Beautified MEX source code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3251 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
parent
502e3e1df8
commit
f3549b4c64
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@ -36,9 +36,9 @@ if strcmpi('GLNX86', computer) || strcmpi('GLNXA64', computer) ...
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elseif strcmpi('PCWIN', computer) || strcmpi('PCWIN64', computer)
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% Windows (x86-32 or x86-64) with Microsoft or gcc compiler
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if strcmpi('PCWIN', computer)
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LIBRARY_PATH = [MATLAB_PATH '/extern/lib/win32/microsoft/'];
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LIBRARY_PATH = [MATLAB_PATH '/extern/lib/win32/microsoft/'];
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else
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LIBRARY_PATH = [MATLAB_PATH '/extern/lib/win64/microsoft/'];
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LIBRARY_PATH = [MATLAB_PATH '/extern/lib/win64/microsoft/'];
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end
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LAPACK_PATH = ['"' LIBRARY_PATH 'libmwlapack.lib"'];
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if matlab_ver_less_than('7.5')
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@ -59,7 +59,7 @@ COMPILE_OPTIONS = [ COMPILE_OPTIONS ' -DMATLAB_MEX_FILE -DMATLAB_VERSION=0x' spr
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% Large array dims for 64 bits platforms appeared in Matlab 7.3
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if (strcmpi('GLNXA64', computer) || strcmpi('PCWIN64', computer)) ...
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&& ~matlab_ver_less_than('7.3')
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&& ~matlab_ver_less_than('7.3')
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COMPILE_OPTIONS = [ COMPILE_OPTIONS ' -largeArrayDims' ];
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end
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@ -36,9 +36,9 @@ if strcmpi('GLNX86', computer) || strcmpi('GLNXA64', computer) ...
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elseif strcmpi('PCWIN', computer) || strcmpi('PCWIN64', computer)
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% Windows (x86-32 or x86-64) with Microsoft or gcc compiler
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if strcmpi('PCWIN', computer)
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LIBRARY_PATH = [MATLAB_PATH '/extern/lib/win32/microsoft/'];
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LIBRARY_PATH = [MATLAB_PATH '/extern/lib/win32/microsoft/'];
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else
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LIBRARY_PATH = [MATLAB_PATH '/extern/lib/win64/microsoft/'];
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LIBRARY_PATH = [MATLAB_PATH '/extern/lib/win64/microsoft/'];
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end
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LAPACK_PATH = ['"' LIBRARY_PATH 'libmwlapack.lib"'];
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if matlab_ver_less_than('7.5')
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@ -58,7 +58,7 @@ COMPILE_OPTIONS = [ COMPILE_OPTIONS ' -DMATLAB_MEX_FILE -DMATLAB_VERSION=0x' spr
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% Large array dims for 64 bits platforms appeared in Matlab 7.3
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if (strcmpi('GLNXA64', computer) || strcmpi('PCWIN64', computer)) ...
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&& ~matlab_ver_less_than('7.3')
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&& ~matlab_ver_less_than('7.3')
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COMPILE_OPTIONS = [ COMPILE_OPTIONS ' -largeArrayDims' ];
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end
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@ -122,7 +122,7 @@ eval([ COMPILE_COMMAND ' -I. mjdgges/mjdgges.c ' LAPACK_PATH ]);
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disp('Compiling sparse_hessian_times_B_kronecker_C...')
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eval([ COMPILE_COMMAND_OMP ' -I. kronecker/sparse_hessian_times_B_kronecker_C.cc' ]);
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disp('Compiling A_times_B_kronecker_C...')
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eval([ COMPILE_COMMAND_OMP ' -I. kronecker/A_times_B_kronecker_C.cc ']);
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File diff suppressed because it is too large
Load Diff
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@ -31,54 +31,52 @@
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# include "linbcg.hh"
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#endif
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#ifndef DEBUG_EX
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#include "mex.h"
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# include "mex.h"
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#else
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#include "mex_interface.hh"
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# include "mex_interface.hh"
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#endif
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//#define DEBUGC
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using namespace std;
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#define pow_ pow
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typedef vector<pair<Tags, void* > >::const_iterator it_code_type;
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typedef vector<pair<Tags, void * > >::const_iterator it_code_type;
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class Interpreter : SparseMatrix
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{
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protected :
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double pow1(double a, double b);
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double log1(double a);
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void compute_block_time(int Per_u_, bool evaluate, int block_num);
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void evaluate_a_block(const int size, const int type, string bin_basename, bool steady_state, int block_num,
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const bool is_linear=false, const int symbol_table_endo_nbr=0, const int Block_List_Max_Lag=0, const int Block_List_Max_Lead=0, const int u_count_int=0);
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bool simulate_a_block(const int size, const int type, string file_name, string bin_basename, bool Gaussian_Elimination, bool steady_state, int block_num,
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const bool is_linear=false, const int symbol_table_endo_nbr=0, const int Block_List_Max_Lag=0, const int Block_List_Max_Lead=0, const int u_count_int=0);
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double *T;
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vector<Block_contain_type> Block_Contain;
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vector<pair<Tags, void* > > code_liste;
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it_code_type it_code;
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stack<double> Stack;
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int Block_Count, Per_u_, Per_y_;
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int it_, nb_row_x, nb_row_xd, maxit_, size_of_direction;
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double *g1, *r;
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double solve_tolf;
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bool GaussSeidel;
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double *x, *params;
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double *steady_y, *steady_x;
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map<pair<pair<int, int> ,int>, int> IM_i;
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int equation, derivative_equation, derivative_variable;
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string filename;
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int minimal_solving_periods;
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public :
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protected:
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double pow1(double a, double b);
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double log1(double a);
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void compute_block_time(int Per_u_, bool evaluate, int block_num);
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void evaluate_a_block(const int size, const int type, string bin_basename, bool steady_state, int block_num,
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const bool is_linear = false, const int symbol_table_endo_nbr = 0, const int Block_List_Max_Lag = 0, const int Block_List_Max_Lead = 0, const int u_count_int = 0);
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bool simulate_a_block(const int size, const int type, string file_name, string bin_basename, bool Gaussian_Elimination, bool steady_state, int block_num,
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const bool is_linear = false, const int symbol_table_endo_nbr = 0, const int Block_List_Max_Lag = 0, const int Block_List_Max_Lead = 0, const int u_count_int = 0);
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double *T;
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vector<Block_contain_type> Block_Contain;
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vector<pair<Tags, void * > > code_liste;
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it_code_type it_code;
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stack<double> Stack;
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int Block_Count, Per_u_, Per_y_;
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int it_, nb_row_x, nb_row_xd, maxit_, size_of_direction;
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double *g1, *r;
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double solve_tolf;
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bool GaussSeidel;
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double *x, *params;
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double *steady_y, *steady_x;
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map<pair<pair<int, int>, int>, int> IM_i;
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int equation, derivative_equation, derivative_variable;
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string filename;
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int minimal_solving_periods;
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public:
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Interpreter(double *params_arg, double *y_arg, double *ya_arg, double *x_arg, double *steady_y_arg, double *steady_x_arg,
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double *direction_arg, int y_size_arg, int nb_row_x_arg,
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int nb_row_xd_arg, int periods_arg, int y_kmin_arg, int y_kmax_arg, int maxit_arg_, double solve_tolf_arg, int size_o_direction_arg,
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double slowc_arg, int y_decal_arg, double markowitz_c_arg, string &filename_arg, int minimal_solving_periods_arg);
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bool compute_blocks(string file_name, string bin_basename, bool steady_state, bool evaluate);
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Interpreter(double *params_arg, double *y_arg, double *ya_arg, double *x_arg, double *steady_y_arg, double *steady_x_arg,
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double *direction_arg, int y_size_arg, int nb_row_x_arg,
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int nb_row_xd_arg, int periods_arg, int y_kmin_arg, int y_kmax_arg, int maxit_arg_, double solve_tolf_arg, int size_o_direction_arg,
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double slowc_arg, int y_decal_arg, double markowitz_c_arg, string &filename_arg, int minimal_solving_periods_arg);
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bool compute_blocks(string file_name, string bin_basename, bool steady_state, bool evaluate);
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};
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#endif
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@ -21,16 +21,16 @@
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Mem_Mngr::Mem_Mngr()
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{
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swp_f=false;
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swp_f_b=0;
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swp_f = false;
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swp_f_b = 0;
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}
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void
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Mem_Mngr::Print_heap()
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{
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int i;
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mexPrintf("i :");
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for (i=0;i<CHUNK_SIZE;i++)
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mexPrintf("%3d ",i);
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for (i = 0; i < CHUNK_SIZE; i++)
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mexPrintf("%3d ", i);
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mexPrintf("\n");
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}
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@ -38,90 +38,89 @@ void
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Mem_Mngr::init_Mem()
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{
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Chunk_Stack.clear();
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CHUNK_SIZE=0;
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Nb_CHUNK=0;
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NZE_Mem=NULL;
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NZE_Mem_add=NULL;
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CHUNK_heap_pos=0;
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CHUNK_SIZE = 0;
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Nb_CHUNK = 0;
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NZE_Mem = NULL;
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NZE_Mem_add = NULL;
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CHUNK_heap_pos = 0;
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NZE_Mem_Allocated.clear();
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}
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void Mem_Mngr::fixe_file_name(string filename_arg)
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void
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Mem_Mngr::fixe_file_name(string filename_arg)
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{
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filename=filename_arg;
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filename = filename_arg;
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}
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void
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Mem_Mngr::init_CHUNK_BLCK_SIZE(int u_count)
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{
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CHUNK_BLCK_SIZE=u_count;
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CHUNK_BLCK_SIZE = u_count;
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}
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NonZeroElem*
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NonZeroElem *
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Mem_Mngr::mxMalloc_NZE()
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{
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long int i;
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if (!Chunk_Stack.empty()) /*An unused block of memory available inside the heap*/
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{
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NonZeroElem* p1 = Chunk_Stack.back();
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NonZeroElem *p1 = Chunk_Stack.back();
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Chunk_Stack.pop_back();
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return(p1);
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return (p1);
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}
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else if (CHUNK_heap_pos<CHUNK_SIZE) /*there is enough allocated memory space available we keep it at the top of the heap*/
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else if (CHUNK_heap_pos < CHUNK_SIZE) /*there is enough allocated memory space available we keep it at the top of the heap*/
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{
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i=CHUNK_heap_pos++;
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return(NZE_Mem_add[i]);
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i = CHUNK_heap_pos++;
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return (NZE_Mem_add[i]);
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}
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else /*We have to allocate extra memory space*/
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{
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CHUNK_SIZE+=CHUNK_BLCK_SIZE;
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CHUNK_SIZE += CHUNK_BLCK_SIZE;
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Nb_CHUNK++;
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NZE_Mem=(NonZeroElem*)mxMalloc(CHUNK_BLCK_SIZE*sizeof(NonZeroElem)); /*The block of memory allocated*/
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NZE_Mem = (NonZeroElem *) mxMalloc(CHUNK_BLCK_SIZE*sizeof(NonZeroElem)); /*The block of memory allocated*/
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NZE_Mem_Allocated.push_back(NZE_Mem);
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if(!NZE_Mem)
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if (!NZE_Mem)
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{
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mexPrintf("Not enough memory available\n");
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mexEvalString("drawnow;");
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}
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NZE_Mem_add=(NonZeroElem**)mxRealloc(NZE_Mem_add, CHUNK_SIZE*sizeof(NonZeroElem*)); /*We have to redefine the size of pointer on the memory*/
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if(!NZE_Mem_add)
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NZE_Mem_add = (NonZeroElem **) mxRealloc(NZE_Mem_add, CHUNK_SIZE*sizeof(NonZeroElem *)); /*We have to redefine the size of pointer on the memory*/
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if (!NZE_Mem_add)
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{
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mexPrintf("Not enough memory available\n");
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mexEvalString("drawnow;");
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}
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for (i=CHUNK_heap_pos;i<CHUNK_SIZE;i++)
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for (i = CHUNK_heap_pos; i < CHUNK_SIZE; i++)
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{
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NZE_Mem_add[i]=(NonZeroElem*)(NZE_Mem+(i-CHUNK_heap_pos));
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NZE_Mem_add[i] = (NonZeroElem *)(NZE_Mem+(i-CHUNK_heap_pos));
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}
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i=CHUNK_heap_pos++;
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return(NZE_Mem_add[i]);
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i = CHUNK_heap_pos++;
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return (NZE_Mem_add[i]);
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}
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}
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void
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Mem_Mngr::mxFree_NZE(void* pos)
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Mem_Mngr::mxFree_NZE(void *pos)
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{
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int i;
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int i;
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size_t gap;
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for (i=0;i<Nb_CHUNK;i++)
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for (i = 0; i < Nb_CHUNK; i++)
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{
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gap=((size_t)(pos)-(size_t)(NZE_Mem_add[i*CHUNK_BLCK_SIZE]))/sizeof(NonZeroElem);
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if ((gap<CHUNK_BLCK_SIZE) && (gap>=0))
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gap = ((size_t)(pos)-(size_t)(NZE_Mem_add[i*CHUNK_BLCK_SIZE]))/sizeof(NonZeroElem);
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if ((gap < CHUNK_BLCK_SIZE) && (gap >= 0))
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break;
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}
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Chunk_Stack.push_back((NonZeroElem*)pos);
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Chunk_Stack.push_back((NonZeroElem *) pos);
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}
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void
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Mem_Mngr::Free_All()
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{
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while(NZE_Mem_Allocated.size())
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{
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mxFree(NZE_Mem_Allocated.back());
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NZE_Mem_Allocated.pop_back();
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}
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while (NZE_Mem_Allocated.size())
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{
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mxFree(NZE_Mem_Allocated.back());
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NZE_Mem_Allocated.pop_back();
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}
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mxFree(NZE_Mem_add);
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init_Mem();
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}
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@ -20,47 +20,46 @@
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#ifndef MEM_MNGR_HH_INCLUDED
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#define MEM_MNGR_HH_INCLUDED
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#include <vector>
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#include <fstream>
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#ifndef DEBUG_EX
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#include "mex.h"
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# include "mex.h"
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#else
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#include "mex_interface.hh"
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# include "mex_interface.hh"
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#endif
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using namespace std;
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struct NonZeroElem
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{
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int u_index;
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int r_index, c_index, lag_index;
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NonZeroElem *NZE_R_N, *NZE_C_N;
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};
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{
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int u_index;
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int r_index, c_index, lag_index;
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NonZeroElem *NZE_R_N, *NZE_C_N;
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};
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typedef vector<NonZeroElem*> v_NonZeroElem;
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typedef vector<NonZeroElem *> v_NonZeroElem;
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class Mem_Mngr
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{
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public:
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void Print_heap();
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void init_Mem();
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void mxFree_NZE(void* pos);
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NonZeroElem* mxMalloc_NZE();
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void init_CHUNK_BLCK_SIZE(int u_count);
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void Free_All();
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Mem_Mngr();
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void fixe_file_name(string filename_arg);
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bool swp_f;
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void Print_heap();
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void init_Mem();
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void mxFree_NZE(void *pos);
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NonZeroElem *mxMalloc_NZE();
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void init_CHUNK_BLCK_SIZE(int u_count);
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void Free_All();
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Mem_Mngr();
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void fixe_file_name(string filename_arg);
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bool swp_f;
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private:
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v_NonZeroElem Chunk_Stack;
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int CHUNK_SIZE, CHUNK_BLCK_SIZE, Nb_CHUNK;
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int CHUNK_heap_pos;
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NonZeroElem** NZE_Mem_add;
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NonZeroElem* NZE_Mem;
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vector<NonZeroElem*> NZE_Mem_Allocated;
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int swp_f_b;
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fstream SaveCode_swp;
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string filename;
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v_NonZeroElem Chunk_Stack;
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int CHUNK_SIZE, CHUNK_BLCK_SIZE, Nb_CHUNK;
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int CHUNK_heap_pos;
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NonZeroElem **NZE_Mem_add;
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NonZeroElem *NZE_Mem;
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vector<NonZeroElem *> NZE_Mem_Allocated;
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int swp_f_b;
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fstream SaveCode_swp;
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string filename;
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};
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#endif
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@ -141,7 +141,7 @@ SparseMatrix::At_Col(int c, int lag, NonZeroElem **first)
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void
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SparseMatrix::Delete(const int r, const int c)
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{
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NonZeroElem *first = FNZE_R[r], *firsta = NULL;
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NonZeroElem *first = FNZE_R[r], *firsta = NULL;
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while (first->c_index != c)
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{
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@ -165,7 +165,7 @@ SparseMatrix::Delete(const int r, const int c)
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if (firsta != NULL)
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firsta->NZE_C_N = first->NZE_C_N;
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if (first == FNZE_C[c])
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FNZE_C[c] = first->NZE_C_N;
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FNZE_C[c] = first->NZE_C_N;
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u_liste.push_back(first->u_index);
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mem_mngr.mxFree_NZE(first);
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@ -283,24 +283,24 @@ SparseMatrix::Read_SparseMatrix(string file_name, const int Size, int periods, i
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mem_mngr.fixe_file_name(file_name);
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if (!SaveCode.is_open())
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{
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if(steady_state)
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if (steady_state)
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SaveCode.open((file_name + "_static.bin").c_str(), ios::in | ios::binary);
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else
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SaveCode.open((file_name + "_dynamic.bin").c_str(), ios::in | ios::binary);
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else
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SaveCode.open((file_name + "_dynamic.bin").c_str(), ios::in | ios::binary);
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if (!SaveCode.is_open())
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{
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if(steady_state)
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if (steady_state)
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mexPrintf("Error : Can't open file \"%s\" for reading\n", (file_name + "_static.bin").c_str());
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else
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mexPrintf("Error : Can't open file \"%s\" for reading\n", (file_name + "_dynamic.bin").c_str());
|
||||
else
|
||||
mexPrintf("Error : Can't open file \"%s\" for reading\n", (file_name + "_dynamic.bin").c_str());
|
||||
mexEvalString("st=fclose('all');clear all;");
|
||||
mexErrMsgTxt("Exit from Dynare");
|
||||
}
|
||||
}
|
||||
IM_i.clear();
|
||||
if(two_boundaries)
|
||||
{
|
||||
for (i = 0; i < u_count_init-Size; i++)
|
||||
if (two_boundaries)
|
||||
{
|
||||
for (i = 0; i < u_count_init-Size; i++)
|
||||
{
|
||||
SaveCode.read(reinterpret_cast<char *>(&eq), sizeof(eq));
|
||||
SaveCode.read(reinterpret_cast<char *>(&var), sizeof(var));
|
||||
|
@ -308,12 +308,12 @@ SparseMatrix::Read_SparseMatrix(string file_name, const int Size, int periods, i
|
|||
SaveCode.read(reinterpret_cast<char *>(&j), sizeof(j));
|
||||
IM_i[make_pair(make_pair(eq, var), lag)] = j;
|
||||
}
|
||||
for (j=0;j<Size;j++)
|
||||
for (j = 0; j < Size; j++)
|
||||
IM_i[make_pair(make_pair(j, Size*(periods+y_kmax)), 0)] = j;
|
||||
}
|
||||
else
|
||||
{
|
||||
for (i = 0; i < u_count_init; i++)
|
||||
}
|
||||
else
|
||||
{
|
||||
for (i = 0; i < u_count_init; i++)
|
||||
{
|
||||
SaveCode.read(reinterpret_cast<char *>(&eq), sizeof(eq));
|
||||
SaveCode.read(reinterpret_cast<char *>(&var), sizeof(var));
|
||||
|
@ -321,7 +321,7 @@ SparseMatrix::Read_SparseMatrix(string file_name, const int Size, int periods, i
|
|||
SaveCode.read(reinterpret_cast<char *>(&j), sizeof(j));
|
||||
IM_i[make_pair(make_pair(eq, var), lag)] = j;
|
||||
}
|
||||
}
|
||||
}
|
||||
index_vara = (int *) mxMalloc(Size*(periods+y_kmin+y_kmax)*sizeof(int));
|
||||
for (j = 0; j < Size; j++)
|
||||
SaveCode.read(reinterpret_cast<char *>(&index_vara[j]), sizeof(*index_vara));
|
||||
|
@ -415,7 +415,7 @@ SparseMatrix::Simple_Init(int it_, int y_kmin, int y_kmax, int Size, map<pair<pa
|
|||
}
|
||||
//#pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
|
||||
for (i = 0; i < Size; i++)
|
||||
b[i] = i;
|
||||
b[i] = i;
|
||||
mxFree(temp_NZE_R);
|
||||
mxFree(temp_NZE_C);
|
||||
u_count = u_count1;
|
||||
|
@ -438,7 +438,7 @@ SparseMatrix::Init(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<
|
|||
mem_mngr.init_CHUNK_BLCK_SIZE(u_count);
|
||||
g_save_op = NULL;
|
||||
g_nop_all = 0;
|
||||
i = (periods+y_kmax+1)*Size*sizeof(NonZeroElem*);
|
||||
i = (periods+y_kmax+1)*Size*sizeof(NonZeroElem *);
|
||||
FNZE_R = (NonZeroElem **) mxMalloc(i);
|
||||
FNZE_C = (NonZeroElem **) mxMalloc(i);
|
||||
NonZeroElem **temp_NZE_R = (NonZeroElem **) mxMalloc(i);
|
||||
|
@ -720,7 +720,7 @@ SparseMatrix::compare(int *save_op, int *save_opa, int *save_opaa, int beg_t, in
|
|||
i = j = 0;
|
||||
while (i < nop4)
|
||||
{
|
||||
save_op_s = (t_save_op_s *) (&(save_op[i]));
|
||||
save_op_s = (t_save_op_s *)(&(save_op[i]));
|
||||
up = &u[save_op_s->first+t*diff1[j]];
|
||||
switch (save_op_s->operat)
|
||||
{
|
||||
|
@ -751,7 +751,7 @@ SparseMatrix::compare(int *save_op, int *save_opa, int *save_opaa, int beg_t, in
|
|||
i = j = 0;
|
||||
while (i < nop4)
|
||||
{
|
||||
save_op_s = (t_save_op_s *) (&(save_op[i]));
|
||||
save_op_s = (t_save_op_s *)(&(save_op[i]));
|
||||
if (save_op_s->lag < (periods_beg_t-t))
|
||||
{
|
||||
up = &u[save_op_s->first+t*diff1[j]];
|
||||
|
@ -1018,14 +1018,14 @@ SparseMatrix::simulate_NG(int blck, int y_size, int it_, int y_kmin, int y_kmax,
|
|||
double piv_abs;
|
||||
NonZeroElem *first, *firsta, *first_suba;
|
||||
double *piv_v;
|
||||
int *pivj_v, *pivk_v, *NR;
|
||||
int *pivj_v, *pivk_v, *NR;
|
||||
int l, N_max;
|
||||
bool one;
|
||||
Clear_u();
|
||||
piv_v = (double*)mxMalloc(Size*sizeof(double));
|
||||
pivj_v = (int*)mxMalloc(Size*sizeof(int));
|
||||
pivk_v = (int*)mxMalloc(Size*sizeof(int));
|
||||
NR = (int*)mxMalloc(Size*sizeof(int));
|
||||
Clear_u();
|
||||
piv_v = (double *) mxMalloc(Size*sizeof(double));
|
||||
pivj_v = (int *) mxMalloc(Size*sizeof(int));
|
||||
pivk_v = (int *) mxMalloc(Size*sizeof(int));
|
||||
NR = (int *) mxMalloc(Size*sizeof(int));
|
||||
error_not_printed = true;
|
||||
u_count_alloc_save = u_count_alloc;
|
||||
if (isnan(res1) || isinf(res1))
|
||||
|
@ -1034,63 +1034,63 @@ SparseMatrix::simulate_NG(int blck, int y_size, int it_, int y_kmin, int y_kmax,
|
|||
{
|
||||
for (j = 0; j < y_size; j++)
|
||||
{
|
||||
bool select=false;
|
||||
for(int i = 0; i<Size; i++)
|
||||
if(j == index_vara[i])
|
||||
bool select = false;
|
||||
for (int i = 0; i < Size; i++)
|
||||
if (j == index_vara[i])
|
||||
{
|
||||
select=true;
|
||||
break;
|
||||
select = true;
|
||||
break;
|
||||
}
|
||||
if(select)
|
||||
if (select)
|
||||
mexPrintf("-> variable %d at time %d = %f direction = %f\n", j+1, it_, y[j+it_*y_size], direction[j+it_*y_size]);
|
||||
else
|
||||
mexPrintf(" variable %d at time %d = %f direction = %f\n", j+1, it_, y[j+it_*y_size], direction[j+it_*y_size]);
|
||||
else
|
||||
mexPrintf(" variable %d at time %d = %f direction = %f\n", j+1, it_, y[j+it_*y_size], direction[j+it_*y_size]);
|
||||
}
|
||||
mexPrintf("res1=%5.25\n",res1);
|
||||
mexPrintf("res1=%5.25\n", res1);
|
||||
mexPrintf("The initial values of endogenous variables are too far from the solution.\n");
|
||||
mexPrintf("Change them!\n");
|
||||
mexEvalString("drawnow;");
|
||||
mxFree(piv_v);
|
||||
mxFree(pivj_v);
|
||||
mxFree(pivk_v);
|
||||
mexEvalString("drawnow;");
|
||||
mxFree(piv_v);
|
||||
mxFree(pivj_v);
|
||||
mxFree(pivk_v);
|
||||
mxFree(NR);
|
||||
if(steady_state)
|
||||
if (steady_state)
|
||||
return false;
|
||||
else
|
||||
{
|
||||
else
|
||||
{
|
||||
mexEvalString("st=fclose('all');clear all;");
|
||||
filename += " stopped";
|
||||
mexErrMsgTxt(filename.c_str());
|
||||
}
|
||||
}
|
||||
}
|
||||
if (slowc_save < 1e-8)
|
||||
{
|
||||
for (j = 0; j < y_size; j++)
|
||||
{
|
||||
bool select=false;
|
||||
for(int i = 0; i<Size; i++)
|
||||
if(j == index_vara[i])
|
||||
bool select = false;
|
||||
for (int i = 0; i < Size; i++)
|
||||
if (j == index_vara[i])
|
||||
{
|
||||
select=true;
|
||||
break;
|
||||
select = true;
|
||||
break;
|
||||
}
|
||||
if(select)
|
||||
if (select)
|
||||
mexPrintf("-> variable %d at time %d = %f direction = %f\n", j+1, it_, y[j+it_*y_size], direction[j+it_*y_size]);
|
||||
else
|
||||
mexPrintf(" variable %d at time %d = %f direction = %f\n", j+1, it_, y[j+it_*y_size], direction[j+it_*y_size]);
|
||||
else
|
||||
mexPrintf(" variable %d at time %d = %f direction = %f\n", j+1, it_, y[j+it_*y_size], direction[j+it_*y_size]);
|
||||
}
|
||||
mexPrintf("Dynare cannot improve the simulation in block %d at time %d (variable %d)\n", blck+1, it_+1, max_res_idx);
|
||||
mexEvalString("drawnow;");
|
||||
mxFree(piv_v);
|
||||
mxFree(pivj_v);
|
||||
mxFree(pivk_v);
|
||||
mxFree(NR);
|
||||
if(steady_state)
|
||||
return false;
|
||||
mxFree(piv_v);
|
||||
mxFree(pivj_v);
|
||||
mxFree(pivk_v);
|
||||
mxFree(NR);
|
||||
if (steady_state)
|
||||
return false;
|
||||
else
|
||||
{
|
||||
mexEvalString("st=fclose('all');clear all;");
|
||||
filename += " stopped";
|
||||
filename += " stopped";
|
||||
mexErrMsgTxt(filename.c_str());
|
||||
}
|
||||
}
|
||||
|
@ -1098,24 +1098,24 @@ SparseMatrix::simulate_NG(int blck, int y_size, int it_, int y_kmin, int y_kmax,
|
|||
mexPrintf("Error: Simulation diverging, trying to correct it using slowc=%f\n", slowc_save);
|
||||
for (i = 0; i < y_size; i++)
|
||||
y[i+it_*y_size] = ya[i+it_*y_size] + slowc_save*direction[i+it_*y_size];
|
||||
mxFree(piv_v);
|
||||
mxFree(pivj_v);
|
||||
mxFree(pivk_v);
|
||||
mxFree(NR);
|
||||
mxFree(piv_v);
|
||||
mxFree(pivj_v);
|
||||
mxFree(pivk_v);
|
||||
mxFree(NR);
|
||||
iter--;
|
||||
return true;
|
||||
}
|
||||
if (cvg)
|
||||
{
|
||||
mxFree(piv_v);
|
||||
mxFree(pivj_v);
|
||||
mxFree(pivk_v);
|
||||
mxFree(NR);
|
||||
return (true);
|
||||
if (cvg)
|
||||
{
|
||||
mxFree(piv_v);
|
||||
mxFree(pivj_v);
|
||||
mxFree(pivk_v);
|
||||
mxFree(NR);
|
||||
return (true);
|
||||
}
|
||||
Simple_Init(it_, y_kmin, y_kmax, Size, IM_i);
|
||||
NonZeroElem **bc;
|
||||
bc = (NonZeroElem**)mxMalloc(Size*sizeof(*bc));
|
||||
Simple_Init(it_, y_kmin, y_kmax, Size, IM_i);
|
||||
NonZeroElem **bc;
|
||||
bc = (NonZeroElem **) mxMalloc(Size*sizeof(*bc));
|
||||
for (i = 0; i < Size; i++)
|
||||
{
|
||||
/*finding the max-pivot*/
|
||||
|
@ -1183,7 +1183,7 @@ SparseMatrix::simulate_NG(int blck, int y_size, int it_, int y_kmin, int y_kmax,
|
|||
{
|
||||
for (j = 0; j < l; j++)
|
||||
{
|
||||
markovitz = exp(log(fabs(piv_v[j])/piv_abs)-markowitz_c*log(double (NR[j])/double(N_max)));
|
||||
markovitz = exp(log(fabs(piv_v[j])/piv_abs)-markowitz_c*log(double (NR[j])/double (N_max)));
|
||||
if (markovitz > markovitz_max && NR[j] == 1)
|
||||
{
|
||||
piv = piv_v[j];
|
||||
|
@ -1199,14 +1199,14 @@ SparseMatrix::simulate_NG(int blck, int y_size, int it_, int y_kmin, int y_kmax,
|
|||
line_done[pivj] = true;
|
||||
if (piv_abs < eps)
|
||||
{
|
||||
mexPrintf("Error: singular system in Simulate_NG in block %d\n",blck+1);
|
||||
mexEvalString("drawnow;");
|
||||
mxFree(piv_v);
|
||||
mxFree(pivj_v);
|
||||
mxFree(pivk_v);
|
||||
mxFree(NR);
|
||||
mexPrintf("Error: singular system in Simulate_NG in block %d\n", blck+1);
|
||||
mexEvalString("drawnow;");
|
||||
mxFree(piv_v);
|
||||
mxFree(pivj_v);
|
||||
mxFree(pivk_v);
|
||||
mxFree(NR);
|
||||
mxFree(bc);
|
||||
if(steady_state)
|
||||
if (steady_state)
|
||||
return false;
|
||||
else
|
||||
{
|
||||
|
@ -1236,7 +1236,7 @@ SparseMatrix::simulate_NG(int blck, int y_size, int it_, int y_kmin, int y_kmax,
|
|||
}
|
||||
//#pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
|
||||
for (j = 0; j < nb_eq_todo; j++)
|
||||
{
|
||||
{
|
||||
first = bc[j];
|
||||
int row = first->r_index;
|
||||
double first_elem = u[first->u_index];
|
||||
|
@ -1310,18 +1310,18 @@ SparseMatrix::simulate_NG(int blck, int y_size, int it_, int y_kmin, int y_kmax,
|
|||
}
|
||||
}
|
||||
u[b[row]] -= u[b[pivj]]*first_elem;
|
||||
}
|
||||
}
|
||||
}
|
||||
double slowc_lbx = slowc, res1bx;
|
||||
for (i = 0; i < y_size; i++)
|
||||
ya[i+it_*y_size] = y[i+it_*y_size];
|
||||
slowc_save = slowc;
|
||||
res1bx = simple_bksub(it_, Size, slowc_lbx);
|
||||
End(Size);
|
||||
mxFree(piv_v);
|
||||
mxFree(pivj_v);
|
||||
mxFree(pivk_v);
|
||||
mxFree(NR);
|
||||
End(Size);
|
||||
mxFree(piv_v);
|
||||
mxFree(pivj_v);
|
||||
mxFree(pivk_v);
|
||||
mxFree(NR);
|
||||
mxFree(bc);
|
||||
return true;
|
||||
}
|
||||
|
@ -1382,8 +1382,8 @@ SparseMatrix::CheckIt(int y_size, int y_kmin, int y_kmax, int Size, int periods,
|
|||
mexPrintf("G1a red done\n");
|
||||
SaveResult >> row;
|
||||
mexPrintf("row(2)=%d\n", row);
|
||||
double *B;
|
||||
B = (double*)mxMalloc(row*sizeof(double));
|
||||
double *B;
|
||||
B = (double *) mxMalloc(row*sizeof(double));
|
||||
for (int i = 0; i < row; i++)
|
||||
SaveResult >> B[i];
|
||||
SaveResult.close();
|
||||
|
@ -1393,7 +1393,7 @@ SparseMatrix::CheckIt(int y_size, int y_kmin, int y_kmax, int Size, int periods,
|
|||
{
|
||||
if (abs(u[b[i]]+B[i]) > epsilon)
|
||||
mexPrintf("Problem at i=%d u[b[i]]=%f B[i]=%f\n", i, u[b[i]], B[i]);
|
||||
}
|
||||
}
|
||||
mxFree(B);
|
||||
}
|
||||
|
||||
|
@ -1470,9 +1470,9 @@ SparseMatrix::simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax
|
|||
{
|
||||
for (j = 0; j < y_size; j++)
|
||||
mexPrintf("variable %d at time %d = %f\n", j+1, it_, y[j+it_*y_size]);
|
||||
for(j = 0; j < Size; j++)
|
||||
mexPrintf("residual(%d)=%5.25f\n",j, u[j]);
|
||||
mexPrintf("res1=%5.25f\n",res1);
|
||||
for (j = 0; j < Size; j++)
|
||||
mexPrintf("residual(%d)=%5.25f\n", j, u[j]);
|
||||
mexPrintf("res1=%5.25f\n", res1);
|
||||
mexPrintf("The initial values of endogenous variables are too far from the solution.\n");
|
||||
mexPrintf("Change them!\n");
|
||||
mexEvalString("drawnow;");
|
||||
|
@ -1526,7 +1526,7 @@ SparseMatrix::simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax
|
|||
}
|
||||
else
|
||||
{
|
||||
start_compare = max( y_kmin, minimal_solving_periods);
|
||||
start_compare = max(y_kmin, minimal_solving_periods);
|
||||
restart = 0;
|
||||
}
|
||||
res1a = res1;
|
||||
|
@ -1549,10 +1549,10 @@ SparseMatrix::simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax
|
|||
Init(periods, y_kmin, y_kmax, Size, IM_i);
|
||||
double *piv_v;
|
||||
int *pivj_v, *pivk_v, *NR;
|
||||
piv_v = (double*)mxMalloc(Size*sizeof(double));
|
||||
pivj_v = (int*)mxMalloc(Size*sizeof(int));
|
||||
pivk_v = (int*)mxMalloc(Size*sizeof(int));
|
||||
NR = (int*)mxMalloc(Size*sizeof(int));
|
||||
piv_v = (double *) mxMalloc(Size*sizeof(double));
|
||||
pivj_v = (int *) mxMalloc(Size*sizeof(int));
|
||||
pivk_v = (int *) mxMalloc(Size*sizeof(int));
|
||||
NR = (int *) mxMalloc(Size*sizeof(int));
|
||||
for (int t = 0; t < periods; t++)
|
||||
{
|
||||
if (record && symbolic)
|
||||
|
@ -1670,7 +1670,7 @@ SparseMatrix::simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax
|
|||
nopa = int (1.5*nopa);
|
||||
save_op = (int *) mxRealloc(save_op, nopa*sizeof(int));
|
||||
}
|
||||
save_op_s = (t_save_op_s *) (&(save_op[nop]));
|
||||
save_op_s = (t_save_op_s *)(&(save_op[nop]));
|
||||
save_op_s->operat = IFLD;
|
||||
save_op_s->first = pivk;
|
||||
save_op_s->lag = 0;
|
||||
|
@ -1687,7 +1687,7 @@ SparseMatrix::simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax
|
|||
/*divide all the non zeros elements of the line pivj by the max_pivot*/
|
||||
int nb_var = At_Row(pivj, &first);
|
||||
NonZeroElem **bb;
|
||||
bb = (NonZeroElem**)mxMalloc(nb_var*sizeof(first));
|
||||
bb = (NonZeroElem **) mxMalloc(nb_var*sizeof(first));
|
||||
for (j = 0; j < nb_var; j++)
|
||||
{
|
||||
bb[j] = first;
|
||||
|
@ -1707,13 +1707,13 @@ SparseMatrix::simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax
|
|||
nopa = int (1.5*nopa);
|
||||
save_op = (int *) mxRealloc(save_op, nopa*sizeof(int));
|
||||
}
|
||||
save_op_s = (t_save_op_s *) (&(save_op[nop+j*2]));
|
||||
save_op_s = (t_save_op_s *)(&(save_op[nop+j*2]));
|
||||
save_op_s->operat = IFDIV;
|
||||
save_op_s->first = first->u_index;
|
||||
save_op_s->lag = first->lag_index;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
mxFree(bb);
|
||||
nop += nb_var*2;
|
||||
u[b[pivj]] /= piv;
|
||||
|
@ -1726,7 +1726,7 @@ SparseMatrix::simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax
|
|||
nopa = int (1.5*nopa);
|
||||
save_op = (int *) mxRealloc(save_op, nopa*sizeof(int));
|
||||
}
|
||||
save_op_s = (t_save_op_s *) (&(save_op[nop]));
|
||||
save_op_s = (t_save_op_s *)(&(save_op[nop]));
|
||||
save_op_s->operat = IFDIV;
|
||||
save_op_s->first = b[pivj];
|
||||
save_op_s->lag = 0;
|
||||
|
@ -1739,7 +1739,7 @@ SparseMatrix::simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax
|
|||
int nb_var_piva = At_Row(pivj, &first_piva);
|
||||
|
||||
NonZeroElem **bc;
|
||||
bc = (NonZeroElem**)mxMalloc(nb_eq*sizeof(first));
|
||||
bc = (NonZeroElem **) mxMalloc(nb_eq*sizeof(first));
|
||||
int nb_eq_todo = 0;
|
||||
for (j = 0; j < nb_eq && first; j++)
|
||||
{
|
||||
|
@ -1766,7 +1766,7 @@ SparseMatrix::simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax
|
|||
save_op = (int *) mxRealloc(save_op, nopa*sizeof(int));
|
||||
}
|
||||
}
|
||||
save_op_s_l = (t_save_op_s *) (&(save_op[nop]));
|
||||
save_op_s_l = (t_save_op_s *)(&(save_op[nop]));
|
||||
save_op_s_l->operat = IFLD;
|
||||
save_op_s_l->first = first->u_index;
|
||||
save_op_s_l->lag = abs(first->lag_index);
|
||||
|
@ -1817,7 +1817,7 @@ SparseMatrix::simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax
|
|||
save_op = (int *) mxRealloc(save_op, nopa*sizeof(int));
|
||||
}
|
||||
}
|
||||
save_op_s_l = (t_save_op_s *) (&(save_op[nop]));
|
||||
save_op_s_l = (t_save_op_s *)(&(save_op[nop]));
|
||||
save_op_s_l->operat = IFLESS;
|
||||
save_op_s_l->first = tmp_u_count;
|
||||
save_op_s_l->second = first_piv->u_index;
|
||||
|
@ -1875,7 +1875,7 @@ SparseMatrix::simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax
|
|||
save_op = (int *) mxRealloc(save_op, nopa*sizeof(int));
|
||||
}
|
||||
}
|
||||
save_op_s_l = (t_save_op_s *) (&(save_op[nop]));
|
||||
save_op_s_l = (t_save_op_s *)(&(save_op[nop]));
|
||||
save_op_s_l->operat = IFSUB;
|
||||
save_op_s_l->first = first_sub->u_index;
|
||||
save_op_s_l->second = first_piv->u_index;
|
||||
|
@ -1912,7 +1912,7 @@ SparseMatrix::simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax
|
|||
save_op = (int *) mxRealloc(save_op, nopa*sizeof(int));
|
||||
}
|
||||
}
|
||||
save_op_s_l = (t_save_op_s *) (&(save_op[nop]));
|
||||
save_op_s_l = (t_save_op_s *)(&(save_op[nop]));
|
||||
save_op_s_l->operat = IFSUB;
|
||||
save_op_s_l->first = b[row];
|
||||
save_op_s_l->second = b[pivj];
|
||||
|
@ -1920,7 +1920,7 @@ SparseMatrix::simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax
|
|||
}
|
||||
nop += 3;
|
||||
}
|
||||
}
|
||||
}
|
||||
mxFree(bc);
|
||||
}
|
||||
if (symbolic)
|
||||
|
@ -1977,10 +1977,10 @@ SparseMatrix::simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax
|
|||
nop1 = nop;
|
||||
}
|
||||
}
|
||||
mxFree(piv_v);
|
||||
mxFree(pivj_v);
|
||||
mxFree(pivk_v);
|
||||
mxFree(NR);
|
||||
mxFree(piv_v);
|
||||
mxFree(pivj_v);
|
||||
mxFree(pivk_v);
|
||||
mxFree(NR);
|
||||
}
|
||||
nop_all += nop;
|
||||
if (symbolic)
|
||||
|
|
|
@ -37,35 +37,40 @@ using namespace std;
|
|||
extern unsigned long _nan[2];
|
||||
extern double NAN;
|
||||
|
||||
inline bool isnan(double value)
|
||||
inline bool
|
||||
isnan(double value)
|
||||
{
|
||||
return _isnan(value);
|
||||
}
|
||||
|
||||
inline bool isinf(double value)
|
||||
inline bool
|
||||
isinf(double value)
|
||||
{
|
||||
return (std::numeric_limits<double>::has_infinity &&
|
||||
value == std::numeric_limits<double>::infinity());
|
||||
return (std::numeric_limits<double>::has_infinity
|
||||
&& value == std::numeric_limits<double>::infinity());
|
||||
}
|
||||
|
||||
template<typename T>
|
||||
inline T asinh(T x)
|
||||
inline T
|
||||
asinh(T x)
|
||||
{
|
||||
return log(x+sqrt(x*x+1));
|
||||
}
|
||||
|
||||
template<typename T>
|
||||
inline T acosh(T x)
|
||||
inline T
|
||||
acosh(T x)
|
||||
{
|
||||
if (!(x>=1.0))
|
||||
if (!(x >= 1.0))
|
||||
return sqrt(-1.0);
|
||||
return log(x+sqrt(x*x-1.0));
|
||||
}
|
||||
|
||||
template<typename T>
|
||||
inline T atanh(T x)
|
||||
inline T
|
||||
atanh(T x)
|
||||
{
|
||||
if(!(x>-1.0 && x<1.0))
|
||||
if (!(x > -1.0 && x < 1.0))
|
||||
return sqrt(-1.0);
|
||||
return log((1.0+x)/(1.0-x))/2.0;
|
||||
}
|
||||
|
@ -78,108 +83,105 @@ struct t_save_op_s
|
|||
int first, second;
|
||||
};
|
||||
|
||||
const int IFLD =0;
|
||||
const int IFDIV =1;
|
||||
const int IFLESS=2;
|
||||
const int IFSUB =3;
|
||||
const int IFLDZ =4;
|
||||
const int IFMUL =5;
|
||||
const int IFSTP =6;
|
||||
const int IFADD =7;
|
||||
const double eps=1e-10;
|
||||
const double very_big=1e24;
|
||||
const int alt_symbolic_count_max=1;
|
||||
|
||||
const int IFLD = 0;
|
||||
const int IFDIV = 1;
|
||||
const int IFLESS = 2;
|
||||
const int IFSUB = 3;
|
||||
const int IFLDZ = 4;
|
||||
const int IFMUL = 5;
|
||||
const int IFSTP = 6;
|
||||
const int IFADD = 7;
|
||||
const double eps = 1e-10;
|
||||
const double very_big = 1e24;
|
||||
const int alt_symbolic_count_max = 1;
|
||||
|
||||
class SparseMatrix
|
||||
{
|
||||
public:
|
||||
SparseMatrix();
|
||||
int simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, int periods, bool print_it, bool cvg, int &iter, int minimal_solving_periods);
|
||||
bool simulate_NG(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, bool print_it, bool cvg, int &iter, bool steady_state);
|
||||
void Direct_Simulate(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, int periods, bool print_it, int iter);
|
||||
void fixe_u(double **u, int u_count_int, int max_lag_plus_max_lead_plus_1);
|
||||
void Read_SparseMatrix(string file_name, const int Size, int periods, int y_kmin, int y_kmax, bool steady_state, bool two_boundaries);
|
||||
void Read_file(string file_name, int periods, int u_size1, int y_size, int y_kmin, int y_kmax, int &nb_endo, int &u_count, int &u_count_init, double* u);
|
||||
{
|
||||
public:
|
||||
SparseMatrix();
|
||||
int simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, int periods, bool print_it, bool cvg, int &iter, int minimal_solving_periods);
|
||||
bool simulate_NG(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, bool print_it, bool cvg, int &iter, bool steady_state);
|
||||
void Direct_Simulate(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, int periods, bool print_it, int iter);
|
||||
void fixe_u(double **u, int u_count_int, int max_lag_plus_max_lead_plus_1);
|
||||
void Read_SparseMatrix(string file_name, const int Size, int periods, int y_kmin, int y_kmax, bool steady_state, bool two_boundaries);
|
||||
void Read_file(string file_name, int periods, int u_size1, int y_size, int y_kmin, int y_kmax, int &nb_endo, int &u_count, int &u_count_init, double *u);
|
||||
|
||||
private:
|
||||
void Init(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int> ,int>, int> &IM);
|
||||
void ShortInit(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int> ,int>, int> &IM);
|
||||
void Simple_Init(int it_, int y_kmin, int y_kmax, int Size, std::map<std::pair<std::pair<int, int> ,int>, int> &IM);
|
||||
void End(int Size);
|
||||
bool compare( int *save_op, int *save_opa, int *save_opaa, int beg_t, int periods, long int nop4, int Size
|
||||
private:
|
||||
void Init(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int>, int>, int> &IM);
|
||||
void ShortInit(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int>, int>, int> &IM);
|
||||
void Simple_Init(int it_, int y_kmin, int y_kmax, int Size, std::map<std::pair<std::pair<int, int>, int>, int> &IM);
|
||||
void End(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
|
||||
, long int *ndiv, long int *nsub
|
||||
, long int *ndiv, long int *nsub
|
||||
#endif
|
||||
);
|
||||
void Insert(const int r, const int c, const int u_index, const int lag_index);
|
||||
void Delete(const int r,const int c);
|
||||
int At_Row(int r, NonZeroElem **first);
|
||||
int At_Pos(int r, int c, NonZeroElem **first);
|
||||
int At_Col(int c, NonZeroElem **first);
|
||||
int At_Col(int c, int lag, NonZeroElem **first);
|
||||
int NRow(int r);
|
||||
int NCol(int c);
|
||||
int Union_Row(int row1, int row2);
|
||||
void Print(int Size,int *b);
|
||||
int Get_u();
|
||||
void Delete_u(int pos);
|
||||
void Clear_u();
|
||||
void Print_u();
|
||||
void CheckIt(int y_size, int y_kmin, int y_kmax, int Size, int periods, int iter);
|
||||
void Check_the_Solution(int periods, int y_kmin, int y_kmax, int Size, double *u, int* pivot, int* b);
|
||||
int complete(int beg_t, int Size, int periods, int *b);
|
||||
double bksub( int tbreak, int last_period, int Size, double slowc_l
|
||||
);
|
||||
void Insert(const int r, const int c, const int u_index, const int lag_index);
|
||||
void Delete(const int r, const int c);
|
||||
int At_Row(int r, NonZeroElem **first);
|
||||
int At_Pos(int r, int c, NonZeroElem **first);
|
||||
int At_Col(int c, NonZeroElem **first);
|
||||
int At_Col(int c, int lag, NonZeroElem **first);
|
||||
int NRow(int r);
|
||||
int NCol(int c);
|
||||
int Union_Row(int row1, int row2);
|
||||
void Print(int Size, int *b);
|
||||
int Get_u();
|
||||
void Delete_u(int pos);
|
||||
void Clear_u();
|
||||
void Print_u();
|
||||
void CheckIt(int y_size, int y_kmin, int y_kmax, int Size, int periods, int iter);
|
||||
void Check_the_Solution(int periods, int y_kmin, int y_kmax, int Size, double *u, int *pivot, int *b);
|
||||
int complete(int beg_t, int Size, int periods, int *b);
|
||||
double bksub(int tbreak, int last_period, int Size, double slowc_l
|
||||
#ifdef PROFILER
|
||||
, long int *nmul
|
||||
, long int *nmul
|
||||
#endif
|
||||
);
|
||||
double simple_bksub(int it_, int Size, double slowc_l);
|
||||
stack<double> Stack;
|
||||
int nb_prologue_table_u, nb_first_table_u, nb_middle_table_u, nb_last_table_u;
|
||||
int nb_prologue_table_y, nb_first_table_y, nb_middle_table_y, nb_last_table_y;
|
||||
int middle_count_loop;
|
||||
char type;
|
||||
fstream SaveCode;
|
||||
string filename;
|
||||
int max_u, min_u;
|
||||
clock_t time00;
|
||||
);
|
||||
double simple_bksub(int it_, int Size, double slowc_l);
|
||||
stack<double> Stack;
|
||||
int nb_prologue_table_u, nb_first_table_u, nb_middle_table_u, nb_last_table_u;
|
||||
int nb_prologue_table_y, nb_first_table_y, nb_middle_table_y, nb_last_table_y;
|
||||
int middle_count_loop;
|
||||
char type;
|
||||
fstream SaveCode;
|
||||
string filename;
|
||||
int max_u, min_u;
|
||||
clock_t time00;
|
||||
|
||||
Mem_Mngr mem_mngr;
|
||||
vector<int> u_liste;
|
||||
map<pair<int, int>,NonZeroElem*> Mapped_Array;
|
||||
int *NbNZRow, *NbNZCol;
|
||||
NonZeroElem **FNZE_R, **FNZE_C;
|
||||
int nb_endo, u_count_init;
|
||||
Mem_Mngr mem_mngr;
|
||||
vector<int> u_liste;
|
||||
map<pair<int, int>, NonZeroElem *> Mapped_Array;
|
||||
int *NbNZRow, *NbNZCol;
|
||||
NonZeroElem **FNZE_R, **FNZE_C;
|
||||
int nb_endo, u_count_init;
|
||||
|
||||
int *pivot, *pivotk, *pivot_save;
|
||||
double *pivotv, *pivotva;
|
||||
int *b;
|
||||
bool *line_done;
|
||||
bool symbolic, alt_symbolic;
|
||||
int alt_symbolic_count;
|
||||
int *g_save_op;
|
||||
int first_count_loop;
|
||||
int g_nop_all;
|
||||
int u_count_alloc, u_count_alloc_save;
|
||||
double markowitz_c_s;
|
||||
double res1a;
|
||||
long int nop_all, nop1, nop2;
|
||||
map<pair<pair<int, int> ,int>, int> IM_i;
|
||||
int *pivot, *pivotk, *pivot_save;
|
||||
double *pivotv, *pivotva;
|
||||
int *b;
|
||||
bool *line_done;
|
||||
bool symbolic, alt_symbolic;
|
||||
int alt_symbolic_count;
|
||||
int *g_save_op;
|
||||
int first_count_loop;
|
||||
int g_nop_all;
|
||||
int u_count_alloc, u_count_alloc_save;
|
||||
double markowitz_c_s;
|
||||
double res1a;
|
||||
long int nop_all, nop1, nop2;
|
||||
map<pair<pair<int, int>, int>, int> IM_i;
|
||||
protected:
|
||||
double *u, *y, *ya;
|
||||
double res1, res2, max_res, max_res_idx;
|
||||
double slowc, slowc_save, markowitz_c;
|
||||
int y_kmin, y_kmax, y_size, periods, y_decal;
|
||||
int *index_vara, *index_equa;
|
||||
int u_count, tbreak_g;
|
||||
int iter;
|
||||
double *direction;
|
||||
int start_compare;
|
||||
int restart;
|
||||
bool error_not_printed;
|
||||
};
|
||||
|
||||
|
||||
double *u, *y, *ya;
|
||||
double res1, res2, max_res, max_res_idx;
|
||||
double slowc, slowc_save, markowitz_c;
|
||||
int y_kmin, y_kmax, y_size, periods, y_decal;
|
||||
int *index_vara, *index_equa;
|
||||
int u_count, tbreak_g;
|
||||
int iter;
|
||||
double *direction;
|
||||
int start_compare;
|
||||
int restart;
|
||||
bool error_not_printed;
|
||||
};
|
||||
|
||||
#endif
|
||||
|
|
|
@ -26,18 +26,17 @@
|
|||
|
||||
#include "Interpreter.hh"
|
||||
#ifndef DEBUG_EX
|
||||
#include "mex.h"
|
||||
# include "mex.h"
|
||||
#else
|
||||
#include "mex_interface.hh"
|
||||
# include "mex_interface.hh"
|
||||
#endif
|
||||
|
||||
#include "Mem_Mngr.hh"
|
||||
|
||||
|
||||
#ifdef DEBUG_EX
|
||||
|
||||
using namespace std;
|
||||
#include <sstream>
|
||||
# include <sstream>
|
||||
string
|
||||
Get_Argument(const char *argv)
|
||||
{
|
||||
|
@ -45,23 +44,22 @@ Get_Argument(const char *argv)
|
|||
return f;
|
||||
}
|
||||
|
||||
|
||||
int
|
||||
main( int argc, const char* argv[] )
|
||||
main(int argc, const char *argv[])
|
||||
{
|
||||
FILE *fid;
|
||||
bool steady_state = false;
|
||||
bool evaluate = false;
|
||||
printf("argc=%d\n",argc);
|
||||
if(argc<2)
|
||||
printf("argc=%d\n", argc);
|
||||
if (argc < 2)
|
||||
{
|
||||
mexPrintf("model filename expected\n");
|
||||
mexEvalString("st=fclose('all');clear all;");
|
||||
mexPrintf("model filename expected\n");
|
||||
mexEvalString("st=fclose('all');clear all;");
|
||||
mexErrMsgTxt("Exit from Dynare");
|
||||
}
|
||||
float f_tmp;
|
||||
ostringstream tmp_out("");
|
||||
tmp_out << argv[1] << "_options.txt";
|
||||
tmp_out << argv[1] << "_options.txt";
|
||||
cout << tmp_out.str().c_str() << "\n";
|
||||
int nb_params;
|
||||
int i, row_y, col_y, row_x, col_x;
|
||||
|
@ -71,13 +69,13 @@ main( int argc, const char* argv[] )
|
|||
|
||||
string file_name(argv[1]);
|
||||
|
||||
for(i=2;i<argc; i++)
|
||||
for (i = 2; i < argc; i++)
|
||||
{
|
||||
if(Get_Argument(argv[i])=="static")
|
||||
if (Get_Argument(argv[i]) == "static")
|
||||
steady_state = true;
|
||||
else if(Get_Argument(argv[i])=="dynamic")
|
||||
else if (Get_Argument(argv[i]) == "dynamic")
|
||||
steady_state = false;
|
||||
else if(Get_Argument(argv[i])=="evaluate")
|
||||
else if (Get_Argument(argv[i]) == "evaluate")
|
||||
evaluate = true;
|
||||
else
|
||||
{
|
||||
|
@ -89,110 +87,110 @@ main( int argc, const char* argv[] )
|
|||
mexErrMsgTxt(f.c_str());
|
||||
}
|
||||
}
|
||||
fid = fopen(tmp_out.str().c_str(),"r");
|
||||
fid = fopen(tmp_out.str().c_str(), "r");
|
||||
int periods;
|
||||
fscanf(fid,"%d",&periods);
|
||||
fscanf(fid, "%d", &periods);
|
||||
int maxit_;
|
||||
fscanf(fid,"%d",&maxit_);
|
||||
fscanf(fid,"%f",&f_tmp);
|
||||
fscanf(fid, "%d", &maxit_);
|
||||
fscanf(fid, "%f", &f_tmp);
|
||||
double slowc = f_tmp;
|
||||
fscanf(fid,"%f",&f_tmp);
|
||||
fscanf(fid, "%f", &f_tmp);
|
||||
double markowitz_c = f_tmp;
|
||||
fscanf(fid,"%f",&f_tmp);
|
||||
fscanf(fid, "%f", &f_tmp);
|
||||
double solve_tolf = f_tmp;
|
||||
fscanf(fid,"%d",&minimal_solving_periods);
|
||||
fscanf(fid, "%d", &minimal_solving_periods);
|
||||
fclose(fid);
|
||||
|
||||
tmp_out.str("");
|
||||
tmp_out << argv[1] << "_M.txt";
|
||||
fid = fopen(tmp_out.str().c_str(),"r");
|
||||
fid = fopen(tmp_out.str().c_str(), "r");
|
||||
int y_kmin;
|
||||
fscanf(fid,"%d",&y_kmin);
|
||||
fscanf(fid, "%d", &y_kmin);
|
||||
int y_kmax;
|
||||
fscanf(fid,"%d",&y_kmax);
|
||||
fscanf(fid, "%d", &y_kmax);
|
||||
int y_decal;
|
||||
fscanf(fid,"%d",&y_decal);
|
||||
fscanf(fid,"%d",&nb_params);
|
||||
fscanf(fid,"%d",&row_x);
|
||||
fscanf(fid,"%d",&col_x);
|
||||
fscanf(fid,"%d",&row_y);
|
||||
fscanf(fid,"%d",&col_y);
|
||||
fscanf(fid, "%d", &y_decal);
|
||||
fscanf(fid, "%d", &nb_params);
|
||||
fscanf(fid, "%d", &row_x);
|
||||
fscanf(fid, "%d", &col_x);
|
||||
fscanf(fid, "%d", &row_y);
|
||||
fscanf(fid, "%d", &col_y);
|
||||
int steady_row_y, steady_col_y;
|
||||
int steady_row_x, steady_col_x;
|
||||
fscanf(fid,"%d",&steady_row_y);
|
||||
fscanf(fid,"%d",&steady_col_y);
|
||||
fscanf(fid,"%d",&steady_row_x);
|
||||
fscanf(fid,"%d",&steady_col_x);
|
||||
fscanf(fid, "%d", &steady_row_y);
|
||||
fscanf(fid, "%d", &steady_col_y);
|
||||
fscanf(fid, "%d", &steady_row_x);
|
||||
fscanf(fid, "%d", &steady_col_x);
|
||||
int nb_row_xd;
|
||||
fscanf(fid,"%d",&nb_row_xd);
|
||||
double * params = (double*)malloc(nb_params*sizeof(params[0]));
|
||||
for(i=0; i < nb_params; i++)
|
||||
fscanf(fid, "%d", &nb_row_xd);
|
||||
double *params = (double *) malloc(nb_params*sizeof(params[0]));
|
||||
for (i = 0; i < nb_params; i++)
|
||||
{
|
||||
fscanf(fid,"%f",&f_tmp);
|
||||
fscanf(fid, "%f", &f_tmp);
|
||||
params[i] = f_tmp;
|
||||
}
|
||||
fclose(fid);
|
||||
yd = (double*)malloc(row_y*col_y*sizeof(yd[0]));
|
||||
xd = (double*)malloc(row_x*col_x*sizeof(xd[0]));
|
||||
yd = (double *) malloc(row_y*col_y*sizeof(yd[0]));
|
||||
xd = (double *) malloc(row_x*col_x*sizeof(xd[0]));
|
||||
tmp_out.str("");
|
||||
tmp_out << argv[1] << "_oo.txt";
|
||||
fid = fopen(tmp_out.str().c_str(),"r");
|
||||
for(i=0; i < col_y*row_y; i++)
|
||||
fid = fopen(tmp_out.str().c_str(), "r");
|
||||
for (i = 0; i < col_y*row_y; i++)
|
||||
{
|
||||
fscanf(fid,"%f",&f_tmp);
|
||||
fscanf(fid, "%f", &f_tmp);
|
||||
yd[i] = f_tmp;
|
||||
}
|
||||
for(i=0; i < col_x*row_x; i++)
|
||||
for (i = 0; i < col_x*row_x; i++)
|
||||
{
|
||||
fscanf(fid,"%f",&f_tmp);
|
||||
fscanf(fid, "%f", &f_tmp);
|
||||
xd[i] = f_tmp;
|
||||
}
|
||||
double *steady_yd, *steady_xd;
|
||||
steady_yd = (double*)malloc(steady_row_y*steady_col_y*sizeof(steady_yd[0]));
|
||||
steady_xd = (double*)malloc(steady_row_x*steady_col_x*sizeof(steady_xd[0]));
|
||||
for(i=0; i < steady_row_y*steady_col_y; i++)
|
||||
steady_yd = (double *) malloc(steady_row_y*steady_col_y*sizeof(steady_yd[0]));
|
||||
steady_xd = (double *) malloc(steady_row_x*steady_col_x*sizeof(steady_xd[0]));
|
||||
for (i = 0; i < steady_row_y*steady_col_y; i++)
|
||||
{
|
||||
fscanf(fid,"%f",&f_tmp);
|
||||
fscanf(fid, "%f", &f_tmp);
|
||||
steady_yd[i] = f_tmp;
|
||||
}
|
||||
for(i=0; i < steady_row_x*steady_col_x; i++)
|
||||
for (i = 0; i < steady_row_x*steady_col_x; i++)
|
||||
{
|
||||
fscanf(fid,"%f",&f_tmp);
|
||||
fscanf(fid, "%f", &f_tmp);
|
||||
steady_xd[i] = f_tmp;
|
||||
}
|
||||
fclose(fid);
|
||||
|
||||
int size_of_direction=col_y*row_y*sizeof(double);
|
||||
double * y=(double*)mxMalloc(size_of_direction);
|
||||
double * ya=(double*)mxMalloc(size_of_direction);
|
||||
direction=(double*)mxMalloc(size_of_direction);
|
||||
memset(direction,0,size_of_direction);
|
||||
double * x=(double*)mxMalloc(col_x*row_x*sizeof(double));
|
||||
for (i=0;i<row_x*col_x;i++)
|
||||
x[i]=double(xd[i]);
|
||||
for (i=0;i<row_y*col_y;i++)
|
||||
y[i]=double(yd[i]);
|
||||
int size_of_direction = col_y*row_y*sizeof(double);
|
||||
double *y = (double *) mxMalloc(size_of_direction);
|
||||
double *ya = (double *) mxMalloc(size_of_direction);
|
||||
direction = (double *) mxMalloc(size_of_direction);
|
||||
memset(direction, 0, size_of_direction);
|
||||
double *x = (double *) mxMalloc(col_x*row_x*sizeof(double));
|
||||
for (i = 0; i < row_x*col_x; i++)
|
||||
x[i] = double (xd[i]);
|
||||
for (i = 0; i < row_y*col_y; i++)
|
||||
y[i] = double (yd[i]);
|
||||
free(yd);
|
||||
free(xd);
|
||||
|
||||
int y_size=row_y;
|
||||
int nb_row_x=row_x;
|
||||
clock_t t0= clock();
|
||||
int y_size = row_y;
|
||||
int nb_row_x = row_x;
|
||||
clock_t t0 = clock();
|
||||
|
||||
Interpreter interprete( params, y, ya, x, steady_yd, steady_xd, direction, y_size, nb_row_x, nb_row_xd, periods, y_kmin, y_kmax, maxit_, solve_tolf, size_of_direction, slowc, y_decal, markowitz_c, file_name, minimal_solving_periods);
|
||||
Interpreter interprete(params, y, ya, x, steady_yd, steady_xd, direction, y_size, nb_row_x, nb_row_xd, periods, y_kmin, y_kmax, maxit_, solve_tolf, size_of_direction, slowc, y_decal, markowitz_c, file_name, minimal_solving_periods);
|
||||
|
||||
string f(file_name);
|
||||
interprete.compute_blocks(f, f, steady_state, evaluate);
|
||||
clock_t t1= clock();
|
||||
if(!evaluate)
|
||||
mexPrintf("Simulation Time=%f milliseconds\n",1000.0*(double(t1)-double(t0))/double(CLOCKS_PER_SEC));
|
||||
if(x)
|
||||
clock_t t1 = clock();
|
||||
if (!evaluate)
|
||||
mexPrintf("Simulation Time=%f milliseconds\n", 1000.0*(double (t1)-double (t0))/double (CLOCKS_PER_SEC));
|
||||
if (x)
|
||||
mxFree(x);
|
||||
if(y)
|
||||
if (y)
|
||||
mxFree(y);
|
||||
if(ya)
|
||||
if (ya)
|
||||
mxFree(ya);
|
||||
if(direction)
|
||||
if (direction)
|
||||
mxFree(direction);
|
||||
free(params);
|
||||
}
|
||||
|
@ -203,9 +201,9 @@ string
|
|||
Get_Argument(const mxArray *prhs)
|
||||
{
|
||||
const mxArray *mxa = prhs;
|
||||
int buflen=mxGetM(mxa) * mxGetN(mxa) + 1;
|
||||
int buflen = mxGetM(mxa) * mxGetN(mxa) + 1;
|
||||
char *first_argument;
|
||||
first_argument=(char*)mxCalloc(buflen, sizeof(char));
|
||||
first_argument = (char *) mxCalloc(buflen, sizeof(char));
|
||||
int status = mxGetString(mxa, first_argument, buflen);
|
||||
if (status != 0)
|
||||
mexWarnMsgTxt("Not enough space. The first argument is truncated.");
|
||||
|
@ -214,25 +212,25 @@ Get_Argument(const mxArray *prhs)
|
|||
return f;
|
||||
}
|
||||
|
||||
/* The gateway routine */
|
||||
void
|
||||
/* The gateway routine */
|
||||
void
|
||||
mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
|
||||
{
|
||||
mxArray *M_, *oo_, *options_;
|
||||
int i, row_y, col_y, row_x, col_x, nb_row_xd;
|
||||
int steady_row_y, steady_col_y, steady_row_x, steady_col_x, steady_nb_row_xd;
|
||||
int y_kmin=0, y_kmax=0, y_decal=0, periods=1;
|
||||
double * pind ;
|
||||
int y_kmin = 0, y_kmax = 0, y_decal = 0, periods = 1;
|
||||
double *pind;
|
||||
double *direction;
|
||||
bool steady_state = false;
|
||||
bool evaluate = false;
|
||||
for(i=0;i<nrhs; i++)
|
||||
for (i = 0; i < nrhs; i++)
|
||||
{
|
||||
if(Get_Argument(prhs[i])=="static")
|
||||
if (Get_Argument(prhs[i]) == "static")
|
||||
steady_state = true;
|
||||
else if(Get_Argument(prhs[i])=="dynamic")
|
||||
else if (Get_Argument(prhs[i]) == "dynamic")
|
||||
steady_state = false;
|
||||
else if(Get_Argument(prhs[i])=="evaluate")
|
||||
else if (Get_Argument(prhs[i]) == "evaluate")
|
||||
evaluate = true;
|
||||
else
|
||||
{
|
||||
|
@ -243,130 +241,128 @@ mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
|
|||
mexErrMsgTxt(f.c_str());
|
||||
}
|
||||
}
|
||||
M_ = mexGetVariable("global","M_");
|
||||
if (M_ == NULL )
|
||||
M_ = mexGetVariable("global", "M_");
|
||||
if (M_ == NULL)
|
||||
{
|
||||
mexPrintf("Global variable not found : ");
|
||||
mexErrMsgTxt("M_ \n");
|
||||
}
|
||||
/* Gets variables and parameters from global workspace of Matlab */
|
||||
oo_ = mexGetVariable("global","oo_");
|
||||
if (oo_ == NULL )
|
||||
oo_ = mexGetVariable("global", "oo_");
|
||||
if (oo_ == NULL)
|
||||
{
|
||||
mexPrintf("Global variable not found : ");
|
||||
mexErrMsgTxt("oo_ \n");
|
||||
}
|
||||
options_ = mexGetVariable("global","options_");
|
||||
if (options_ == NULL )
|
||||
options_ = mexGetVariable("global", "options_");
|
||||
if (options_ == NULL)
|
||||
{
|
||||
mexPrintf("Global variable not found : ");
|
||||
mexErrMsgTxt("options_ \n");
|
||||
}
|
||||
double * params = mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"params")));
|
||||
double *yd, *xd , *steady_yd = NULL, *steady_xd = NULL;
|
||||
if(!steady_state)
|
||||
double *params = mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "params")));
|
||||
double *yd, *xd, *steady_yd = NULL, *steady_xd = NULL;
|
||||
if (!steady_state)
|
||||
{
|
||||
yd= mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"endo_simul")));
|
||||
row_y=mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"endo_simul")));
|
||||
col_y=mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"endo_simul")));;
|
||||
xd= mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"exo_simul")));
|
||||
row_x=mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"exo_simul")));
|
||||
col_x=mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"exo_simul")));
|
||||
nb_row_xd=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"exo_det_nbr"))))));
|
||||
yd = mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "endo_simul")));
|
||||
row_y = mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "endo_simul")));
|
||||
col_y = mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "endo_simul")));;
|
||||
xd = mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_simul")));
|
||||
row_x = mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_simul")));
|
||||
col_x = mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_simul")));
|
||||
nb_row_xd = int (floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "exo_det_nbr"))))));
|
||||
|
||||
y_kmin=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"maximum_lag"))))));
|
||||
y_kmax=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"maximum_lead"))))));
|
||||
y_decal=max(0,y_kmin-int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"maximum_endo_lag")))))));
|
||||
periods=int(floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"periods"))))));
|
||||
y_kmin = int (floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "maximum_lag"))))));
|
||||
y_kmax = int (floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "maximum_lead"))))));
|
||||
y_decal = max(0, y_kmin-int (floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "maximum_endo_lag")))))));
|
||||
periods = int (floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "periods"))))));
|
||||
|
||||
steady_yd= mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"steady_state")));
|
||||
steady_row_y=mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"steady_state")));
|
||||
steady_col_y=mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"steady_state")));;
|
||||
steady_xd= mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"exo_steady_state")));
|
||||
steady_row_x=mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"exo_steady_state")));
|
||||
steady_col_x=mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"exo_steady_state")));
|
||||
steady_nb_row_xd=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"exo_det_nbr"))))));
|
||||
steady_yd = mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "steady_state")));
|
||||
steady_row_y = mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "steady_state")));
|
||||
steady_col_y = mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "steady_state")));;
|
||||
steady_xd = mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_steady_state")));
|
||||
steady_row_x = mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_steady_state")));
|
||||
steady_col_x = mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_steady_state")));
|
||||
steady_nb_row_xd = int (floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "exo_det_nbr"))))));
|
||||
}
|
||||
else
|
||||
{
|
||||
yd= mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"steady_state")));
|
||||
row_y=mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"steady_state")));
|
||||
col_y=mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"steady_state")));;
|
||||
xd= mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"exo_steady_state")));
|
||||
row_x=mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"exo_steady_state")));
|
||||
col_x=mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"exo_steady_state")));
|
||||
nb_row_xd=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"exo_det_nbr"))))));
|
||||
}
|
||||
int maxit_=int(floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"maxit_"))))));
|
||||
double slowc=double(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"slowc")))));
|
||||
double markowitz_c=double(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"markowitz")))));
|
||||
int minimal_solving_periods=int(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"minimal_solving_periods")))));
|
||||
else
|
||||
{
|
||||
yd = mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "steady_state")));
|
||||
row_y = mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "steady_state")));
|
||||
col_y = mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "steady_state")));;
|
||||
xd = mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_steady_state")));
|
||||
row_x = mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_steady_state")));
|
||||
col_x = mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_steady_state")));
|
||||
nb_row_xd = int (floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "exo_det_nbr"))))));
|
||||
}
|
||||
int maxit_ = int (floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "maxit_"))))));
|
||||
double slowc = double (*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "slowc")))));
|
||||
double markowitz_c = double (*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "markowitz")))));
|
||||
int minimal_solving_periods = int (*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "minimal_solving_periods")))));
|
||||
double solve_tolf;
|
||||
if(steady_state)
|
||||
solve_tolf=*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"solve_tolf"))));
|
||||
else
|
||||
solve_tolf=*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"dynatol"))));
|
||||
mxArray *mxa=mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"fname"));
|
||||
int buflen=mxGetM(mxa) * mxGetN(mxa) + 1;
|
||||
if (steady_state)
|
||||
solve_tolf = *(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "solve_tolf"))));
|
||||
else
|
||||
solve_tolf = *(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "dynatol"))));
|
||||
mxArray *mxa = mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "fname"));
|
||||
int buflen = mxGetM(mxa) * mxGetN(mxa) + 1;
|
||||
char *fname;
|
||||
fname=(char*)mxCalloc(buflen, sizeof(char));
|
||||
string file_name=fname;
|
||||
fname = (char *) mxCalloc(buflen, sizeof(char));
|
||||
string file_name = fname;
|
||||
int status = mxGetString(mxa, fname, buflen);
|
||||
if (status != 0)
|
||||
mexWarnMsgTxt("Not enough space. Filename is truncated.");
|
||||
|
||||
|
||||
int size_of_direction=col_y*row_y*sizeof(double);
|
||||
double * y=(double*)mxMalloc(size_of_direction);
|
||||
double * ya=(double*)mxMalloc(size_of_direction);
|
||||
direction=(double*)mxMalloc(size_of_direction);
|
||||
memset(direction,0,size_of_direction);
|
||||
double * x=(double*)mxMalloc(col_x*row_x*sizeof(double));
|
||||
for (i=0;i<row_x*col_x;i++)
|
||||
x[i]=double(xd[i]);
|
||||
for (i=0;i<row_y*col_y;i++)
|
||||
int size_of_direction = col_y*row_y*sizeof(double);
|
||||
double *y = (double *) mxMalloc(size_of_direction);
|
||||
double *ya = (double *) mxMalloc(size_of_direction);
|
||||
direction = (double *) mxMalloc(size_of_direction);
|
||||
memset(direction, 0, size_of_direction);
|
||||
double *x = (double *) mxMalloc(col_x*row_x*sizeof(double));
|
||||
for (i = 0; i < row_x*col_x; i++)
|
||||
x[i] = double (xd[i]);
|
||||
for (i = 0; i < row_y*col_y; i++)
|
||||
{
|
||||
y[i] = double(yd[i]);
|
||||
ya[i] = double(yd[i]);
|
||||
y[i] = double (yd[i]);
|
||||
ya[i] = double (yd[i]);
|
||||
}
|
||||
int y_size=row_y;
|
||||
int nb_row_x=row_x;
|
||||
int y_size = row_y;
|
||||
int nb_row_x = row_x;
|
||||
|
||||
|
||||
clock_t t0= clock();
|
||||
clock_t t0 = clock();
|
||||
Interpreter interprete(params, y, ya, x, steady_yd, steady_xd, direction, y_size, nb_row_x, nb_row_xd, periods, y_kmin, y_kmax, maxit_, solve_tolf, size_of_direction, slowc, y_decal, markowitz_c, file_name, minimal_solving_periods);
|
||||
string f(fname);
|
||||
bool result = interprete.compute_blocks(f, f, steady_state, evaluate);
|
||||
clock_t t1= clock();
|
||||
if(!steady_state && !evaluate)
|
||||
mexPrintf("Simulation Time=%f milliseconds\n",1000.0*(double(t1)-double(t0))/double(CLOCKS_PER_SEC));
|
||||
if (nlhs>0)
|
||||
clock_t t1 = clock();
|
||||
if (!steady_state && !evaluate)
|
||||
mexPrintf("Simulation Time=%f milliseconds\n", 1000.0*(double (t1)-double (t0))/double (CLOCKS_PER_SEC));
|
||||
if (nlhs > 0)
|
||||
{
|
||||
plhs[0] = mxCreateDoubleMatrix(row_y, col_y, mxREAL);
|
||||
pind = mxGetPr(plhs[0]);
|
||||
if(evaluate)
|
||||
for (i=0;i<row_y*col_y;i++)
|
||||
pind[i]=y[i]-ya[i];
|
||||
if (evaluate)
|
||||
for (i = 0; i < row_y*col_y; i++)
|
||||
pind[i] = y[i]-ya[i];
|
||||
else
|
||||
for (i=0;i<row_y*col_y;i++)
|
||||
pind[i]=y[i];
|
||||
if(nlhs>1)
|
||||
{
|
||||
plhs[1] = mxCreateDoubleMatrix(1, 1, mxREAL);
|
||||
pind = mxGetPr(plhs[1]);
|
||||
if(result)
|
||||
pind[0] = 0;
|
||||
else
|
||||
pind[0] = 1;
|
||||
}
|
||||
for (i = 0; i < row_y*col_y; i++)
|
||||
pind[i] = y[i];
|
||||
if (nlhs > 1)
|
||||
{
|
||||
plhs[1] = mxCreateDoubleMatrix(1, 1, mxREAL);
|
||||
pind = mxGetPr(plhs[1]);
|
||||
if (result)
|
||||
pind[0] = 0;
|
||||
else
|
||||
pind[0] = 1;
|
||||
}
|
||||
}
|
||||
if(x)
|
||||
if (x)
|
||||
mxFree(x);
|
||||
if(y)
|
||||
if (y)
|
||||
mxFree(y);
|
||||
if(ya)
|
||||
if (ya)
|
||||
mxFree(ya);
|
||||
if(direction)
|
||||
if (direction)
|
||||
mxFree(direction);
|
||||
}
|
||||
#endif
|
||||
|
|
|
@ -10,9 +10,9 @@ mexPrintf(const char *str, ...)
|
|||
va_list args;
|
||||
int retval;
|
||||
|
||||
va_start (args, str);
|
||||
retval = vprintf (str, args);
|
||||
va_end (args);
|
||||
va_start(args, str);
|
||||
retval = vprintf(str, args);
|
||||
va_end(args);
|
||||
|
||||
return retval;
|
||||
}
|
||||
|
@ -25,24 +25,23 @@ mexErrMsgTxt(const string str)
|
|||
}
|
||||
|
||||
void
|
||||
mxFree(void* to_release)
|
||||
mxFree(void *to_release)
|
||||
{
|
||||
free(to_release);
|
||||
}
|
||||
|
||||
void*
|
||||
void *
|
||||
mxMalloc(int amount)
|
||||
{
|
||||
return malloc(amount);
|
||||
}
|
||||
|
||||
void*
|
||||
mxRealloc(void* to_extend, int amount)
|
||||
void *
|
||||
mxRealloc(void *to_extend, int amount)
|
||||
{
|
||||
return realloc(to_extend, amount);
|
||||
}
|
||||
|
||||
|
||||
void
|
||||
mexEvalString(const string str)
|
||||
{
|
||||
|
|
|
@ -5,9 +5,9 @@
|
|||
#include <stdarg.h>
|
||||
using namespace std;
|
||||
|
||||
int mexPrintf(/*const string*/const char* str, ...);
|
||||
int mexPrintf(/*const string*/ const char *str, ...);
|
||||
void mexErrMsgTxt(const string str);
|
||||
void* mxMalloc(int amount);
|
||||
void* mxRealloc(void* to_extend, int amount);
|
||||
void mxFree(void* to_release);
|
||||
void *mxMalloc(int amount);
|
||||
void *mxRealloc(void *to_extend, int amount);
|
||||
void mxFree(void *to_release);
|
||||
void mexEvalString(const string str);
|
||||
|
|
|
@ -1,37 +1,36 @@
|
|||
function simulate_debug()
|
||||
global M_ oo_ options_;
|
||||
fid = fopen([M_.fname '_options.txt'],'wt');
|
||||
fprintf(fid,'%d\n',options_.periods);
|
||||
fprintf(fid,'%d\n',options_.maxit_);
|
||||
fprintf(fid,'%6.20f\n',options_.slowc);
|
||||
fprintf(fid,'%6.20f\n',options_.markowitz);
|
||||
fprintf(fid,'%6.20f\n',options_.dynatol);
|
||||
fprintf(fid,'%d\n',options_.minimal_solving_periods);
|
||||
fclose(fid);
|
||||
|
||||
fid = fopen([M_.fname '_M.txt'],'wt');
|
||||
fprintf(fid,'%d\n',M_.maximum_lag);
|
||||
fprintf(fid,'%d\n',M_.maximum_lead);
|
||||
fprintf(fid,'%d\n',M_.maximum_endo_lag);
|
||||
fprintf(fid,'%d\n',M_.param_nbr);
|
||||
fprintf(fid,'%d\n',size(oo_.exo_simul, 1));
|
||||
fprintf(fid,'%d\n',size(oo_.exo_simul, 2));
|
||||
fprintf(fid,'%d\n',M_.endo_nbr);
|
||||
fprintf(fid,'%d\n',size(oo_.endo_simul, 2));
|
||||
fprintf(fid,'%d\n',M_.exo_det_nbr);
|
||||
|
||||
fprintf(fid,'%d\n',size(oo_.steady_state,1));
|
||||
fprintf(fid,'%d\n',size(oo_.steady_state,2));
|
||||
fprintf(fid,'%d\n',size(oo_.exo_steady_state,1));
|
||||
fprintf(fid,'%d\n',size(oo_.exo_steady_state,2));
|
||||
|
||||
fprintf(fid,'%6.20f\n',M_.params);
|
||||
|
||||
fclose(fid);
|
||||
fid = fopen([M_.fname '_oo.txt'],'wt');
|
||||
fprintf(fid,'%6.20f\n',oo_.endo_simul);
|
||||
fprintf(fid,'%6.20f\n',oo_.exo_simul);
|
||||
fprintf(fid,'%6.20f\n',oo_.steady_state);
|
||||
fprintf(fid,'%6.20f\n',oo_.exo_steady_state);
|
||||
fclose(fid);
|
||||
|
||||
function simulate_debug()
|
||||
global M_ oo_ options_;
|
||||
fid = fopen([M_.fname '_options.txt'],'wt');
|
||||
fprintf(fid,'%d\n',options_.periods);
|
||||
fprintf(fid,'%d\n',options_.maxit_);
|
||||
fprintf(fid,'%6.20f\n',options_.slowc);
|
||||
fprintf(fid,'%6.20f\n',options_.markowitz);
|
||||
fprintf(fid,'%6.20f\n',options_.dynatol);
|
||||
fprintf(fid,'%d\n',options_.minimal_solving_periods);
|
||||
fclose(fid);
|
||||
|
||||
fid = fopen([M_.fname '_M.txt'],'wt');
|
||||
fprintf(fid,'%d\n',M_.maximum_lag);
|
||||
fprintf(fid,'%d\n',M_.maximum_lead);
|
||||
fprintf(fid,'%d\n',M_.maximum_endo_lag);
|
||||
fprintf(fid,'%d\n',M_.param_nbr);
|
||||
fprintf(fid,'%d\n',size(oo_.exo_simul, 1));
|
||||
fprintf(fid,'%d\n',size(oo_.exo_simul, 2));
|
||||
fprintf(fid,'%d\n',M_.endo_nbr);
|
||||
fprintf(fid,'%d\n',size(oo_.endo_simul, 2));
|
||||
fprintf(fid,'%d\n',M_.exo_det_nbr);
|
||||
|
||||
fprintf(fid,'%d\n',size(oo_.steady_state,1));
|
||||
fprintf(fid,'%d\n',size(oo_.steady_state,2));
|
||||
fprintf(fid,'%d\n',size(oo_.exo_steady_state,1));
|
||||
fprintf(fid,'%d\n',size(oo_.exo_steady_state,2));
|
||||
|
||||
fprintf(fid,'%6.20f\n',M_.params);
|
||||
|
||||
fclose(fid);
|
||||
fid = fopen([M_.fname '_oo.txt'],'wt');
|
||||
fprintf(fid,'%6.20f\n',oo_.endo_simul);
|
||||
fprintf(fid,'%6.20f\n',oo_.exo_simul);
|
||||
fprintf(fid,'%6.20f\n',oo_.steady_state);
|
||||
fprintf(fid,'%6.20f\n',oo_.exo_steady_state);
|
||||
fclose(fid);
|
||||
|
|
|
@ -30,77 +30,77 @@
|
|||
#define _DYNBLAS_H
|
||||
|
||||
/* Starting from version 7.8, MATLAB BLAS expects ptrdiff_t arguments for integers */
|
||||
# if defined(MATLAB_MEX_FILE) && MATLAB_VERSION >= 0x0708
|
||||
# ifdef __cplusplus
|
||||
# include <cstdlib>
|
||||
# else
|
||||
# include <stdlib.h>
|
||||
# endif
|
||||
typedef ptrdiff_t blas_int;
|
||||
# else
|
||||
typedef int blas_int;
|
||||
# endif
|
||||
|
||||
# if defined(MATLAB_MEX_FILE) && defined(_WIN32)
|
||||
# define FORTRAN_WRAPPER(x) x
|
||||
# else
|
||||
# define FORTRAN_WRAPPER(x) x ## _
|
||||
# endif
|
||||
|
||||
#if defined(MATLAB_MEX_FILE) && MATLAB_VERSION >= 0x0708
|
||||
# ifdef __cplusplus
|
||||
extern "C" {
|
||||
# include <cstdlib>
|
||||
# else
|
||||
# include <stdlib.h>
|
||||
# endif
|
||||
typedef ptrdiff_t blas_int;
|
||||
#else
|
||||
typedef int blas_int;
|
||||
#endif
|
||||
|
||||
#if defined(MATLAB_MEX_FILE) && defined(_WIN32)
|
||||
# define FORTRAN_WRAPPER(x) x
|
||||
#else
|
||||
# define FORTRAN_WRAPPER(x) x ## _
|
||||
#endif
|
||||
|
||||
#ifdef __cplusplus
|
||||
extern "C" {
|
||||
#endif
|
||||
|
||||
typedef const char *BLCHAR;
|
||||
typedef const blas_int *CONST_BLINT;
|
||||
typedef const double *CONST_BLDOU;
|
||||
typedef double *BLDOU;
|
||||
|
||||
# define dgemm FORTRAN_WRAPPER(dgemm)
|
||||
#define dgemm FORTRAN_WRAPPER(dgemm)
|
||||
void dgemm(BLCHAR transa, BLCHAR transb, CONST_BLINT m, CONST_BLINT n,
|
||||
CONST_BLINT k, CONST_BLDOU alpha, CONST_BLDOU a, CONST_BLINT lda,
|
||||
CONST_BLDOU b, CONST_BLINT ldb, CONST_BLDOU beta,
|
||||
BLDOU c, CONST_BLINT ldc);
|
||||
|
||||
# define dgemv FORTRAN_WRAPPER(dgemv)
|
||||
#define dgemv FORTRAN_WRAPPER(dgemv)
|
||||
void dgemv(BLCHAR trans, CONST_BLINT m, CONST_BLINT n, CONST_BLDOU alpha,
|
||||
CONST_BLDOU a, CONST_BLINT lda, CONST_BLDOU x, CONST_BLINT incx,
|
||||
CONST_BLDOU beta, BLDOU y, CONST_BLINT incy);
|
||||
|
||||
# define dtrsv FORTRAN_WRAPPER(dtrsv)
|
||||
#define dtrsv FORTRAN_WRAPPER(dtrsv)
|
||||
void dtrsv(BLCHAR uplo, BLCHAR trans, BLCHAR diag, CONST_BLINT n,
|
||||
CONST_BLDOU a, CONST_BLINT lda, BLDOU x, CONST_BLINT incx);
|
||||
|
||||
# define dtrmv FORTRAN_WRAPPER(dtrmv)
|
||||
#define dtrmv FORTRAN_WRAPPER(dtrmv)
|
||||
void dtrmv(BLCHAR uplo, BLCHAR trans, BLCHAR diag, CONST_BLINT n,
|
||||
CONST_BLDOU a, CONST_BLINT lda, BLDOU x, CONST_BLINT incx);
|
||||
|
||||
# define daxpy FORTRAN_WRAPPER(daxpy)
|
||||
#define daxpy FORTRAN_WRAPPER(daxpy)
|
||||
void daxpy(CONST_BLINT n, CONST_BLDOU a, CONST_BLDOU x, CONST_BLINT incx,
|
||||
BLDOU y, CONST_BLINT incy);
|
||||
|
||||
# define dcopy FORTRAN_WRAPPER(dcopy)
|
||||
#define dcopy FORTRAN_WRAPPER(dcopy)
|
||||
void dcopy(CONST_BLINT n, CONST_BLDOU x, CONST_BLINT incx,
|
||||
BLDOU y, CONST_BLINT incy);
|
||||
|
||||
# define zaxpy FORTRAN_WRAPPER(zaxpy)
|
||||
#define zaxpy FORTRAN_WRAPPER(zaxpy)
|
||||
void zaxpy(CONST_BLINT n, CONST_BLDOU a, CONST_BLDOU x, CONST_BLINT incx,
|
||||
BLDOU y, CONST_BLINT incy);
|
||||
|
||||
# define dscal FORTRAN_WRAPPER(dscal)
|
||||
#define dscal FORTRAN_WRAPPER(dscal)
|
||||
void dscal(CONST_BLINT n, CONST_BLDOU a, BLDOU x, CONST_BLINT incx);
|
||||
|
||||
# define dtrsm FORTRAN_WRAPPER(dtrsm)
|
||||
#define dtrsm FORTRAN_WRAPPER(dtrsm)
|
||||
void dtrsm(BLCHAR side, BLCHAR uplo, BLCHAR transa, BLCHAR diag, CONST_BLINT m,
|
||||
CONST_BLINT n, CONST_BLDOU alpha, CONST_BLDOU a, CONST_BLINT lda,
|
||||
BLDOU b, CONST_BLINT ldb);
|
||||
|
||||
# define ddot FORTRAN_WRAPPER(ddot)
|
||||
#define ddot FORTRAN_WRAPPER(ddot)
|
||||
double ddot(CONST_BLINT n, CONST_BLDOU x, CONST_BLINT incx, CONST_BLDOU y,
|
||||
CONST_BLINT incy);
|
||||
|
||||
# ifdef __cplusplus
|
||||
#ifdef __cplusplus
|
||||
} /* extern "C" */
|
||||
# endif
|
||||
#endif
|
||||
|
||||
#endif /* _DYNBLAS_H */
|
||||
|
|
|
@ -6,7 +6,7 @@
|
|||
*
|
||||
* When used in the context of a MATLAB MEX file, you must define MATLAB_MEX_FILE
|
||||
* and MATLAB_VERSION (for version 7.4, define it to 0x0704).
|
||||
*
|
||||
*
|
||||
*
|
||||
* Copyright (C) 2009 Dynare Team
|
||||
*
|
||||
|
@ -30,88 +30,88 @@
|
|||
#define _DYNLAPACK_H
|
||||
|
||||
/* Starting from version 7.8, MATLAB LAPACK expects ptrdiff_t arguments for integers */
|
||||
# if defined(MATLAB_MEX_FILE) && MATLAB_VERSION >= 0x0708
|
||||
# ifdef __cplusplus
|
||||
# include <cstdlib>
|
||||
# else
|
||||
# include <stdlib.h>
|
||||
# endif
|
||||
typedef ptrdiff_t lapack_int;
|
||||
# else
|
||||
typedef int lapack_int;
|
||||
# endif
|
||||
|
||||
# if defined(MATLAB_MEX_FILE) && defined(_WIN32)
|
||||
# define FORTRAN_WRAPPER(x) x
|
||||
# else
|
||||
# define FORTRAN_WRAPPER(x) x ## _
|
||||
# endif
|
||||
|
||||
#if defined(MATLAB_MEX_FILE) && MATLAB_VERSION >= 0x0708
|
||||
# ifdef __cplusplus
|
||||
extern "C" {
|
||||
# include <cstdlib>
|
||||
# else
|
||||
# include <stdlib.h>
|
||||
# endif
|
||||
typedef ptrdiff_t lapack_int;
|
||||
#else
|
||||
typedef int lapack_int;
|
||||
#endif
|
||||
|
||||
#if defined(MATLAB_MEX_FILE) && defined(_WIN32)
|
||||
# define FORTRAN_WRAPPER(x) x
|
||||
#else
|
||||
# define FORTRAN_WRAPPER(x) x ## _
|
||||
#endif
|
||||
|
||||
#ifdef __cplusplus
|
||||
extern "C" {
|
||||
#endif
|
||||
|
||||
typedef const char *LACHAR;
|
||||
typedef const lapack_int *CONST_LAINT;
|
||||
typedef lapack_int *LAINT;
|
||||
typedef const double *CONST_LADOU;
|
||||
typedef double *LADOU;
|
||||
typedef lapack_int (*DGGESCRIT)(const double*, const double*, const double*);
|
||||
typedef lapack_int (*DGGESCRIT)(const double *, const double *, const double *);
|
||||
|
||||
# define dgetrs FORTRAN_WRAPPER(dgetrs)
|
||||
#define dgetrs FORTRAN_WRAPPER(dgetrs)
|
||||
void dgetrs(LACHAR trans, CONST_LAINT n, CONST_LAINT nrhs, CONST_LADOU a, CONST_LAINT lda, CONST_LAINT ipiv,
|
||||
LADOU b, CONST_LAINT ldb, LAINT info);
|
||||
|
||||
# define dgetrf FORTRAN_WRAPPER(dgetrf)
|
||||
#define dgetrf FORTRAN_WRAPPER(dgetrf)
|
||||
void dgetrf(CONST_LAINT m, CONST_LAINT n, LADOU a,
|
||||
CONST_LAINT lda, LAINT ipiv, LAINT info);
|
||||
|
||||
# define dgees FORTRAN_WRAPPER(dgees)
|
||||
void dgees(LACHAR jobvs, LACHAR sort, const void* select,
|
||||
#define dgees FORTRAN_WRAPPER(dgees)
|
||||
void dgees(LACHAR jobvs, LACHAR sort, const void *select,
|
||||
CONST_LAINT n, LADOU a, CONST_LAINT lda, LAINT sdim,
|
||||
LADOU wr, LADOU wi, LADOU vs, CONST_LAINT ldvs,
|
||||
LADOU work, CONST_LAINT lwork, const void* bwork, LAINT info);
|
||||
LADOU work, CONST_LAINT lwork, const void *bwork, LAINT info);
|
||||
|
||||
# define dgecon FORTRAN_WRAPPER(dgecon)
|
||||
#define dgecon FORTRAN_WRAPPER(dgecon)
|
||||
void dgecon(LACHAR norm, CONST_LAINT n, CONST_LADOU a, CONST_LAINT lda,
|
||||
CONST_LADOU anorm, LADOU rnorm, LADOU work, LAINT iwork,
|
||||
LAINT info);
|
||||
|
||||
# define dtrexc FORTRAN_WRAPPER(dtrexc)
|
||||
#define dtrexc FORTRAN_WRAPPER(dtrexc)
|
||||
void dtrexc(LACHAR compq, CONST_LAINT n, LADOU t, CONST_LAINT ldt,
|
||||
LADOU q, CONST_LAINT ldq, LAINT ifst, LAINT ilst, LADOU work,
|
||||
LAINT info);
|
||||
|
||||
# define dtrsyl FORTRAN_WRAPPER(dtrsyl)
|
||||
#define dtrsyl FORTRAN_WRAPPER(dtrsyl)
|
||||
void dtrsyl(LACHAR trana, LACHAR tranb, CONST_LAINT isgn, CONST_LAINT m,
|
||||
CONST_LAINT n, CONST_LADOU a, CONST_LAINT lda, CONST_LADOU b,
|
||||
CONST_LAINT ldb, LADOU c, CONST_LAINT ldc, LADOU scale,
|
||||
LAINT info);
|
||||
|
||||
# define dpotrf FORTRAN_WRAPPER(dpotrf)
|
||||
#define dpotrf FORTRAN_WRAPPER(dpotrf)
|
||||
void dpotrf(LACHAR uplo, CONST_LAINT n, LADOU a, CONST_LAINT lda,
|
||||
LAINT info);
|
||||
|
||||
# define dgges FORTRAN_WRAPPER(dgges)
|
||||
#define dgges FORTRAN_WRAPPER(dgges)
|
||||
void dgges(LACHAR jobvsl, LACHAR jobvsr, LACHAR sort, DGGESCRIT delztg,
|
||||
CONST_LAINT n, LADOU a, CONST_LAINT lda, LADOU b, CONST_LAINT ldb,
|
||||
LAINT sdim, LADOU alphar, LADOU alphai, LADOU beta,
|
||||
LADOU vsl, CONST_LAINT ldvsl, LADOU vsr, CONST_LAINT ldvsr,
|
||||
LADOU work, CONST_LAINT lwork, LAINT bwork, LAINT info);
|
||||
|
||||
# define dsyev FORTRAN_WRAPPER(dsyev)
|
||||
#define dsyev FORTRAN_WRAPPER(dsyev)
|
||||
void dsyev(LACHAR jobz, LACHAR uplo, CONST_LAINT n, LADOU a, CONST_LAINT lda,
|
||||
LADOU w, LADOU work, CONST_LAINT lwork, LAINT info);
|
||||
LADOU w, LADOU work, CONST_LAINT lwork, LAINT info);
|
||||
|
||||
# define dsyevr FORTRAN_WRAPPER(dsyevr)
|
||||
#define dsyevr FORTRAN_WRAPPER(dsyevr)
|
||||
void dsyevr(LACHAR jobz, LACHAR range, LACHAR uplo, CONST_LAINT n, LADOU a,
|
||||
CONST_LAINT lda, LADOU lv, LADOU vu, CONST_LAINT il, CONST_LAINT iu,
|
||||
CONST_LADOU abstol, LAINT m, LADOU w, LADOU z, CONST_LAINT ldz,
|
||||
LAINT isuppz, LADOU work, CONST_LAINT lwork, LAINT iwork, CONST_LAINT liwork,
|
||||
LAINT info);
|
||||
|
||||
# ifdef __cplusplus
|
||||
#ifdef __cplusplus
|
||||
} /* extern "C" */
|
||||
# endif
|
||||
#endif
|
||||
|
||||
#endif /* _DYNLAPACK_H */
|
||||
|
|
|
@ -20,16 +20,16 @@
|
|||
#ifndef _DYNMEX_H
|
||||
#define _DYNMEX_H
|
||||
|
||||
# if !defined(MATLAB_MEX_FILE) && !defined(OCTAVE_MEX_FILE)
|
||||
# error You must define either MATLAB_MEX_FILE or OCTAVE_MEX_FILE
|
||||
# endif
|
||||
#if !defined(MATLAB_MEX_FILE) && !defined(OCTAVE_MEX_FILE)
|
||||
# error You must define either MATLAB_MEX_FILE or OCTAVE_MEX_FILE
|
||||
#endif
|
||||
|
||||
# include <mex.h>
|
||||
#include <mex.h>
|
||||
|
||||
/* mwSize, mwIndex and mwSignedIndex appeared in MATLAB 7.3 */
|
||||
# if defined(MATLAB_MEX_FILE) && MATLAB_VERSION < 0x0703
|
||||
#if defined(MATLAB_MEX_FILE) && MATLAB_VERSION < 0x0703
|
||||
typedef int mwIndex;
|
||||
typedef int mwSize;
|
||||
# endif
|
||||
#endif
|
||||
|
||||
#endif
|
||||
|
|
|
@ -27,8 +27,8 @@
|
|||
* <model>_dynamic () function
|
||||
**************************************/
|
||||
DynamicModelDLL::DynamicModelDLL(const string &modName, const int y_length, const int j_cols,
|
||||
const int n_max_lag, const int n_exog, const string &sExt) throw (DynareException)
|
||||
: length(y_length), jcols(j_cols), nMax_lag(n_max_lag), nExog(n_exog)
|
||||
const int n_max_lag, const int n_exog, const string &sExt) throw (DynareException) :
|
||||
length(y_length), jcols(j_cols), nMax_lag(n_max_lag), nExog(n_exog)
|
||||
{
|
||||
string fName;
|
||||
#if !defined(__CYGWIN32__) && !defined(_WIN32)
|
||||
|
@ -42,12 +42,12 @@ DynamicModelDLL::DynamicModelDLL(const string &modName, const int y_length, cons
|
|||
dynamicHinstance = LoadLibrary(fName.c_str());
|
||||
if (dynamicHinstance == NULL)
|
||||
throw 1;
|
||||
Dynamic = (DynamicFn)GetProcAddress(dynamicHinstance, "Dynamic");
|
||||
Dynamic = (DynamicFn) GetProcAddress(dynamicHinstance, "Dynamic");
|
||||
if (Dynamic == NULL)
|
||||
{
|
||||
FreeLibrary(dynamicHinstance); // Free the library
|
||||
throw 2;
|
||||
}
|
||||
{
|
||||
FreeLibrary(dynamicHinstance); // Free the library
|
||||
throw 2;
|
||||
}
|
||||
#else // Linux or Mac
|
||||
dynamicHinstance = dlopen(fName.c_str(), RTLD_NOW);
|
||||
if ((dynamicHinstance == NULL) || dlerror())
|
||||
|
@ -58,7 +58,7 @@ DynamicModelDLL::DynamicModelDLL(const string &modName, const int y_length, cons
|
|||
Dynamic = (DynamicFn) dlsym(dynamicHinstance, "Dynamic");
|
||||
if ((Dynamic == NULL) || dlerror())
|
||||
{
|
||||
dlclose(dynamicHinstance); // Free the library
|
||||
dlclose(dynamicHinstance); // Free the library
|
||||
cerr << dlerror() << endl;
|
||||
throw 2;
|
||||
}
|
||||
|
@ -120,16 +120,16 @@ DynamicModelDLL::eval(const Vector &y, const TwoDMatrix &x, const Vector *modPa
|
|||
dg1 = const_cast<double *>(g1->base());
|
||||
}
|
||||
if (g2 != NULL)
|
||||
dg2 = const_cast<double *>(g2->base());
|
||||
dg2 = const_cast<double *>(g2->base());
|
||||
dresidual = const_cast<double *>(residual.base());
|
||||
if (g3 != NULL)
|
||||
dg3 = const_cast<double *>(g3->base());
|
||||
dg3 = const_cast<double *>(g3->base());
|
||||
dresidual = const_cast<double *>(residual.base());
|
||||
double *dy = const_cast<double *>(y.base());
|
||||
double *dx = const_cast<double *>(x.base());
|
||||
double *dbParams = const_cast<double *>(modParams->base());
|
||||
|
||||
Dynamic(dy, dx, nExog, dbParams, it_, dresidual, dg1, dg2, dg3);
|
||||
Dynamic(dy, dx, nExog, dbParams, it_, dresidual, dg1, dg2, dg3);
|
||||
}
|
||||
|
||||
void
|
||||
|
|
|
@ -36,35 +36,35 @@
|
|||
KordpDynare::KordpDynare(const char **endo, int num_endo,
|
||||
const char **exo, int nexog, int npar, //const char** par,
|
||||
Vector *ysteady, TwoDMatrix *vcov, Vector *inParams, int nstat,
|
||||
int npred, int nforw, int nboth, const int jcols, const Vector *nnzd,
|
||||
int npred, int nforw, int nboth, const int jcols, const Vector *nnzd,
|
||||
const int nsteps, int norder, //const char* modName,
|
||||
Journal &jr, DynamicModelDLL &dynamicDLL, double sstol,
|
||||
const vector<int> *var_order, const TwoDMatrix *llincidence, double criterium) throw (TLException)
|
||||
: nStat(nstat), nBoth(nboth), nPred(npred), nForw(nforw), nExog(nexog), nPar(npar),
|
||||
nYs(npred + nboth), nYss(nboth + nforw), nY(num_endo), nJcols(jcols), NNZD(nnzd), nSteps(nsteps),
|
||||
Journal &jr, DynamicModelDLL &dynamicDLL, double sstol,
|
||||
const vector<int> *var_order, const TwoDMatrix *llincidence, double criterium) throw (TLException) :
|
||||
nStat(nstat), nBoth(nboth), nPred(npred), nForw(nforw), nExog(nexog), nPar(npar),
|
||||
nYs(npred + nboth), nYss(nboth + nforw), nY(num_endo), nJcols(jcols), NNZD(nnzd), nSteps(nsteps),
|
||||
nOrder(norder), journal(jr), dynamicDLL(dynamicDLL), ySteady(ysteady), vCov(vcov), params(inParams),
|
||||
md(1), dnl(NULL), denl(NULL), dsnl(NULL), ss_tol(sstol), varOrder(var_order),
|
||||
ll_Incidence(llincidence), qz_criterium(criterium)
|
||||
ll_Incidence(llincidence), qz_criterium(criterium)
|
||||
{
|
||||
dnl = new DynareNameList(*this, endo);
|
||||
denl = new DynareExogNameList(*this, exo);
|
||||
dsnl = new DynareStateNameList(*this, *dnl, *denl);
|
||||
dnl = new DynareNameList(*this, endo);
|
||||
denl = new DynareExogNameList(*this, exo);
|
||||
dsnl = new DynareStateNameList(*this, *dnl, *denl);
|
||||
|
||||
JacobianIndices = ReorderDynareJacobianIndices(varOrder);
|
||||
JacobianIndices = ReorderDynareJacobianIndices(varOrder);
|
||||
|
||||
// Initialise ModelDerivativeContainer(*this, this->md, nOrder);
|
||||
for (int iord = 1; iord <= nOrder; iord++)
|
||||
{
|
||||
FSSparseTensor *t = new FSSparseTensor(iord, nY+nYs+nYss+nExog, nY);
|
||||
md.insert(t);
|
||||
}
|
||||
// Initialise ModelDerivativeContainer(*this, this->md, nOrder);
|
||||
for (int iord = 1; iord <= nOrder; iord++)
|
||||
{
|
||||
FSSparseTensor *t = new FSSparseTensor(iord, nY+nYs+nYss+nExog, nY);
|
||||
md.insert(t);
|
||||
}
|
||||
}
|
||||
|
||||
KordpDynare::KordpDynare(const KordpDynare &dynare)
|
||||
: nStat(dynare.nStat), nBoth(dynare.nBoth), nPred(dynare.nPred),
|
||||
KordpDynare::KordpDynare(const KordpDynare &dynare) :
|
||||
nStat(dynare.nStat), nBoth(dynare.nBoth), nPred(dynare.nPred),
|
||||
nForw(dynare.nForw), nExog(dynare.nExog), nPar(dynare.nPar),
|
||||
nYs(dynare.nYs), nYss(dynare.nYss), nY(dynare.nY), nJcols(dynare.nJcols),
|
||||
NNZD(dynare.NNZD), nSteps(dynare.nSteps), nOrder(dynare.nOrder),
|
||||
NNZD(dynare.NNZD), nSteps(dynare.nSteps), nOrder(dynare.nOrder),
|
||||
journal(dynare.journal), dynamicDLL(dynare.dynamicDLL),
|
||||
ySteady(NULL), params(NULL), vCov(NULL), md(dynare.md),
|
||||
dnl(NULL), denl(NULL), dsnl(NULL), ss_tol(dynare.ss_tol),
|
||||
|
@ -100,7 +100,7 @@ KordpDynare::~KordpDynare()
|
|||
if (ll_Incidence)
|
||||
delete ll_Incidence;
|
||||
if (NNZD)
|
||||
delete NNZD;
|
||||
delete NNZD;
|
||||
}
|
||||
|
||||
/** This clears the container of model derivatives and initializes it
|
||||
|
@ -143,8 +143,8 @@ KordpDynare::evaluateSystem(Vector &out, const Vector &yym, const Vector &yy,
|
|||
void
|
||||
KordpDynare::calcDerivatives(const Vector &yy, const Vector &xx) throw (DynareException)
|
||||
{
|
||||
TwoDMatrix *g2 = 0;// NULL;
|
||||
TwoDMatrix *g3 = 0;// NULL;
|
||||
TwoDMatrix *g2 = 0; // NULL;
|
||||
TwoDMatrix *g3 = 0; // NULL;
|
||||
TwoDMatrix *g1 = new TwoDMatrix(nY, nJcols); // generate g1 for jacobian
|
||||
g1->zeros();
|
||||
|
||||
|
@ -154,21 +154,21 @@ KordpDynare::calcDerivatives(const Vector &yy, const Vector &xx) throw (DynareEx
|
|||
if (nOrder > 1)
|
||||
{
|
||||
// generate g2 space for sparse Hessian 3x NNZH = 3x NNZD[1]
|
||||
g2 = new TwoDMatrix((int) (*NNZD)[1],3);
|
||||
g2 = new TwoDMatrix((int)(*NNZD)[1], 3);
|
||||
g2->zeros();
|
||||
}
|
||||
if (nOrder > 2)
|
||||
{
|
||||
g3 = new TwoDMatrix((int) (*NNZD)[2],3);
|
||||
g3 = new TwoDMatrix((int)(*NNZD)[2], 3);
|
||||
g3->zeros();
|
||||
}
|
||||
Vector out(nY);
|
||||
out.zeros();
|
||||
const Vector *llxYYp; // getting around the constantness
|
||||
if ((nJcols - nExog) > yy.length())
|
||||
llxYYp = (LLxSteady(yy));
|
||||
llxYYp = (LLxSteady(yy));
|
||||
else
|
||||
llxYYp = &yy;
|
||||
llxYYp = &yy;
|
||||
const Vector &llxYY = *(llxYYp);
|
||||
|
||||
dynamicDLL.eval(llxYY, xx, params, out, g1, g2, g3);
|
||||
|
@ -180,13 +180,13 @@ KordpDynare::calcDerivatives(const Vector &yy, const Vector &xx) throw (DynareEx
|
|||
delete g1;
|
||||
if (nOrder > 1)
|
||||
{
|
||||
populateDerivativesContainer(g2, 2, JacobianIndices);
|
||||
delete g2;
|
||||
populateDerivativesContainer(g2, 2, JacobianIndices);
|
||||
delete g2;
|
||||
}
|
||||
if (nOrder > 2)
|
||||
{
|
||||
populateDerivativesContainer(g3, 3, JacobianIndices);
|
||||
delete g3;
|
||||
populateDerivativesContainer(g3, 3, JacobianIndices);
|
||||
delete g3;
|
||||
}
|
||||
delete llxYYp;
|
||||
}
|
||||
|
@ -200,8 +200,8 @@ KordpDynare::calcDerivativesAtSteady() throw (DynareException)
|
|||
}
|
||||
|
||||
/*******************************************************************************
|
||||
* populateDerivatives to sparse Tensor and fit it in the Derivatives Container
|
||||
*******************************************************************************/
|
||||
* populateDerivatives to sparse Tensor and fit it in the Derivatives Container
|
||||
*******************************************************************************/
|
||||
void
|
||||
KordpDynare::populateDerivativesContainer(TwoDMatrix *g, int ord, const vector<int> *vOrder)
|
||||
{
|
||||
|
@ -213,80 +213,80 @@ KordpDynare::populateDerivativesContainer(TwoDMatrix *g, int ord, const vector<i
|
|||
if (ord == 1)
|
||||
{
|
||||
for (int i = 0; i < g->ncols(); i++)
|
||||
{
|
||||
for (int j = 0; j < g->nrows(); j++)
|
||||
{
|
||||
double x;
|
||||
if (s[0] < nJcols-nExog)
|
||||
x = g->get(j, (*vOrder)[s[0]]);
|
||||
else
|
||||
x = g->get(j, s[0]);
|
||||
if (x != 0.0)
|
||||
mdTi->insert(s, j, x);
|
||||
}
|
||||
s[0]++;
|
||||
}
|
||||
{
|
||||
for (int j = 0; j < g->nrows(); j++)
|
||||
{
|
||||
double x;
|
||||
if (s[0] < nJcols-nExog)
|
||||
x = g->get(j, (*vOrder)[s[0]]);
|
||||
else
|
||||
x = g->get(j, s[0]);
|
||||
if (x != 0.0)
|
||||
mdTi->insert(s, j, x);
|
||||
}
|
||||
s[0]++;
|
||||
}
|
||||
}
|
||||
else if (ord == 2)
|
||||
else if (ord == 2)
|
||||
{
|
||||
int nJcols1 = nJcols-nExog;
|
||||
vector<int> revOrder(nJcols1);
|
||||
for (int i = 0; i < nJcols1; i++)
|
||||
revOrder[(*vOrder)[i]] = i;
|
||||
for (int i = 0; i < g->nrows(); i++)
|
||||
{
|
||||
int j = (int)g->get(i,0)-1; // hessian indices start with 1
|
||||
int i1 = (int)g->get(i,1) -1;
|
||||
int s0 = (int)floor(((double) i1)/((double) nJcols));
|
||||
int s1 = i1- (nJcols*s0);
|
||||
if (s0 < nJcols1)
|
||||
s[0] = revOrder[s0];
|
||||
else
|
||||
s[0] = s0;
|
||||
if (s1 < nJcols1)
|
||||
s[1] = revOrder[s1];
|
||||
else
|
||||
s[1] = s1;
|
||||
if (s[1] >= s[0])
|
||||
{
|
||||
double x = g->get(i,2);
|
||||
mdTi->insert(s, j, x);
|
||||
}
|
||||
}
|
||||
int nJcols1 = nJcols-nExog;
|
||||
vector<int> revOrder(nJcols1);
|
||||
for (int i = 0; i < nJcols1; i++)
|
||||
revOrder[(*vOrder)[i]] = i;
|
||||
for (int i = 0; i < g->nrows(); i++)
|
||||
{
|
||||
int j = (int) g->get(i, 0)-1; // hessian indices start with 1
|
||||
int i1 = (int) g->get(i, 1) -1;
|
||||
int s0 = (int) floor(((double) i1)/((double) nJcols));
|
||||
int s1 = i1- (nJcols*s0);
|
||||
if (s0 < nJcols1)
|
||||
s[0] = revOrder[s0];
|
||||
else
|
||||
s[0] = s0;
|
||||
if (s1 < nJcols1)
|
||||
s[1] = revOrder[s1];
|
||||
else
|
||||
s[1] = s1;
|
||||
if (s[1] >= s[0])
|
||||
{
|
||||
double x = g->get(i, 2);
|
||||
mdTi->insert(s, j, x);
|
||||
}
|
||||
}
|
||||
}
|
||||
else if (ord == 3)
|
||||
else if (ord == 3)
|
||||
{
|
||||
int nJcols1 = nJcols-nExog;
|
||||
int nJcols2 = nJcols*nJcols;
|
||||
vector<int> revOrder(nJcols1);
|
||||
for (int i = 0; i < nJcols1; i++)
|
||||
revOrder[(*vOrder)[i]] = i;
|
||||
revOrder[(*vOrder)[i]] = i;
|
||||
for (int i = 0; i < g->nrows(); i++)
|
||||
{
|
||||
int j = (int)g->get(i,0)-1;
|
||||
int i1 = (int)g->get(i,1) -1;
|
||||
int s0 = (int)floor(((double) i1)/((double) nJcols2));
|
||||
int i2 = i1 - nJcols2*s0;
|
||||
int s1 = (int)floor(((double) i2)/((double) nJcols));
|
||||
int s2 = i2 - nJcols*s1;
|
||||
if (s0 < nJcols1)
|
||||
s[0] = revOrder[s0];
|
||||
else
|
||||
s[0] = s0;
|
||||
if (s1 < nJcols1)
|
||||
s[1] = revOrder[s1];
|
||||
else
|
||||
s[1] = s1;
|
||||
if (s2 < nJcols1)
|
||||
s[2] = revOrder[s2];
|
||||
else
|
||||
s[2] = s2;
|
||||
if ((s[2] >= s[1]) && (s[1] >= s[0]))
|
||||
{
|
||||
double x = g->get(i,2);
|
||||
mdTi->insert(s, j, x);
|
||||
}
|
||||
}
|
||||
{
|
||||
int j = (int) g->get(i, 0)-1;
|
||||
int i1 = (int) g->get(i, 1) -1;
|
||||
int s0 = (int) floor(((double) i1)/((double) nJcols2));
|
||||
int i2 = i1 - nJcols2*s0;
|
||||
int s1 = (int) floor(((double) i2)/((double) nJcols));
|
||||
int s2 = i2 - nJcols*s1;
|
||||
if (s0 < nJcols1)
|
||||
s[0] = revOrder[s0];
|
||||
else
|
||||
s[0] = s0;
|
||||
if (s1 < nJcols1)
|
||||
s[1] = revOrder[s1];
|
||||
else
|
||||
s[1] = s1;
|
||||
if (s2 < nJcols1)
|
||||
s[2] = revOrder[s2];
|
||||
else
|
||||
s[2] = s2;
|
||||
if ((s[2] >= s[1]) && (s[1] >= s[0]))
|
||||
{
|
||||
double x = g->get(i, 2);
|
||||
mdTi->insert(s, j, x);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// md container
|
||||
|
@ -298,20 +298,20 @@ void
|
|||
KordpDynare::writeModelInfo(Journal &jr) const
|
||||
{
|
||||
// write info on variables
|
||||
JournalRecordPair rp(journal);
|
||||
rp << "Information on variables" << endrec;
|
||||
JournalRecord rec1(journal);
|
||||
rec1 << "Number of endogenous: " << ny() << endrec;
|
||||
JournalRecord rec2(journal);
|
||||
rec2 << "Number of exogenous: " << nexog() << endrec;
|
||||
JournalRecord rec3(journal);
|
||||
rec3 << "Number of static: " << nstat() << endrec;
|
||||
JournalRecord rec4(journal);
|
||||
rec4 << "Number of predetermined: " << npred()+nboth() << endrec;
|
||||
JournalRecord rec5(journal);
|
||||
rec5 << "Number of forward looking: " << nforw()+nboth() << endrec;
|
||||
JournalRecord rec6(journal);
|
||||
rec6 << "Number of both: " << nboth() << endrec;
|
||||
JournalRecordPair rp(journal);
|
||||
rp << "Information on variables" << endrec;
|
||||
JournalRecord rec1(journal);
|
||||
rec1 << "Number of endogenous: " << ny() << endrec;
|
||||
JournalRecord rec2(journal);
|
||||
rec2 << "Number of exogenous: " << nexog() << endrec;
|
||||
JournalRecord rec3(journal);
|
||||
rec3 << "Number of static: " << nstat() << endrec;
|
||||
JournalRecord rec4(journal);
|
||||
rec4 << "Number of predetermined: " << npred()+nboth() << endrec;
|
||||
JournalRecord rec5(journal);
|
||||
rec5 << "Number of forward looking: " << nforw()+nboth() << endrec;
|
||||
JournalRecord rec6(journal);
|
||||
rec6 << "Number of both: " << nboth() << endrec;
|
||||
}
|
||||
|
||||
/*********************************************************
|
||||
|
@ -328,35 +328,35 @@ KordpDynare::LLxSteady(const Vector &yS) throw (DynareException, TLException)
|
|||
// create temporary square 2D matrix size nEndo x nEndo (sparse)
|
||||
// for the lag, current and lead blocks of the jacobian
|
||||
Vector *llxSteady = new Vector(nJcols-nExog);
|
||||
for (int ll_row = 0; ll_row < ll_Incidence->nrows(); ll_row++)
|
||||
for (int ll_row = 0; ll_row < ll_Incidence->nrows(); ll_row++)
|
||||
{
|
||||
// populate (non-sparse) vector with ysteady values
|
||||
for (int i = 0; i < nY; i++)
|
||||
{
|
||||
// populate (non-sparse) vector with ysteady values
|
||||
for (int i = 0; i < nY; i++)
|
||||
{
|
||||
if (ll_Incidence->get(ll_row, i))
|
||||
(*llxSteady)[((int) ll_Incidence->get(ll_row, i))-1] = yS[i];
|
||||
}
|
||||
if (ll_Incidence->get(ll_row, i))
|
||||
(*llxSteady)[((int) ll_Incidence->get(ll_row, i))-1] = yS[i];
|
||||
}
|
||||
}
|
||||
|
||||
return llxSteady;
|
||||
}
|
||||
|
||||
/************************************
|
||||
* Reorder DynareJacobianIndices of variables in a vector according to
|
||||
* given int * varOrder together with lead & lag incidence matrix and
|
||||
* any the extra columns for exogenous vars, and then,
|
||||
* reorders its blocks given by the varOrder and the Dynare++ expectations:
|
||||
* Reorder DynareJacobianIndices of variables in a vector according to
|
||||
* given int * varOrder together with lead & lag incidence matrix and
|
||||
* any the extra columns for exogenous vars, and then,
|
||||
* reorders its blocks given by the varOrder and the Dynare++ expectations:
|
||||
|
||||
* extra nboth+ npred (t-1) lags
|
||||
* varOrder
|
||||
* extra nboth+ npred (t-1) lags
|
||||
* varOrder
|
||||
static:
|
||||
pred
|
||||
both
|
||||
forward
|
||||
* extra both + nforw (t+1) leads, and
|
||||
* extra exogen
|
||||
* extra both + nforw (t+1) leads, and
|
||||
* extra exogen
|
||||
|
||||
* so to match the jacobian organisation expected by the Appoximation class
|
||||
* so to match the jacobian organisation expected by the Appoximation class
|
||||
both + nforw (t+1) leads
|
||||
static
|
||||
pred
|
||||
|
@ -375,37 +375,37 @@ KordpDynare::ReorderDynareJacobianIndices(const vector<int> *varOrder) throw (TL
|
|||
vector <int> tmp(nY);
|
||||
int i, j, rjoff = nJcols-nExog-1;
|
||||
|
||||
for (int ll_row = 0; ll_row < ll_Incidence->nrows(); ll_row++)
|
||||
{
|
||||
// reorder in orde-var order & populate temporary nEndo (sparse) vector with
|
||||
// the lag, current and lead blocks of the jacobian respectively
|
||||
for (i = 0; i < nY; i++)
|
||||
tmp[i] = ((int) ll_Incidence->get(ll_row, (*varOrder)[i]-1));
|
||||
// write the reordered blocks back to the jacobian
|
||||
// in reverse order
|
||||
for (j = nY-1; j >= 0; j--)
|
||||
if (tmp[j])
|
||||
{
|
||||
(*JacobianIndices)[rjoff] = tmp[j] -1;
|
||||
rjoff--;
|
||||
if (rjoff < 0)
|
||||
break;
|
||||
}
|
||||
}
|
||||
for (int ll_row = 0; ll_row < ll_Incidence->nrows(); ll_row++)
|
||||
{
|
||||
// reorder in orde-var order & populate temporary nEndo (sparse) vector with
|
||||
// the lag, current and lead blocks of the jacobian respectively
|
||||
for (i = 0; i < nY; i++)
|
||||
tmp[i] = ((int) ll_Incidence->get(ll_row, (*varOrder)[i]-1));
|
||||
// write the reordered blocks back to the jacobian
|
||||
// in reverse order
|
||||
for (j = nY-1; j >= 0; j--)
|
||||
if (tmp[j])
|
||||
{
|
||||
(*JacobianIndices)[rjoff] = tmp[j] -1;
|
||||
rjoff--;
|
||||
if (rjoff < 0)
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
//add the indices for the nExog exogenous jacobians
|
||||
for (j = nJcols-nExog; j < nJcols; j++)
|
||||
(*JacobianIndices)[j] = j;
|
||||
(*JacobianIndices)[j] = j;
|
||||
|
||||
return JacobianIndices;
|
||||
}
|
||||
|
||||
/************************************
|
||||
* Reorder first set of columns of variables in a (jacobian) matrix
|
||||
* according to order given in varsOrder together with the extras
|
||||
* assuming tdx ncols() - nExog is eaqual or less than length of varOrder and
|
||||
* of any of its elements too.
|
||||
************************************/
|
||||
* Reorder first set of columns of variables in a (jacobian) matrix
|
||||
* according to order given in varsOrder together with the extras
|
||||
* assuming tdx ncols() - nExog is eaqual or less than length of varOrder and
|
||||
* of any of its elements too.
|
||||
************************************/
|
||||
|
||||
void
|
||||
KordpDynare::ReorderCols(TwoDMatrix *tdx, const vector<int> *vOrder) throw (DynareException, TLException)
|
||||
|
@ -419,8 +419,8 @@ KordpDynare::ReorderCols(TwoDMatrix *tdx, const vector<int> *vOrder) throw (Dyna
|
|||
tdx->zeros(); // empty original matrix
|
||||
// reorder the columns
|
||||
|
||||
for (int i = 0; i < tdx->ncols(); i++)
|
||||
tdx->copyColumn(tmpR, (*vOrder)[i], i);
|
||||
for (int i = 0; i < tdx->ncols(); i++)
|
||||
tdx->copyColumn(tmpR, (*vOrder)[i], i);
|
||||
}
|
||||
|
||||
void
|
||||
|
@ -431,15 +431,15 @@ KordpDynare::ReorderCols(TwoDMatrix *tdx, const int *vOrder) throw (TLException)
|
|||
TwoDMatrix &tmpR = tmp;
|
||||
tdx->zeros(); // empty original matrix
|
||||
// reorder the columns
|
||||
for (int i = 0; i < tdx->ncols(); i++)
|
||||
tdx->copyColumn(tmpR, vOrder[i], i);
|
||||
for (int i = 0; i < tdx->ncols(); i++)
|
||||
tdx->copyColumn(tmpR, vOrder[i], i);
|
||||
}
|
||||
|
||||
/***********************************************************************
|
||||
* Recursive hierarchical block reordering of the higher order, input model
|
||||
* derivatives inc. Hessian
|
||||
* This is now obsolete but kept in in case it is needed
|
||||
***********************************************************************/
|
||||
* Recursive hierarchical block reordering of the higher order, input model
|
||||
* derivatives inc. Hessian
|
||||
* This is now obsolete but kept in in case it is needed
|
||||
***********************************************************************/
|
||||
|
||||
void
|
||||
KordpDynare::ReorderBlocks(TwoDMatrix *tdx, const vector<int> *vOrder) throw (DynareException, TLException)
|
||||
|
@ -476,8 +476,8 @@ KordpDynare::ReorderBlocks(TwoDMatrix *tdx, const vector<int> *vOrder) throw (Dy
|
|||
throw DynareException(__FILE__, __LINE__, "Size of order var is too small");
|
||||
|
||||
// reorder the columns
|
||||
for (int i = 0; i < tdx->ncols(); i++)
|
||||
tdx->copyColumn(tmpR, (*vOrder)[i], i);
|
||||
for (int i = 0; i < tdx->ncols(); i++)
|
||||
tdx->copyColumn(tmpR, (*vOrder)[i], i);
|
||||
}
|
||||
}
|
||||
|
||||
|
@ -514,7 +514,7 @@ DynareNameList::selectIndices(const vector<const char *> &ns) const throw (Dynar
|
|||
DynareNameList::DynareNameList(const KordpDynare &dynare)
|
||||
{
|
||||
for (int i = 0; i < dynare.ny(); i++)
|
||||
names.push_back(dynare.dnl->getName(i));
|
||||
names.push_back(dynare.dnl->getName(i));
|
||||
}
|
||||
DynareNameList::DynareNameList(const KordpDynare &dynare, const char **namesp)
|
||||
{
|
||||
|
@ -538,7 +538,7 @@ DynareStateNameList::DynareStateNameList(const KordpDynare &dynare, const Dynare
|
|||
const DynareExogNameList &denl)
|
||||
{
|
||||
for (int i = 0; i < dynare.nys(); i++)
|
||||
names.push_back(dnl.getName(i+dynare.nstat()));
|
||||
names.push_back(dnl.getName(i+dynare.nstat()));
|
||||
for (int i = 0; i < dynare.nexog(); i++)
|
||||
names.push_back(denl.getName(i));
|
||||
names.push_back(denl.getName(i));
|
||||
}
|
||||
|
|
|
@ -144,10 +144,10 @@ public:
|
|||
KordpDynare(const char **endo, int num_endo,
|
||||
const char **exo, int num_exo, int num_par,
|
||||
Vector *ySteady, TwoDMatrix *vCov, Vector *params, int nstat, int nPred,
|
||||
int nforw, int nboth, const int nJcols, const Vector *NNZD,
|
||||
int nforw, int nboth, const int nJcols, const Vector *NNZD,
|
||||
const int nSteps, const int ord,
|
||||
Journal &jr, DynamicModelDLL &dynamicDLL, double sstol,
|
||||
const vector<int> *varOrder, const TwoDMatrix *ll_Incidence,
|
||||
const vector<int> *varOrder, const TwoDMatrix *ll_Incidence,
|
||||
double qz_criterium) throw (TLException);
|
||||
|
||||
/** Makes a deep copy of the object. */
|
||||
|
@ -291,8 +291,8 @@ class KordpVectorFunction : public ogu::VectorFunction
|
|||
protected:
|
||||
KordpDynare &d;
|
||||
public:
|
||||
KordpVectorFunction(KordpDynare &dyn)
|
||||
: d(dyn)
|
||||
KordpVectorFunction(KordpDynare &dyn) :
|
||||
d(dyn)
|
||||
{
|
||||
}
|
||||
virtual ~KordpVectorFunction()
|
||||
|
|
|
@ -18,24 +18,24 @@
|
|||
*/
|
||||
|
||||
/******************************************************
|
||||
// k_order_perturbation.cpp : Defines the entry point for the k-order perturbation application DLL.
|
||||
//
|
||||
// called from Dynare dr1_k_order.m, (itself called form resol.m instead of regular dr1.m)
|
||||
// if options_.order < 2 % 1st order only
|
||||
// [ysteady, ghx_u]=k_order_perturbation(dr,task,M_,options_, oo_ , ['.' mexext]);
|
||||
// else % 2nd order
|
||||
// [ysteady, ghx_u, g_2]=k_order_perturbation(dr,task,M_,options_, oo_ , ['.' mexext]);
|
||||
// inputs:
|
||||
// dr, - Dynare structure
|
||||
// task, - check or not, not used
|
||||
// M_ - Dynare structure
|
||||
// options_ - Dynare structure
|
||||
// oo_ - Dynare structure
|
||||
// ['.' mexext] Matlab dll extension
|
||||
// returns:
|
||||
// ysteady steady state
|
||||
// ghx_u - first order rules packed in one matrix
|
||||
// g_2 - 2nd order rules packed in one matrix
|
||||
// k_order_perturbation.cpp : Defines the entry point for the k-order perturbation application DLL.
|
||||
//
|
||||
// called from Dynare dr1_k_order.m, (itself called form resol.m instead of regular dr1.m)
|
||||
// if options_.order < 2 % 1st order only
|
||||
// [ysteady, ghx_u]=k_order_perturbation(dr,task,M_,options_, oo_ , ['.' mexext]);
|
||||
// else % 2nd order
|
||||
// [ysteady, ghx_u, g_2]=k_order_perturbation(dr,task,M_,options_, oo_ , ['.' mexext]);
|
||||
// inputs:
|
||||
// dr, - Dynare structure
|
||||
// task, - check or not, not used
|
||||
// M_ - Dynare structure
|
||||
// options_ - Dynare structure
|
||||
// oo_ - Dynare structure
|
||||
// ['.' mexext] Matlab dll extension
|
||||
// returns:
|
||||
// ysteady steady state
|
||||
// ghx_u - first order rules packed in one matrix
|
||||
// g_2 - 2nd order rules packed in one matrix
|
||||
**********************************************************/
|
||||
|
||||
#include "k_ord_dynare.h"
|
||||
|
@ -84,7 +84,7 @@ DynareMxArrayToString(const char *cNamesCharStr, const int len, const int width)
|
|||
{
|
||||
char **cNamesMX;
|
||||
cNamesMX = (char **) calloc(len, sizeof(char *));
|
||||
for(int i = 0; i < len; i++)
|
||||
for (int i = 0; i < len; i++)
|
||||
cNamesMX[i] = (char *) calloc(width+1, sizeof(char));
|
||||
|
||||
for (int i = 0; i < width; i++)
|
||||
|
@ -99,7 +99,7 @@ DynareMxArrayToString(const char *cNamesCharStr, const int len, const int width)
|
|||
else cNamesMX[j][i] = '\0';
|
||||
}
|
||||
}
|
||||
return (const char **)cNamesMX;
|
||||
return (const char **) cNamesMX;
|
||||
}
|
||||
|
||||
//////////////////////////////////////////////////////
|
||||
|
@ -112,7 +112,7 @@ DynareMxArrayToString(const mxArray *mxFldp, const int len, const int width)
|
|||
{
|
||||
char *cNamesCharStr = mxArrayToString(mxFldp);
|
||||
const char **ret = DynareMxArrayToString(cNamesCharStr, len, width);
|
||||
|
||||
|
||||
return ret;
|
||||
}
|
||||
|
||||
|
@ -127,7 +127,7 @@ extern "C" {
|
|||
mexErrMsgTxt("Must have at least 5 input parameters.");
|
||||
if (nlhs == 0)
|
||||
mexErrMsgTxt("Must have at least 1 output parameter.");
|
||||
|
||||
|
||||
const mxArray *dr = prhs[0];
|
||||
const int check_flag = (int) mxGetScalar(prhs[1]);
|
||||
const mxArray *M_ = prhs[2];
|
||||
|
@ -136,7 +136,7 @@ extern "C" {
|
|||
|
||||
mxArray *mFname = mxGetField(M_, 0, "fname");
|
||||
if (!mxIsChar(mFname))
|
||||
mexErrMsgTxt("Input must be of type char.");
|
||||
mexErrMsgTxt("Input must be of type char.");
|
||||
string fName = mxArrayToString(mFname);
|
||||
const mxArray *mexExt = prhs[5];
|
||||
string dfExt = mxArrayToString(mexExt); //Dynamic file extension, e.g.".dll" or .mexw32;
|
||||
|
@ -147,12 +147,12 @@ extern "C" {
|
|||
kOrder = (int) mxGetScalar(mxFldp);
|
||||
else
|
||||
kOrder = 1;
|
||||
|
||||
|
||||
if (kOrder == 1 && nlhs != 1)
|
||||
mexErrMsgTxt("k_order_perturbation at order 1 requires exactly 1 argument in output");
|
||||
else if (kOrder > 1 && nlhs != kOrder+1)
|
||||
mexErrMsgTxt("k_order_perturbation at order > 1 requires exactly order + 1 argument in output");
|
||||
|
||||
|
||||
double qz_criterium = 1+1e-6;
|
||||
mxFldp = mxGetField(options_, 0, "qz_criterium");
|
||||
if (mxIsNumeric(mxFldp))
|
||||
|
@ -201,11 +201,11 @@ extern "C" {
|
|||
mxFldp = mxGetField(dr, 0, "order_var");
|
||||
dparams = (double *) mxGetData(mxFldp);
|
||||
npar = (int) mxGetM(mxFldp);
|
||||
if (npar != nEndo) //(nPar != npar)
|
||||
mexErrMsgTxt("Incorrect number of input var_order vars.");
|
||||
if (npar != nEndo) //(nPar != npar)
|
||||
mexErrMsgTxt("Incorrect number of input var_order vars.");
|
||||
vector<int> *var_order_vp = (new vector<int>(nEndo));
|
||||
for (int v = 0; v < nEndo; v++)
|
||||
(*var_order_vp)[v] = (int)(*(dparams++));
|
||||
(*var_order_vp)[v] = (int)(*(dparams++));
|
||||
|
||||
// the lag, current and lead blocks of the jacobian respectively
|
||||
mxFldp = mxGetField(M_, 0, "lead_lag_incidence");
|
||||
|
@ -213,15 +213,14 @@ extern "C" {
|
|||
npar = (int) mxGetN(mxFldp);
|
||||
int nrows = (int) mxGetM(mxFldp);
|
||||
|
||||
|
||||
TwoDMatrix *llincidence = new TwoDMatrix(nrows, npar, dparams);
|
||||
if (npar != nEndo)
|
||||
mexErrMsgIdAndTxt("dynare:k_order_perturbation", "Incorrect length of lead lag incidences: ncol=%d != nEndo=%d.", npar, nEndo);
|
||||
|
||||
//get NNZH =NNZD(2) = the total number of non-zero Hessian elements
|
||||
//get NNZH =NNZD(2) = the total number of non-zero Hessian elements
|
||||
mxFldp = mxGetField(M_, 0, "NNZDerivatives");
|
||||
dparams = (double *) mxGetData(mxFldp);
|
||||
Vector *NNZD = new Vector (dparams, (int) mxGetM(mxFldp));
|
||||
Vector *NNZD = new Vector(dparams, (int) mxGetM(mxFldp));
|
||||
|
||||
const int jcols = nExog+nEndo+nsPred+nsForw; // Num of Jacobian columns
|
||||
|
||||
|
@ -235,7 +234,7 @@ extern "C" {
|
|||
const int widthExog = (int) mxGetN(mxFldp);
|
||||
const char **exoNamesMX = DynareMxArrayToString(mxFldp, nexo, widthExog);
|
||||
|
||||
if ((nEndo != nendo) || (nExog != nexo)) //(nPar != npar)
|
||||
if ((nEndo != nendo) || (nExog != nexo)) //(nPar != npar)
|
||||
mexErrMsgTxt("Incorrect number of input parameters.");
|
||||
|
||||
/* Fetch time index */
|
||||
|
@ -259,11 +258,11 @@ extern "C" {
|
|||
// make KordpDynare object
|
||||
KordpDynare dynare(endoNamesMX, nEndo, exoNamesMX, nExog, nPar, // paramNames,
|
||||
ySteady, vCov, modParams, nStat, nPred, nForw, nBoth,
|
||||
jcols, NNZD, nSteps, kOrder, journal, dynamicDLL,
|
||||
jcols, NNZD, nSteps, kOrder, journal, dynamicDLL,
|
||||
sstol, var_order_vp, llincidence, qz_criterium);
|
||||
|
||||
// construct main K-order approximation class
|
||||
|
||||
|
||||
Approximation app(dynare, journal, nSteps, false, qz_criterium);
|
||||
// run stochastic steady
|
||||
app.walkStochSteady();
|
||||
|
@ -301,11 +300,11 @@ extern "C" {
|
|||
if (kOrder == 1)
|
||||
{
|
||||
/* Set the output pointer to the output matrix ysteady. */
|
||||
map<string, ConstTwoDMatrix>::const_iterator cit = mm.begin();
|
||||
++cit;
|
||||
map<string, ConstTwoDMatrix>::const_iterator cit = mm.begin();
|
||||
++cit;
|
||||
plhs[0] = mxCreateDoubleMatrix((*cit).second.numRows(), (*cit).second.numCols(), mxREAL);
|
||||
TwoDMatrix g((*cit).second.numRows(), (*cit).second.numCols(), mxGetPr(plhs[0]));
|
||||
g = (const TwoDMatrix &)(*cit).second;
|
||||
TwoDMatrix g((*cit).second.numRows(), (*cit).second.numCols(), mxGetPr(plhs[0]));
|
||||
g = (const TwoDMatrix &)(*cit).second;
|
||||
}
|
||||
if (kOrder >= 2)
|
||||
{
|
||||
|
|
|
@ -1,129 +1,129 @@
|
|||
function [gy]=first_order(M_, dr, jacobia)
|
||||
% Emulation of Dynare++ c++ first_order.cpp for testing pruposes
|
||||
|
||||
% Copyright (C) 2009 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare is free software: you can redistribute it and/or modify
|
||||
% it under the terms of the GNU General Public License as published by
|
||||
% the Free Software Foundation, either version 3 of the License, or
|
||||
% (at your option) any later version.
|
||||
%
|
||||
% Dynare is distributed in the hope that it will be useful,
|
||||
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
% GNU General Public License for more details.
|
||||
%
|
||||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
% fd = jacobia_
|
||||
% reorder jacobia_
|
||||
[fd]=k_reOrderedJacobia(M_, jacobia)
|
||||
|
||||
%ypart=dr;
|
||||
ypart.ny=M_.endo_nbr;
|
||||
ypart.nyss=dr.nfwrd+dr.nboth;
|
||||
ypart.nys=dr.npred;
|
||||
ypart.npred=dr.npred-dr.nboth;
|
||||
ypart.nboth=dr.nboth;
|
||||
ypart.nforw=dr.nfwrd;
|
||||
ypart.nstat =dr.nstatic
|
||||
nu=M_.exo_nbr
|
||||
|
||||
off= 1; % = 0 in C
|
||||
fyplus = fd(:,off:off+ypart.nyss-1);
|
||||
off= off+ypart.nyss;
|
||||
fyszero= fd(:,off:off+ypart.nstat-1);
|
||||
off= off+ypart.nstat;
|
||||
fypzero= fd(:,off:off+ypart.npred-1);
|
||||
off= off+ypart.npred;
|
||||
fybzero= fd(:,off:off+ypart.nboth-1);
|
||||
off= off+ypart.nboth;
|
||||
fyfzero= fd(:,off:off+ypart.nforw-1);
|
||||
off= off+ypart.nforw;
|
||||
fymins= fd(:,off:off+ypart.nys-1);
|
||||
off= off+ypart.nys;
|
||||
fuzero= fd(:,off:off+nu-1);
|
||||
off=off+ nu;
|
||||
|
||||
n= ypart.ny+ypart.nboth;
|
||||
%TwoDMatrix
|
||||
matD=zeros(n,n);
|
||||
% matD.place(fypzero,0,0);
|
||||
matD(1:n-ypart.nboth,1:ypart.npred)= fypzero;
|
||||
% matD.place(fybzero,0,ypart.npred);
|
||||
matD(1:n-ypart.nboth,ypart.npred+1:ypart.npred+ypart.nboth)=fybzero;
|
||||
% matD.place(fyplus,0,ypart.nys()+ypart.nstat);
|
||||
matD(1:n-ypart.nboth,ypart.nys+ypart.nstat+1:ypart.nys+ypart.nstat+ypart.nyss)=fyplus;
|
||||
for i=1:ypart.nboth
|
||||
matD(ypart.ny()+i,ypart.npred+i)= 1.0;
|
||||
end
|
||||
|
||||
matE=[fymins, fyszero, zeros(n-ypart.nboth,ypart.nboth), fyfzero; zeros(ypart.nboth,n)];
|
||||
% matE.place(fymins;
|
||||
% matE.place(fyszero,0,ypart.nys());
|
||||
% matE.place(fyfzero,0,ypart.nys()+ypart.nstat+ypart.nboth);
|
||||
|
||||
for i= 1:ypart.nboth
|
||||
matE(ypart.ny()+i,ypart.nys()+ypart.nstat+i)= -1.0;
|
||||
end
|
||||
matE=-matE; %matE.mult(-1.0);
|
||||
|
||||
% vsl=zeros(n,n);
|
||||
% vsr=zeros(n,n);
|
||||
% lwork= 100*n+16;
|
||||
% work=zeros(1,lwork);
|
||||
% bwork=zeros(1,n);
|
||||
%int info;
|
||||
|
||||
% LAPACK_dgges("N","V","S",order_eigs,&n,matE.getData().base(),&n,
|
||||
% matD.getData().base(),&n,&sdim,alphar.base(),alphai.base(),
|
||||
% beta.base(),vsl.getData().base(),&n,vsr.getData().base(),&n,
|
||||
% work.base(),&lwork,&(bwork[0]),&info);
|
||||
|
||||
[matE1,matD1,vsr,sdim,dr.eigval,info] = mjdgges(matE,matD,1);
|
||||
|
||||
bk_cond= (sdim==ypart.nys);
|
||||
|
||||
% ConstGeneralMatrix z11(vsr,0,0,ypart.nys(),ypart.nys());
|
||||
z11=vsr(1:ypart.nys,1:ypart.nys);
|
||||
% ConstGeneralMatrix z12(vsr,0,ypart.nys(),ypart.nys(),n-ypart.nys());
|
||||
z12=vsr(1:ypart.nys(),ypart.nys+1:end);%, n-ypart.nys);
|
||||
% ConstGeneralMatrix z21(vsr,ypart.nys(),0,n-ypart.nys(),ypart.nys());
|
||||
z21=vsr(ypart.nys+1:end,1:ypart.nys);
|
||||
% ConstGeneralMatrix z22(vsr,ypart.nys(),ypart.nys(),n-ypart.nys(),n-ypart.nys());
|
||||
z22=vsr(ypart.nys+1:end,ypart.nys+1:end);
|
||||
|
||||
% GeneralMatrix sfder(z12,"transpose");
|
||||
sfder=z12';%,"transpose");
|
||||
% z22.multInvLeftTrans(sfder);
|
||||
sfder=z22'\sfder;
|
||||
sfder=-sfder;% .mult(-1);
|
||||
|
||||
%s11(matE,0,0,ypart.nys(),ypart.nys());
|
||||
s11=matE1(1:ypart.nys,1:ypart.nys);
|
||||
% t11=(matD1,0,0,ypart.nys(),ypart.nys());
|
||||
t11=matD1(1:ypart.nys,1:ypart.nys);
|
||||
dumm=(s11');%,"transpose");
|
||||
%z11.multInvLeftTrans(dumm);
|
||||
dumm=z11'\dumm;
|
||||
preder=(dumm');%,"transpose");
|
||||
%t11.multInvLeft(preder);
|
||||
preder=t11\preder;
|
||||
%preder.multLeft(z11);
|
||||
preder= z11*preder;
|
||||
|
||||
% gy.place(preder,ypart.nstat,0);
|
||||
% gy=(zeros(ypart.nstat,size(preder,2)) ;preder);
|
||||
% sder(sfder,0,0,ypart.nstat,ypart.nys());
|
||||
sder=sfder(1:ypart.nstat,1:ypart.nys);
|
||||
% gy.place(sder,0,0);
|
||||
% gy(1:ypart.nstat, 1:ypart.nys)=sder;
|
||||
% gy=[sder;preder];
|
||||
% fder(sfder,ypart.nstat+ypart.nboth,0,ypart.nforw,ypart.nys());
|
||||
fder=sfder(ypart.nstat+ypart.nboth+1:ypart.nstat+ypart.nboth+ypart.nforw,1:ypart.nys);
|
||||
% gy.place(fder,ypart.nstat+ypart.nys(),0);
|
||||
% gy(ypart.nstat+ypart.nys,1)=fder;
|
||||
gy=[sder;preder;fder];
|
||||
function [gy]=first_order(M_, dr, jacobia)
|
||||
% Emulation of Dynare++ c++ first_order.cpp for testing pruposes
|
||||
|
||||
% Copyright (C) 2009 Dynare Team
|
||||
%
|
||||
% This file is part of Dynare.
|
||||
%
|
||||
% Dynare is free software: you can redistribute it and/or modify
|
||||
% it under the terms of the GNU General Public License as published by
|
||||
% the Free Software Foundation, either version 3 of the License, or
|
||||
% (at your option) any later version.
|
||||
%
|
||||
% Dynare is distributed in the hope that it will be useful,
|
||||
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
% GNU General Public License for more details.
|
||||
%
|
||||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
% fd = jacobia_
|
||||
% reorder jacobia_
|
||||
[fd]=k_reOrderedJacobia(M_, jacobia)
|
||||
|
||||
%ypart=dr;
|
||||
ypart.ny=M_.endo_nbr;
|
||||
ypart.nyss=dr.nfwrd+dr.nboth;
|
||||
ypart.nys=dr.npred;
|
||||
ypart.npred=dr.npred-dr.nboth;
|
||||
ypart.nboth=dr.nboth;
|
||||
ypart.nforw=dr.nfwrd;
|
||||
ypart.nstat =dr.nstatic
|
||||
nu=M_.exo_nbr
|
||||
|
||||
off= 1; % = 0 in C
|
||||
fyplus = fd(:,off:off+ypart.nyss-1);
|
||||
off= off+ypart.nyss;
|
||||
fyszero= fd(:,off:off+ypart.nstat-1);
|
||||
off= off+ypart.nstat;
|
||||
fypzero= fd(:,off:off+ypart.npred-1);
|
||||
off= off+ypart.npred;
|
||||
fybzero= fd(:,off:off+ypart.nboth-1);
|
||||
off= off+ypart.nboth;
|
||||
fyfzero= fd(:,off:off+ypart.nforw-1);
|
||||
off= off+ypart.nforw;
|
||||
fymins= fd(:,off:off+ypart.nys-1);
|
||||
off= off+ypart.nys;
|
||||
fuzero= fd(:,off:off+nu-1);
|
||||
off=off+ nu;
|
||||
|
||||
n= ypart.ny+ypart.nboth;
|
||||
%TwoDMatrix
|
||||
matD=zeros(n,n);
|
||||
% matD.place(fypzero,0,0);
|
||||
matD(1:n-ypart.nboth,1:ypart.npred)= fypzero;
|
||||
% matD.place(fybzero,0,ypart.npred);
|
||||
matD(1:n-ypart.nboth,ypart.npred+1:ypart.npred+ypart.nboth)=fybzero;
|
||||
% matD.place(fyplus,0,ypart.nys()+ypart.nstat);
|
||||
matD(1:n-ypart.nboth,ypart.nys+ypart.nstat+1:ypart.nys+ypart.nstat+ypart.nyss)=fyplus;
|
||||
for i=1:ypart.nboth
|
||||
matD(ypart.ny()+i,ypart.npred+i)= 1.0;
|
||||
end
|
||||
|
||||
matE=[fymins, fyszero, zeros(n-ypart.nboth,ypart.nboth), fyfzero; zeros(ypart.nboth,n)];
|
||||
% matE.place(fymins;
|
||||
% matE.place(fyszero,0,ypart.nys());
|
||||
% matE.place(fyfzero,0,ypart.nys()+ypart.nstat+ypart.nboth);
|
||||
|
||||
for i= 1:ypart.nboth
|
||||
matE(ypart.ny()+i,ypart.nys()+ypart.nstat+i)= -1.0;
|
||||
end
|
||||
matE=-matE; %matE.mult(-1.0);
|
||||
|
||||
% vsl=zeros(n,n);
|
||||
% vsr=zeros(n,n);
|
||||
% lwork= 100*n+16;
|
||||
% work=zeros(1,lwork);
|
||||
% bwork=zeros(1,n);
|
||||
%int info;
|
||||
|
||||
% LAPACK_dgges("N","V","S",order_eigs,&n,matE.getData().base(),&n,
|
||||
% matD.getData().base(),&n,&sdim,alphar.base(),alphai.base(),
|
||||
% beta.base(),vsl.getData().base(),&n,vsr.getData().base(),&n,
|
||||
% work.base(),&lwork,&(bwork[0]),&info);
|
||||
|
||||
[matE1,matD1,vsr,sdim,dr.eigval,info] = mjdgges(matE,matD,1);
|
||||
|
||||
bk_cond= (sdim==ypart.nys);
|
||||
|
||||
% ConstGeneralMatrix z11(vsr,0,0,ypart.nys(),ypart.nys());
|
||||
z11=vsr(1:ypart.nys,1:ypart.nys);
|
||||
% ConstGeneralMatrix z12(vsr,0,ypart.nys(),ypart.nys(),n-ypart.nys());
|
||||
z12=vsr(1:ypart.nys(),ypart.nys+1:end);%, n-ypart.nys);
|
||||
% ConstGeneralMatrix z21(vsr,ypart.nys(),0,n-ypart.nys(),ypart.nys());
|
||||
z21=vsr(ypart.nys+1:end,1:ypart.nys);
|
||||
% ConstGeneralMatrix z22(vsr,ypart.nys(),ypart.nys(),n-ypart.nys(),n-ypart.nys());
|
||||
z22=vsr(ypart.nys+1:end,ypart.nys+1:end);
|
||||
|
||||
% GeneralMatrix sfder(z12,"transpose");
|
||||
sfder=z12';%,"transpose");
|
||||
% z22.multInvLeftTrans(sfder);
|
||||
sfder=z22'\sfder;
|
||||
sfder=-sfder;% .mult(-1);
|
||||
|
||||
%s11(matE,0,0,ypart.nys(),ypart.nys());
|
||||
s11=matE1(1:ypart.nys,1:ypart.nys);
|
||||
% t11=(matD1,0,0,ypart.nys(),ypart.nys());
|
||||
t11=matD1(1:ypart.nys,1:ypart.nys);
|
||||
dumm=(s11');%,"transpose");
|
||||
%z11.multInvLeftTrans(dumm);
|
||||
dumm=z11'\dumm;
|
||||
preder=(dumm');%,"transpose");
|
||||
%t11.multInvLeft(preder);
|
||||
preder=t11\preder;
|
||||
%preder.multLeft(z11);
|
||||
preder= z11*preder;
|
||||
|
||||
% gy.place(preder,ypart.nstat,0);
|
||||
% gy=(zeros(ypart.nstat,size(preder,2)) ;preder);
|
||||
% sder(sfder,0,0,ypart.nstat,ypart.nys());
|
||||
sder=sfder(1:ypart.nstat,1:ypart.nys);
|
||||
% gy.place(sder,0,0);
|
||||
% gy(1:ypart.nstat, 1:ypart.nys)=sder;
|
||||
% gy=[sder;preder];
|
||||
% fder(sfder,ypart.nstat+ypart.nboth,0,ypart.nforw,ypart.nys());
|
||||
fder=sfder(ypart.nstat+ypart.nboth+1:ypart.nstat+ypart.nboth+ypart.nforw,1:ypart.nys);
|
||||
% gy.place(fder,ypart.nstat+ypart.nys(),0);
|
||||
% gy(ypart.nstat+ypart.nys,1)=fder;
|
||||
gy=[sder;preder;fder];
|
||||
|
|
|
@ -81,7 +81,7 @@ main(int argc, char *argv[])
|
|||
const int nSteady = 16; //27 //31;//29, 16 (int)mxGetM(mxFldp);
|
||||
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);
|
||||
|
||||
//mxFldp = mxGetField(dr, 0,"nstatic" );
|
||||
|
@ -111,7 +111,7 @@ main(int argc, char *argv[])
|
|||
= {
|
||||
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
|
||||
};
|
||||
};
|
||||
//Vector * varOrder = new Vector(var_order, nEndo);
|
||||
vector<int> *var_order_vp = new vector<int>(nEndo); //nEndo));
|
||||
for (int v = 0; v < nEndo; v++)
|
||||
|
@ -135,7 +135,7 @@ main(int argc, char *argv[])
|
|||
0, 18, 0,
|
||||
0, 19, 26,
|
||||
0, 20, 27
|
||||
};
|
||||
};
|
||||
TwoDMatrix *llincidence = new TwoDMatrix(3, nEndo, ll_incidence);
|
||||
|
||||
const int jcols = nExog+nEndo+nsPred+nsForw; // Num of Jacobian columns
|
||||
|
|
|
@ -18,8 +18,8 @@
|
|||
*/
|
||||
|
||||
/*
|
||||
* This mex file computes A*kron(B,C) or A*kron(B,B) without explicitely building kron(B,C) or kron(B,B), so that
|
||||
* one can consider large matrices B and/or C.
|
||||
* This mex file computes A*kron(B,C) or A*kron(B,B) without explicitely building kron(B,C) or kron(B,B), so that
|
||||
* one can consider large matrices B and/or C.
|
||||
*/
|
||||
|
||||
#include <string.h>
|
||||
|
@ -28,105 +28,107 @@
|
|||
#include <dynblas.h>
|
||||
|
||||
#ifdef USE_OMP
|
||||
#include <omp.h>
|
||||
# include <omp.h>
|
||||
#endif
|
||||
|
||||
void full_A_times_kronecker_B_C(double *A, double *B, double *C, double *D,
|
||||
blas_int mA, blas_int nA, blas_int mB, blas_int nB, blas_int mC, blas_int nC)
|
||||
void
|
||||
full_A_times_kronecker_B_C(double *A, double *B, double *C, double *D,
|
||||
blas_int mA, blas_int nA, blas_int mB, blas_int nB, blas_int mC, blas_int nC)
|
||||
{
|
||||
#if USE_OMP
|
||||
#pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
|
||||
for(long int colD = 0; colD<nB*nC; colD++)
|
||||
{
|
||||
#if DEBUG_OMP
|
||||
mexPrintf("%d thread number is %d (%d).\n",colD,omp_get_thread_num(),omp_get_num_threads());
|
||||
#endif
|
||||
unsigned int colB = colD/nC;
|
||||
unsigned int colC = colD%nC;
|
||||
for(int colA = 0; colA<nA; colA++)
|
||||
{
|
||||
unsigned int rowB = colA/mC;
|
||||
unsigned int rowC = colA%mC;
|
||||
unsigned int idxA = colA*mA;
|
||||
unsigned int idxD = colD*mA;
|
||||
double BC = B[colB*mB+rowB]*C[colC*mC+rowC];
|
||||
for(int rowD = 0; rowD<mA; rowD++)
|
||||
{
|
||||
D[idxD+rowD] += A[idxA+rowD]*BC;
|
||||
}
|
||||
}
|
||||
}
|
||||
#else
|
||||
const unsigned long shiftA = mA*mC ;
|
||||
const unsigned long shiftD = mA*nC ;
|
||||
unsigned long int kd = 0, ka = 0 ;
|
||||
char transpose[2] = "N";
|
||||
double one = 1.0 ;
|
||||
for(unsigned long int col=0; col<nB; col++)
|
||||
{
|
||||
ka = 0 ;
|
||||
for(unsigned long int row=0; row<mB; row++)
|
||||
{
|
||||
dgemm(transpose, transpose, &mA, &nC, &mC, &B[mB*col+row], &A[ka], &mA, &C[0], &mC, &one, &D[kd], &mA);
|
||||
ka += shiftA;
|
||||
}
|
||||
kd += shiftD;
|
||||
}
|
||||
#endif
|
||||
#if USE_OMP
|
||||
# pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
|
||||
for (long int colD = 0; colD < nB*nC; colD++)
|
||||
{
|
||||
# if DEBUG_OMP
|
||||
mexPrintf("%d thread number is %d (%d).\n", colD, omp_get_thread_num(), omp_get_num_threads());
|
||||
# endif
|
||||
unsigned int colB = colD/nC;
|
||||
unsigned int colC = colD%nC;
|
||||
for (int colA = 0; colA < nA; colA++)
|
||||
{
|
||||
unsigned int rowB = colA/mC;
|
||||
unsigned int rowC = colA%mC;
|
||||
unsigned int idxA = colA*mA;
|
||||
unsigned int idxD = colD*mA;
|
||||
double BC = B[colB*mB+rowB]*C[colC*mC+rowC];
|
||||
for (int rowD = 0; rowD < mA; rowD++)
|
||||
{
|
||||
D[idxD+rowD] += A[idxA+rowD]*BC;
|
||||
}
|
||||
}
|
||||
}
|
||||
#else
|
||||
const unsigned long shiftA = mA*mC;
|
||||
const unsigned long shiftD = mA*nC;
|
||||
unsigned long int kd = 0, ka = 0;
|
||||
char transpose[2] = "N";
|
||||
double one = 1.0;
|
||||
for (unsigned long int col = 0; col < nB; col++)
|
||||
{
|
||||
ka = 0;
|
||||
for (unsigned long int row = 0; row < mB; row++)
|
||||
{
|
||||
dgemm(transpose, transpose, &mA, &nC, &mC, &B[mB*col+row], &A[ka], &mA, &C[0], &mC, &one, &D[kd], &mA);
|
||||
ka += shiftA;
|
||||
}
|
||||
kd += shiftD;
|
||||
}
|
||||
#endif
|
||||
}
|
||||
|
||||
|
||||
void full_A_times_kronecker_B_B(double *A, double *B, double *D, blas_int mA, blas_int nA, blas_int mB, blas_int nB)
|
||||
void
|
||||
full_A_times_kronecker_B_B(double *A, double *B, double *D, blas_int mA, blas_int nA, blas_int mB, blas_int nB)
|
||||
{
|
||||
#if USE_OMP
|
||||
#pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
|
||||
for(long int colD = 0; colD<nB*nB; colD++)
|
||||
{
|
||||
#if DEBUG_OMP
|
||||
mexPrintf("%d thread number is %d (%d).\n",colD,omp_get_thread_num(),omp_get_num_threads());
|
||||
#endif
|
||||
unsigned int j1B = colD/nB;
|
||||
unsigned int j2B = colD%nB;
|
||||
for(int colA = 0; colA<nA; colA++)
|
||||
{
|
||||
unsigned int i1B = colA/mB;
|
||||
unsigned int i2B = colA%mB;
|
||||
unsigned int idxA = colA*mA;
|
||||
unsigned int idxD = colD*mA;
|
||||
double BB = B[j1B*mB+i1B]*B[j2B*mB+i2B];
|
||||
for(int rowD = 0; rowD<mA; rowD++)
|
||||
{
|
||||
D[idxD+rowD] += A[idxA+rowD]*BB;
|
||||
}
|
||||
}
|
||||
}
|
||||
#else
|
||||
const unsigned long int shiftA = mA*mB ;
|
||||
const unsigned long int shiftD = mA*nB ;
|
||||
unsigned long int kd = 0, ka = 0 ;
|
||||
char transpose[2] = "N";
|
||||
double one = 1.0;
|
||||
for(unsigned long int col=0; col<nB; col++)
|
||||
{
|
||||
ka = 0;
|
||||
for(unsigned long int row=0; row<mB; row++)
|
||||
{
|
||||
dgemm(transpose, transpose, &mA, &nB, &mB, &B[mB*col+row], &A[ka], &mA, &B[0], &mB, &one, &D[kd], &mA);
|
||||
ka += shiftA;
|
||||
}
|
||||
kd += shiftD;
|
||||
}
|
||||
#endif
|
||||
#if USE_OMP
|
||||
# pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
|
||||
for (long int colD = 0; colD < nB*nB; colD++)
|
||||
{
|
||||
# if DEBUG_OMP
|
||||
mexPrintf("%d thread number is %d (%d).\n", colD, omp_get_thread_num(), omp_get_num_threads());
|
||||
# endif
|
||||
unsigned int j1B = colD/nB;
|
||||
unsigned int j2B = colD%nB;
|
||||
for (int colA = 0; colA < nA; colA++)
|
||||
{
|
||||
unsigned int i1B = colA/mB;
|
||||
unsigned int i2B = colA%mB;
|
||||
unsigned int idxA = colA*mA;
|
||||
unsigned int idxD = colD*mA;
|
||||
double BB = B[j1B*mB+i1B]*B[j2B*mB+i2B];
|
||||
for (int rowD = 0; rowD < mA; rowD++)
|
||||
{
|
||||
D[idxD+rowD] += A[idxA+rowD]*BB;
|
||||
}
|
||||
}
|
||||
}
|
||||
#else
|
||||
const unsigned long int shiftA = mA*mB;
|
||||
const unsigned long int shiftD = mA*nB;
|
||||
unsigned long int kd = 0, ka = 0;
|
||||
char transpose[2] = "N";
|
||||
double one = 1.0;
|
||||
for (unsigned long int col = 0; col < nB; col++)
|
||||
{
|
||||
ka = 0;
|
||||
for (unsigned long int row = 0; row < mB; row++)
|
||||
{
|
||||
dgemm(transpose, transpose, &mA, &nB, &mB, &B[mB*col+row], &A[ka], &mA, &B[0], &mB, &one, &D[kd], &mA);
|
||||
ka += shiftA;
|
||||
}
|
||||
kd += shiftD;
|
||||
}
|
||||
#endif
|
||||
}
|
||||
|
||||
void mexFunction( int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[] )
|
||||
void
|
||||
mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
|
||||
{
|
||||
// Check input and output:
|
||||
if ( (nrhs > 3) || (nrhs <2) )
|
||||
if ((nrhs > 3) || (nrhs < 2))
|
||||
{
|
||||
mexErrMsgTxt("Two or Three input arguments required.");
|
||||
}
|
||||
if (nlhs>1)
|
||||
if (nlhs > 1)
|
||||
{
|
||||
mexErrMsgTxt("Too many output arguments.");
|
||||
}
|
||||
|
@ -136,21 +138,21 @@ void mexFunction( int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[] )
|
|||
nA = mxGetN(prhs[0]);
|
||||
mB = mxGetM(prhs[1]);
|
||||
nB = mxGetN(prhs[1]);
|
||||
if (nrhs == 3)// A*kron(B,C) is to be computed.
|
||||
if (nrhs == 3) // A*kron(B,C) is to be computed.
|
||||
{
|
||||
mC = mxGetM(prhs[2]);
|
||||
nC = mxGetN(prhs[2]);
|
||||
if (mB*mC != nA)
|
||||
{
|
||||
mexErrMsgTxt("Input dimension error!");
|
||||
}
|
||||
{
|
||||
mexErrMsgTxt("Input dimension error!");
|
||||
}
|
||||
}
|
||||
else// A*kron(B,B) is to be computed.
|
||||
else // A*kron(B,B) is to be computed.
|
||||
{
|
||||
if (mB*mB != nA)
|
||||
{
|
||||
mexErrMsgTxt("Input dimension error!");
|
||||
}
|
||||
{
|
||||
mexErrMsgTxt("Input dimension error!");
|
||||
}
|
||||
}
|
||||
// Get input matrices:
|
||||
double *B, *C, *A;
|
||||
|
@ -164,11 +166,11 @@ void mexFunction( int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[] )
|
|||
double *D;
|
||||
if (nrhs == 3)
|
||||
{
|
||||
plhs[0] = mxCreateDoubleMatrix(mA,nB*nC,mxREAL);
|
||||
plhs[0] = mxCreateDoubleMatrix(mA, nB*nC, mxREAL);
|
||||
}
|
||||
else
|
||||
{
|
||||
plhs[0] = mxCreateDoubleMatrix(mA,nB*nB,mxREAL);
|
||||
plhs[0] = mxCreateDoubleMatrix(mA, nB*nB, mxREAL);
|
||||
}
|
||||
D = mxGetPr(plhs[0]);
|
||||
// Computational part:
|
||||
|
|
|
@ -19,7 +19,7 @@
|
|||
|
||||
/*
|
||||
* This mex file computes A*kron(B,C) or A*kron(B,B) without explicitly building kron(B,C) or kron(B,B), so that
|
||||
* one can consider large matrices A, B and/or C, and assuming that A is a the hessian of a dsge model
|
||||
* one can consider large matrices A, B and/or C, and assuming that A is a the hessian of a dsge model
|
||||
* (dynare format). This mex file should not be used outside dr1.m.
|
||||
*/
|
||||
|
||||
|
@ -31,77 +31,79 @@
|
|||
# include <omp.h>
|
||||
#endif
|
||||
|
||||
void sparse_hessian_times_B_kronecker_B(mwIndex *isparseA, mwIndex *jsparseA, double *vsparseA,
|
||||
double *B, double *D, mwSize mA, mwSize nA, mwSize mB, mwSize nB)
|
||||
void
|
||||
sparse_hessian_times_B_kronecker_B(mwIndex *isparseA, mwIndex *jsparseA, double *vsparseA,
|
||||
double *B, double *D, mwSize mA, mwSize nA, mwSize mB, mwSize nB)
|
||||
{
|
||||
/*
|
||||
/*
|
||||
** Loop over the columns of kron(B,B) (or of the result matrix D).
|
||||
** This loop is splitted into two nested loops because we use the
|
||||
** symmetric pattern of the hessian matrix.
|
||||
** symmetric pattern of the hessian matrix.
|
||||
*/
|
||||
#if USE_OMP
|
||||
#pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
|
||||
#endif
|
||||
for(int j1B=0; j1B<nB; j1B++)
|
||||
#if USE_OMP
|
||||
# pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
|
||||
#endif
|
||||
for (int j1B = 0; j1B < nB; j1B++)
|
||||
{
|
||||
#if DEBUG_OMP
|
||||
mexPrintf("%d thread number is %d (%d).\n",j1B,omp_get_thread_num(),omp_get_num_threads());
|
||||
#endif
|
||||
for(unsigned int j2B=j1B; j2B<nB; j2B++)
|
||||
{
|
||||
unsigned long int jj = j1B*nB+j2B;// column of kron(B,B) index.
|
||||
unsigned long int iv =0;
|
||||
#if DEBUG_OMP
|
||||
mexPrintf("%d thread number is %d (%d).\n", j1B, omp_get_thread_num(), omp_get_num_threads());
|
||||
#endif
|
||||
for (unsigned int j2B = j1B; j2B < nB; j2B++)
|
||||
{
|
||||
unsigned long int jj = j1B*nB+j2B; // column of kron(B,B) index.
|
||||
unsigned long int iv = 0;
|
||||
unsigned int nz_in_column_ii_of_A = 0;
|
||||
unsigned int k1 = 0;
|
||||
unsigned int k1 = 0;
|
||||
unsigned int k2 = 0;
|
||||
/*
|
||||
** Loop over the rows of kron(B,B) (column jj).
|
||||
*/
|
||||
for(unsigned long int ii=0; ii<nA; ii++)
|
||||
{
|
||||
k1 = jsparseA[ii];
|
||||
k2 = jsparseA[ii+1];
|
||||
if (k1 < k2)// otherwise column ii of A does not have non zero elements (and there is nothing to compute).
|
||||
{
|
||||
++nz_in_column_ii_of_A;
|
||||
unsigned int i1B = (ii/mB);
|
||||
unsigned int i2B = (ii%mB);
|
||||
double bb = B[j1B*mB+i1B]*B[j2B*mB+i2B];
|
||||
/*
|
||||
** Loop over the non zero entries of A(:,ii).
|
||||
*/
|
||||
for(unsigned int k=k1; k<k2; k++)
|
||||
{
|
||||
unsigned int kk = isparseA[k];
|
||||
D[jj*mA+kk] = D[jj*mA+kk] + bb*vsparseA[iv];
|
||||
iv++;
|
||||
}
|
||||
}
|
||||
}
|
||||
if (nz_in_column_ii_of_A>0)
|
||||
{
|
||||
memcpy(&D[(j2B*nB+j1B)*mA],&D[jj*mA],mA*sizeof(double));
|
||||
}
|
||||
}
|
||||
/*
|
||||
** Loop over the rows of kron(B,B) (column jj).
|
||||
*/
|
||||
for (unsigned long int ii = 0; ii < nA; ii++)
|
||||
{
|
||||
k1 = jsparseA[ii];
|
||||
k2 = jsparseA[ii+1];
|
||||
if (k1 < k2) // otherwise column ii of A does not have non zero elements (and there is nothing to compute).
|
||||
{
|
||||
++nz_in_column_ii_of_A;
|
||||
unsigned int i1B = (ii/mB);
|
||||
unsigned int i2B = (ii%mB);
|
||||
double bb = B[j1B*mB+i1B]*B[j2B*mB+i2B];
|
||||
/*
|
||||
** Loop over the non zero entries of A(:,ii).
|
||||
*/
|
||||
for (unsigned int k = k1; k < k2; k++)
|
||||
{
|
||||
unsigned int kk = isparseA[k];
|
||||
D[jj*mA+kk] = D[jj*mA+kk] + bb*vsparseA[iv];
|
||||
iv++;
|
||||
}
|
||||
}
|
||||
}
|
||||
if (nz_in_column_ii_of_A > 0)
|
||||
{
|
||||
memcpy(&D[(j2B*nB+j1B)*mA], &D[jj*mA], mA*sizeof(double));
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void sparse_hessian_times_B_kronecker_C(mwIndex *isparseA, mwIndex *jsparseA, double *vsparseA,
|
||||
double *B, double *C, double *D,
|
||||
mwSize mA, mwSize nA, mwSize mB, mwSize nB, mwSize mC, mwSize nC)
|
||||
void
|
||||
sparse_hessian_times_B_kronecker_C(mwIndex *isparseA, mwIndex *jsparseA, double *vsparseA,
|
||||
double *B, double *C, double *D,
|
||||
mwSize mA, mwSize nA, mwSize mB, mwSize nB, mwSize mC, mwSize nC)
|
||||
{
|
||||
/*
|
||||
/*
|
||||
** Loop over the columns of kron(B,B) (or of the result matrix D).
|
||||
*/
|
||||
#if USE_OMP
|
||||
#pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
|
||||
#endif
|
||||
for(long int jj=0; jj<nB*nC; jj++)// column of kron(B,C) index.
|
||||
#if USE_OMP
|
||||
# pragma omp parallel for num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
|
||||
#endif
|
||||
for (long int jj = 0; jj < nB*nC; jj++) // column of kron(B,C) index.
|
||||
{
|
||||
// Uncomment the following line to check if all processors are used.
|
||||
#if DEBUG_OMP
|
||||
mexPrintf("%d thread number is %d (%d).\n",jj,omp_get_thread_num(),omp_get_num_threads());
|
||||
#endif
|
||||
#if DEBUG_OMP
|
||||
mexPrintf("%d thread number is %d (%d).\n", jj, omp_get_thread_num(), omp_get_num_threads());
|
||||
#endif
|
||||
unsigned int jB = jj/nC;
|
||||
unsigned int jC = jj%nC;
|
||||
unsigned int k1 = 0;
|
||||
|
@ -111,38 +113,39 @@ void sparse_hessian_times_B_kronecker_C(mwIndex *isparseA, mwIndex *jsparseA, do
|
|||
/*
|
||||
** Loop over the rows of kron(B,C) (column jj).
|
||||
*/
|
||||
for(unsigned long int ii=0; ii<nA; ii++)
|
||||
{
|
||||
k1 = jsparseA[ii];
|
||||
k2 = jsparseA[ii+1];
|
||||
if (k1 < k2)// otherwise column ii of A does not have non zero elements (and there is nothing to compute).
|
||||
{
|
||||
++nz_in_column_ii_of_A;
|
||||
unsigned int iC = (ii%mB);
|
||||
unsigned int iB = (ii/mB);
|
||||
double cb = C[jC*mC+iC]*B[jB*mB+iB];
|
||||
/*
|
||||
** Loop over the non zero entries of A(:,ii).
|
||||
*/
|
||||
for(unsigned int k=k1; k<k2; k++)
|
||||
{
|
||||
unsigned int kk = isparseA[k];
|
||||
D[jj*mA+kk] = D[jj*mA+kk] + cb*vsparseA[iv];
|
||||
iv++;
|
||||
}
|
||||
}
|
||||
}
|
||||
for (unsigned long int ii = 0; ii < nA; ii++)
|
||||
{
|
||||
k1 = jsparseA[ii];
|
||||
k2 = jsparseA[ii+1];
|
||||
if (k1 < k2) // otherwise column ii of A does not have non zero elements (and there is nothing to compute).
|
||||
{
|
||||
++nz_in_column_ii_of_A;
|
||||
unsigned int iC = (ii%mB);
|
||||
unsigned int iB = (ii/mB);
|
||||
double cb = C[jC*mC+iC]*B[jB*mB+iB];
|
||||
/*
|
||||
** Loop over the non zero entries of A(:,ii).
|
||||
*/
|
||||
for (unsigned int k = k1; k < k2; k++)
|
||||
{
|
||||
unsigned int kk = isparseA[k];
|
||||
D[jj*mA+kk] = D[jj*mA+kk] + cb*vsparseA[iv];
|
||||
iv++;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void mexFunction( int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[] )
|
||||
void
|
||||
mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
|
||||
{
|
||||
// Check input and output:
|
||||
if ( (nrhs > 3) || (nrhs <2) )
|
||||
if ((nrhs > 3) || (nrhs < 2))
|
||||
{
|
||||
mexErrMsgTxt("Two or Three input arguments required.");
|
||||
}
|
||||
if (nlhs>1)
|
||||
if (nlhs > 1)
|
||||
{
|
||||
mexErrMsgTxt("Too many output arguments.");
|
||||
}
|
||||
|
@ -156,21 +159,21 @@ void mexFunction( int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[] )
|
|||
nA = mxGetN(prhs[0]);
|
||||
mB = mxGetM(prhs[1]);
|
||||
nB = mxGetN(prhs[1]);
|
||||
if (nrhs == 3)// A*kron(B,C) is to be computed.
|
||||
if (nrhs == 3) // A*kron(B,C) is to be computed.
|
||||
{
|
||||
mC = mxGetM(prhs[2]);
|
||||
nC = mxGetN(prhs[2]);
|
||||
if (mB*mC != nA)
|
||||
{
|
||||
mexErrMsgTxt("Input dimension error!");
|
||||
}
|
||||
{
|
||||
mexErrMsgTxt("Input dimension error!");
|
||||
}
|
||||
}
|
||||
else// A*kron(B,B) is to be computed.
|
||||
else // A*kron(B,B) is to be computed.
|
||||
{
|
||||
if (mB*mB != nA)
|
||||
{
|
||||
mexErrMsgTxt("Input dimension error!");
|
||||
}
|
||||
{
|
||||
mexErrMsgTxt("Input dimension error!");
|
||||
}
|
||||
}
|
||||
// Get input matrices:
|
||||
double *B, *C;
|
||||
|
@ -180,23 +183,23 @@ void mexFunction( int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[] )
|
|||
C = mxGetPr(prhs[2]);
|
||||
}
|
||||
// Sparse (dynare) hessian matrix.
|
||||
mwIndex *isparseA = (mwIndex*)mxGetIr(prhs[0]);
|
||||
mwIndex *jsparseA = (mwIndex*)mxGetJc(prhs[0]);
|
||||
mwIndex *isparseA = (mwIndex *) mxGetIr(prhs[0]);
|
||||
mwIndex *jsparseA = (mwIndex *) mxGetJc(prhs[0]);
|
||||
double *vsparseA = mxGetPr(prhs[0]);
|
||||
// Initialization of the ouput:
|
||||
double *D;
|
||||
if (nrhs == 3)
|
||||
{
|
||||
plhs[0] = mxCreateDoubleMatrix(mA,nB*nC,mxREAL);
|
||||
plhs[0] = mxCreateDoubleMatrix(mA, nB*nC, mxREAL);
|
||||
}
|
||||
else
|
||||
{
|
||||
plhs[0] = mxCreateDoubleMatrix(mA,nB*nB,mxREAL);
|
||||
plhs[0] = mxCreateDoubleMatrix(mA, nB*nB, mxREAL);
|
||||
}
|
||||
D = mxGetPr(plhs[0]);
|
||||
// Computational part:
|
||||
if (nrhs == 2)
|
||||
{
|
||||
{
|
||||
sparse_hessian_times_B_kronecker_B(isparseA, jsparseA, vsparseA, B, D, mA, nA, mB, nB);
|
||||
}
|
||||
else
|
||||
|
|
|
@ -16,82 +16,82 @@ function test_kron(test)
|
|||
%
|
||||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
if ~nargin
|
||||
test = 3;
|
||||
end
|
||||
|
||||
|
||||
if test == 1
|
||||
|
||||
if ~nargin
|
||||
test = 3;
|
||||
percentage_of_non_zero_elements = 10e-4;
|
||||
NumberOfVariables = 549;%100;
|
||||
NumberOfEquations = 256;%50
|
||||
NumberOfColsInB = 50 ;
|
||||
A = zeros(NumberOfEquations,NumberOfVariables^2);
|
||||
for i = 1:NumberOfEquations
|
||||
for j = 1:NumberOfVariables
|
||||
for k = j:NumberOfVariables
|
||||
if rand<percentage_of_non_zero_elements
|
||||
A(i,(j-1)*NumberOfVariables+k) = randn;
|
||||
end
|
||||
end
|
||||
for h = j+1:NumberOfVariables
|
||||
A(i,(h-1)*NumberOfVariables+j) = A(i,(j-1)*NumberOfVariables+h);
|
||||
end
|
||||
end
|
||||
end
|
||||
A = sparse(A);
|
||||
B = randn(NumberOfVariables,NumberOfColsInB);
|
||||
disp('')
|
||||
disp('Computation of A*kron(B,B) with the mex file (v1):')
|
||||
tic
|
||||
D1 = sparse_hessian_times_B_kronecker_C(A,B);
|
||||
toc
|
||||
|
||||
disp('')
|
||||
disp('Computation of A*kron(B,B) with the mex file (v2):')
|
||||
tic
|
||||
D2 = sparse_hessian_times_B_kronecker_C(A,B,B);
|
||||
toc
|
||||
|
||||
if test == 1
|
||||
size(D1)
|
||||
|
||||
percentage_of_non_zero_elements = 10e-4;
|
||||
NumberOfVariables = 549;%100;
|
||||
NumberOfEquations = 256;%50
|
||||
NumberOfColsInB = 50 ;
|
||||
A = zeros(NumberOfEquations,NumberOfVariables^2);
|
||||
for i = 1:NumberOfEquations
|
||||
for j = 1:NumberOfVariables
|
||||
for k = j:NumberOfVariables
|
||||
if rand<percentage_of_non_zero_elements
|
||||
A(i,(j-1)*NumberOfVariables+k) = randn;
|
||||
end
|
||||
end
|
||||
for h = j+1:NumberOfVariables
|
||||
A(i,(h-1)*NumberOfVariables+j) = A(i,(j-1)*NumberOfVariables+h);
|
||||
end
|
||||
end
|
||||
disp('');
|
||||
disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
|
||||
|
||||
return
|
||||
disp(' ')
|
||||
disp('Computation of A*kron(B,B) with two nested loops:')
|
||||
tic
|
||||
D3 = zeros(NumberOfEquations,NumberOfColsInB*NumberOfColsInB);
|
||||
k = 1;
|
||||
for i1 = 1:NumberOfColsInB
|
||||
for i2 = 1:NumberOfColsInB
|
||||
D3(:,k) = A*kron(B(:,i1),B(:,i2));
|
||||
k = k+1;
|
||||
end
|
||||
A = sparse(A);
|
||||
B = randn(NumberOfVariables,NumberOfColsInB);
|
||||
disp('')
|
||||
disp('Computation of A*kron(B,B) with the mex file (v1):')
|
||||
tic
|
||||
D1 = sparse_hessian_times_B_kronecker_C(A,B);
|
||||
toc
|
||||
|
||||
disp('')
|
||||
disp('Computation of A*kron(B,B) with the mex file (v2):')
|
||||
tic
|
||||
D2 = sparse_hessian_times_B_kronecker_C(A,B,B);
|
||||
toc
|
||||
|
||||
size(D1)
|
||||
|
||||
disp('');
|
||||
disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
|
||||
|
||||
return
|
||||
disp(' ')
|
||||
disp('Computation of A*kron(B,B) with two nested loops:')
|
||||
tic
|
||||
D3 = zeros(NumberOfEquations,NumberOfColsInB*NumberOfColsInB);
|
||||
k = 1;
|
||||
for i1 = 1:NumberOfColsInB
|
||||
for i2 = 1:NumberOfColsInB
|
||||
D3(:,k) = A*kron(B(:,i1),B(:,i2));
|
||||
k = k+1;
|
||||
end
|
||||
end
|
||||
toc
|
||||
disp('');
|
||||
disp(['Difference between D1 and D3 = ' num2str(max(max(abs(D1-D3))))]);
|
||||
end
|
||||
toc
|
||||
disp('');
|
||||
disp(['Difference between D1 and D3 = ' num2str(max(max(abs(D1-D3))))]);
|
||||
|
||||
|
||||
disp(' ')
|
||||
disp('Direct computation of A*kron(B,B):')
|
||||
tic
|
||||
try
|
||||
D4 = A*kron(B,B);
|
||||
notest = 0;
|
||||
catch
|
||||
notest = 1;
|
||||
disp('Out of memory')
|
||||
end
|
||||
toc
|
||||
if ~notest
|
||||
disp('');
|
||||
disp(['Difference between D1 and D4 = ' num2str(max(max(abs(D1-D4))))]);
|
||||
end
|
||||
disp(' ')
|
||||
disp('Direct computation of A*kron(B,B):')
|
||||
tic
|
||||
try
|
||||
D4 = A*kron(B,B);
|
||||
notest = 0;
|
||||
catch
|
||||
notest = 1;
|
||||
disp('Out of memory')
|
||||
end
|
||||
toc
|
||||
if ~notest
|
||||
disp('');
|
||||
disp(['Difference between D1 and D4 = ' num2str(max(max(abs(D1-D4))))]);
|
||||
end
|
||||
end
|
||||
|
||||
|
||||
|
@ -113,13 +113,13 @@ if test > 1
|
|||
disp('')
|
||||
disp('Computation of A*kron(B,B) with the mex file (v1):')
|
||||
tic
|
||||
D1 = sparse_hessian_times_B_kronecker_C(hessian,zx);
|
||||
D1 = sparse_hessian_times_B_kronecker_C(hessian,zx);
|
||||
toc
|
||||
|
||||
|
||||
disp('')
|
||||
disp('Computation of A*kron(B,B) with the mex file (v2):')
|
||||
tic
|
||||
D2 = sparse_hessian_times_B_kronecker_C(hessian,zx,zx);
|
||||
D2 = sparse_hessian_times_B_kronecker_C(hessian,zx,zx);
|
||||
toc
|
||||
|
||||
disp('');
|
||||
|
|
|
@ -1,147 +1,152 @@
|
|||
/*
|
||||
* Copyright (C) 2006-2008 Dynare Team
|
||||
*
|
||||
* This file is part of Dynare.
|
||||
*
|
||||
* Dynare is free software: you can redistribute it and/or modify
|
||||
* it under the terms of the GNU General Public License as published by
|
||||
* the Free Software Foundation, either version 3 of the License, or
|
||||
* (at your option) any later version.
|
||||
*
|
||||
* Dynare is distributed in the hope that it will be useful,
|
||||
* but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
* GNU General Public License for more details.
|
||||
*
|
||||
* You should have received a copy of the GNU General Public License
|
||||
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
*/
|
||||
|
||||
#include <string.h>
|
||||
|
||||
#include <dynmex.h>
|
||||
#include <dynlapack.h>
|
||||
|
||||
double criterium;
|
||||
|
||||
lapack_int
|
||||
my_criteria(const double *alphar, const double *alphai, const double *beta)
|
||||
{
|
||||
return( (*alphar * *alphar + *alphai * *alphai) < criterium * *beta * *beta);
|
||||
}
|
||||
|
||||
void mjdgges(double *a, double *b, double *z, double *n, double *sdim, double *eval_r, double *eval_i, double *info)
|
||||
{
|
||||
lapack_int i_n, i_info, i_sdim, one, lwork;
|
||||
double *alphar, *alphai, *beta, *work, *par, *pai, *pb, *per, *pei;
|
||||
double *junk;
|
||||
lapack_int *bwork;
|
||||
|
||||
one = 1;
|
||||
i_n = (lapack_int)*n;
|
||||
alphar = mxCalloc(i_n,sizeof(double));
|
||||
alphai = mxCalloc(i_n,sizeof(double));
|
||||
beta = mxCalloc(i_n,sizeof(double));
|
||||
lwork = 16*i_n+16;
|
||||
work = mxCalloc(lwork,sizeof(double));
|
||||
bwork = mxCalloc(i_n,sizeof(lapack_int));
|
||||
/* made necessary by bug in Lapack */
|
||||
junk = mxCalloc(i_n*i_n,sizeof(double));
|
||||
|
||||
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);
|
||||
|
||||
*sdim = i_sdim;
|
||||
*info = i_info;
|
||||
|
||||
par = alphar;
|
||||
pai = alphai;
|
||||
pb = beta;
|
||||
pei = eval_i;
|
||||
for(per = eval_r; per <= &eval_r[i_n-1]; ++per)
|
||||
{
|
||||
*per = *par / *pb;
|
||||
*pei = *pai / *pb;
|
||||
++par;
|
||||
++pai;
|
||||
++pb;
|
||||
++pei;
|
||||
}
|
||||
}
|
||||
|
||||
/* MATLAB interface */
|
||||
void mexFunction( int nlhs, mxArray *plhs[],
|
||||
int nrhs, const mxArray *prhs[] )
|
||||
|
||||
{
|
||||
unsigned int m1,n1,m2,n2;
|
||||
double *s, *t, *z, *sdim, *eval_r, *eval_i, *info, *a, *b;
|
||||
double n;
|
||||
|
||||
/* Check for proper number of arguments */
|
||||
|
||||
if (nrhs < 2 || nrhs > 3) {
|
||||
mexErrMsgTxt("MJDGGES: two or three input arguments are required.");
|
||||
} else if (nlhs > 6) {
|
||||
mexErrMsgTxt("MJDGGES: too many output arguments.");
|
||||
}
|
||||
|
||||
/* Check that A and B are real matrices of the same dimension.*/
|
||||
|
||||
m1 = mxGetM(prhs[0]);
|
||||
n1 = mxGetN(prhs[0]);
|
||||
m2 = mxGetM(prhs[1]);
|
||||
n2 = mxGetN(prhs[1]);
|
||||
if (!mxIsDouble(prhs[0]) || mxIsComplex(prhs[0]) ||
|
||||
!mxIsDouble(prhs[1]) || mxIsComplex(prhs[1]) ||
|
||||
(m1 != n1) || (m2!= n1) || (m2 != n2)) {
|
||||
mexErrMsgTxt("MJDGGES requires two square real matrices of the same dimension.");
|
||||
}
|
||||
|
||||
/* Create a matrix for the return argument */
|
||||
plhs[0] = mxCreateDoubleMatrix(n1, n1, mxREAL);
|
||||
plhs[1] = mxCreateDoubleMatrix(n1, n1, mxREAL);
|
||||
plhs[2] = mxCreateDoubleMatrix(n1, n1, mxREAL);
|
||||
plhs[3] = mxCreateDoubleMatrix(1, 1, mxREAL);
|
||||
plhs[4] = mxCreateDoubleMatrix(n1, 1, mxCOMPLEX);
|
||||
plhs[5] = mxCreateDoubleMatrix(1, 1, mxREAL);
|
||||
|
||||
/* Assign pointers to the various parameters */
|
||||
s = mxGetPr(plhs[0]);
|
||||
t = mxGetPr(plhs[1]);
|
||||
z = mxGetPr(plhs[2]);
|
||||
sdim = mxGetPr(plhs[3]);
|
||||
eval_r = mxGetPr(plhs[4]);
|
||||
eval_i = mxGetPi(plhs[4]);
|
||||
info = mxGetPr(plhs[5]);
|
||||
|
||||
a = mxGetPr(prhs[0]);
|
||||
b = mxGetPr(prhs[1]);
|
||||
|
||||
/* set criterium for stable eigenvalues */
|
||||
if ( nrhs == 3)
|
||||
{
|
||||
criterium = *mxGetPr(prhs[2]);
|
||||
}
|
||||
else
|
||||
{
|
||||
criterium = 1+1e-6;
|
||||
}
|
||||
|
||||
/* keep a and b intact */
|
||||
memcpy(s,a,sizeof(double)*n1*n1);
|
||||
memcpy(t,b,sizeof(double)*n1*n1);
|
||||
|
||||
n = n1;
|
||||
|
||||
/* Do the actual computations in a subroutine */
|
||||
mjdgges(s, t, z, &n, sdim, eval_r, eval_i, info);
|
||||
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
/*
|
||||
07/30/03 MJ added user set criterium for stable eigenvalues
|
||||
corrected error messages in mexfunction()
|
||||
*/
|
||||
/*
|
||||
* Copyright (C) 2006-2008 Dynare Team
|
||||
*
|
||||
* This file is part of Dynare.
|
||||
*
|
||||
* Dynare is free software: you can redistribute it and/or modify
|
||||
* it under the terms of the GNU General Public License as published by
|
||||
* the Free Software Foundation, either version 3 of the License, or
|
||||
* (at your option) any later version.
|
||||
*
|
||||
* Dynare is distributed in the hope that it will be useful,
|
||||
* but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
* GNU General Public License for more details.
|
||||
*
|
||||
* You should have received a copy of the GNU General Public License
|
||||
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
*/
|
||||
|
||||
#include <string.h>
|
||||
|
||||
#include <dynmex.h>
|
||||
#include <dynlapack.h>
|
||||
|
||||
double criterium;
|
||||
|
||||
lapack_int
|
||||
my_criteria(const double *alphar, const double *alphai, const double *beta)
|
||||
{
|
||||
return ((*alphar * *alphar + *alphai * *alphai) < criterium * *beta * *beta);
|
||||
}
|
||||
|
||||
void
|
||||
mjdgges(double *a, double *b, double *z, double *n, double *sdim, double *eval_r, double *eval_i, double *info)
|
||||
{
|
||||
lapack_int i_n, i_info, i_sdim, one, lwork;
|
||||
double *alphar, *alphai, *beta, *work, *par, *pai, *pb, *per, *pei;
|
||||
double *junk;
|
||||
lapack_int *bwork;
|
||||
|
||||
one = 1;
|
||||
i_n = (lapack_int)*n;
|
||||
alphar = mxCalloc(i_n, sizeof(double));
|
||||
alphai = mxCalloc(i_n, sizeof(double));
|
||||
beta = mxCalloc(i_n, sizeof(double));
|
||||
lwork = 16*i_n+16;
|
||||
work = mxCalloc(lwork, sizeof(double));
|
||||
bwork = mxCalloc(i_n, sizeof(lapack_int));
|
||||
/* made necessary by bug in Lapack */
|
||||
junk = mxCalloc(i_n*i_n, sizeof(double));
|
||||
|
||||
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);
|
||||
|
||||
*sdim = i_sdim;
|
||||
*info = i_info;
|
||||
|
||||
par = alphar;
|
||||
pai = alphai;
|
||||
pb = beta;
|
||||
pei = eval_i;
|
||||
for (per = eval_r; per <= &eval_r[i_n-1]; ++per)
|
||||
{
|
||||
*per = *par / *pb;
|
||||
*pei = *pai / *pb;
|
||||
++par;
|
||||
++pai;
|
||||
++pb;
|
||||
++pei;
|
||||
}
|
||||
}
|
||||
|
||||
/* MATLAB interface */
|
||||
void
|
||||
mexFunction(int nlhs, mxArray *plhs[],
|
||||
int nrhs, const mxArray *prhs[])
|
||||
|
||||
{
|
||||
unsigned int m1, n1, m2, n2;
|
||||
double *s, *t, *z, *sdim, *eval_r, *eval_i, *info, *a, *b;
|
||||
double n;
|
||||
|
||||
/* Check for proper number of arguments */
|
||||
|
||||
if (nrhs < 2 || nrhs > 3)
|
||||
{
|
||||
mexErrMsgTxt("MJDGGES: two or three input arguments are required.");
|
||||
}
|
||||
else if (nlhs > 6)
|
||||
{
|
||||
mexErrMsgTxt("MJDGGES: too many output arguments.");
|
||||
}
|
||||
|
||||
/* Check that A and B are real matrices of the same dimension.*/
|
||||
|
||||
m1 = mxGetM(prhs[0]);
|
||||
n1 = mxGetN(prhs[0]);
|
||||
m2 = mxGetM(prhs[1]);
|
||||
n2 = mxGetN(prhs[1]);
|
||||
if (!mxIsDouble(prhs[0]) || mxIsComplex(prhs[0])
|
||||
|| !mxIsDouble(prhs[1]) || mxIsComplex(prhs[1])
|
||||
|| (m1 != n1) || (m2 != n1) || (m2 != n2))
|
||||
{
|
||||
mexErrMsgTxt("MJDGGES requires two square real matrices of the same dimension.");
|
||||
}
|
||||
|
||||
/* Create a matrix for the return argument */
|
||||
plhs[0] = mxCreateDoubleMatrix(n1, n1, mxREAL);
|
||||
plhs[1] = mxCreateDoubleMatrix(n1, n1, mxREAL);
|
||||
plhs[2] = mxCreateDoubleMatrix(n1, n1, mxREAL);
|
||||
plhs[3] = mxCreateDoubleMatrix(1, 1, mxREAL);
|
||||
plhs[4] = mxCreateDoubleMatrix(n1, 1, mxCOMPLEX);
|
||||
plhs[5] = mxCreateDoubleMatrix(1, 1, mxREAL);
|
||||
|
||||
/* Assign pointers to the various parameters */
|
||||
s = mxGetPr(plhs[0]);
|
||||
t = mxGetPr(plhs[1]);
|
||||
z = mxGetPr(plhs[2]);
|
||||
sdim = mxGetPr(plhs[3]);
|
||||
eval_r = mxGetPr(plhs[4]);
|
||||
eval_i = mxGetPi(plhs[4]);
|
||||
info = mxGetPr(plhs[5]);
|
||||
|
||||
a = mxGetPr(prhs[0]);
|
||||
b = mxGetPr(prhs[1]);
|
||||
|
||||
/* set criterium for stable eigenvalues */
|
||||
if (nrhs == 3)
|
||||
{
|
||||
criterium = *mxGetPr(prhs[2]);
|
||||
}
|
||||
else
|
||||
{
|
||||
criterium = 1+1e-6;
|
||||
}
|
||||
|
||||
/* keep a and b intact */
|
||||
memcpy(s, a, sizeof(double)*n1*n1);
|
||||
memcpy(t, b, sizeof(double)*n1*n1);
|
||||
|
||||
n = n1;
|
||||
|
||||
/* Do the actual computations in a subroutine */
|
||||
mjdgges(s, t, z, &n, sdim, eval_r, eval_i, info);
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
/*
|
||||
07/30/03 MJ added user set criterium for stable eigenvalues
|
||||
corrected error messages in mexfunction()
|
||||
*/
|
||||
|
|
Loading…
Reference in New Issue