just formatting changes

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2659 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
george 2009-05-06 10:10:27 +00:00
parent aa3b7c78f3
commit 473b4d9a2f
5 changed files with 1982 additions and 2026 deletions

View File

@ -1,21 +1,21 @@
/*
* 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/>.
*/
* 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/>.
*/
// GP, based on work by O.Kamenik
@ -75,7 +75,6 @@ KordpDynare::KordpDynare(const char** endo, int num_endo,
FSSparseTensor* t = new FSSparseTensor(iord, nY+nYs+nYss+nExog,nY);
md.insert(t);
}
}
catch (...){
mexPrintf("k_ord_dynare: dynare constructor, error in StateNamelist construction.\n");
@ -120,7 +119,7 @@ KordpDynare::~KordpDynare()
/** This clears the container of model derivatives and initializes it
* inserting empty sparse tensors up to the given order. */
* inserting empty sparse tensors up to the given order. */
ModelDerivativeContainer::ModelDerivativeContainer(const KordpDynare& model,
TensorContainer<FSSparseTensor>& mod_ders, int order): md(mod_ders)
{
@ -211,7 +210,7 @@ void KordpDynare::calcDerivatives(const Vector& yy, const Vector& xx)
dynamicDLL.eval( llxYY, xx, //int nb_row_x,
params, //int it_,
out, g1, g2);
// }
// }
}
catch (...){
mexPrintf("k_ord_dynare.cpp: Error in dynamicDLL.eval in calcDerivatives");
@ -232,10 +231,6 @@ void KordpDynare::calcDerivatives(const Vector& yy, const Vector& xx)
/* This version is not currently in use */
void KordpDynare::calcDerivatives(const Vector& yy, ogu::Jacobian& jacob)
{
// ConstVector yym(yy, nstat(), nys());
// ConstVector yyp(yy, nstat()+npred(), nyss());
// Vector yyp(yy, nstat()+npred(), nyss());
//double *g1, *g2;
TwoDMatrix * jj= &jacob;
@ -409,16 +404,16 @@ Vector * KordpDynare::LLxSteady( const Vector& yS){
* any the extra columns for exogenous vars, and then,
* reorders its blocks given by the varOrder and the Dynare++ expectations:
* extra nboth+ npred (t-1) lags
* varOrder
* extra nboth+ npred (t-1) lags
* varOrder
static:
pred
both
forward
* extra both + nforw (t+1) leads, and
* extra exogen
* extra both + nforw (t+1) leads, and
* extra exogen
* so to match the jacobian organisation expected by the Appoximation class
* so to match the jacobian organisation expected by the Appoximation class
both + nforw (t+1) leads
static
pred
@ -429,13 +424,9 @@ Vector * KordpDynare::LLxSteady( const Vector& yS){
************************************/
vector<int> * KordpDynare::ReorderDynareJacobianIndices( const vector<int> * varOrder){
// if ((nJcols != tdx->ncols()) && ( nY != tdx->nrows())) {
// mexPrintf("k_ord_dynare.cpp: Error in ReorderBlocks: wrong size of jacobian");
// return;
// }
// create temporary square 2D matrix size nEndo x nEndo (sparse)
// for the lag, current and lead blocks of the jacobian
// int * JacobianIndices = (int*) calloc(nJcols+1, sizeof(int));
// int * JacobianIndices = (int*) calloc(nJcols+1, sizeof(int));
vector<int> * JacobianIndices = new vector<int>(nJcols);
vector <int> tmp(nY);
int i,j, rjoff=nJcols-nExog-1; //, ll_off, j;
@ -448,7 +439,7 @@ vector<int> * KordpDynare::ReorderDynareJacobianIndices( const vector<int> * var
// reorder in orde-var order & populate temporary nEndo (sparse) vector with
// the lag, current and lead blocks of the jacobian respectively
for (i=0;i<nY;i++){
// tmp[varOrder[j]]=(int)ll_Incidence->get(ll_row,j);
// tmp[varOrder[j]]=(int)ll_Incidence->get(ll_row,j);
tmp[i]=((int)ll_Incidence->get(ll_row,(*varOrder)[i]-1));
#ifdef DEBUG
mexPrintf("get(ll_row,(*varOrder)[%d]-1)) = tmp[%d]=%d .\n",
@ -586,7 +577,7 @@ void KordpDynare::ReorderBlocks(TwoDMatrix * tdx, const vector<int> * vOrder){
* K-Order Perturbation instance of Jacobian:
************************************/
KordpJacobian::KordpJacobian(KordpDynare& dyn)
: Jacobian(dyn.ny()), dyn(dyn)
: Jacobian(dyn.ny()), dyn(dyn)
{
zeros();
};

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@ -1,22 +1,22 @@
/*
* Copyright (C) 2005 Ondra Kamenik
* 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/>.
*/
* Copyright (C) 2005 Ondra Kamenik
* 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/>.
*/
// based on: $Id: dynare3.h 1764 2008-03-31 14:30:55Z kamenik $
// by 2005, Ondra Kamenik
@ -41,34 +41,6 @@
class KordpDynare;
// derive from Approximation to get protected derivatives
/******
class FistOrderApproximation: public Approximation{
TwoDMatrix *gy;
TwoDMatrix *gu;
public:
FistOrderApproximation();
FistOrderApproximation(FistOrderApproximation& fo): ::Approximation(fo){
if (&(fo.GetGy())!=0){
gy= new TwoDMatrix(fo.GetGy());
gu= new TwoDMatrix(fo.GetGu());
}
};
virtual ~FistOrderApproximation(){
delete gy;
delete gu;
};
virtual void approxAtSteady(); // NOTE: change the Approximation parent to use virual too so that it can be overriden !!
//FGSContainer* GetRuleDers(){return rule_ders;};
//FGSContainer* GetRuleDersSS(){return rule_ders_ss;};
const TwoDMatrix& GetGy(){return (const TwoDMatrix&)(*gy);};
const TwoDMatrix& GetGu(){return (const TwoDMatrix&)(*gu);};
virtual void saveRuleDerivs(FirstOrder& fo);
};
***********/
/*////////////////////////////////////////////*/
// instantiations of pure abstract class NameList in dynamic_model.h:
/*////////////////////////////////////////////*/
@ -79,10 +51,10 @@ public:
DynareNameList(const KordpDynare& dynare, const char ** names);
int getNum() const {return (int)names.size();}
const char* getName(int i) const {return names[i];}
/** This for each string of the input vector calculates its index
* in the names. And returns the resulting vector of indices. If
* the name cannot be found, then an exception is raised. */
vector<int> selectIndices(const vector<const char*>& ns) const;
/** This for each string of the input vector calculates its index
* in the names. And returns the resulting vector of indices. If
* the name cannot be found, then an exception is raised. */
vector<int> selectIndices(const vector<const char*>& ns) const;
};
class DynareExogNameList : public NameList {
@ -112,11 +84,11 @@ public:
//class DynamicModelDLL;
class KordpJacobian;
class KordpDynare : public DynamicModel {
friend class DynareNameList;
friend class DynareExogNameList;
friend class DynareStateNameList;
friend class KordpDynareJacobian;
friend class DynamicModelDLL;
friend class DynareNameList;
friend class DynareExogNameList;
friend class DynareStateNameList;
friend class KordpDynareJacobian;
friend class DynamicModelDLL;
//////////
const int nStat;
const int nBoth;
@ -194,8 +166,6 @@ public:
{return *ySteady;}
Vector& getSteady()
{return *ySteady;}
/// const ogdyn::DynareModel& getModel() const
/// {return *model;}
// here is true public interface
void solveDeterministicSteady(Vector& steady);
@ -233,7 +203,7 @@ private:
class ModelDerivativeContainer //: public ogp::FormulaDerEvalLoader
{
protected:
// const ogp::FineAtoms& atoms;
// const ogp::FineAtoms& atoms;
TensorContainer<FSSparseTensor>& md;
public:
ModelDerivativeContainer(const KordpDynare& model, TensorContainer<FSSparseTensor>& mod_ders,
@ -241,31 +211,31 @@ public:
void load(int i, int iord, const int* vars, double res);
};
/****************************
* K-Order Perturbation instance of Jacobian:
************************************/
/****************************
* K-Order Perturbation instance of Jacobian:
************************************/
class KordpJacobian : public ogu::Jacobian ///, public ogp::FormulaDerEvalLoader
{
protected:
class KordpJacobian : public ogu::Jacobian ///, public ogp::FormulaDerEvalLoader
{
protected:
KordpDynare& dyn;
public:
public:
KordpJacobian( KordpDynare& dyn);
virtual ~KordpJacobian() {}
// Load <mod>_dynamic.DLL
// void load(const char** modName);
// void load(const char** modName);
void eval(const Vector& in);
};
};
/****************************
* K-Order Perturbation instance of VectorFunction:
************************************/
/****************************
* K-Order Perturbation instance of VectorFunction:
************************************/
class KordpVectorFunction : public ogu::VectorFunction {
protected:
class KordpVectorFunction : public ogu::VectorFunction {
protected:
KordpDynare& d;
public:
public:
KordpVectorFunction( KordpDynare& dyn)
: d(dyn) {}
virtual ~KordpVectorFunction() {}
@ -274,10 +244,7 @@ public:
int outDim() const
{return d.ny();}
void eval(const ConstVector& in, Vector& out);
};
};
#endif
// Local Variables:
// mode:C++
// End:

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@ -1,21 +1,21 @@
/*
* 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/>.
*/
* 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/>.
*/
/******************************************************
// k_order_perturbation.cpp : Defines the entry point for the k-order perturbation application DLL.
@ -134,8 +134,8 @@ extern "C" {
mexPrintf("k_ord_perturbation: qz_criterium=%g, nParams=%d .\n",qz_criterium,npar);
for (int i = 0; i < npar; i++) {
mexPrintf("k_ord_perturbation: Params[%d]= %g.\n", i, (*modParams)[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_vec[%d]= %g.\n", i, params_vec[i] ); }
#endif
mxFldp = mxGetField(M_, 0,"Sigma_e" );
@ -144,9 +144,9 @@ extern "C" {
TwoDMatrix * vCov = new TwoDMatrix(npar, npar, dparams);
// mxFldp = mxGetField(oo_, 0,"steady_state" ); // use in order of declaration
// mxFldp = mxGetField(oo_, 0,"steady_state" ); // use in order of declaration
mxFldp = mxGetField(dr, 0,"ys" ); // and not in order of dr.order_var
// mxFldp = mxGetField(oo_, 0,"dyn_ys" ); // and NOT extended ys
// mxFldp = mxGetField(oo_, 0,"dyn_ys" ); // and NOT extended ys
dparams = (double *) mxGetData(mxFldp);
const int nSteady = (int)mxGetM(mxFldp);
Vector * ySteady = new Vector(dparams, nSteady);
@ -244,8 +244,8 @@ extern "C" {
#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[%d]= %g.\n", i, (*modParams)[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]); }
@ -309,7 +309,7 @@ extern "C" {
std::string ss_matrix_name(fName);//params.prefix);
ss_matrix_name += "_steady_states";
// ConstTwoDMatrix(app.getSS()).writeMat4(matfd, ss_matrix_name.c_str());
// ConstTwoDMatrix(app.getSS()).writeMat4(matfd, ss_matrix_name.c_str());
ss.writeMat4(matfd, ss_matrix_name.c_str());
// write the folded decision rule to the Mat-4 file
@ -353,7 +353,7 @@ extern "C" {
TwoDMatrix tmp_ss(nEndo,1, mxGetPr(plhs[0]));
tmp_ss = (const TwoDMatrix&)ss;
#ifdef DEBUG
// tmp_ss.print(); !! This print Crashes???
// tmp_ss.print(); !! This print Crashes???
#endif
}
if (nlhs >= 2)
@ -427,8 +427,8 @@ extern "C" {
e.print(errfd);
fclose(errfd);
return;// 255;
}
};
} //catch
}; // end of mexFunction()
}; // end of extern C
//////////////////////////////////////////////////////
@ -447,7 +447,7 @@ const char ** DynareMxArrayToString(const char * cNamesCharStr,const int len,con
{
char cNamesMX[len][width+1] ;//
#ifdef DEBUG
mexPrintf("loop DynareMxArrayToString cNamesCharStr = %s \n", cNamesCharStr);
mexPrintf("loop DynareMxArrayToString cNamesCharStr = %s \n", cNamesCharStr);
#endif
for (int i=0;i<width;i++){
for (int j=0;j<len;j++){
@ -462,7 +462,7 @@ mexPrintf("loop DynareMxArrayToString cNamesCharStr = %s \n", cNamesCharStr);
for (int j=0;j<len;j++){
cNamesMX[j][width]='\0';
#ifdef DEBUG
// mexPrintf("String [%d]= %s \n", j, cNamesMX[j]);
// mexPrintf("String [%d]= %s \n", j, cNamesMX[j]);
#endif
char * token= (char*) mxCalloc ( strlen(cNamesMX[j])+1,sizeof(char));
strcpy (token, cNamesMX[j]);
@ -495,7 +495,7 @@ DynamicModelDLL::DynamicModelDLL(const char * modName, const int y_length, const
#ifdef WINDOWS
if (sExt==NULL) sExt=(".dll");
HINSTANCE dynamicHinstance;
// dynamicHinstance=::LoadLibraryEx(strcat(fNname,"_.dll"),NULL,DONT_RESOLVE_DLL_REFERENCES);//sExt); //"_.dll");
// dynamicHinstance=::LoadLibraryEx(strcat(fNname,"_.dll"),NULL,DONT_RESOLVE_DLL_REFERENCES);//sExt); //"_.dll");
dynamicHinstance=::LoadLibrary(strcat(fName,sExt));//.dll); //"_.dll");
if (dynamicHinstance==NULL)
throw 1; //alt: return;

View File

@ -1,21 +1,21 @@
/*
* 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/>.
*/
* 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/>.
*/
// The following ifdef block is the standard way of creating macros which make exporting
// from a DLL simpler. All files within this DLL are compiled with the K_ORDER_PERTURBATION_EXPORTS
@ -42,9 +42,9 @@
// <model>_Dynamic DLL pointer
#ifdef WINDOWS
typedef void *(DynamicFn)
typedef void *(DynamicFn)
#else // linux
typedef void (*DynamicFn)
typedef void (*DynamicFn)
#endif
(double *y, double *x, int nb_row_x, double *params,
int it_, double *residual, double *g1, double *g2);
@ -71,7 +71,7 @@ private:
const int jcols; // tot num var t-1, t and t+1 instances + exogs = Num of Jacobian columns
const int nMax_lag; // no of lags
const int nExog; // no of exogenous
// const char * sExt; // dynamic file extension: dll, mexw32, ...
// const char * sExt; // dynamic file extension: dll, mexw32, ...
#ifdef WINDOWS
HINSTANCE dynamicHinstance; // DLL instance pointer in Windows
# else // linux
@ -84,9 +84,7 @@ public:
DynamicModelDLL(const char* fname, const int length,const int jcols,
const int nMax_lag, const int nExog, const char * sExt);
virtual ~DynamicModelDLL(){close();};
// DynamicFn get(){return DynamicDLLfunc;};
// void
// ((DynamicFn())*) get(){return Dynamic;};
// evaluate Dynamic model DLL
void eval(double *y, double *x, int nb_row_x, double *params,
int it_, double *residual, double *g1, double *g2){
@ -98,8 +96,8 @@ public:
int it_, Vector&residual, TwoDMatrix*g1, TwoDMatrix*g2);
void eval(const Vector&y, const TwoDMatrix&x, const Vector* params,
Vector& residual, TwoDMatrix *g1, TwoDMatrix *g2);
// void eval(const Vector&y, const TwoDMatrix&x, const Vector* params,
// Vector& residual, double *g1, double *g2);
// void eval(const Vector&y, const TwoDMatrix&x, const Vector* params,
// Vector& residual, double *g1, double *g2);
// close DLL: If the referenced object was successfully closed,
// close() returns 0, non 0 otherwise
int close();

View File

@ -1,21 +1,21 @@
/*
* 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/>.
*/
* 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
@ -104,7 +104,7 @@ int main(int argc, char* argv[])
int var_order[]//[18]
= {
5, 6, 8, 10, 11, 12, 14, 7, 13, 1, 2, 3, 4, 9, 15, 16
// 5, 6, 8, 10, 11, 12, 16, 7, 13, 14, 15, 1, 2, 3, 4, 9, 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));