* Added back korderpert DLL to build system
* Fixes to Dynare++ for special LAPACK/BLAS integers in MATLAB * Fixes to korderpert DLL for cross-platform compatibility git-svn-id: https://www.dynare.org/svn/dynare/trunk@3009 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
sebastien
parent
fdaf7a9921
commit
1443f112bb
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@ -61,8 +61,9 @@ CPPFLAGS="$CPPFLAGS_SAVED"
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# Don't use deprecated hash structures
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AC_DEFINE([BOOST_NO_HASH])
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# Libtool test for dlopen, disabled for the moment
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#LT_LIB_DLLOAD
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# Check for dlopen(), needed by korderpert DLL
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AC_CHECK_LIB([dl], [dlopen], [LIBADD_DLOPEN="-ldl"], [])
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AC_SUBST([LIBADD_DLOPEN])
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AC_CHECK_PROG([PDFTEX], [pdftex], [pdftex])
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AM_CONDITIONAL([HAVE_PDFTEX], [test "x$PDFTEX" != "x"])
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@ -164,12 +164,12 @@ void GaussConverterFunction::calcCholeskyFactor(const GeneralMatrix& vcov)
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{
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A = vcov;
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int rows = A.numRows();
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lapack_int rows = A.numRows();
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for (int i = 0; i < rows; i++)
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for (int j = i+1; j < rows; j++)
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A.get(i,j) = 0.0;
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int info;
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lapack_int info;
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dpotrf("L", &rows, A.base(), &rows, &info);
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// todo: raise if |info!=1|
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}
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@ -604,11 +604,11 @@ not work for semidefinite matrices.
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void RandomShockRealization::choleskyFactor(const TwoDMatrix& v)
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{
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factor = v;
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int rows = factor.nrows();
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lapack_int rows = factor.nrows();
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for (int i = 0; i < rows; i++)
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for (int j = i+1; j < rows; j++)
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factor.get(i,j) = 0.0;
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int info;
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lapack_int info;
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dpotrf("L", &rows, factor.base(), &rows, &info);
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KORD_RAISE_IF(info != 0,
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@ -20,7 +20,7 @@ double qz_criterium = 1.000001;
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to select (return true) the pairs for which $\alpha<\beta$.
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@<|order_eigs| function code@>=
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int order_eigs(const double* alphar, const double* alphai, const double* beta)
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lapack_int order_eigs(const double* alphar, const double* alphai, const double* beta)
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{
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return (*alphar * *alphar + *alphai * *alphai < *beta * *beta * qz_criterium);
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}
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@ -165,7 +165,7 @@ the same. The difference is only numerical error.
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@
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@<form matrix $D$@>=
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int n = ypart.ny()+ypart.nboth;
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lapack_int n = ypart.ny()+ypart.nboth;
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TwoDMatrix matD(n, n);
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matD.zeros();
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matD.place(fypzero, 0, 0);
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@ -189,15 +189,18 @@ the same. The difference is only numerical error.
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@<solve generalized Schur@>=
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TwoDMatrix vsl(n, n);
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TwoDMatrix vsr(n, n);
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int lwork = 100*n+16;
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lapack_int lwork = 100*n+16;
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Vector work(lwork);
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IntSequence bwork(n);
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int info;
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lapack_int *bwork = new lapack_int[n];
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lapack_int info;
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lapack_int sdim2 = sdim;
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dgges("N", "V", "S", order_eigs, &n, matE.getData().base(), &n,
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matD.getData().base(), &n, &sdim, alphar.base(), alphai.base(),
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matD.getData().base(), &n, &sdim2, alphar.base(), alphai.base(),
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beta.base(), vsl.getData().base(), &n, vsr.getData().base(), &n,
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work.base(), &lwork, &(bwork[0]), &info);
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work.base(), &lwork, bwork, &info);
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sdim = sdim2;
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bk_cond = (sdim == ypart.nys());
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delete[] bwork;
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@ Here we setup submatrices of the matrix $Z$.
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@ -8,8 +8,6 @@
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#include "kord_exception.h"
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#include "korder.h"
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#include <dynlapack.h>
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@<|PLUMatrix| copy constructor@>;
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@<|PLUMatrix::calcPLU| code@>;
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@<|PLUMatrix::multInv| code@>;
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@ -24,9 +22,9 @@
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@
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@<|PLUMatrix| copy constructor@>=
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PLUMatrix::PLUMatrix(const PLUMatrix& plu)
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: TwoDMatrix(plu), inv(plu.inv), ipiv(new int[nrows()])
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: TwoDMatrix(plu), inv(plu.inv), ipiv(new lapack_int[nrows()])
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{
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memcpy(ipiv, plu.ipiv, nrows()*sizeof(int));
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memcpy(ipiv, plu.ipiv, nrows()*sizeof(lapack_int));
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}
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@ -37,8 +35,8 @@ the end of their constructors.
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@<|PLUMatrix::calcPLU| code@>=
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void PLUMatrix::calcPLU()
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{
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int info;
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int rows = nrows();
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lapack_int info;
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lapack_int rows = nrows();
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inv = (const Vector&)getData();
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dgetrf(&rows, &rows, inv.base(), &rows, ipiv, &info);
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}
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@ -50,9 +48,9 @@ void PLUMatrix::multInv(TwoDMatrix& m) const
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{
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KORD_RAISE_IF(m.nrows() != ncols(),
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"The matrix is not square in PLUMatrix::multInv");
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int info;
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int mcols = m.ncols();
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int mrows = m.nrows();
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lapack_int info;
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lapack_int mcols = m.ncols();
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lapack_int mrows = m.nrows();
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double* mbase = m.getData().base();
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dgetrs("N", &mrows, &mcols, inv.base(), &mrows, ipiv,
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mbase, &mrows, &info);
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@ -76,6 +76,8 @@ classes, which are defined here. These include: |PartitionY|,
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#include "kord_exception.h"
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#include "GeneralSylvester.h"
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#include <dynlapack.h>
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#include <cmath>
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#define TYPENAME typename
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@ -186,14 +188,14 @@ public:@;
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PLUMatrix(int n)
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: TwoDMatrix(n,n),
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inv(nrows()*ncols()),
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ipiv(new int[nrows()]) {}
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ipiv(new lapack_int[nrows()]) {}
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PLUMatrix(const PLUMatrix& plu);
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virtual ~PLUMatrix()
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{delete [] ipiv;}
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void multInv(TwoDMatrix& m) const;
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private:@;
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Vector inv;
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int* ipiv;
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lapack_int* ipiv;
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protected:@;
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void calcPLU();
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};
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@ -21,7 +21,7 @@ dynare___SOURCES = \
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nlsolve.h \
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$(GENERATED_FILES)
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dynare___CPPFLAGS = -I../sylv/cc -I../tl/cc -I../kord -I../integ/cc -I.. -DDYNVERSION=\"$(PACKAGE_VERSION)\" -DPOSIX_THREADS
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dynare___CPPFLAGS = -I../sylv/cc -I../tl/cc -I../kord -I../integ/cc -I.. -I$(top_srcdir)/mex/sources -DDYNVERSION=\"$(PACKAGE_VERSION)\" -DPOSIX_THREADS
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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)
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dynare___CXXFLAGS = $(PTHREAD_CFLAGS)
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@ -411,7 +411,7 @@ void ConstGeneralMatrix::multInvLeft(const char* trans, int mrows, int mcols, in
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GeneralMatrix inv(*this);
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lapack_int* ipiv = new lapack_int[rows];
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lapack_int info;
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lapack_int rows2 = rows, mrows2 = mrows, mcols2 = mcols, mld2 = mld;
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lapack_int rows2 = rows, mcols2 = mcols, mld2 = mld;
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dgetrf(&rows2, &rows2, inv.getData().base(), &rows2, ipiv, &info);
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dgetrs(trans, &rows2, &mcols2, inv.base(), &rows2, ipiv, d,
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&mld2, &info);
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@ -21,27 +21,27 @@ SymSchurDecomp::SymSchurDecomp(const GeneralMatrix& mata)
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const char* jobz = "V";
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const char* range = "A";
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const char* uplo = "U";
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int n = mata.numRows();
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lapack_int n = mata.numRows();
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GeneralMatrix tmpa(mata);
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double* a = tmpa.base();
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int lda = tmpa.getLD();
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lapack_int lda = tmpa.getLD();
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double dum;
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double* vl = &dum;
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double* vu = &dum;
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int idum;
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int* il = &idum;
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int* iu = &idum;
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lapack_int idum;
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lapack_int* il = &idum;
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lapack_int* iu = &idum;
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double abstol = 0.0;
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int m = n;
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lapack_int m = n;
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double* w = lambda.base();
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double* z = q.base();
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int ldz = q.getLD();
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int* isuppz = new int[2*std::max(1,m)];
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lapack_int ldz = q.getLD();
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lapack_int* isuppz = new lapack_int[2*std::max(1,(int) m)];
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double tmpwork;
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int lwork = -1;
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int tmpiwork;
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int liwork = -1;
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int info;
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lapack_int lwork = -1;
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lapack_int tmpiwork;
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lapack_int liwork = -1;
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lapack_int info;
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// query for lwork and liwork
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dsyevr(jobz, range, uplo, &n, a, &lda, vl, vu, il, iu, &abstol,
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@ -50,7 +50,7 @@ SymSchurDecomp::SymSchurDecomp(const GeneralMatrix& mata)
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liwork = tmpiwork;
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// allocate work arrays
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double* work = new double[lwork];
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int* iwork = new int[liwork];
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lapack_int* iwork = new lapack_int[liwork];
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// do the calculation
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dsyevr(jobz, range, uplo, &n, a, &lda, vl, vu, il, iu, &abstol,
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@ -12,14 +12,13 @@ if HAVE_BLAS
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if HAVE_LAPACK
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if HAVE_PTHREAD
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if HAVE_MEXOPTS
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#SUBDIRS += korderpert/matlab korderpert/tests
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SUBDIRS += korderpert/matlab korderpert/tests
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endif
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if HAVE_MKOCTFILE
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#SUBDIRS += korderpert/octave
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SUBDIRS += korderpert/octave
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endif
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endif
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endif
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endif
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EXTRA_DIST = mex.def mexFunction-MacOSX.map
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@ -1,40 +1,91 @@
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vpath %.cpp $(top_srcdir)/mex/sources/korderpert
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vpath %.cpp $(top_srcdir)/mex/sources/gensylv
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vpath %.cpp $(top_srcdir)/mex/sources/korderpert $(top_srcdir)/dynare++/sylv/cc $(top_srcdir)/dynare++/tl/cc $(top_srcdir)/dynare++/kord $(top_srcdir)/dynare++/integ/cc $(top_srcdir)/dynare++/src
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noinst_PROGRAMS = korderpert
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#check_PROGRAMS = ramst1_dynamic fs2000k_dynamic
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# Can't use korderpert_CPPFLAGS, because it interacts badly with VPATH
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CPPFLAGS += -I$(top_srcdir)/dynare++/src -I$(top_srcdir)/dynare++/kord -I$(top_srcdir)/dynare++/tl/cc -I$(top_srcdir)/dynare++/utils/cc -I$(top_srcdir)/dynare++/sylv/cc
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CPPFLAGS += -I$(top_srcdir)/dynare++/src -I$(top_srcdir)/dynare++/kord -I$(top_srcdir)/dynare++/tl/cc -I$(top_srcdir)/dynare++/utils/cc -I$(top_srcdir)/dynare++/sylv/cc -I$(top_srcdir)/dynare++/integ/cc -I$(top_srcdir)/mex/sources
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# For Dynare++ thread implementation in tensor library
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CPPFLAGS += -DPOSIX_THREADS
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# For Dynare++ gensylv (so that it uses the right prototypes for BLAS/LAPACK)
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CPPFLAGS += -DMATLAB
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# So that we have mexFunction() in the library
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CPPFLAGS += -DMATLAB_MEX_FILE
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DEFS += -DPOSIX_THREADS
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CXXFLAGS += $(PTHREAD_CFLAGS)
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LIBS += $(LIBADD_DLOPEN) $(PTHREAD_LIBS) $(top_srcdir)/dynare++/kord/libkord.a $(top_srcdir)/dynare++/tl/cc/libtl.a $(top_srcdir)/dynare++/sylv/cc/libsylv.a $(top_srcdir)/dynare++/src/libnsolve.a
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LIBS += $(LIBADD_DLOPEN)
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KORD_SRCS = \
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faa_di_bruno.cpp \
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korder_stoch.cpp \
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journal.cpp \
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decision_rule.cpp \
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dynamic_model.cpp \
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random.cpp \
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first_order.cpp \
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normal_conjugate.cpp \
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approximation.cpp \
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global_check.cpp \
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korder.cpp
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SYLV_SRCS = \
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IterativeSylvester.cpp \
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QuasiTriangular.cpp \
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QuasiTriangularZero.cpp \
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GeneralMatrix.cpp \
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GeneralSylvester.cpp \
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SimilarityDecomp.cpp \
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SylvException.cpp \
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SchurDecompEig.cpp \
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Vector.cpp \
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TriangularSylvester.cpp \
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SylvParams.cpp \
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BlockDiagonal.cpp \
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KronVector.cpp \
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SylvMemory.cpp \
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SymSchurDecomp.cpp \
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SylvMatrix.cpp \
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SchurDecomp.cpp \
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KronUtils.cpp
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TL_SRCS = \
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normal_moments.cpp \
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int_sequence.cpp \
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tensor.cpp \
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ps_tensor.cpp \
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pyramid_prod2.cpp \
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equivalence.cpp \
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fine_container.cpp \
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kron_prod.cpp \
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t_polynomial.cpp \
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symmetry.cpp \
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stack_container.cpp \
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twod_matrix.cpp \
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sparse_tensor.cpp \
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sthread.cpp \
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gs_tensor.cpp \
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pyramid_prod.cpp \
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fs_tensor.cpp \
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permutation.cpp \
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rfs_tensor.cpp \
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t_container.cpp \
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tl_static.cpp
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INTEG_SRCS = \
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product.cpp \
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quadrature.cpp \
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quasi_mcarlo.cpp \
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smolyak.cpp \
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vector_function.cpp
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nodist_korderpert_SOURCES = \
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k_order_perturbation.cpp \
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k_ord_dynare.cpp \
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k_ord_dynare.h \
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dynamic_dll.cpp \
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dynamic_dll.h
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dynamic_dll.h \
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$(KORD_SRCS) \
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$(TL_SRCS) \
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$(SYLV_SRCS) \
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$(INTEG_SRCS) \
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nlsolve.cpp
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#BUILT_SOURCES = ramst1_dynamic.c fs2000k_dynamic.c
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#nodist_ramst1_dynamic_SOURCES = ramst1_dynamic.c
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#nodist_fs2000k_dynamic_SOURCES = fs2000k_dynamic.c
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#ramst1_dynamic.c: tests/ramst1.mod
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# $(top_srcdir)/preprocessor/dynare_m $(top_srcdir)/mex/sources/korderpert/tests/ramst1.mod
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#fs2000k_dynamic.c: tests/fs2000k.mod
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# $(top_srcdir)/preprocessor/dynare_m $(top_srcdir)/mex/sources/korderpert/tests/fs2000k.mod
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noinst_LIBRARIES = libkorderpert.a
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nodist_libkorderpert_a_SOURCES = $(nodist_korderpert_SOURCES)
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@ -1,24 +1,19 @@
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VPATH = $(top_srcdir)/mex/sources/korderpert:$(top_srcdir)/mex/sources/korderpert/tests
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vpath %.cpp $(top_srcdir)/mex/sources/korderpert/tests
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check_PROGRAMS = k_order_test_main
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CPPFLAGS += -DPOSIX_THREADS -I$(top_srcdir)/dynare++/src -I$(top_srcdir)/dynare++/kord -I$(top_srcdir)/dynare++/tl/cc -I$(top_srcdir)/dynare++/utils/cc -I$(top_srcdir)/dynare++/sylv/cc -I$(MATLAB)/extern/include -I$(top_srcdir)/mex/sources/korderpert
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CPPFLAGS += -I$(top_srcdir)/dynare++/src -I$(top_srcdir)/dynare++/kord -I$(top_srcdir)/dynare++/tl/cc -I$(top_srcdir)/dynare++/utils/cc -I$(top_srcdir)/dynare++/sylv/cc -I$(MATLAB)/extern/include -I$(top_srcdir)/mex/sources/korderpert -I$(top_srcdir)/mex/sources
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CPPFLAGS += -DMEXEXT=\"$(MEXEXT)\"
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CPPFLAGS += $(MATLAB_CPPFLAGS)
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DEFS += -DPOSIX_THREADS -DMATLAB_MEX_FILE $(MATLAB_DEFS)
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CXXFLAGS += $(PTHREAD_CFLAGS)
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LIBS += $(LIBADD_DLOPEN) $(top_srcdir)/dynare++/kord/libkord.a $(top_srcdir)/dynare++/tl/cc/libtl.a $(top_srcdir)/dynare++/sylv/cc/libsylv.a $(top_srcdir)/dynare++/src/libnsolve.a $(MATLAB_LIBS)
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LDFLAGS += $(subst -shared,,$(MATLAB_LDFLAGS))
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LDFLAGS += -Wl,-rpath,$(MATLAB)/bin/$(MATLAB_ARCH)
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nodist_k_order_test_main_SOURCES = \
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k_order_test_main.cpp \
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k_order_perturbation.cpp \
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k_ord_dynare.cpp \
|
||||
k_ord_dynare.h \
|
||||
dynamic_dll.cpp \
|
||||
dynamic_dll.h
|
||||
nodist_k_order_test_main_SOURCES = k_order_test_main.cpp
|
||||
|
||||
k_order_test_main_LDADD = ../matlab/libkorderpert.a $(MATLAB_LIBS) $(LIBADD_DLOPEN)
|
||||
|
|
|
|||
|
|
@ -92,7 +92,7 @@ DynamicModelDLL::DynamicModelDLL(const char *modName, const int y_length, const
|
|||
{
|
||||
if (sExt == NULL)
|
||||
sExt = MEXEXT;
|
||||
#ifdef WINDOWS
|
||||
#ifdef _WIN32
|
||||
HINSTANCE dynamicHinstance;
|
||||
// dynamicHinstance=::LoadLibraryEx(strcat(fNname,"_.dll"),NULL,DONT_RESOLVE_DLL_REFERENCES);//sExt); //"_.dll");
|
||||
dynamicHinstance = ::LoadLibrary(strcat(fName, sExt)); //.dll); //"_.dll");
|
||||
|
|
@ -109,14 +109,14 @@ DynamicModelDLL::DynamicModelDLL(const char *modName, const int y_length, const
|
|||
if ((dynamicHinstance == NULL) || dlerror())
|
||||
{
|
||||
cerr << dlerror() << endl;
|
||||
mexPrintf("MexPrintf:Error loading DLL: %s", dlerror);
|
||||
mexPrintf("MexPrintf:Error loading DLL");
|
||||
throw 1;
|
||||
}
|
||||
Dynamic = (DynamicFn) dlsym(dynamicHinstance, "Dynamic");
|
||||
if ((Dynamic == NULL) || dlerror())
|
||||
{
|
||||
cerr << dlerror() << endl;
|
||||
mexPrintf("MexPrintf:Error finding DLL function: %s", dlerror);
|
||||
mexPrintf("MexPrintf:Error finding DLL function");
|
||||
throw 2;
|
||||
}
|
||||
#endif
|
||||
|
|
@ -142,7 +142,7 @@ DynamicModelDLL::DynamicModelDLL(const char *modName, const int y_length, const
|
|||
int
|
||||
DynamicModelDLL::close()
|
||||
{
|
||||
#ifdef WINDOWS
|
||||
#ifdef _WIN32
|
||||
// MS FreeLibrary returns non 0 if OK, 0 if fails.
|
||||
bool rb = FreeLibrary(dynamicHinstance);
|
||||
if (rb)
|
||||
|
|
|
|||
|
|
@ -24,7 +24,7 @@
|
|||
// K_ORDER_PERTURBATION_API functions as being imported from a DLL, wheras this DLL sees symbols
|
||||
// defined with this macro as being exported.
|
||||
|
||||
#ifdef WINDOWS
|
||||
#ifdef _WIN32
|
||||
# ifdef K_ORDER_PERTURBATION_EXPORTS
|
||||
# define K_ORDER_PERTURBATION_API __declspec(dllexport)
|
||||
# else
|
||||
|
|
@ -38,10 +38,10 @@
|
|||
#endif
|
||||
|
||||
#include <string>
|
||||
#include "mex.h"
|
||||
#include <dynmex.h>
|
||||
|
||||
// <model>_Dynamic DLL pointer
|
||||
#ifdef WINDOWS
|
||||
#ifdef _WIN32
|
||||
typedef void *(DynamicFn)
|
||||
#else // linux
|
||||
typedef void (*DynamicFn)
|
||||
|
|
@ -62,7 +62,7 @@ const int MAX_MODEL_NAME = 100;
|
|||
class DynamicModelDLL
|
||||
{
|
||||
private:
|
||||
#ifdef WINDOWS
|
||||
#ifdef _WIN32
|
||||
DynamicFn *Dynamic; // pointer to the Dynamic function in DLL
|
||||
#else
|
||||
DynamicFn Dynamic; // pointer to the Dynamic function in DLL
|
||||
|
|
@ -72,7 +72,7 @@ private:
|
|||
const int nMax_lag; // no of lags
|
||||
const int nExog; // no of exogenous
|
||||
// const char * sExt; // dynamic file extension: dll, mexw32, ...
|
||||
#ifdef WINDOWS
|
||||
#ifdef _WIN32
|
||||
HINSTANCE dynamicHinstance; // DLL instance pointer in Windows
|
||||
#else // linux
|
||||
void *dynamicHinstance; // and in Linux
|
||||
|
|
|
|||
|
|
@ -24,7 +24,7 @@
|
|||
#include "k_ord_dynare.h"
|
||||
#include "dynamic_dll.h"
|
||||
|
||||
#include "mex.h"
|
||||
#include <dynmex.h>
|
||||
|
||||
#include "memory_file.h"
|
||||
|
||||
|
|
|
|||
|
|
@ -83,7 +83,7 @@ CK_order_perturbation::CK_order_perturbation()
|
|||
|
||||
#endif // _MSC_VER && WINDOWS
|
||||
|
||||
#ifdef MATLAB_MEX_FILE // exclude mexFunction for other applications
|
||||
#if defined(MATLAB_MEX_FILE) || defined(OCTAVE_MEX_FILE) // exclude mexFunction for other applications
|
||||
extern "C" {
|
||||
|
||||
// mexFunction: Matlab Inerface point and the main application driver
|
||||
|
|
|
|||
|
|
@ -34,7 +34,7 @@ main(int argc, char *argv[])
|
|||
|
||||
double qz_criterium = 1+1e-6;
|
||||
const int check_flag = 0;
|
||||
const char *fName = "fs2000k"; //mxArrayToString(mFname);
|
||||
const char *fName = "./fs2000k"; //mxArrayToString(mFname);
|
||||
const char *dfExt = NULL; //Dyanamic file extension, e.g.".dll";
|
||||
|
||||
#ifdef DEBUG
|
||||
|
|
|
|||
Loading…
Reference in New Issue