Estimation DLL: test file for DecisionRules based on example1.mod (only checks the eigenvalues for the moment)

mex/sources/estimation/tests/test-dr.cc

@@ -1,3 +1,7 @@
+/*
+ * This test of DecisionRules class is based on example1.mod.
+ */
+
 /*
  * Copyright (C) 2010 Dynare Team
  *
@@ -22,4 +26,132 @@
 int
 main(int argc, char **argv)
 {
+  size_t endo_nbr = 6, exo_nbr = 2;
+
+  std::vector<size_t> zeta_fwrd, zeta_back, zeta_mixed, zeta_static;
+  // y and c are purely forward
+  zeta_fwrd.push_back(0);
+  zeta_fwrd.push_back(1);
+  // k and a are purely backward
+  zeta_back.push_back(2);
+  zeta_back.push_back(3);
+  // h is static
+  zeta_static.push_back(4);
+  // b is both backward and forward
+  zeta_mixed.push_back(5);
+
+  double qz_criterium = 1.000001;
+
+  DecisionRules dr(endo_nbr, exo_nbr, zeta_fwrd, zeta_back, zeta_mixed,
+                   zeta_static, qz_criterium);
+
+  double jacob_data[] = {
+    0.000000000000000,
+    0.000000000000000,
+    -0.035101010101010,
+    -0.975000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    -0.950000000000000,
+    -0.025000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    -0.025000000000000,
+    -0.950000000000000,
+    -0.640000000000000,
+    0.000000000000000,
+    1.000000000000000,
+    -1.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.860681114551094,
+    -13.792569659442703,
+    0.000000000000000,
+    1.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.034750000000000,
+    0.000000000000000,
+    1.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    -1.080682530956729,
+    0.000000000000000,
+    1.000000000000000,
+    0.000000000000000,
+    2.370597639417809,
+    0.000000000000000,
+    -2.370597639417800,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    -11.083604432603581,
+    0.000000000000000,
+    -0.277090110815090,
+    0.000000000000000,
+    1.000000000000000,
+    0.000000000000000,
+    -0.356400000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    13.792569659442703,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    10.698449178570606,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    -1.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    0.000000000000000,
+    -1.000000000000000
+  };
+
+  MatrixView jacob_tmp(jacob_data, 6, 14, 6);
+
+  Matrix jacobian(6, 14), g_y(6, 3), g_u(6, 2);
+  jacobian = jacob_tmp;
+
+  try
+    {
+      dr.compute(jacobian, g_y, g_u);
+    }
+  catch(GeneralizedSchurDecomposition::GSDException &e)
+    {
+      std::cerr << e << std::endl;
+    }
+  catch(DecisionRules::BlanchardKahnException &e)
+    {
+      std::cerr << e << std::endl;
+    }
+
+  Vector eig_real(6), eig_cmplx(6);
+  dr.getGeneralizedEigenvalues(eig_real, eig_cmplx);
+  std::cout << "Eigenvalues (real part): " << eig_real
+            << "Eigenvalues (complex part): " << eig_cmplx;
 }