mjdgges DLL: convert to C++ (for consistency with other DLLs)
Various modernizations and simplifications. Also remove a workaround for a LAPACK bug in DGGES (the VSL argument was apparently referenced even though JOBVSL="N"). Hopefully the bug has been fixed everywhere now.time-shift
Sébastien Villemot
parent
b115b76e0d
commit
de159c0480
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@ -1,9 +1,9 @@
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mex_PROGRAMS = mjdgges
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nodist_mjdgges_SOURCES = mjdgges.c
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nodist_mjdgges_SOURCES = mjdgges.cc
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BUILT_SOURCES = $(nodist_mjdgges_SOURCES)
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CLEANFILES = $(nodist_mjdgges_SOURCES)
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%.c: $(top_srcdir)/../../sources/mjdgges/%.c
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%.cc: $(top_srcdir)/../../sources/mjdgges/%.cc
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$(LN_S) -f $< $@
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@ -1,5 +1,5 @@
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/*
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* Copyright © 2006-2017 Dynare Team
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* Copyright © 2006-2019 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -17,8 +17,9 @@
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include <string.h>
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#include <math.h>
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#include <cmath>
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#include <algorithm>
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#include <memory>
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#include <dynmex.h>
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#include <dynlapack.h>
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@ -26,55 +27,28 @@
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double criterium;
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lapack_int
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my_criteria(const double *alphar, const double *alphai, const double *beta)
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my_criteria(const double *alpha_r, const double *alpha_i, const double *beta)
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{
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return ((*alphar **alphar + *alphai **alphai) < criterium * criterium **beta **beta);
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}
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void
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mjdgges(double *a, double *b, double *z, unsigned int n, double *sdim, double *alphar, double *alphai, double *beta, double *info)
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{
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lapack_int i_n, i_info, i_sdim, lwork;
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double *work;
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double *junk;
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lapack_int *bwork;
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i_n = (lapack_int) n;
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lwork = 16*i_n+16;
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work = mxCalloc(lwork, sizeof(double));
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bwork = mxCalloc(i_n, sizeof(lapack_int));
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/* made necessary by bug in Lapack */
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junk = mxCalloc(i_n*i_n, sizeof(double));
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dgges("N", "V", "S", my_criteria, &i_n, a, &i_n, b, &i_n, &i_sdim, alphar, alphai, beta, junk, &i_n, z, &i_n, work, &lwork, bwork, &i_info);
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*sdim = i_sdim;
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*info = i_info;
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return *alpha_r * *alpha_r + *alpha_i * *alpha_i < criterium * criterium * *beta * *beta;
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}
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/* MATLAB interface */
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void
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mexFunction(int nlhs, mxArray *plhs[],
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int nrhs, const mxArray *prhs[])
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{
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unsigned int m1, n1, m2, n2;
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double *s, *t, *z, *sdim, *info, *a, *b;
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/* Check for proper number of arguments */
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if (nrhs < 2 || nrhs > 4 || nlhs == 0 || nlhs > 7)
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DYN_MEX_FUNC_ERR_MSG_TXT("MJDGGES: takes 2, 3 or 4 input arguments and between 1 and 7 output arguments.");
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/* Check that A and B are real matrices of the same dimension.*/
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m1 = mxGetM(prhs[0]);
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n1 = mxGetN(prhs[0]);
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m2 = mxGetM(prhs[1]);
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n2 = mxGetN(prhs[1]);
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size_t m1 = mxGetM(prhs[0]);
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size_t n1 = mxGetN(prhs[0]);
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size_t m2 = mxGetM(prhs[1]);
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size_t n2 = mxGetN(prhs[1]);
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if (!mxIsDouble(prhs[0]) || mxIsComplex(prhs[0])
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|| !mxIsDouble(prhs[1]) || mxIsComplex(prhs[1])
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|| (m1 != n1) || (m2 != n1) || (m2 != n2))
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|| m1 != n1 || m2 != n1 || m2 != n2)
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DYN_MEX_FUNC_ERR_MSG_TXT("MJDGGES requires two square real matrices of the same dimension.");
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/* Create a matrix for the return argument */
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@ -86,55 +60,56 @@ mexFunction(int nlhs, mxArray *plhs[],
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plhs[6] = mxCreateDoubleMatrix(1, 1, mxREAL);
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/* Assign pointers to the various parameters */
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s = mxGetPr(plhs[1]);
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t = mxGetPr(plhs[2]);
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z = mxGetPr(plhs[3]);
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sdim = mxGetPr(plhs[4]);
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double *s = mxGetPr(plhs[1]);
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double *t = mxGetPr(plhs[2]);
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double *z = mxGetPr(plhs[3]);
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double *sdim = mxGetPr(plhs[4]);
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#if defined(MATLAB_MEX_FILE) && MATLAB_VERSION >= 0x0904
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mxComplexDouble *gev = mxGetComplexDoubles(plhs[5]);
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#else
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double *gev_r = mxGetPr(plhs[5]);
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double *gev_i = mxGetPi(plhs[5]);
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#endif
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info = mxGetPr(plhs[6]);
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double *info = mxGetPr(plhs[6]);
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a = mxGetPr(prhs[0]);
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b = mxGetPr(prhs[1]);
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const double *a = mxGetPr(prhs[0]);
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const double *b = mxGetPr(prhs[1]);
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/* set criterium for stable eigenvalues */
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if (nrhs >= 3 && mxGetM(prhs[2]) > 0)
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{
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criterium = *mxGetPr(prhs[2]);
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}
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criterium = *mxGetPr(prhs[2]);
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else
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{
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criterium = 1+1e-6;
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}
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criterium = 1+1e-6;
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/* set criterium for 0/0 generalized eigenvalues */
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double zhreshold;
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if (nrhs == 4 && mxGetM(prhs[3]) > 0)
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{
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zhreshold = *mxGetPr(prhs[3]);
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}
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zhreshold = *mxGetPr(prhs[3]);
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else
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{
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zhreshold = 1e-6;
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}
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zhreshold = 1e-6;
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/* keep a and b intact */
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memcpy(s, a, sizeof(double)*n1*n1);
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memcpy(t, b, sizeof(double)*n1*n1);
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std::copy_n(a, n1*n1, s);
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std::copy_n(b, n1*n1, t);
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double *alpha_r = mxCalloc(n1, sizeof(double));
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double *alpha_i = mxCalloc(n1, sizeof(double));
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double *beta = mxCalloc(n1, sizeof(double));
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lapack_int i_n = static_cast<lapack_int>(n1);
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auto alpha_r = std::make_unique<double[]>(n1);
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auto alpha_i = std::make_unique<double[]>(n1);
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auto beta = std::make_unique<double[]>(n1);
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lapack_int lwork = 16*i_n+16;
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auto work = std::make_unique<double[]>(lwork);
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auto bwork = std::make_unique<lapack_int[]>(i_n);
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lapack_int i_info, i_sdim;
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mjdgges(s, t, z, n1, sdim, alpha_r, alpha_i, beta, info);
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dgges("N", "V", "S", my_criteria, &i_n, s, &i_n, t, &i_n, &i_sdim, alpha_r.get(), alpha_i.get(),
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beta.get(), nullptr, &i_n, z, &i_n, work.get(), &lwork, bwork.get(), &i_info);
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for (int i = 0; i < n1; i++)
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*sdim = static_cast<double>(i_sdim);
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*info = static_cast<double>(i_info);
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for (size_t i = 0; i < n1; i++)
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{
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if ((fabs(alpha_r[i]) > zhreshold) || (fabs(beta[i]) > zhreshold))
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if (std::abs(alpha_r[i]) > zhreshold || std::abs(beta[i]) > zhreshold)
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#if defined(MATLAB_MEX_FILE) && MATLAB_VERSION >= 0x0904
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gev[i].real = alpha_r[i] / beta[i];
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#else
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@ -163,8 +138,3 @@ mexFunction(int nlhs, mxArray *plhs[],
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plhs[0] = mxCreateDoubleScalar(0);
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}
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/*
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07/30/03 MJ added user set criterium for stable eigenvalues
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corrected error messages in mexfunction()
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*/
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