Adding inner loop for performance tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2716 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
george
parent
3260ba476e
commit
c0e2ee809c
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@ -1,83 +1,91 @@
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# $Id: Makefile 531 2005-11-30 13:49:48Z kamenik $
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# Copyright 2005, Ondra Kamenik
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DEBUG = yes
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LD_LIBS := -llapack -lcblas -lf77blas -latlas -lg2c
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CC_FLAGS := -DMATLAB -DWINDOWS -DNO_BLAS_H -DNO_LAPACK_H \
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-Wall -I../../gensylv/cc -I../cc \
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-Ic:/"Program Files"/MATLAB_SV71/extern/include
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ifeq ($(DEBUG),yes)
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CC_FLAGS := -DDEBUG $(CC_FLAGS) -g
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else
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CC_FLAGS := $(CC_FLAGS) -O2
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endif
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# Added by GP
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# LDFLAGS := -llapack -lcblas -lf77blas -latlas -lg2c -lstdc++ -lmingw32
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LDFLAGS := -Wl,--library-path $(LD_LIBRARY_PATH) \
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-Wl,-L'f:/MinGW/lib' \
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-Wl,-L"c:/Program Files"/MATLAB_SV71/extern/lib/win32/microsoft/ \
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-Wl,-llibmex -Wl,-llibmx -Wl,-llibmwlapack -Wl,-llibdflapack \
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-lg2c -lmingw32 -lstdc++ $(LDFLAGS)
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# -Wl,-L'f:/CygWin/usr/local/atlas/lib' \
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# -Wl,-L'f:/CygWin/lib' \
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# $(LDFLAGS)
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LD_LIBS :=$(LDFLAGS)
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# end add
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matrix_interface := GeneralMatrix Vector SylvException
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matobjs := $(patsubst %, ../../gensylv/cc/%.o, $(matrix_interface))
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mathsource := $(patsubst %, ../../gensylv/cc/%.h, $(matrix_interface))
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matcppsource := $(patsubst %, ../../gensylv/cc/%.cpp, $(matrix_interface))
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# cppsource := $(patsubst %.cweb,%.cpp,$(cwebsource))
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kalmancppsource := $(wildcard ../cc/*.cpp)
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kalmanhsource := $(wildcard ../cc/*.h)
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kalmanobjects := $(patsubst %.cpp,%.o,$(kalmancppsource))
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cppsource := $(wildcard *.cpp)
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hsource := $(wildcard *.h)
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objects := $(patsubst %.cpp,%.o,$(cppsource))
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hwebsource := $(wildcard *.hweb)
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cwebsource := $(wildcard *.cweb)
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dummy.ch:
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touch dummy.ch
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# %.cpp: %.cweb dummy.ch
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# ctangle -bhp $*.cweb dummy.ch $*.cpp
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# %.h: %.hweb dummy.ch
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# ctangle -bhp $*.hweb dummy.ch $*.h
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#%.o: %.cpp $(hsource) $(cppsource) #$(kalmanhsource) $(mathsource)
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%.o: %.cpp $(hsource) $(cppsource)
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c++ $(CC_FLAGS) -c $*.cpp
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kalmanlib.a: $(objects) #$(kalmanobjects) $(matobjs)
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ar cr kalmanlib.a $(objects) $(kalmanobjects) $(matobjs)
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ranlib kalmanlib.a
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kalman_smoother_dll.dll: kalman_smoother.o kalmanlib.a #$(hsource) $(cppsource)
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gcc -shared $(CC_FLAGS) -o kalman_smoother_dll.dll kalman_smoother.o \
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kalmanlib.a $(LD_LIBS)
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kalman_filter_dll.dll: kalman_filters.o kalmanlib.a # $(hsource) $(cppsource)
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gcc -shared $(CC_FLAGS) -o kalman_filter_dll.dll kalman_filters.o \
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kalmanlib.a $(LD_LIBS)
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all: $(objects) kalmanlib.a kalman_smoother_dll.dll kalman_filter_dll.dll # $(cppsource) $(hsource) $(kalmanhsource) $(kalmancppsource)
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doc: main.web $(hwebsource) $(cwebsource)
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cweave -bhp main.web
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pdftex main
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mv main.pdf ts.pdf
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clear:
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rm -f *.o
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rm -f *.{pdf,dvi,log,scn,idx,toc}
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# rm -f *.cpp
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# rm -f *.h
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# $Id: Makefile 531 2005-11-30 13:49:48Z kamenik $
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# Copyright 2005, Ondra Kamenik
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#DEBUG = yes
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LD_LIBS := -llapack -lcblas -lf77blas -latlas -lg2c
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CC_FLAGS := -DMATLAB -DWINDOWS -DNO_BLAS_H -DNO_LAPACK_H \
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-Wall -I../../gensylv/cc -I../cc \
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-Ic:/"Program Files"/MATLAB_SV71/extern/include
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ifeq ($(DEBUG),yes)
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CC_FLAGS := -DDEBUG $(CC_FLAGS) -g
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else
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CC_FLAGS := $(CC_FLAGS) -O2
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# CC_FLAGS := -DTIMING_LOOP $(CC_FLAGS) -O2
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endif
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# Added by GP
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# LDFLAGS := -llapack -lcblas -lf77blas -latlas -lg2c -lstdc++ -lmingw32
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LDFLAGS := -Wl,--library-path $(LD_LIBRARY_PATH) \
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-Wl,-L'f:/MinGW/lib' \
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-Wl,-L"c:/Program Files"/MATLAB_SV71/extern/lib/win32/microsoft/ \
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-Wl,-llibmex -Wl,-llibmx -Wl,-llibmwlapack -Wl,-llibdflapack \
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-lg2c -lmingw32 -lstdc++ $(LDFLAGS)
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# -Wl,-L'f:/CygWin/usr/local/atlas/lib' \
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# -Wl,-L'f:/CygWin/lib' \
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# $(LDFLAGS)
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LD_LIBS :=$(LDFLAGS)
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# end add
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matrix_interface := GeneralMatrix Vector SylvException
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matobjs := $(patsubst %, ../../gensylv/cc/%.o, $(matrix_interface))
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mathsource := $(patsubst %, ../../gensylv/cc/%.h, $(matrix_interface))
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matcppsource := $(patsubst %, ../../gensylv/cc/%.cpp, $(matrix_interface))
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# cppsource := $(patsubst %.cweb,%.cpp,$(cwebsource))
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kalmancppsource := $(wildcard ../cc/*.cpp)
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kalmanhsource := $(wildcard ../cc/*.h)
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kalmanobjects := $(patsubst %.cpp,%.o,$(kalmancppsource))
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cppsource := $(wildcard *.cpp)
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hsource := $(wildcard *.h)
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objects := $(patsubst %.cpp,%.o,$(cppsource))
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hwebsource := $(wildcard *.hweb)
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cwebsource := $(wildcard *.cweb)
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dummy.ch:
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touch dummy.ch
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# %.cpp: %.cweb dummy.ch
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# ctangle -bhp $*.cweb dummy.ch $*.cpp
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# %.h: %.hweb dummy.ch
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# ctangle -bhp $*.hweb dummy.ch $*.h
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#%.o: %.cpp $(hsource) $(cppsource) #$(kalmanhsource) $(mathsource)
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%.o: %.cpp $(hsource) $(cppsource)
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c++ $(CC_FLAGS) -c $*.cpp
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kalmanlib.a: $(objects) # $(matobjs) #$(kalmanobjects)
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ar cr kalmanlib.a $(kalmanobjects) $(matobjs) # $(objects)
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ranlib kalmanlib.a
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kalman_smoother_dll.dll: kalman_smoother.o kalmanlib.a #$(hsource) $(cppsource)
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gcc -shared $(CC_FLAGS) -o kalman_smoother_dll.dll kalman_smoother.o \
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kalmanlib.a $(LD_LIBS)
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kalman_filter_dll.dll: kalman_filters.o kalmanlib.a # $(hsource) $(cppsource)
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gcc -shared $(CC_FLAGS) -o kalman_filter_dll.dll kalman_filters.o \
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kalmanlib.a $(LD_LIBS)
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all: $(objects) kalmanlib.a kalman_smoother_dll.dll kalman_filter_dll.dll # $(cppsource) $(hsource) $(kalmanhsource) $(kalmancppsource)
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kalman_filter_loop.o: kalman_filters.cpp
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c++ -DTIMING_LOOP $(CC_FLAGS) -o kalman_filter_loop.o kalman_filters.cpp
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#kalman_filter_loop.dll: kalman_filter_loop.o kalmanlib.a # $(hsource) $(cppsource)
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# gcc -shared -DTIMING_LOOP $(CC_FLAGS) -o kalman_filter_loop.dll kalman_filter_loop.o \
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# kalmanlib.a $(LD_LIBS)
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doc: main.web $(hwebsource) $(cwebsource)
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cweave -bhp main.web
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pdftex main
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mv main.pdf ts.pdf
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clear:
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rm -f *.o
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rm -f *.{pdf,dvi,log,scn,idx,toc}
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# rm -f *.cpp
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# rm -f *.h
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@ -71,7 +71,8 @@
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extern "C" {
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void mexFunction(int nlhs, mxArray* plhs[],
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int nrhs, const mxArray* prhs[])
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{
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{
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if (nrhs < 9 || nrhs > 11)
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mexErrMsgTxt("Must have 9, 10 or 11 input parameters.\n");
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if (nlhs < 1 || nlhs > 4)
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@ -123,6 +124,10 @@ extern "C" {
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init = new StateInit(P, a.getData());
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}
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// fork, create objects and do filtering
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#ifdef TIMING_LOOP
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for (int tt=0;tt<10000;++tt)
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{
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#endif
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KalmanTask kt(Y, Z, H, T, R, Q, *init);
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if (uni)
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{
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@ -135,6 +140,10 @@ extern "C" {
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{
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loglik = kt.filter(per, d, (start-1), vll);
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}
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#ifdef TIMING_LOOP
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}
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//mexPrintf("kalman_filter: finished 10,000 loops");
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#endif
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// destroy init
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delete init;
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@ -160,12 +169,17 @@ extern "C" {
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mxll[j]=(*vll)[j];
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}
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} catch (const TSException& e) {
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}
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catch (const TSException& e)
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{
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mexErrMsgTxt(e.getMessage());
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} catch (SylvException& e) {
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char mes[300];
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e.printMessage(mes, 299);
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mexErrMsgTxt(mes);
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}
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}
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};
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}
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catch (SylvException& e)
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{
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char mes[300];
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e.printMessage(mes, 299);
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mexErrMsgTxt(mes);
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}
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} // mexFunction
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}; // extern 'C'
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