K-order DLL: code simplification
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d7754ca288
commit
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@ -22,13 +22,8 @@
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#include <sstream>
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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 string &modName, const int y_length, const int j_cols,
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const int n_max_lag, const int n_exog, const Vector &ySteady_arg, const string &sExt) throw (DynareException) :
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length(y_length), jcols(j_cols), nMax_lag(n_max_lag), nExog(n_exog), ySteady(ySteady_arg)
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DynamicModelDLL::DynamicModelDLL(const string &modName, int nExog_arg, const string &sExt) throw (DynareException) :
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nExog(nExog_arg)
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{
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string fName;
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#if !defined(__CYGWIN32__) && !defined(_WIN32)
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@ -94,59 +89,10 @@ DynamicModelDLL::~DynamicModelDLL()
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}
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void
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DynamicModelDLL::eval(double *y, double *x, int nb_row_x, double *params,
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int it_, double *residual, double *g1, double *g2, double *g3)
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{
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double *steady_state = const_cast<double *>(ySteady.base());
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Dynamic(y, x, nb_row_x, params, steady_state, it_, residual, g1, g2, g3);
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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, TwoDMatrix *g3) throw (DynareException)
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{
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double *dresidual, *dg1 = NULL, *dg2 = NULL, *dg3 = NULL;
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if ((jcols-nExog) != y.length())
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throw DynareException(__FILE__, __LINE__, "DLL Error: (jcols-nExog)!=ys.length()");
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if (g1 != NULL)
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{
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if (g1->nrows() != length)
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throw DynareException(__FILE__, __LINE__, "DLL Error: g1 has wrong size");
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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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dg2 = const_cast<double *>(g2->base());
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dresidual = const_cast<double *>(residual.base());
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if (g3 != NULL)
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dg3 = const_cast<double *>(g3->base());
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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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double *steady_state = const_cast<double *>(ySteady.base());
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Dynamic(dy, dx, nExog, dbParams, steady_state, it_, dresidual, dg1, dg2, dg3);
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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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DynamicModelDLL::eval(const Vector &y, const Vector &x, const Vector &modParams, const Vector &ySteady,
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Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2, TwoDMatrix *g3) throw (DynareException)
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{
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eval(y, x, modParams, nMax_lag, residual, g1, g2, g3);
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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, TwoDMatrix *g3) throw (DynareException)
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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(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, g3);
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Dynamic(y.base(), x.base(), nExog, modParams.base(), ySteady.base(), 0, residual.base(),
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g1 == NULL ? NULL : g1->base(),
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g2 == NULL ? NULL : g2->base(), g3 == NULL ? NULL : g3->base());
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}
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@ -30,7 +30,7 @@
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// <model>_Dynamic DLL pointer
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typedef void (*DynamicFn)
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(double *y, double *x, int nb_row_x, double *params, double *steady_state,
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(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state,
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int it_, double *residual, double *g1, double *g2, double *g3);
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/**
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@ -41,12 +41,7 @@ class DynamicModelDLL
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{
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private:
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DynamicFn Dynamic; // pointer to the Dynamic function in DLL
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const int length; // tot num vars = Num of Jacobian rows
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const int jcols; // tot num var t-1, t and t+1 instances + exogs = Num of Jacobian columns
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const int nMax_lag; // no of lags
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const int nExog; // no of exogenous
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const Vector &ySteady;
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#if defined(_WIN32) || defined(__CYGWIN32__)
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HINSTANCE dynamicHinstance; // DLL instance pointer in Windows
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#else
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@ -55,17 +50,9 @@ private:
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public:
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// construct and load Dynamic model DLL
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DynamicModelDLL(const string &fname, const int length, const int jcols,
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const int nMax_lag, const int nExog, const Vector &ySteady_arg, const string &sExt) throw (DynareException);
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DynamicModelDLL(const string &fname, int nExog_arg, const string &sExt) throw (DynareException);
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virtual ~DynamicModelDLL();
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// evaluate Dynamic model DLL
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void eval(double *y, double *x, int nb_row_x, double *params,
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int it_, double *residual, double *g1, double *g2, double *g3);
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void eval(const Vector &y, const Vector &x, const Vector *params,
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Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2, TwoDMatrix *g3) throw (DynareException);
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void eval(const Vector &y, const TwoDMatrix &x, const Vector *params,
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int it_, Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2, TwoDMatrix *g3) throw (DynareException);
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void eval(const Vector &y, const TwoDMatrix &x, const Vector *params,
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void eval(const Vector &y, const Vector &x, const Vector ¶ms, const Vector &ySteady,
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Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2, TwoDMatrix *g3) throw (DynareException);
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};
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@ -113,7 +113,7 @@ KordpDynare::calcDerivativesAtSteady() throw (DynareException)
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Vector llxSteady(nJcols-nExog);
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LLxSteady(ySteady, llxSteady);
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dynamicDLL.eval(llxSteady, xx, ¶ms, out, &g1, g2p, g3p);
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dynamicDLL.eval(llxSteady, xx, params, ySteady, out, &g1, g2p, g3p);
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populateDerivativesContainer(g1, 1, JacobianIndices);
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@ -134,9 +134,6 @@ extern "C" {
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const int nEndo = (int) mxGetScalar(mxFldp);
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mxFldp = mxGetField(M_, 0, "param_nbr");
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const int nPar = (int) mxGetScalar(mxFldp);
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// it_ should be set to M_.maximum_lag
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mxFldp = mxGetField(M_, 0, "maximum_lag");
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const int nMax_lag = (int) mxGetScalar(mxFldp);
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nPred -= nBoth; // correct nPred for nBoth.
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@ -195,7 +192,7 @@ extern "C" {
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std::string jName(fName); //params.basename);
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jName += ".jnl";
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Journal journal(jName.c_str());
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DynamicModelDLL dynamicDLL(fName, nEndo, jcols, nMax_lag, nExog, ySteady, dfExt);
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DynamicModelDLL dynamicDLL(fName, nExog, dfExt);
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// intiate tensor library
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tls.init(kOrder, nStat+2*nPred+3*nBoth+2*nForw+nExog);
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