separating dynamic_dll handling into new dynamic_dll.cpp from k_order_perturbation.cpp containing now only mex_function for k_order_perturbationDLL and renaming k_order_perturbation.h to dynamic_dll.h
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2864 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
george
parent
2006e1f9be
commit
6fc142406f
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@ -0,0 +1,244 @@
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/*
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* Copyright (C) 2008-2009 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include "k_ord_dynare.h"
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#include "dynamic_dll.h"
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#include "math.h"
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#include <cstring>
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//////////////////////////////////////////////////////
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// Convert Matlab Dynare endo and exo names array to C type array of string pointers
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// Poblem is that Matlab mx function returns a long string concatenated by columns rather than rows
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// hence a rather low level approach is needed
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///////////////////////////////////////////////////////
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const char **
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DynareMxArrayToString(const mxArray *mxFldp, const int len, const int width)
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{
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char *cNamesCharStr = mxArrayToString(mxFldp);
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const char **ret = DynareMxArrayToString(cNamesCharStr, len, width);
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return ret;
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}
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const char **
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DynareMxArrayToString(const char *cNamesCharStr, const int len, const int width)
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{
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char cNamesMX[len][width+1]; //
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#ifdef DEBUG
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mexPrintf("loop DynareMxArrayToString cNamesCharStr = %s \n", cNamesCharStr);
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#endif
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for (int i = 0; i < width; i++)
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{
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for (int j = 0; j < len; j++)
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{
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// Allow alphanumeric and underscores "_" only:
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if (isalnum(cNamesCharStr[j+i*len]) || ('_' == cNamesCharStr[j+i*len]))
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{
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cNamesMX[j][i] = cNamesCharStr[j+i*len];
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}
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else cNamesMX[j][i] = '\0';
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}
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}
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const char **ret = (const char **) mxCalloc(len, sizeof(char *));
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for (int j = 0; j < len; j++)
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{
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cNamesMX[j][width] = '\0';
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#ifdef DEBUG
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// mexPrintf("String [%d]= %s \n", j, cNamesMX[j]);
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#endif
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char *token = (char *) mxCalloc(strlen(cNamesMX[j])+1, sizeof(char));
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strcpy(token, cNamesMX[j]);
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ret[j] = token;
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#ifdef DEBUG
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mexPrintf("ret [%d]= %s \n", j, ret[j]);
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#endif
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}
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return ret;
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}
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/***********************************
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* Members of DynamicModelDLL for handling loading and calling
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* <model>_dynamic () function
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**************************************/
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DynamicModelDLL::DynamicModelDLL(const char *modName, const int y_length, const int j_cols,
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const int n_max_lag, const int n_exog, const char *sExt)
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: length(y_length), jcols(j_cols), nMax_lag(n_max_lag), nExog(n_exog)
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{
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char fName[MAX_MODEL_NAME];
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strcpy(fName, modName);
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using namespace std;
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strcat(fName, "_dynamic");
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#ifdef DEBUG
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mexPrintf("MexPrintf: Call Load run DLL %s .\n", fName);
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#endif
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try
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{
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#ifdef WINDOWS
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if (sExt == NULL) sExt = (".dll");
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HINSTANCE dynamicHinstance;
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// dynamicHinstance=::LoadLibraryEx(strcat(fNname,"_.dll"),NULL,DONT_RESOLVE_DLL_REFERENCES);//sExt); //"_.dll");
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dynamicHinstance = ::LoadLibrary(strcat(fName, sExt)); //.dll); //"_.dll");
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if (dynamicHinstance == NULL)
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throw 1; //alt: return;
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// (DynamicFn*) typedef void * (__stdcall *DynamicFn)();
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# ifdef DEBUG
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mexPrintf("MexPrintf: Call GetProcAddress %s .\n", fName);
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# endif
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Dynamic = (DynamicFn *) ::GetProcAddress(dynamicHinstance, "Dynamic");
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#else // __linux__
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if (sExt == NULL) sExt = (".so");
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dynamicHinstance = dlopen(strcat(fName, sExt), RTLD_NOW);
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if ((dynamicHinstance == NULL) || dlerror())
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{
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cerr << dlerror() << endl;
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mexPrintf("MexPrintf:Error loading DLL: %s", dlerror);
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throw 1;
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}
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Dynamic = (DynamicFn) dlsym(dynamicHinstance, "Dynamic");
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if ((Dynamic == NULL) || dlerror())
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{
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cerr << dlerror() << endl;
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mexPrintf("MexPrintf:Error finding DLL function: %s", dlerror);
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throw 2;
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}
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#endif
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}
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catch (int i)
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{
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mexPrintf("MexPrintf: error in Load and run DLL %s , %d.\n", fName, i);
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mexErrMsgTxt("Err: An error in Load and run DLL .\n");
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return;
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}
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catch (...)
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{
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mexPrintf("MexPrintf: Unknown error in Call MATLAB function %s.\n", fName);
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mexErrMsgTxt("Err: Unknown error in Load and run DLL .\n");
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return;
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}
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}
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// close DLL: If the referenced object was successfully closed,
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// close() returns 0, non 0 otherwise
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int
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DynamicModelDLL::close()
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{
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#ifdef WINDOWS
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// MS FreeLibrary returns non 0 if OK, 0 if fails.
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bool rb = FreeLibrary(dynamicHinstance);
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if (rb)
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return 0;
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else
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return 1;
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#else // linux
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//If OK, dlclose() returns 0, non 0 otherwise
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return dlclose(dynamicHinstance);
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#endif
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};
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void
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DynamicModelDLL::eval(const Vector &y, const TwoDMatrix &x, const Vector *modParams,
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int it_, Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2)
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{
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double *dresidual, *dg1 = NULL, *dg2 = NULL;
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//int length=y.length(); // not!
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if ((jcols-nExog) != y.length())
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{
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// throw DLL Error
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mexPrintf(" DLL Error: (jcols-nExog)!=ys.length() \n");
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return;
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}
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if (residual.length() < length) // dummy or insufficient
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{
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Vector *tempv = new Vector(length);
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residual = *tempv;
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delete tempv;
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residual.zeros();
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}
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if (g1 != NULL)
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{
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if (g1->nrows() != length) // dummy
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{
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delete g1;
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g1 = new TwoDMatrix(length, jcols); // and get a new one
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g1->zeros();
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}
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dg1 = const_cast<double *>(g1->base());
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}
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if (g2 != NULL)
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{
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dg2 = const_cast<double *>(g2->base());
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}
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dresidual = const_cast<double *>(residual.base());
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double *dy = const_cast<double *>(y.base());
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double *dx = const_cast<double *>(x.base());
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double *dbParams = const_cast<double *>(modParams->base());
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#ifdef DEBUG
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mexPrintf(" try eval Dynamic with ne g1: cols=%d , rows=%d\n",
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g1->ncols(), g1->nrows());
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for (int i = 0; i < modParams->length(); i++)
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{
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mexPrintf("k_ord_perturbation: Params[%d]= %g.\n", i, (*modParams)[i]);
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}
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for (int i = 0; i < jcols-nExog; i++)
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{
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mexPrintf("k_ord_perturbation: Ys[%d]= %g.\n", i, dy[i]);
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}
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mexPrintf("k_order_perturbation: call <model> Dynamic dParams= %g , , dy = %g dx = %f .\n",
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dbParams[0], dy[0], dx[0]);
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#endif
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try
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{
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Dynamic(dy, dx, nExog, dbParams, it_, dresidual, dg1, dg2);
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}
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catch (...)
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{
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mexPrintf("MexPrintf: error in run Dynamic DLL \n");
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}
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};
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void
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DynamicModelDLL::eval(const Vector &y, const TwoDMatrix &x, const Vector *modParams,
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Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2)
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{
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eval(y, x, modParams, nMax_lag, residual, g1, g2);
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};
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void
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DynamicModelDLL::eval(const Vector &y, const Vector &x, const Vector *modParams,
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Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2)
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{
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/** ignore given exogens and create new 2D x matrix since
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* when calling <model>_dynamic(z,x,params,it_) x must be equal to
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* zeros(M_.maximum_lag+1,M_.exo_nbr)
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**/
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TwoDMatrix &mx = *(new TwoDMatrix(nMax_lag+1, nExog));
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mx.zeros(); // initialise shocks to 0s
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eval(y, mx, modParams, nMax_lag, residual, g1, g2);
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};
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@ -22,6 +22,7 @@
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#include <vector>
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#include "first_order.h"
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#include "k_ord_dynare.h"
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#include "dynamic_dll.h"
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#include "mex.h"
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@ -37,7 +37,6 @@
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#include "kord_exception.h"
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#include "nlsolve.h"
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#include "approximation.h"
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#include "k_order_perturbation.h"
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class KordpDynare;
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@ -39,6 +39,7 @@
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**********************************************************/
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#include "k_ord_dynare.h"
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#include "dynamic_dll.h"
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#include "math.h"
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#include <cstring>
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@ -82,6 +83,7 @@ CK_order_perturbation::CK_order_perturbation()
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#endif // _MSC_VER && WINDOWS
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#ifdef MATLAB_MEX_FILE // exclude mexFunction for other applications
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extern "C" {
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// mexFunction: Matlab Inerface point and the main application driver
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@ -469,222 +471,10 @@ extern "C" {
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} //catch
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}; // end of mexFunction()
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}; // end of extern C
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#endif // ifdef MATLAB_MEX_FILE to exclude mexFunction for other applications
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//////////////////////////////////////////////////////
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// Convert Matlab Dynare endo and exo names array to C type array of string pointers
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// Poblem is that Matlab mx function returns a long string concatenated by columns rather than rows
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// hence a rather low level approach is needed
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///////////////////////////////////////////////////////
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const char **
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DynareMxArrayToString(const mxArray *mxFldp, const int len, const int width)
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{
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char *cNamesCharStr = mxArrayToString(mxFldp);
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const char **ret = DynareMxArrayToString(cNamesCharStr, len, width);
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return ret;
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}
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const char **
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DynareMxArrayToString(const char *cNamesCharStr, const int len, const int width)
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{
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char cNamesMX[len][width+1]; //
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#ifdef DEBUG
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mexPrintf("loop DynareMxArrayToString cNamesCharStr = %s \n", cNamesCharStr);
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#endif
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for (int i = 0; i < width; i++)
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{
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for (int j = 0; j < len; j++)
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{
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// Allow alphanumeric and underscores "_" only:
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if (isalnum(cNamesCharStr[j+i*len]) || ('_' == cNamesCharStr[j+i*len]))
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{
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cNamesMX[j][i] = cNamesCharStr[j+i*len];
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}
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else cNamesMX[j][i] = '\0';
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}
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}
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const char **ret = (const char **) mxCalloc(len, sizeof(char *));
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for (int j = 0; j < len; j++)
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{
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cNamesMX[j][width] = '\0';
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#ifdef DEBUG
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// mexPrintf("String [%d]= %s \n", j, cNamesMX[j]);
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#endif
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char *token = (char *) mxCalloc(strlen(cNamesMX[j])+1, sizeof(char));
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strcpy(token, cNamesMX[j]);
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ret[j] = token;
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#ifdef DEBUG
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mexPrintf("ret [%d]= %s \n", j, ret[j]);
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#endif
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}
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return ret;
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}
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/***********************************
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* Members of DynamicModelDLL for handling loading and calling
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* <model>_dynamic () function
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**************************************/
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DynamicModelDLL::DynamicModelDLL(const char *modName, const int y_length, const int j_cols,
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const int n_max_lag, const int n_exog, const char *sExt)
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: length(y_length), jcols(j_cols), nMax_lag(n_max_lag), nExog(n_exog)
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{
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char fName[MAX_MODEL_NAME];
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strcpy(fName, modName);
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using namespace std;
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strcat(fName, "_dynamic");
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#ifdef DEBUG
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mexPrintf("MexPrintf: Call Load run DLL %s .\n", fName);
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#endif
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try
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{
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#ifdef WINDOWS
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if (sExt == NULL) sExt = (".dll");
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HINSTANCE dynamicHinstance;
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// dynamicHinstance=::LoadLibraryEx(strcat(fNname,"_.dll"),NULL,DONT_RESOLVE_DLL_REFERENCES);//sExt); //"_.dll");
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dynamicHinstance = ::LoadLibrary(strcat(fName, sExt)); //.dll); //"_.dll");
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if (dynamicHinstance == NULL)
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throw 1; //alt: return;
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// (DynamicFn*) typedef void * (__stdcall *DynamicFn)();
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# ifdef DEBUG
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mexPrintf("MexPrintf: Call GetProcAddress %s .\n", fName);
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# endif
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Dynamic = (DynamicFn *) ::GetProcAddress(dynamicHinstance, "Dynamic");
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#else // __linux__
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if (sExt == NULL) sExt = (".so");
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dynamicHinstance = dlopen(strcat(fName, sExt), RTLD_NOW);
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if ((dynamicHinstance == NULL) || dlerror())
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{
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cerr << dlerror() << endl;
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mexPrintf("MexPrintf:Error loading DLL: %s", dlerror);
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throw 1;
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}
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Dynamic = (DynamicFn) dlsym(dynamicHinstance, "Dynamic");
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if ((Dynamic == NULL) || dlerror())
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{
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cerr << dlerror() << endl;
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mexPrintf("MexPrintf:Error finding DLL function: %s", dlerror);
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throw 2;
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}
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#endif
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}
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catch (int i)
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{
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mexPrintf("MexPrintf: error in Load and run DLL %s , %d.\n", fName, i);
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mexErrMsgTxt("Err: An error in Load and run DLL .\n");
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return;
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}
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catch (...)
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{
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mexPrintf("MexPrintf: Unknown error in Call MATLAB function %s.\n", fName);
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mexErrMsgTxt("Err: Unknown error in Load and run DLL .\n");
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return;
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}
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}
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// close DLL: If the referenced object was successfully closed,
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// close() returns 0, non 0 otherwise
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int
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DynamicModelDLL::close()
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{
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#ifdef WINDOWS
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// MS FreeLibrary returns non 0 if OK, 0 if fails.
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bool rb = FreeLibrary(dynamicHinstance);
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if (rb)
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return 0;
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else
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return 1;
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#else // linux
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//If OK, dlclose() returns 0, non 0 otherwise
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return dlclose(dynamicHinstance);
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#endif
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};
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void
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DynamicModelDLL::eval(const Vector &y, const TwoDMatrix &x, const Vector *modParams,
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int it_, Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2)
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{
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double *dresidual, *dg1 = NULL, *dg2 = NULL;
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//int length=y.length(); // not!
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if ((jcols-nExog) != y.length())
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{
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// throw DLL Error
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mexPrintf(" DLL Error: (jcols-nExog)!=ys.length() \n");
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return;
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}
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if (residual.length() < length) // dummy or insufficient
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{
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Vector *tempv = new Vector(length);
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residual = *tempv;
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delete tempv;
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residual.zeros();
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}
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if (g1 != NULL)
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{
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if (g1->nrows() != length) // dummy
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{
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delete g1;
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g1 = new TwoDMatrix(length, jcols); // and get a new one
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g1->zeros();
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}
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dg1 = const_cast<double *>(g1->base());
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}
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if (g2 != NULL)
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{
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dg2 = const_cast<double *>(g2->base());
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}
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dresidual = const_cast<double *>(residual.base());
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double *dy = const_cast<double *>(y.base());
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double *dx = const_cast<double *>(x.base());
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double *dbParams = const_cast<double *>(modParams->base());
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#ifdef DEBUG
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mexPrintf(" try eval Dynamic with ne g1: cols=%d , rows=%d\n",
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||||
g1->ncols(), g1->nrows());
|
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for (int i = 0; i < modParams->length(); i++)
|
||||
{
|
||||
mexPrintf("k_ord_perturbation: Params[%d]= %g.\n", i, (*modParams)[i]);
|
||||
}
|
||||
for (int i = 0; i < jcols-nExog; i++)
|
||||
{
|
||||
mexPrintf("k_ord_perturbation: Ys[%d]= %g.\n", i, dy[i]);
|
||||
}
|
||||
mexPrintf("k_order_perturbation: call <model> Dynamic dParams= %g , , dy = %g dx = %f .\n",
|
||||
dbParams[0], dy[0], dx[0]);
|
||||
|
||||
#endif
|
||||
try
|
||||
{
|
||||
Dynamic(dy, dx, nExog, dbParams, it_, dresidual, dg1, dg2);
|
||||
}
|
||||
catch (...)
|
||||
{
|
||||
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)
|
||||
{
|
||||
|
||||
eval(y, x, modParams, nMax_lag, residual, g1, g2);
|
||||
};
|
||||
|
||||
void
|
||||
DynamicModelDLL::eval(const Vector &y, const Vector &x, const Vector *modParams,
|
||||
Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2)
|
||||
{
|
||||
|
||||
/** ignore given exogens and create new 2D x matrix since
|
||||
* when calling <model>_dynamic(z,x,params,it_) x must be equal to
|
||||
* zeros(M_.maximum_lag+1,M_.exo_nbr)
|
||||
**/
|
||||
TwoDMatrix &mx = *(new TwoDMatrix(nMax_lag+1, nExog));
|
||||
mx.zeros(); // initialise shocks to 0s
|
||||
|
||||
eval(y, mx, modParams, nMax_lag, residual, g1, g2);
|
||||
};
|
||||
|
||||
|
|
|
|||
|
|
@ -26,6 +26,7 @@
|
|||
|
||||
//#include "stdafx.h"
|
||||
#include "k_ord_dynare.h"
|
||||
#include "dynamic_dll.h"
|
||||
|
||||
int
|
||||
main(int argc, char *argv[])
|
||||
|
|
|
|||
|
|
@ -1 +1 @@
|
|||
gcc -DMATLAB_MEX_FILE -mthreads -shared -DWINDOWS -DPOSIX_THREADS -I"c:/Program Files"/MATLAB_SV71/extern/include -I Dynare_pp/src -I Dynare_pp/kord -I Dynare_pp/tl/cc -I Dynare_pp/utils/cc/ -I Dynare_pp/sylv/cc/ -I"f:/Pthreads/Pre-built.2/include" -I"f:/mingw/include" -o k_order_perturbation.dll k_ord_dynare.o k_order_perturbation.o nlsolve.o "dynare_pp/extern/matlab"/dynarelib.a -Wl,-L"c:/Program Files"/MATLAB_SV71/extern/lib/win32/microsoft/ -Wl,-llibmex -Wl,-llibmx -Wl,-llibmwlapack -Wl,-llibdflapack -lg2c -lmingw32 -lstdc++ -L"f:/Pthreads/Pre-built.2/lib" -lpthreadGC2
|
||||
gcc -DMATLAB_MEX_FILE -mthreads -shared -DWINDOWS -DPOSIX_THREADS -I"c:/Program Files"/MATLAB_SV71/extern/include -I Dynare_pp/src -I Dynare_pp/kord -I Dynare_pp/tl/cc -I Dynare_pp/utils/cc/ -I Dynare_pp/sylv/cc/ -I"f:/Pthreads/Pre-built.2/include" -I"f:/mingw/include" -o k_order_perturbation.dll k_ord_dynare.o k_order_perturbation.o dynamic_dll.o nlsolve.o "dynare_pp/extern/matlab"/dynarelib.a -Wl,-L"c:/Program Files"/MATLAB_SV71/extern/lib/win32/microsoft/ -Wl,-llibmex -Wl,-llibmx -Wl,-llibmwlapack -Wl,-llibdflapack -lg2c -lmingw32 -lstdc++ -L"f:/Pthreads/Pre-built.2/lib" -lpthreadGC2
|
||||
|
|
|
|||
|
|
@ -1 +1 @@
|
|||
gcc -DMATLAB_MEX_FILE -mthreads -g -DWINDOWS -DPOSIX_THREADS -I"c:/Program Files"/MATLAB_SV71/extern/include -I Dynare_pp/src -I Dynare_pp/kord -I Dynare_pp/tl/cc -I Dynare_pp/utils/cc/ -I Dynare_pp/sylv/cc/ -I"f:/Pthreads/Pre-built.2/include" -I"f:/mingw/include" -o k_orddbgtest.exe k_order_test_main.o k_ord_dynare.o k_order_perturbation.o nlsolve.o "dynare_pp/extern/matlab"/dynarelib.a -Wl,-L"c:/Program Files"/MATLAB_SV71/extern/lib/win32/microsoft/ -Wl,-llibmex -Wl,-llibmx -Wl,-llibmwlapack -Wl,-llibdflapack -lg2c -lmingw32 -lstdc++ -L"f:/Pthreads/Pre-built.2/lib" -lpthreadGC2
|
||||
gcc -DMATLAB_MEX_FILE -mthreads -g -DWINDOWS -DPOSIX_THREADS -I"c:/Program Files"/MATLAB_SV71/extern/include -I Dynare_pp/src -I Dynare_pp/kord -I Dynare_pp/tl/cc -I Dynare_pp/utils/cc/ -I Dynare_pp/sylv/cc/ -I"f:/Pthreads/Pre-built.2/include" -I"f:/mingw/include" -o k_orddbgtest.exe k_order_test_main.o k_ord_dynare.o k_order_perturbation.o nlsolve.o dynamic_dll.o "dynare_pp/extern/matlab"/dynarelib.a -Wl,-L"c:/Program Files"/MATLAB_SV71/extern/lib/win32/microsoft/ -Wl,-llibmex -Wl,-llibmx -Wl,-llibmwlapack -Wl,-llibdflapack -lg2c -lmingw32 -lstdc++ -L"f:/Pthreads/Pre-built.2/lib" -lpthreadGC2
|
||||
|
|
|
|||
Loading…
Reference in New Issue