/* * Copyright © 2010-2022 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 #include #include "dynare_exception.hh" #include "dynamic_m.hh" DynamicModelMFile::DynamicModelMFile(const std::string &modName, int ntt_arg) : DynamicModelAC(ntt_arg), DynamicMFilename{modName + ".dynamic"} { } /* NB: This is a duplicate of DynamicModelMatlabCaller::cmplxToReal() in perfect_foresight_problem MEX */ mxArray * DynamicModelMFile::cmplxToReal(mxArray *cmplx_mx) { mxArray *real_mx = mxCreateDoubleMatrix(mxGetM(cmplx_mx), mxGetN(cmplx_mx), mxREAL); #if MX_HAS_INTERLEAVED_COMPLEX mxComplexDouble *cmplx = mxGetComplexDoubles(cmplx_mx); #else double *cmplx_real = mxGetPr(cmplx_mx); double *cmplx_imag = mxGetPi(cmplx_mx); #endif double *real = mxGetPr(real_mx); for (size_t i = 0; i < mxGetNumberOfElements(cmplx_mx); i++) #if MX_HAS_INTERLEAVED_COMPLEX if (cmplx[i].imag == 0.0) real[i] = cmplx[i].real; #else if (cmplx_imag[i] == 0.0) real[i] = cmplx_real[i]; #endif else real[i] = std::numeric_limits::quiet_NaN(); mxDestroyArray(cmplx_mx); return real_mx; } void DynamicModelMFile::unpackSparseMatrixAndCopyIntoTwoDMatData(mxArray *sparseMat, TwoDMatrix &tdm) { int totalCols = mxGetN(sparseMat); mwIndex *rowIdxVector = mxGetIr(sparseMat); mwIndex *colIdxVector = mxGetJc(sparseMat); assert(tdm.ncols() == 3); /* Under MATLAB, the following check always holds at equality; under Octave, there may be an inequality, because Octave diminishes nzmax if one gives zeros in the values vector when calling sparse(). */ assert(tdm.nrows() >= mxGetNzmax(sparseMat)); int rind = 0; int output_row = 0; for (int i = 0; i < totalCols; i++) for (int j = 0; j < static_cast((colIdxVector[i+1]-colIdxVector[i])); j++, rind++) { tdm.get(output_row, 0) = rowIdxVector[rind] + 1; tdm.get(output_row, 1) = i + 1; if (!mxIsComplex(sparseMat)) tdm.get(output_row, 2) = mxGetPr(sparseMat)[rind]; else { double real, imag; #if MX_HAS_INTERLEAVED_COMPLEX mxComplexDouble cmplx = mxGetComplexDoubles(sparseMat)[rind]; real = cmplx.real; imag = cmplx.imag; #else real = mxGetPr(sparseMat)[rind]; imag = mxGetPi(sparseMat)[rind]; #endif tdm.get(output_row, 2) = imag == 0.0 ? real : std::numeric_limits::quiet_NaN(); } output_row++; } /* If there are less elements than expected (that might happen if some derivative is symbolically not zero but numerically zero at the evaluation point), then fill in the matrix with empty entries, that will be recognized as such by KordpDynare::populateDerivativesContainer() */ while (output_row < tdm.nrows()) { tdm.get(output_row, 0) = 0; tdm.get(output_row, 1) = 0; tdm.get(output_row, 2) = 0; output_row++; } } void DynamicModelMFile::eval(const Vector &y, const Vector &x, const Vector &modParams, const Vector &ySteady, Vector &residual, std::vector &md) noexcept(false) { mxArray *T_m = mxCreateDoubleMatrix(ntt, 1, mxREAL); mxArray *y_m = mxCreateDoubleMatrix(y.length(), 1, mxREAL); std::copy_n(y.base(), y.length(), mxGetPr(y_m)); mxArray *x_m = mxCreateDoubleMatrix(1, x.length(), mxREAL); std::copy_n(x.base(), x.length(), mxGetPr(x_m)); mxArray *params_m = mxCreateDoubleMatrix(modParams.length(), 1, mxREAL); std::copy_n(modParams.base(), modParams.length(), mxGetPr(params_m)); mxArray *steady_state_m = mxCreateDoubleMatrix(ySteady.length(), 1, mxREAL); std::copy_n(ySteady.base(), ySteady.length(), mxGetPr(steady_state_m)); mxArray *it_m = mxCreateDoubleScalar(1.0); mxArray *T_flag_m = mxCreateLogicalScalar(false); { // Compute temporary terms (for all orders) std::string funcname = DynamicMFilename + "_g" + std::to_string(md.size()) + "_tt"; mxArray *plhs[1], *prhs[] = { T_m, y_m, x_m, params_m, steady_state_m, it_m }; int retVal = mexCallMATLAB(1, plhs, 6, prhs, funcname.c_str()); if (retVal != 0) throw DynareException(__FILE__, __LINE__, "Trouble calling " + funcname); mxDestroyArray(T_m); T_m = plhs[0]; } { // Compute residuals std::string funcname = DynamicMFilename + "_resid"; mxArray *plhs[1], *prhs[] = { T_m, y_m, x_m, params_m, steady_state_m, it_m, T_flag_m }; int retVal = mexCallMATLAB(1, plhs, 7, prhs, funcname.c_str()); if (retVal != 0) throw DynareException(__FILE__, __LINE__, "Trouble calling " + funcname); if (!mxIsDouble(plhs[0]) || mxIsSparse(plhs[0])) throw DynareException(__FILE__, __LINE__, "Residual should be a dense array of double floats"); if (mxIsComplex(plhs[0])) plhs[0] = cmplxToReal(plhs[0]); residual = Vector{plhs[0]}; mxDestroyArray(plhs[0]); } for (size_t i = 1; i <= md.size(); i++) { // Compute model derivatives std::string funcname = DynamicMFilename + "_g" + std::to_string(i); mxArray *plhs[1], *prhs[] = { T_m, y_m, x_m, params_m, steady_state_m, it_m, T_flag_m }; int retVal = mexCallMATLAB(1, plhs, 7, prhs, funcname.c_str()); if (retVal != 0) throw DynareException(__FILE__, __LINE__, "Trouble calling " + funcname); if (!mxIsDouble(plhs[0])) throw DynareException(__FILE__, __LINE__, "Derivatives matrix at order " + std::to_string(i) + "should be an array of double floats"); if (i == 1) { if (mxIsSparse(plhs[0])) throw DynareException(__FILE__, __LINE__, "Derivatives matrix at order " + std::to_string(i) + " should be dense"); assert(static_cast(mxGetM(plhs[0])) == md[i-1].nrows()); assert(static_cast(mxGetN(plhs[0])) == md[i-1].ncols()); std::copy_n(mxGetPr(plhs[0]), mxGetM(plhs[0])*mxGetN(plhs[0]), md[i-1].base()); } else { if (!mxIsSparse(plhs[0])) throw DynareException(__FILE__, __LINE__, "Derivatives matrix at order " + std::to_string(i) + " should be sparse"); unpackSparseMatrixAndCopyIntoTwoDMatData(plhs[0], md[i-1]); } mxDestroyArray(plhs[0]); } mxDestroyArray(T_m); mxDestroyArray(y_m); mxDestroyArray(x_m); mxDestroyArray(params_m); mxDestroyArray(steady_state_m); mxDestroyArray(it_m); mxDestroyArray(T_flag_m); }