stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Global reindentation of MEX sources

time-shift
Sébastien Villemot 2019-12-20 14:50:19 +01:00
parent 22ab507c6c
commit b901b7af86
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
25 changed files with 432 additions and 412 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

54
mex/sources/block_kalman_filter/block_kalman_filter.cc
View File

@ -187,9 +187,9 @@ BlockKalmanFilter::BlockKalmanFilter(int nlhs, mxArray *plhs[], int nrhs, const
pY = mxDuplicateArray(prhs[5]); pY = mxDuplicateArray(prhs[5]);
start = mxGetScalar(prhs[6]); start = mxGetScalar(prhs[6]);
/*Defining the initials values*/ /*Defining the initials values*/
n = mxGetN(pT); // Number of state variables. n = mxGetN(pT); // Number of state variables.
pp = mxGetM(pY); // Maximum number of observed variables. pp = mxGetM(pY); // Maximum number of observed variables.
smpl = mxGetN(pY); // Sample size. ; smpl = mxGetN(pY); // Sample size. ;
mfd = mxGetPr(prhs[7]); mfd = mxGetPr(prhs[7]);
kalman_tol = mxGetScalar(prhs[8]); kalman_tol = mxGetScalar(prhs[8]);
riccati_tol = mxGetScalar(prhs[9]); riccati_tol = mxGetScalar(prhs[9]);
@ -204,9 +204,9 @@ BlockKalmanFilter::BlockKalmanFilter(int nlhs, mxArray *plhs[], int nrhs, const
P = mxGetPr(pP); P = mxGetPr(pP);
Y = mxGetPr(pY); Y = mxGetPr(pY);
n = mxGetN(pT); // Number of state variables. n = mxGetN(pT); // Number of state variables.
pp = mxGetM(pY); // Maximum number of observed variables. pp = mxGetM(pY); // Maximum number of observed variables.
smpl = mxGetN(pY); // Sample size. ; smpl = mxGetN(pY); // Sample size. ;
n_state = n - pure_obs; n_state = n - pure_obs;
/*mexPrintf("T\n"); /*mexPrintf("T\n");
@ -224,27 +224,27 @@ BlockKalmanFilter::BlockKalmanFilter(int nlhs, mxArray *plhs[], int nrhs, const
for (int i = 0; i < n; i++) for (int i = 0; i < n; i++)
i_nz_state_var[i] = nz_state_var[i]; i_nz_state_var[i] = nz_state_var[i];
pa = mxCreateDoubleMatrix(n, 1, mxREAL); // State vector. pa = mxCreateDoubleMatrix(n, 1, mxREAL); // State vector.
a = mxGetPr(pa); a = mxGetPr(pa);
tmp_a = std::make_unique<double[]>(n); tmp_a = std::make_unique<double[]>(n);
dF = 0.0; // det(F). dF = 0.0; // det(F).
p_tmp1 = mxCreateDoubleMatrix(n, n_shocks, mxREAL); p_tmp1 = mxCreateDoubleMatrix(n, n_shocks, mxREAL);
tmp1 = mxGetPr(p_tmp1); tmp1 = mxGetPr(p_tmp1);
t = 0; // Initialization of the time index. t = 0; // Initialization of the time index.
plik = mxCreateDoubleMatrix(smpl, 1, mxREAL); plik = mxCreateDoubleMatrix(smpl, 1, mxREAL);
lik = mxGetPr(plik); lik = mxGetPr(plik);
Inf = mxGetInf(); Inf = mxGetInf();
LIK = 0.0; // Default value of the log likelihood. LIK = 0.0; // Default value of the log likelihood.
notsteady = true; // Steady state flag. notsteady = true; // Steady state flag.
F_singular = true; F_singular = true;
v_pp = std::make_unique<double[]>(pp); v_pp = std::make_unique<double[]>(pp);
v_n = std::make_unique<double[]>(n); v_n = std::make_unique<double[]>(n);
mf = std::make_unique<int[]>(pp); mf = std::make_unique<int[]>(pp);
for (int i = 0; i < pp; i++) for (int i = 0; i < pp; i++)
mf[i] = mfd[i] - 1; mf[i] = mfd[i] - 1;
/*compute QQ = R*Q*transpose(R)*/ // Variance of R times the vector of structural innovations.; /*compute QQ = R*Q*transpose(R)*/ // Variance of R times the vector of structural innovations.;
// tmp = R * Q; // tmp = R * Q;
for (int i = 0; i < n; i++) for (int i = 0; i < n; i++)
for (int j = 0; j < n_shocks; j++) for (int j = 0; j < n_shocks; j++)
@ -270,9 +270,9 @@ BlockKalmanFilter::BlockKalmanFilter(int nlhs, mxArray *plhs[], int nrhs, const
pv = mxCreateDoubleMatrix(pp, 1, mxREAL); pv = mxCreateDoubleMatrix(pp, 1, mxREAL);
v = mxGetPr(pv); v = mxGetPr(pv);
pF = mxCreateDoubleMatrix(pp, pp, mxREAL); pF = mxCreateDoubleMatrix(pp, pp, mxREAL);
F = mxGetPr(pF); F = mxGetPr(pF);
piF = mxCreateDoubleMatrix(pp, pp, mxREAL); piF = mxCreateDoubleMatrix(pp, pp, mxREAL);
iF = mxGetPr(piF); iF = mxGetPr(piF);
lw = pp * 4; lw = pp * 4;
w = std::make_unique<double[]>(lw); w = std::make_unique<double[]>(lw);
@ -316,7 +316,7 @@ BlockKalmanFilter::block_kalman_filter_ss()
{ {
//v = Y(:,t)-a(mf); //v = Y(:,t)-a(mf);
for (int i = 0; i < pp; i++) for (int i = 0; i < pp; i++)
v[i] = Y[i + t * pp] - a[mf[i]]; v[i] = Y[i + t * pp] - a[mf[i]];
//a = T*(a+K*v); //a = T*(a+K*v);
for (int i = pure_obs; i < n; i++) for (int i = pure_obs; i < n; i++)
@ -375,7 +375,7 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[])
for (auto i = d_index.begin(); i != d_index.end(); i++) for (auto i = d_index.begin(); i != d_index.end(); i++)
{ {
//mexPrintf("i_i=%d, omp_get_max_threads()=%d\n",i_i,omp_get_max_threads()); //mexPrintf("i_i=%d, omp_get_max_threads()=%d\n",i_i,omp_get_max_threads());
v[i_i] = Y[*i + t * pp] - a[mf[*i]]; v[i_i] = Y[*i + t * pp] - a[mf[*i]];
i_i++; i_i++;
} }
@ -404,7 +404,7 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[])
//v = Y(:,t) - a(mf) //v = Y(:,t) - a(mf)
for (int i = 0; i < pp; i++) for (int i = 0; i < pp; i++)
v[i] = Y[i + t * pp] - a[mf[i]]; v[i] = Y[i + t * pp] - a[mf[i]];
//F = P(mf,mf) + H; //F = P(mf,mf) + H;
if (H_size == 1) if (H_size == 1)
@ -432,10 +432,10 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[])
mexPrintf("dgecon failure with error %d\n", static_cast<int>(info)); mexPrintf("dgecon failure with error %d\n", static_cast<int>(info));
if (rcond < kalman_tol) if (rcond < kalman_tol)
if (not_all_abs_F_bellow_crit(F, size_d_index * size_d_index, kalman_tol)) //~all(abs(F(:))<kalman_tol) if (not_all_abs_F_bellow_crit(F, size_d_index * size_d_index, kalman_tol)) //~all(abs(F(:))<kalman_tol)
{ {
mexPrintf("error: F singular\n"); mexPrintf("error: F singular\n");
LIK = Inf; LIK = Inf;
if (nlhs == 3) if (nlhs == 3)
for (int i = t; i < smpl; i++) for (int i = t; i < smpl; i++)
lik[i] = Inf; lik[i] = Inf;
@ -466,7 +466,7 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[])
int j1 = j - pure_obs; int j1 = j - pure_obs;
int j1_n_state = j1 * n_state - pure_obs; int j1_n_state = j1 * n_state - pure_obs;
for (int k = pure_obs; k < i_nz_state_var[i]; k++) for (int k = pure_obs; k < i_nz_state_var[i]; k++)
tmp[i + j1 * n ] += T[i + k * n] * P[k + j1_n_state]; tmp[i + j1 * n] += T[i + k * n] * P[k + j1_n_state];
} }
std::fill_n(P, 0, n * n); std::fill_n(P, 0, n * n);
@ -492,7 +492,7 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[])
F_singular = false; F_singular = false;
//dF = det(F); //dF = det(F);
dF = det(iF, size_d_index, ipiv.get()); dF = det(iF, size_d_index, ipiv.get());
//iF = inv(F); //iF = inv(F);
//int lwork = 4/*2*/* pp; //int lwork = 4/*2*/* pp;
@ -518,7 +518,7 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[])
LIK += lik[t]; LIK += lik[t];
if (missing_observations) if (missing_observations)
//K = P(:,mf)*iF; //K = P(:,mf)*iF;
#pragma omp parallel for shared(P_mf) #pragma omp parallel for shared(P_mf)
for (int i = 0; i < n; i++) for (int i = 0; i < n; i++)
{ {
@ -597,7 +597,7 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[])
unsigned int k = i * n + j; unsigned int k = i * n + j;
P_t_t1[j * n + i] = P_t_t1[k] = P[k] - K_P[k]; P_t_t1[j * n + i] = P_t_t1[k] = P[k] - K_P[k];
} }
double one = 1.0; double one = 1.0;
double zero = 0.0; double zero = 0.0;
std::copy_n(QQ, n * n, P); std::copy_n(QQ, n * n, P);
blas_int n_b = n; blas_int n_b = n;
@ -631,7 +631,7 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[])
} }
mexPrintf("CudaBLAS\n"); mexPrintf("CudaBLAS\n");
mexEvalString("drawnow;"); mexEvalString("drawnow;");
double one = 1.0; double one = 1.0;
double zero = 0.0; double zero = 0.0;
cublasStatus_t status; cublasStatus_t status;
cublasHandle_t handle; cublasHandle_t handle;

28
mex/sources/bytecode/ErrorHandling.hh
View File

@ -103,11 +103,11 @@ public:
inline double inline double
erf(double x) const erf(double x) const
{ {
const double a1 = -1.26551223, a2 = 1.00002368, const double a1 = -1.26551223, a2 = 1.00002368,
a3 = 0.37409196, a4 = 0.09678418, a3 = 0.37409196, a4 = 0.09678418,
a5 = -0.18628806, a6 = 0.27886807, a5 = -0.18628806, a6 = 0.27886807,
a7 = -1.13520398, a8 = 1.48851587, a7 = -1.13520398, a8 = 1.48851587,
a9 = -0.82215223, a10 = 0.17087277; a9 = -0.82215223, a10 = 0.17087277;
double v = 1; double v = 1;
double z = abs(x); double z = abs(x);
if (z <= 0) if (z <= 0)
@ -152,7 +152,7 @@ using namespace std;
const int NO_ERROR_ON_EXIT = 0; const int NO_ERROR_ON_EXIT = 0;
const int ERROR_ON_EXIT = 1; const int ERROR_ON_EXIT = 1;
typedef vector<pair<Tags, void * > > code_liste_type; typedef vector<pair<Tags, void * >> code_liste_type;
typedef code_liste_type::const_iterator it_code_type; typedef code_liste_type::const_iterator it_code_type;
class GeneralExceptionHandling class GeneralExceptionHandling
@ -271,7 +271,7 @@ struct s_plan
{ {
string var, exo; string var, exo;
int var_num, exo_num; int var_num, exo_num;
vector<pair<int, double> > per_value; vector<pair<int, double>> per_value;
vector<double> value; vector<double> value;
}; };
@ -310,7 +310,7 @@ public:
vector<mxArray *> jacobian_block, jacobian_other_endo_block, jacobian_exo_block, jacobian_det_exo_block; vector<mxArray *> jacobian_block, jacobian_other_endo_block, jacobian_exo_block, jacobian_det_exo_block;
map<unsigned int, double> TEF; map<unsigned int, double> TEF;
map<pair<unsigned int, unsigned int>, double > TEFD; map<pair<unsigned int, unsigned int>, double > TEFD;
map<pair<unsigned int, pair<unsigned int, unsigned int> >, double > TEFDD; map<pair<unsigned int, pair<unsigned int, unsigned int>>, double > TEFDD;
ExpressionType EQN_type; ExpressionType EQN_type;
it_code_type it_code_expr; it_code_type it_code_expr;
@ -319,7 +319,7 @@ public:
size_t /*unsigned int*/ endo_name_length, exo_name_length, param_name_length; size_t /*unsigned int*/ endo_name_length, exo_name_length, param_name_length;
unsigned int EQN_equation, EQN_block, EQN_block_number; unsigned int EQN_equation, EQN_block, EQN_block_number;
unsigned int EQN_dvar1, EQN_dvar2, EQN_dvar3; unsigned int EQN_dvar1, EQN_dvar2, EQN_dvar3;
vector<pair<string, pair<SymbolType, unsigned int> > > Variable_list; vector<pair<string, pair<SymbolType, unsigned int>>> Variable_list;
inline inline
ErrorMsg() ErrorMsg()
@ -955,7 +955,7 @@ public:
Stack.pop(); Stack.pop();
if (compute) if (compute)
{ {
x[it_+lag+var*nb_row_x] = Stackf.top(); x[it_+lag+var*nb_row_x] = Stackf.top();
Stackf.pop(); Stackf.pop();
} }
break; break;
@ -1036,7 +1036,7 @@ public:
Stack.pop(); Stack.pop();
if (compute) if (compute)
{ {
x[var] = Stackf.top(); x[var] = Stackf.top();
Stackf.pop(); Stackf.pop();
} }
break; break;
@ -2134,7 +2134,7 @@ public:
#ifdef DEBUG #ifdef DEBUG
double rr = Stackf.top(); double rr = Stackf.top();
mexPrintf("rr=%f\n", rr); mexPrintf("rr=%f\n", rr);
map<pair<unsigned int, pair<unsigned int, unsigned int> >, double>::const_iterator it = TEFDD.find(make_pair(indx, make_pair(row-1, col-1))); map<pair<unsigned int, pair<unsigned int, unsigned int>>, double>::const_iterator it = TEFDD.find(make_pair(indx, make_pair(row-1, col-1)));
mexPrintf("FSTP TEFDD[make_pair(indx, make_pair(row, col))]=%f done\n", it->second); mexPrintf("FSTP TEFDD[make_pair(indx, make_pair(row, col))]=%f done\n", it->second);
mexEvalString("drawnow;"); mexEvalString("drawnow;");
#endif #endif
@ -2157,13 +2157,13 @@ public:
#ifdef DEBUG #ifdef DEBUG
mexPrintf("FLDTEFD\n"); mexPrintf("FLDTEFD\n");
mexPrintf("indx=%d Stack.size()=%d\n", indx, Stack.size()); mexPrintf("indx=%d Stack.size()=%d\n", indx, Stack.size());
map<pair<unsigned int, pair<unsigned int, unsigned int> >, double>::const_iterator it = TEFDD.find(make_pair(indx, make_pair(row-1, col-1))); map<pair<unsigned int, pair<unsigned int, unsigned int>>, double>::const_iterator it = TEFDD.find(make_pair(indx, make_pair(row-1, col-1)));
mexPrintf("FLD TEFD[make_pair(indx, make_pair(row, col))]=%f done\n", it->second); mexPrintf("FLD TEFD[make_pair(indx, make_pair(row, col))]=%f done\n", it->second);
mexEvalString("drawnow;"); mexEvalString("drawnow;");
#endif #endif
if (compute) if (compute)
{ {
map<pair<unsigned int, pair<unsigned int, unsigned int> >, double>::const_iterator it = TEFDD.find(make_pair(indx, make_pair(row-1, col-1))); map<pair<unsigned int, pair<unsigned int, unsigned int>>, double>::const_iterator it = TEFDD.find(make_pair(indx, make_pair(row-1, col-1)));
Stackf.push(it->second); Stackf.push(it->second);
} }
tmp_out.str(""); tmp_out.str("");

8
mex/sources/bytecode/Evaluate.cc
View File

@ -36,7 +36,7 @@ Evaluate::Evaluate()
} }
Evaluate::Evaluate(const int y_size_arg, const int y_kmin_arg, const int y_kmax_arg, const bool print_it_arg, const bool steady_state_arg, const int periods_arg, const int minimal_solving_periods_arg, const double slowc_arg) : Evaluate::Evaluate(const int y_size_arg, const int y_kmin_arg, const int y_kmax_arg, const bool print_it_arg, const bool steady_state_arg, const int periods_arg, const int minimal_solving_periods_arg, const double slowc_arg) :
print_it(print_it_arg), minimal_solving_periods(minimal_solving_periods_arg) print_it(print_it_arg), minimal_solving_periods(minimal_solving_periods_arg)
{ {
symbol_table_endo_nbr = 0; symbol_table_endo_nbr = 0;
Block_List_Max_Lag = 0; Block_List_Max_Lag = 0;
@ -45,7 +45,7 @@ Evaluate::Evaluate(const int y_size_arg, const int y_kmin_arg, const int y_kmax_
block = -1; block = -1;
y_size = y_size_arg; y_size = y_size_arg;
y_kmin = y_kmin_arg; y_kmin = y_kmin_arg;
y_kmax = y_kmax_arg; y_kmax = y_kmax_arg;
periods = periods_arg; periods = periods_arg;
steady_state = steady_state_arg; steady_state = steady_state_arg;
slowc = slowc_arg; slowc = slowc_arg;
@ -545,7 +545,7 @@ Evaluate::compute_block_time(const int Per_u_, const bool evaluate, /*const int
case SymbolType::exogenous: case SymbolType::exogenous:
var = static_cast<FSTPV_ *>(it_code->second)->get_pos(); var = static_cast<FSTPV_ *>(it_code->second)->get_pos();
lag = static_cast<FSTPV_ *>(it_code->second)->get_lead_lag(); lag = static_cast<FSTPV_ *>(it_code->second)->get_lead_lag();
x[it_+lag+var*nb_row_x] = Stack.top(); x[it_+lag+var*nb_row_x] = Stack.top();
#ifdef DEBUG #ifdef DEBUG
tmp_out << "=>"; tmp_out << "=>";
mexPrintf(" x[%d, %d](%f)=%s\n", it_+lag, var, x[it_+lag+var*nb_row_x], tmp_out.str().c_str()); mexPrintf(" x[%d, %d](%f)=%s\n", it_+lag, var, x[it_+lag+var*nb_row_x], tmp_out.str().c_str());
@ -591,7 +591,7 @@ Evaluate::compute_block_time(const int Per_u_, const bool evaluate, /*const int
case SymbolType::exogenous: case SymbolType::exogenous:
case SymbolType::exogenousDet: case SymbolType::exogenousDet:
var = static_cast<FSTPSV_ *>(it_code->second)->get_pos(); var = static_cast<FSTPSV_ *>(it_code->second)->get_pos();
x[var] = Stack.top(); x[var] = Stack.top();
#ifdef DEBUG #ifdef DEBUG
tmp_out << "=>"; tmp_out << "=>";
mexPrintf(" x[%d, %d](%f)=%s\n", it_+lag, var, x[var], tmp_out.str().c_str()); mexPrintf(" x[%d, %d](%f)=%s\n", it_+lag, var, x[var], tmp_out.str().c_str());

2
mex/sources/bytecode/Evaluate.hh
View File

@ -73,7 +73,7 @@ protected:
vector<Block_contain_type> Block_Contain; vector<Block_contain_type> Block_Contain;
int size; int size;
int *index_vara; int *index_vara;
bool print_it, forward; bool print_it, forward;
int minimal_solving_periods; int minimal_solving_periods;

10
mex/sources/bytecode/Interpreter.cc
View File

@ -606,13 +606,13 @@ Interpreter::check_for_controlled_exo_validity(FBEGINBLOCK_ *fb, vector<s_plan>
vector<int> endogenous = fb->get_endogenous(); vector<int> endogenous = fb->get_endogenous();
for (vector<s_plan>::iterator it = sconstrained_extended_path.begin(); it != sconstrained_extended_path.end(); it++) for (vector<s_plan>::iterator it = sconstrained_extended_path.begin(); it != sconstrained_extended_path.end(); it++)
{ {
if ((find(endogenous.begin(), endogenous.end(), it->exo_num) != endogenous.end()) && (find(exogenous.begin(), exogenous.end(), it->var_num) == exogenous.end())) if ((find(endogenous.begin(), endogenous.end(), it->exo_num) != endogenous.end()) && (find(exogenous.begin(), exogenous.end(), it->var_num) == exogenous.end()))
{ {
ostringstream tmp; ostringstream tmp;
tmp << "\n the conditional forecast involving as constrained variable " << get_variable(SymbolType::endogenous, it->exo_num) << " and as endogenized exogenous " << get_variable(SymbolType::exogenous, it->var_num) << " that do not appear in block=" << Block_Count+1 << ")\n You should not use block in model options\n"; tmp << "\n the conditional forecast involving as constrained variable " << get_variable(SymbolType::endogenous, it->exo_num) << " and as endogenized exogenous " << get_variable(SymbolType::exogenous, it->var_num) << " that do not appear in block=" << Block_Count+1 << ")\n You should not use block in model options\n";
throw FatalExceptionHandling(tmp.str()); throw FatalExceptionHandling(tmp.str());
} }
else if ((find(endogenous.begin(), endogenous.end(), it->exo_num) != endogenous.end()) && (find(exogenous.begin(), exogenous.end(), it->var_num) != exogenous.end()) && ((fb->get_type() == EVALUATE_FORWARD) || (fb->get_type() != EVALUATE_BACKWARD))) else if ((find(endogenous.begin(), endogenous.end(), it->exo_num) != endogenous.end()) && (find(exogenous.begin(), exogenous.end(), it->var_num) != exogenous.end()) && ((fb->get_type() == EVALUATE_FORWARD) || (fb->get_type() != EVALUATE_BACKWARD)))
{ {
ostringstream tmp; ostringstream tmp;
tmp << "\n the conditional forecast cannot be implemented for the block=" << Block_Count+1 << ") that has to be evaluated instead to be solved\n You should not use block in model options\n"; tmp << "\n the conditional forecast cannot be implemented for the block=" << Block_Count+1 << ") that has to be evaluated instead to be solved\n You should not use block in model options\n";
@ -921,9 +921,9 @@ Interpreter::extended_path(string file_name, string bin_basename, bool evaluate,
MainLoop(bin_basename, code, evaluate, block, true, true, sconstrained_extended_path, vector_table_conditional_local); MainLoop(bin_basename, code, evaluate, block, true, true, sconstrained_extended_path, vector_table_conditional_local);
for (int j = 0; j < y_size; j++) for (int j = 0; j < y_size; j++)
{ {
y_save[j + (t + y_kmin) * y_size] = y[ j + (y_kmin) * y_size]; y_save[j + (t + y_kmin) * y_size] = y[j + y_kmin * y_size];
if (y_kmin > 0) if (y_kmin > 0)
y[j ] = y[ j + (y_kmin) * y_size]; y[j] = y[j + y_kmin * y_size];
} }
for (int j = 0; j < col_x; j++) for (int j = 0; j < col_x; j++)
{ {
@ -951,7 +951,7 @@ Interpreter::extended_path(string file_name, string bin_basename, bool evaluate,
y_save[j + (k + y_kmin) * y_size] = y[ j + ( k - (nb_periods-1) + y_kmin) * y_size]; y_save[j + (k + y_kmin) * y_size] = y[ j + ( k - (nb_periods-1) + y_kmin) * y_size];
}*/ }*/
for (int i = 0; i < y_size * col_y; i++) for (int i = 0; i < y_size * col_y; i++)
y[i] = y_save[i]; y[i] = y_save[i];
for (int j = 0; j < col_x * nb_row_x; j++) for (int j = 0; j < col_x * nb_row_x; j++)
x[j] = x_save[j]; x[j] = x_save[j];
if (Init_Code->second) if (Init_Code->second)

10
mex/sources/bytecode/Mem_Mngr.cc
View File

@ -63,7 +63,7 @@ NonZeroElem *
Mem_Mngr::mxMalloc_NZE() Mem_Mngr::mxMalloc_NZE()
{ {
long unsigned int i; long unsigned int i;
if (!Chunk_Stack.empty()) /*An unused block of memory available inside the heap*/ if (!Chunk_Stack.empty()) /*An unused block of memory available inside the heap*/
{ {
NonZeroElem *p1 = Chunk_Stack.back(); NonZeroElem *p1 = Chunk_Stack.back();
Chunk_Stack.pop_back(); Chunk_Stack.pop_back();
@ -74,23 +74,23 @@ Mem_Mngr::mxMalloc_NZE()
i = CHUNK_heap_pos++; i = CHUNK_heap_pos++;
return (NZE_Mem_add[i]); return (NZE_Mem_add[i]);
} }
else /*We have to allocate extra memory space*/ else /*We have to allocate extra memory space*/
{ {
CHUNK_SIZE += CHUNK_BLCK_SIZE; CHUNK_SIZE += CHUNK_BLCK_SIZE;
Nb_CHUNK++; Nb_CHUNK++;
NZE_Mem = static_cast<NonZeroElem *>(mxMalloc(CHUNK_BLCK_SIZE*sizeof(NonZeroElem))); /*The block of memory allocated*/ NZE_Mem = static_cast<NonZeroElem *>(mxMalloc(CHUNK_BLCK_SIZE*sizeof(NonZeroElem))); /*The block of memory allocated*/
error_msg.test_mxMalloc(NZE_Mem, __LINE__, __FILE__, __func__, CHUNK_BLCK_SIZE*sizeof(NonZeroElem)); error_msg.test_mxMalloc(NZE_Mem, __LINE__, __FILE__, __func__, CHUNK_BLCK_SIZE*sizeof(NonZeroElem));
NZE_Mem_Allocated.push_back(NZE_Mem); NZE_Mem_Allocated.push_back(NZE_Mem);
if (!NZE_Mem) if (!NZE_Mem)
mexPrintf("Not enough memory available\n"); mexPrintf("Not enough memory available\n");
if (NZE_Mem_add) if (NZE_Mem_add)
{ {
NZE_Mem_add = static_cast<NonZeroElem **>(mxRealloc(NZE_Mem_add, CHUNK_SIZE*sizeof(NonZeroElem *))); /*We have to redefine the size of pointer on the memory*/ NZE_Mem_add = static_cast<NonZeroElem **>(mxRealloc(NZE_Mem_add, CHUNK_SIZE*sizeof(NonZeroElem *))); /*We have to redefine the size of pointer on the memory*/
error_msg.test_mxMalloc(NZE_Mem_add, __LINE__, __FILE__, __func__, CHUNK_SIZE*sizeof(NonZeroElem *)); error_msg.test_mxMalloc(NZE_Mem_add, __LINE__, __FILE__, __func__, CHUNK_SIZE*sizeof(NonZeroElem *));
} }
else else
{ {
NZE_Mem_add = static_cast<NonZeroElem **>(mxMalloc(CHUNK_SIZE*sizeof(NonZeroElem *))); /*We have to define the size of pointer on the memory*/ NZE_Mem_add = static_cast<NonZeroElem **>(mxMalloc(CHUNK_SIZE*sizeof(NonZeroElem *))); /*We have to define the size of pointer on the memory*/
error_msg.test_mxMalloc(NZE_Mem_add, __LINE__, __FILE__, __func__, CHUNK_SIZE*sizeof(NonZeroElem *)); error_msg.test_mxMalloc(NZE_Mem_add, __LINE__, __FILE__, __func__, CHUNK_SIZE*sizeof(NonZeroElem *));
} }

2
mex/sources/bytecode/Mem_Mngr.hh
View File

@ -60,7 +60,7 @@ private:
NonZeroElem *NZE_Mem; NonZeroElem *NZE_Mem;
vector<NonZeroElem *> NZE_Mem_Allocated; vector<NonZeroElem *> NZE_Mem_Allocated;
int swp_f_b; int swp_f_b;
fstream SaveCode_swp; fstream SaveCode_swp;
string filename_mem; string filename_mem;
}; };

199
mex/sources/bytecode/SparseMatrix.cc
View File

@ -39,49 +39,49 @@ HINSTANCE hinstLib;
# define UMFPACK_INFO 90 # define UMFPACK_INFO 90
# define UMFPACK_CONTROL 20 # define UMFPACK_CONTROL 20
/* used in all UMFPACK_report_* routines: */ /* used in all UMFPACK_report_* routines: */
# define UMFPACK_PRL 0 /* print level */ # define UMFPACK_PRL 0 /* print level */
/* returned by all routines that use Info: */ /* returned by all routines that use Info: */
# define UMFPACK_OK (0) # define UMFPACK_OK (0)
# define UMFPACK_STATUS 0 /* UMFPACK_OK, or other result */ # define UMFPACK_STATUS 0 /* UMFPACK_OK, or other result */
typedef void (*t_umfpack_dl_free_numeric)(void **Numeric); typedef void (*t_umfpack_dl_free_numeric)(void **Numeric);
t_umfpack_dl_free_numeric umfpack_dl_free_numeric; t_umfpack_dl_free_numeric umfpack_dl_free_numeric;
typedef void (*t_umfpack_dl_free_symbolic)(void **Symbolic); typedef void (*t_umfpack_dl_free_symbolic)(void **Symbolic);
t_umfpack_dl_free_symbolic umfpack_dl_free_symbolic; t_umfpack_dl_free_symbolic umfpack_dl_free_symbolic;
typedef int64_t (*t_umfpack_dl_solve)(int64_t sys, typedef int64_t (*t_umfpack_dl_solve)(int64_t sys,
const int64_t Ap [], const int64_t Ap[],
const int64_t Ai [], const int64_t Ai[],
const double Ax [], const double Ax[],
double X [], double X[],
const double B [], const double B[],
void *Numeric, void *Numeric,
const double Control [UMFPACK_CONTROL], const double Control[UMFPACK_CONTROL],
double Info [UMFPACK_INFO]); double Info[UMFPACK_INFO]);
t_umfpack_dl_solve umfpack_dl_solve; t_umfpack_dl_solve umfpack_dl_solve;
typedef int64_t (*t_umfpack_dl_numeric)(const int64_t Ap [], typedef int64_t (*t_umfpack_dl_numeric)(const int64_t Ap[],
const int64_t Ai [], const int64_t Ai[],
const double Ax [], const double Ax[],
void *Symbolic, void *Symbolic,
void **Numeric, void **Numeric,
const double Control [UMFPACK_CONTROL], const double Control[UMFPACK_CONTROL],
double Info [UMFPACK_INFO]); double Info[UMFPACK_INFO]);
t_umfpack_dl_numeric umfpack_dl_numeric; t_umfpack_dl_numeric umfpack_dl_numeric;
typedef int64_t (*t_umfpack_dl_symbolic)(int64_t n_row, typedef int64_t (*t_umfpack_dl_symbolic)(int64_t n_row,
int64_t n_col, int64_t n_col,
const int64_t Ap [], const int64_t Ap[],
const int64_t Ai [], const int64_t Ai[],
const double Ax [], const double Ax[],
void **Symbolic, void **Symbolic,
const double Control [UMFPACK_CONTROL], const double Control[UMFPACK_CONTROL],
double Info [UMFPACK_INFO]); double Info[UMFPACK_INFO]);
t_umfpack_dl_symbolic umfpack_dl_symbolic; t_umfpack_dl_symbolic umfpack_dl_symbolic;
typedef void (*t_umfpack_dl_report_info)(const double Control [UMFPACK_CONTROL], typedef void (*t_umfpack_dl_report_info)(const double Control[UMFPACK_CONTROL],
const double Info [UMFPACK_INFO]); const double Info[UMFPACK_INFO]);
t_umfpack_dl_report_info umfpack_dl_report_info; t_umfpack_dl_report_info umfpack_dl_report_info;
typedef void (*t_umfpack_dl_report_status)(const double Control [UMFPACK_CONTROL], typedef void (*t_umfpack_dl_report_status)(const double Control[UMFPACK_CONTROL],
int64_t status); int64_t status);
t_umfpack_dl_report_status umfpack_dl_report_status; t_umfpack_dl_report_status umfpack_dl_report_status;
typedef void (*t_umfpack_dl_defaults)(double Control [UMFPACK_CONTROL]); typedef void (*t_umfpack_dl_defaults)(double Control[UMFPACK_CONTROL]);
t_umfpack_dl_defaults umfpack_dl_defaults; t_umfpack_dl_defaults umfpack_dl_defaults;
#endif #endif
@ -688,7 +688,7 @@ dynSparseMatrix::Simple_Init(int Size, map<pair<pair<int, int>, int>, int> &IM,
var = it4->first.first.second; var = it4->first.first.second;
eq = it4->first.first.first; eq = it4->first.first.first;
lag = it4->first.second; lag = it4->first.second;
if (lag == 0) /*Build the index for sparse matrix containing the jacobian : u*/ if (lag == 0) /*Build the index for sparse matrix containing the jacobian : u*/
{ {
NbNZRow[eq]++; NbNZRow[eq]++;
NbNZCol[var]++; NbNZCol[var]++;
@ -796,7 +796,7 @@ dynSparseMatrix::Init_Matlab_Sparse_Simple(int Size, map<pair<pair<int, int>, in
var = it4->first.first.first; var = it4->first.first.first;
if (var != last_var) if (var != last_var)
{ {
Aj[1+last_var ] = NZE; Aj[1+last_var] = NZE;
last_var = var; last_var = var;
} }
eq = it4->first.second; eq = it4->first.second;
@ -894,7 +894,7 @@ dynSparseMatrix::Init_UMFPACK_Sparse_Simple(int Size, map<pair<pair<int, int>, i
ya[eq+it_*y_size] = y[eq+it_*y_size]; ya[eq+it_*y_size] = y[eq+it_*y_size];
} }
#ifdef DEBUG #ifdef DEBUG
unsigned int max_nze = prior_nz;//mxGetNzmax(A_m); unsigned int max_nze = prior_nz; //mxGetNzmax(A_m);
#endif #endif
unsigned int NZE = 0; unsigned int NZE = 0;
int last_var = 0; int last_var = 0;
@ -918,7 +918,7 @@ dynSparseMatrix::Init_UMFPACK_Sparse_Simple(int Size, map<pair<pair<int, int>, i
var = it4->first.first.first; var = it4->first.first.first;
if (var != last_var) if (var != last_var)
{ {
(*Ap)[1+last_var ] = NZE; (*Ap)[1+last_var] = NZE;
last_var = var; last_var = var;
} }
eq = it4->first.second; eq = it4->first.second;
@ -980,11 +980,11 @@ dynSparseMatrix::find_exo_num(vector<s_plan> sconstrained_extended_path, int val
} }
int int
dynSparseMatrix::find_int_date(vector<pair<int, double> > per_value, int value) dynSparseMatrix::find_int_date(vector<pair<int, double>> per_value, int value)
{ {
int res = -1; int res = -1;
int i = 0; int i = 0;
for (vector<pair<int, double> >::iterator it = per_value.begin(); it != per_value.end(); it++, i++) for (vector<pair<int, double>>::iterator it = per_value.begin(); it != per_value.end(); it++, i++)
if (it->first == value) if (it->first == value)
{ {
res = i; res = i;
@ -1158,7 +1158,7 @@ dynSparseMatrix::Init_UMFPACK_Sparse(int periods, int y_kmin, int y_kmax, int Si
throw FatalExceptionHandling(tmp.str()); throw FatalExceptionHandling(tmp.str());
} }
#endif #endif
u[k] -= jacob_exo[k + row_x*flip_exo] * x[t+y_kmin+flip_exo*nb_row_x]; u[k] -= jacob_exo[k + row_x*flip_exo] * x[t+y_kmin+flip_exo*nb_row_x];
} }
} }
} }
@ -1178,7 +1178,7 @@ dynSparseMatrix::Init_UMFPACK_Sparse(int periods, int y_kmin, int y_kmax, int Si
ti_y_kmax = min(periods-(t +1), y_kmax); ti_y_kmax = min(periods-(t +1), y_kmax);
int ti_new_y_kmax = min(t, y_kmax); int ti_new_y_kmax = min(t, y_kmax);
int ti_new_y_kmin = -min(periods-(t+1), y_kmin); int ti_new_y_kmin = -min(periods-(t+1), y_kmin);
if (lag <= ti_new_y_kmax && lag >= ti_new_y_kmin) /*Build the index for sparse matrix containing the jacobian : u*/ if (lag <= ti_new_y_kmax && lag >= ti_new_y_kmin) /*Build the index for sparse matrix containing the jacobian : u*/
{ {
#ifdef DEBUG #ifdef DEBUG
if (index < 0 || index >= u_count_alloc || index > Size + Size*Size) if (index < 0 || index >= u_count_alloc || index > Size + Size*Size)
@ -1248,10 +1248,10 @@ dynSparseMatrix::Init_UMFPACK_Sparse(int periods, int y_kmin, int y_kmax, int Si
throw FatalExceptionHandling(tmp.str()); throw FatalExceptionHandling(tmp.str());
} }
#endif #endif
(*b)[eq] += u[index+lag*u_count_init]*y[index_vara[var+Size*(y_kmin+t+lag)]]; (*b)[eq] += u[index+lag*u_count_init]*y[index_vara[var+Size*(y_kmin+t+lag)]];
} }
} }
else /* ...and store it in the u vector*/ else /* ...and store it in the u vector*/
{ {
#ifdef DEBUG #ifdef DEBUG
if (index < 0 || index >= u_count_alloc) if (index < 0 || index >= u_count_alloc)
@ -1267,7 +1267,7 @@ dynSparseMatrix::Init_UMFPACK_Sparse(int periods, int y_kmin, int y_kmax, int Si
throw FatalExceptionHandling(tmp.str()); throw FatalExceptionHandling(tmp.str());
} }
#endif #endif
(*b)[eq] += u[index]; (*b)[eq] += u[index];
} }
it4++; it4++;
} }
@ -1369,7 +1369,7 @@ dynSparseMatrix::Init_CUDA_Sparse_Simple(int Size, map<pair<pair<int, int>, int>
var = it4->first.first.first; var = it4->first.first.first;
if (var != last_var) if (var != last_var)
{ {
(*Ap)[1+last_var ] = NZE; (*Ap)[1+last_var] = NZE;
last_var = var; last_var = var;
} }
eq = it4->first.second; eq = it4->first.second;
@ -1509,7 +1509,7 @@ dynSparseMatrix::Init_CUDA_Sparse(int periods, int y_kmin, int y_kmax, int Size,
# endif # endif
Host_Ap[1+last_eq + t * Size] = NZE; Host_Ap[1+last_eq + t * Size] = NZE;
if (preconditioner == 3 && t == 0) if (preconditioner == 3 && t == 0)
Host_Ap_tild[1+last_eq ] = NZE_tild; Host_Ap_tild[1+last_eq] = NZE_tild;
last_eq = eq; last_eq = eq;
} }
var = it4->first.second+Size*t; var = it4->first.second+Size*t;
@ -1519,7 +1519,7 @@ dynSparseMatrix::Init_CUDA_Sparse(int periods, int y_kmin, int y_kmax, int Size,
{ {
ti_y_kmin = -min(t, y_kmin); ti_y_kmin = -min(t, y_kmin);
ti_y_kmax = min(periods-(t + 1), y_kmax); ti_y_kmax = min(periods-(t + 1), y_kmax);
if ((lag <= ti_y_kmax && lag >= ti_y_kmin) || preconditioner == 3) /*Build the index for sparse matrix containing the jacobian : u*/ if ((lag <= ti_y_kmax && lag >= ti_y_kmin) || preconditioner == 3) /*Build the index for sparse matrix containing the jacobian : u*/
{ {
# ifdef DEBUG # ifdef DEBUG
if (index < 0 || index >= u_count_alloc || index > (periods-1)* IM.size() + Size * Size + periods * Size) if (index < 0 || index >= u_count_alloc || index > (periods-1)* IM.size() + Size * Size + periods * Size)
@ -1547,7 +1547,7 @@ dynSparseMatrix::Init_CUDA_Sparse(int periods, int y_kmin, int y_kmax, int Size,
{ {
if (lag > ti_y_kmax || lag < ti_y_kmin) if (lag > ti_y_kmax || lag < ti_y_kmin)
{ {
Host_b[eq + t * Size] += u[index]*y[index_vara[var+Size*(y_kmin+lag)]]; Host_b[eq + t * Size] += u[index]*y[index_vara[var+Size*(y_kmin+lag)]];
to_store = false; to_store = false;
} }
if (t == 0) if (t == 0)
@ -1593,10 +1593,10 @@ dynSparseMatrix::Init_CUDA_Sparse(int periods, int y_kmin, int y_kmax, int Size,
throw FatalExceptionHandling(tmp.str()); throw FatalExceptionHandling(tmp.str());
} }
# endif # endif
Host_b[eq + t * Size] += u[index]*y[index_vara[var+Size*(y_kmin+lag)]]; Host_b[eq + t * Size] += u[index]*y[index_vara[var+Size*(y_kmin+lag)]];
} }
} }
else // ...and store it in the u vector else // ...and store it in the u vector
{ {
# ifdef DEBUG # ifdef DEBUG
if (index < 0 || index >= u_count_alloc) if (index < 0 || index >= u_count_alloc)
@ -1612,7 +1612,7 @@ dynSparseMatrix::Init_CUDA_Sparse(int periods, int y_kmin, int y_kmax, int Size,
throw FatalExceptionHandling(tmp.str()); throw FatalExceptionHandling(tmp.str());
} }
# endif # endif
Host_b[var] += u[index]; Host_b[var] += u[index];
} }
it4++; it4++;
} }
@ -1680,15 +1680,15 @@ dynSparseMatrix::Init_CUDA_Sparse(int periods, int y_kmin, int y_kmax, int Size,
} }
cudaChk(cudaMalloc((void **) A_tild, preconditioner_size * sizeof(double)), " in Init_Cuda_Sparse, can't allocate A_tild on the graphic card\n"); cudaChk(cudaMalloc((void **) A_tild, preconditioner_size * sizeof(double)), " in Init_Cuda_Sparse, can't allocate A_tild on the graphic card\n");
cudaChk(cudaMemcpy(*x0, Host_x0, n * sizeof(double), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy x0 = Host_x0 failed"); cudaChk(cudaMemcpy(*x0, Host_x0, n * sizeof(double), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy x0 = Host_x0 failed");
cudaChk(cudaMemcpy(*b, Host_b, n * sizeof(double), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy b = Host_b failed"); cudaChk(cudaMemcpy(*b, Host_b, n * sizeof(double), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy b = Host_b failed");
cudaChk(cudaMemcpy(*Ap, Host_Ap, (n + 1) * sizeof(int), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy Ap = Host_Ap failed"); cudaChk(cudaMemcpy(*Ap, Host_Ap, (n + 1) * sizeof(int), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy Ap = Host_Ap failed");
cudaChk(cudaMemcpy(*Ai, Host_Ai, NZE * sizeof(int), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy Ai = Host_Ai failed"); cudaChk(cudaMemcpy(*Ai, Host_Ai, NZE * sizeof(int), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy Ai = Host_Ai failed");
cudaChk(cudaMemcpy(*Ax, Host_Ax, NZE * sizeof(double), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy Ax = Host_Ax failed"); cudaChk(cudaMemcpy(*Ax, Host_Ax, NZE * sizeof(double), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy Ax = Host_Ax failed");
if (preconditioner == 3) if (preconditioner == 3)
{ {
cudaChk(cudaMemcpy(*Ap_tild, Host_Ap_tild, (n + 1) * sizeof(int), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy Ap_tild = Host_Ap_tild failed"); cudaChk(cudaMemcpy(*Ap_tild, Host_Ap_tild, (n + 1) * sizeof(int), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy Ap_tild = Host_Ap_tild failed");
cudaChk(cudaMemcpy(*Ai_tild, Host_Ai_tild, NZE_tild * sizeof(int), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy Ai_tild = Host_Ai_til failed"); cudaChk(cudaMemcpy(*Ai_tild, Host_Ai_tild, NZE_tild * sizeof(int), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy Ai_tild = Host_Ai_til failed");
} }
cudaChk(cudaMemcpy(*A_tild, Host_A_tild, preconditioner_size * sizeof(double), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy A_tild = Host_A_tild failed"); cudaChk(cudaMemcpy(*A_tild, Host_A_tild, preconditioner_size * sizeof(double), cudaMemcpyHostToDevice), " in Init_CUDA_Sparse, cudaMemcpy A_tild = Host_A_tild failed");
} }
@ -1800,7 +1800,7 @@ dynSparseMatrix::Init_Matlab_Sparse(int periods, int y_kmin, int y_kmax, int Siz
ti_y_kmax = min(periods-(t +1), y_kmax); ti_y_kmax = min(periods-(t +1), y_kmax);
int ti_new_y_kmax = min(t, y_kmax); int ti_new_y_kmax = min(t, y_kmax);
int ti_new_y_kmin = -min(periods-(t+1), y_kmin); int ti_new_y_kmin = -min(periods-(t+1), y_kmin);
if (lag <= ti_new_y_kmax && lag >= ti_new_y_kmin) /*Build the index for sparse matrix containing the jacobian : u*/ if (lag <= ti_new_y_kmax && lag >= ti_new_y_kmin) /*Build the index for sparse matrix containing the jacobian : u*/
{ {
#ifdef DEBUG #ifdef DEBUG
if (index < 0 || index >= u_count_alloc || index > Size + Size*Size) if (index < 0 || index >= u_count_alloc || index > Size + Size*Size)
@ -1842,10 +1842,10 @@ dynSparseMatrix::Init_Matlab_Sparse(int periods, int y_kmin, int y_kmax, int Siz
throw FatalExceptionHandling(tmp.str()); throw FatalExceptionHandling(tmp.str());
} }
#endif #endif
b[eq] += u[index+lag*u_count_init]*y[index_vara[var+Size*(y_kmin+t+lag)]]; b[eq] += u[index+lag*u_count_init]*y[index_vara[var+Size*(y_kmin+t+lag)]];
} }
} }
else /* ...and store it in the u vector*/ else /* ...and store it in the u vector*/
{ {
#ifdef DEBUG #ifdef DEBUG
if (index < 0 || index >= u_count_alloc) if (index < 0 || index >= u_count_alloc)
@ -1861,7 +1861,7 @@ dynSparseMatrix::Init_Matlab_Sparse(int periods, int y_kmin, int y_kmax, int Siz
throw FatalExceptionHandling(tmp.str()); throw FatalExceptionHandling(tmp.str());
} }
#endif #endif
b[eq] += u[index]; b[eq] += u[index];
} }
it4++; it4++;
} }
@ -1941,7 +1941,7 @@ dynSparseMatrix::Init_GE(int periods, int y_kmin, int y_kmax, int Size, map<pair
if (var < (periods+y_kmax)*Size) if (var < (periods+y_kmax)*Size)
{ {
lag = it4->first.second; lag = it4->first.second;
if (lag <= ti_y_kmax && lag >= ti_y_kmin) /*Build the index for sparse matrix containing the jacobian : u*/ if (lag <= ti_y_kmax && lag >= ti_y_kmin) /*Build the index for sparse matrix containing the jacobian : u*/
{ {
nnz++; nnz++;
var += Size*t; var += Size*t;
@ -1965,7 +1965,7 @@ dynSparseMatrix::Init_GE(int periods, int y_kmin, int y_kmax, int Size, map<pair
temp_NZE_R[eq] = first; temp_NZE_R[eq] = first;
temp_NZE_C[var] = first; temp_NZE_C[var] = first;
} }
else /*Build the additive terms ooutside the simulation periods related to the first lags and the last leads...*/ else /*Build the additive terms ooutside the simulation periods related to the first lags and the last leads...*/
{ {
if (lag < ti_y_kmin) if (lag < ti_y_kmin)
{ {
@ -1978,7 +1978,7 @@ dynSparseMatrix::Init_GE(int periods, int y_kmin, int y_kmax, int Size, map<pair
} }
} }
} }
else /* ...and store it in the u vector*/ else /* ...and store it in the u vector*/
{ {
b[eq] = it4->second+u_count_init*t; b[eq] = it4->second+u_count_init*t;
u[b[eq]] += tmp_b; u[b[eq]] += tmp_b;
@ -2062,7 +2062,7 @@ dynSparseMatrix::End_GE(int Size)
} }
bool bool
dynSparseMatrix::compare(int *save_op, int *save_opa, int *save_opaa, int beg_t, int periods, long int nop4, int Size) dynSparseMatrix::compare(int *save_op, int *save_opa, int *save_opaa, int beg_t, int periods, long int nop4, int Size)
{ {
long int i, j, nop = nop4/2; long int i, j, nop = nop4/2;
double r = 0.0; double r = 0.0;
@ -2981,7 +2981,7 @@ dynSparseMatrix::golden(double ax, double bx, double cx, double tol, double solv
} }
void void
dynSparseMatrix::Solve_Matlab_Relaxation(mxArray *A_m, mxArray *b_m, unsigned int Size, double slowc_l, bool is_two_boundaries, int it_) dynSparseMatrix::Solve_Matlab_Relaxation(mxArray *A_m, mxArray *b_m, unsigned int Size, double slowc_l, bool is_two_boundaries, int it_)
{ {
mxArray *B1, *C1, *A2, *B2, *A3, *b1, *b2; mxArray *B1, *C1, *A2, *B2, *A3, *b1, *b2;
double *b_m_d = mxGetPr(b_m); double *b_m_d = mxGetPr(b_m);
@ -3133,7 +3133,7 @@ dynSparseMatrix::Solve_Matlab_Relaxation(mxArray *A_m, mxArray *b_m, unsigned in
while (A3_var < Size) while (A3_var < Size)
A3_j[++A3_var] = A3_nze; A3_j[++A3_var] = A3_nze;
mxArray *d1 = NULL; mxArray *d1 = NULL;
vector<pair<mxArray *, mxArray *> > triangular_form; vector<pair<mxArray *, mxArray *>> triangular_form;
double sumc = 0, C_sumc = 1000; double sumc = 0, C_sumc = 1000;
mxArray *B1_inv = NULL; mxArray *B1_inv = NULL;
mxArray *B1_inv_t = NULL; mxArray *B1_inv_t = NULL;
@ -3255,7 +3255,7 @@ dynSparseMatrix::Solve_Matlab_Relaxation(mxArray *A_m, mxArray *b_m, unsigned in
} }
void void
dynSparseMatrix::Solve_Matlab_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_) dynSparseMatrix::Solve_Matlab_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_)
{ {
size_t n = mxGetM(A_m); size_t n = mxGetM(A_m);
mxArray *z; mxArray *z;
@ -3305,12 +3305,12 @@ void
dynSparseMatrix::Printfull_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n) dynSparseMatrix::Printfull_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n)
{ {
double A[n*n]; double A[n*n];
for (int i = 0; i < n*n; i++) for (int i = 0; i < n*n; i++)
A[i] = 0; A[i] = 0;
int k = 0; int k = 0;
for (int i = 0; i < n; i++) for (int i = 0; i < n; i++)
for (int j = Ap[i]; j < Ap[i+1]; j++) for (int j = Ap[i]; j < Ap[i+1]; j++)
A[Ai[j] * n + i] = Ax[k++]; A[Ai[j] * n + i] = Ax[k++];
for (int i = 0; i < n; i++) for (int i = 0; i < n; i++)
{ {
for (int j = 0; j < n; j++) for (int j = 0; j < n; j++)
@ -3329,11 +3329,11 @@ dynSparseMatrix::Print_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, doubl
} }
void void
dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_, vector_table_conditional_local_type vector_table_conditional_local) dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_, vector_table_conditional_local_type vector_table_conditional_local)
{ {
SuiteSparse_long status, sys = 0; SuiteSparse_long status, sys = 0;
#ifndef _MSC_VER #ifndef _MSC_VER
double Control [UMFPACK_CONTROL], Info [UMFPACK_INFO], res [n]; double Control[UMFPACK_CONTROL], Info[UMFPACK_INFO], res[n];
#else #else
double *Control, *Info, *res; double *Control, *Info, *res;
Control = (double *) mxMalloc(UMFPACK_CONTROL * sizeof(double)); Control = (double *) mxMalloc(UMFPACK_CONTROL * sizeof(double));
@ -3345,7 +3345,7 @@ dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, do
#endif #endif
umfpack_dl_defaults(Control); umfpack_dl_defaults(Control);
Control [UMFPACK_PRL] = 5; Control[UMFPACK_PRL] = 5;
status = 0; status = 0;
if (iter == 0) if (iter == 0)
{ {
@ -3354,7 +3354,7 @@ dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, do
{ {
umfpack_dl_report_info(Control, Info); umfpack_dl_report_info(Control, Info);
umfpack_dl_report_status(Control, status); umfpack_dl_report_status(Control, status);
ostringstream Error; ostringstream Error;
Error << " umfpack_dl_symbolic failed\n"; Error << " umfpack_dl_symbolic failed\n";
throw FatalExceptionHandling(Error.str()); throw FatalExceptionHandling(Error.str());
} }
@ -3366,7 +3366,7 @@ dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, do
{ {
umfpack_dl_report_info(Control, Info); umfpack_dl_report_info(Control, Info);
umfpack_dl_report_status(Control, status); umfpack_dl_report_status(Control, status);
ostringstream Error; ostringstream Error;
Error << " umfpack_dl_numeric failed\n"; Error << " umfpack_dl_numeric failed\n";
throw FatalExceptionHandling(Error.str()); throw FatalExceptionHandling(Error.str());
} }
@ -3375,7 +3375,7 @@ dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, do
{ {
umfpack_dl_report_info(Control, Info); umfpack_dl_report_info(Control, Info);
umfpack_dl_report_status(Control, status); umfpack_dl_report_status(Control, status);
ostringstream Error; ostringstream Error;
Error << " umfpack_dl_solve failed\n"; Error << " umfpack_dl_solve failed\n";
throw FatalExceptionHandling(Error.str()); throw FatalExceptionHandling(Error.str());
} }
@ -3393,14 +3393,14 @@ dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, do
{ {
int eq = index_vara[i+Size*(y_kmin)]; int eq = index_vara[i+Size*(y_kmin)];
int flip_exo = vector_table_conditional_local[i].var_exo; int flip_exo = vector_table_conditional_local[i].var_exo;
double yy = -(res[i] + x[y_kmin + flip_exo*nb_row_x]); double yy = -(res[i] + x[y_kmin + flip_exo*nb_row_x]);
direction[eq] = 0; direction[eq] = 0;
x[flip_exo*nb_row_x + y_kmin] += slowc_l * yy; x[flip_exo*nb_row_x + y_kmin] += slowc_l * yy;
} }
else else
{ {
int eq = index_vara[i+Size*(y_kmin)]; int eq = index_vara[i+Size*(y_kmin)];
double yy = -(res[i ] + y[eq]); double yy = -(res[i] + y[eq]);
direction[eq] = yy; direction[eq] = yy;
y[eq] += slowc_l * yy; y[eq] += slowc_l * yy;
} }
@ -3457,11 +3457,11 @@ dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, do
} }
void void
dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_) dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_)
{ {
SuiteSparse_long status, sys = 0; SuiteSparse_long status, sys = 0;
#ifndef _MSC_VER #ifndef _MSC_VER
double Control [UMFPACK_CONTROL], Info [UMFPACK_INFO], res [n]; double Control[UMFPACK_CONTROL], Info[UMFPACK_INFO], res[n];
#else #else
double *Control, *Info, *res; double *Control, *Info, *res;
Control = (double *) mxMalloc(UMFPACK_CONTROL * sizeof(double)); Control = (double *) mxMalloc(UMFPACK_CONTROL * sizeof(double));
@ -3473,7 +3473,7 @@ dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, do
#endif #endif
umfpack_dl_defaults(Control); umfpack_dl_defaults(Control);
Control [UMFPACK_PRL] = 5; Control[UMFPACK_PRL] = 5;
status = 0; status = 0;
if (iter == 0) if (iter == 0)
{ {
@ -3482,7 +3482,7 @@ dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, do
{ {
umfpack_dl_report_info(Control, Info); umfpack_dl_report_info(Control, Info);
umfpack_dl_report_status(Control, status); umfpack_dl_report_status(Control, status);
ostringstream Error; ostringstream Error;
Error << " umfpack_dl_symbolic failed\n"; Error << " umfpack_dl_symbolic failed\n";
throw FatalExceptionHandling(Error.str()); throw FatalExceptionHandling(Error.str());
} }
@ -3494,7 +3494,7 @@ dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, do
{ {
umfpack_dl_report_info(Control, Info); umfpack_dl_report_info(Control, Info);
umfpack_dl_report_status(Control, status); umfpack_dl_report_status(Control, status);
ostringstream Error; ostringstream Error;
Error << " umfpack_dl_numeric failed\n"; Error << " umfpack_dl_numeric failed\n";
throw FatalExceptionHandling(Error.str()); throw FatalExceptionHandling(Error.str());
} }
@ -3503,7 +3503,7 @@ dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, do
{ {
umfpack_dl_report_info(Control, Info); umfpack_dl_report_info(Control, Info);
umfpack_dl_report_status(Control, status); umfpack_dl_report_status(Control, status);
ostringstream Error; ostringstream Error;
Error << " umfpack_dl_solve failed\n"; Error << " umfpack_dl_solve failed\n";
throw FatalExceptionHandling(Error.str()); throw FatalExceptionHandling(Error.str());
} }
@ -3536,7 +3536,7 @@ dynSparseMatrix::Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, do
} }
void void
dynSparseMatrix::Solve_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_) dynSparseMatrix::Solve_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_)
{ {
SuiteSparse_long n = mxGetM(A_m); SuiteSparse_long n = mxGetM(A_m);
@ -3544,10 +3544,10 @@ dynSparseMatrix::Solve_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double s
SuiteSparse_long *Ai = reinterpret_cast<SuiteSparse_long *>(mxGetIr(A_m)); SuiteSparse_long *Ai = reinterpret_cast<SuiteSparse_long *>(mxGetIr(A_m));
double *Ax = mxGetPr(A_m); double *Ax = mxGetPr(A_m);
double *B = mxGetPr(b_m); double *B = mxGetPr(b_m);
SuiteSparse_long status, sys = 0; SuiteSparse_long status, sys = 0;
#ifndef _MSC_VER #ifndef _MSC_VER
double Control [UMFPACK_CONTROL], Info [UMFPACK_INFO], res [n]; double Control[UMFPACK_CONTROL], Info[UMFPACK_INFO], res[n];
#else #else
double *Control, *Info, *res; double *Control, *Info, *res;
Control = (double *) mxMalloc(UMFPACK_CONTROL * sizeof(double)); Control = (double *) mxMalloc(UMFPACK_CONTROL * sizeof(double));
@ -3600,7 +3600,7 @@ dynSparseMatrix::Solve_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double s
#ifdef CUDA #ifdef CUDA
void void
printM(int n, double *Ax, int *Ap, int *Ai, cusparseMatDescr_t descrA, cusparseHandle_t cusparse_handle) printM(int n, double *Ax, int *Ap, int *Ai, cusparseMatDescr_t descrA, cusparseHandle_t cusparse_handle)
{ {
//cudaError_t cuda_error; //cudaError_t cuda_error;
//cusparseStatus_t cusparse_status; //cusparseStatus_t cusparse_status;
@ -3627,8 +3627,8 @@ printM(int n, double *Ax, int *Ap, int *Ai, cusparseMatDescr_t descrA, cusparse
void void
dynSparseMatrix::Solve_CUDA_BiCGStab_Free(double *tmp_vect_host, double *p, double *r, double *v, double *s, double *t, double *y_, double *z, double *tmp_, dynSparseMatrix::Solve_CUDA_BiCGStab_Free(double *tmp_vect_host, double *p, double *r, double *v, double *s, double *t, double *y_, double *z, double *tmp_,
int *Ai, double *Ax, int *Ap, double *x0, double *b, double *A_tild, int *A_tild_i, int *A_tild_p/*, double* Lx, int* Li, int* Lp, int *Ai, double *Ax, int *Ap, double *x0, double *b, double *A_tild, int *A_tild_i, int *A_tild_p /*, double* Lx, int* Li, int* Lp,
double* Ux, int* Ui, int* Up, int* device_n*/, cusparseSolveAnalysisInfo_t infoL, cusparseSolveAnalysisInfo_t infoU, double* Ux, int* Ui, int* Up, int* device_n*/, cusparseSolveAnalysisInfo_t infoL, cusparseSolveAnalysisInfo_t infoU,
cusparseMatDescr_t descrL, cusparseMatDescr_t descrU, int preconditioner) cusparseMatDescr_t descrL, cusparseMatDescr_t descrU, int preconditioner)
{ {
//cudaError_t cuda_error; //cudaError_t cuda_error;
@ -3726,7 +3726,7 @@ Check(int n, double *Ax, int *Ap, int *Ai, double *b, double *x, bool Lower)
if (k < i) if (k < i)
sum += x[k] * Ax[j]; sum += x[k] * Ax[j];
} }
double err = b[i] - sum - x[i]; double err = b[i] - sum - x[i];
if (abs(err) > 1e-10) if (abs(err) > 1e-10)
mexPrintf("error at i=%d\n", i); mexPrintf("error at i=%d\n", i);
} }
@ -3742,7 +3742,7 @@ Check(int n, double *Ax, int *Ap, int *Ai, double *b, double *x, bool Lower)
if (k >= i) if (k >= i)
sum += x[k] * Ax[j]; sum += x[k] * Ax[j];
} }
double err = b[i] - sum; double err = b[i] - sum;
if (abs(err) > 1e-10) if (abs(err) > 1e-10)
mexPrintf("error at i=%d\n", i); mexPrintf("error at i=%d\n", i);
} }
@ -3752,11 +3752,11 @@ Check(int n, double *Ax, int *Ap, int *Ai, double *b, double *x, bool Lower)
#ifdef CUDA #ifdef CUDA
int int
dynSparseMatrix::Solve_CUDA_BiCGStab(int *Ap, int *Ai, double *Ax, int *Ap_tild, int *Ai_tild, double *A_tild, double *b, double *x0, int n, int Size, double slowc_l, bool is_two_boundaries, dynSparseMatrix::Solve_CUDA_BiCGStab(int *Ap, int *Ai, double *Ax, int *Ap_tild, int *Ai_tild, double *A_tild, double *b, double *x0, int n, int Size, double slowc_l, bool is_two_boundaries,
int it_, int nnz, int nnz_tild, int preconditioner, int max_iterations, int block) int it_, int nnz, int nnz_tild, int preconditioner, int max_iterations, int block)
{ {
cusparseSolveAnalysisInfo_t info, infoL, infoU; cusparseSolveAnalysisInfo_t info, infoL, infoU;
cusparseMatDescr_t descrL, descrU; cusparseMatDescr_t descrL, descrU;
const double tol = 1.0e-6;//1.0e-6; const double tol = 1.0e-6; //1.0e-6;
const double eps = 1.0e-16; const double eps = 1.0e-16;
double *p, *r, *r0, *v, *s, *t, *y_, *z, *tmp_; double *p, *r, *r0, *v, *s, *t, *y_, *z, *tmp_;
int *A_tild_i, *A_tild_p; int *A_tild_i, *A_tild_p;
@ -4277,14 +4277,14 @@ dynSparseMatrix::Solve_CUDA_BiCGStab(int *Ap, int *Ai, double *Ax, int *Ap_tild,
for (int t = 0; t < periods; t++) for (int t = 0; t < periods; t++)
for (int i = 0; i < Size; i++) for (int i = 0; i < Size; i++)
{ {
for (mwIndex l = Ujw_host[i]; l < Ujw_host[i+1]; l++) for (mwIndex l = Ujw_host[i]; l < Ujw_host[i+1]; l++)
{ {
Wi[W_nnz] = Uiw_host[l] + t * Size; Wi[W_nnz] = Uiw_host[l] + t * Size;
pW[W_nnz] = Ux_host[l]; pW[W_nnz] = Ux_host[l];
//mexPrintf("Wj[%d] = %d, Wi[%d] = Uiw_host[%d] + t * Size = %d, pW[%d]=%f\n", i + t * Size, Wj[i + t * Size], W_nnz, l, Uiw_host[l] + t * Size, W_nnz, Ux_host[l]); //mexPrintf("Wj[%d] = %d, Wi[%d] = Uiw_host[%d] + t * Size = %d, pW[%d]=%f\n", i + t * Size, Wj[i + t * Size], W_nnz, l, Uiw_host[l] + t * Size, W_nnz, Ux_host[l]);
W_nnz++; W_nnz++;
} }
for (mwIndex l = Ljw_host[i]; l < Ljw_host[i+1]; l++) for (mwIndex l = Ljw_host[i]; l < Ljw_host[i+1]; l++)
{ {
if (Liw_host[l] > i) if (Liw_host[l] > i)
{ {
@ -4405,7 +4405,7 @@ dynSparseMatrix::Solve_CUDA_BiCGStab(int *Ap, int *Ai, double *Ax, int *Ap_tild,
" in Solve_Cuda_BiCGStab, cusparseSetMatDiagType has failed for descrU\n"); " in Solve_Cuda_BiCGStab, cusparseSetMatDiagType has failed for descrU\n");
int host_nnz_tild; int host_nnz_tild;
if (preconditioner == 3) if (preconditioner == 3)
host_nnz_tild = W_nnz; host_nnz_tild = W_nnz;
else else
host_nnz_tild = nnz; host_nnz_tild = nnz;
@ -4601,7 +4601,7 @@ dynSparseMatrix::Solve_CUDA_BiCGStab(int *Ap, int *Ai, double *Ax, int *Ap_tild,
&tmp2), &tmp2),
" in Solve_Cuda_BiCGStab, cublasDnrm2(y_) has failed\n"); " in Solve_Cuda_BiCGStab, cublasDnrm2(y_) has failed\n");
mexPrintf("abs(alpha)*tmp1 = %f, alpha = %f, tmp1 = %f, tmp2 = %f, eps = %f\n", abs(alpha)*tmp1, alpha, tmp1, tmp2, eps); mexPrintf("abs(alpha)*tmp1 = %f, alpha = %f, tmp1 = %f, tmp2 = %f, eps = %f\n", abs(alpha)*tmp1, alpha, tmp1, tmp2, eps);
if (abs(alpha)*tmp1 < eps * tmp2) if (abs(alpha)*tmp1 < eps * tmp2)
stagnation++; stagnation++;
else else
stagnation = 0; stagnation = 0;
@ -4979,7 +4979,7 @@ dynSparseMatrix::Solve_Matlab_BiCGStab(mxArray *A_m, mxArray *b_m, int Size, dou
double flags = 2; double flags = 2;
mxArray *z; mxArray *z;
z = NULL; z = NULL;
if (steady_state) /*Octave BicStab algorihtm involves a 0 division in case of a preconditionner equal to the LU decomposition of A matrix*/ if (steady_state) /*Octave BicStab algorihtm involves a 0 division in case of a preconditionner equal to the LU decomposition of A matrix*/
{ {
mxArray *res = mult_SAT_B(Sparse_transpose(A_m), x0_m); mxArray *res = mult_SAT_B(Sparse_transpose(A_m), x0_m);
double *resid = mxGetPr(res); double *resid = mxGetPr(res);
@ -5129,7 +5129,7 @@ dynSparseMatrix::Singular_display(int block, int Size)
{ {
int k = first->u_index; int k = first->u_index;
int jj = first->r_index; int jj = first->r_index;
pind[ii * Size + jj ] = u[k]; pind[ii * Size + jj] = u[k];
first = first->NZE_C_N; first = first->NZE_C_N;
} }
} }
@ -5314,8 +5314,8 @@ dynSparseMatrix::Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, i
if (markovitz > markovitz_max) if (markovitz > markovitz_max)
{ {
piv = piv_v[j]; piv = piv_v[j];
pivj = pivj_v[j]; //Line number pivj = pivj_v[j]; //Line number
pivk = pivk_v[j]; //positi pivk = pivk_v[j]; //positi
markovitz_max = markovitz; markovitz_max = markovitz;
} }
} }
@ -5341,8 +5341,8 @@ dynSparseMatrix::Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, i
if (NR[j] == 1) if (NR[j] == 1)
{ {
piv = piv_v[j]; piv = piv_v[j];
pivj = pivj_v[j]; //Line number pivj = pivj_v[j]; //Line number
pivk = pivk_v[j]; //positi pivk = pivk_v[j]; //positi
markovitz_max = markovitz; markovitz_max = markovitz;
} }
} }
@ -5588,8 +5588,8 @@ dynSparseMatrix::Solve_ByteCode_Symbolic_Sparse_GaussianElimination(int Size, bo
if (markovitz > markovitz_max) if (markovitz > markovitz_max)
{ {
piv = piv_v[j]; piv = piv_v[j];
pivj = pivj_v[j]; //Line number pivj = pivj_v[j]; //Line number
pivk = pivk_v[j]; //positi pivk = pivk_v[j]; //positi
markovitz_max = markovitz; markovitz_max = markovitz;
NR_max = NR[j]; NR_max = NR[j];
} }
@ -5616,8 +5616,8 @@ dynSparseMatrix::Solve_ByteCode_Symbolic_Sparse_GaussianElimination(int Size, bo
if (NR[j] == 1) if (NR[j] == 1)
{ {
piv = piv_v[j]; piv = piv_v[j];
pivj = pivj_v[j]; //Line number pivj = pivj_v[j]; //Line number
pivk = pivk_v[j]; //positi pivk = pivk_v[j]; //positi
markovitz_max = markovitz; markovitz_max = markovitz;
NR_max = NR[j]; NR_max = NR[j];
} }
@ -6458,7 +6458,6 @@ dynSparseMatrix::solve_linear(const int block_num, const int y_size, const int y
void void
dynSparseMatrix::solve_non_linear(const int block_num, const int y_size, const int y_kmin, const int y_kmax, const int size) dynSparseMatrix::solve_non_linear(const int block_num, const int y_size, const int y_kmin, const int y_kmax, const int size)
{ {
max_res_idx = 0; max_res_idx = 0;
bool cvg = false; bool cvg = false;

16
mex/sources/bytecode/SparseMatrix.hh
View File

@ -86,7 +86,7 @@ struct t_save_op_s
int first, second; int first, second;
}; };
const int IFLD = 0; const int IFLD = 0;
const int IFDIV = 1; const int IFDIV = 1;
const int IFLESS = 2; const int IFLESS = 2;
const int IFSUB = 3; const int IFSUB = 3;
@ -122,7 +122,7 @@ public:
double g0, gp0, glambda2; double g0, gp0, glambda2;
int try_at_iteration; int try_at_iteration;
int find_exo_num(vector<s_plan> sconstrained_extended_path, int value); int find_exo_num(vector<s_plan> sconstrained_extended_path, int value);
int find_int_date(vector<pair<int, double> > per_value, int value); int find_int_date(vector<pair<int, double>> per_value, int value);
private: private:
void Init_GE(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int>, int>, int> &IM); void Init_GE(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int>, int>, int> &IM);
@ -140,14 +140,14 @@ private:
bool golden(double ax, double bx, double cx, double tol, double solve_tolf, double *xmin); bool golden(double ax, double bx, double cx, double tol, double solve_tolf, double *xmin);
void Solve_ByteCode_Symbolic_Sparse_GaussianElimination(int Size, bool symbolic, int Block_number); void Solve_ByteCode_Symbolic_Sparse_GaussianElimination(int Size, bool symbolic, int Block_number);
bool Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, int it_); bool Solve_ByteCode_Sparse_GaussianElimination(int Size, int blck, int it_);
void Solve_Matlab_Relaxation(mxArray *A_m, mxArray *b_m, unsigned int Size, double slowc_l, bool is_two_boundaries, int it_); void Solve_Matlab_Relaxation(mxArray *A_m, mxArray *b_m, unsigned int Size, double slowc_l, bool is_two_boundaries, int it_);
void Solve_Matlab_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_); void Solve_Matlab_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_);
void Print_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, int n); void Print_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, int n);
void Printfull_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n); void Printfull_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n);
void PrintM(int n, double *Ax, mwIndex *Ap, mwIndex *Ai); void PrintM(int n, double *Ax, mwIndex *Ap, mwIndex *Ai);
void Solve_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_); void Solve_LU_UMFPack(mxArray *A_m, mxArray *b_m, int Size, double slowc_l, bool is_two_boundaries, int it_);
void Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_, vector_table_conditional_local_type vector_table_conditional_local); void Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_, vector_table_conditional_local_type vector_table_conditional_local);
void Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_); void Solve_LU_UMFPack(SuiteSparse_long *Ap, SuiteSparse_long *Ai, double *Ax, double *b, int n, int Size, double slowc_l, bool is_two_boundaries, int it_);
void End_Matlab_LU_UMFPack(); void End_Matlab_LU_UMFPack();
#ifdef CUDA #ifdef CUDA
@ -155,7 +155,7 @@ private:
int *Ai, double *Ax, int *Ap, double *x0, double *b, double *A_tild, int *A_tild_i, int *A_tild_p, int *Ai, double *Ax, int *Ap, double *x0, double *b, double *A_tild, int *A_tild_i, int *A_tild_p,
cusparseSolveAnalysisInfo_t infoL, cusparseSolveAnalysisInfo_t infoU, cusparseSolveAnalysisInfo_t infoL, cusparseSolveAnalysisInfo_t infoU,
cusparseMatDescr_t descrL, cusparseMatDescr_t descrU, int preconditioner); cusparseMatDescr_t descrL, cusparseMatDescr_t descrU, int preconditioner);
int Solve_CUDA_BiCGStab(int *Ap, int *Ai, double *Ax, int *Ap_tild, int *Ai_tild, double *A_tild, double *b, double *x0, int n, int Size, double slowc_l, bool is_two_boundaries, int it_, int nnz, int nnz_tild, int preconditioner, int max_iterations, int block); int Solve_CUDA_BiCGStab(int *Ap, int *Ai, double *Ax, int *Ap_tild, int *Ai_tild, double *A_tild, double *b, double *x0, int n, int Size, double slowc_l, bool is_two_boundaries, int it_, int nnz, int nnz_tild, int preconditioner, int max_iterations, int block);
#endif #endif
void Solve_Matlab_GMRES(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, mxArray *x0_m); void Solve_Matlab_GMRES(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, mxArray *x0_m);
void Solve_Matlab_BiCGStab(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, mxArray *x0_m, int precond); void Solve_Matlab_BiCGStab(mxArray *A_m, mxArray *b_m, int Size, double slowc, int block, bool is_two_boundaries, int it_, mxArray *x0_m, int precond);
@ -164,7 +164,7 @@ private:
bool solve_linear(const int block_num, const int y_size, const int y_kmin, const int y_kmax, const int size, const int iter); bool solve_linear(const int block_num, const int y_size, const int y_kmin, const int y_kmax, const int size, const int iter);
void solve_non_linear(const int block_num, const int y_size, const int y_kmin, const int y_kmax, const int size); void solve_non_linear(const int block_num, const int y_size, const int y_kmin, const int y_kmax, const int size);
string preconditioner_print_out(string s, int preconditioner, bool ss); string preconditioner_print_out(string s, int preconditioner, bool ss);
bool compare(int *save_op, int *save_opa, int *save_opaa, int beg_t, int periods, long int nop4, int Size bool compare(int *save_op, int *save_opa, int *save_opaa, int beg_t, int periods, long int nop4, int Size
#ifdef PROFILER #ifdef PROFILER
, long int *ndiv, long int *nsub , long int *ndiv, long int *nsub
#endif #endif

28
mex/sources/bytecode/bytecode.cc
View File

@ -208,7 +208,7 @@ GPU_Test_and_Info(cublasHandle_t *cublas_handle, cusparseHandle_t *cusparse_hand
mexPrintf("> Driver version:\n"); mexPrintf("> Driver version:\n");
int cuda_version; int cuda_version;
cuda_error = cudaDriverGetVersion(&cuda_version); cuda_error = cudaDriverGetVersion(&cuda_version);
if (cuda_error != cudaSuccess) if (cuda_error != cudaSuccess)
{ {
ostringstream tmp; ostringstream tmp;
tmp << " cudaGetVersion has failed\n"; tmp << " cudaGetVersion has failed\n";
@ -297,7 +297,7 @@ Get_Arguments_and_global_variables(int nrhs,
col_y = mxGetN(prhs[i]); col_y = mxGetN(prhs[i]);
break; break;
case 1: case 1:
*xd = mxGetPr(prhs[i]); *xd = mxGetPr(prhs[i]);
row_x = mxGetM(prhs[i]); row_x = mxGetM(prhs[i]);
col_x = mxGetN(prhs[i]); col_x = mxGetN(prhs[i]);
break; break;
@ -349,7 +349,7 @@ Get_Arguments_and_global_variables(int nrhs,
pos = pos1 + 1; pos = pos1 + 1;
else else
pos += 5; pos += 5;
block = atoi(Get_Argument(prhs[i]).substr(pos, string::npos).c_str())-1; block = atoi(Get_Argument(prhs[i]).substr(pos, string::npos).c_str())-1;
} }
else if (Get_Argument(prhs[i]).substr(0, 13) == "extended_path") else if (Get_Argument(prhs[i]).substr(0, 13) == "extended_path")
{ {
@ -369,7 +369,7 @@ Get_Arguments_and_global_variables(int nrhs,
pos = pos1 + 1; pos = pos1 + 1;
else else
pos += 6; pos += 6;
*pfplan_struct_name = deblank(Get_Argument(prhs[i]).substr(pos, string::npos)); *pfplan_struct_name = deblank(Get_Argument(prhs[i]).substr(pos, string::npos));
} }
else if (Get_Argument(prhs[i]).substr(0, 4) == "plan") else if (Get_Argument(prhs[i]).substr(0, 4) == "plan")
{ {
@ -378,7 +378,7 @@ Get_Arguments_and_global_variables(int nrhs,
pos = pos1 + 1; pos = pos1 + 1;
else else
pos += 4; pos += 4;
*plan_struct_name = deblank(Get_Argument(prhs[i]).substr(pos, string::npos)); *plan_struct_name = deblank(Get_Argument(prhs[i]).substr(pos, string::npos));
} }
else else
{ {
@ -582,7 +582,7 @@ main(int nrhs, const char *prhs[])
int nb_controlled = 0; int nb_controlled = 0;
mxArray *options_cond_fcst_ = mxGetField(extended_path_struct, 0, "options_cond_fcst_"); mxArray *options_cond_fcst_ = mxGetField(extended_path_struct, 0, "options_cond_fcst_");
mxArray *controlled_varexo = NULL; mxArray *controlled_varexo = NULL;
if (options_cond_fcst_ != NULL) if (options_cond_fcst_ != NULL)
{ {
controlled_varexo = mxGetField(options_cond_fcst_, 0, "controlled_varexo"); controlled_varexo = mxGetField(options_cond_fcst_, 0, "controlled_varexo");
nb_controlled = mxGetM(controlled_varexo) * mxGetN(controlled_varexo); nb_controlled = mxGetM(controlled_varexo) * mxGetN(controlled_varexo);
@ -704,7 +704,7 @@ main(int nrhs, const char *prhs[])
string tmp = "Can not allocated memory to store the date_str in the extended path descriptor"; string tmp = "Can not allocated memory to store the date_str in the extended path descriptor";
DYN_MEX_FUNC_ERR_MSG_TXT(tmp.c_str()); DYN_MEX_FUNC_ERR_MSG_TXT(tmp.c_str());
} }
dates.push_back(string(buf));//string(Dates[i]); dates.push_back(string(buf)); //string(Dates[i]);
mxFree(buf); mxFree(buf);
} }
} }
@ -726,7 +726,7 @@ main(int nrhs, const char *prhs[])
mxArray *tmp = mxGetField(plan_struct, i, "exo"); mxArray *tmp = mxGetField(plan_struct, i, "exo");
if (tmp) if (tmp)
{ {
char name [100]; char name[100];
mxGetString(tmp, name, 100); mxGetString(tmp, name, 100);
splan[i].var = name; splan[i].var = name;
SymbolType variable_type = SymbolType::endogenous; SymbolType variable_type = SymbolType::endogenous;
@ -744,7 +744,7 @@ main(int nrhs, const char *prhs[])
tmp = mxGetField(plan_struct, i, "var"); tmp = mxGetField(plan_struct, i, "var");
if (tmp) if (tmp)
{ {
char name [100]; char name[100];
mxGetString(tmp, name, 100); mxGetString(tmp, name, 100);
splan[i].exo = name; splan[i].exo = name;
SymbolType variable_type; SymbolType variable_type;
@ -778,7 +778,7 @@ main(int nrhs, const char *prhs[])
mexPrintf(" plan fliping var=%s (%d) exo=%s (%d) for the following periods and with the following values:\n", it->var.c_str(), it->var_num, it->exo.c_str(), it->exo_num); mexPrintf(" plan fliping var=%s (%d) exo=%s (%d) for the following periods and with the following values:\n", it->var.c_str(), it->var_num, it->exo.c_str(), it->exo_num);
else else
mexPrintf(" plan shocks on var=%s for the following periods and with the following values:\n", it->var.c_str()); mexPrintf(" plan shocks on var=%s for the following periods and with the following values:\n", it->var.c_str());
for (vector<pair<int, double> >::iterator it1 = it->per_value.begin(); it1 != it->per_value.end(); it1++) for (vector<pair<int, double>>::iterator it1 = it->per_value.begin(); it1 != it->per_value.end(); it1++)
{ {
mexPrintf(" %3d %10.5f\n", it1->first, it1->second); mexPrintf(" %3d %10.5f\n", it1->first, it1->second);
} }
@ -804,7 +804,7 @@ main(int nrhs, const char *prhs[])
mxArray *tmp = mxGetField(pfplan_struct, i, "var"); mxArray *tmp = mxGetField(pfplan_struct, i, "var");
if (tmp) if (tmp)
{ {
char name [100]; char name[100];
mxGetString(tmp, name, 100); mxGetString(tmp, name, 100);
spfplan[i].var = name; spfplan[i].var = name;
SymbolType variable_type = SymbolType::endogenous; SymbolType variable_type = SymbolType::endogenous;
@ -822,7 +822,7 @@ main(int nrhs, const char *prhs[])
tmp = mxGetField(pfplan_struct, i, "exo"); tmp = mxGetField(pfplan_struct, i, "exo");
if (tmp) if (tmp)
{ {
char name [100]; char name[100];
mxGetString(tmp, name, 100); mxGetString(tmp, name, 100);
spfplan[i].exo = name; spfplan[i].exo = name;
SymbolType variable_type; SymbolType variable_type;
@ -856,7 +856,7 @@ main(int nrhs, const char *prhs[])
mexPrintf(" plan flipping var=%s (%d) exo=%s (%d) for the following periods and with the following values:\n", it->var.c_str(), it->var_num, it->exo.c_str(), it->exo_num); mexPrintf(" plan flipping var=%s (%d) exo=%s (%d) for the following periods and with the following values:\n", it->var.c_str(), it->var_num, it->exo.c_str(), it->exo_num);
else else
mexPrintf(" plan shocks on var=%s (%d) for the following periods and with the following values:\n", it->var.c_str(), it->var_num); mexPrintf(" plan shocks on var=%s (%d) for the following periods and with the following values:\n", it->var.c_str(), it->var_num);
for (vector<pair<int, double> >::iterator it1 = it->per_value.begin(); it1 != it->per_value.end(); it1++) for (vector<pair<int, double>>::iterator it1 = it->per_value.begin(); it1 != it->per_value.end(); it1++)
{ {
mexPrintf(" %3d %10.5f\n", it1->first, it1->second); mexPrintf(" %3d %10.5f\n", it1->first, it1->second);
} }
@ -1067,7 +1067,7 @@ main(int nrhs, const char *prhs[])
} }
for (i = 0; i < row_y*col_y; i++) for (i = 0; i < row_y*col_y; i++)
{ {
y[i] = double (yd[i]); y[i] = double (yd[i]);
ya[i] = double (yd[i]); ya[i] = double (yd[i]);
} }
size_t y_size = row_y; size_t y_size = row_y;

2
mex/sources/bytecode/testing/mex_interface.cc
View File

@ -347,7 +347,7 @@ read_struct(FILE *fid)
fscanf(fid, "%d", &size_2); fscanf(fid, "%d", &size_2);
vector<string> fieldnames; vector<string> fieldnames;
vector<mxArray *> v_Array; vector<mxArray *> v_Array;
vector<vector<mxArray * > > vv_Array; vector<vector<mxArray * >> vv_Array;
for (unsigned int j = 0; j < size_1 * size_2; j++) for (unsigned int j = 0; j < size_1 * size_2; j++)
{ {
for (unsigned int i = 0; i < nfields; i++) for (unsigned int i = 0; i < nfields; i++)

36
mex/sources/bytecode/testing/mex_interface.hh
View File

@ -41,27 +41,27 @@ typedef unsigned int mwSize;
enum mxData_type enum mxData_type
{ {
mxREAL, mxREAL,
mxCOMPLEX mxCOMPLEX
}; };
enum mxArray_type enum mxArray_type
{ {
mxDOUBLE_CLASS = 0, mxDOUBLE_CLASS = 0,
mxSINGLE_CLASS = 1, mxSINGLE_CLASS = 1,
mxLOGICAL_CLASS = 2, mxLOGICAL_CLASS = 2,
mxCHAR_CLASS = 3, mxCHAR_CLASS = 3,
mxSPARSE_CLASS = 4, mxSPARSE_CLASS = 4,
mxSTRUCT_CLASS = 5, mxSTRUCT_CLASS = 5,
mxCELL_CLASS = 6, mxCELL_CLASS = 6,
mxFUNCTION_CLASS = 7, mxFUNCTION_CLASS = 7,
mxUINT8_CLASS = 8, mxUINT8_CLASS = 8,
mxINT16_CLASS = 9, mxINT16_CLASS = 9,
mxUINT16_CLASS = 10, mxUINT16_CLASS = 10,
mxINT32_CLASS = 11, mxINT32_CLASS = 11,
mxUINT32_CLASS = 12, mxUINT32_CLASS = 12,
mxINT64_CLASS = 13, mxINT64_CLASS = 13,
mxUINT64_CLASS = 14 mxUINT64_CLASS = 14
}; };
class mxArray_tag class mxArray_tag
@ -73,7 +73,7 @@ public:
double *data; double *data;
mxArray_type type; mxArray_type type;
vector<string> field_name; vector<string> field_name;
vector<vector<mxArray_tag *> > field_array; vector<vector<mxArray_tag *>> field_array;
mxArray_tag(); mxArray_tag();
}; };

4
mex/sources/k_order_perturbation/dynamic_abstract_class.hh
View File

@ -29,7 +29,9 @@ class DynamicModelAC
protected: protected:
int ntt; // Size of vector of temporary terms int ntt; // Size of vector of temporary terms
public: public:
DynamicModelAC(int ntt_arg) : ntt{ntt_arg} {}; DynamicModelAC(int ntt_arg) : ntt{ntt_arg}
{
};
virtual ~DynamicModelAC() = default; virtual ~DynamicModelAC() = default;
virtual void eval(const Vector &y, const Vector &x, const Vector &params, const Vector &ySteady, virtual void eval(const Vector &y, const Vector &x, const Vector &params, const Vector &ySteady,
Vector &residual, std::vector<TwoDMatrix> &md) = 0; Vector &residual, std::vector<TwoDMatrix> &md) = 0;

4
mex/sources/k_order_perturbation/dynamic_dll.hh
View File

@ -35,7 +35,7 @@
#include "dynamic_abstract_class.hh" #include "dynamic_abstract_class.hh"
using dynamic_tt_fct = void (*)(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T); using dynamic_tt_fct = void (*)(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T);
using dynamic_deriv_fct = void (*) (const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *deriv); using dynamic_deriv_fct = void (*)(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *deriv);
/** /**
* creates pointer to Dynamic function inside <model>_dynamic.dll * creates pointer to Dynamic function inside <model>_dynamic.dll
@ -47,7 +47,7 @@ private:
std::vector<dynamic_tt_fct> dynamic_tt; std::vector<dynamic_tt_fct> dynamic_tt;
std::vector<dynamic_deriv_fct> dynamic_deriv; std::vector<dynamic_deriv_fct> dynamic_deriv;
#if defined(_WIN32) || defined(__CYGWIN32__) #if defined(_WIN32) || defined(__CYGWIN32__)
HINSTANCE dynamicHinstance; // DLL instance pointer in Windows HINSTANCE dynamicHinstance; // DLL instance pointer in Windows
#else #else
void *dynamicHinstance; // and in Linux or Mac void *dynamicHinstance; // and in Linux or Mac
#endif #endif

1
mex/sources/k_order_perturbation/k_ord_dynare.cc
View File

@ -236,4 +236,3 @@ DynareStateNameList::DynareStateNameList(const KordpDynare &dynare, const Dynare
for (int i = 0; i < dynare.nexog(); i++) for (int i = 0; i < dynare.nexog(); i++)
names.emplace_back(denl.getName(i)); names.emplace_back(denl.getName(i));
} }

3
mex/sources/k_order_perturbation/k_order_perturbation.cc
View File

@ -179,7 +179,7 @@ extern "C" {
int ntt = std::accumulate(mxGetPr(dynamic_tmp_nbr_mx), mxGetPr(dynamic_tmp_nbr_mx)+kOrder+1, 0); int ntt = std::accumulate(mxGetPr(dynamic_tmp_nbr_mx), mxGetPr(dynamic_tmp_nbr_mx)+kOrder+1, 0);
// Extract various fields from dr // Extract various fields from dr
const mxArray *ys_mx = mxGetField(dr_mx, 0, "ys"); // and not in order of dr.order_var const mxArray *ys_mx = mxGetField(dr_mx, 0, "ys"); // and not in order of dr.order_var
if (!(ys_mx && mxIsDouble(ys_mx))) if (!(ys_mx && mxIsDouble(ys_mx)))
DYN_MEX_FUNC_ERR_MSG_TXT("dr.ys should be a double precision array"); DYN_MEX_FUNC_ERR_MSG_TXT("dr.ys should be a double precision array");
Vector ySteady{ConstVector{ys_mx}}; Vector ySteady{ConstVector{ys_mx}};
@ -312,4 +312,3 @@ extern "C" {
plhs[0] = mxCreateDoubleScalar(0); plhs[0] = mxCreateDoubleScalar(0);
} // end of mexFunction() } // end of mexFunction()
} // end of extern C } // end of extern C

70
mex/sources/k_order_perturbation/tests/k_order_test_main.cc
View File

@ -49,7 +49,7 @@ main(int argc, char *argv[])
0.7000, 0.7000,
0.7870, 0.7870,
0.0200}; 0.0200};
Vector *modParams = new Vector(dparams, npar); Vector *modParams = new Vector(dparams, npar);
#ifdef DEBUG #ifdef DEBUG
mexPrintf("k_ord_perturbation: nParams=%d .\n", npar); mexPrintf("k_ord_perturbation: nParams=%d .\n", npar);
@ -65,24 +65,24 @@ main(int argc, char *argv[])
#endif #endif
double d2Dparams[4] = { //(double *) mxGetData(mxFldp); double d2Dparams[4] = { //(double *) mxGetData(mxFldp);
0.1960e-3, 0.0, 0.1960e-3, 0.0,
0.0, 0.0250e-3 0.0, 0.0250e-3
}; };
npar = 2; //(int)mxGetN(mxFldp); npar = 2; //(int)mxGetN(mxFldp);
TwoDMatrix *vCov = new TwoDMatrix(npar, npar, (d2Dparams)); TwoDMatrix *vCov = new TwoDMatrix(npar, npar, (d2Dparams));
double dYSparams [16] = { // 27 mxGetData(mxFldp); double dYSparams[16] = { // 27 mxGetData(mxFldp);
// 1.0110, 2.2582, 5.8012, 0.5808, // 1.0110, 2.2582, 5.8012, 0.5808,
1.0110, 2.2582, 0.4477, 1.0000, 1.0110, 2.2582, 0.4477, 1.0000,
4.5959, 1.0212, 5.8012, 0.8494, 4.5959, 1.0212, 5.8012, 0.8494,
0.1872, 0.8604, 1.0030, 1.0080, 0.1872, 0.8604, 1.0030, 1.0080,
0.5808, 1.0030, 2.2582, 0.4477 0.5808, 1.0030, 2.2582, 0.4477
//, 1.0110, 2.2582, 0.4477, 1.0000, 0.1872, 2.2582, 0.4477 //, 1.0110, 2.2582, 0.4477, 1.0000, 0.1872, 2.2582, 0.4477
}; };
const int nSteady = 16; //27 //31;//29, 16 (int)mxGetM(mxFldp); const int nSteady = 16; //27 //31;//29, 16 (int)mxGetM(mxFldp);
Vector *ySteady = new Vector(dYSparams, nSteady); Vector *ySteady = new Vector(dYSparams, nSteady);
double nnzd[3] = { 77, 217, 0}; double nnzd[3] = { 77, 217, 0};
const Vector *NNZD = new Vector(nnzd, 3); const Vector *NNZD = new Vector(nnzd, 3);
//mxFldp = mxGetField(dr, 0,"nstatic" ); //mxFldp = mxGetField(dr, 0,"nstatic" );
const int nStat = 7; //(int)mxGetScalar(mxFldp); const int nStat = 7; //(int)mxGetScalar(mxFldp);
@ -109,32 +109,32 @@ main(int argc, char *argv[])
int var_order[] //[18] 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, 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 * varOrder = new Vector(var_order, nEndo);
vector<int> *var_order_vp = new vector<int>(nEndo); //nEndo)); vector<int> *var_order_vp = new vector<int>(nEndo); //nEndo));
for (int v = 0; v < nEndo; v++) for (int v = 0; v < nEndo; v++)
(*var_order_vp)[v] = var_order[v]; (*var_order_vp)[v] = var_order[v];
const double ll_incidence [] //[3][18] const double ll_incidence[] //[3][18]
= { = {
1, 5, 21, 1, 5, 21,
2, 6, 22, 2, 6, 22,
0, 7, 23, 0, 7, 23,
0, 8, 24, 0, 8, 24,
0, 9, 0, 0, 9, 0,
0, 10, 0, 0, 10, 0,
3, 11, 0, 3, 11, 0,
0, 12, 0, 0, 12, 0,
0, 13, 25, 0, 13, 25,
0, 14, 0, 0, 14, 0,
0, 15, 0, 0, 15, 0,
0, 16, 0, 0, 16, 0,
4, 17, 0, 4, 17, 0,
0, 18, 0, 0, 18, 0,
0, 19, 26, 0, 19, 26,
0, 20, 27 0, 20, 27
}; };
TwoDMatrix *llincidence = new TwoDMatrix(3, nEndo, ll_incidence); TwoDMatrix *llincidence = new TwoDMatrix(3, nEndo, ll_incidence);
@ -166,7 +166,7 @@ main(int argc, char *argv[])
mexPrintf("k_ord_perturbation: ExoNameList[%d][0]= %s.\n", i, exoNamesMX[i]); mexPrintf("k_ord_perturbation: ExoNameList[%d][0]= %s.\n", i, exoNamesMX[i]);
} }
#endif #endif
if ((nEndo != nendo) || (nExog != nexo)) //(nPar != npar) if ((nEndo != nendo) || (nExog != nexo)) //(nPar != npar)
{ {
mexPrintf("Incorrect number of input parameters.\n"); mexPrintf("Incorrect number of input parameters.\n");
return; return;
@ -220,7 +220,7 @@ main(int argc, char *argv[])
mexPrintf("k_order_perturbation: Calling dynare constructor.\n"); mexPrintf("k_order_perturbation: Calling dynare constructor.\n");
#endif #endif
// make KordpDynare object // make KordpDynare object
KordpDynare dynare(endoNamesMX, nEndo, exoNamesMX, nExog, nPar, // paramNames, KordpDynare dynare(endoNamesMX, nEndo, exoNamesMX, nExog, nPar, // paramNames,
ySteady, vCov, modParams, nStat, nPred, nForw, nBoth, ySteady, vCov, modParams, nStat, nPred, nForw, nBoth,
jcols, NNZD, nSteps, kOrder, journal, dynamicDLL, sstol, var_order_vp, //var_order jcols, NNZD, nSteps, kOrder, journal, dynamicDLL, sstol, var_order_vp, //var_order
llincidence, qz_criterium); llincidence, qz_criterium);
@ -314,7 +314,7 @@ main(int argc, char *argv[])
mexPrintf("k_order_perturbation: Filling MATLAB outputs.\n"); mexPrintf("k_order_perturbation: Filling MATLAB outputs.\n");
#endif #endif
double *dgy, *dgu, *ysteady; double *dgy, *dgu, *ysteady;
int nb_row_x; int nb_row_x;
ysteady = NULL; ysteady = NULL;

2
mex/sources/kalman_steady_state/kalman_steady_state.cc
View File

@ -95,7 +95,7 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
if (static_cast<size_t>(q) != mxGetN(prhs[1])) if (static_cast<size_t>(q) != mxGetN(prhs[1]))
DYN_MEX_FUNC_ERR_MSG_TXT("kalman_steady_state: The second input argument (QQ) must be a square matrix!"); DYN_MEX_FUNC_ERR_MSG_TXT("kalman_steady_state: The second input argument (QQ) must be a square matrix!");
if (mxIsNumeric(prhs[1]) == 0 || mxIsComplex(prhs[1]) == 1) if (mxIsNumeric(prhs[1]) == 0 || mxIsComplex(prhs[1]) == 1)
DYN_MEX_FUNC_ERR_MSG_TXT("kalman_steady_state: The second input argument (QQ) must be a real matrix!"); DYN_MEX_FUNC_ERR_MSG_TXT("kalman_steady_state: The second input argument (QQ) must be a real matrix!");
if (q != n) if (q != n)
DYN_MEX_FUNC_ERR_MSG_TXT("kalman_steady_state: The size of the second input argument (QQ) must match the size of the first argument (T)!"); DYN_MEX_FUNC_ERR_MSG_TXT("kalman_steady_state: The size of the second input argument (QQ) must match the size of the first argument (T)!");
lapack_int p = mxGetN(prhs[2]); lapack_int p = mxGetN(prhs[2]);

22
mex/sources/local_state_space_iterations/local_state_space_iteration_2.cc
View File

@ -31,7 +31,7 @@
#include <omp.h> #include <omp.h>
#define FIRST_ORDER_LOOP 1// Comment out this line to use mkl-blas instead of loops when computing ghx*yhat and ghu*epsilon #define FIRST_ORDER_LOOP 1 // Comment out this line to use mkl-blas instead of loops when computing ghx*yhat and ghu*epsilon
std::tuple<std::vector<int>, std::vector<int>, std::vector<int>> std::tuple<std::vector<int>, std::vector<int>, std::vector<int>>
set_vector_of_indices(int n, int r) set_vector_of_indices(int n, int r)
@ -216,7 +216,7 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
prhs[7] ghxu [double] m×nq array, second order reduced form. prhs[7] ghxu [double] m×nq array, second order reduced form.
prhs[8] yhat_ [double] [OPTIONAL] n×s array, time t particles (pruning additional latent variables). prhs[8] yhat_ [double] [OPTIONAL] n×s array, time t particles (pruning additional latent variables).
prhs[9] ss [double] [OPTIONAL] m×1 array, steady state for the union of the states and the observed variables (needed for the pruning mode). prhs[9] ss [double] [OPTIONAL] m×1 array, steady state for the union of the states and the observed variables (needed for the pruning mode).
prhs[9 or 11] [double] num of threads prhs[9 or 11] [double] num of threads
plhs[0] y [double] n×s array, time t+1 particles. plhs[0] y [double] n×s array, time t+1 particles.
@ -231,14 +231,14 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
mexErrMsgTxt("Too many output arguments."); mexErrMsgTxt("Too many output arguments.");
// Get dimensions. // Get dimensions.
size_t n = mxGetM(prhs[0]);// Number of states. size_t n = mxGetM(prhs[0]); // Number of states.
size_t s = mxGetN(prhs[0]);// Number of particles. size_t s = mxGetN(prhs[0]); // Number of particles.
size_t q = mxGetM(prhs[1]);// Number of innovations. size_t q = mxGetM(prhs[1]); // Number of innovations.
size_t m = mxGetM(prhs[2]);// Number of elements in the union of states and observed variables. size_t m = mxGetM(prhs[2]); // Number of elements in the union of states and observed variables.
//mexPrintf("\n s (the number of column of yhat) is equal to %d.", s); //mexPrintf("\n s (the number of column of yhat) is equal to %d.", s);
//mexPrintf("\n The number of column of epsilon is %d.", mxGetN(prhs[1])); //mexPrintf("\n The number of column of epsilon is %d.", mxGetN(prhs[1]));
// Check the dimensions. // Check the dimensions.
if (s != mxGetN(prhs[1]) // Number of columns for epsilon if (s != mxGetN(prhs[1]) // Number of columns for epsilon
|| n != mxGetN(prhs[2]) // Number of columns for ghx || n != mxGetN(prhs[2]) // Number of columns for ghx
|| m != mxGetM(prhs[3]) // Number of rows for ghu || m != mxGetM(prhs[3]) // Number of rows for ghu
|| q != mxGetN(prhs[3]) // Number of columns for ghu || q != mxGetN(prhs[3]) // Number of columns for ghu
@ -248,12 +248,12 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
|| m != mxGetM(prhs[6]) // Number of rows for ghuu || m != mxGetM(prhs[6]) // Number of rows for ghuu
|| q*q != mxGetN(prhs[6]) // Number of columns for ghuu || q*q != mxGetN(prhs[6]) // Number of columns for ghuu
|| m != mxGetM(prhs[7]) // Number of rows for ghxu || m != mxGetM(prhs[7]) // Number of rows for ghxu
|| n*q != mxGetN(prhs[7])) // Number of rows for ghxu || n*q != mxGetN(prhs[7])) // Number of rows for ghxu
mexErrMsgTxt("Input dimension mismatch!."); mexErrMsgTxt("Input dimension mismatch!.");
if (nrhs > 9) if (nrhs > 9)
if (n != mxGetM(prhs[8]) // Number of rows for yhat_ if (n != mxGetM(prhs[8]) // Number of rows for yhat_
|| s != mxGetN(prhs[8]) // Number of columns for yhat_ || s != mxGetN(prhs[8]) // Number of columns for yhat_
|| m != mxGetM(prhs[9])) // Number of rows for ss || m != mxGetM(prhs[9])) // Number of rows for ss
mexErrMsgTxt("Input dimension mismatch!."); mexErrMsgTxt("Input dimension mismatch!.");
// Get Input arrays. // Get Input arrays.

7
mex/sources/local_state_space_iterations/local_state_space_iteration_k.cc
View File

@ -37,13 +37,13 @@
struct ParticleWorker : public sthread::detach_thread struct ParticleWorker : public sthread::detach_thread
{ {
const int npred_both, exo_nbr; const int npred_both, exo_nbr;
const std::pair<size_t,size_t> particle_range; const std::pair<size_t, size_t> particle_range;
const ConstGeneralMatrix &yhat, &epsilon; const ConstGeneralMatrix &yhat, &epsilon;
const Vector &ys_reordered; const Vector &ys_reordered;
const UnfoldDecisionRule &dr; const UnfoldDecisionRule &dr;
GeneralMatrix &ynext; GeneralMatrix &ynext;
ParticleWorker(int npred_both_arg, int exo_nbr_arg, std::pair<size_t,size_t> particle_range_arg, ParticleWorker(int npred_both_arg, int exo_nbr_arg, std::pair<size_t, size_t> particle_range_arg,
const ConstGeneralMatrix &yhat_arg, const ConstGeneralMatrix &epsilon_arg, const ConstGeneralMatrix &yhat_arg, const ConstGeneralMatrix &epsilon_arg,
const Vector &ys_reordered_arg, const UnfoldDecisionRule &dr_arg, const Vector &ys_reordered_arg, const UnfoldDecisionRule &dr_arg,
GeneralMatrix &ynext_arg) GeneralMatrix &ynext_arg)
@ -52,7 +52,8 @@ struct ParticleWorker : public sthread::detach_thread
ynext{ynext_arg} ynext{ynext_arg}
{ {
} }
void operator()(std::mutex &mut) override void
operator()(std::mutex &mut) override
{ {
Vector dyu(npred_both+exo_nbr); Vector dyu(npred_both+exo_nbr);
Vector dy(dyu, 0, npred_both); Vector dy(dyu, 0, npred_both);

10
mex/sources/ms-sbvar/mex_top_level.cc
View File

@ -48,16 +48,16 @@ mexFunction(int nlhs, mxArray *plhs[],
/* /*
* Allocate memory * Allocate memory
*/ */
maxnargs = static_cast<int> (mxGetN(prhs[0])/2+1); maxnargs = static_cast<int>(mxGetN(prhs[0])/2+1);
argument = static_cast<char *> (mxCalloc(mxGetN(prhs[0])+1, sizeof(char))); argument = static_cast<char *>(mxCalloc(mxGetN(prhs[0])+1, sizeof(char)));
args = static_cast<char **> (mxCalloc(maxnargs, sizeof(char *))); args = static_cast<char **>(mxCalloc(maxnargs, sizeof(char *)));
if (argument == NULL || args == NULL) if (argument == NULL || args == NULL)
DYN_MEX_FUNC_ERR_MSG_TXT("Error in MS-SBVAR MEX file: could not allocate memory. (1)"); DYN_MEX_FUNC_ERR_MSG_TXT("Error in MS-SBVAR MEX file: could not allocate memory. (1)");
/* /*
* Create argument string from prhs and parse to create args / nargs * Create argument string from prhs and parse to create args / nargs
*/ */
if (!(args[nargs] = static_cast<char *> (mxCalloc(strlen(mainarg)+1, sizeof(char))))) if (!(args[nargs] = static_cast<char *>(mxCalloc(strlen(mainarg)+1, sizeof(char)))))
DYN_MEX_FUNC_ERR_MSG_TXT("Error in MS-SBVAR MEX file: could not allocate memory. (2)"); DYN_MEX_FUNC_ERR_MSG_TXT("Error in MS-SBVAR MEX file: could not allocate memory. (2)");
strncpy(args[nargs++], mainarg, strlen(mainarg)); strncpy(args[nargs++], mainarg, strlen(mainarg));
@ -68,7 +68,7 @@ mexFunction(int nlhs, mxArray *plhs[],
beginarg = &argument[0]; beginarg = &argument[0];
while ((n = strcspn(beginarg, " "))) while ((n = strcspn(beginarg, " ")))
{ {
if (!(args[nargs] = static_cast<char *> (mxCalloc(n+1, sizeof(char))))) if (!(args[nargs] = static_cast<char *>(mxCalloc(n+1, sizeof(char)))))
DYN_MEX_FUNC_ERR_MSG_TXT("Error in MS-SBVAR MEX file: could not allocate memory. (3)"); DYN_MEX_FUNC_ERR_MSG_TXT("Error in MS-SBVAR MEX file: could not allocate memory. (3)");
strncpy(args[nargs++], beginarg, n); strncpy(args[nargs++], beginarg, n);

10
mex/sources/ms-sbvar/modify_for_mex.cc
View File

@ -19,12 +19,12 @@
#if defined(MATLAB_MEX_FILE) || defined(OCTAVE_MEX_FILE) #if defined(MATLAB_MEX_FILE) || defined(OCTAVE_MEX_FILE)
#include <dynmex.h> # include <dynmex.h>
#ifdef __cplusplus # ifdef __cplusplus
extern "C" extern "C"
{ {
#endif # endif
int constant_seed; int constant_seed;
@ -34,7 +34,7 @@ extern "C"
throw "Error in MS-SBVAR MEX file.\n"; throw "Error in MS-SBVAR MEX file.\n";
} }
#ifdef __cplusplus # ifdef __cplusplus
} }
#endif # endif
#endif #endif

38
mex/sources/perfect_foresight_problem/DynamicModelCaller.hh
View File

@ -39,7 +39,9 @@ public:
// Used to store error messages (as exceptions cannot cross the OpenMP boundary) // Used to store error messages (as exceptions cannot cross the OpenMP boundary)
static std::string error_msg; static std::string error_msg;
DynamicModelCaller(bool linear_arg, bool compute_jacobian_arg) : linear{linear_arg}, compute_jacobian{compute_jacobian_arg} {}; DynamicModelCaller(bool linear_arg, bool compute_jacobian_arg) : linear{linear_arg}, compute_jacobian{compute_jacobian_arg}
{
};
virtual ~DynamicModelCaller() = default; virtual ~DynamicModelCaller() = default;
virtual double &y(size_t i) const = 0; virtual double &y(size_t i) const = 0;
virtual double jacobian(size_t i) const = 0; virtual double jacobian(size_t i) const = 0;
@ -55,7 +57,7 @@ private:
static void *dynamic_mex; static void *dynamic_mex;
#endif #endif
using dynamic_tt_fct = void (*)(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T); using dynamic_tt_fct = void (*)(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T);
using dynamic_deriv_fct = void (*) (const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *deriv); using dynamic_deriv_fct = void (*)(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *deriv);
static dynamic_tt_fct residual_tt_fct, g1_tt_fct; static dynamic_tt_fct residual_tt_fct, g1_tt_fct;
static dynamic_deriv_fct residual_fct, g1_fct; static dynamic_deriv_fct residual_fct, g1_fct;
size_t nb_row_x; size_t nb_row_x;
@ -65,8 +67,16 @@ private:
public: public:
DynamicModelDllCaller(size_t ntt, mwIndex nx, mwIndex ny, size_t ndynvars, const double *x_arg, size_t nb_row_x_arg, const double *params_arg, const double *steady_state_arg, bool linear_arg, bool compute_jacobian_arg); DynamicModelDllCaller(size_t ntt, mwIndex nx, mwIndex ny, size_t ndynvars, const double *x_arg, size_t nb_row_x_arg, const double *params_arg, const double *steady_state_arg, bool linear_arg, bool compute_jacobian_arg);
virtual ~DynamicModelDllCaller() = default; virtual ~DynamicModelDllCaller() = default;
double &y(size_t i) const override { return y_p[i]; }; double &
double jacobian(size_t i) const override { return jacobian_p[i]; }; y(size_t i) const override
{
return y_p[i];
};
double
jacobian(size_t i) const override
{
return jacobian_p[i];
};
void eval(int it, double *resid) override; void eval(int it, double *resid) override;
static void load_dll(const std::string &basename); static void load_dll(const std::string &basename);
static void unload_dll(); static void unload_dll();
@ -85,13 +95,23 @@ private:
public: public:
DynamicModelMatlabCaller(std::string basename_arg, size_t ntt, size_t ndynvars, const mxArray *x_mx_arg, const mxArray *params_mx_arg, const mxArray *steady_state_mx_arg, bool linear_arg, bool compute_jacobian_arg); DynamicModelMatlabCaller(std::string basename_arg, size_t ntt, size_t ndynvars, const mxArray *x_mx_arg, const mxArray *params_mx_arg, const mxArray *steady_state_mx_arg, bool linear_arg, bool compute_jacobian_arg);
~DynamicModelMatlabCaller() override; ~DynamicModelMatlabCaller() override;
double &y(size_t i) const override { return mxGetPr(y_mx)[i]; }; double &
double jacobian(size_t i) const override { return jacobian_mx ? mxGetPr(jacobian_mx)[i] : std::numeric_limits<double>::quiet_NaN(); }; y(size_t i) const override
{
return mxGetPr(y_mx)[i];
};
double
jacobian(size_t i) const override
{
return jacobian_mx ? mxGetPr(jacobian_mx)[i] : std::numeric_limits<double>::quiet_NaN();
};
void eval(int it, double *resid) override; void eval(int it, double *resid) override;
class Exception { class Exception
{
public: public:
const std::string msg; const std::string msg;
Exception(std::string msg_arg) : msg{std::move(msg_arg)} {}; Exception(std::string msg_arg) : msg{std::move(msg_arg)}
{
};
}; };
}; };

54
mex/sources/sobol/gaussian.hh
View File

@ -45,36 +45,36 @@ icdf(const T uniform)
{ {
static T A[6] = static T A[6] =
{ {
-3.969683028665376e+01, -3.969683028665376e+01,
2.209460984245205e+02, 2.209460984245205e+02,
-2.759285104469687e+02, -2.759285104469687e+02,
1.383577518672690e+02, 1.383577518672690e+02,
-3.066479806614716e+01, -3.066479806614716e+01,
2.506628277459239e+00 2.506628277459239e+00
}; };
static T B[5] = static T B[5] =
{ {
-5.447609879822406e+01, -5.447609879822406e+01,
1.615858368580409e+02, 1.615858368580409e+02,
-1.556989798598866e+02, -1.556989798598866e+02,
6.680131188771972e+01, 6.680131188771972e+01,
-1.328068155288572e+01 -1.328068155288572e+01
}; };
static T C[6] = static T C[6] =
{ {
-7.784894002430293e-03, -7.784894002430293e-03,
-3.223964580411365e-01, -3.223964580411365e-01,
-2.400758277161838e+00, -2.400758277161838e+00,
-2.549732539343734e+00, -2.549732539343734e+00,
4.374664141464968e+00, 4.374664141464968e+00,
2.938163982698783e+00 2.938163982698783e+00
}; };
static T D[4] = static T D[4] =
{ {
7.784695709041462e-03, 7.784695709041462e-03,
3.224671290700398e-01, 3.224671290700398e-01,
2.445134137142996e+00, 2.445134137142996e+00,
3.754408661907416e+00 3.754408661907416e+00
}; };
T gaussian = static_cast<T>(0.0); T gaussian = static_cast<T>(0.0);
if (0 < uniform && uniform < lb) if (0 < uniform && uniform < lb)
@ -148,15 +148,15 @@ usphere(int d, int n, T *U)
{ {
icdfm(n*d, U); icdfm(n*d, U);
#pragma omp parallel for #pragma omp parallel for
for (int j = 0; j < n; j++)// sequence index. for (int j = 0; j < n; j++) // sequence index.
{ {
int k = j*d; int k = j*d;
double norm = 0.0; double norm = 0.0;
for (int i = 0; i < d; i++)// dimension index. for (int i = 0; i < d; i++) // dimension index.
norm = norm + U[k+i]*U[k+i]; norm = norm + U[k+i]*U[k+i];
norm = sqrt(norm); norm = sqrt(norm);
for (int i = 0; i < d; i++)// dimension index. for (int i = 0; i < d; i++) // dimension index.
U[k+i] = U[k+i]/norm; U[k+i] = U[k+i]/norm;
} }
} }
@ -167,15 +167,15 @@ usphereRadius(int d, int n, double radius, T *U)
{ {
icdfm(n*d, U); icdfm(n*d, U);
#pragma omp parallel for #pragma omp parallel for
for (int j = 0; j < n; j++)// sequence index. for (int j = 0; j < n; j++) // sequence index.
{ {
int k = j*d; int k = j*d;
double norm = 0.0; double norm = 0.0;
for (int i = 0; i < d; i++)// dimension index. for (int i = 0; i < d; i++) // dimension index.
norm = norm + U[k+i]*U[k+i]; norm = norm + U[k+i]*U[k+i];
norm = sqrt(norm); norm = sqrt(norm);
for (int i = 0; i < d; i++)// dimension index. for (int i = 0; i < d; i++) // dimension index.
U[k+i] = radius*U[k+i]/norm; U[k+i] = radius*U[k+i]/norm;
} }
} }

224
mex/sources/sobol/sobol.hh
View File

@ -251,118 +251,118 @@ next_sobol(int dim_num, T1 *seed, T2 *quasi)
T1 l = 0; T1 l = 0;
static T1 poly[DIM_MAX] = static T1 poly[DIM_MAX] =
{ {
1, 3, 7, 11, 13, 19, 25, 37, 59, 47, 1, 3, 7, 11, 13, 19, 25, 37, 59, 47,
61, 55, 41, 67, 97, 91, 109, 103, 115, 131, 61, 55, 41, 67, 97, 91, 109, 103, 115, 131,
193, 137, 145, 143, 241, 157, 185, 167, 229, 171, 193, 137, 145, 143, 241, 157, 185, 167, 229, 171,
213, 191, 253, 203, 211, 239, 247, 285, 369, 299, 213, 191, 253, 203, 211, 239, 247, 285, 369, 299,
301, 333, 351, 355, 357, 361, 391, 397, 425, 451, 301, 333, 351, 355, 357, 361, 391, 397, 425, 451,
463, 487, 501, 529, 539, 545, 557, 563, 601, 607, 463, 487, 501, 529, 539, 545, 557, 563, 601, 607,
617, 623, 631, 637, 647, 661, 675, 677, 687, 695, 617, 623, 631, 637, 647, 661, 675, 677, 687, 695,
701, 719, 721, 731, 757, 761, 787, 789, 799, 803, 701, 719, 721, 731, 757, 761, 787, 789, 799, 803,
817, 827, 847, 859, 865, 875, 877, 883, 895, 901, 817, 827, 847, 859, 865, 875, 877, 883, 895, 901,
911, 949, 953, 967, 971, 973, 981, 985, 995, 1001, 911, 949, 953, 967, 971, 973, 981, 985, 995, 1001,
1019, 1033, 1051, 1063, 1069, 1125, 1135, 1153, 1163, 1221, 1019, 1033, 1051, 1063, 1069, 1125, 1135, 1153, 1163, 1221,
1239, 1255, 1267, 1279, 1293, 1305, 1315, 1329, 1341, 1347, 1239, 1255, 1267, 1279, 1293, 1305, 1315, 1329, 1341, 1347,
1367, 1387, 1413, 1423, 1431, 1441, 1479, 1509, 1527, 1531, 1367, 1387, 1413, 1423, 1431, 1441, 1479, 1509, 1527, 1531,
1555, 1557, 1573, 1591, 1603, 1615, 1627, 1657, 1663, 1673, 1555, 1557, 1573, 1591, 1603, 1615, 1627, 1657, 1663, 1673,
1717, 1729, 1747, 1759, 1789, 1815, 1821, 1825, 1849, 1863, 1717, 1729, 1747, 1759, 1789, 1815, 1821, 1825, 1849, 1863,
1869, 1877, 1881, 1891, 1917, 1933, 1939, 1969, 2011, 2035, 1869, 1877, 1881, 1891, 1917, 1933, 1939, 1969, 2011, 2035,
2041, 2053, 2071, 2091, 2093, 2119, 2147, 2149, 2161, 2171, 2041, 2053, 2071, 2091, 2093, 2119, 2147, 2149, 2161, 2171,
2189, 2197, 2207, 2217, 2225, 2255, 2257, 2273, 2279, 2283, 2189, 2197, 2207, 2217, 2225, 2255, 2257, 2273, 2279, 2283,
2293, 2317, 2323, 2341, 2345, 2363, 2365, 2373, 2377, 2385, 2293, 2317, 2323, 2341, 2345, 2363, 2365, 2373, 2377, 2385,
2395, 2419, 2421, 2431, 2435, 2447, 2475, 2477, 2489, 2503, 2395, 2419, 2421, 2431, 2435, 2447, 2475, 2477, 2489, 2503,
2521, 2533, 2551, 2561, 2567, 2579, 2581, 2601, 2633, 2657, 2521, 2533, 2551, 2561, 2567, 2579, 2581, 2601, 2633, 2657,
2669, 2681, 2687, 2693, 2705, 2717, 2727, 2731, 2739, 2741, 2669, 2681, 2687, 2693, 2705, 2717, 2727, 2731, 2739, 2741,
2773, 2783, 2793, 2799, 2801, 2811, 2819, 2825, 2833, 2867, 2773, 2783, 2793, 2799, 2801, 2811, 2819, 2825, 2833, 2867,
2879, 2881, 2891, 2905, 2911, 2917, 2927, 2941, 2951, 2955, 2879, 2881, 2891, 2905, 2911, 2917, 2927, 2941, 2951, 2955,
2963, 2965, 2991, 2999, 3005, 3017, 3035, 3037, 3047, 3053, 2963, 2965, 2991, 2999, 3005, 3017, 3035, 3037, 3047, 3053,
3083, 3085, 3097, 3103, 3159, 3169, 3179, 3187, 3205, 3209, 3083, 3085, 3097, 3103, 3159, 3169, 3179, 3187, 3205, 3209,
3223, 3227, 3229, 3251, 3263, 3271, 3277, 3283, 3285, 3299, 3223, 3227, 3229, 3251, 3263, 3271, 3277, 3283, 3285, 3299,
3305, 3319, 3331, 3343, 3357, 3367, 3373, 3393, 3399, 3413, 3305, 3319, 3331, 3343, 3357, 3367, 3373, 3393, 3399, 3413,
3417, 3427, 3439, 3441, 3475, 3487, 3497, 3515, 3517, 3529, 3417, 3427, 3439, 3441, 3475, 3487, 3497, 3515, 3517, 3529,
3543, 3547, 3553, 3559, 3573, 3589, 3613, 3617, 3623, 3627, 3543, 3547, 3553, 3559, 3573, 3589, 3613, 3617, 3623, 3627,
3635, 3641, 3655, 3659, 3669, 3679, 3697, 3707, 3709, 3713, 3635, 3641, 3655, 3659, 3669, 3679, 3697, 3707, 3709, 3713,
3731, 3743, 3747, 3771, 3791, 3805, 3827, 3833, 3851, 3865, 3731, 3743, 3747, 3771, 3791, 3805, 3827, 3833, 3851, 3865,
3889, 3895, 3933, 3947, 3949, 3957, 3971, 3985, 3991, 3995, 3889, 3895, 3933, 3947, 3949, 3957, 3971, 3985, 3991, 3995,
4007, 4013, 4021, 4045, 4051, 4069, 4073, 4179, 4201, 4219, 4007, 4013, 4021, 4045, 4051, 4069, 4073, 4179, 4201, 4219,
4221, 4249, 4305, 4331, 4359, 4383, 4387, 4411, 4431, 4439, 4221, 4249, 4305, 4331, 4359, 4383, 4387, 4411, 4431, 4439,
4449, 4459, 4485, 4531, 4569, 4575, 4621, 4663, 4669, 4711, 4449, 4459, 4485, 4531, 4569, 4575, 4621, 4663, 4669, 4711,
4723, 4735, 4793, 4801, 4811, 4879, 4893, 4897, 4921, 4927, 4723, 4735, 4793, 4801, 4811, 4879, 4893, 4897, 4921, 4927,
4941, 4977, 5017, 5027, 5033, 5127, 5169, 5175, 5199, 5213, 4941, 4977, 5017, 5027, 5033, 5127, 5169, 5175, 5199, 5213,
5223, 5237, 5287, 5293, 5331, 5391, 5405, 5453, 5523, 5573, 5223, 5237, 5287, 5293, 5331, 5391, 5405, 5453, 5523, 5573,
5591, 5597, 5611, 5641, 5703, 5717, 5721, 5797, 5821, 5909, 5591, 5597, 5611, 5641, 5703, 5717, 5721, 5797, 5821, 5909,
5913, 5955, 5957, 6005, 6025, 6061, 6067, 6079, 6081, 6231, 5913, 5955, 5957, 6005, 6025, 6061, 6067, 6079, 6081, 6231,
6237, 6289, 6295, 6329, 6383, 6427, 6453, 6465, 6501, 6523, 6237, 6289, 6295, 6329, 6383, 6427, 6453, 6465, 6501, 6523,
6539, 6577, 6589, 6601, 6607, 6631, 6683, 6699, 6707, 6761, 6539, 6577, 6589, 6601, 6607, 6631, 6683, 6699, 6707, 6761,
6795, 6865, 6881, 6901, 6923, 6931, 6943, 6999, 7057, 7079, 6795, 6865, 6881, 6901, 6923, 6931, 6943, 6999, 7057, 7079,
7103, 7105, 7123, 7173, 7185, 7191, 7207, 7245, 7303, 7327, 7103, 7105, 7123, 7173, 7185, 7191, 7207, 7245, 7303, 7327,
7333, 7355, 7365, 7369, 7375, 7411, 7431, 7459, 7491, 7505, 7333, 7355, 7365, 7369, 7375, 7411, 7431, 7459, 7491, 7505,
7515, 7541, 7557, 7561, 7701, 7705, 7727, 7749, 7761, 7783, 7515, 7541, 7557, 7561, 7701, 7705, 7727, 7749, 7761, 7783,
7795, 7823, 7907, 7953, 7963, 7975, 8049, 8089, 8123, 8125, 7795, 7823, 7907, 7953, 7963, 7975, 8049, 8089, 8123, 8125,
8137, 8219, 8231, 8245, 8275, 8293, 8303, 8331, 8333, 8351, 8137, 8219, 8231, 8245, 8275, 8293, 8303, 8331, 8333, 8351,
8357, 8367, 8379, 8381, 8387, 8393, 8417, 8435, 8461, 8469, 8357, 8367, 8379, 8381, 8387, 8393, 8417, 8435, 8461, 8469,
8489, 8495, 8507, 8515, 8551, 8555, 8569, 8585, 8599, 8605, 8489, 8495, 8507, 8515, 8551, 8555, 8569, 8585, 8599, 8605,
8639, 8641, 8647, 8653, 8671, 8675, 8689, 8699, 8729, 8741, 8639, 8641, 8647, 8653, 8671, 8675, 8689, 8699, 8729, 8741,
8759, 8765, 8771, 8795, 8797, 8825, 8831, 8841, 8855, 8859, 8759, 8765, 8771, 8795, 8797, 8825, 8831, 8841, 8855, 8859,
8883, 8895, 8909, 8943, 8951, 8955, 8965, 8999, 9003, 9031, 8883, 8895, 8909, 8943, 8951, 8955, 8965, 8999, 9003, 9031,
9045, 9049, 9071, 9073, 9085, 9095, 9101, 9109, 9123, 9129, 9045, 9049, 9071, 9073, 9085, 9095, 9101, 9109, 9123, 9129,
9137, 9143, 9147, 9185, 9197, 9209, 9227, 9235, 9247, 9253, 9137, 9143, 9147, 9185, 9197, 9209, 9227, 9235, 9247, 9253,
9257, 9277, 9297, 9303, 9313, 9325, 9343, 9347, 9371, 9373, 9257, 9277, 9297, 9303, 9313, 9325, 9343, 9347, 9371, 9373,
9397, 9407, 9409, 9415, 9419, 9443, 9481, 9495, 9501, 9505, 9397, 9407, 9409, 9415, 9419, 9443, 9481, 9495, 9501, 9505,
9517, 9529, 9555, 9557, 9571, 9585, 9591, 9607, 9611, 9621, 9517, 9529, 9555, 9557, 9571, 9585, 9591, 9607, 9611, 9621,
9625, 9631, 9647, 9661, 9669, 9679, 9687, 9707, 9731, 9733, 9625, 9631, 9647, 9661, 9669, 9679, 9687, 9707, 9731, 9733,
9745, 9773, 9791, 9803, 9811, 9817, 9833, 9847, 9851, 9863, 9745, 9773, 9791, 9803, 9811, 9817, 9833, 9847, 9851, 9863,
9875, 9881, 9905, 9911, 9917, 9923, 9963, 9973, 10003, 10025, 9875, 9881, 9905, 9911, 9917, 9923, 9963, 9973, 10003, 10025,
10043, 10063, 10071, 10077, 10091, 10099, 10105, 10115, 10129, 10145, 10043, 10063, 10071, 10077, 10091, 10099, 10105, 10115, 10129, 10145,
10169, 10183, 10187, 10207, 10223, 10225, 10247, 10265, 10271, 10275, 10169, 10183, 10187, 10207, 10223, 10225, 10247, 10265, 10271, 10275,
10289, 10299, 10301, 10309, 10343, 10357, 10373, 10411, 10413, 10431, 10289, 10299, 10301, 10309, 10343, 10357, 10373, 10411, 10413, 10431,
10445, 10453, 10463, 10467, 10473, 10491, 10505, 10511, 10513, 10523, 10445, 10453, 10463, 10467, 10473, 10491, 10505, 10511, 10513, 10523,
10539, 10549, 10559, 10561, 10571, 10581, 10615, 10621, 10625, 10643, 10539, 10549, 10559, 10561, 10571, 10581, 10615, 10621, 10625, 10643,
10655, 10671, 10679, 10685, 10691, 10711, 10739, 10741, 10755, 10767, 10655, 10671, 10679, 10685, 10691, 10711, 10739, 10741, 10755, 10767,
10781, 10785, 10803, 10805, 10829, 10857, 10863, 10865, 10875, 10877, 10781, 10785, 10803, 10805, 10829, 10857, 10863, 10865, 10875, 10877,
10917, 10921, 10929, 10949, 10967, 10971, 10987, 10995, 11009, 11029, 10917, 10921, 10929, 10949, 10967, 10971, 10987, 10995, 11009, 11029,
11043, 11045, 11055, 11063, 11075, 11081, 11117, 11135, 11141, 11159, 11043, 11045, 11055, 11063, 11075, 11081, 11117, 11135, 11141, 11159,
11163, 11181, 11187, 11225, 11237, 11261, 11279, 11297, 11307, 11309, 11163, 11181, 11187, 11225, 11237, 11261, 11279, 11297, 11307, 11309,
11327, 11329, 11341, 11377, 11403, 11405, 11413, 11427, 11439, 11453, 11327, 11329, 11341, 11377, 11403, 11405, 11413, 11427, 11439, 11453,
11461, 11473, 11479, 11489, 11495, 11499, 11533, 11545, 11561, 11567, 11461, 11473, 11479, 11489, 11495, 11499, 11533, 11545, 11561, 11567,
11575, 11579, 11589, 11611, 11623, 11637, 11657, 11663, 11687, 11691, 11575, 11579, 11589, 11611, 11623, 11637, 11657, 11663, 11687, 11691,
11701, 11747, 11761, 11773, 11783, 11795, 11797, 11817, 11849, 11855, 11701, 11747, 11761, 11773, 11783, 11795, 11797, 11817, 11849, 11855,
11867, 11869, 11873, 11883, 11919, 11921, 11927, 11933, 11947, 11955, 11867, 11869, 11873, 11883, 11919, 11921, 11927, 11933, 11947, 11955,
11961, 11999, 12027, 12029, 12037, 12041, 12049, 12055, 12095, 12097, 11961, 11999, 12027, 12029, 12037, 12041, 12049, 12055, 12095, 12097,
12107, 12109, 12121, 12127, 12133, 12137, 12181, 12197, 12207, 12209, 12107, 12109, 12121, 12127, 12133, 12137, 12181, 12197, 12207, 12209,
12239, 12253, 12263, 12269, 12277, 12287, 12295, 12309, 12313, 12335, 12239, 12253, 12263, 12269, 12277, 12287, 12295, 12309, 12313, 12335,
12361, 12367, 12391, 12409, 12415, 12433, 12449, 12469, 12479, 12481, 12361, 12367, 12391, 12409, 12415, 12433, 12449, 12469, 12479, 12481,
12499, 12505, 12517, 12527, 12549, 12559, 12597, 12615, 12621, 12639, 12499, 12505, 12517, 12527, 12549, 12559, 12597, 12615, 12621, 12639,
12643, 12657, 12667, 12707, 12713, 12727, 12741, 12745, 12763, 12769, 12643, 12657, 12667, 12707, 12713, 12727, 12741, 12745, 12763, 12769,
12779, 12781, 12787, 12799, 12809, 12815, 12829, 12839, 12857, 12875, 12779, 12781, 12787, 12799, 12809, 12815, 12829, 12839, 12857, 12875,
12883, 12889, 12901, 12929, 12947, 12953, 12959, 12969, 12983, 12987, 12883, 12889, 12901, 12929, 12947, 12953, 12959, 12969, 12983, 12987,
12995, 13015, 13019, 13031, 13063, 13077, 13103, 13137, 13149, 13173, 12995, 13015, 13019, 13031, 13063, 13077, 13103, 13137, 13149, 13173,
13207, 13211, 13227, 13241, 13249, 13255, 13269, 13283, 13285, 13303, 13207, 13211, 13227, 13241, 13249, 13255, 13269, 13283, 13285, 13303,
13307, 13321, 13339, 13351, 13377, 13389, 13407, 13417, 13431, 13435, 13307, 13321, 13339, 13351, 13377, 13389, 13407, 13417, 13431, 13435,
13447, 13459, 13465, 13477, 13501, 13513, 13531, 13543, 13561, 13581, 13447, 13459, 13465, 13477, 13501, 13513, 13531, 13543, 13561, 13581,
13599, 13605, 13617, 13623, 13637, 13647, 13661, 13677, 13683, 13695, 13599, 13605, 13617, 13623, 13637, 13647, 13661, 13677, 13683, 13695,
13725, 13729, 13753, 13773, 13781, 13785, 13795, 13801, 13807, 13825, 13725, 13729, 13753, 13773, 13781, 13785, 13795, 13801, 13807, 13825,
13835, 13855, 13861, 13871, 13883, 13897, 13905, 13915, 13939, 13941, 13835, 13855, 13861, 13871, 13883, 13897, 13905, 13915, 13939, 13941,
13969, 13979, 13981, 13997, 14027, 14035, 14037, 14051, 14063, 14085, 13969, 13979, 13981, 13997, 14027, 14035, 14037, 14051, 14063, 14085,
14095, 14107, 14113, 14125, 14137, 14145, 14151, 14163, 14193, 14199, 14095, 14107, 14113, 14125, 14137, 14145, 14151, 14163, 14193, 14199,
14219, 14229, 14233, 14243, 14277, 14287, 14289, 14295, 14301, 14305, 14219, 14229, 14233, 14243, 14277, 14287, 14289, 14295, 14301, 14305,
14323, 14339, 14341, 14359, 14365, 14375, 14387, 14411, 14425, 14441, 14323, 14339, 14341, 14359, 14365, 14375, 14387, 14411, 14425, 14441,
14449, 14499, 14513, 14523, 14537, 14543, 14561, 14579, 14585, 14593, 14449, 14499, 14513, 14523, 14537, 14543, 14561, 14579, 14585, 14593,
14599, 14603, 14611, 14641, 14671, 14695, 14701, 14723, 14725, 14743, 14599, 14603, 14611, 14641, 14671, 14695, 14701, 14723, 14725, 14743,
14753, 14759, 14765, 14795, 14797, 14803, 14831, 14839, 14845, 14855, 14753, 14759, 14765, 14795, 14797, 14803, 14831, 14839, 14845, 14855,
14889, 14895, 14909, 14929, 14941, 14945, 14951, 14963, 14965, 14985, 14889, 14895, 14909, 14929, 14941, 14945, 14951, 14963, 14965, 14985,
15033, 15039, 15053, 15059, 15061, 15071, 15077, 15081, 15099, 15121, 15033, 15039, 15053, 15059, 15061, 15071, 15077, 15081, 15099, 15121,
15147, 15149, 15157, 15167, 15187, 15193, 15203, 15205, 15215, 15217, 15147, 15149, 15157, 15167, 15187, 15193, 15203, 15205, 15215, 15217,
15223, 15243, 15257, 15269, 15273, 15287, 15291, 15313, 15335, 15347, 15223, 15243, 15257, 15269, 15273, 15287, 15291, 15313, 15335, 15347,
15359, 15373, 15379, 15381, 15391, 15395, 15397, 15419, 15439, 15453, 15359, 15373, 15379, 15381, 15391, 15395, 15397, 15419, 15439, 15453,
15469, 15491, 15503, 15517, 15527, 15531, 15545, 15559, 15593, 15611, 15469, 15491, 15503, 15517, 15527, 15531, 15545, 15559, 15593, 15611,
15613, 15619, 15639, 15643, 15649, 15661, 15667, 15669, 15681, 15693, 15613, 15619, 15639, 15643, 15649, 15661, 15667, 15669, 15681, 15693,
15717, 15721, 15741, 15745, 15765, 15793, 15799, 15811, 15825, 15835, 15717, 15721, 15741, 15745, 15765, 15793, 15799, 15811, 15825, 15835,
15847, 15851, 15865, 15877, 15881, 15887, 15899, 15915, 15935, 15937, 15847, 15851, 15865, 15877, 15881, 15887, 15899, 15915, 15935, 15937,
15955, 15973, 15977, 16011, 16035, 16061, 16069, 16087, 16093, 16097, 15955, 15973, 15977, 16011, 16035, 16061, 16069, 16087, 16093, 16097,
16121, 16141, 16153, 16159, 16165, 16183, 16189, 16195, 16197, 16201, 16121, 16141, 16153, 16159, 16165, 16183, 16189, 16195, 16197, 16201,
16209, 16215, 16225, 16259, 16265, 16273, 16299, 16309, 16355, 16375, 16209, 16215, 16225, 16259, 16265, 16273, 16299, 16309, 16355, 16375,
16381 16381
}; };
static T2 recipd; static T2 recipd;
static T1 seed_save = -1; static T1 seed_save = -1;