WIP

Author: albop

dev_higher_1.py

@@ -0,0 +1,68 @@
+from dyno.modfile import DynareModel
+
+def do_it():
+
+    model = DynareModel("examples/modfiles/RBC.mod", deriv_order=3)
+
+    res = model.compute_derivatives()
+    return res
+
+res = do_it()
+import time
+t1 = time.time()
+
+do_it()
+t2 = time.time()
+print("Elapsed:", t2-t1)
+
+from rich import print
+
+for r in res:
+    print(r)
+
+model = DynareModel("examples/modfiles/RBC.mod", deriv_order=3)
+
+n = len(model.symbols['endogenous'])
+m = len(model.symbols['exogenous'])
+indices = {}
+for i,el in enumerate(model.data.symbol_info):
+    symtype = el[0].name
+    if symtype =='endogenous':
+        k,p = el[1], el[2]
+        j = n-p*n + k
+        indices[i] = j
+    elif symtype =='exogenous':
+        k,p = el[1], el[2]
+        j = 3*n + k
+        indices[i] = j
+    elif symtype =='parameter':
+        pass
+    else:
+        raise Exception(f"Unknown symbol type {symtype}")
+    
+t1 = time.time()
+nres = [res[0]]
+for r in res[1:]:
+    d = []
+    for el in r:
+        ind,v = el
+        ind2 = [ind[0]] + [indices[e] for e in ind[1:]]
+        d.append((ind2,v))
+    nres.append(d)
+t2 = time.time()
+
+tt = [SymTensor(r, (n,)+(3*n+m,)*i) for i,r in enumerate(nres)]
+print("Reindexing time:", t2-t1)
+
+class SymTensor:
+    "All dimensions are symmetric, except the first one"
+
+    def __init__(self, data, shape):
+        
+        self.data = data
+        self.shape = shape
+    
+    @property
+    def ndims(self):
+        return len(self.shape)
+