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* Fix USE_DLL option at order 2 (closes #64) 

* Added a corresponding test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2009-12-14 11:06:29 +00:00
parent 8949887286
commit cf77c3f245
5 changed files with 84 additions and 1 deletions
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5
matlab/dr1.m
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@ -240,6 +240,11 @@ function [dr,info,M_,options_,oo_] = dr1(dr,task,M_,options_,oo_)
[junk,jacobia_,hessian1] = feval([M_.fname '_dynamic'],z,...
[oo_.exo_simul ...
oo_.exo_det_simul], M_.params, it_);
if options_.use_dll
% In USE_DLL mode, the hessian is in the 3-column sparse representation
hessian1 = sparse(hessian1(:,1), hessian1(:,2), hessian1(:,3), ...
size(jacobia_, 1), size(jacobia_, 2)*size(jacobia_, 2));
end
end
end

3
matlab/global_initialization.m
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@ -226,6 +226,9 @@ function global_initialization()
% did model undergo block decomposition + minimum feedback set computation ?
options_.block = 0;
% model evaluated using a compiled MEX
options_.use_dll = 0;
% model evaluated using bytecode.dll
options_.bytecode = 0;

3
preprocessor/ModFile.cc
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@ -287,7 +287,8 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all
mOutputFile << "options_.linear = 1;" << endl;
mOutputFile << "options_.block=" << block << ";" << endl
<< "options_.bytecode=" << byte_code << ";" << endl;
<< "options_.bytecode=" << byte_code << ";" << endl
<< "options_.use_dll=" << use_dll << ";" << endl;
if (byte_code)
mOutputFile << "if exist('bytecode') ~= 3" << endl

1
tests/Makefile.am
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@ -5,6 +5,7 @@ OCTAVE_MODS = \
ramst.mod \
ramst_a.mod \
example1.mod \
example1_use_dll.mod \
t_sgu_ex1.mod \
ramsey.mod \
ramst_initval_file.mod \

73
tests/example1_use_dll.mod Normal file
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@ -0,0 +1,73 @@
// Test USE_DLL option at order 2
var y, c, k, a, h, b;
varexo e,u;
parameters beta, rho, alpha, delta, theta, psi, tau, phi;
alpha = 0.36;
rho = 0.95;
tau = 0.025;
beta = 0.99;
delta = 0.025;
psi = 0;
theta = 2.95;
phi = 0.1;
model(use_dll);
c*theta*h^(1+psi)=(1-alpha)*y;
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
k = exp(b)*(y-c)+(1-delta)*k(-1);
a = rho*a(-1)+tau*b(-1) + e;
b = tau*a(-1)+rho*b(-1) + u;
end;
initval;
y = 1.08068253095672;
c = 0.80359242014163;
h = 0.29175631001732;
k = 5;
a = 0;
b = 0;
e = 0;
u = 0;
end;
shocks;
var e; stderr 0.009;
var u; stderr 0.009;
var e, u = phi*0.009*0.009;
end;
stoch_simul(nograph);
if ~exist('example1_results.mat','file');
error('example1 must be run first');
end;
oo1 = load('example1_results','oo_');
dr0 = oo1.oo_.dr;
dr = oo_.dr;
if max(max(abs(dr0.ghx - dr.ghx))) > 1e-12;
error('error in ghx');
end;
if max(max(abs(dr0.ghu - dr.ghu))) > 1e-12;
error('error in ghu');
end;
if max(max(abs(dr0.ghxx - dr.ghxx))) > 1e-12;
error('error in ghxx');
end;
if max(max(abs(dr0.ghuu - dr.ghuu))) > 1e-12;
error('error in ghuu');
end;
if max(max(abs(dr0.ghxu - dr.ghxu))) > 1e-12;
error('error in ghxu');
end;
if max(max(abs(dr0.ghs2 - dr.ghs2))) > 1e-12;
error('error in ghs2');
end;