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k-order perturbation DLL: 

* removed existing build system
* reorganized source: separated test files from the rest, removed obsolete test files
* incorporated the DLL and the standalone test executable to the new build system
* minor fixes to ensure compilation


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2959 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2009-09-23 13:14:05 +00:00
parent 45acc68b8b
commit 02640c3e43
27 changed files with 106 additions and 702 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

5
Makefile.am
View File

@ -1,4 +1,4 @@
SUBDIRS = preprocessor doc tests mex/build
SUBDIRS = preprocessor doc tests
if HAVE_BLAS
if HAVE_LAPACK
@ -8,6 +8,9 @@ endif
endif
endif
# MEX must be built after dynare++ (because of kordepert)
SUBDIRS += mex/build
ACLOCAL_AMFLAGS = -I m4
EXTRA_DIST = \

20
configure.ac
View File

@ -25,6 +25,8 @@ AM_INIT_AUTOMAKE([-Wall -Werror foreign])
AC_PROG_CC
AC_PROG_CXX
AC_CANONICAL_HOST
# Use C++ for testing headers
AC_LANG([C++])
@ -32,8 +34,19 @@ CXXFLAGS="$CXXFLAGS -Wall"
AC_PROG_RANLIB
AC_MSG_CHECKING([for compiler flag to generate position independent code])
case ${host_os} in
*cygwin* | *mingw*)
PICFLAG=""
;;
*)
PICFLAG="-fPIC"
;;
esac
AC_MSG_RESULT($PICFLAG)
AC_SUBST(PICFLAG)
AC_PROG_LN_S
AC_CANONICAL_HOST
case ${host_os} in
*cygwin*)
LN_S="cp -p" # Cygwin symbolic links are not understood by MATLAB
@ -60,6 +73,8 @@ CPPFLAGS="$CPPFLAGS_SAVED"
# Don't use deprecated hash structures
AC_DEFINE([BOOST_NO_HASH])
LT_LIB_DLLOAD
AC_CHECK_PROG([PDFTEX], [pdftex], [pdftex])
AM_CONDITIONAL([HAVE_PDFTEX], [test "x$PDFTEX" != "x"])
@ -195,6 +210,9 @@ AC_CONFIG_FILES([Makefile
mex/build/gensylv/matlab/Makefile
mex/build/bytecode/octave/Makefile
mex/build/bytecode/matlab/Makefile
mex/build/korderpert/octave/Makefile
mex/build/korderpert/matlab/Makefile
mex/build/korderpert/tests/Makefile
])
# Construct final output message

3
dynare++/kord/Makefile.am
View File

@ -56,6 +56,9 @@ libkord_a_SOURCES = $(CWEBSRC) $(GENERATED_FILES)
libkord_a_CPPFLAGS = -I../sylv/cc -I../tl/cc -I../integ/cc -DPOSIX_THREADS
libkord_a_CXXFLAGS = $(PTHREAD_CFLAGS)
# Generate position independent code for k-order DLL
libkord_a_CXXFLAGS += $(PICFLAG)
BUILT_SOURCES = $(GENERATED_FILES)
EXTRA_DIST = main.web

11
dynare++/src/Makefile.am
View File

@ -1,5 +1,7 @@
bin_PROGRAMS = dynare++
noinst_LIBRARIES = libnsolve.a
GENERATED_FILES = dynglob_ll.cc dynglob_tab.cc dynglob_tab.hh
dynare___SOURCES = \
@ -12,19 +14,22 @@ dynare___SOURCES = \
dynare3.h \
dynare_exception.h \
dynare_params.cpp \
nlsolve.cpp \
planner_builder.h \
dynare_atoms.cpp \
dynare_model.cpp \
dynare_params.h \
forw_subst_builder.cpp \
nlsolve.h \
$(GENERATED_FILES)
dynare___CPPFLAGS = -I../sylv/cc -I../tl/cc -I../kord -I../integ/cc -I.. -DDYNVERSION=\"$(PACKAGE_VERSION)\" -DPOSIX_THREADS
dynare___LDADD = ../kord/libkord.a ../integ/cc/libinteg.a ../tl/cc/libtl.a ../parser/cc/libparser.a ../utils/cc/libutils.a ../sylv/cc/libsylv.a $(LAPACK_LIBS) $(BLAS_LIBS) $(LIBS) $(FLIBS) $(PTHREAD_LIBS)
dynare___LDADD = ../kord/libkord.a ../integ/cc/libinteg.a ../tl/cc/libtl.a ../parser/cc/libparser.a ../utils/cc/libutils.a ../sylv/cc/libsylv.a $(noinst_LIBRARIES) $(LAPACK_LIBS) $(BLAS_LIBS) $(LIBS) $(FLIBS) $(PTHREAD_LIBS)
dynare___CXXFLAGS = $(PTHREAD_CFLAGS)
# Put nlsolve in a separate library, with position independent code, for k-order DLL
libnsolve_a_SOURCES = nlsolve.cpp nlsolve.h
libnsolve_a_CPPFLAGS = $(dynare___CPPFLAGS)
libnsolve_a_CXXFLAGS = $(PICFLAG)
BUILT_SOURCES = $(GENERATED_FILES)
EXTRA_DIST = dynglob.lex dynglob.y

3
dynare++/sylv/cc/Makefile.am
View File

@ -40,3 +40,6 @@ libsylv_a_SOURCES = \
SchurDecomp.cpp \
KronVector.h \
KronUtils.cpp
# Generate position independent code for k-order DLL
libsylv_a_CXXFLAGS = $(PICFLAG)

3
dynare++/tl/cc/Makefile.am
View File

@ -94,6 +94,9 @@ libtl_a_SOURCES = $(CWEBSRC) $(GENERATED_FILES)
libtl_a_CPPFLAGS = -I../../sylv/cc -DPOSIX_THREADS
libtl_a_CXXFLAGS = $(PTHREAD_CFLAGS)
# Generate position independent code for k-order DLL
libtl_a_CXXFLAGS += $(PICFLAG)
BUILT_SOURCES = $(GENERATED_FILES)
EXTRA_DIST = main.web

9
matlab/dynare_config.m
View File

@ -167,6 +167,15 @@ else
end
disp([ message 'Bytecode evaluation.' ])
% Test if k-order perturbation DLL is present
if exist('korderpert') == 3
remove_path_to_mex = 0;
message = '[mex] ';
else
message = '[no] ';
end
disp([ message 'k-order perturbation.' ])
if remove_path_to_mex
rmpath(path_to_mex_files);
end

14
mex/build/Makefile.am
View File

@ -8,4 +8,18 @@ if HAVE_MEXOPTS
SUBDIRS += mjdgges/matlab kronecker/matlab gensylv/matlab bytecode/matlab
endif
if HAVE_BLAS
if HAVE_LAPACK
if HAVE_PTHREAD
if HAVE_MEXOPTS
SUBDIRS += korderpert/matlab korderpert/tests
endif
if HAVE_MKOCTFILE
SUBDIRS += korderpert/octave
endif
endif
endif
endif
EXTRA_DIST = mex.def

17
mex/sources/korderpert/Makefile.include
View File

@ -1,17 +0,0 @@
CC := gcc
DEBUG := yes
MATLAB := 1
DYNAREPPDIR = /home/michel/dynare/svn/dynare++/dynare++
# George
#MATLAB_PATH := c:/"Program Files"/MATLAB_SV71
#MEX_SUFFIX := dll
#LDFLAGS := -Wl,-L"c:/Program Files"/MATLAB_SV71/extern/lib/win32/microsoft/ \
# -Wl,-llibmex -Wl,-llibmx -Wl,-llibmwlapack -Wl,-llibdflapack \
# -lg2c -lmingw32 -lstdc++
# Michel
MATLAB_PATH := /home/michel/usr/bin/matlab
#MATLAB_PATH := /home/michel/usr/local/bin/matlab7.8
MEX = $(MATLAB_PATH)/bin/mex
MEX_SUFFIX := mexa64
CXXFLAGS := -fPIC -I$(DYNAREPPDIR)/tl/cc -I$(DYNAREPPDIR)/kord -I$(DYNAREPPDIR)/sylv/cc -I$(DYNAREPPDIR)/utils/cc -I$(DYNAREPPDIR)/src -I$(MATLAB_PATH)/extern/include -DDEBUG -DPOSIX_THREADS
LDFLAGS := -Wl,-L$(MATLAB_PATH)/bin/glnxa64 -lmwlapack -lmwblas

37
mex/sources/korderpert/Readme.txt Normal file
View File

@ -0,0 +1,37 @@
k_order_perturbation project status
NOTE: The dll (mexw32 or so) is called from new Matlab Dynare function dr1_k_order
derived from dr1, after set_state_space as:
[ysteady, ghx_u]=k_ord_dynare_perturbation(dr,task,M_,options_, oo_, ['.' mexext])
where last term is optional but it will default to .dll on windows and .so on linux.
dr1_k_order is called by amended resol.m:
elseif(options_.use_k_order==1)&& (check_flag == 0)
[dr,info,M_,options_,oo_] = dr1_k_order(dr,check_flag,M_,options_,oo_);
else
and requirese options to be set
options_.use_k_order=1;
==================
Tests:
first_order.m is matlab emulation of Dynare++ c++ first_order.cpp for testing pruposes
==================
ToDO:
==================
1) amend <model>.m to use Dynamic_mexopts.bat
mex -f Dynamic_mexopts.bat -O fs2000k_no_both_UR_dynamic.c
or amend preprocessor to make mex to export Dynamic() function as well as mexFunction() as the Dynamic_mexopts.bat does, e.g.:
set LINKFLAGS=/dll /export:Dynamic /export:%ENTRYPOINT% /MAP ....
2) make k_order_perturbation handle models which have the "both" variables (i.e. variables that appear both as lag and as lead)

4
mex/sources/korderpert/src/dynamic_dll.cpp → mex/sources/korderpert/dynamic_dll.cpp
View File

@ -90,8 +90,9 @@ DynamicModelDLL::DynamicModelDLL(const char *modName, const int y_length, const
try
{
if (sExt == NULL)
sExt = MEXEXT;
#ifdef WINDOWS
if (sExt == NULL) sExt = (".dll");
HINSTANCE dynamicHinstance;
// dynamicHinstance=::LoadLibraryEx(strcat(fNname,"_.dll"),NULL,DONT_RESOLVE_DLL_REFERENCES);//sExt); //"_.dll");
dynamicHinstance = ::LoadLibrary(strcat(fName, sExt)); //.dll); //"_.dll");
@ -104,7 +105,6 @@ DynamicModelDLL::DynamicModelDLL(const char *modName, const int y_length, const
Dynamic = (DynamicFn *) ::GetProcAddress(dynamicHinstance, "Dynamic");
#else // __linux__
if (sExt == NULL) sExt = (".so");
dynamicHinstance = dlopen(strcat(fName, sExt), RTLD_NOW);
if ((dynamicHinstance == NULL) || dlerror())
{

0
mex/sources/korderpert/src/dynamic_dll.h → mex/sources/korderpert/dynamic_dll.h
View File

0
mex/sources/korderpert/src/k_ord_dynare.cpp → mex/sources/korderpert/k_ord_dynare.cpp
View File

2
mex/sources/korderpert/src/k_ord_dynare.h → mex/sources/korderpert/k_ord_dynare.h
View File

@ -103,7 +103,7 @@ public:
/*********************************************/
// The following only implements DynamicModel with help of ogdyn::DynareModel
// instantiation of pure abstract DynamicModel decl. in dynamic_model.h
//class DynamicModelDLL;
class DynamicModelDLL;
class KordpJacobian;
class KordpDynare : public DynamicModel
{

2
mex/sources/korderpert/src/k_order_perturbation.cpp → mex/sources/korderpert/k_order_perturbation.cpp
View File

@ -347,7 +347,7 @@ extern "C" {
/* Write derivative outputs into memory map */
map<string, ConstTwoDMatrix> mm;
app.getFoldDecisionRule().writeMMap(&mm);
app.getFoldDecisionRule().writeMMap(mm, string());
#ifdef DEBUG
app.getFoldDecisionRule().print();

52
mex/sources/korderpert/src/Makefile
View File

@ -1,52 +0,0 @@
include ../Makefile.include
all: k_orddbgtest
#all: k_order_perturbation.mexa64
k_order_test_main.o: k_order_test_main.cpp
gcc -DMATLAB_MEX_FILE -g -DDEBUG -DPOSIX_THREADS -I$(MATLAB_PATH)/extern/include -I $(DYNAREPPDIR)/src -I $(DYNAREPPDIR)/kord -I $(DYNAREPPDIR)/tl/cc -I $(DYNAREPPDIR)/utils/cc/ -I $(DYNAREPPDIR)/sylv/cc/ -c k_order_test_main.cpp
k_ord_dynare.o: k_ord_dynare.cpp k_ord_dynare.h dynamic_dll.h
gcc -DMATLAB_MEX_FILE -g -DDEBUG -DPOSIX_THREADS -I$(MATLAB_PATH)/extern/include -I $(DYNAREPPDIR)/src -I $(DYNAREPPDIR)/kord -I $(DYNAREPPDIR)/tl/cc -I $(DYNAREPPDIR)/utils/cc/ -I $(DYNAREPPDIR)/sylv/cc/ -fPIC -c k_ord_dynare.cpp
k_order_perturbation.o: k_order_perturbation.cpp dynamic_dll.h
gcc -DMATLAB_MEX_FILE -g -DDEBUG -DPOSIX_THREADS -I$(MATLAB_PATH)/extern/include -I $(DYNAREPPDIR)/src -I $(DYNAREPPDIR)/kord -I $(DYNAREPPDIR)/tl/cc -I $(DYNAREPPDIR)/utils/cc/ -I $(DYNAREPPDIR)/sylv/cc/ -fPIC -c k_order_perturbation.cpp
dynamic_dll.o: dynamic_dll.cpp dynamic_dll.h
gcc -DMATLAB_MEX_FILE -g -DDEBUG -DPOSIX_THREADS -I$(MATLAB_PATH)/extern/include -I $(DYNAREPPDIR)/src -I $(DYNAREPPDIR)/kord -I $(DYNAREPPDIR)/tl/cc -I $(DYNAREPPDIR)/utils/cc/ -I $(DYNAREPPDIR)/sylv/cc/ -fPIC -c k_order_perturbation.cpp
nlsolve.o: $(DYNAREPPDIR)/src/nlsolve.cpp
gcc -DMATLAB_MEX_FILE -g -DDEBUG -DPOSIX_THREADS -I$(MATLAB_PATH)/extern/include -I $(DYNAREPPDIR)/src -I $(DYNAREPPDIR)/kord -I $(DYNAREPPDIR)/tl/cc -I $(DYNAREPPDIR)/utils/cc/ -I $(DYNAREPPDIR)/sylv/cc/ -fPIC -c k_order_test_main.cpp -c k_ord_dynare.cpp -c k_order_perturbation.cpp -c $(DYNAREPPDIR)/src/nlsolve.cpp
fs2000a_dynamic.o: fs2000a_dynamic.c
gcc -g -c -I$(MATLAB_PATH)/extern/include -DMATLAB_MEX_FILE -ansi -D_GNU_SOURCE -fexceptions -fPIC -fno-omit-frame-pointer -pthread -DMX_COMPAT_32 -O -DNDEBUG "fs2000a_dynamic.c"
mexversion.o: $(MATLAB_PATH)/extern/src/mexversion.c
gcc -c -I$(MATLAB_PATH)/extern/include -DMATLAB_MEX_FILE -ansi -D_GNU_SOURCE -fexceptions -fPIC -fno-omit-frame-pointer -pthread -DMX_COMPAT_32 -O -DNDEBUG "$(MATLAB_PATH)/extern/src/mexversion.c"
fs2000a_dynamic.so: fs2000a_dynamic.o mexversion.o dynamic.map
# gcc -O -pthread -shared -Wl,--version-script,dynamic.map -Wl,--no-undefined -o "fs2000a_dynamic.so" fs2000a_dynamic.o mexversion.o -Wl,-rpath-link,$(MATLAB_PATH)/bin/glnxa64 -L$(MATLAB_PATH)/bin/glnxa64 -lmx -lmex -lmat -lm -lstdc++
gcc -O -pthread -shared -Wl,--no-undefined -o "fs2000a_dynamic.so" fs2000a_dynamic.o mexversion.o -Wl,-rpath-link,$(MATLAB_PATH)/bin/glnxa64 -L$(MATLAB_PATH)/bin/glnxa64 -lmx -lmex -lmat -lm -lstdc++
fs2000k_dynamic.o: fs2000k_dynamic.c
gcc -g -c -I$(MATLAB_PATH)/extern/include -DMATLAB_MEX_FILE -ansi -D_GNU_SOURCE -fexceptions -fPIC -fno-omit-frame-pointer -pthread -DMX_COMPAT_32 -O -DNDEBUG "fs2000k_dynamic.c"
fs2000k_dynamic.so: fs2000k_dynamic.o mexversion.o dynamic.map
# gcc -O -pthread -shared -Wl,--version-script,dynamic.map -Wl,--no-undefined -o "fs2000k_dynamic.so" fs2000k_dynamic.o mexversion.o -Wl,-rpath-link,$(MATLAB_PATH)/bin/glnxa64 -L$(MATLAB_PATH)/bin/glnxa64 -lmx -lmex -lmat -lm -lstdc++
gcc -O -pthread -shared -Wl,--no-undefined -o "fs2000k_dynamic.so" fs2000k_dynamic.o mexversion.o -Wl,-rpath-link,$(MATLAB_PATH)/bin/glnxa64 -L$(MATLAB_PATH)/bin/glnxa64 -lmx -lmex -lmat -lm -lstdc++
ramst1_dynamic.o: ramst1_dynamic.c
gcc -g -c -I$(MATLAB_PATH)/extern/include -DMATLAB_MEX_FILE -ansi -D_GNU_SOURCE -fexceptions -fPIC -fno-omit-frame-pointer -pthread -DMX_COMPAT_32 -O -DNDEBUG "ramst1_dynamic.c"
ramst1_dynamic.mexa64: ramst1_dynamic.o mexversion.o dynamic.map
gcc -O -pthread -shared -Wl,--no-undefined -o "ramst1_dynamic.mexa64" ramst1_dynamic.o mexversion.o -Wl,-rpath-link,$(MATLAB_PATH)/bin/glnxa64 -L$(MATLAB_PATH)/bin/glnxa64 -lmx -lmex -lmat -lm -lstdc++
k_orddbgtest: k_order_test_main.o k_ord_dynare.o dynamic_dll.o k_order_perturbation.o nlsolve.o dynarelib.a
gcc -DMATLAB_MEX_FILE -g -DDEBUG -DPOSIX_THREADS -o k_orddbgtest k_order_test_main.o k_ord_dynare.o k_order_perturbation.o nlsolve.o dynarelib.a -Wl,-rpath,$(MATLAB_PATH)/bin/glnxa64 -Wl,-rpath,$(MATLAB_PATH)/sys/os/glnxa64 -Wl,-rpath,. -L$(MATLAB_PATH)/bin/glnxa64 -lmex -lmx -lmwlapack -lmwblas -lmat -lm -lstdc++
k_orddbgtest_ramst1: k_order_test_main_ramst1.o k_ord_dynare.o dynamic_dll.o k_order_perturbation.o nlsolve.o dynarelib.a
gcc -DMATLAB_MEX_FILE -g -DDEBUG -DPOSIX_THREADS -o k_orddbgtest_ramst1 k_order_test_main_ramst1.o k_ord_dynare.o k_order_perturbation.o nlsolve.o dynarelib.a -Wl,-rpath,$(MATLAB_PATH)/bin/glnxa64 -Wl,-rpath,$(MATLAB_PATH)/sys/os/glnxa64 -Wl,-rpath,. -L$(MATLAB_PATH)/bin/glnxa64 -lmex -lmx -lmwlapack -lmwblas -lmat -lm -lstdc++
k_order_perturbation.mexa64: k_order_perturbation.o k_ord_dynare.o dynamic_dll.o nlsolve.o dynarelib.a
$(MEX) -v -DMATLAB_MEX_FILE -g -DDEBUG -DPOSIX_THREADS -I$(MATLAB_PATH)/extern/include -I$(DYNAREPPDIR)/src -I$(DYNAREPPDIR)/kord -I$(DYNAREPPDIR)/tl/cc -I$(DYNAREPPDIR)/utils/cc/ -I$(DYNAREPPDIR)/sylv/cc/ k_order_perturbation.cpp k_ord_dynare.o nlsolve.o dynarelib.a -lmwlapack -lmwblas -ldl -lstdc++ LDFLAGS='-pthread -shared -Wl,--version-script,$(MATLAB_PATH)/extern/lib/glnxa64/mexFunction.map -Wl,--no-undefined -Wl,-rpath,.'

84
mex/sources/korderpert/src/Readme.txt
View File

@ -1,84 +0,0 @@
k_order_perturbation project status
Last upate: 3/3/09
Makefiles are not complete and in final verison yet
but they and C++ files are ready for creation of a library
that can be linked with the set of k_order_perturbation
Dynare extensions:
k_order_perturbation.cpp (and .h)
k_ord_dynare.cpp (and .h)
NOTE: at the moment the comp.bat compiles also:
k_order_test_main.cpp - exe test driver main function
nlsolv.cpp - i.e. not covered by the lib make files.
to create a debug, POSIX THREAD and Matlab Lapack verion of k_ord_dynarelib.a
k_ord_dynarelibML_PTRD_DB.a,
1) use cygwin shell to compile and create k_ord_lib.a under Windows
with MingW and MATLAB LAPACK:
go to Dynare_pp/extern/matlab assuming MATLAB is already defined with directory
and in your cygwin shell set
>WINDOWS=1
>DEBUG=1
>export WINDOWS DEBUG
and run
> make dynarelib.a
NOTE: At the momment the library still uses integ files too -
those may be removed at a later stage
Then:
2) Compile extensions with MingW using the temporary comp.bat:
go to the root src directory and run comp.bat
3) to link statically linked test exe driver k_orddbgtest.exe run
linkdbgexe.bat
4) to link Matlab callable DLL
linkDLL.bat
NOTE: The dll (mexw32 or so) is called from new Matlab Dynare function dr1_k_order
derived from dr1, after set_state_space as:
[ysteady, ghx_u]=k_ord_dynare_perturbation(dr,task,M_,options_, oo_, ['.' mexext])
where last term is optional but it will default to .dll on windows and .so on linux.
dr1_k_order is called by amended resol.m:
elseif(options_.use_k_order==1)&& (check_flag == 0)
[dr,info,M_,options_,oo_] = dr1_k_order(dr,check_flag,M_,options_,oo_);
else
and requirese options to be set
options_.use_k_order=1;
==================
Tests:
first_order.m is matlab emulation of Dynare++ c++ first_order.cpp for testing pruposes
==================
ToDO:
==================
1) amend <model>.m to use Dynamic_mexopts.bat
mex -f Dynamic_mexopts.bat -O fs2000k_no_both_UR_dynamic.c
or amend preprocessor to make mex to export Dynamic() function as well as mexFunction() as the Dynamic_mexopts.bat does, e.g.:
set LINKFLAGS=/dll /export:Dynamic /export:%ENTRYPOINT% /MAP ....
2) make k_order_perturbation handle models which have the "both" variables (i.e. variables that appear both as lag and as lead)

25
mex/sources/korderpert/src/StdAfx.h
View File

@ -1,25 +0,0 @@
// stdafx.h : include file for standard system include files,
// or project specific include files that are used frequently, but
// are changed infrequently
//
#if !defined(AFX_STDAFX_H__6D080F4C_4FEB_4290_90B5_6943DFBBE92A__INCLUDED_)
#define AFX_STDAFX_H__6D080F4C_4FEB_4290_90B5_6943DFBBE92A__INCLUDED_
#if _MSC_VER > 1000
# pragma once
#endif // _MSC_VER > 1000
// Insert your headers here
#define WIN32_LEAN_AND_MEAN // Exclude rarely-used stuff from Windows headers
#include <windows.h>
#endif // _MSC_VER > 1000
// TODO: reference additional headers your program requires here
//{{AFX_INSERT_LOCATION}}
// Microsoft Visual C++ will insert additional declarations immediately before the previous line.
//#endif // !defined(AFX_STDAFX_H__6D080F4C_4FEB_4290_90B5_6943DFBBE92A__INCLUDED_)

1
mex/sources/korderpert/src/comp.bat
View File

@ -1 +0,0 @@
gcc -DMATLAB_MEX_FILE -mthreads -g -DWINDOWS -DPOSIX_THREADS -DDEBUG -shared -I"c:/Program Files"/MATLAB_SV71/extern/include -I Dyn_pp/src -I Dyn_pp/kord -I Dyn_pp/tl/cc -I Dyn_pp/utils/cc/ -I Dyn_pp/sylv/cc/ -I"f:/Pthreads/Pre-built.2/include" -I"f:/mingw/include" -c k_order_test_main.cpp -c k_ord_dynare.cpp -c k_order_perturbation.cpp -c Dyn_pp/src/nlsolve.cpp

359
mex/sources/korderpert/src/k_order_test_main_ramst.cpp
View File

@ -1,359 +0,0 @@
/*
* Copyright (C) 2008-2009 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/>.
*/
/*************************************
* This main() is for testing k_order DLL entry point by linking to
* the k_ord library statically and passing its hard-coded data:
* parameters, covar, ysteady and the variable names from fs2000a.mod model
* The main has been derived from mxFunction used for K-Order DLL
***************************************/
//#include "stdafx.h"
#include "k_ord_dynare.h"
int
main(int argc, char *argv[])
{
double qz_criterium = 1+1e-6;
const int check_flag = 0;
const char *fName = "fs2000k"; //mxArrayToString(mFname);
const char *dfExt = NULL; //Dyanamic file extension, e.g.".dll";
#ifdef DEBUG
mexPrintf("k_order_perturbation: check_flag = %d , fName = %s .\n", check_flag, fName);
#endif
int kOrder = 2;
int npar = 7; //(int)mxGetM(mxFldp);
double dparams[7] = { 0.3300,
0.9900,
0.0030,
1.0110,
0.7000,
0.7870,
0.0200};
Vector *modParams = new Vector(dparams, npar);
#ifdef DEBUG
mexPrintf("k_ord_perturbation: nParams=%d .\n", npar);
for (int i = 0; i < npar; i++)
{
mexPrintf("k_ord_perturbation: dParams[%d]= %g.\n", i, dparams+i*(sizeof(double)));
}
for (int i = 0; i < npar; i++)
{
mexPrintf("k_ord_perturbation: Params[%d]= %g.\n", i, (*modParams)[i]);
}
#endif
double d2Dparams[4] = { //(double *) mxGetData(mxFldp);
0.1960e-3, 0.0,
0.0, 0.0250e-3
};
npar = 2; //(int)mxGetN(mxFldp);
TwoDMatrix *vCov = new TwoDMatrix(npar, npar, (d2Dparams));
double dYSparams [18] = { // 27 mxGetData(mxFldp);
// 1.0110, 2.2582, 5.8012, 0.5808,
1.0110, 1.0110, 2.2582, 2.2582, 0.4477, 1.0000,
4.5959, 1.0212, 5.8012, 0.8494,
0.1872, 0.8604, 1.0030, 1.0080,
0.5808, 1.0030, 2.2582, 0.4477
//, 1.0110, 2.2582, 0.4477, 1.0000, 0.1872, 2.2582, 0.4477
};
const int nSteady = 18; //27 //31;//29, 16 (int)mxGetM(mxFldp);
Vector *ySteady = new Vector(dYSparams, nSteady);
//mxFldp = mxGetField(dr, 0,"nstatic" );
const int nStat = 7; //(int)mxGetScalar(mxFldp);
// mxFldp = mxGetField(dr, 0,"npred" );
const int nPred = 4; //6 - nBoth (int)mxGetScalar(mxFldp);
//mxFldp = mxGetField(dr, 0,"nspred" );
const int nsPred = 4; //(int)mxGetScalar(mxFldp);
//mxFldp = mxGetField(dr, 0,"nboth" );
const int nBoth = 0; // (int)mxGetScalar(mxFldp);
//mxFldp = mxGetField(dr, 0,"nfwrd" );
const int nForw = 7; // 3 (int)mxGetScalar(mxFldp);
//mxFldp = mxGetField(dr, 0,"nsfwrd" );
const int nsForw = 7; //(int)mxGetScalar(mxFldp);
//mxFldp = mxGetField(M_, 0,"exo_nbr" );
const int nExog = 2; // (int)mxGetScalar(mxFldp);
//mxFldp = mxGetField(M_, 0,"endo_nbr" );
const int nEndo = 18; //16(int)mxGetScalar(mxFldp);
//mxFldp = mxGetField(M_, 0,"param_nbr" );
const int nPar = 7; //(int)mxGetScalar(mxFldp);
// it_ should be set to M_.maximum_lag
//mxFldp = mxGetField(M_, 0,"maximum_lag" );
const int nMax_lag = 1; //(int)mxGetScalar(mxFldp);
int var_order[] //[18]
= {
7, 8, 10, 12, 13, 14, 16, 2, 4, 9, 15,
1, 3, 5, 6, 11, 17, 18
// 5, 6, 8, 10, 11, 12, 16, 7, 13, 14, 15, 1, 2, 3, 4, 9, 17, 18
};
//Vector * varOrder = new Vector(var_order, nEndo);
vector<int> *var_order_vp = new vector<int>(nEndo); //nEndo));
for (int v = 0; v < nEndo; v++)
(*var_order_vp)[v] = var_order[v];
const double ll_incidence [] //[3][18]
= {
0, 5, 23,
1, 6, 0,
0, 7, 24,
2, 8, 0,
0, 9, 25,
0, 10, 26,
0, 11, 0,
0, 12, 0,
3, 13, 0,
0, 14, 0,
0, 15, 27,
0, 16, 0,
0, 17, 0,
0, 18, 0,
4, 19, 0,
0, 20, 0,
0, 21, 28,
0, 22, 29
};
TwoDMatrix *llincidence = new TwoDMatrix(3, nEndo, ll_incidence);
const int jcols = nExog+nEndo+nsPred+nsForw; // Num of Jacobian columns
#ifdef DEBUG
mexPrintf("k_order_perturbation: jcols= %d .\n", jcols);
#endif
//mxFldp= mxGetField(M_, 0,"endo_names" );
const int nendo = 18; //16(int)mxGetM(mxFldp);
const int widthEndo = 6; // (int)mxGetN(mxFldp);
const char *cNamesCharStr = "mmPPceWRkdnlggydPc 1 1 yp A22 __ oo bb ss ";
// const char** endoNamesMX= DynareMxArrayToString( mxFldp,nendo,widthEndo);
const char **endoNamesMX = DynareMxArrayToString(cNamesCharStr, nendo, widthEndo);
#ifdef DEBUG
for (int i = 0; i < nEndo; i++)
{
mexPrintf("k_ord_perturbation: EndoNameList[%d][0]= %s.\n", i, endoNamesMX[i]);
}
#endif
//mxFldp = mxGetField(M_, 0,"exo_names" );
const int nexo = 2; //(int)mxGetM(mxFldp);
const int widthExog = 3; //(int)mxGetN(mxFldp);
// const char** exoNamesMX= DynareMxArrayToString( mxFldp,nexo,widthExog);
const char *cExoNamesCharStr = "ee__am";
const char **exoNamesMX = DynareMxArrayToString(cExoNamesCharStr, nexo, widthExog);
#ifdef DEBUG
for (int i = 0; i < nexo; i++)
{
mexPrintf("k_ord_perturbation: ExoNameList[%d][0]= %s.\n", i, exoNamesMX[i]);
}
#endif
if ((nEndo != nendo) || (nExog != nexo)) //(nPar != npar)
{
mexErrMsgTxt("Incorrect number of input parameters.\n");
//return;
}
#ifdef DEBUG
for (int i = 0; i < nEndo; i++)
{
mexPrintf("k_ord_perturbation: EndoNameList[%d]= %s.\n", i, endoNamesMX[i]);
}
// for (int i = 0; i < nPar; i++) {
//, , mexPrintf("k_ord_perturbation: params_vec[%d]= %g.\n", i, params_vec[i] ); }
for (int i = 0; i < nPar; i++)
{
mexPrintf("k_ord_perturbation: Params[%d]= %g.\n", i, (*modParams)[i]);
}
for (int i = 0; i < nSteady; i++)
{
mexPrintf("k_ord_perturbation: ysteady[%d]= %g.\n", i, (*ySteady)[i]);
}
mexPrintf("k_order_perturbation: nEndo = %d , nExo = %d .\n", nEndo, nExog);
#endif
/* Fetch time index */
// int it_ = (int) mxGetScalar(prhs[3]) - 1;
const int nSteps = 0; // Dynare++ solving steps, for time being default to 0 = deterministic steady state
const double sstol = 1.e-13; //NL solver tolerance from
THREAD_GROUP::max_parallel_threads = 1; //2 params.num_threads;
try
{
// make journal name and journal
std::string jName(fName); //params.basename);
jName += ".jnl";
Journal journal(jName.c_str());
#ifdef DEBUG
mexPrintf("k_order_perturbation: Call tls init\n");
#endif
tls.init(kOrder, nStat+2*nPred+3*nBoth+2*nForw+nExog);
#ifdef DEBUG
mexPrintf("k_order_perturbation: Calling dynamicDLL constructor.\n");
#endif
// DynamicFn * pDynamicFn = loadModelDynamicDLL (fname);
DynamicModelDLL dynamicDLL(fName, nEndo, jcols, nMax_lag, nExog, dfExt);
#ifdef DEBUG
mexPrintf("k_order_perturbation: Calling dynare constructor.\n");
#endif
// make KordpDynare object
KordpDynare dynare(endoNamesMX, nEndo, exoNamesMX, nExog, nPar, // paramNames,
ySteady, vCov, modParams, nStat, nPred, nForw, nBoth,
jcols, nSteps, kOrder, journal, dynamicDLL, sstol, var_order_vp, //var_order
llincidence, qz_criterium);
// intiate tensor library
#ifdef DEBUG
// mexPrintf("k_order_perturbation: Call tls init\n");
#endif
/* tls.init(dynare.order(),
dynare.nstat()+2*dynare.npred()+3*dynare.nboth()+
2*dynare.nforw()+dynare.nexog());
*/
// construct main K-order approximation class
// FistOrderApproximation app(dynare, journal, nSteps);
#ifdef DEBUG
mexPrintf("k_order_perturbation: Call Approximation constructor \n");
#endif
Approximation app(dynare, journal, nSteps, false, qz_criterium);
// run stochastic steady
#ifdef DEBUG
mexPrintf("k_order_perturbation: Calling walkStochSteady.\n");
#endif
app.walkStochSteady();
// open mat file
std::string matfile(fName); //(params.basename);
matfile += ".mat";
FILE *matfd = NULL;
if (NULL == (matfd = fopen(matfile.c_str(), "wb")))
{
fprintf(stderr, "Couldn't open %s for writing.\n", matfile.c_str());
exit(1);
}
std::string ss_matrix_name(fName); //params.prefix);
ss_matrix_name += "_steady_states";
ConstTwoDMatrix(app.getSS()).writeMat4(matfd, ss_matrix_name.c_str());
// write the folded decision rule to the Mat-4 file
app.getFoldDecisionRule().writeMat4(matfd, fName); //params.prefix);
fclose(matfd);
map<string, ConstTwoDMatrix> mm;
app.getFoldDecisionRule().writeMMap(&mm);
#ifdef DEBUG
app.getFoldDecisionRule().print();
mexPrintf("k_order_perturbation: Map print: \n");
for (map<string, ConstTwoDMatrix>::const_iterator cit = mm.begin();
cit != mm.end(); ++cit)
{
// const string& sym =(*cit).first;
mexPrintf("k_order_perturbation: Map print: string: %s , g:\n", (*cit).first.c_str());
// mexPrintf("k_order_perturbation: Map print: g: \n");
// if ((*cit).first==string("g_1"))
(*cit).second.print();
}
#endif
// get latest ysteady
double *dYsteady = (dynare.getSteady().base());
ySteady = (Vector *)(&dynare.getSteady());
}
catch (const KordException &e)
{
printf("Caugth Kord exception: ");
e.print();
return 1; // e.code();
}
catch (const TLException &e)
{
printf("Caugth TL exception: ");
e.print();
return 2; // 255;
}
catch (SylvException &e)
{
printf("Caught Sylv exception: ");
e.printMessage();
return 3; // 255;
}
catch (const DynareException &e)
{
printf("Caught KordpDynare exception: %s\n", e.message());
return 4; // 255;
}
catch (const ogu::Exception &e)
{
printf("Caught ogu::Exception: ");
e.print();
return 5; // 255;
}
// bones for future developement of the output.
const int nrhs = 5;
const int nlhs = 2;
mxArray *prhs[nrhs];
mxArray *plhs[nlhs];
#ifdef DEBUG
mexPrintf("k_order_perturbation: Filling outputs.\n");
#endif
double *dgy, *dgu, *ysteady;
int nb_row_x;
ysteady = NULL;
if (nlhs >= 1)
{
/* Set the output pointer to the output matrix ysteady. */
plhs[0] = mxCreateDoubleMatrix(nEndo, 1, mxREAL);
/* Create a C pointer to a copy of the output ysteady. */
ysteady = mxGetPr(plhs[0]);
}
dgy = NULL;
if (nlhs >= 2)
{
/* Set the output pointer to the output matrix gy. */
plhs[1] = mxCreateDoubleMatrix(nEndo, jcols, mxREAL);
// plhs[1] = (double*)(gy->getData())->base();
/* Create a C pointer to a copy of the output matrix gy. */
dgy = mxGetPr(plhs[1]);
}
dgu = NULL;
if (nlhs >= 3)
{
/* Set the output pointer to the output matrix gu. */
plhs[2] = mxCreateDoubleMatrix(nEndo, nExog, mxREAL);
// plhs[2] = (double*)((gu->getData())->base());
/* Create a C pointer to a copy of the output matrix gu. */
dgu = mxGetPr(plhs[2]);
}
return 0;
}

1
mex/sources/korderpert/src/linkDLL.bat
View File

@ -1 +0,0 @@
gcc -DMATLAB_MEX_FILE -mthreads -shared -DWINDOWS -DPOSIX_THREADS -I"c:/Program Files"/MATLAB_SV71/extern/include -I Dynare_pp/src -I Dynare_pp/kord -I Dynare_pp/tl/cc -I Dynare_pp/utils/cc/ -I Dynare_pp/sylv/cc/ -I"f:/Pthreads/Pre-built.2/include" -I"f:/mingw/include" -o k_order_perturbation.dll k_ord_dynare.o k_order_perturbation.o dynamic_dll.o nlsolve.o "dynare_pp/extern/matlab"/dynarelib.a -Wl,-L"c:/Program Files"/MATLAB_SV71/extern/lib/win32/microsoft/ -Wl,-llibmex -Wl,-llibmx -Wl,-llibmwlapack -Wl,-llibdflapack -lg2c -lmingw32 -lstdc++ -L"f:/Pthreads/Pre-built.2/lib" -lpthreadGC2

1
mex/sources/korderpert/src/linkdbgexe.bat
View File

@ -1 +0,0 @@
gcc -DMATLAB_MEX_FILE -mthreads -g -DWINDOWS -DPOSIX_THREADS -I"c:/Program Files"/MATLAB_SV71/extern/include -I Dynare_pp/src -I Dynare_pp/kord -I Dynare_pp/tl/cc -I Dynare_pp/utils/cc/ -I Dynare_pp/sylv/cc/ -I"f:/Pthreads/Pre-built.2/include" -I"f:/mingw/include" -o k_orddbgtest.exe k_order_test_main.o k_ord_dynare.o k_order_perturbation.o nlsolve.o dynamic_dll.o "dynare_pp/extern/matlab"/dynarelib.a -Wl,-L"c:/Program Files"/MATLAB_SV71/extern/lib/win32/microsoft/ -Wl,-llibmex -Wl,-llibmx -Wl,-llibmwlapack -Wl,-llibdflapack -lg2c -lmingw32 -lstdc++ -L"f:/Pthreads/Pre-built.2/lib" -lpthreadGC2

31
mex/sources/korderpert/src/ramst1.mod
View File

@ -1,31 +0,0 @@
var c k a;
varexo e;
parameters alpha delta beta rho;
alpha = 0.33;
delta = 0.025;
beta = 0.99;
rho = 0.9;
model;
1/c = beta*(1/c(+1))*(a(+1)*alpha*k^(alpha-1)+1-delta);
c+k = a*k(-1)^alpha + (1-delta)*k(-1);
log(a) = rho*log(a(-1))+e;
end;
initval;
c = 2;
k = 28;
a = 1;
end;
steady;
shocks;
var e; stderr 0.01;
end;
options_.use_k_order=1;
stoch_simul(irf=0);

121
mex/sources/korderpert/src/ramst1_dynamic.c
View File

@ -1,121 +0,0 @@
/*
* ramst1_dynamic.c : Computes dynamic model for Dynare
*
* Warning : this file is generated automatically by Dynare
* from model file (.mod)
*/
#include <math.h>
#include "mex.h"
void Dynamic(double *y, double *x, int nb_row_x, double *params, int it_, double *residual, double *g1, double *g2)
{
double lhs, rhs;
/* Residual equations */
double
T19 = pow(y[3],params[0]-1),
T23 = 1+y[6]*params[0]*T19-params[1],
T29 = pow(y[0],params[0]),
T55 = (params[0]-1)*pow(y[3],params[0]-1-1),
T56 = y[6]*params[0]*T55,
T62 = params[0]*pow(y[0],params[0]-1);
lhs =1/y[2];
rhs =params[2]*1/y[5]*T23;
residual[0]= lhs-rhs;
lhs =y[2]+y[3];
rhs =y[4]*T29+y[0]*(1-params[1]);
residual[1]= lhs-rhs;
lhs =log(y[4]);
rhs =params[3]*log(y[1])+x[it_+0*nb_row_x];
residual[2]= lhs-rhs;
/* Jacobian */
if (g1 == NULL)
return;
else
{
g1[6]= g1[6]+(-1)/(y[2]*y[2]);
g1[15]= g1[15]+(-(T23*params[2]*(-1)/(y[5]*y[5])));
g1[18]= g1[18]+(-(params[2]*1/y[5]*params[0]*T19));
g1[9]= g1[9]+(-(params[2]*1/y[5]*T56));
g1[7]= g1[7]+1;
g1[10]= g1[10]+1;
g1[13]= g1[13]+(-T29);
g1[1]= g1[1]+(-(1-params[1]+y[4]*T62));
g1[14]= g1[14]+1/y[4];
g1[5]= g1[5]+(-(params[3]*1/y[1]));
g1[23]= g1[23]+(-1);
}
/* Hessian for endogenous and exogenous variables */
if (g2 == NULL)
return;
else
{
g2[54] = (y[2]+y[2])/(y[2]*y[2]*y[2]*y[2]);
g2[135] = (-(T23*params[2]*(y[5]+y[5])/(y[5]*y[5]*y[5]*y[5])));
g2[159] = (-(params[2]*(-1)/(y[5]*y[5])*params[0]*T19));
g2[87] = (-(params[2]*(-1)/(y[5]*y[5])*T56));
g2[90] = (-(params[2]*1/y[5]*params[0]*T55));
g2[81] = (-(params[2]*1/y[5]*y[6]*params[0]*(params[0]-1)*(params[0]-1-1)*pow(y[3],params[0]-1-1-1)));
g2[13] = (-T62);
g2[1] = (-(y[4]*params[0]*(params[0]-1)*pow(y[0],params[0]-1-1)));
g2[110] = (-1)/(y[4]*y[4]);
g2[29] = (-(params[3]*(-1)/(y[1]*y[1])));
g2[138] = g2[159];
g2[129] = g2[87];
g2[153] = g2[90];
g2[97] = g2[13];
}
}
/* The gateway routine */
void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
double *y, *x, *params;
double *residual, *g1, *g2;
int nb_row_x, it_;
/* Create a pointer to the input matrix y. */
y = mxGetPr(prhs[0]);
/* Create a pointer to the input matrix x. */
x = mxGetPr(prhs[1]);
/* Create a pointer to the input matrix params. */
params = mxGetPr(prhs[2]);
/* Fetch time index */
it_ = (int) mxGetScalar(prhs[3]) - 1;
/* Gets number of rows of matrix x. */
nb_row_x = mxGetM(prhs[1]);
residual = NULL;
if (nlhs >= 1)
{
/* Set the output pointer to the output matrix residual. */
plhs[0] = mxCreateDoubleMatrix(3,1, mxREAL);
/* Create a C pointer to a copy of the output matrix residual. */
residual = mxGetPr(plhs[0]);
}
g1 = NULL;
if (nlhs >= 2)
{
/* Set the output pointer to the output matrix g1. */
plhs[1] = mxCreateDoubleMatrix(3, 8, mxREAL);
/* Create a C pointer to a copy of the output matrix g1. */
g1 = mxGetPr(plhs[1]);
}
g2 = NULL;
if (nlhs >= 3)
{
/* Set the output pointer to the output matrix g2. */
plhs[2] = mxCreateDoubleMatrix(3, 64, mxREAL);
/* Create a C pointer to a copy of the output matrix g1. */
g2 = mxGetPr(plhs[2]);
}
/* Call the C subroutines. */
Dynamic(y, x, nb_row_x, params, it_, residual, g1, g2);
}

1
mex/sources/korderpert/src/first_order.m → mex/sources/korderpert/tests/first_order.m
View File

@ -1,4 +1,5 @@
function [gy]=first_order(M_, dr, jacobia)
% Emulation of Dynare++ c++ first_order.cpp for testing pruposes
% Copyright (C) 2009 Dynare Team
%

0
mex/sources/korderpert/src/fs2000k.mod → mex/sources/korderpert/tests/fs2000k.mod
View File

2
mex/sources/korderpert/src/k_order_test_main.cpp → mex/sources/korderpert/tests/k_order_test_main.cpp
View File

@ -257,7 +257,7 @@ main(int argc, char *argv[])
fclose(matfd);
map<string, ConstTwoDMatrix> mm;
app.getFoldDecisionRule().writeMMap(&mm);
app.getFoldDecisionRule().writeMMap(mm, string());
#ifdef DEBUG
app.getFoldDecisionRule().print();
mexPrintf("k_order_perturbation: Map print: \n");