! Encapsulates a MATLAB function from ℝⁿ to ℝⁿ ! It must take as 1st argument the point where it is evaluated, ! and return 1 or 2 arguments: value and, optionally, the Jacobian ! The input is copied on entry, the output arguments are copied on exit. ! It may also take extra arguments, which are stored in the module (hence the ! latter is conceptually equivalent to a closure). ! ! Additionally, if x_indices and f_indices are associated, then the matlab_fcn ! procedure only exposes a restricted version of the MATLAB procedure, limited ! to the specified indices specified for x and f. In that case, x_all needs to ! be set in order to give the input values for the indices that are not passed ! to matlab_fcn. ! Copyright © 2019-2020 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 . module matlab_fcn_closure use iso_c_binding use matlab_mex implicit none private public :: func, extra_args, f_indices, x_indices, x_all, matlab_fcn type(c_ptr), pointer :: func => null() type(c_ptr), dimension(:), pointer :: extra_args => null() integer, dimension(:), pointer :: f_indices => null(), x_indices => null() real(real64), dimension(:), pointer :: x_all => null() contains subroutine matlab_fcn(x, fvec, fjac) real(real64), dimension(:), intent(in) :: x real(real64), dimension(size(x)), intent(out) :: fvec real(real64), dimension(size(x), size(x)), intent(out), optional :: fjac type(c_ptr), dimension(2) :: call_lhs type(c_ptr), dimension(size(extra_args)+2) :: call_rhs real(real64), dimension(:), pointer :: x_mat ! Needed to avoid gfortran ICE… real(real64), dimension(:), pointer :: fvec_all real(real64), dimension(:,:), pointer :: fjac_all integer(c_int) :: nlhs integer(mwSize) :: n_all call_rhs(1) = func if (associated(x_all)) then n_all = size(x_all) else n_all = size(x) end if call_rhs(2) = mxCreateDoubleMatrix(n_all, 1_mwSize, mxREAL) x_mat => mxGetPr(call_rhs(2)) if (associated(x_indices) .and. associated(x_all)) then x_mat = x_all x_mat(x_indices) = x else x_mat = x end if call_rhs(3:) = extra_args if (present(fjac)) then nlhs = 2 else nlhs = 1 end if ! We use "feval", because it’s the only way of evaluating a function handle through mexCallMATLAB if (mexCallMATLAB(nlhs, call_lhs, int(size(call_rhs), c_int), call_rhs, "feval") /= 0) & call mexErrMsgTxt("Error calling function to be solved") call mxDestroyArray(call_rhs(2)) fvec_all => mxGetPr(call_lhs(1)) if (associated(f_indices)) then fvec = fvec_all(f_indices) else fvec = fvec_all end if call mxDestroyArray(call_lhs(1)) if (present(fjac)) then fjac_all(1:n_all,1:n_all) => mxGetPr(call_lhs(2)) if (associated(x_indices) .and. associated(f_indices)) then fjac = fjac_all(f_indices, x_indices) else fjac = fjac_all end if call mxDestroyArray(call_lhs(2)) end if end subroutine matlab_fcn end module matlab_fcn_closure