T, mxGetPr(g2_i), mxGetPr(g2_j), mxGetPr(g2_v));" << endl
<< " mxArray *m = mxCreateDoubleScalar(" << equations.size() << ");" << endl
<< " mxArray *n = mxCreateDoubleScalar(" << symbol_table.endo_nbr()*symbol_table.endo_nbr() << ");" << endl
<< " mxArray *plhs_sparse[1], *prhs_sparse[5] = { g2_i, g2_j, g2_v, m, n };" << endl
<< R"( mexCallMATLAB(1, plhs_sparse, 5, prhs_sparse, "sparse");)" << endl
<< " plhs[2] = plhs_sparse[0];" << endl
<< " mxDestroyArray(g2_i);" << endl
<< " mxDestroyArray(g2_j);" << endl
<< " mxDestroyArray(g2_v);" << endl
<< " mxDestroyArray(m);" << endl
<< " mxDestroyArray(n);" << endl
<< " }" << endl
<< endl
<< " free(T);" << endl
<< "}" << endl;
output.close();
}
void
StaticModel::writeStaticJuliaFile(const string &basename) const
{
auto [d_output, tt_output] = writeModelFileHelper<ExprNodeOutputType::juliaStaticModel>();
stringstream output;
output << "module " << basename << "Static" << endl
<< "#" << endl
<< "# NB: this file was automatically generated by Dynare" << endl
<< "# from " << basename << ".mod" << endl
<< "#" << endl
<< "using StatsFuns" << endl << endl
<< "export tmp_nbr, static!, staticResid!, staticG1!, staticG2!, staticG3!" << endl << endl
<< "#=" << endl
<< "# The comments below apply to all functions contained in this module #" << endl
<< " NB: The arguments contained on the first line of the function" << endl
<< " definition are those that are modified in place" << endl << endl
<< "## Exported Functions ##" << endl
<< " static! : Wrapper function; computes residuals, Jacobian, Hessian," << endl
<< " and third order derivatives matroces depending on the arguments provided" << endl
<< " staticResid! : Computes the static model residuals" << endl
<< " staticG1! : Computes the static model Jacobian" << endl
<< " staticG2! : Computes the static model Hessian" << endl
<< " staticG3! : Computes the static model third derivatives" << endl << endl
<< "## Exported Variables ##" << endl
<< " tmp_nbr : Vector{Int}(4) respectively the number of temporary variables" << endl
<< " for the residuals, g1, g2 and g3." << endl << endl
<< "## Local Functions ##" << endl
<< " staticResidTT! : Computes the static model temporary terms for the residuals" << endl
<< " staticG1TT! : Computes the static model temporary terms for the Jacobian" << endl
<< " staticG2TT! : Computes the static model temporary terms for the Hessian" << endl
<< " staticG3TT! : Computes the static model temporary terms for the third derivatives" << endl << endl
<< "## Function Arguments ##" << endl
<< " T : Vector{<: Real}(num_temp_terms) temporary terms" << endl
<< " y : Vector{<: Real}(model_.endo_nbr) endogenous variables in declaration order" << endl
<< " x : Vector{<: Real}(model_.exo_nbr) exogenous variables in declaration order" << endl << " params : Vector{<: Real}(model_.param) parameter values in declaration order" << endl
<< " residual : Vector{<: Real}(model_.eq_nbr) residuals of the static model equations" << endl
<< " in order of declaration of the equations. Dynare may prepend auxiliary equations," << endl
<< " see model.aux_vars" << endl
<< " g1 : Matrix{<: Real}(model.eq_nbr,model_.endo_nbr) Jacobian matrix of the static model equations" << endl
<< " The columns and rows respectively correspond to the variables in declaration order and the" << endl
<< " equations in order of declaration" << endl
<< " g2 : spzeros(model.eq_nbr, model_.endo^2) Hessian matrix of the static model equations" << endl
<< " The columns and rows respectively correspond to the variables in declaration order and the" << endl
<< " equations in order of declaration" << endl
<< " g3 : spzeros(model.eq_nbr, model_.endo^3) Third order derivatives matrix of the static model equations" << endl
<< " The columns and rows respectively correspond to the variables in declaration order and the" << endl
<< " equations in order of declaration" << endl << endl
<< "## Remarks ##" << endl
<< " [1] The size of `T`, ie the value of `num_temp_terms`, depends on the version of the static model called. The number of temporary variables" << endl
<< " used for the different returned objects (residuals, jacobian, hessian or third order derivatives) is given by the elements in `tmp_nbr`" << endl
<< " exported vector. The first element is the number of temporaries used for the computation of the residuals, the second element is the" << endl
<< " number of temporaries used for the evaluation of the jacobian matrix, etc. If one calls the version of the static model computing the" << endl
<< " residuals, and the jacobian and hessian matrices, then `T` must have at least `sum(tmp_nbr[1:3])` elements." << endl
<< "=#" << endl << endl;
// Write the number of temporary terms
output << "tmp_nbr = zeros(Int,4)" << endl
<< "tmp_nbr[1] = " << temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() << "# Number of temporary terms for the residuals" << endl
<< "tmp_nbr[2] = " << temporary_terms_derivatives[1].size() << "# Number of temporary terms for g1 (jacobian)" << endl
<< "tmp_nbr[3] = " << temporary_terms_derivatives[2].size() << "# Number of temporary terms for g2 (hessian)" << endl
<< "tmp_nbr[4] = " << temporary_terms_derivatives[3].size() << "# Number of temporary terms for g3 (third order derivates)" << endl << endl;
// staticResidTT!
output << "function staticResidTT!(T::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real})" << endl
<< " @assert length(T) >= " << temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() << endl
<< " @inbounds begin" << endl
<< tt_output[0].str()
<< " end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// static!
output << "function staticResid!(T::Vector{<: Real}, residual::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T0_flag::Bool)" << endl
<< " @assert length(y) == " << symbol_table.endo_nbr() << endl
<< " @assert length(x) == " << symbol_table.exo_nbr() << endl
<< " @assert length(params) == " << symbol_table.param_nbr() << endl
<< " @assert length(residual) == " << equations.size() << endl
<< " if T0_flag" << endl
<< " staticResidTT!(T, y, x, params)" << endl
<< " end" << endl
<< " @inbounds begin" << endl
<< d_output[0].str()
<< " end" << endl
<< " if ~isreal(residual)" << endl
<< " residual = real(residual)+imag(residual).^2;" << endl
<< " end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// staticG1TT!
output << "function staticG1TT!(T::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T0_flag::Bool)" << endl
<< " if T0_flag" << endl
<< " staticResidTT!(T, y, x, params)" << endl
<< " end" << endl
<< " @inbounds begin" << endl
<< tt_output[1].str()
<< " end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// staticG1! output << "function staticG1!(T::Vector{<: Real}, g1::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T1_flag::Bool, T0_flag::Bool)" << endl
<< " @assert length(T) >= "
<< temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() << endl
<< " @assert size(g1) == (" << equations.size() << ", " << symbol_table.endo_nbr() << ")" << endl
<< " @assert length(y) == " << symbol_table.endo_nbr() << endl
<< " @assert length(x) == " << symbol_table.exo_nbr() << endl
<< " @assert length(params) == " << symbol_table.param_nbr() << endl
<< " if T1_flag" << endl
<< " staticG1TT!(T, y, x, params, T0_flag)" << endl
<< " end" << endl
<< " fill!(g1, 0.0)" << endl
<< " @inbounds begin" << endl
<< d_output[1].str()
<< " end" << endl
<< " if ~isreal(g1)" << endl
<< " g1 = real(g1)+2*imag(g1);" << endl
<< " end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// staticG2TT!
output << "function staticG2TT!(T::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T1_flag::Bool, T0_flag::Bool)" << endl
<< " if T1_flag" << endl
<< " staticG1TT!(T, y, x, params, TO_flag)" << endl
<< " end" << endl
<< " @inbounds begin" << endl
<< tt_output[2].str()
<< " end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// staticG2!
int hessianColsNbr{symbol_table.endo_nbr() * symbol_table.endo_nbr()};
output << "function staticG2!(T::Vector{<: Real}, g2::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T2_flag::Bool, T1_flag::Bool, T0_flag::Bool)" << endl
<< " @assert length(T) >= "
<< temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() << endl
<< " @assert size(g2) == (" << equations.size() << ", " << hessianColsNbr << ")" << endl
<< " @assert length(y) == " << symbol_table.endo_nbr() << endl
<< " @assert length(x) == " << symbol_table.exo_nbr() << endl
<< " @assert length(params) == " << symbol_table.param_nbr() << endl
<< " if T2_flag" << endl
<< " staticG2TT!(T, y, x, params, T1_flag, T0_flag)" << endl
<< " end" << endl
<< " fill!(g2, 0.0)" << endl
<< " @inbounds begin" << endl
<< d_output[2].str()
<< " end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// staticG3TT!
output << "function staticG3TT!(T::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T2_flag::Bool, T1_flag::Bool, T0_flag::Bool)" << endl
<< " if T2_flag" << endl
<< " staticG2TT!(T, y, x, params, T1_flag, T0_flag)" << endl
<< " end" << endl
<< " @inbounds begin" << endl
<< tt_output[3].str()
<< " end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// staticG3!
int ncols{hessianColsNbr * symbol_table.endo_nbr()};
output << "function staticG3!(T::Vector{<: Real}, g3::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real}, T3_flag::Bool, T2_flag::Bool, T1_flag::Bool, T0_flag::Bool)" << endl
<< " @assert length(T) >= " << temporary_terms_mlv.size() + temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() + temporary_terms_derivatives[3].size() << endl
<< " @assert size(g3) == (" << equations.size() << ", " << ncols << ")" << endl
<< " @assert length(y) == " << symbol_table.endo_nbr() << endl
<< " @assert length(x) == " << symbol_table.exo_nbr() << endl
<< " @assert length(params) == " << symbol_table.param_nbr() << endl
<< " if T3_flag" << endl
<< " staticG3TT!(T, y, x, params, T2_flag, T1_flag, T0_flag)" << endl
<< " end" << endl
<< " fill!(g3, 0.0)" << endl
<< " @inbounds begin" << endl
<< d_output[3].str()
<< " end" << endl
<< " return nothing" << endl
<< "end" << endl << endl;
// static!
output << "function static!(T::Vector{<: Real}, residual::Vector{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real})" << endl
<< " staticResid!(T, residual, y, x, params, true)" << endl
<< " return nothing" << endl
<< "end" << endl
<< endl
<< "function static!(T::Vector{<: Real}, residual::Vector{<: Real}, g1::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real})" << endl
<< " staticG1!(T, g1, y, x, params, true, true)" << endl
<< " staticResid!(T, residual, y, x, params, false)" << endl
<< " return nothing" << endl
<< "end" << endl
<< endl
<< "function static!(T::Vector{<: Real}, g1::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real})" << endl
<< " staticG1!(T, g1, y, x, params, true, false)" << endl
<< " return nothing" << endl
<< "end" << endl
<< endl
<< "function static!(T::Vector{<: Real}, residual::Vector{<: Real}, g1::Matrix{<: Real}, g2::Matrix{<: Real}," << endl
<< " y::Vector{<: Real}, x::Vector{<: Real}, params::Vector{<: Real})" << endl
<< " staticG2!(T, g2, y, x, params, true, true, true)" << endl
<< " staticG1!(T, g1, y, x, params, false, false)" << endl
<< " staticResid!(T, residual, y, x, params, false)" << endl
<< " return nothing" << endl
<< "end" << endl
<< endl;
// Write function definition if BinaryOpcode::powerDeriv is used
writePowerDerivJulia(output);
output << "end" << endl;
writeToFileIfModified(output, basename + "Static.jl");
}
void
StaticModel::writeStaticFile(const string &basename, bool block, bool use_dll, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot, bool julia) const
{
filesystem::path model_dir{basename};
model_dir /= "model";
if (use_dll)
filesystem::create_directories(model_dir / "src");
filesystem::create_directories(model_dir / "bytecode");
if (block)
{
writeStaticBlockBytecode(basename);
if (use_dll)
{
writeStaticPerBlockCFiles(basename);
writeStaticBlockCFile(basename);
vector<filesystem::path> src_files(blocks.size() + 1); for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
src_files[blk] = model_dir / "src" / ("static_" + to_string(blk+1) + ".c");
src_files[blocks.size()] = model_dir / "src" / "static.c";
compileMEX(basename, "static", mexext, src_files, matlabroot, dynareroot);
}
else if (julia)
{
cerr << "'block' option is not available with Julia" << endl;
exit(EXIT_FAILURE);
}
else // M-files
{
writeStaticPerBlockMFiles(basename);
writeStaticBlockMFile(basename);
}
}
else
{
writeStaticBytecode(basename);
if (use_dll)
{
writeStaticCFile(basename);
compileMEX(basename, "static", mexext, { model_dir / "src" / "static.c" },
matlabroot, dynareroot);
}
else if (julia)
writeStaticJuliaFile(basename);
else // M-files
writeStaticMFile(basename);
}
writeSetAuxiliaryVariables(basename, julia);
}
bool
StaticModel::exoPresentInEqs() const
{
for (auto equation : equations)
if (equation->hasExogenous())
return true;
return false;
}
void
StaticModel::writeStaticBlockMFile(const string &basename) const
{
string filename = packageDir(basename) + "/static.m";
ofstream output{filename, ios::out | ios::binary};
if (!output.is_open())
{
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
output << "function [residual, y, T, g1] = static(nblock, y, x, params, T)" << endl
<< " switch nblock" << endl;
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
output << " case " << blk+1 << endl;
BlockSimulationType simulation_type = blocks[blk].simulation_type;
if (simulation_type == BlockSimulationType::evaluateBackward
|| simulation_type == BlockSimulationType::evaluateForward)
output << " [y, T] = " << basename << ".block.static_" << blk+1 << "(y, x, params, T);" << endl
<< " residual = [];" << endl
<< " g1 = [];" << endl; else
output << " [residual, y, T, g1] = " << basename << ".block.static_" << blk+1 << "(y, x, params, T);" << endl;
}
output << " end" << endl
<< "end" << endl;
output.close();
}
void
StaticModel::writeStaticBlockCFile(const string &basename) const
{
string filename = basename + "/model/src/static.c";
ofstream output{filename, ios::out | ios::binary};
if (!output.is_open())
{
cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
exit(EXIT_FAILURE);
}
output << "#include <math.h>" << endl
<< R"(#include "mex.h")" << endl;
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
output << R"(#include "static_)" << blk+1 << R"(.h")" << endl;
output << endl;
writePowerDeriv(output);
output << endl
<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
<< "{" << endl
<< " if (nrhs != 5)" << endl
<< R"( mexErrMsgTxt("Requires exactly 5 input arguments");)" << endl
<< " if (nlhs > 4)" << endl
<< R"( mexErrMsgTxt("Accepts at most 4 output arguments");)" << endl
<< " int nblock = (int) mxGetScalar(prhs[0]);" << endl
<< " const mxArray *y = prhs[1], *x = prhs[2], *params = prhs[3], *T = prhs[4];" << endl
<< " mxArray *T_new = mxDuplicateArray(T);" << endl
<< " mxArray *y_new = mxDuplicateArray(y);" << endl
<< " mxArray *residual, *g1;" << endl
<< " switch (nblock)" << endl
<< " {" << endl;
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
output << " case " << blk+1 << ':' << endl;
BlockSimulationType simulation_type = blocks[blk].simulation_type;
if (simulation_type == BlockSimulationType::evaluateBackward
|| simulation_type == BlockSimulationType::evaluateForward)
output << " static_" << blk+1 << "_mx(y_new, x, params, T_new);" << endl
<< " residual = mxCreateDoubleMatrix(0,0,mxREAL);" << endl
<< " g1 = mxCreateDoubleMatrix(0,0,mxREAL);" << endl;
else
output << " static_" << blk+1 << "_mx(y_new, x, params, T_new, &residual, &g1);" << endl;
output << " break;" << endl;
}
output << " }" << endl
<< endl
<< " if (nlhs >= 1)" << endl
<< " plhs[0] = residual;" << endl
<< " else" << endl
<< " mxDestroyArray(residual);" << endl
<< " if (nlhs >= 2)" << endl
<< " plhs[1] = y_new;" << endl
<< " else" << endl
<< " mxDestroyArray(y_new);" << endl << " if (nlhs >= 3)" << endl
<< " plhs[2] = T_new;" << endl
<< " else" << endl
<< " mxDestroyArray(T_new);" << endl
<< " if (nlhs >= 4)" << endl
<< " plhs[3] = g1;" << endl
<< " else" << endl
<< " mxDestroyArray(g1);" << endl
<< "}" << endl;
output.close();
}
void
StaticModel::writeDriverOutput(ostream &output, bool block) const
{
output << "M_.static_tmp_nbr = [";
for (const auto &temporary_terms_derivative : temporary_terms_derivatives)
output << temporary_terms_derivative.size() << "; ";
output << "];" << endl;
/* Write mapping between model local variables and indices in the temporary
terms vector (dynare#1722) */
output << "M_.model_local_variables_static_tt_idxs = {" << endl;
for (auto [mlv, value] : temporary_terms_mlv)
output << " '" << symbol_table.getName(mlv->symb_id) << "', "
<< temporary_terms_idxs.at(mlv)+1 << ';' << endl;
output << "};" << endl;
if (!block)
return;
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
output << "block_structure_stat.block(" << blk+1 << ").Simulation_Type = " << static_cast<int>(blocks[blk].simulation_type) << ";" << endl
<< "block_structure_stat.block(" << blk+1 << ").endo_nbr = " << blocks[blk].size << ";" << endl
<< "block_structure_stat.block(" << blk+1 << ").mfs = " << blocks[blk].mfs_size << ";" << endl
<< "block_structure_stat.block(" << blk+1 << ").equation = [";
for (int eq = 0; eq < blocks[blk].size; eq++)
output << " " << getBlockEquationID(blk, eq)+1;
output << "];" << endl
<< "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.block = block_structure_stat.block;" << endl
<< "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;}
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);
for (int blk = 0; blk < nb_blocks; blk++)
{
int nb_recursives = blocks[blk].getRecursiveSize();
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(blocks[blk].simulation_type != BlockSimulationType::solveTwoBoundariesSimple
&& blocks[blk].simulation_type != BlockSimulationType::solveTwoBoundariesComplete);
int size = blocks[blk].size;
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);
if (d1 != Zero)
blocks_derivatives[blk][{ eq, var, 0 }] = d1;
}
}
}
}
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;
if (julia)
output << "module " << basename << "SetAuxiliaryVariables" << endl
<< "export " << func_name << endl;
output << "function ";
if (!julia)
output << "y = ";
output << func_name << "(y, x, params)" << endl
<< comment << endl
<< comment << " Status : Computes static model for Dynare" << 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
<< "end" << endl;
writeToFileIfModified(output, julia ? basename + "SetAuxiliaryVariables.jl" : packageDir(basename) + "/" + func_name + ".m");
}
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, ExprNodeOutputType::matlabStaticModel, {}, {}, tef_terms);
for (auto aux_equation : aux_equations)
{
dynamic_cast<ExprNode *>(aux_equation->substituteStaticAuxiliaryDefinition())->writeOutput(output, output_type);
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
{
deriv_node_temp_terms_t tef_terms;
writeJsonModelLocalVariables(output, false, tef_terms);
output << ", ";
writeJsonModelEquations(output, false);
}
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()
<< "}";
}