98 lines
3.9 KiB
C++
98 lines
3.9 KiB
C++
/*
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* Copyright © 2019 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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#include <string>
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#include <memory>
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#include <limits>
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#if defined(_WIN32) || defined(__CYGWIN32__)
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# ifndef NOMINMAX
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# define NOMINMAX // Do not define "min" and "max" macros
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# endif
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# include <windows.h>
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#else
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# include <dlfcn.h> // unix/linux DLL (.so) handling routines
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#endif
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class DynamicModelCaller
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{
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public:
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const bool linear;
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bool compute_jacobian; // Not constant, because will be changed from true to false for linear models after first evaluation
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// Used to store error messages (as exceptions cannot cross the OpenMP boundary)
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static std::string error_msg;
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DynamicModelCaller(bool linear_arg, bool compute_jacobian_arg) : linear{linear_arg}, compute_jacobian{compute_jacobian_arg} {};
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virtual ~DynamicModelCaller() = default;
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virtual double &y(size_t i) const = 0;
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virtual double jacobian(size_t i) const = 0;
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virtual void eval(int it, double *resid) = 0;
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};
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class DynamicModelDllCaller : public DynamicModelCaller
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{
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private:
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#if defined(_WIN32) || defined(__CYGWIN32__)
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static HINSTANCE dynamic_mex;
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#else
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static void *dynamic_mex;
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#endif
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using dynamic_tt_fct = void (*)(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T);
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using dynamic_deriv_fct = void (*) (const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *deriv);
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static dynamic_tt_fct residual_tt_fct, g1_tt_fct;
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static dynamic_deriv_fct residual_fct, g1_fct;
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size_t nb_row_x;
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const double *x, *params, *steady_state;
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std::unique_ptr<double[]> tt, y_p, jacobian_p;
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public:
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DynamicModelDllCaller(size_t ntt, mwIndex nx, mwIndex ny, size_t ndynvars, const double *x_arg, size_t nb_row_x_arg, const double *params_arg, const double *steady_state_arg, bool linear_arg, bool compute_jacobian_arg);
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virtual ~DynamicModelDllCaller() = default;
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double &y(size_t i) const override { return y_p[i]; };
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double jacobian(size_t i) const override { return jacobian_p[i]; };
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void eval(int it, double *resid) override;
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static void load_dll(const std::string &basename);
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static void unload_dll();
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};
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class DynamicModelMatlabCaller : public DynamicModelCaller
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{
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private:
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std::string basename;
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mxArray *T_mx, *y_mx, *it_mx, *T_flag_mx, *jacobian_mx, *x_mx, *params_mx, *steady_state_mx;
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/* Given a complex matrix, returns a real matrix of same size.
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Real elements of the original matrix are copied as-is to the new one.
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Complex elements are replaced by NaNs.
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Destroys the original matrix. */
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static mxArray *cmplxToReal(mxArray *m);
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public:
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DynamicModelMatlabCaller(std::string basename_arg, size_t ntt, size_t ndynvars, const mxArray *x_mx_arg, const mxArray *params_mx_arg, const mxArray *steady_state_mx_arg, bool linear_arg, bool compute_jacobian_arg);
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~DynamicModelMatlabCaller() override;
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double &y(size_t i) const override { return mxGetPr(y_mx)[i]; };
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double jacobian(size_t i) const override { return jacobian_mx ? mxGetPr(jacobian_mx)[i] : std::numeric_limits<double>::quiet_NaN(); };
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void eval(int it, double *resid) override;
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class Exception {
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public:
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const std::string msg;
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Exception(std::string msg_arg) : msg{std::move(msg_arg)} {};
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};
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};
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