/* * Copyright (C) 2013-2017 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 . */ #include "SteadyStateSolver.hh" const double SteadyStateSolver::tolerance = 1e-7; SteadyStateSolver::SteadyStateSolver(const std::string &basename, size_t n_endo_arg) : static_dll(basename), n_endo(n_endo_arg), residual(n_endo), g1(n_endo) { g1.setAll(0.0); // The static file does not initialize zero elements } int SteadyStateSolver::static_f(const gsl_vector *yy, void *p, gsl_vector *F) { params *pp = (params *) p; VectorConstView deepParams(pp->deepParams, pp->n_params, 1); MatrixConstView x(pp->x, 1, pp->n_exo, 1); VectorView y(yy->data, yy->size, yy->stride); VectorView residual(F->data, F->size, F->stride); pp->static_dll->eval(y, x, deepParams, residual, NULL, NULL); return GSL_SUCCESS; } int SteadyStateSolver::static_df(const gsl_vector *yy, void *p, gsl_matrix *J) { params *pp = (params *) p; VectorConstView deepParams(pp->deepParams, pp->n_params, 1); MatrixConstView x(pp->x, 1, pp->n_exo, 1); VectorView y(yy->data, yy->size, yy->stride); pp->static_dll->eval(y, x, deepParams, *pp->residual, pp->g1, NULL); assert(J->size1 == J->size2 && J->size1 == J->tda); MatrixView g1t(J->data, J->size1, J->size2, J->tda); mat::transpose(g1t, *pp->g1); // GSL wants row-major order return GSL_SUCCESS; } int SteadyStateSolver::static_fdf(const gsl_vector *yy, void *p, gsl_vector *F, gsl_matrix *J) { params *pp = (params *) p; VectorConstView deepParams(pp->deepParams, pp->n_params, 1); MatrixConstView x(pp->x, 1, pp->n_exo, 1); VectorView y(yy->data, yy->size, yy->stride); VectorView residual(F->data, F->size, F->stride); pp->static_dll->eval(y, x, deepParams, residual, pp->g1, NULL); assert(J->size1 == J->size2 && J->size1 == J->tda); MatrixView g1t(J->data, J->size1, J->size2, J->tda); mat::transpose(g1t, *pp->g1); // GSL wants row-major order return GSL_SUCCESS; }