stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
dynare/mex/sources/bytecode/ErrorHandling.hh

1291 lines
43 KiB
C++
Raw Normal View History

- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137
2010-09-24 12:52:58 +02:00
/*
* Copyright (C) 2007-2009 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 <http://www.gnu.org/licenses/>.
*/
#ifndef ERROR_HANDLING
#define ERROR_HANDLING
#include <cstring>
#include <iostream>
#include <sstream>
Reorganization of error handling in bytecode
2010-11-20 15:45:15 +01:00
#include "CodeInterpreter.hh"
- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137
2010-09-24 12:52:58 +02:00
using namespace std;
const int NO_ERROR_ON_EXIT = 0;
const int ERROR_ON_EXIT = 1;
Reorganization of error handling in bytecode
2010-11-20 15:45:15 +01:00
typedef vector<pair<Tags, void * > > code_liste_type;
typedef code_liste_type::const_iterator it_code_type;
- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137
2010-09-24 12:52:58 +02:00
class GeneralExceptionHandling
{
string ErrorMsg;
public:
GeneralExceptionHandling(string ErrorMsg_arg) : ErrorMsg(ErrorMsg_arg){};
inline string
GetErrorMsg()
{
return ErrorMsg;
}
inline void
completeErrorMsg(string ErrorMsg_arg)
{
ErrorMsg += ErrorMsg_arg;
}
};
class FloatingPointExceptionHandling : public GeneralExceptionHandling
{
public:
Minor corrections on ErrorHandling
2010-10-11 17:56:23 +02:00
FloatingPointExceptionHandling(string value) : GeneralExceptionHandling(string("Floating point error in bytecode: " + value))
- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137
2010-09-24 12:52:58 +02:00
{};
};
class LogExceptionHandling : public FloatingPointExceptionHandling
{
double value;
public:
LogExceptionHandling(double value_arg) : FloatingPointExceptionHandling("log(X)"),
value(value_arg)
{
ostringstream tmp;
tmp << " with X=" << value << "\n";
completeErrorMsg(tmp.str());
};
};
class Log10ExceptionHandling : public FloatingPointExceptionHandling
{
double value;
public:
Log10ExceptionHandling(double value_arg) : FloatingPointExceptionHandling("log10(X)"),
value(value_arg)
{
ostringstream tmp;
tmp << " with X=" << value << "\n";
completeErrorMsg(tmp.str());
};
};
class DivideExceptionHandling : public FloatingPointExceptionHandling
{
double value1, value2;
Minor corrections on ErrorHandling
2010-10-11 17:56:23 +02:00
public:
- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137
2010-09-24 12:52:58 +02:00
DivideExceptionHandling(double value1_arg, double value2_arg) : FloatingPointExceptionHandling("a/X"),
value1(value1_arg),
value2(value2_arg)
{
ostringstream tmp;
tmp << " with X=" << value2 << "\n";
completeErrorMsg(tmp.str());
};
};
class PowExceptionHandling : public FloatingPointExceptionHandling
{
double value1, value2;
public:
PowExceptionHandling(double value1_arg, double value2_arg) : FloatingPointExceptionHandling("X^a"),
value1(value1_arg),
value2(value2_arg)
{
ostringstream tmp;
tmp << " with X=" << value1 << "\n";
completeErrorMsg(tmp.str());
};
};
class FatalExceptionHandling : public GeneralExceptionHandling
{
public:
Minor corrections on ErrorHandling
2010-10-11 17:56:23 +02:00
FatalExceptionHandling(string ErrorMsg_arg) : GeneralExceptionHandling("Fatal error in bytecode:")
- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137
2010-09-24 12:52:58 +02:00
{
completeErrorMsg(ErrorMsg_arg);
};
FatalExceptionHandling() : GeneralExceptionHandling("")
{
};
};
Reorganization of error handling in bytecode
2010-11-20 15:45:15 +01:00
class ErrorMsg
{
public:
double *T;
int nb_row_xd, nb_row_x, y_size;
int y_kmin, y_kmax, periods;
double *x, *params;
double *u, *y, *ya;
double *steady_y, *steady_x;
double *g2, *g1, *r;
vector<mxArray*> jacobian_block, jacobian_other_endo_block, jacobian_exo_block, jacobian_det_exo_block;
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 11:50:27 +01:00
map<unsigned int,double> TEF;
map<pair<unsigned int, unsigned int>, double > TEFD;
map<pair<unsigned int, pair<unsigned int, unsigned int> >, double > TEFDD;
Reorganization of error handling in bytecode
2010-11-20 15:45:15 +01:00
ExpressionType EQN_type;
it_code_type it_code_expr;
unsigned int nb_endo, nb_exo, nb_param;
char *P_endo_names, *P_exo_names, *P_param_names;
unsigned int endo_name_length, exo_name_length, param_name_length;
unsigned int EQN_equation, EQN_block, EQN_block_number;
unsigned int EQN_dvar1, EQN_dvar2, EQN_dvar3;
inline ErrorMsg()
{
mxArray *M_ = mexGetVariable("global", "M_");
nb_endo = mxGetM(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "endo_names")));
endo_name_length = mxGetN(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "endo_names")));
P_endo_names = (char*) mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "endo_names")));
nb_exo = mxGetM(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "exo_names")));
exo_name_length = mxGetN(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "exo_names")));
P_exo_names = (char*) mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "exo_names")));
nb_param = mxGetM(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "param_names")));
param_name_length = mxGetN(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "param_names")));
P_param_names = (char*) mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "param_names")));
}
inline string
add_underscore_to_fpe(const string &str)
{
string temp;
int pos1 = -1, pos2 = -1;
string tmp_n(str.length(), ' ');
for (unsigned int i = 0; i < str.length(); i++)
{
if (str[i] != '$' && str[i] != '<EFBFBD>')
temp += str[i];
else
{
if (str[i] == '$')
pos1 = temp.length();
else
pos2 = temp.length();
if (pos1>=0 && pos2 >=0)
{
tmp_n.erase(pos1, pos2-pos1+1);
tmp_n.insert(pos1, pos2-pos1, '~');
pos1 = pos2 = -1;
}
}
}
temp += "\n" + tmp_n ;
return temp;
}
inline string
get_variable(const SymbolType variable_type, const unsigned int variable_num)
{
ostringstream res;
switch(variable_type)
{
case eEndogenous:
if (variable_num < nb_endo)
{
for (unsigned int i = 0; i < endo_name_length; i++)
if (P_endo_names[CHAR_LENGTH*(variable_num+i*nb_endo)] != ' ')
res << P_endo_names[CHAR_LENGTH*(variable_num+i*nb_endo)];
}
else
mexPrintf("=> Unknown endogenous variable n<> %d",variable_num);
break;
case eExogenous:
case eExogenousDet:
if (variable_num < nb_exo)
{
for (unsigned int i = 0; i < exo_name_length; i++)
if (P_exo_names[CHAR_LENGTH*(variable_num+i*nb_exo)] != ' ')
res << P_exo_names[CHAR_LENGTH*(variable_num+i*nb_exo)];
}
else
mexPrintf("=> Unknown exogenous variable n<> %d",variable_num);
break;
case eParameter:
if (variable_num < nb_param)
{
for (unsigned int i = 0; i < param_name_length; i++)
if (P_param_names[CHAR_LENGTH*(variable_num+i*nb_param)] != ' ')
res << P_param_names[CHAR_LENGTH*(variable_num+i*nb_param)];
}
else
mexPrintf("=> Unknown parameter n<> %d",variable_num);
break;
default:
break;
}
return(res.str());
}
inline string
error_location(bool evaluate, bool steady_state, int size, int block_num, int it_, int Per_u_)
{
stringstream Error_loc("");
if (!steady_state)
switch(EQN_type)
{
case TemporaryTerm:
if (EQN_block_number > 1)
Error_loc << "temporary term " << EQN_equation+1 << " in block " << EQN_block+1 << " at time " << it_;
else
Error_loc << "temporary term " << EQN_equation+1 << " at time " << it_;
break;
case ModelEquation:
if (EQN_block_number > 1)
Error_loc << "equation " << EQN_equation+1 << " in block " << EQN_block+1 << " at time " << it_;
else
Error_loc << "equation " << EQN_equation+1 << " at time " << it_;
break;
case FirstEndoDerivative:
if (EQN_block_number > 1)
Error_loc << "first order derivative of equation " << EQN_equation+1 << " in block " << EQN_block+1 << " with respect to endogenous variable " << get_variable(eEndogenous, EQN_dvar1) << " at time " << it_;
else
Error_loc << "first order derivative of equation " << EQN_equation+1 << " with respect to endogenous variable " << get_variable(eEndogenous, EQN_dvar1) << " at time " << it_;
break;
default:
return("???");
break;
}
else
switch(EQN_type)
{
case TemporaryTerm:
if (EQN_block_number > 1)
Error_loc << "temporary term " << EQN_equation+1 << " in block " << EQN_block+1;
else
Error_loc << "temporary term " << EQN_equation+1;
break;
case ModelEquation:
if (EQN_block_number > 1)
Error_loc << "equation " << EQN_equation+1 << " in block " << EQN_block+1;
else
Error_loc << "equation " << EQN_equation+1;
break;
case FirstEndoDerivative:
if (EQN_block_number > 1)
Error_loc << "first order derivative of equation " << EQN_equation+1 << " in block " << EQN_block+1 << " with respect to endogenous variable " << get_variable(eEndogenous, EQN_dvar1);
else
Error_loc << "first order derivative of equation " << EQN_equation+1 << " with respect to endogenous variable " << get_variable(eEndogenous, EQN_dvar1);
break;
default:
return("???");
break;
}
Error_loc << endl << add_underscore_to_fpe(" " + print_expression(it_code_expr, evaluate, size, block_num, steady_state, Per_u_, it_));
return(Error_loc.str());
}
inline string
print_expression(it_code_type it_code, bool evaluate, int size, int block_num, bool steady_state, int Per_u_, int it_)
{
int var, lag = 0, op, eq;
stack<string> Stack;
stack<double> Stackf;
ostringstream tmp_out, tmp_out2;
string v1, v2, v3;
double v1f, v2f, v3f;
bool go_on = true;
double ll;
ExpressionType equation_type;
unsigned int equation_num;
unsigned int dvar1, dvar2, dvar3;
int lag1, lag2, lag3;
size_t found;
double *jacob = NULL, *jacob_other_endo = NULL, *jacob_exo = NULL, *jacob_exo_det = NULL;
if (evaluate)
{
jacob = mxGetPr(jacobian_block[block_num]);
if (!steady_state)
{
jacob_other_endo = mxGetPr(jacobian_other_endo_block[block_num]);
jacob_exo = mxGetPr(jacobian_exo_block[block_num]);
jacob_exo_det = mxGetPr(jacobian_det_exo_block[block_num]);
}
}
while (go_on)
{
switch (it_code->first)
{
case FNUMEXPR:
switch (((FNUMEXPR_ *) it_code->second)->get_expression_type())
{
case TemporaryTerm:
equation_type = TemporaryTerm;
equation_num = ((FNUMEXPR_ *) it_code->second)->get_equation();
break;
case ModelEquation:
equation_type = ModelEquation;
equation_num = ((FNUMEXPR_ *) it_code->second)->get_equation();
break;
case FirstEndoDerivative:
equation_type = FirstEndoDerivative;
equation_num = ((FNUMEXPR_ *) it_code->second)->get_equation();
dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
break;
case FirstExoDerivative:
equation_type = FirstExoDerivative;
equation_num = ((FNUMEXPR_ *) it_code->second)->get_equation();
dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
break;
case FirstExodetDerivative:
equation_type = FirstExodetDerivative;
equation_num = ((FNUMEXPR_ *) it_code->second)->get_equation();
dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
break;
case FirstParamDerivative:
equation_type = FirstParamDerivative;
equation_num = ((FNUMEXPR_ *) it_code->second)->get_equation();
dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
break;
case SecondEndoDerivative:
equation_type = SecondEndoDerivative;
equation_num = ((FNUMEXPR_ *) it_code->second)->get_equation();
dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
break;
case SecondExoDerivative:
equation_type = SecondExoDerivative;
equation_num = ((FNUMEXPR_ *) it_code->second)->get_equation();
dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
break;
case SecondExodetDerivative:
equation_type = SecondExodetDerivative;
equation_num = ((FNUMEXPR_ *) it_code->second)->get_equation();
dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
break;
case SecondParamDerivative:
equation_type = SecondExodetDerivative;
equation_num = ((FNUMEXPR_ *) it_code->second)->get_equation();
dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
break;
case ThirdEndoDerivative:
equation_type = ThirdEndoDerivative;
equation_num = ((FNUMEXPR_ *) it_code->second)->get_equation();
dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
dvar3 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
lag3 = ((FNUMEXPR_ *) it_code->second)->get_lag3();
break;
case ThirdExoDerivative:
equation_type = ThirdExoDerivative;
equation_num = ((FNUMEXPR_ *) it_code->second)->get_equation();
dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
dvar3 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
lag3 = ((FNUMEXPR_ *) it_code->second)->get_lag3();
break;
case ThirdExodetDerivative:
equation_type = ThirdExodetDerivative;
equation_num = ((FNUMEXPR_ *) it_code->second)->get_equation();
dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
dvar3 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
lag3 = ((FNUMEXPR_ *) it_code->second)->get_lag3();
break;
case ThirdParamDerivative:
equation_type = ThirdExodetDerivative;
equation_num = ((FNUMEXPR_ *) it_code->second)->get_equation();
dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
dvar3 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
break;
default:
ostringstream tmp;
tmp << " in print_expression, derivatives " << it_code->first << " not implemented yet\n";
throw FatalExceptionHandling(tmp.str());
}
break;
case FLDV:
//load a variable in the processor
switch (((FLDV_ *) it_code->second)->get_type())
{
case eParameter:
var = ((FLDV_ *) it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDV_ Param var=%d",var);
#endif
Stack.push(get_variable(eParameter, var));
Stackf.push(params[var]);
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case eEndogenous:
var = ((FLDV_ *) it_code->second)->get_pos();
lag = ((FLDV_ *) it_code->second)->get_lead_lag();
#ifdef DEBUG
mexPrintf("FLDV_ endo var=%d, lag=%d",var, lag);
#endif
tmp_out.str("");
if(lag != 0)
tmp_out << get_variable(eEndogenous, var) << "(" << lag << ")";
else
tmp_out << get_variable(eEndogenous, var);
Stack.push(tmp_out.str());
if (evaluate)
Stackf.push(ya[(it_+lag)*y_size+var]);
else
Stackf.push(y[(it_+lag)*y_size+var]);
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case eExogenous:
var = ((FLDV_ *) it_code->second)->get_pos();
lag = ((FLDV_ *) it_code->second)->get_lead_lag();
#ifdef DEBUG
mexPrintf("FLDV_ exo var=%d, lag=%d",var, lag);
#endif
tmp_out.str("");
if(lag != 0)
tmp_out << get_variable(eExogenous, var) << "(" << lag << ")";
else
tmp_out << get_variable(eExogenous, var);
Stack.push(tmp_out.str());
Stackf.push(x[it_+lag+var*nb_row_x]);
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case eExogenousDet:
var = ((FLDV_ *) it_code->second)->get_pos();
lag = ((FLDV_ *) it_code->second)->get_lead_lag();
#ifdef DEBUG
mexPrintf("FLDV_ exo_det var=%d, lag=%d",var, lag);
#endif
tmp_out.str("");
if(lag != 0)
tmp_out << get_variable(eExogenousDet, var) << "(" << lag << ")";
else
tmp_out << get_variable(eExogenousDet, var);
Stack.push(tmp_out.str());
Stackf.push(x[it_+lag+var*nb_row_xd]);
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case eModelLocalVariable:
break;
default:
mexPrintf("FLDV: Unknown variable type\n");
}
break;
case FLDSV:
case FLDVS:
//load a variable in the processor
switch (((FLDSV_ *) it_code->second)->get_type())
{
case eParameter:
var = ((FLDSV_ *) it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDSV_ param var=%d",var);
#endif
Stack.push(get_variable(eParameter, var));
Stackf.push(params[var]);
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case eEndogenous:
var = ((FLDSV_ *) it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDSV_ endo var=%d",var);
#endif
Stack.push(get_variable(eEndogenous, var));
if (it_code->first == FLDSV)
{
if (evaluate)
Stackf.push(ya[var]);
else
Stackf.push(y[var]);
}
else
Stackf.push(steady_y[var]);
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case eExogenous:
var = ((FLDSV_ *) it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDSV_ exo var=%d",var);
#endif
Stack.push(get_variable(eExogenous, var));
Stackf.push(x[var]);
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case eExogenousDet:
var = ((FLDSV_ *) it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDSV_ exo_det var=%d",var);
#endif
Stack.push(get_variable(eExogenousDet, var));
Stackf.push(x[var]);
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case eModelLocalVariable:
break;
default:
mexPrintf("FLDSV: Unknown variable type\n");
}
break;
case FLDT:
//load a temporary variable in the processor
var = ((FLDT_ *) it_code->second)->get_pos();
tmp_out.str("");
tmp_out << "T" << var+1;
Stack.push(tmp_out.str());
Stackf.push(T[var*(periods+y_kmin+y_kmax)+it_]);
break;
case FLDST:
//load a temporary variable in the processor
var = ((FLDT_ *) it_code->second)->get_pos();
tmp_out.str("");
tmp_out << "T" << var+1;
Stack.push(tmp_out.str());
Stackf.push(T[var]);
break;
case FLDU:
//load u variable in the processor
var = ((FLDU_ *) it_code->second)->get_pos();
var += Per_u_;
tmp_out.str("");
tmp_out << "u[" << var+1 << "]";
Stack.push(tmp_out.str());
Stackf.push(u[var]);
break;
case FLDSU:
//load u variable in the processor
var = ((FLDSU_ *) it_code->second)->get_pos();
tmp_out.str("");
tmp_out << "u[" << var+1 << "]";
Stack.push(tmp_out.str());
Stackf.push(u[var]);
break;
case FLDR:
var = ((FLDR_ *) it_code->second)->get_pos();
tmp_out.str("");
tmp_out << "residual[" << var+1 << "]";
Stack.push(tmp_out.str());
Stackf.push(r[var]);
break;
case FLDZ:
//load 0 in the processor
tmp_out.str("");
tmp_out << 0;
Stack.push(tmp_out.str());
Stackf.push(0.0);
break;
case FLDC:
//load a numerical constant in the processor
ll = ((FLDC_ *) it_code->second)->get_value();
tmp_out.str("");
tmp_out << ll;
Stack.push(tmp_out.str());
Stackf.push(ll);
break;
case FSTPV:
//load a variable in the processor
go_on = false;
switch (((FSTPV_ *) it_code->second)->get_type())
{
case eParameter:
var = ((FSTPV_ *) it_code->second)->get_pos();
tmp_out2.str("");
tmp_out2 << Stack.top();
tmp_out.str("");
tmp_out << get_variable(eParameter, var) << " = " << tmp_out2.str();
Stack.pop();
params[var] = Stackf.top();
Stackf.pop();
break;
case eEndogenous:
var = ((FSTPV_ *) it_code->second)->get_pos();
lag = ((FSTPV_ *) it_code->second)->get_lead_lag();
tmp_out2.str("");
tmp_out2 << Stack.top();
tmp_out.str("");
tmp_out << get_variable(eEndogenous, var);
if (lag != 0)
tmp_out << "(" << lag << ")";
tmp_out << " = " << tmp_out2.str();
Stack.pop();
y[(it_+lag)*y_size+var] = Stackf.top();
Stackf.pop();
break;
case eExogenous:
var = ((FSTPV_ *) it_code->second)->get_pos();
lag = ((FSTPV_ *) it_code->second)->get_lead_lag();
tmp_out2.str("");
tmp_out2 << Stack.top();
tmp_out.str("");
tmp_out << get_variable(eExogenous, var);
if (lag != 0)
tmp_out << "(" << lag << ")";
tmp_out << " = " << tmp_out2.str();
Stack.pop();
x[it_+lag+var*nb_row_x] = Stackf.top();
Stackf.pop();
break;
case eExogenousDet:
var = ((FSTPV_ *) it_code->second)->get_pos();
lag = ((FSTPV_ *) it_code->second)->get_lead_lag();
tmp_out2.str("");
tmp_out2 << Stack.top();
tmp_out.str("");
tmp_out << get_variable(eExogenousDet, var);
if (lag != 0)
tmp_out << "(" << lag << ")";
tmp_out << " = " << tmp_out2.str();
Stack.pop();
x[it_+lag+var*nb_row_xd] = Stackf.top();
Stackf.pop();
break;
default:
mexPrintf("FSTPV: Unknown variable type\n");
}
break;
case FSTPSV:
go_on = false;
//load a variable in the processor
switch (((FSTPSV_ *) it_code->second)->get_type())
{
case eParameter:
var = ((FSTPSV_ *) it_code->second)->get_pos();
tmp_out2.str("");
tmp_out2 << Stack.top();
tmp_out.str("");
tmp_out << get_variable(eParameter, var);
tmp_out << " = " << tmp_out2.str();
Stack.pop();
params[var] = Stackf.top();
Stackf.pop();
break;
case eEndogenous:
var = ((FSTPSV_ *) it_code->second)->get_pos();
tmp_out2.str("");
tmp_out2 << Stack.top();
tmp_out.str("");
tmp_out << get_variable(eEndogenous, var);
tmp_out << " = " << tmp_out2.str();
Stack.pop();
y[var] = Stackf.top();
Stackf.pop();
break;
case eExogenous:
case eExogenousDet:
var = ((FSTPSV_ *) it_code->second)->get_pos();
tmp_out2.str("");
tmp_out2 << Stack.top();
tmp_out.str("");
tmp_out << get_variable(eExogenous, var);
tmp_out << " = " << tmp_out2.str();
Stack.pop();
x[var] = Stackf.top();
Stackf.pop();
break;
default:
mexPrintf("FSTPSV: Unknown variable type\n");
}
break;
case FSTPT:
go_on = false;
//store in a temporary variable from the processor
var = ((FSTPT_ *) it_code->second)->get_pos();
tmp_out.str("");
tmp_out << "T" << var+1 << " = " << Stack.top();
Stack.pop();
T[var*(periods+y_kmin+y_kmax)+it_] = Stackf.top();
Stackf.pop();
break;
case FSTPST:
go_on = false;
//store in a temporary variable from the processor
var = ((FSTPT_ *) it_code->second)->get_pos();
tmp_out.str("");
tmp_out << "T" << var+1 << " = " << Stack.top();
Stack.pop();
T[var] = Stackf.top();
Stackf.pop();
break;
case FSTPU:
go_on = false;
//store in u variable from the processor
var = ((FSTPU_ *) it_code->second)->get_pos();
var += Per_u_;
tmp_out.str("");
tmp_out << "u[" << var+1 << "] = " << Stack.top();
Stack.pop();
u[var] = Stackf.top();
Stackf.pop();
break;
case FSTPSU:
go_on = false;
//store in u variable from the processor
var = ((FSTPU_ *) it_code->second)->get_pos();
tmp_out.str("");
tmp_out << "u[" << var+1 << "] = " << Stack.top();
Stack.pop();
u[var] = Stackf.top();
Stackf.pop();
break;
case FSTPR:
go_on = false;
//store in residual variable from the processor
var = ((FSTPR_ *) it_code->second)->get_pos();
tmp_out.str("");
tmp_out << "residual[" << var+1 << "] = " << Stack.top();
Stack.pop();
r[var] = Stackf.top();
Stackf.pop();
break;
case FSTPG:
go_on = false;
//store in derivative (g) variable from the processor
var = ((FSTPG_ *) it_code->second)->get_pos();
tmp_out.str("");
tmp_out << "g1[" << var+1 << "] = " << Stack.top();
Stack.pop();
g1[var] = Stackf.top();
Stackf.pop();
break;
case FSTPG2:
go_on = false;
//store in derivative (g) variable from the processor
eq = ((FSTPG2_ *) it_code->second)->get_row();
var = ((FSTPG2_ *) it_code->second)->get_col();
tmp_out.str("");
tmp_out << "jacob[" << eq+size*var+1 << "] = " << Stack.top();
Stack.pop();
jacob[eq + size*var] = Stackf.top();
Stackf.pop();
break;
case FBINARY:
op = ((FBINARY_ *) it_code->second)->get_op_type();
v2 = Stack.top();
Stack.pop();
v1 = Stack.top();
Stack.pop();
v2f = Stackf.top();
Stackf.pop();
v1f = Stackf.top();
Stackf.pop();
switch (op)
{
case oPlus:
#ifdef DEBUG
mexPrintf("+");
#endif
Stackf.push(v1f + v2f);
tmp_out.str("");
tmp_out << v1 << " + " << v2;
Stack.push(tmp_out.str());
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case oMinus:
#ifdef DEBUG
mexPrintf("-");
#endif
Stackf.push(v1f - v2f);
tmp_out.str("");
found = v1.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v1;
if (found != string::npos)
tmp_out << ")";
tmp_out << " - ";
found = v2.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v2;
if (found != string::npos)
tmp_out << ")";
Stack.push(tmp_out.str());
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case oTimes:
#ifdef DEBUG
mexPrintf("*");
#endif
Stackf.push(v1f * v2f);
tmp_out.str("");
found = v1.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v1;
if (found != string::npos)
tmp_out << ")";
tmp_out << " * ";
found = v2.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v2;
if (found != string::npos)
tmp_out << ")";
Stack.push(tmp_out.str());
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case oDivide:
#ifdef DEBUG
mexPrintf("/");
#endif
double r;
r = v1f / v2f;
Stackf.push(r);
tmp_out.str("");
found = v1.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v1;
if (found != string::npos)
tmp_out << ")";
if (isinf(r))
tmp_out << "$";
tmp_out << " / ";
if (isinf(r))
tmp_out << "<EFBFBD>";
found = v2.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v2;
if (found != string::npos)
tmp_out << ")";
Stack.push(tmp_out.str());
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case oLess:
#ifdef DEBUG
mexPrintf("<");
#endif
Stackf.push(double (v1f < v2f));
tmp_out.str("");
found = v1.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v1;
if (found != string::npos)
tmp_out << ")";
tmp_out << " < ";
found = v2.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v2;
if (found != string::npos)
tmp_out << ")";
Stack.push(tmp_out.str());
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case oGreater:
#ifdef DEBUG
mexPrintf(">");
#endif
Stackf.push(double (v1f > v2f));
tmp_out.str("");
found = v1.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v1;
if (found != string::npos)
tmp_out << ")";
tmp_out << " > ";
found = v2.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v2;
if (found != string::npos)
tmp_out << ")";
Stack.push(tmp_out.str());
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case oLessEqual:
#ifdef DEBUG
mexPrintf("<=");
#endif
Stackf.push(double (v1f <= v2f));
tmp_out.str("");
found = v1.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v1;
if (found != string::npos)
tmp_out << ")";
tmp_out << " <= ";
found = v2.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v2;
if (found != string::npos)
tmp_out << ")";
Stack.push(tmp_out.str());
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case oGreaterEqual:
#ifdef DEBUG
mexPrintf(">=");
#endif
Stackf.push(double (v1f >= v2f));
tmp_out.str("");
found = v1.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v1;
if (found != string::npos)
tmp_out << ")";
tmp_out << " >= ";
found = v2.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v2;
if (found != string::npos)
tmp_out << ")";
Stack.push(tmp_out.str());
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case oEqualEqual:
#ifdef DEBUG
mexPrintf("==");
#endif
Stackf.push(double (v1f == v2f));
tmp_out.str("");
found = v1.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v1;
if (found != string::npos)
tmp_out << ")";
tmp_out << " == ";
found = v2.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v2;
if (found != string::npos)
tmp_out << ")";
Stack.push(tmp_out.str());
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case oDifferent:
#ifdef DEBUG
mexPrintf("!=");
#endif
Stackf.push(double (v1f != v2f));
tmp_out.str("");
found = v1.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v1;
if (found != string::npos)
tmp_out << ")";
tmp_out << " != ";
found = v2.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v2;
if (found != string::npos)
tmp_out << ")";
Stack.push(tmp_out.str());
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case oPower:
#ifdef DEBUG
mexPrintf("^");
#endif
r = pow(v1f, v2f);
Stackf.push(r);
tmp_out.str("");
found = v1.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v1;
if (found != string::npos)
tmp_out << ")";
if(isnan(r))
tmp_out << "$ ^ <20>";
else
tmp_out << " ^ ";
found = v2.find(" ");
if (found != string::npos)
tmp_out << "(";
tmp_out << v2;
if (found != string::npos)
tmp_out << ")";
Stack.push(tmp_out.str());
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case oMax:
#ifdef DEBUG
mexPrintf("max");
#endif
Stackf.push(max(v1f, v2f));
tmp_out.str("");
tmp_out << "max(" << v1 << ", " << v2 << ")";
Stack.push(tmp_out.str());
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case oMin:
#ifdef DEBUG
mexPrintf("min");
#endif
Stackf.push(min(v1f, v2f));
tmp_out.str("");
tmp_out << "min(" << v1 << ", " << v2 << ")";
Stack.push(tmp_out.str());
#ifdef DEBUG
mexPrintf("ok\n");
#endif
break;
case oEqual:
default:
/*throw EvalException();*/
;
}
break;
case FUNARY:
op = ((FUNARY_ *) it_code->second)->get_op_type();
v1 = Stack.top();
Stack.pop();
v1f = Stackf.top();
Stackf.pop();
double r;
switch (op)
{
case oUminus:
Stackf.push(-v1f);
tmp_out.str("");
tmp_out << " -" << v1;
Stack.push(tmp_out.str());
break;
case oExp:
Stackf.push(exp(v1f));
tmp_out.str("");
tmp_out << "exp(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oLog:
r = log(v1f);
Stackf.push(r);
tmp_out.str("");
if (isnan(r))
tmp_out << "$log<6F>(" << v1 << ")";
else
tmp_out << "log(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oLog10:
r = log10(v1f);
Stackf.push(r);
tmp_out.str("");
if (isnan(r))
tmp_out << "$log10<31>(" << v1 << ")";
else
tmp_out << "log10(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oCos:
Stackf.push(cos(v1f));
tmp_out.str("");
tmp_out << "cos(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oSin:
Stackf.push(sin(v1f));
tmp_out.str("");
tmp_out << "sin(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oTan:
Stackf.push(tan(v1f));
tmp_out.str("");
tmp_out << "tan(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oAcos:
Stackf.push(acos(v1f));
tmp_out.str("");
tmp_out << "acos(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oAsin:
Stackf.push(asin(v1f));
tmp_out.str("");
tmp_out << "asin(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oAtan:
Stackf.push(atan(v1f));
tmp_out.str("");
tmp_out << "atan(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oCosh:
Stackf.push(cosh(v1f));
tmp_out.str("");
tmp_out << "cosh(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oSinh:
Stackf.push(sinh(v1f));
tmp_out.str("");
tmp_out << "sinh(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oTanh:
Stackf.push(tanh(v1f));
tmp_out.str("");
tmp_out << "tanh(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oAcosh:
Stackf.push(acosh(v1f));
tmp_out.str("");
tmp_out << "acosh(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oAsinh:
Stackf.push(asinh(v1f));
tmp_out.str("");
tmp_out << "asinh(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oAtanh:
Stackf.push(atanh(v1f));
tmp_out.str("");
tmp_out << "atanh(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oSqrt:
Stackf.push(sqrt(v1f));
tmp_out.str("");
tmp_out << "sqrt(" << v1 << ")";
Stack.push(tmp_out.str());
break;
case oErf:
Stackf.push(erf(v1f));
tmp_out.str("");
tmp_out << "erf(" << v1 << ")";
Stack.push(tmp_out.str());
break;
default:
;
}
break;
case FTRINARY:
op = ((FTRINARY_ *) it_code->second)->get_op_type();
v3 = Stack.top();
Stack.pop();
v2 = Stack.top();
Stack.pop();
v1 = Stack.top();
Stack.pop();
v3f = Stackf.top();
Stackf.pop();
v2f = Stackf.top();
Stackf.pop();
v1f = Stackf.top();
Stackf.pop();
switch (op)
{
case oNormcdf:
Stackf.push(0.5*(1+erf((v1f-v2f)/v3f/M_SQRT2)));
tmp_out.str("");
tmp_out << "normcdf(" << v1 << ", " << v2 << ", " << v3 << ")";
Stack.push(tmp_out.str());
break;
case oNormpdf:
Stackf.push(1/(v3f*sqrt(2*M_PI)*exp(pow((v1f-v2f)/v3f,2)/2)));
tmp_out.str("");
tmp_out << "normpdf(" << v1 << ", " << v2 << ", " << v3 << ")";
Stack.push(tmp_out.str());
break;
}
break;
case FCUML:
case FENDBLOCK:
case FOK:
case FENDEQU:
go_on = false;
break;
default:
ostringstream tmp;
tmp << " in print_expression, unknown opcode " << it_code->first << "!! FENDEQU=" << FENDEQU << "\n";
throw FatalExceptionHandling(tmp.str());
}
it_code++;
}
return(tmp_out.str());
}
};
- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137
2010-09-24 12:52:58 +02:00
#endif