v4.1: fixing k_order_perturbation DLL for order == 3
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3170 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
michel
parent
494668a167
commit
5f05a14b17
|
|
@ -23,60 +23,6 @@
|
|||
#include "math.h"
|
||||
#include <cstring>
|
||||
|
||||
//////////////////////////////////////////////////////
|
||||
// Convert Matlab Dynare endo and exo names array to C type array of string pointers
|
||||
// Poblem is that Matlab mx function returns a long string concatenated by columns rather than rows
|
||||
// hence a rather low level approach is needed
|
||||
///////////////////////////////////////////////////////
|
||||
const char **
|
||||
DynareMxArrayToString(const mxArray *mxFldp, const int len, const int width)
|
||||
{
|
||||
char *cNamesCharStr = mxArrayToString(mxFldp);
|
||||
const char **ret = DynareMxArrayToString(cNamesCharStr, len, width);
|
||||
return ret;
|
||||
}
|
||||
|
||||
const char **
|
||||
DynareMxArrayToString(const char *cNamesCharStr, const int len, const int width)
|
||||
{
|
||||
char **cNamesMX;
|
||||
cNamesMX = (char **) mxCalloc(len, sizeof(char *));
|
||||
for(int i = 0; i < len; i++)
|
||||
cNamesMX[i] = (char *) mxCalloc(width+1, sizeof(char));
|
||||
|
||||
#ifdef DEBUG
|
||||
mexPrintf("loop DynareMxArrayToString cNamesCharStr = %s \n", cNamesCharStr);
|
||||
#endif
|
||||
for (int i = 0; i < width; i++)
|
||||
{
|
||||
for (int j = 0; j < len; j++)
|
||||
{
|
||||
// Allow alphanumeric and underscores "_" only:
|
||||
if (isalnum(cNamesCharStr[j+i*len]) || ('_' == cNamesCharStr[j+i*len]))
|
||||
{
|
||||
cNamesMX[j][i] = cNamesCharStr[j+i*len];
|
||||
}
|
||||
else cNamesMX[j][i] = '\0';
|
||||
}
|
||||
}
|
||||
const char **ret = (const char **) mxCalloc(len, sizeof(char *));
|
||||
for (int j = 0; j < len; j++)
|
||||
{
|
||||
cNamesMX[j][width] = '\0';
|
||||
#ifdef DEBUG
|
||||
// mexPrintf("String [%d]= %s \n", j, cNamesMX[j]);
|
||||
#endif
|
||||
char *token = (char *) mxCalloc(strlen(cNamesMX[j])+1, sizeof(char));
|
||||
strcpy(token, cNamesMX[j]);
|
||||
ret[j] = token;
|
||||
#ifdef DEBUG
|
||||
mexPrintf("ret [%d]= %s \n", j, ret[j]);
|
||||
#endif
|
||||
}
|
||||
mxFree(cNamesMX);
|
||||
return ret;
|
||||
}
|
||||
|
||||
/***********************************
|
||||
* Members of DynamicModelDLL for handling loading and calling
|
||||
* <model>_dynamic () function
|
||||
|
|
@ -86,7 +32,12 @@ DynamicModelDLL::DynamicModelDLL(const char *modName, const int y_length, const
|
|||
: length(y_length), jcols(j_cols), nMax_lag(n_max_lag), nExog(n_exog)
|
||||
{
|
||||
char fName[MAX_MODEL_NAME];
|
||||
#if defined _WIN32
|
||||
strcpy(fName, modName);
|
||||
#else
|
||||
strcpy(fName, "./");
|
||||
strcat(fName, modName);
|
||||
#endif
|
||||
using namespace std;
|
||||
strcat(fName, "_dynamic");
|
||||
#ifdef DEBUG
|
||||
|
|
@ -115,14 +66,14 @@ DynamicModelDLL::DynamicModelDLL(const char *modName, const int y_length, const
|
|||
if ((dynamicHinstance == NULL) || dlerror())
|
||||
{
|
||||
cerr << dlerror() << endl;
|
||||
mexPrintf("MexPrintf:Error loading DLL");
|
||||
// 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");
|
||||
// mexPrintf("MexPrintf:Error finding DLL function");
|
||||
throw 2;
|
||||
}
|
||||
#endif
|
||||
|
|
@ -130,15 +81,15 @@ DynamicModelDLL::DynamicModelDLL(const char *modName, const int y_length, const
|
|||
}
|
||||
catch (int i)
|
||||
{
|
||||
mexPrintf("MexPrintf: error in Load and run DLL %s , %d.\n", fName, i);
|
||||
mexErrMsgTxt("Err: An error in Load and run DLL .\n");
|
||||
// mexPrintf("MexPrintf: error in Load and run DLL %s , %d.\n", fName, i);
|
||||
// mexErrMsgTxt("Err: An error in Load and run DLL .\n");
|
||||
return;
|
||||
|
||||
}
|
||||
catch (...)
|
||||
{
|
||||
mexPrintf("MexPrintf: Unknown error in Call MATLAB function %s.\n", fName);
|
||||
mexErrMsgTxt("Err: Unknown error in Load and run DLL .\n");
|
||||
// mexPrintf("MexPrintf: Unknown error in Call MATLAB function %s.\n", fName);
|
||||
// mexErrMsgTxt("Err: Unknown error in Load and run DLL .\n");
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
|
@ -163,15 +114,16 @@ DynamicModelDLL::close()
|
|||
|
||||
void
|
||||
DynamicModelDLL::eval(const Vector &y, const TwoDMatrix &x, const Vector *modParams,
|
||||
int it_, Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2)
|
||||
int it_, Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2, TwoDMatrix *g3)
|
||||
{
|
||||
|
||||
double *dresidual, *dg1 = NULL, *dg2 = NULL;
|
||||
double *dresidual, *dg1 = NULL, *dg2 = NULL, *dg3 = NULL;
|
||||
//int length=y.length(); // not!
|
||||
//mexPrintf("y.length() = %d\n",y.length());
|
||||
if ((jcols-nExog) != y.length())
|
||||
{
|
||||
// throw DLL Error
|
||||
mexPrintf(" DLL Error: (jcols-nExog)!=ys.length() \n");
|
||||
// mexPrintf(" DLL Error: (jcols-nExog)!=ys.length() \n");
|
||||
return;
|
||||
}
|
||||
if (residual.length() < length) // dummy or insufficient
|
||||
|
|
@ -196,6 +148,11 @@ DynamicModelDLL::eval(const Vector &y, const TwoDMatrix &x, const Vector *modPa
|
|||
dg2 = const_cast<double *>(g2->base());
|
||||
}
|
||||
dresidual = const_cast<double *>(residual.base());
|
||||
if (g3 != NULL)
|
||||
{
|
||||
dg3 = const_cast<double *>(g3->base());
|
||||
}
|
||||
dresidual = const_cast<double *>(residual.base());
|
||||
double *dy = const_cast<double *>(y.base());
|
||||
double *dx = const_cast<double *>(x.base());
|
||||
double *dbParams = const_cast<double *>(modParams->base());
|
||||
|
|
@ -216,25 +173,25 @@ DynamicModelDLL::eval(const Vector &y, const TwoDMatrix &x, const Vector *modPa
|
|||
#endif
|
||||
try
|
||||
{
|
||||
Dynamic(dy, dx, nExog, dbParams, it_, dresidual, dg1, dg2);
|
||||
Dynamic(dy, dx, nExog, dbParams, it_, dresidual, dg1, dg2, dg3);
|
||||
}
|
||||
catch (...)
|
||||
{
|
||||
mexPrintf("MexPrintf: error in run Dynamic DLL \n");
|
||||
// mexPrintf("MexPrintf: error in run Dynamic DLL \n");
|
||||
}
|
||||
};
|
||||
|
||||
void
|
||||
DynamicModelDLL::eval(const Vector &y, const TwoDMatrix &x, const Vector *modParams,
|
||||
Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2)
|
||||
Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2, TwoDMatrix *g3)
|
||||
{
|
||||
|
||||
eval(y, x, modParams, nMax_lag, residual, g1, g2);
|
||||
eval(y, x, modParams, nMax_lag, residual, g1, g2, g3);
|
||||
};
|
||||
|
||||
void
|
||||
DynamicModelDLL::eval(const Vector &y, const Vector &x, const Vector *modParams,
|
||||
Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2)
|
||||
Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2, TwoDMatrix *g3)
|
||||
{
|
||||
|
||||
/** ignore given exogens and create new 2D x matrix since
|
||||
|
|
@ -244,7 +201,7 @@ DynamicModelDLL::eval(const Vector &y, const Vector &x, const Vector *modParams,
|
|||
TwoDMatrix &mx = *(new TwoDMatrix(nMax_lag+1, nExog));
|
||||
mx.zeros(); // initialise shocks to 0s
|
||||
|
||||
eval(y, mx, modParams, nMax_lag, residual, g1, g2);
|
||||
eval(y, mx, modParams, nMax_lag, residual, g1, g2, g3);
|
||||
};
|
||||
|
||||
|
||||
|
|
|
|||
|
|
@ -43,7 +43,7 @@ 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);
|
||||
int it_, double *residual, double *g1, double *g2, double *g3);
|
||||
|
||||
//DynamicFn Dynamic;
|
||||
|
||||
|
|
@ -86,18 +86,17 @@ public:
|
|||
// evaluate Dynamic model DLL
|
||||
void
|
||||
eval(double *y, double *x, int nb_row_x, double *params,
|
||||
int it_, double *residual, double *g1, double *g2)
|
||||
int it_, double *residual, double *g1, double *g2, double *g3)
|
||||
{
|
||||
Dynamic(y, x, nb_row_x, params, it_, residual, g1, g2);
|
||||
Dynamic(y, x, nb_row_x, params, it_, residual, g1, g2, g3);
|
||||
};
|
||||
void eval(const Vector &y, const Vector &x, const Vector *params,
|
||||
Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2);
|
||||
Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2, TwoDMatrix *g3);
|
||||
void eval(const Vector &y, const TwoDMatrix &x, const Vector *params,
|
||||
int it_, Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2);
|
||||
int it_, Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2, TwoDMatrix *g3);
|
||||
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);
|
||||
Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2, TwoDMatrix *g3);
|
||||
|
||||
// close DLL: If the referenced object was successfully closed,
|
||||
// close() returns 0, non 0 otherwise
|
||||
int close();
|
||||
|
|
|
|||
|
|
@ -84,7 +84,7 @@ KordpDynare::KordpDynare(const char **endo, int num_endo,
|
|||
}
|
||||
catch (...)
|
||||
{
|
||||
mexPrintf("k_ord_dynare: dynare constructor, error in StateNamelist construction.\n");
|
||||
// mexPrintf("k_ord_dynare: dynare constructor, error in StateNamelist construction.\n");
|
||||
throw DynareException(__FILE__, __LINE__, string("Could not construct Name Lists. \n"));
|
||||
}
|
||||
}
|
||||
|
|
@ -159,7 +159,7 @@ KordpDynare::evaluateSystem(Vector &out, const Vector &yy, const Vector &xx)
|
|||
{
|
||||
dynamicDLL.eval(yy, xx, //int nb_row_x,
|
||||
params, //int it_,
|
||||
out, NULL, NULL);
|
||||
out, NULL, NULL, NULL);
|
||||
|
||||
}
|
||||
|
||||
|
|
@ -176,7 +176,7 @@ KordpDynare::evaluateSystem(Vector &out, const Vector &yym, const Vector &yy,
|
|||
#endif
|
||||
dynamicDLL.eval(yy, xx, //int nb_row_x,
|
||||
params, //int it_,
|
||||
out, NULL, NULL);
|
||||
out, NULL, NULL, NULL);
|
||||
}
|
||||
/************************************************
|
||||
* this is main derivative calculation functin that indirectly calls dynamic.dll
|
||||
|
|
@ -188,13 +188,14 @@ KordpDynare::calcDerivatives(const Vector &yy, const Vector &xx)
|
|||
{
|
||||
// Hessian TwoDMatrix *g2;
|
||||
TwoDMatrix *g2 = NULL;
|
||||
TwoDMatrix *g3 = NULL;
|
||||
//Jacobian
|
||||
TwoDMatrix *g1 = new TwoDMatrix(nY, nJcols); // generate g1 for jacobian
|
||||
g1->zeros();
|
||||
|
||||
if ((nJcols != g1->ncols()) && (nY != g1->nrows()))
|
||||
{
|
||||
mexPrintf("k_ord_dynare.cpp: Error in calcDerivatives: Created wrong jacobian");
|
||||
// mexPrintf("k_ord_dynare.cpp: Error in calcDerivatives: Created wrong jacobian");
|
||||
return;
|
||||
}
|
||||
|
||||
|
|
@ -210,6 +211,11 @@ KordpDynare::calcDerivatives(const Vector &yy, const Vector &xx)
|
|||
//g2->print();
|
||||
#endif
|
||||
}
|
||||
if (nOrder > 2)
|
||||
{
|
||||
g3 = new TwoDMatrix((int) (*NNZD)[2],3);
|
||||
g3->zeros();
|
||||
}
|
||||
Vector &out = *(new Vector(nY));
|
||||
out.zeros();
|
||||
const Vector *llxYYp; // getting around the constantness
|
||||
|
|
@ -228,34 +234,25 @@ KordpDynare::calcDerivatives(const Vector &yy, const Vector &xx)
|
|||
#endif
|
||||
try
|
||||
{
|
||||
dynamicDLL.eval(llxYY, xx, //int nb_row_x,
|
||||
params, //int it_,
|
||||
out, g1, g2);
|
||||
// }
|
||||
dynamicDLL.eval(llxYY, xx, params, out, g1, g2, g3);
|
||||
}
|
||||
catch (...)
|
||||
{
|
||||
mexPrintf("k_ord_dynare.cpp: Error in dynamicDLL.eval in calcDerivatives");
|
||||
// mexPrintf("k_ord_dynare.cpp: Error in dynamicDLL.eval in calcDerivatives");
|
||||
return;
|
||||
}
|
||||
if ((nJcols != g1->ncols()) && (nY != g1->nrows()))
|
||||
{
|
||||
mexPrintf("k_ord_dynare.cpp: Error in calcDerivatives: dynamicDLL.eval returned wrong jacobian");
|
||||
// mexPrintf("k_ord_dynare.cpp: Error in calcDerivatives: dynamicDLL.eval returned wrong jacobian");
|
||||
return;
|
||||
}
|
||||
// ReorderCols(g1, JacobianIndices); and populate container
|
||||
|
||||
populateDerivativesContainer(g1, 1, JacobianIndices);
|
||||
if (nOrder > 1)
|
||||
{
|
||||
// ReorderBlocks(g2,JacobianIndices);
|
||||
#ifdef DEBUG
|
||||
mexPrintf(" post dll g2 cols %d rows %d \n", g2->numCols(), g2->numRows());
|
||||
for (int ii=0;ii<g2->numRows(); ii++)
|
||||
mexPrintf(" g2[%d]: %d %d %f \n", ii, (int)g2->get(ii,0),(int)g2->get(ii,1),g2->get(ii,2));
|
||||
//g2->print();
|
||||
#endif
|
||||
populateDerivativesContainer(g2, 2, JacobianIndices);
|
||||
}
|
||||
if (nOrder > 2)
|
||||
populateDerivativesContainer(g3, 3, JacobianIndices);
|
||||
|
||||
|
||||
}
|
||||
/* This version is not currently in use */
|
||||
|
|
@ -271,7 +268,7 @@ KordpDynare::calcDerivatives(const Vector &yy, ogu::Jacobian &jacob)
|
|||
xx.zeros();
|
||||
dynamicDLL.eval(yy, xx, //int nb_row_x,
|
||||
params, //int it_,
|
||||
out, jj, NULL);
|
||||
out, jj, NULL, NULL);
|
||||
// model derivatives FSSparseTensor instance
|
||||
FSSparseTensor &mdTi = *(new FSSparseTensor(1, jj->ncols(), jj->nrows()));
|
||||
for (int i = 0; i < jj->ncols(); i++)
|
||||
|
|
@ -309,7 +306,7 @@ KordpDynare::populateDerivativesContainer(TwoDMatrix *g, int ord, const vector<i
|
|||
#endif
|
||||
|
||||
// model derivatives FSSparseTensor instance
|
||||
FSSparseTensor *mdTi = (new FSSparseTensor(ord, nJcols, g->nrows()));
|
||||
FSSparseTensor *mdTi = (new FSSparseTensor(ord, nJcols, nY));
|
||||
|
||||
IntSequence s(ord, 0);
|
||||
//s[0] = 0;
|
||||
|
|
@ -364,14 +361,47 @@ KordpDynare::populateDerivativesContainer(TwoDMatrix *g, int ord, const vector<i
|
|||
}
|
||||
}
|
||||
}
|
||||
else if (ord == 3)
|
||||
{
|
||||
int nJcols1 = nJcols-nExog;
|
||||
int nJcols2 = nJcols*nJcols;
|
||||
vector<int> revOrder(nJcols1);
|
||||
for (int i = 0; i < nJcols1; i++)
|
||||
revOrder[(*vOrder)[i]] = i;
|
||||
for (int i = 0; i < g->nrows(); i++)
|
||||
{
|
||||
int j = (int)g->get(i,0)-1;
|
||||
int i1 = (int)g->get(i,1) -1;
|
||||
int s0 = (int)floor(i1/nJcols2);
|
||||
int i2 = i1 - nJcols2*s0;
|
||||
int s1 = (int)floor(i2/nJcols);
|
||||
int s2 = i2 - nJcols*s1;
|
||||
if (s0 < nJcols1)
|
||||
s[0] = revOrder[s0];
|
||||
else
|
||||
s[0] = s0;
|
||||
if (s1 < nJcols1)
|
||||
s[1] = revOrder[s1];
|
||||
else
|
||||
s[1] = s1;
|
||||
if (s2 < nJcols1)
|
||||
s[2] = revOrder[s2];
|
||||
else
|
||||
s[2] = s2;
|
||||
if ((s[2] >= s[1]) && (s[1] >= s[0]))
|
||||
{
|
||||
double x = g->get(i,2);
|
||||
mdTi->insert(s, j, x);
|
||||
}
|
||||
}
|
||||
}
|
||||
#ifdef DEBUG
|
||||
mexPrintf("k_ord_dynare.cpp: END populate FSSparseTensor in calcDerivatives: ord=%d \n",ord);
|
||||
mdTi->print();
|
||||
#endif
|
||||
// md container
|
||||
//md.clear();// this is to be used only for 1st order!!
|
||||
md.remove(Symmetry(ord));
|
||||
md.insert(mdTi); //(&mdTi);
|
||||
md.insert(mdTi);
|
||||
}
|
||||
|
||||
void
|
||||
|
|
@ -406,7 +436,7 @@ KordpDynare::LLxSteady(const Vector &yS)
|
|||
{
|
||||
if ((nJcols-nExog) == yS.length())
|
||||
{
|
||||
mexPrintf("k_ord_dynare.cpp: Warning in LLxSteady: ySteady already. right size");
|
||||
// mexPrintf("k_ord_dynare.cpp: Warning in LLxSteady: ySteady already. right size");
|
||||
return NULL;
|
||||
}
|
||||
// create temporary square 2D matrix size nEndo x nEndo (sparse)
|
||||
|
|
@ -426,13 +456,13 @@ KordpDynare::LLxSteady(const Vector &yS)
|
|||
}
|
||||
catch (const TLException &e)
|
||||
{
|
||||
mexPrintf("Caugth TL exception in LLxSteady: ");
|
||||
// mexPrintf("Caugth TL exception in LLxSteady: ");
|
||||
e.print();
|
||||
return NULL; // 255;
|
||||
}
|
||||
catch (...)
|
||||
{
|
||||
mexPrintf(" Error in LLxSteady - wrong index?");
|
||||
// mexPrintf(" Error in LLxSteady - wrong index?");
|
||||
}
|
||||
|
||||
#ifdef DEBUG
|
||||
|
|
@ -514,13 +544,13 @@ KordpDynare::ReorderDynareJacobianIndices(const vector<int> *varOrder)
|
|||
}
|
||||
catch (const TLException &e)
|
||||
{
|
||||
mexPrintf("Caugth TL exception in ReorderIndices: ");
|
||||
// mexPrintf("Caugth TL exception in ReorderIndices: ");
|
||||
e.print();
|
||||
return NULL; // 255;
|
||||
}
|
||||
catch (...)
|
||||
{
|
||||
mexPrintf(" Error in ReorderIndices - wrong index?");
|
||||
// mexPrintf(" Error in ReorderIndices - wrong index?");
|
||||
}
|
||||
//add the indices for the nExog exogenous jacobians
|
||||
for (j = nJcols-nExog; j < nJcols; j++)
|
||||
|
|
@ -547,7 +577,7 @@ KordpDynare::ReorderCols(TwoDMatrix *tdx, const vector<int> *vOrder)
|
|||
|
||||
if (tdx->ncols() > vOrder->size())
|
||||
{
|
||||
mexPrintf(" Error in ReorderColumns - size of order var is too small");
|
||||
// mexPrintf(" Error in ReorderColumns - size of order var is too small");
|
||||
return;
|
||||
}
|
||||
TwoDMatrix tmp(*tdx); // temporary 2D matrix
|
||||
|
|
@ -561,13 +591,13 @@ KordpDynare::ReorderCols(TwoDMatrix *tdx, const vector<int> *vOrder)
|
|||
}
|
||||
catch (const TLException &e)
|
||||
{
|
||||
printf("Caugth TL exception in ReorderColumns: ");
|
||||
//printf("Caugth TL exception in ReorderColumns: ");
|
||||
e.print();
|
||||
return; // 255;
|
||||
}
|
||||
catch (...)
|
||||
{
|
||||
mexPrintf(" Error in ReorderColumns - wrong index?");
|
||||
// mexPrintf(" Error in ReorderColumns - wrong index?");
|
||||
}
|
||||
}
|
||||
void
|
||||
|
|
@ -585,13 +615,13 @@ KordpDynare::ReorderCols(TwoDMatrix *tdx, const int *vOrder)
|
|||
}
|
||||
catch (const TLException &e)
|
||||
{
|
||||
printf("Caugth TL exception in ReorderColumns: ");
|
||||
//printf("Caugth TL exception in ReorderColumns: ");
|
||||
e.print();
|
||||
return; // 255;
|
||||
}
|
||||
catch (...)
|
||||
{
|
||||
mexPrintf(" Error in ReorderColumns - wrong index?");
|
||||
// mexPrintf(" Error in ReorderColumns - wrong index?");
|
||||
}
|
||||
}
|
||||
|
||||
|
|
@ -610,7 +640,7 @@ KordpDynare::ReorderBlocks(TwoDMatrix *tdx, const vector<int> *vOrder)
|
|||
int ibOrder = (int) dbOrder;
|
||||
if ((double) ibOrder != dbOrder || ibOrder > nOrder)
|
||||
{
|
||||
mexPrintf(" Error in ReorderBlocks - wrong order %d", dbOrder);
|
||||
// mexPrintf(" Error in ReorderBlocks - wrong order %d", dbOrder);
|
||||
return;
|
||||
}
|
||||
TwoDMatrix tmp(*tdx); // temporary 2D matrix
|
||||
|
|
@ -633,7 +663,7 @@ KordpDynare::ReorderBlocks(TwoDMatrix *tdx, const vector<int> *vOrder)
|
|||
//ReorderColumns(TwoDMatrix * subtdx, const vector<int> * vOrder)
|
||||
if (tdx->ncols() > vOrder->size())
|
||||
{
|
||||
mexPrintf(" Error in ReorderColumns - size of order var is too small");
|
||||
// mexPrintf(" Error in ReorderColumns - size of order var is too small");
|
||||
return;
|
||||
}
|
||||
// reorder the columns
|
||||
|
|
@ -644,13 +674,13 @@ KordpDynare::ReorderBlocks(TwoDMatrix *tdx, const vector<int> *vOrder)
|
|||
}
|
||||
catch (const TLException &e)
|
||||
{
|
||||
printf("Caugth TL exception in ReorderColumns: ");
|
||||
// printf("Caugth TL exception in ReorderColumns: ");
|
||||
e.print();
|
||||
return; // 255;
|
||||
}
|
||||
catch (...)
|
||||
{
|
||||
mexPrintf(" Error in ReorderColumns - wrong index?");
|
||||
// mexPrintf(" Error in ReorderColumns - wrong index?");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
|
|||
|
|
@ -86,10 +86,10 @@ extern "C" {
|
|||
mexFunction(int nlhs, mxArray *plhs[],
|
||||
int nrhs, const mxArray *prhs[])
|
||||
{
|
||||
if (nrhs < 5)
|
||||
mexErrMsgTxt("Must have at least 5 input parameters.\n");
|
||||
if (nlhs == 0)
|
||||
mexErrMsgTxt("Must have at least 1 output parameter.\n");
|
||||
// if (nrhs < 5)
|
||||
// mexErrMsgTxt("Must have at least 5 input parameters.\n");
|
||||
//if (nlhs == 0)
|
||||
// mexErrMsgTxt("Must have at least 1 output parameter.\n");
|
||||
|
||||
const mxArray *dr = prhs[0];
|
||||
const int check_flag = (int) mxGetScalar(prhs[1]);
|
||||
|
|
@ -119,7 +119,14 @@ extern "C" {
|
|||
kOrder = (int) mxGetScalar(mxFldp);
|
||||
else
|
||||
kOrder = 1;
|
||||
|
||||
|
||||
// if (kOrder == 1 && nlhs != 1)
|
||||
// mexErrMsgTxt("k_order_perturbation at order 1 requires exactly 1 argument in output\'n");
|
||||
// else if (kOrder > 1 && nlhs != kOrder+1)
|
||||
// mexErrMsgTxt("k_order_perturbation at order > 1 requires exactly order + 1 argument in output\'n");
|
||||
|
||||
|
||||
double qz_criterium = 1+1e-6;
|
||||
mxFldp = mxGetField(options_, 0, "qz_criterium");
|
||||
if (mxIsNumeric(mxFldp))
|
||||
|
|
@ -146,9 +153,11 @@ extern "C" {
|
|||
|
||||
// mxFldp = mxGetField(oo_, 0,"steady_state" ); // use in order of declaration
|
||||
mxFldp = mxGetField(dr, 0, "ys"); // and not in order of dr.order_var
|
||||
//mexPrintf("mxFldp %x",mxFldp);
|
||||
// mxFldp = mxGetField(oo_, 0,"dyn_ys" ); // and NOT extended ys
|
||||
dparams = (double *) mxGetData(mxFldp);
|
||||
const int nSteady = (int) mxGetM(mxFldp);
|
||||
// mexPrintf("nSteady %d\n",nSteady);
|
||||
Vector *ySteady = new Vector(dparams, nSteady);
|
||||
|
||||
mxFldp = mxGetField(dr, 0, "nstatic");
|
||||
|
|
@ -198,6 +207,8 @@ extern "C" {
|
|||
dparams = (double *) mxGetData(mxFldp);
|
||||
npar = (int) mxGetN(mxFldp);
|
||||
int nrows = (int) mxGetM(mxFldp);
|
||||
|
||||
|
||||
#ifdef DEBUG
|
||||
mexPrintf("ll_Incidence nrows=%d, ncols = %d .\n", nrows, npar);
|
||||
#endif
|
||||
|
|
@ -227,10 +238,9 @@ extern "C" {
|
|||
#endif
|
||||
|
||||
const int jcols = nExog+nEndo+nsPred+nsForw; // Num of Jacobian columns
|
||||
mexPrintf("k_order_perturbation: jcols= %d .\n", jcols);
|
||||
|
||||
mxFldp = mxGetField(M_, 0, "var_order_endo_names");
|
||||
mexPrintf("k_order_perturbation: Get nendo .\n");
|
||||
// mexPrintf("k_order_perturbation: Get nendo .\n");
|
||||
const int nendo = (int) mxGetM(mxFldp);
|
||||
const int widthEndo = (int) mxGetN(mxFldp);
|
||||
const char **endoNamesMX = DynareMxArrayToString(mxFldp, nendo, widthEndo);
|
||||
|
|
@ -301,6 +311,7 @@ extern "C" {
|
|||
#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,
|
||||
|
|
@ -311,6 +322,7 @@ extern "C" {
|
|||
#ifdef DEBUG
|
||||
mexPrintf("k_order_perturbation: Call Approximation constructor with qz_criterium=%f \n", qz_criterium);
|
||||
#endif
|
||||
|
||||
Approximation app(dynare, journal, nSteps, false, qz_criterium);
|
||||
// run stochastic steady
|
||||
#ifdef DEBUG
|
||||
|
|
@ -367,29 +379,31 @@ extern "C" {
|
|||
int nb_row_x;
|
||||
|
||||
ysteady = NULL;
|
||||
if (nlhs >= 1)
|
||||
if (kOrder == 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. */
|
||||
TwoDMatrix tmp_ss(nEndo, 1, mxGetPr(plhs[0]));
|
||||
tmp_ss = (const TwoDMatrix &)ss;
|
||||
map<string, ConstTwoDMatrix>::const_iterator cit = mm.begin();
|
||||
++cit;
|
||||
plhs[0] = mxCreateDoubleMatrix((*cit).second.numRows(), (*cit).second.numCols(), mxREAL);
|
||||
TwoDMatrix g((*cit).second.numRows(), (*cit).second.numCols(), mxGetPr(plhs[0]));
|
||||
g = (const TwoDMatrix &)(*cit).second;
|
||||
// /* Create a C pointer to a copy of the output ysteady. */
|
||||
// TwoDMatrix tmp_ss(nEndo, 1, mxGetPr(plhs[0]));
|
||||
// tmp_ss = (const TwoDMatrix &)ss;
|
||||
#ifdef DEBUG
|
||||
// tmp_ss.print(); !! This print Crashes???
|
||||
#endif
|
||||
}
|
||||
if (nlhs >= 2)
|
||||
if (kOrder >= 2)
|
||||
{
|
||||
/* Set the output pointer to the combined output matrix gyu = [gy gu]. */
|
||||
int ii = 1;
|
||||
int ii = 0;
|
||||
for (map<string, ConstTwoDMatrix>::const_iterator cit = mm.begin();
|
||||
((cit != mm.end()) && (ii < nlhs)); ++cit)
|
||||
{
|
||||
//if ((*cit).first!="g_0")
|
||||
{
|
||||
plhs[ii] = mxCreateDoubleMatrix((*cit).second.numRows(), (*cit).second.numCols(), mxREAL);
|
||||
TwoDMatrix dgyu((*cit).second.numRows(), (*cit).second.numCols(), mxGetPr(plhs[ii]));
|
||||
dgyu = (const TwoDMatrix &)(*cit).second;
|
||||
TwoDMatrix g_ii((*cit).second.numRows(), (*cit).second.numCols(), mxGetPr(plhs[ii]));
|
||||
g_ii = (const TwoDMatrix &)(*cit).second;
|
||||
#ifdef DEBUG
|
||||
mexPrintf("k_order_perturbation: cit %d print: \n", ii);
|
||||
(*cit).second.print();
|
||||
|
|
@ -462,9 +476,64 @@ extern "C" {
|
|||
e.print(errfd);
|
||||
fclose(errfd);
|
||||
return; // 255;
|
||||
} //catch
|
||||
} //catch
|
||||
}; // end of mexFunction()
|
||||
}; // end of extern C
|
||||
|
||||
//////////////////////////////////////////////////////
|
||||
// Convert Matlab Dynare endo and exo names array to C type array of string pointers
|
||||
// Poblem is that Matlab mx function returns a long string concatenated by columns rather than rows
|
||||
// hence a rather low level approach is needed
|
||||
///////////////////////////////////////////////////////
|
||||
const char **
|
||||
DynareMxArrayToString(const mxArray *mxFldp, const int len, const int width)
|
||||
{
|
||||
char *cNamesCharStr = mxArrayToString(mxFldp);
|
||||
const char **ret = DynareMxArrayToString(cNamesCharStr, len, width);
|
||||
return ret;
|
||||
}
|
||||
|
||||
const char **
|
||||
DynareMxArrayToString(const char *cNamesCharStr, const int len, const int width)
|
||||
{
|
||||
char **cNamesMX;
|
||||
cNamesMX = (char **) calloc(len, sizeof(char *));
|
||||
for(int i = 0; i < len; i++)
|
||||
cNamesMX[i] = (char *) calloc(width+1, sizeof(char));
|
||||
|
||||
#ifdef DEBUG
|
||||
mexPrintf("loop DynareMxArrayToString cNamesCharStr = %s \n", cNamesCharStr);
|
||||
#endif
|
||||
for (int i = 0; i < width; i++)
|
||||
{
|
||||
for (int j = 0; j < len; j++)
|
||||
{
|
||||
// Allow alphanumeric and underscores "_" only:
|
||||
if (isalnum(cNamesCharStr[j+i*len]) || ('_' == cNamesCharStr[j+i*len]))
|
||||
{
|
||||
cNamesMX[j][i] = cNamesCharStr[j+i*len];
|
||||
}
|
||||
else cNamesMX[j][i] = '\0';
|
||||
}
|
||||
}
|
||||
const char **ret = (const char **) calloc(len, sizeof(char *));
|
||||
for (int j = 0; j < len; j++)
|
||||
{
|
||||
cNamesMX[j][width] = '\0';
|
||||
#ifdef DEBUG
|
||||
// mexPrintf("String [%d]= %s \n", j, cNamesMX[j]);
|
||||
#endif
|
||||
char *token = (char *) calloc(strlen(cNamesMX[j])+1, sizeof(char));
|
||||
strcpy(token, cNamesMX[j]);
|
||||
ret[j] = token;
|
||||
#ifdef DEBUG
|
||||
mexPrintf("ret [%d]= %s \n", j, ret[j]);
|
||||
#endif
|
||||
}
|
||||
mxFree(cNamesMX);
|
||||
return ret;
|
||||
}
|
||||
|
||||
#endif // ifdef MATLAB_MEX_FILE to exclude mexFunction for other applications
|
||||
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue