395 lines
13 KiB
C++
395 lines
13 KiB
C++
/*
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* Copyright (C) 2007-2009 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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////////////////////////////////////////////////////////////////////////
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// simulate.cc //
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// simulate file designed for GNU GCC C++ compiler //
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////////////////////////////////////////////////////////////////////////
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//#define _GLIBCXX_USE_C99_FENV_TR1 1
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//#include <cfenv>
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#include <cstring>
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#include "Interpreter.hh"
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#ifndef DEBUG_EX
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# include "mex.h"
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#else
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# include "mex_interface.hh"
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#endif
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#include "Mem_Mngr.hh"
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#ifdef DEBUG_EX
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using namespace std;
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# include <sstream>
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string
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Get_Argument(const char *argv)
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{
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string f(argv);
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return f;
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}
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int
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main(int argc, const char *argv[])
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{
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FILE *fid;
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bool steady_state = false;
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bool evaluate = false;
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printf("argc=%d\n", argc);
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/*fexcept_t *flagp;
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flagp = (fexcept_t*) mxMalloc(sizeof(fexcept_t));
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if (fegetexceptflag(flagp, FE_ALL_EXCEPT))
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mexPrintf("fegetexceptflag failed\n");
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if (fesetexceptflag(flagp,FE_INVALID | FE_DIVBYZERO))
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mexPrintf("fesetexceptflag failed\n");
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mxFree(flagp);
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feclearexcept (FE_ALL_EXCEPT);*/
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if (argc < 2)
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{
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mexPrintf("model filename expected\n");
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mexEvalString("st=fclose('all');clear all;");
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mexErrMsgTxt("Exit from Dynare");
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}
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float f_tmp;
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ostringstream tmp_out("");
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tmp_out << argv[1] << "_options.txt";
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cout << tmp_out.str().c_str() << "\n";
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int nb_params;
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int i, row_y, col_y, row_x, col_x;
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double *yd, *xd;
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double *direction;
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int minimal_solving_periods;
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string file_name(argv[1]);
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for (i = 2; i < argc; i++)
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{
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if (Get_Argument(argv[i]) == "static")
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steady_state = true;
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else if (Get_Argument(argv[i]) == "dynamic")
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steady_state = false;
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else if (Get_Argument(argv[i]) == "evaluate")
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evaluate = true;
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else
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{
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mexPrintf("Unknown argument : ");
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mexEvalString("st=fclose('all');clear all;");
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string f;
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f = Get_Argument(argv[i]);
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f.append("\n");
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mexErrMsgTxt(f.c_str());
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}
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}
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fid = fopen(tmp_out.str().c_str(), "r");
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int periods = 1;
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if (!steady_state)
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fscanf(fid, "%d", &periods);
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int maxit_;
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fscanf(fid, "%d", &maxit_);
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fscanf(fid, "%f", &f_tmp);
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double slowc = f_tmp;
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fscanf(fid, "%f", &f_tmp);
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double markowitz_c = f_tmp;
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fscanf(fid, "%f", &f_tmp);
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double solve_tolf = f_tmp;
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fscanf(fid, "%d", &minimal_solving_periods);
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fclose(fid);
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tmp_out.str("");
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tmp_out << argv[1] << "_M.txt";
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fid = fopen(tmp_out.str().c_str(), "r");
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int y_kmin;
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fscanf(fid, "%d", &y_kmin);
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int y_kmax;
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fscanf(fid, "%d", &y_kmax);
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int y_decal;
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fscanf(fid, "%d", &y_decal);
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fscanf(fid, "%d", &nb_params);
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fscanf(fid, "%d", &row_x);
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fscanf(fid, "%d", &col_x);
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fscanf(fid, "%d", &row_y);
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fscanf(fid, "%d", &col_y);
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int steady_row_y, steady_col_y;
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int steady_row_x, steady_col_x;
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fscanf(fid, "%d", &steady_row_y);
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fscanf(fid, "%d", &steady_col_y);
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fscanf(fid, "%d", &steady_row_x);
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fscanf(fid, "%d", &steady_col_x);
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int nb_row_xd;
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fscanf(fid, "%d", &nb_row_xd);
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double *params = (double *) malloc(nb_params*sizeof(params[0]));
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for (i = 0; i < nb_params; i++)
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{
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fscanf(fid, "%f", &f_tmp);
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params[i] = f_tmp;
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}
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fclose(fid);
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yd = (double *) malloc(row_y*col_y*sizeof(yd[0]));
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xd = (double *) malloc(row_x*col_x*sizeof(xd[0]));
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tmp_out.str("");
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tmp_out << argv[1] << "_oo.txt";
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fid = fopen(tmp_out.str().c_str(), "r");
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for (i = 0; i < col_y*row_y; i++)
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{
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fscanf(fid, "%f", &f_tmp);
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yd[i] = f_tmp;
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}
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for (i = 0; i < col_x*row_x; i++)
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{
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fscanf(fid, "%f", &f_tmp);
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xd[i] = f_tmp;
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}
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double *steady_yd, *steady_xd;
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steady_yd = (double *) malloc(steady_row_y*steady_col_y*sizeof(steady_yd[0]));
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steady_xd = (double *) malloc(steady_row_x*steady_col_x*sizeof(steady_xd[0]));
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for (i = 0; i < steady_row_y*steady_col_y; i++)
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{
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fscanf(fid, "%f", &f_tmp);
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steady_yd[i] = f_tmp;
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}
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for (i = 0; i < steady_row_x*steady_col_x; i++)
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{
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fscanf(fid, "%f", &f_tmp);
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steady_xd[i] = f_tmp;
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}
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fclose(fid);
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int size_of_direction = col_y*row_y*sizeof(double);
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double *y = (double *) mxMalloc(size_of_direction);
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double *ya = (double *) mxMalloc(size_of_direction);
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direction = (double *) mxMalloc(size_of_direction);
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memset(direction, 0, size_of_direction);
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double *x = (double *) mxMalloc(col_x*row_x*sizeof(double));
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for (i = 0; i < row_x*col_x; i++)
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x[i] = double (xd[i]);
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for (i = 0; i < row_y*col_y; i++)
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y[i] = double (yd[i]);
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free(yd);
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free(xd);
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int y_size = row_y;
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int nb_row_x = row_x;
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clock_t t0 = clock();
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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);
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string f(file_name);
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interprete.compute_blocks(f, f, steady_state, evaluate);
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clock_t t1 = clock();
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if (!evaluate)
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mexPrintf("Simulation Time=%f milliseconds\n", 1000.0*(double (t1)-double (t0))/double (CLOCKS_PER_SEC));
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if (x)
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mxFree(x);
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if (y)
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mxFree(y);
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if (ya)
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mxFree(ya);
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if (direction)
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mxFree(direction);
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if (steady_yd)
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mxFree(steady_yd);
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if (steady_xd)
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mxFree(steady_xd);
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free(params);
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}
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#else
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string
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Get_Argument(const mxArray *prhs)
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{
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const mxArray *mxa = prhs;
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int buflen = mxGetM(mxa) * mxGetN(mxa) + 1;
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char *first_argument;
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first_argument = (char *) mxCalloc(buflen, sizeof(char));
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int status = mxGetString(mxa, first_argument, buflen);
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if (status != 0)
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mexWarnMsgTxt("Not enough space. The first argument is truncated.");
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string f(first_argument);
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mxFree(first_argument);
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return f;
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}
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/* The gateway routine */
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void
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mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
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{
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mxArray *M_, *oo_, *options_;
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int i, row_y, col_y, row_x, col_x, nb_row_xd;
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int steady_row_y, steady_col_y, steady_row_x, steady_col_x, steady_nb_row_xd;
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int y_kmin = 0, y_kmax = 0, y_decal = 0, periods = 1;
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double *pind;
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double *direction;
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bool steady_state = false;
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bool evaluate = false;
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/*fexcept_t *flagp;
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flagp = (fexcept_t*) mxMalloc(sizeof(fexcept_t));
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if(fegetexceptflag(flagp, FE_ALL_EXCEPT))
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mexPrintf("fegetexceptflag failed\n");
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if(fesetexceptflag(flagp,FE_INVALID | FE_DIVBYZERO))
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mexPrintf("fesetexceptflag failed\n");
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mxFree(flagp);
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feclearexcept (FE_ALL_EXCEPT);*/
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for (i = 0; i < nrhs; i++)
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{
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if (Get_Argument(prhs[i]) == "static")
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steady_state = true;
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else if (Get_Argument(prhs[i]) == "dynamic")
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steady_state = false;
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else if (Get_Argument(prhs[i]) == "evaluate")
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evaluate = true;
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else
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{
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mexPrintf("Unknown argument : ");
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string f;
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f = Get_Argument(prhs[i]);
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f.append("\n");
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mexErrMsgTxt(f.c_str());
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}
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}
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M_ = mexGetVariable("global", "M_");
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if (M_ == NULL)
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{
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mexPrintf("Global variable not found : ");
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mexErrMsgTxt("M_ \n");
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}
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/* Gets variables and parameters from global workspace of Matlab */
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oo_ = mexGetVariable("global", "oo_");
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if (oo_ == NULL)
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{
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mexPrintf("Global variable not found : ");
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mexErrMsgTxt("oo_ \n");
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}
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options_ = mexGetVariable("global", "options_");
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if (options_ == NULL)
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{
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mexPrintf("Global variable not found : ");
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mexErrMsgTxt("options_ \n");
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}
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double *params = mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "params")));
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double *yd, *xd, *steady_yd = NULL, *steady_xd = NULL;
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if (!steady_state)
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{
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yd = mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "endo_simul")));
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row_y = mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "endo_simul")));
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col_y = mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "endo_simul")));;
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xd = mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_simul")));
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row_x = mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_simul")));
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col_x = mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_simul")));
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nb_row_xd = int (floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "exo_det_nbr"))))));
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y_kmin = int (floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "maximum_lag"))))));
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y_kmax = int (floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "maximum_lead"))))));
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y_decal = max(0, y_kmin-int (floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "maximum_endo_lag")))))));
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periods = int (floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "periods"))))));
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steady_yd = mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "steady_state")));
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steady_row_y = mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "steady_state")));
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steady_col_y = mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "steady_state")));;
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steady_xd = mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_steady_state")));
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steady_row_x = mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_steady_state")));
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steady_col_x = mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_steady_state")));
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steady_nb_row_xd = int (floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "exo_det_nbr"))))));
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}
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else
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{
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yd = mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "steady_state")));
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row_y = mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "steady_state")));
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col_y = mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "steady_state")));;
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xd = mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_steady_state")));
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row_x = mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_steady_state")));
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col_x = mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_, "exo_steady_state")));
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nb_row_xd = int (floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "exo_det_nbr"))))));
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}
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int maxit_ = int (floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "maxit_"))))));
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double slowc = double (*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "slowc")))));
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double markowitz_c = double (*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "markowitz")))));
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int minimal_solving_periods = int (*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "minimal_solving_periods")))));
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double solve_tolf;
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if (steady_state)
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solve_tolf = *(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "solve_tolf"))));
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else
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solve_tolf = *(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "dynatol"))));
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mxArray *mxa = mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "fname"));
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int buflen = mxGetM(mxa) * mxGetN(mxa) + 1;
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char *fname;
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fname = (char *) mxCalloc(buflen, sizeof(char));
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string file_name = fname;
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int status = mxGetString(mxa, fname, buflen);
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if (status != 0)
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mexWarnMsgTxt("Not enough space. Filename is truncated.");
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int size_of_direction = col_y*row_y*sizeof(double);
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double *y = (double *) mxMalloc(size_of_direction);
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double *ya = (double *) mxMalloc(size_of_direction);
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direction = (double *) mxMalloc(size_of_direction);
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memset(direction, 0, size_of_direction);
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double *x = (double *) mxMalloc(col_x*row_x*sizeof(double));
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for (i = 0; i < row_x*col_x; i++)
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x[i] = double (xd[i]);
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for (i = 0; i < row_y*col_y; i++)
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{
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y[i] = double (yd[i]);
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ya[i] = double (yd[i]);
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}
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int y_size = row_y;
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int nb_row_x = row_x;
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clock_t t0 = clock();
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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);
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string f(fname);
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bool result = interprete.compute_blocks(f, f, steady_state, evaluate);
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clock_t t1 = clock();
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if (!steady_state && !evaluate)
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mexPrintf("Simulation Time=%f milliseconds\n", 1000.0*(double (t1)-double (t0))/double (CLOCKS_PER_SEC));
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if (nlhs > 0)
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{
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plhs[0] = mxCreateDoubleMatrix(row_y, col_y, mxREAL);
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pind = mxGetPr(plhs[0]);
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if (evaluate)
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for (i = 0; i < row_y*col_y; i++)
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pind[i] = y[i]-ya[i];
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else
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for (i = 0; i < row_y*col_y; i++)
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pind[i] = y[i];
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if (nlhs > 1)
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{
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plhs[1] = mxCreateDoubleMatrix(1, 1, mxREAL);
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pind = mxGetPr(plhs[1]);
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if (result)
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pind[0] = 0;
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else
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pind[0] = 1;
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}
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}
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if (x)
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mxFree(x);
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if (y)
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mxFree(y);
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if (ya)
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mxFree(ya);
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if (direction)
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mxFree(direction);
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}
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#endif
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