From 03549ebdb16e7ebd3be033f90d76c77472f5d4c3 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien.villemot@ens.fr>
Date: Mon, 20 Sep 2010 17:04:38 +0200
Subject: [PATCH] Preprocessor: implement STEADY_STATE operator with "use_dll"
and "block" options (closes #98) (manually cherry-picked from
648c3cd177a32ac30b1f0504a322496e28932452)
---
preprocessor/DynamicModel.cc | 9 ++--
preprocessor/ExprNode.cc | 12 +++--
preprocessor/ExprNode.hh | 7 +--
tests/Makefile.am | 4 ++
tests/steady_state_operator/block.mod | 45 +++++++++++++++++++
tests/steady_state_operator/bytecode_test.mod | 45 +++++++++++++++++++
tests/steady_state_operator/standard.mod | 45 +++++++++++++++++++
tests/steady_state_operator/use_dll.mod | 45 +++++++++++++++++++
8 files changed, 201 insertions(+), 11 deletions(-)
create mode 100644 tests/steady_state_operator/block.mod
create mode 100644 tests/steady_state_operator/bytecode_test.mod
create mode 100644 tests/steady_state_operator/standard.mod
create mode 100644 tests/steady_state_operator/use_dll.mod
diff --git a/preprocessor/DynamicModel.cc b/preprocessor/DynamicModel.cc
index 5e77486326..0369f97622 100644
--- a/preprocessor/DynamicModel.cc
+++ b/preprocessor/DynamicModel.cc
@@ -288,7 +288,7 @@ DynamicModel::writeModelEquationsOrdered_M(const string &dynamic_basename) const
<< " % // Simulation type "
<< BlockSim(simulation_type) << " //" << endl
<< " % ////////////////////////////////////////////////////////////////////////" << endl;
- output << " global options_;" << endl;
+ output << " global options_ oo_;" << endl;
//The Temporary terms
if (simulation_type == EVALUATE_BACKWARD || simulation_type == EVALUATE_FORWARD)
{
@@ -1036,7 +1036,7 @@ DynamicModel::writeDynamicCFile(const string &dynamic_basename, const int order)
mDynamicModelFile << "/* The gateway routine */" << endl
<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
<< "{" << endl
- << " double *y, *x, *params;" << endl
+ << " double *y, *x, *params, *steady_state;" << endl
<< " double *residual, *g1, *v2, *v3;" << endl
<< " int nb_row_x, it_;" << endl
<< endl
@@ -1094,8 +1094,9 @@ DynamicModel::writeDynamicCFile(const string &dynamic_basename, const int order)
<< " v3 = mxGetPr(plhs[3]);" << endl
<< " }" << endl
<< endl
+ << " steady_state = mxGetPr(mxGetField(mexGetVariable(\"global\", \"oo_\"), 0, \"steady_state\"));" << endl
<< " /* Call the C subroutines. */" << endl
- << " Dynamic(y, x, nb_row_x, params, it_, residual, g1, v2, v3);" << endl
+ << " Dynamic(y, x, nb_row_x, params, steady_state, it_, residual, g1, v2, v3);" << endl
<< "}" << endl;
mDynamicModelFile.close();
}
@@ -1695,7 +1696,7 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
}
else
{
- DynamicOutput << "void Dynamic(double *y, double *x, int nb_row_x, double *params, int it_, double *residual, double *g1, double *v2, double *v3)" << endl
+ DynamicOutput << "void Dynamic(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
<< " double lhs, rhs;" << endl
<< endl
diff --git a/preprocessor/ExprNode.cc b/preprocessor/ExprNode.cc
index 3f0b6d1f3e..a25595d655 100644
--- a/preprocessor/ExprNode.cc
+++ b/preprocessor/ExprNode.cc
@@ -557,8 +557,12 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "oo_.steady_state(" << tsid + 1 << ")";
break;
case oMatlabDynamicSteadyStateOperator:
+ case oMatlabDynamicSparseSteadyStateOperator:
output << "oo_.steady_state(" << tsid + 1 << ")";
break;
+ case oCDynamicSteadyStateOperator:
+ output << "steady_state[" << tsid << "]";
+ break;
default:
assert(false);
}
@@ -1409,12 +1413,12 @@ UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
new_output_type = oLatexDynamicSteadyStateOperator;
break;
case oCDynamicModel:
- cerr << "Steady State Operator not implemented for oCDynamicModel." << endl;
- exit(EXIT_FAILURE);
+ new_output_type = oCDynamicSteadyStateOperator;
+ break;
case oMatlabDynamicModelSparse:
case oMatlabDynamicModelSparseLocalTemporaryTerms:
- cerr << "Steady State Operator not implemented for oMatlabDynamicModelSparse." << endl;
- exit(EXIT_FAILURE);
+ new_output_type = oMatlabDynamicSparseSteadyStateOperator;
+ break;
default:
new_output_type = output_type;
break;
diff --git a/preprocessor/ExprNode.hh b/preprocessor/ExprNode.hh
index 573a9e7958..e53c4405a6 100644
--- a/preprocessor/ExprNode.hh
+++ b/preprocessor/ExprNode.hh
@@ -66,7 +66,8 @@ enum ExprNodeOutputType
oLatexDynamicModel, //!< LaTeX code, dynamic model declarations
oLatexDynamicSteadyStateOperator, //!< LaTeX code, dynamic model steady state declarations
oMatlabDynamicSteadyStateOperator, //!< Matlab code, dynamic model steady state declarations
- oMatlabDynamicModelSparseSteadyStateOperator, //!< Matlab code, dynamic block decomposed model steady state declarations
+ oMatlabDynamicSparseSteadyStateOperator, //!< Matlab code, dynamic block decomposed model, inside a steady state operator
+ oCDynamicSteadyStateOperator, //!< C code, dynamic model, inside a steady state operator
oMatlabDynamicModelSparseLocalTemporaryTerms //!< Matlab code, dynamic block decomposed model local temporary_terms
};
@@ -77,9 +78,9 @@ enum ExprNodeOutputType
|| (output_type) == oMatlabDynamicModelSparse \
|| (output_type) == oMatlabDynamicModelSparseLocalTemporaryTerms \
|| (output_type) == oMatlabDynamicSteadyStateOperator \
- || (output_type) == oMatlabDynamicModelSparseSteadyStateOperator)
+ || (output_type) == oMatlabDynamicSparseSteadyStateOperator)
-#define IS_C(output_type) ((output_type) == oCDynamicModel)
+#define IS_C(output_type) ((output_type) == oCDynamicModel || (output_type) == oCDynamicSteadyStateOperator)
#define IS_LATEX(output_type) ((output_type) == oLatexStaticModel \
|| (output_type) == oLatexDynamicModel \
diff --git a/tests/Makefile.am b/tests/Makefile.am
index b5bda79008..22487ba193 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -14,6 +14,10 @@ OCTAVE_MODS = \
ramst_normcdf.mod \
example1_varexo_det.mod \
predetermined_variables.mod \
+ steady_state_operator/standard.mod \
+ steady_state_operator/use_dll.mod \
+ steady_state_operator/block.mod \
+ steady_state_operator/bytecode_test.mod \
block_bytecode/fs2000_simk.mod \
block_bytecode/fs2000_lu.mod \
block_bytecode/fs2000_bicgstab.mod \
diff --git a/tests/steady_state_operator/block.mod b/tests/steady_state_operator/block.mod
new file mode 100644
index 0000000000..6dad210cad
--- /dev/null
+++ b/tests/steady_state_operator/block.mod
@@ -0,0 +1,45 @@
+// Tests the steady_state operator, in static and dynamic M-files with block decomposition
+
+var c k w;
+varexo x;
+
+parameters alph gam delt bet aa c_steady_state;
+alph=0.5;
+gam=0.5;
+delt=0.02;
+bet=0.05;
+aa=0.5;
+
+model(block);
+c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
+c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
+w = steady_state(k);
+end;
+
+initval;
+x = 1;
+k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
+c = aa*k^alph-delt*k;
+w = 0;
+end;
+
+steady;
+
+//check;
+
+shocks;
+var x;
+periods 1;
+values 1.2;
+end;
+
+simul(periods=20, stack_solve_algo=1);
+
+if(abs(oo_.steady_state(2) - oo_.steady_state(3)) > 1e-10)
+ error('Test failed in static M-file for steady_state')
+end
+
+if(abs(oo_.steady_state(2) - oo_.endo_simul(3,2)) > 1e-10)
+ error('Test failed in dynamic M-file for steady_state')
+end
+
diff --git a/tests/steady_state_operator/bytecode_test.mod b/tests/steady_state_operator/bytecode_test.mod
new file mode 100644
index 0000000000..b8be426cab
--- /dev/null
+++ b/tests/steady_state_operator/bytecode_test.mod
@@ -0,0 +1,45 @@
+// Tests the steady_state operator, with the bytecode
+
+var c k w;
+varexo x;
+
+parameters alph gam delt bet aa c_steady_state;
+alph=0.5;
+gam=0.5;
+delt=0.02;
+bet=0.05;
+aa=0.5;
+
+model(block, bytecode);
+c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
+c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
+w = steady_state(k);
+end;
+
+initval;
+x = 1;
+k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
+c = aa*k^alph-delt*k;
+w = 0;
+end;
+
+steady(solve_algo=5);
+
+//check;
+
+shocks;
+var x;
+periods 1;
+values 1.2;
+end;
+
+simul(periods=20, stack_solve_algo=5);
+
+if(abs(oo_.steady_state(2) - oo_.steady_state(3)) > 1e-10)
+ error('Test failed in static M-file for steady_state')
+end
+
+if(abs(oo_.steady_state(2) - oo_.endo_simul(3,2)) > 1e-10)
+ error('Test failed in dynamic M-file for steady_state')
+end
+
diff --git a/tests/steady_state_operator/standard.mod b/tests/steady_state_operator/standard.mod
new file mode 100644
index 0000000000..a09fa1492b
--- /dev/null
+++ b/tests/steady_state_operator/standard.mod
@@ -0,0 +1,45 @@
+// Tests the steady_state operator, in static and dynamic M-files
+
+var c k w;
+varexo x;
+
+parameters alph gam delt bet aa c_steady_state;
+alph=0.5;
+gam=0.5;
+delt=0.02;
+bet=0.05;
+aa=0.5;
+
+model;
+c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
+c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
+w = steady_state(k);
+end;
+
+initval;
+x = 1;
+k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
+c = aa*k^alph-delt*k;
+w = 0;
+end;
+
+steady;
+
+check;
+
+shocks;
+var x;
+periods 1;
+values 1.2;
+end;
+
+simul(periods=20);
+
+if(abs(oo_.steady_state(2) - oo_.steady_state(3)) > 1e-10)
+ error('Test failed in static M-file for steady_state')
+end
+
+if(abs(oo_.steady_state(2) - oo_.endo_simul(3,2)) > 1e-10)
+ error('Test failed in dynamic M-file for steady_state')
+end
+
diff --git a/tests/steady_state_operator/use_dll.mod b/tests/steady_state_operator/use_dll.mod
new file mode 100644
index 0000000000..ee0ea358fb
--- /dev/null
+++ b/tests/steady_state_operator/use_dll.mod
@@ -0,0 +1,45 @@
+// Tests the steady_state operator, in static M-file and dynamic C-file
+
+var c k w;
+varexo x;
+
+parameters alph gam delt bet aa c_steady_state;
+alph=0.5;
+gam=0.5;
+delt=0.02;
+bet=0.05;
+aa=0.5;
+
+model(use_dll);
+c + k - aa*x*k(-1)^alph - (1-delt)*k(-1);
+c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam);
+w = steady_state(k);
+end;
+
+initval;
+x = 1;
+k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
+c = aa*k^alph-delt*k;
+w = 0;
+end;
+
+steady;
+
+check;
+
+shocks;
+var x;
+periods 1;
+values 1.2;
+end;
+
+simul(periods=20);
+
+if(abs(oo_.steady_state(2) - oo_.steady_state(3)) > 1e-10)
+ error('Test failed in static M-file for steady_state')
+end
+
+if(abs(oo_.steady_state(2) - oo_.endo_simul(3,2)) > 1e-10)
+ error('Test failed in dynamic M-file for steady_state')
+end
+
--
GitLab