extended-preprocessor: adding line options output= and cuda; starting

to change ModFile::c_driver mechanism

preprocessor/DynareMain.cc

@@ -29,6 +29,7 @@
 #include "macro/MacroDriver.hh"
 
 #include <unistd.h>
+#include "DynareOutput.hh"
 
 /* Prototype for second part of main function
    Splitting main() in two parts was necessary because ParsingDriver.h and MacroDriver.h can't be
@@ -36,7 +37,7 @@
 */
 void main2(stringstream &in, string &basename, bool debug, bool clear_all, bool no_tmp_terms, bool no_log, bool no_warn, bool warn_uninit, bool console, bool nograph, bool nointeractive, 
            bool parallel, const string &parallel_config_file, const string &cluster_name, bool parallel_slave_open_mode,
-           bool parallel_test, bool nostrict
+           bool parallel_test, bool nostrict, OutputType output_mode, bool cuda
 #if defined(_WIN32) || defined(__CYGWIN32__)
            , bool cygwin, bool msvc
 #endif
@@ -47,7 +48,7 @@ usage()
 {
   cerr << "Dynare usage: dynare mod_file [debug] [noclearall] [savemacro[=macro_file]] [onlymacro] [nolinemacro] [notmpterms] [nolog] [warn_uninit]"
        << " [console] [nograph] [nointeractive] [parallel[=cluster_name]] [conffile=parallel_config_path_and_filename] [parallel_slave_open_mode] [parallel_test] "
-       << " [-D<variable>[=<value>]] [nostrict]"
+       << " [-D<variable>[=<value>]] [nostrict] [-double=dynamic|first|second|third] [cuda]"
 #if defined(_WIN32) || defined(__CYGWIN32__)
        << " [cygwin] [msvc]"
 #endif
@@ -95,6 +96,8 @@ main(int argc, char **argv)
   bool parallel_test = false;
   bool nostrict = false;
   map<string, string> defines;
+  OutputType output_mode = none;
+  bool cuda = false;
 
   // Parse options
   for (int arg = 2; arg < argc; arg++)
@@ -189,6 +192,29 @@ main(int argc, char **argv)
               defines[key] = "1";
             }
         }
+      else if (strlen(argv[arg]) >= 6 && !strncmp(argv[arg], "output", 6))
+        {
+	  if (strlen(argv[arg]) <= 7 || argv[arg][6] != '=')
+	    {
+	      cerr << "Incorrect syntax for ouput option" << endl;
+	      usage();
+	    }
+	  if (strlen(argv[arg]) == 14 && !strncmp(argv[arg] + 7, "dynamic", 7))
+	    output_mode = dynamic;
+	    else if (strlen(argv[arg]) ==  12 && !strncmp(argv[arg] + 7, "first", 5))
+	    output_mode = first;
+	    else if (strlen(argv[arg]) == 13 && !strncmp(argv[arg] + 7, "second", 6))
+	    output_mode = second;
+	    else if (strlen(argv[arg]) == 12 && !strncmp(argv[arg] + 7, "third", 5))
+	    output_mode = third;
+	  else
+	    {
+	      cerr << "Incorrect syntax for ouput option" << endl;
+	      usage();
+            }
+        }
+      else if (!strcmp(argv[arg], "cuda"))
+        cuda = true;
       else
         {
           cerr << "Unknown option: " << argv[arg] << endl;
@@ -229,7 +255,7 @@ main(int argc, char **argv)
 
   // Do the rest
   main2(macro_output, basename, debug, clear_all, no_tmp_terms, no_log, no_warn, warn_uninit, console, nograph, nointeractive, 
-        parallel, parallel_config_file, cluster_name, parallel_slave_open_mode, parallel_test, nostrict
+        parallel, parallel_config_file, cluster_name, parallel_slave_open_mode, parallel_test, nostrict, output_mode, cuda
 #if defined(_WIN32) || defined(__CYGWIN32__)
         , cygwin, msvc
 #endif

preprocessor/DynareMain2.cc

@@ -22,11 +22,12 @@
 #include "ParsingDriver.hh"
 #include "ModFile.hh"
 #include "ConfigFile.hh"
+#include "DynareOutput.hh"
 
 void
 main2(stringstream &in, string &basename, bool debug, bool clear_all, bool no_tmp_terms, bool no_log, bool no_warn, bool warn_uninit, bool console, bool nograph, bool nointeractive,
       bool parallel, const string &parallel_config_file, const string &cluster_name, bool parallel_slave_open_mode,
-      bool parallel_test, bool nostrict
+      bool parallel_test, bool nostrict, OutputType output_mode, bool cuda
 #if defined(_WIN32) || defined(__CYGWIN32__)
       , bool cygwin, bool msvc
 #endif
@@ -56,8 +57,8 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool no_tm
   mod_file->computingPass(no_tmp_terms);
 
   // Write outputs
-  if (mod_file->c_driver)
+  if (output_mode != none)
-    mod_file->writeCOutputFiles(basename);
+    mod_file->writeExternalFiles(basename, output_mode, cuda);
   else
     mod_file->writeOutputFiles(basename, clear_all, no_log, no_warn, console, nograph, nointeractive, config_file
 #if defined(_WIN32) || defined(__CYGWIN32__)

preprocessor/DynareOutput.hh

@@ -0,0 +1,12 @@
+#ifndef _DYNARE_OUTPUT_HH
+#define _DYNARE_OUTPUT_HH
+
+enum OutputType
+  {
+    none,                             // outputs files for Matlab/Octave processing
+    dynamic,                          // outputs <fname>_dynamic.cc and related files
+    first,                            // outputs <fname>_first_derivatives and related files 
+    second,                           // outputs <fname>_first_derivatives, <fname>_second_derivatives.cc and related files 
+    third,                            // outputs <fname>_first_derivatives, <fname>_second_derivatives.cc, <fname>_third_derivatives.cc  and related files 
+  };
+#endif

preprocessor/ExternalFiles.cc

@@ -0,0 +1,259 @@
+/*
+ * Copyright (C) 2006-2013 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/>.
+ */
+
+#input "ExternalFiles.hh"
+
+ExternalFiles::writeModelCCconst string &basename, bool cuda)
+{
+  ofstream mOutputFile;
+
+  if (basename.size())
+    {
+      string fname(basename);
+      fname += ".cc";
+      cOutputFile.open(fname.c_str(), ios::out | ios::binary);
+      if (!cOutputFile.is_open())
+        {
+          cerr << "ERROR: Can't open file " << fname
+               << " for writing" << endl;
+          exit(EXIT_FAILURE);
+        }
+    }
+  else
+    {
+      cerr << "ERROR: Missing file name" << endl;
+      exit(EXIT_FAILURE);
+    }
+
+  cOutputFile << "%" << endl
+              << "% Status : dynare_model class initializing function " << endl
+              << "%" << endl
+              << "% Warning : this file is generated automatically by Dynare" << endl
+              << "%           from model file " << baseline << "(.mod)" << endl << endl;
+
+  cOutputFile << "#include \"dynare_model.hh\"" << endl << endl;
+
+  cOutputFile << "dynare_model::dynare_model(void)" << endl
+              << "{" << endl
+              << "    model_name = \""<< basename << "\";" << endl;
+
+  symbol_table.writeOutputCC(hOutputFile);
+
+  // Initialize M_.Sigma_e and M_.H
+  mOutputFile << "M_.Sigma_e = zeros(" << symbol_table.exo_nbr() << ", "
+              << symbol_table.exo_nbr() << ");" << endl;
+
+  if (mod_file_struct.calibrated_measurement_errors)
+    mOutputFile << "M_.H = zeros(" << symbol_table.observedVariablesNbr() << ", "
+                << symbol_table.observedVariablesNbr() << ");" << endl;
+  else
+    mOutputFile << "M_.H = 0;" << endl;
+
+  if (linear == 1)
+    mOutputFile << "options_.linear = 1;" << endl;
+
+  mOutputFile << "options_.block=" << block << ";" << endl
+              << "options_.bytecode=" << byte_code << ";" << endl
+              << "options_.use_dll=" << use_dll << ";" << endl;
+
+  if (parallel_local_files.size() > 0)
+    {
+      mOutputFile << "options_.parallel_info.local_files = {" << endl;
+      for (size_t i = 0; i < parallel_local_files.size(); i++)
+        {
+          size_t j = parallel_local_files[i].find_last_of("/\\");
+          if (j == string::npos)
+            mOutputFile << "'', '" << parallel_local_files[i] << "';" << endl;
+          else
+            mOutputFile << "'" << parallel_local_files[i].substr(0, j+1) << "', '"
+                        << parallel_local_files[i].substr(j+1, string::npos) << "';" << endl;
+        }
+      mOutputFile << "};" << endl;
+    }
+
+  config_file.writeCluster(mOutputFile);
+
+  if (byte_code)
+    mOutputFile << "if exist('bytecode') ~= 3" << endl
+                << "  error('DYNARE: Can''t find bytecode DLL. Please compile it or remove the ''bytecode'' option.')" << endl
+                << "end" << endl;
+
+  // Erase possible remnants of previous runs
+  string dynfile = basename + "_dynamic.m";
+  unlink(dynfile.c_str());
+
+  string statfile = basename + "_static.m";
+  unlink(statfile.c_str());
+
+  string steadystatefile = basename + "_steadystate2.m";
+  unlink(steadystatefile.c_str());
+
+  if (!use_dll)
+    {
+      mOutputFile << "erase_compiled_function('" + basename + "_static');" << endl;
+      mOutputFile << "erase_compiled_function('" + basename + "_dynamic');" << endl;
+    }
+
+#if defined(_WIN32) || defined(__CYGWIN32__)
+  // If using USE_DLL with MSVC, check that the user didn't use a function not supported by MSVC (because MSVC doesn't comply with C99 standard)
+  if (use_dll && msvc)
+    {
+      if (dynamic_model.isUnaryOpUsed(oAcosh))
+        {
+          cerr << "ERROR: acosh() function is not supported with USE_DLL option and MSVC compiler; use Cygwin compiler instead." << endl;
+          exit(EXIT_FAILURE);
+        }
+      if (dynamic_model.isUnaryOpUsed(oAsinh))
+        {
+          cerr << "ERROR: asinh() function is not supported with USE_DLL option and MSVC compiler; use Cygwin compiler instead." << endl;
+          exit(EXIT_FAILURE);
+        }
+      if (dynamic_model.isUnaryOpUsed(oAtanh))
+        {
+          cerr << "ERROR: atanh() function is not supported with USE_DLL option and MSVC compiler; use Cygwin compiler instead." << endl;
+          exit(EXIT_FAILURE);
+        }
+      if (dynamic_model.isTrinaryOpUsed(oNormcdf))
+        {
+          cerr << "ERROR: normcdf() function is not supported with USE_DLL option and MSVC compiler; use Cygwin compiler instead." << endl;
+          exit(EXIT_FAILURE);
+        }
+    }
+#endif
+
+  // Compile the dynamic MEX file for use_dll option
+  if (use_dll)
+    {
+      mOutputFile << "if ~exist('OCTAVE_VERSION')" << endl;
+      // Some mex commands are enclosed in an eval(), because otherwise it will make Octave fail
+#if defined(_WIN32) || defined(__CYGWIN32__)
+      if (msvc)
+        // MATLAB/Windows + Microsoft Visual C++
+        mOutputFile << "    eval('mex -O LINKFLAGS=\"$LINKFLAGS /export:Dynamic\" " << basename << "_dynamic.c " << basename << "_dynamic_mex.c')" << endl
+                    << "    eval('mex -O LINKFLAGS=\"$LINKFLAGS /export:Static\" " << basename << "_static.c "<< basename << "_static_mex.c')" << endl;
+      else if (cygwin)
+        // MATLAB/Windows + Cygwin g++
+        mOutputFile << "    eval('mex -O PRELINK_CMDS1=\"echo EXPORTS > mex.def & echo mexFunction >> mex.def & echo Dynamic >> mex.def\" " << basename << "_dynamic.c " << basename << "_dynamic_mex.c')" << endl
+                    << "    eval('mex -O PRELINK_CMDS1=\"echo EXPORTS > mex.def & echo mexFunction >> mex.def & echo Static >> mex.def\" " << basename << "_static.c "<< basename << "_static_mex.c')" << endl;
+      else
+        mOutputFile << "    error('When using the USE_DLL option, you must give either ''cygwin'' or ''msvc'' option to the ''dynare'' command')" << endl;
+#else
+# ifdef __linux__
+      // MATLAB/Linux
+      mOutputFile << "    eval('mex -O LDFLAGS=''-pthread -shared -Wl,--no-undefined'' " << basename << "_dynamic.c " << basename << "_dynamic_mex.c')" << endl
+                  << "    eval('mex -O LDFLAGS=''-pthread -shared -Wl,--no-undefined'' " << basename << "_static.c "<< basename << "_static_mex.c')" << endl;
+# else // MacOS
+      // MATLAB/MacOS
+      mOutputFile << "    eval('mex -O LDFLAGS=''-Wl,-twolevel_namespace -undefined error -arch \\$ARCHS -Wl,-syslibroot,\\$SDKROOT -mmacosx-version-min=\\$MACOSX_DEPLOYMENT_TARGET -bundle'' "
+                  << basename << "_dynamic.c " << basename << "_dynamic_mex.c')" << endl
+                  << "    eval('mex -O LDFLAGS=''-Wl,-twolevel_namespace -undefined error -arch \\$ARCHS -Wl,-syslibroot,\\$SDKROOT -mmacosx-version-min=\\$MACOSX_DEPLOYMENT_TARGET -bundle'' "
+                  << basename << "_static.c " << basename << "_static_mex.c')" << endl;
+# endif
+#endif
+      mOutputFile << "else" << endl // Octave
+                  << "    mex " << basename << "_dynamic.c " << basename << "_dynamic_mex.c" << endl
+                  << "    mex " << basename << "_static.c " << basename << "_static_mex.c" << endl
+                  << "end" << endl;
+    }
+
+  // Add path for block option with M-files
+  if (block && !byte_code)
+    mOutputFile << "addpath " << basename << ";" << endl;
+
+  if (mod_file_struct.ramsey_policy_present)
+    mOutputFile << "M_.orig_eq_nbr = " << ramsey_policy_orig_eqn_nbr << ";" << endl;
+
+  if (dynamic_model.equation_number() > 0)
+    {
+      dynamic_model.writeOutput(mOutputFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
+      if (!no_static)
+        static_model.writeOutput(mOutputFile, block);
+    }
+
+  // Print statements
+  for (vector<Statement *>::const_iterator it = statements.begin();
+       it != statements.end(); it++)
+    {
+      (*it)->writeOutput(mOutputFile, basename);
+
+      /* Special treatment for initval block: insert initial values for the
+         auxiliary variables and initialize exo det */
+      InitValStatement *ivs = dynamic_cast<InitValStatement *>(*it);
+      if (ivs != NULL)
+        {
+          static_model.writeAuxVarInitval(mOutputFile, oMatlabOutsideModel);
+          ivs->writeOutputPostInit(mOutputFile);
+        }
+
+      // Special treatment for endval block: insert initial values for the auxiliary variables
+      EndValStatement *evs = dynamic_cast<EndValStatement *>(*it);
+      if (evs != NULL)
+        static_model.writeAuxVarInitval(mOutputFile, oMatlabOutsideModel);
+
+      // Special treatment for load params and steady state statement: insert initial values for the auxiliary variables
+      LoadParamsAndSteadyStateStatement *lpass = dynamic_cast<LoadParamsAndSteadyStateStatement *>(*it);
+      if (lpass && !no_static)
+        static_model.writeAuxVarInitval(mOutputFile, oMatlabOutsideModel);
+    }
+
+  // Remove path for block option with M-files
+  if (block && !byte_code)
+    mOutputFile << "rmpath " << basename << ";" << endl;
+
+  mOutputFile << "save('" << basename << "_results.mat', 'oo_', 'M_', 'options_');" << endl;
+
+  config_file.writeEndParallel(mOutputFile);
+
+  mOutputFile << endl << endl
+	      << "disp(['Total computing time : ' dynsec2hms(toc) ]);" << endl;
+
+  if (!no_warn)
+    {
+      if (warnings.countWarnings() > 0)
+        mOutputFile << "disp('Note: " << warnings.countWarnings() << " warning(s) encountered in the preprocessor')" << endl;
+
+      mOutputFile << "if ~isempty(lastwarn)" << endl
+                  << "  disp('Note: warning(s) encountered in MATLAB/Octave code')" << endl
+                  << "end" << endl;
+    }
+  
+
+  if (!no_log)
+    mOutputFile << "diary off" << endl;
+
+  mOutputFile.close();
+
+  // Create static and dynamic files
+  if (dynamic_model.equation_number() > 0)
+    {
+      if (!no_static)
+        {
+          static_model.writeStaticFile(basename, block, byte_code, use_dll);
+          static_model.writeParamsDerivativesFile(basename);
+        }
+
+      dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
+      dynamic_model.writeParamsDerivativesFile(basename);
+    }
+
+  // Create steady state file
+  steady_state_model.writeSteadyStateFile(basename, mod_file_struct.ramsey_policy_present);
+
+  cout << "done" << endl;
+}

preprocessor/ExternalFiles.hh

@@ -0,0 +1,37 @@
+/*
+ * Copyright (C) 2006-2013 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 _EXTERNAL_FILES_HH
+#define _EXTERNAL_FILES_HH
+
+using namespace std;
+
+#include <ostream>
+
+#include "ModFile.hh"
+
+
+class ExternalFiles 
+{
+public:
+  void writeHeaders(const string &basename, bool cuda);
+};
+
+
+#endif

preprocessor/ModFile.cc

@@ -913,3 +913,26 @@ ModFile::writeCOutputFiles(const string &basename) const
               << "ls preprocessorOutput.cc" << endl << endl;
   mOutputFile.close();
 }
+
+void
+ModFile::writeExternalFiles(const string &basename, OutputType output, bool cuda) const
+{
+  ExternalFiles::writeHeaders(basename, cuda);
+  ExternalFiles::writeModelCC(cuda);
+  steady_state_model.writeSteadyStateFileCC(basename, mod_file_struct.ramsey_policy_present, cuda);
+  static_model.writeStaticFile(basename, block, byte_code, use_dll);
+  static_model.writeParamsDerivativesFile(basename);
+  static_model.writeAuxVarInitvalCC(mOutputFile, oMatlabOutsideModel);
+
+  dynamic_model.writeResiduals(basename, cuda);
+  dynamic_model.writeParamsDerivativesFile(basename, cuda);
+  dynamic_model.writeFirstDerivatives(basename, cuda);
+  
+  if (output == second)
+    dynamic_model.writeSecondDerivatives(basename, cuda);
+  else if (output == third)
+    {
+        dynamic_model.writeSecondDerivatives(basename, cuda);
+	dynamic_model.writeThirdDerivatives(basename, cuda);
+    }
+}

preprocessor/ModFile.hh

@@ -35,6 +35,8 @@ using namespace std;
 #include "ExternalFunctionsTable.hh"
 #include "ConfigFile.hh"
 #include "WarningConsolidation.hh"
+#include "DynareOutput.hh"
+#include "ExternalFiles.hh"
 
 //! The abstract representation of a "mod" file
 class ModFile
@@ -142,6 +144,7 @@ public:
                         ) const;
   //! Writes C output files only => No further Matlab processing
   void writeCOutputFiles(const string &basename) const;
+  void writeExternalFiles(const string &basename, OutputType output, bool cuda) const;
 };
 
 #endif // ! MOD_FILE_HH