diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc
index f01bec395af672704d4c2007d5072757b6c22906..0c0e6578b9db2b3d53d1a97d0e1ec9f0d38140c5 100644
--- a/preprocessor/ComputingTasks.cc
+++ b/preprocessor/ComputingTasks.cc
@@ -905,7 +905,7 @@ PlannerObjectiveStatement::getPlannerObjective() const
void
PlannerObjectiveStatement::computingPass()
{
- model_tree->computingPass(eval_context_t(), false, true, false, false);
+ model_tree->computingPass(eval_context_t(), false, true, false, false, false);
}
void
diff --git a/preprocessor/DynamicModel.cc b/preprocessor/DynamicModel.cc
index a753abc9b32ca352e9b20bde22d276154f993684..fffe1d633c29d844292857ad2b50c664c82e35af 100644
--- a/preprocessor/DynamicModel.cc
+++ b/preprocessor/DynamicModel.cc
@@ -2986,7 +2986,7 @@ DynamicModel::computingPass(bool jacobianExo, bool hessian, bool thirdDerivative
if (paramsDerivatives)
{
- cout << " - order 2 (derivatives of Jacobian w.r. to parameters)" << endl;
+ cout << " - derivatives of Jacobian/Hessian w.r. to parameters" << endl;
computeParamsDerivatives();
if (!no_tmp_terms)
@@ -3715,108 +3715,6 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context
}
}
-void
-DynamicModel::computeParamsDerivatives()
-{
- for (deriv_id_table_t::const_iterator it = deriv_id_table.begin();
- it != deriv_id_table.end(); it++)
- {
- if (symbol_table.getType(it->first.first) != eParameter)
- continue;
-
- int param = it->second;
-
- for (int eq = 0; eq < (int) equations.size(); eq++)
- {
- expr_t d1 = equations[eq]->getDerivative(param);
- if (d1 == Zero)
- continue;
- residuals_params_derivatives[make_pair(eq, param)] = d1;
- }
-
- for (first_derivatives_t::const_iterator it2 = residuals_params_derivatives.begin();
- it2 != residuals_params_derivatives.end(); it2++)
- {
- int eq = it2->first.first;
- int param1 = it2->first.second;
- expr_t d1 = it2->second;
-
- expr_t d2 = d1->getDerivative(param);
- if (d2 == Zero)
- continue;
- residuals_params_second_derivatives[make_pair(eq, make_pair(param1, param))] = d2;
- }
-
- for (first_derivatives_t::const_iterator it2 = first_derivatives.begin();
- it2 != first_derivatives.end(); it2++)
- {
- int eq = it2->first.first;
- int var = it2->first.second;
- expr_t d1 = it2->second;
-
- expr_t d2 = d1->getDerivative(param);
- if (d2 == Zero)
- continue;
- jacobian_params_derivatives[make_pair(eq, make_pair(var, param))] = d2;
- }
-
- for (second_derivatives_t::const_iterator it2 = jacobian_params_derivatives.begin();
- it2 != jacobian_params_derivatives.end(); it2++)
- {
- int eq = it2->first.first;
- int var = it2->first.second.first;
- int param1 = it2->first.second.second;
- expr_t d1 = it2->second;
-
- expr_t d2 = d1->getDerivative(param);
- if (d2 == Zero)
- continue;
- jacobian_params_second_derivatives[make_pair(eq, make_pair(var, make_pair(param1, param)))] = d2;
- }
-
- for (second_derivatives_t::const_iterator it2 = second_derivatives.begin();
- it2 != second_derivatives.end(); it2++)
- {
- int eq = it2->first.first;
- int var1 = it2->first.second.first;
- int var2 = it2->first.second.second;
- expr_t d1 = it2->second;
-
- expr_t d2 = d1->getDerivative(param);
- if (d2 == Zero)
- continue;
- hessian_params_derivatives[make_pair(eq, make_pair(var1, make_pair(var2, param)))] = d2;
- }
- }
-}
-
-void
-DynamicModel::computeParamsDerivativesTemporaryTerms()
-{
- map<expr_t, int> reference_count;
- params_derivs_temporary_terms.clear();
-
- for (first_derivatives_t::iterator it = residuals_params_derivatives.begin();
- it != residuals_params_derivatives.end(); it++)
- it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
-
- for (second_derivatives_t::iterator it = jacobian_params_derivatives.begin();
- it != jacobian_params_derivatives.end(); it++)
- it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
-
- for (second_derivatives_t::const_iterator it = residuals_params_second_derivatives.begin();
- it != residuals_params_second_derivatives.end(); ++it)
- it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
-
- for (third_derivatives_t::const_iterator it = jacobian_params_second_derivatives.begin();
- it != jacobian_params_second_derivatives.end(); ++it)
- it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
-
- for (third_derivatives_t::const_iterator it = hessian_params_derivatives.begin();
- it != hessian_params_derivatives.end(); ++it)
- it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
-}
-
void
DynamicModel::writeParamsDerivativesFile(const string &basename) const
{
diff --git a/preprocessor/DynamicModel.hh b/preprocessor/DynamicModel.hh
index 6f416f93a096f1a0fbdad71a65ee2c7489cb0d26..8bfde5079711654942ad62963413381f6baa8d75 100644
--- a/preprocessor/DynamicModel.hh
+++ b/preprocessor/DynamicModel.hh
@@ -57,45 +57,6 @@ private:
//! Number of columns of dynamic jacobian
/*! Set by computeDerivID()s and computeDynJacobianCols() */
int dynJacobianColsNbr;
-
- //! Derivatives of the residuals w.r. to parameters
- /*! First index is equation number, second is parameter.
- Only non-null derivatives are stored in the map.
- Parameter indices are those of the getDerivID() method.
- */
- first_derivatives_t residuals_params_derivatives;
-
- //! Second derivatives of the residuals w.r. to parameters
- /*! First index is equation number, second and third indeces are parameters.
- Only non-null derivatives are stored in the map.
- Parameter indices are those of the getDerivID() method.
- */
- second_derivatives_t residuals_params_second_derivatives;
-
- //! Derivatives of the jacobian w.r. to parameters
- /*! First index is equation number, second is endo/exo/exo_det variable, and third is parameter.
- Only non-null derivatives are stored in the map.
- Variable and parameter indices are those of the getDerivID() method.
- */
- second_derivatives_t jacobian_params_derivatives;
-
- //! Second derivatives of the jacobian w.r. to parameters
- /*! First index is equation number, second is endo/exo/exo_det variable, and third and fourth are parameters.
- Only non-null derivatives are stored in the map.
- Variable and parameter indices are those of the getDerivID() method.
- */
- third_derivatives_t jacobian_params_second_derivatives;
-
- //! Derivatives of the hessian w.r. to parameters
- /*! First index is equation number, first and second are endo/exo/exo_det variable, and third is parameter.
- Only non-null derivatives are stored in the map.
- Variable and parameter indices are those of the getDerivID() method.
- */
- third_derivatives_t hessian_params_derivatives;
-
- //! Temporary terms for the file containing parameters derivatives
- temporary_terms_t params_derivs_temporary_terms;
-
//! Temporary terms for block decomposed models
vector< vector<temporary_terms_t> > v_temporary_terms;
@@ -155,12 +116,8 @@ private:
virtual int getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException);
//! Compute the column indices of the dynamic Jacobian
void computeDynJacobianCols(bool jacobianExo);
- //! Computes derivatives of the Jacobian w.r. to parameters
- void computeParamsDerivatives();
//! Computes derivatives of the Jacobian w.r. to trend vars and tests that they are equal to zero
void testTrendDerivativesEqualToZero(const eval_context_t &eval_context);
- //! Computes temporary terms for the file containing parameters derivatives
- void computeParamsDerivativesTemporaryTerms();
//! Collect only the first derivatives
map<pair<int, pair<int, int> >, expr_t> collect_first_order_derivatives_endogenous();
diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc
index bd85f7660497bddeceb52dd4e74492be5ee5557e..32fb91dccf5fe0a9bf246af38fbdfdb54b6312b0 100644
--- a/preprocessor/ModFile.cc
+++ b/preprocessor/ModFile.cc
@@ -380,8 +380,10 @@ ModFile::computingPass(bool no_tmp_terms)
const bool static_hessian = mod_file_struct.identification_present
|| mod_file_struct.estimation_analytic_derivation;
+ const bool paramsDerivatives = mod_file_struct.identification_present
+ || mod_file_struct.estimation_analytic_derivation;
static_model.computingPass(global_eval_context, no_tmp_terms, static_hessian,
- block, byte_code);
+ paramsDerivatives, block, byte_code);
}
// Set things to compute for dynamic model
if (mod_file_struct.simul_present || mod_file_struct.check_present
@@ -640,7 +642,10 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, b
if (dynamic_model.equation_number() > 0)
{
if (!no_static)
- static_model.writeStaticFile(basename, block, byte_code, use_dll);
+ {
+ static_model.writeStaticFile(basename, block, byte_code, use_dll);
+ static_model.writeParamsDerivativesFile(basename);
+ }
dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
dynamic_model.writeParamsDerivativesFile(basename);
diff --git a/preprocessor/ModelTree.cc b/preprocessor/ModelTree.cc
index 6ada1a471221488bdaa821d21f75727483846c77..fb4de128d73b7cc17636c0c8ab993e9617b0edfb 100644
--- a/preprocessor/ModelTree.cc
+++ b/preprocessor/ModelTree.cc
@@ -1460,3 +1460,105 @@ ModelTree::sparseHelper(int order, ostream &output, int row_nb, int col_nb, Expr
output << row_nb + col_nb * NNZDerivatives[order-1];
output << RIGHT_ARRAY_SUBSCRIPT(output_type);
}
+
+void
+ModelTree::computeParamsDerivatives()
+{
+ set<int> deriv_id_set;
+ addAllParamDerivId(deriv_id_set);
+
+ for (set<int>::const_iterator it = deriv_id_set.begin();
+ it != deriv_id_set.end(); it++)
+ {
+ const int param = *it;
+
+ for (int eq = 0; eq < (int) equations.size(); eq++)
+ {
+ expr_t d1 = equations[eq]->getDerivative(param);
+ if (d1 == Zero)
+ continue;
+ residuals_params_derivatives[make_pair(eq, param)] = d1;
+ }
+
+ for (first_derivatives_t::const_iterator it2 = residuals_params_derivatives.begin();
+ it2 != residuals_params_derivatives.end(); it2++)
+ {
+ int eq = it2->first.first;
+ int param1 = it2->first.second;
+ expr_t d1 = it2->second;
+
+ expr_t d2 = d1->getDerivative(param);
+ if (d2 == Zero)
+ continue;
+ residuals_params_second_derivatives[make_pair(eq, make_pair(param1, param))] = d2;
+ }
+
+ for (first_derivatives_t::const_iterator it2 = first_derivatives.begin();
+ it2 != first_derivatives.end(); it2++)
+ {
+ int eq = it2->first.first;
+ int var = it2->first.second;
+ expr_t d1 = it2->second;
+
+ expr_t d2 = d1->getDerivative(param);
+ if (d2 == Zero)
+ continue;
+ jacobian_params_derivatives[make_pair(eq, make_pair(var, param))] = d2;
+ }
+
+ for (second_derivatives_t::const_iterator it2 = jacobian_params_derivatives.begin();
+ it2 != jacobian_params_derivatives.end(); it2++)
+ {
+ int eq = it2->first.first;
+ int var = it2->first.second.first;
+ int param1 = it2->first.second.second;
+ expr_t d1 = it2->second;
+
+ expr_t d2 = d1->getDerivative(param);
+ if (d2 == Zero)
+ continue;
+ jacobian_params_second_derivatives[make_pair(eq, make_pair(var, make_pair(param1, param)))] = d2;
+ }
+
+ for (second_derivatives_t::const_iterator it2 = second_derivatives.begin();
+ it2 != second_derivatives.end(); it2++)
+ {
+ int eq = it2->first.first;
+ int var1 = it2->first.second.first;
+ int var2 = it2->first.second.second;
+ expr_t d1 = it2->second;
+
+ expr_t d2 = d1->getDerivative(param);
+ if (d2 == Zero)
+ continue;
+ hessian_params_derivatives[make_pair(eq, make_pair(var1, make_pair(var2, param)))] = d2;
+ }
+ }
+}
+
+void
+ModelTree::computeParamsDerivativesTemporaryTerms()
+{
+ map<expr_t, int> reference_count;
+ params_derivs_temporary_terms.clear();
+
+ for (first_derivatives_t::iterator it = residuals_params_derivatives.begin();
+ it != residuals_params_derivatives.end(); it++)
+ it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
+
+ for (second_derivatives_t::iterator it = jacobian_params_derivatives.begin();
+ it != jacobian_params_derivatives.end(); it++)
+ it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
+
+ for (second_derivatives_t::const_iterator it = residuals_params_second_derivatives.begin();
+ it != residuals_params_second_derivatives.end(); ++it)
+ it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
+
+ for (third_derivatives_t::const_iterator it = jacobian_params_second_derivatives.begin();
+ it != jacobian_params_second_derivatives.end(); ++it)
+ it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
+
+ for (third_derivatives_t::const_iterator it = hessian_params_derivatives.begin();
+ it != hessian_params_derivatives.end(); ++it)
+ it->second->computeTemporaryTerms(reference_count, params_derivs_temporary_terms, true);
+}
diff --git a/preprocessor/ModelTree.hh b/preprocessor/ModelTree.hh
index 37413ae6bb3713ef350ee12a4605f8c60ff42e15..079c5564edc654757d0e6bd7601cfe1ff358a517 100644
--- a/preprocessor/ModelTree.hh
+++ b/preprocessor/ModelTree.hh
@@ -92,8 +92,49 @@ protected:
*/
third_derivatives_t third_derivatives;
- //! Temporary terms (those which will be noted Txxxx)
+ //! Derivatives of the residuals w.r. to parameters
+ /*! First index is equation number, second is parameter.
+ Only non-null derivatives are stored in the map.
+ Parameter indices are those of the getDerivID() method.
+ */
+ first_derivatives_t residuals_params_derivatives;
+
+ //! Second derivatives of the residuals w.r. to parameters
+ /*! First index is equation number, second and third indeces are parameters.
+ Only non-null derivatives are stored in the map.
+ Parameter indices are those of the getDerivID() method.
+ */
+ second_derivatives_t residuals_params_second_derivatives;
+
+ //! Derivatives of the jacobian w.r. to parameters
+ /*! First index is equation number, second is endo/exo/exo_det variable, and third is parameter.
+ Only non-null derivatives are stored in the map.
+ Variable and parameter indices are those of the getDerivID() method.
+ */
+ second_derivatives_t jacobian_params_derivatives;
+
+ //! Second derivatives of the jacobian w.r. to parameters
+ /*! First index is equation number, second is endo/exo/exo_det variable, and third and fourth are parameters.
+ Only non-null derivatives are stored in the map.
+ Variable and parameter indices are those of the getDerivID() method.
+ */
+ third_derivatives_t jacobian_params_second_derivatives;
+
+ //! Derivatives of the hessian w.r. to parameters
+ /*! First index is equation number, first and second are endo/exo/exo_det variable, and third is parameter.
+ Only non-null derivatives are stored in the map.
+ Variable and parameter indices are those of the getDerivID() method.
+ */
+ third_derivatives_t hessian_params_derivatives;
+
+
+ //! Temporary terms for the static/dynamic file (those which will be noted Txxxx)
temporary_terms_t temporary_terms;
+
+ //! Temporary terms for the file containing parameters derivatives
+ temporary_terms_t params_derivs_temporary_terms;
+
+
//! Trend variables and their growth factors
trend_symbols_map_t trend_symbols_map;
//! Nonstationary variables and their deflators
@@ -114,12 +155,16 @@ protected:
//! Computes 3rd derivatives
/*! \param vars the derivation IDs w.r. to which derive the 2nd derivatives */
void computeThirdDerivatives(const set<int> &vars);
+ //! Computes derivatives of the Jacobian and Hessian w.r. to parameters
+ void computeParamsDerivatives();
//! Write derivative of an equation w.r. to a variable
void writeDerivative(ostream &output, int eq, int symb_id, int lag, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const;
//! Computes temporary terms (for all equations and derivatives)
void computeTemporaryTerms(bool is_matlab);
- //! Writes temporary terms
+ //! Computes temporary terms for the file containing parameters derivatives
+ void computeParamsDerivativesTemporaryTerms();
+//! Writes temporary terms
void writeTemporaryTerms(const temporary_terms_t &tt, ostream &output, ExprNodeOutputType output_type, deriv_node_temp_terms_t &tef_terms) const;
//! Compiles temporary terms
void compileTemporaryTerms(ostream &code_file, unsigned int &instruction_number, const temporary_terms_t &tt, map_idx_t map_idx, bool dynamic, bool steady_dynamic) const;
diff --git a/preprocessor/StaticModel.cc b/preprocessor/StaticModel.cc
index 66a4366c8e4f7696dcf71b7f2e5636fd2a6c9194..181bfbc8934fb588550636eee5a3f5fbd3bb97e7 100644
--- a/preprocessor/StaticModel.cc
+++ b/preprocessor/StaticModel.cc
@@ -1047,7 +1047,7 @@ StaticModel::collect_first_order_derivatives_endogenous()
}
void
-StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms, bool hessian, bool block, bool bytecode)
+StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms, bool hessian, bool paramsDerivatives, bool block, bool bytecode)
{
initializeVariablesAndEquations();
@@ -1070,6 +1070,15 @@ StaticModel::computingPass(const eval_context_t &eval_context, bool no_tmp_terms
computeHessian(vars);
}
+if (paramsDerivatives)
+ {
+ cout << " - derivatives of Jacobian/Hessian w.r. to parameters" << endl;
+ computeParamsDerivatives();
+
+ if (!no_tmp_terms)
+ computeParamsDerivativesTemporaryTerms();
+ }
+
if (block)
{
jacob_map_t contemporaneous_jacobian, static_jacobian;
@@ -1542,7 +1551,12 @@ StaticModel::writeOutput(ostream &output, bool block) const
SymbolType
StaticModel::getTypeByDerivID(int deriv_id) const throw (UnknownDerivIDException)
{
- return symbol_table.getType(getSymbIDByDerivID(deriv_id));
+ if (deriv_id < symbol_table.endo_nbr())
+ return eEndogenous;
+ else if (deriv_id < symbol_table.endo_nbr() + symbol_table.param_nbr())
+ return eParameter;
+ else
+ throw UnknownDerivIDException();
}
int
@@ -1554,18 +1568,32 @@ StaticModel::getLagByDerivID(int deriv_id) const throw (UnknownDerivIDException)
int
StaticModel::getSymbIDByDerivID(int deriv_id) const throw (UnknownDerivIDException)
{
- return deriv_id;
+ if (deriv_id < symbol_table.endo_nbr())
+ return symbol_table.getID(eEndogenous, deriv_id);
+ else if (deriv_id < symbol_table.endo_nbr() + symbol_table.param_nbr())
+ return symbol_table.getID(eParameter, deriv_id - symbol_table.endo_nbr());
+ else
+ throw UnknownDerivIDException();
}
int
StaticModel::getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException)
{
if (symbol_table.getType(symb_id) == eEndogenous)
- return symb_id;
+ return symbol_table.getTypeSpecificID(symb_id);
+ else if (symbol_table.getType(symb_id) == eParameter)
+ return symbol_table.getTypeSpecificID(symb_id) + symbol_table.endo_nbr();
else
return -1;
}
+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());
+}
+
map<pair<pair<int, pair<int, int> >, pair<int, int> >, int>
StaticModel::get_Derivatives(int block)
{
@@ -1794,3 +1822,159 @@ void StaticModel::writeAuxVarRecursiveDefinitions(const string &basename) const
output << ";" << endl;
}
}
+
+void
+StaticModel::writeParamsDerivativesFile(const string &basename) const
+{
+ if (!residuals_params_derivatives.size()
+ && !residuals_params_second_derivatives.size()
+ && !jacobian_params_derivatives.size()
+ && !jacobian_params_second_derivatives.size()
+ && !hessian_params_derivatives.size())
+ return;
+
+ string filename = 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);
+ }
+ paramsDerivsFile << "function [rp, gp, rpp, gpp, hp] = " << basename << "_static_params_derivs(y, x, params)" << endl
+ << "%" << endl
+ << "% Warning : this file is generated automatically by Dynare" << endl
+ << "% from model file (.mod)" << endl << endl;
+
+ deriv_node_temp_terms_t tef_terms;
+ writeModelLocalVariables(paramsDerivsFile, oMatlabStaticModel, tef_terms);
+
+ writeTemporaryTerms(params_derivs_temporary_terms, paramsDerivsFile, oMatlabStaticModel, tef_terms);
+
+ // Write parameter derivative
+ paramsDerivsFile << "rp = zeros(" << equation_number() << ", "
+ << symbol_table.param_nbr() << ");" << endl;
+
+ for (first_derivatives_t::const_iterator it = residuals_params_derivatives.begin();
+ it != residuals_params_derivatives.end(); it++)
+ {
+ int eq = it->first.first;
+ int param = it->first.second;
+ expr_t d1 = it->second;
+
+ int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
+
+ paramsDerivsFile << "rp(" << eq+1 << ", " << param_col << ") = ";
+ d1->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
+ paramsDerivsFile << ";" << 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++)
+ {
+ int eq = it->first.first;
+ int var = it->first.second.first;
+ int param = it->first.second.second;
+ expr_t d2 = it->second;
+
+ int var_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)) + 1;
+ int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
+
+ paramsDerivsFile << "gp(" << eq+1 << ", " << var_col << ", " << param_col << ") = ";
+ d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
+ paramsDerivsFile << ";" << endl;
+ }
+
+ // 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++)
+ {
+ int eq = it->first.first;
+ int param1 = it->first.second.first;
+ int param2 = it->first.second.second;
+ expr_t d2 = it->second;
+
+ int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
+ int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
+
+ paramsDerivsFile << "rpp(" << i << ",1)=" << eq+1 << ";" << endl
+ << "rpp(" << i << ",2)=" << param1_col << ";" << endl
+ << "rpp(" << i << ",3)=" << param2_col << ";" << endl
+ << "rpp(" << i << ",4)=";
+ d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
+ paramsDerivsFile << ";" << 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++)
+ {
+ int eq = it->first.first;
+ int var = it->first.second.first;
+ int param1 = it->first.second.second.first;
+ int param2 = it->first.second.second.second;
+ expr_t d2 = it->second;
+
+ int var_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var)) + 1;
+ int param1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param1)) + 1;
+ int param2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param2)) + 1;
+
+ paramsDerivsFile << "gpp(" << i << ",1)=" << eq+1 << ";" << endl
+ << "gpp(" << i << ",2)=" << var_col << ";" << endl
+ << "gpp(" << i << ",3)=" << param1_col << ";" << endl
+ << "gpp(" << i << ",4)=" << param2_col << ";" << endl
+ << "gpp(" << i << ",5)=";
+ d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
+ paramsDerivsFile << ";" << endl;
+ }
+
+ // 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++)
+ {
+ int eq = it->first.first;
+ int var1 = it->first.second.first;
+ int var2 = it->first.second.second.first;
+ int param = it->first.second.second.second;
+ expr_t d2 = it->second;
+
+ int var1_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var1)) + 1;
+ int var2_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(var2)) + 1;
+ int param_col = symbol_table.getTypeSpecificID(getSymbIDByDerivID(param)) + 1;
+
+ paramsDerivsFile << "hp(" << i << ",1)=" << eq+1 << ";" << endl
+ << "hp(" << i << ",2)=" << var1_col << ";" << endl
+ << "hp(" << i << ",3)=" << var2_col << ";" << endl
+ << "hp(" << i << ",4)=" << param_col << ";" << endl
+ << "hp(" << i << ",5)=";
+ d2->writeOutput(paramsDerivsFile, oMatlabStaticModel, params_derivs_temporary_terms, tef_terms);
+ paramsDerivsFile << ";" << endl;
+ }
+
+ paramsDerivsFile << "end" << endl
+ << "end" << endl;
+ paramsDerivsFile.close();
+}
diff --git a/preprocessor/StaticModel.hh b/preprocessor/StaticModel.hh
index de80b457e60b0f4959d35615785fc9a732cd713d..260d7977cd98ac7f8160a86a84a8c9f163828edc 100644
--- a/preprocessor/StaticModel.hh
+++ b/preprocessor/StaticModel.hh
@@ -165,8 +165,9 @@ public:
\param eval_context evaluation context for normalization
\param no_tmp_terms if true, no temporary terms will be computed in the static files
\param hessian whether 2nd derivatives w.r. to exo, exo_det and endo should be computed
+ \param paramsDerivatives whether 2nd derivatives w.r. to a pair (endo/exo/exo_det, parameter) should be computed
*/
- void computingPass(const eval_context_t &eval_context, bool no_tmp_terms, bool hessian, bool block, bool bytecode);
+ void computingPass(const eval_context_t &eval_context, bool no_tmp_terms, bool hessian,bool paramsDerivatives, bool block, bool bytecode);
//! Adds informations for simulation in a binary file for a block decomposed model
void Write_Inf_To_Bin_File_Block(const string &static_basename, const string &bin_basename, const int &num,
@@ -175,6 +176,9 @@ public:
//! Writes static model file
void writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll) const;
+ //! Writes file containing static parameters derivatives
+ void writeParamsDerivativesFile(const string &basename) const;
+
//! Writes LaTeX file with the equations of the static model
void writeLatexFile(const string &basename) const;
@@ -185,6 +189,7 @@ public:
void writeAuxVarRecursiveDefinitions(const string &basename) const;
virtual int getDerivID(int symb_id, int lag) const throw (UnknownDerivIDException);
+ virtual void addAllParamDerivId(set<int> &deriv_id_set);
//! Return the number of blocks
virtual unsigned int