diff --git a/preprocessor/DynamicModel.cc b/preprocessor/DynamicModel.cc
index fc5164ef3b002888abef119da871a1d9572afa2d..08dd2bc4572f89d5a8e5aa4f2793b1f0e9b96c59 100644
--- a/preprocessor/DynamicModel.cc
+++ b/preprocessor/DynamicModel.cc
@@ -4016,81 +4016,20 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
&& !hessian_params_derivatives.size())
return;
- string filename = julia ? basename + "DynamicParamsDerivs.jl" : basename + "_params_derivs.m";
- ofstream paramsDerivsFile;
- paramsDerivsFile.open(filename.c_str(), ios::out | ios::binary);
- if (!paramsDerivsFile.is_open())
- {
- cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
- exit(EXIT_FAILURE);
- }
-
ExprNodeOutputType output_type = (julia ? oJuliaDynamicModel : oMatlabDynamicModel);
-
- if (!julia)
- paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_params_derivs(y, x, params, steady_state, it_, ss_param_deriv, ss_param_2nd_deriv)" << endl
- << "%" << endl
- << "% Compute the derivatives of the dynamic model with respect to the parameters" << endl
- << "% Inputs :" << endl
- << "% y [#dynamic variables by 1] double vector of endogenous variables in the order stored" << endl
- << "% in M_.lead_lag_incidence; see the Manual" << endl
- << "% x [nperiods by M_.exo_nbr] double matrix of exogenous variables (in declaration order)" << endl
- << "% for all simulation periods" << endl
- << "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
- << "% steady_state [M_.endo_nbr by 1] double vector of steady state values" << endl
- << "% it_ scalar double time period for exogenous variables for which to evaluate the model" << endl
- << "% ss_param_deriv [M_.eq_nbr by #params] Jacobian matrix of the steady states values with respect to the parameters" << endl
- << "% ss_param_2nd_deriv [M_.eq_nbr by #params by #params] Hessian matrix of the steady states values with respect to the parameters" << endl
- << "%" << endl
- << "% Outputs:" << endl
- << "% rp [M_.eq_nbr by #params] double Jacobian matrix of dynamic model equations with respect to parameters " << endl
- << "% Dynare may prepend or append auxiliary equations, see M_.aux_vars" << endl
- << "% gp [M_.endo_nbr by #dynamic variables by #params] double Derivative of the Jacobian matrix of the dynamic model equations with respect to the parameters" << endl
- << "% rows: equations in order of declaration" << endl
- << "% columns: variables in order stored in M_.lead_lag_incidence" << endl
- << "% rpp [#second_order_residual_terms by 4] double Hessian matrix of second derivatives of residuals with respect to parameters;" << endl
- << "% rows: respective derivative term" << endl
- << "% 1st column: equation number of the term appearing" << endl
- << "% 2nd column: number of the first parameter in derivative" << endl
- << "% 3rd column: number of the second parameter in derivative" << endl
- << "% 4th column: value of the Hessian term" << endl
- << "% gpp [#second_order_Jacobian_terms by 5] double Hessian matrix of second derivatives of the Jacobian with respect to the parameters;" << endl
- << "% rows: respective derivative term" << endl
- << "% 1st column: equation number of the term appearing" << endl
- << "% 2nd column: column number of variable in Jacobian of the dynamic model" << endl
- << "% 3rd column: number of the first parameter in derivative" << endl
- << "% 4th column: number of the second parameter in derivative" << endl
- << "% 5th column: value of the Hessian term" << endl
- << "% hp [#first_order_Hessian_terms by 5] double Jacobian matrix of derivatives of the dynamic Hessian with respect to the parameters;" << endl
- << "% rows: respective derivative term" << endl
- << "% 1st column: equation number of the term appearing" << endl
- << "% 2nd column: column number of first variable in Hessian of the dynamic model" << endl
- << "% 3rd column: column number of second variable in Hessian of the dynamic model" << endl
- << "% 4th column: number of the parameter in derivative" << endl
- << "% 5th column: value of the Hessian term" << endl
- << "%" << endl
- << "%" << endl
- << "% Warning : this file is generated automatically by Dynare" << endl
- << "% from model file (.mod)" << endl << endl;
- else
- paramsDerivsFile << "module " << basename << "DynamicParamsDerivs" << endl
- << "#" << endl
- << "# NB: this file was automatically generated by Dynare" << endl
- << "# from " << basename << ".mod" << endl
- << "#" << endl
- << "export params_derivs" << endl << endl
- << "function params_derivs(y, x, paramssteady_state, it_, "
- << "ss_param_deriv, ss_param_2nd_deriv)" << endl;
+ ostringstream model_local_vars_output; // Used for storing model local vars
+ ostringstream model_output; // Used for storing model temp vars and equations
+ ostringstream jacobian_output; // Used for storing jacobian equations
+ ostringstream hessian_output; // Used for storing Hessian equations
+ ostringstream hessian1_output; // Used for storing Hessian equations
+ ostringstream third_derivs_output; // Used for storing third order derivatives equations
+ ostringstream third_derivs1_output; // Used for storing third order derivatives equations
deriv_node_temp_terms_t tef_terms;
- writeModelLocalVariables(paramsDerivsFile, output_type, tef_terms);
+ writeModelLocalVariables(model_local_vars_output, output_type, tef_terms);
temporary_terms_t temp_terms_empty;
- writeTemporaryTerms(params_derivs_temporary_terms, temp_terms_empty, paramsDerivsFile, output_type, tef_terms);
-
- // Write parameter derivative
- paramsDerivsFile << "rp = zeros(" << equation_number() << ", "
- << symbol_table.param_nbr() << ");" << endl;
+ writeTemporaryTerms(params_derivs_temporary_terms, temp_terms_empty, model_output, output_type, tef_terms);
for (first_derivatives_t::const_iterator it = residuals_params_derivatives.begin();
it != residuals_params_derivatives.end(); it++)
@@ -4101,16 +4040,12 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
- paramsDerivsFile << "rp" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq+1 << ", " << param_col
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
- d1->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
- paramsDerivsFile << ";" << endl;
+ jacobian_output << "rp" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq+1 << ", " << param_col
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
+ d1->writeOutput(jacobian_output, output_type, params_derivs_temporary_terms, tef_terms);
+ jacobian_output << ";" << endl;
}
- // Write jacobian derivatives
- paramsDerivsFile << "gp = zeros(" << equation_number() << ", " << dynJacobianColsNbr << ", "
- << symbol_table.param_nbr() << ");" << endl;
-
for (second_derivatives_t::const_iterator it = jacobian_params_derivatives.begin();
it != jacobian_params_derivatives.end(); it++)
{
@@ -4122,20 +4057,12 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
int var_col = getDynJacobianCol(var) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
- paramsDerivsFile << "gp" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq+1 << ", " << var_col
- << ", " << param_col << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
- d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
- paramsDerivsFile << ";" << endl;
+ hessian_output << "gp" << LEFT_ARRAY_SUBSCRIPT(output_type) << eq+1 << ", " << var_col
+ << ", " << param_col << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
+ d2->writeOutput(hessian_output, output_type, params_derivs_temporary_terms, tef_terms);
+ hessian_output << ";" << endl;
}
- if (!julia)
- // If nargout >= 3...
- paramsDerivsFile << "if nargout >= 3" << endl;
-
- // Write parameter second derivatives (only if nargout >= 3)
- paramsDerivsFile << "rpp = zeros(" << residuals_params_second_derivatives.size()
- << ",4);" << endl;
-
int i = 1;
for (second_derivatives_t::const_iterator it = residuals_params_second_derivatives.begin();
it != residuals_params_second_derivatives.end(); ++it, i++)
@@ -4148,22 +4075,18 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
- paramsDerivsFile << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
- << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
- << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
- << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
- d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
- paramsDerivsFile << ";" << endl;
+ hessian1_output << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
+ << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
+ << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
+ << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
+ d2->writeOutput(hessian1_output, output_type, params_derivs_temporary_terms, tef_terms);
+ hessian1_output << ";" << endl;
}
- // Write jacobian second derivatives (only if nargout >= 3)
- paramsDerivsFile << "gpp = zeros(" << jacobian_params_second_derivatives.size()
- << ",5);" << endl;
-
i = 1;
for (third_derivatives_t::const_iterator it = jacobian_params_second_derivatives.begin();
it != jacobian_params_second_derivatives.end(); ++it, i++)
@@ -4178,28 +4101,20 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
- paramsDerivsFile << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
- << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var_col << ";" << endl
- << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
- << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
- << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
- d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
- paramsDerivsFile << ";" << endl;
+ third_derivs_output << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var_col << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
+ d2->writeOutput(third_derivs_output, output_type, params_derivs_temporary_terms, tef_terms);
+ third_derivs_output << ";" << endl;
}
- if (!julia)
- // If nargout >= 5...
- paramsDerivsFile << "end" << endl
- << "if nargout >= 5" << endl;
-
- // Write hessian derivatives (only if nargout >= 5)
- paramsDerivsFile << "hp = zeros(" << hessian_params_derivatives.size() << ",5);" << endl;
-
i = 1;
for (third_derivatives_t::const_iterator it = hessian_params_derivatives.begin();
it != hessian_params_derivatives.end(); ++it, i++)
@@ -4214,24 +4129,130 @@ DynamicModel::writeParamsDerivativesFile(const string &basename, bool julia) con
int var2_col = getDynJacobianCol(var2) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
- paramsDerivsFile << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
- << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var1_col << ";" << endl
- << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var2_col << ";" << endl
- << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param_col << ";" << endl
- << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
- d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
- paramsDerivsFile << ";" << endl;
+ third_derivs1_output << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
+ << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var1_col << ";" << endl
+ << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var2_col << ";" << endl
+ << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param_col << ";" << endl
+ << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
+ d2->writeOutput(third_derivs1_output, output_type, params_derivs_temporary_terms, tef_terms);
+ third_derivs1_output << ";" << endl;
}
- if (julia)
- paramsDerivsFile << "(rp, gp, rpp, gpp, hp)" << endl;
- paramsDerivsFile << "end" << endl
- << "end" << endl;
+ string filename = julia ? basename + "DynamicParamsDerivs.jl" : basename + "_params_derivs.m";
+ ofstream paramsDerivsFile;
+ paramsDerivsFile.open(filename.c_str(), ios::out | ios::binary);
+ if (!paramsDerivsFile.is_open())
+ {
+ cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ if (!julia)
+ {
+ // Check that we don't have more than 32 nested parenthesis because Matlab does not suppor this. See Issue #1201
+ map<string, string> tmp_paren_vars;
+ bool message_printed = false;
+ fixNestedParenthesis(model_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(model_local_vars_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(jacobian_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(hessian_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(hessian1_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(third_derivs_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(third_derivs1_output, tmp_paren_vars, message_printed);
+ paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_params_derivs(y, x, params, steady_state, it_, ss_param_deriv, ss_param_2nd_deriv)" << endl
+ << "%" << endl
+ << "% Compute the derivatives of the dynamic model with respect to the parameters" << endl
+ << "% Inputs :" << endl
+ << "% y [#dynamic variables by 1] double vector of endogenous variables in the order stored" << endl
+ << "% in M_.lead_lag_incidence; see the Manual" << endl
+ << "% x [nperiods by M_.exo_nbr] double matrix of exogenous variables (in declaration order)" << endl
+ << "% for all simulation periods" << endl
+ << "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
+ << "% steady_state [M_.endo_nbr by 1] double vector of steady state values" << endl
+ << "% it_ scalar double time period for exogenous variables for which to evaluate the model" << endl
+ << "% ss_param_deriv [M_.eq_nbr by #params] Jacobian matrix of the steady states values with respect to the parameters" << endl
+ << "% ss_param_2nd_deriv [M_.eq_nbr by #params by #params] Hessian matrix of the steady states values with respect to the parameters" << endl
+ << "%" << endl
+ << "% Outputs:" << endl
+ << "% rp [M_.eq_nbr by #params] double Jacobian matrix of dynamic model equations with respect to parameters " << endl
+ << "% Dynare may prepend or append auxiliary equations, see M_.aux_vars" << endl
+ << "% gp [M_.endo_nbr by #dynamic variables by #params] double Derivative of the Jacobian matrix of the dynamic model equations with respect to the parameters" << endl
+ << "% rows: equations in order of declaration" << endl
+ << "% columns: variables in order stored in M_.lead_lag_incidence" << endl
+ << "% rpp [#second_order_residual_terms by 4] double Hessian matrix of second derivatives of residuals with respect to parameters;" << endl
+ << "% rows: respective derivative term" << endl
+ << "% 1st column: equation number of the term appearing" << endl
+ << "% 2nd column: number of the first parameter in derivative" << endl
+ << "% 3rd column: number of the second parameter in derivative" << endl
+ << "% 4th column: value of the Hessian term" << endl
+ << "% gpp [#second_order_Jacobian_terms by 5] double Hessian matrix of second derivatives of the Jacobian with respect to the parameters;" << endl
+ << "% rows: respective derivative term" << endl
+ << "% 1st column: equation number of the term appearing" << endl
+ << "% 2nd column: column number of variable in Jacobian of the dynamic model" << endl
+ << "% 3rd column: number of the first parameter in derivative" << endl
+ << "% 4th column: number of the second parameter in derivative" << endl
+ << "% 5th column: value of the Hessian term" << endl
+ << "% hp [#first_order_Hessian_terms by 5] double Jacobian matrix of derivatives of the dynamic Hessian with respect to the parameters;" << endl
+ << "% rows: respective derivative term" << endl
+ << "% 1st column: equation number of the term appearing" << endl
+ << "% 2nd column: column number of first variable in Hessian of the dynamic model" << endl
+ << "% 3rd column: column number of second variable in Hessian of the dynamic model" << endl
+ << "% 4th column: number of the parameter in derivative" << endl
+ << "% 5th column: value of the Hessian term" << endl
+ << "%" << endl
+ << "%" << endl
+ << "% Warning : this file is generated automatically by Dynare" << endl
+ << "% from model file (.mod)" << endl << endl
+ << model_local_vars_output.str()
+ << model_output.str()
+ << "rp = zeros(" << equation_number() << ", "
+ << symbol_table.param_nbr() << ");" << endl
+ << jacobian_output.str()
+ << "gp = zeros(" << equation_number() << ", " << dynJacobianColsNbr << ", " << symbol_table.param_nbr() << ");" << endl
+ << hessian_output.str()
+ << "if nargout >= 3" << endl
+ << "rpp = zeros(" << residuals_params_second_derivatives.size() << ",4);" << endl
+ << hessian1_output.str()
+ << "gpp = zeros(" << jacobian_params_second_derivatives.size() << ",5);" << endl
+ << third_derivs_output.str()
+ << "end" << endl
+ << "if nargout >= 5" << endl
+ << "hp = zeros(" << hessian_params_derivatives.size() << ",5);" << endl
+ << third_derivs1_output.str()
+ << "end" << endl
+ << "end" << endl;
+ }
+ else
+ paramsDerivsFile << "module " << basename << "DynamicParamsDerivs" << endl
+ << "#" << endl
+ << "# NB: this file was automatically generated by Dynare" << endl
+ << "# from " << basename << ".mod" << endl
+ << "#" << endl
+ << "export params_derivs" << endl << endl
+ << "function params_derivs(y, x, paramssteady_state, it_, "
+ << "ss_param_deriv, ss_param_2nd_deriv)" << endl
+ << model_local_vars_output.str()
+ << model_output.str()
+ << "rp = zeros(" << equation_number() << ", "
+ << symbol_table.param_nbr() << ");" << endl
+ << jacobian_output.str()
+ << "gp = zeros(" << equation_number() << ", " << dynJacobianColsNbr << ", " << symbol_table.param_nbr() << ");" << endl
+ << hessian_output.str()
+ << "rpp = zeros(" << residuals_params_second_derivatives.size() << ",4);" << endl
+ << hessian1_output.str()
+ << "gpp = zeros(" << jacobian_params_second_derivatives.size() << ",5);" << endl
+ << third_derivs_output.str()
+ << "hp = zeros(" << hessian_params_derivatives.size() << ",5);" << endl
+ << third_derivs1_output.str()
+ << "(rp, gp, rpp, gpp, hp)" << endl
+ << "end" << endl
+ << "end" << endl;
+
paramsDerivsFile.close();
}
diff --git a/preprocessor/StaticModel.cc b/preprocessor/StaticModel.cc
index f02ef83cccc74a0a8f01baec4ac76b893b37e5cb..a7652f9b828e3ac22d47b64578e39d42f0974644 100644
--- a/preprocessor/StaticModel.cc
+++ b/preprocessor/StaticModel.cc
@@ -2181,68 +2181,21 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
&& !hessian_params_derivatives.size())
return;
- string filename = julia ? basename + "StaticParamsDerivs.jl" : basename + "_static_params_derivs.m";
- ofstream paramsDerivsFile;
- paramsDerivsFile.open(filename.c_str(), ios::out | ios::binary);
- if (!paramsDerivsFile.is_open())
- {
- cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
- exit(EXIT_FAILURE);
- }
-
ExprNodeOutputType output_type = (julia ? oJuliaStaticModel : oMatlabStaticModel);
- if (!julia)
- paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_static_params_derivs(y, x, params)" << endl
- << "%" << endl
- << "% Status : Computes derivatives of the static model with respect to the parameters" << endl
- << "%" << endl
- << "% Inputs : " << 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
- << "% Outputs:" << endl
- << "% rp [M_.eq_nbr by #params] double Jacobian matrix of static model equations with respect to parameters " << endl
- << "% Dynare may prepend or append auxiliary equations, see M_.aux_vars" << endl
- << "% gp [M_.endo_nbr by M_.endo_nbr by #params] double Derivative of the Jacobian matrix of the static model equations with respect to the parameters" << endl
- << "% rows: variables in declaration order" << endl
- << "% rows: equations in order of declaration" << endl
- << "% rpp [#second_order_residual_terms by 4] double Hessian matrix of second derivatives of residuals with respect to parameters;" << endl
- << "% rows: respective derivative term" << endl
- << "% 1st column: equation number of the term appearing" << endl
- << "% 2nd column: number of the first parameter in derivative" << endl
- << "% 3rd column: number of the second parameter in derivative" << endl
- << "% 4th column: value of the Hessian term" << endl
- << "% gpp [#second_order_Jacobian_terms by 5] double Hessian matrix of second derivatives of the Jacobian with respect to the parameters;" << endl
- << "% rows: respective derivative term" << endl
- << "% 1st column: equation number of the term appearing" << endl
- << "% 2nd column: column number of variable in Jacobian of the static model" << endl
- << "% 3rd column: number of the first parameter in derivative" << endl
- << "% 4th column: number of the second parameter in derivative" << endl
- << "% 5th column: value of the Hessian term" << endl
- << "%" << endl
- << "%" << endl
- << "% Warning : this file is generated automatically by Dynare" << endl
- << "% from model file (.mod)" << endl << endl;
- else
- paramsDerivsFile << "module " << basename << "StaticParamsDerivs" << endl
- << "#" << endl
- << "# NB: this file was automatically generated by Dynare" << endl
- << "# from " << basename << ".mod" << endl
- << "#" << endl
- << "export params_derivs" << endl << endl
- << "function params_derivs(y, x, params)" << endl;
+ ostringstream model_local_vars_output; // Used for storing model local vars
+ ostringstream model_output; // Used for storing model
+ ostringstream jacobian_output; // Used for storing jacobian equations
+ ostringstream hessian_output; // Used for storing Hessian equations
+ ostringstream hessian1_output; // Used for storing Hessian equations
+ ostringstream third_derivs_output; // Used for storing third order derivatives equations
+ ostringstream third_derivs1_output; // Used for storing third order derivatives equations
deriv_node_temp_terms_t tef_terms;
- writeModelLocalVariables(paramsDerivsFile, output_type, tef_terms);
+ writeModelLocalVariables(model_local_vars_output, output_type, tef_terms);
temporary_terms_t temp_terms_empty;
- writeTemporaryTerms(params_derivs_temporary_terms, temp_terms_empty, paramsDerivsFile, output_type, tef_terms);
-
- // Write parameter derivative
- paramsDerivsFile << "rp = zeros(" << equation_number() << ", "
- << symbol_table.param_nbr() << ");" << endl;
+ writeTemporaryTerms(params_derivs_temporary_terms, temp_terms_empty, model_output, output_type, tef_terms);
for (first_derivatives_t::const_iterator it = residuals_params_derivatives.begin();
it != residuals_params_derivatives.end(); it++)
@@ -2253,17 +2206,13 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
- paramsDerivsFile << "rp" << LEFT_ARRAY_SUBSCRIPT(output_type)
- << eq+1 << ", " << param_col
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
- d1->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
- paramsDerivsFile << ";" << endl;
+ jacobian_output << "rp" << LEFT_ARRAY_SUBSCRIPT(output_type)
+ << eq+1 << ", " << param_col
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
+ d1->writeOutput(jacobian_output, output_type, params_derivs_temporary_terms, tef_terms);
+ jacobian_output << ";" << endl;
}
- // Write jacobian derivatives
- paramsDerivsFile << "gp = zeros(" << equation_number() << ", " << symbol_table.endo_nbr() << ", "
- << symbol_table.param_nbr() << ");" << endl;
-
for (second_derivatives_t::const_iterator it = jacobian_params_derivatives.begin();
it != jacobian_params_derivatives.end(); it++)
{
@@ -2275,21 +2224,13 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
int var_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
- paramsDerivsFile << "gp" << LEFT_ARRAY_SUBSCRIPT(output_type)
- << eq+1 << ", " << var_col << ", " << param_col
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
- d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
- paramsDerivsFile << ";" << endl;
+ hessian_output << "gp" << LEFT_ARRAY_SUBSCRIPT(output_type)
+ << eq+1 << ", " << var_col << ", " << param_col
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << " = ";
+ d2->writeOutput(hessian_output, output_type, params_derivs_temporary_terms, tef_terms);
+ hessian_output << ";" << endl;
}
- if (!julia)
- // If nargout >= 3...
- paramsDerivsFile << "if nargout >= 3" << endl;
-
- // Write parameter second derivatives (only if nargout >= 3)
- paramsDerivsFile << "rpp = zeros(" << residuals_params_second_derivatives.size()
- << ",4);" << endl;
-
int i = 1;
for (second_derivatives_t::const_iterator it = residuals_params_second_derivatives.begin();
it != residuals_params_second_derivatives.end(); ++it, i++)
@@ -2302,22 +2243,18 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
- paramsDerivsFile << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
- << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
- << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
- << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
- d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
- paramsDerivsFile << ";" << endl;
+ hessian1_output << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
+ << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
+ << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
+ << "rpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
+ d2->writeOutput(hessian1_output, output_type, params_derivs_temporary_terms, tef_terms);
+ hessian1_output << ";" << endl;
}
- // Write jacobian second derivatives (only if nargout >= 3)
- paramsDerivsFile << "gpp = zeros(" << jacobian_params_second_derivatives.size()
- << ",5);" << endl;
-
i = 1;
for (third_derivatives_t::const_iterator it = jacobian_params_second_derivatives.begin();
it != jacobian_params_second_derivatives.end(); ++it, i++)
@@ -2332,28 +2269,20 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
- paramsDerivsFile << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
- << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var_col << ";" << endl
- << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
- << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
- << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
- d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
- paramsDerivsFile << ";" << endl;
+ third_derivs_output << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var_col << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param1_col << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param2_col << ";" << endl
+ << "gpp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
+ d2->writeOutput(third_derivs_output, output_type, params_derivs_temporary_terms, tef_terms);
+ third_derivs_output << ";" << endl;
}
- if (!julia)
- // If nargout >= 5...
- paramsDerivsFile << "end" << endl
- << "if nargout >= 5" << endl;
-
- // Write hessian derivatives (only if nargout >= 5)
- paramsDerivsFile << "hp = zeros(" << hessian_params_derivatives.size() << ",5);" << endl;
-
i = 1;
for (third_derivatives_t::const_iterator it = hessian_params_derivatives.begin();
it != hessian_params_derivatives.end(); ++it, i++)
@@ -2368,23 +2297,120 @@ StaticModel::writeParamsDerivativesFile(const string &basename, bool julia) cons
int var2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var2)) + 1;
int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
- paramsDerivsFile << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
- << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var1_col << ";" << endl
- << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var2_col << ";" << endl
- << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param_col << ";" << endl
- << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
- << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
- d2->writeOutput(paramsDerivsFile, output_type, params_derivs_temporary_terms, tef_terms);
- paramsDerivsFile << ";" << endl;
+ third_derivs1_output << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",1"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << eq+1 << ";" << endl
+ << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",2"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var1_col << ";" << endl
+ << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",3"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << var2_col << ";" << endl
+ << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",4"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=" << param_col << ";" << endl
+ << "hp" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << ",5"
+ << RIGHT_ARRAY_SUBSCRIPT(output_type) << "=";
+ d2->writeOutput(third_derivs1_output, output_type, params_derivs_temporary_terms, tef_terms);
+ third_derivs1_output << ";" << endl;
}
- if (julia)
- paramsDerivsFile << "(rp, gp, rpp, gpp, hp)" << endl;
- paramsDerivsFile << "end" << endl
- << "end" << endl;
+
+ ofstream paramsDerivsFile;
+ string filename = julia ? basename + "StaticParamsDerivs.jl" : basename + "_static_params_derivs.m";
+ paramsDerivsFile.open(filename.c_str(), ios::out | ios::binary);
+ if (!paramsDerivsFile.is_open())
+ {
+ cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ if (!julia)
+ {
+ // Check that we don't have more than 32 nested parenthesis because Matlab does not suppor this. See Issue #1201
+ map<string, string> tmp_paren_vars;
+ bool message_printed = false;
+ fixNestedParenthesis(model_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(model_local_vars_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(jacobian_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(hessian_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(hessian1_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(third_derivs_output, tmp_paren_vars, message_printed);
+ fixNestedParenthesis(third_derivs1_output, tmp_paren_vars, message_printed);
+
+ paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_static_params_derivs(y, x, params)" << endl
+ << "%" << endl
+ << "% Status : Computes derivatives of the static model with respect to the parameters" << endl
+ << "%" << endl
+ << "% Inputs : " << 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
+ << "% Outputs:" << endl
+ << "% rp [M_.eq_nbr by #params] double Jacobian matrix of static model equations with respect to parameters " << endl
+ << "% Dynare may prepend or append auxiliary equations, see M_.aux_vars" << endl
+ << "% gp [M_.endo_nbr by M_.endo_nbr by #params] double Derivative of the Jacobian matrix of the static model equations with respect to the parameters" << endl
+ << "% rows: variables in declaration order" << endl
+ << "% rows: equations in order of declaration" << endl
+ << "% rpp [#second_order_residual_terms by 4] double Hessian matrix of second derivatives of residuals with respect to parameters;" << endl
+ << "% rows: respective derivative term" << endl
+ << "% 1st column: equation number of the term appearing" << endl
+ << "% 2nd column: number of the first parameter in derivative" << endl
+ << "% 3rd column: number of the second parameter in derivative" << endl
+ << "% 4th column: value of the Hessian term" << endl
+ << "% gpp [#second_order_Jacobian_terms by 5] double Hessian matrix of second derivatives of the Jacobian with respect to the parameters;" << endl
+ << "% rows: respective derivative term" << endl
+ << "% 1st column: equation number of the term appearing" << endl
+ << "% 2nd column: column number of variable in Jacobian of the static model" << endl
+ << "% 3rd column: number of the first parameter in derivative" << endl
+ << "% 4th column: number of the second parameter in derivative" << endl
+ << "% 5th column: value of the Hessian term" << endl
+ << "%" << endl
+ << "%" << endl
+ << "% Warning : this file is generated automatically by Dynare" << endl
+ << "% from model file (.mod)" << endl << endl
+ << model_local_vars_output.str()
+ << model_output.str()
+ << "rp = zeros(" << equation_number() << ", "
+ << symbol_table.param_nbr() << ");" << endl
+ << jacobian_output.str()
+ << "gp = zeros(" << equation_number() << ", " << symbol_table.endo_nbr() << ", "
+ << symbol_table.param_nbr() << ");" << endl
+ << hessian_output.str()
+ << "if nargout >= 3" << endl
+ << "rpp = zeros(" << residuals_params_second_derivatives.size() << ",4);" << endl
+ << hessian1_output.str()
+ << "gpp = zeros(" << jacobian_params_second_derivatives.size() << ",5);" << endl
+ << third_derivs_output.str()
+ << "end" << endl
+ << "if nargout >= 5" << endl
+ << "hp = zeros(" << hessian_params_derivatives.size() << ",5);" << endl
+ << third_derivs1_output.str()
+ << "end" << endl
+ << "end" << endl;
+ }
+ else
+ paramsDerivsFile << "module " << basename << "StaticParamsDerivs" << endl
+ << "#" << endl
+ << "# NB: this file was automatically generated by Dynare" << endl
+ << "# from " << basename << ".mod" << endl
+ << "#" << endl
+ << "export params_derivs" << endl << endl
+ << "function params_derivs(y, x, params)" << endl
+ << model_local_vars_output.str()
+ << model_output.str()
+ << "rp = zeros(" << equation_number() << ", "
+ << symbol_table.param_nbr() << ");" << endl
+ << jacobian_output.str()
+ << "gp = zeros(" << equation_number() << ", " << symbol_table.endo_nbr() << ", "
+ << symbol_table.param_nbr() << ");" << endl
+ << hessian_output.str()
+ << "rpp = zeros(" << residuals_params_second_derivatives.size() << ",4);" << endl
+ << hessian1_output.str()
+ << "gpp = zeros(" << jacobian_params_second_derivatives.size() << ",5);" << endl
+ << third_derivs_output.str()
+ << "hp = zeros(" << hessian_params_derivatives.size() << ",5);" << endl
+ << third_derivs1_output.str()
+ << "(rp, gp, rpp, gpp, hp)" << endl
+ << "end" << endl
+ << "end" << endl;
+
paramsDerivsFile.close();
}