2694 lines
97 KiB
C++
2694 lines
97 KiB
C++
/*
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* Copyright (C) 2007-2011 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 <cstring>
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#include <sstream>
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#include "Interpreter.hh"
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#define BIG 1.0e+8;
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#define SMALL 1.0e-5;
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//#define DEBUG
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Interpreter::~Interpreter()
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{
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}
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Interpreter::Interpreter(double *params_arg, double *y_arg, double *ya_arg, double *x_arg, double *steady_y_arg, double *steady_x_arg,
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double *direction_arg, int y_size_arg,
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int nb_row_x_arg, int nb_row_xd_arg, int periods_arg, int y_kmin_arg, int y_kmax_arg,
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int maxit_arg_, double solve_tolf_arg, int size_of_direction_arg, double slowc_arg, int y_decal_arg, double markowitz_c_arg,
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string &filename_arg, int minimal_solving_periods_arg, int stack_solve_algo_arg, int solve_algo_arg,
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bool global_temporary_terms_arg, bool print_arg, bool print_error_arg, mxArray *GlobalTemporaryTerms_arg)
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{
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params = params_arg;
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y = y_arg;
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ya = ya_arg;
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x = x_arg;
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steady_y = steady_y_arg;
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steady_x = steady_x_arg;
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direction = direction_arg;
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y_size = y_size_arg;
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nb_row_x = nb_row_x_arg;
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nb_row_xd = nb_row_xd_arg;
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periods = periods_arg;
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y_kmax = y_kmax_arg;
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y_kmin = y_kmin_arg;
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maxit_ = maxit_arg_;
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solve_tolf = solve_tolf_arg;
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size_of_direction = size_of_direction_arg;
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slowc = slowc_arg;
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slowc_save = slowc;
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y_decal = y_decal_arg;
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markowitz_c = markowitz_c_arg;
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filename = filename_arg;
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T = NULL;
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error_not_printed = true;
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minimal_solving_periods = minimal_solving_periods_arg;
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stack_solve_algo = stack_solve_algo_arg;
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solve_algo = solve_algo_arg;
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global_temporary_terms = global_temporary_terms_arg;
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print = print_arg;
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GlobalTemporaryTerms = GlobalTemporaryTerms_arg;
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print_error = print_error_arg;
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}
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double
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Interpreter::pow1(double a, double b)
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{
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double r = pow_(a, b);
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if (isnan(r) || isinf(r))
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{
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res1 = NAN;
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r = 0.0000000000000000000000001;
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if (print_error)
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throw PowExceptionHandling(a, b);
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}
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return r;
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}
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double
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Interpreter::divide(double a, double b)
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{
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double r = a / b;
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if (isnan(r) || isinf(r))
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{
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res1 = NAN;
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r = 1e70;
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if (print_error)
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throw DivideExceptionHandling(a, b);
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}
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return r;
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}
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double
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Interpreter::log1(double a)
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{
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double r = log(a);
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if (isnan(r) || isinf(r))
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{
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res1 = NAN;
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r = -1e70;
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if (print_error)
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throw LogExceptionHandling(a);
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}
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return r;
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}
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double
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Interpreter::log10_1(double a)
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{
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double r = log(a);
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if (isnan(r) || isinf(r))
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{
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res1 = NAN;
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r = -1e70;
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if (print_error)
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throw Log10ExceptionHandling(a);
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}
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return r;
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}
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void
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Interpreter::compute_block_time(int Per_u_, bool evaluate, int block_num, int size, bool steady_state)
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{
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int var = 0, lag = 0, op;
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unsigned int eq, pos_col;
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ostringstream tmp_out;
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double v1, v2, v3;
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bool go_on = true;
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double ll;
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double rr;
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double *jacob = NULL, *jacob_other_endo = NULL, *jacob_exo = NULL, *jacob_exo_det = NULL;
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EQN_block = block_num;
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stack<double> Stack;
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external_function_type function_type = ExternalFunctionWithoutDerivative;
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#ifdef DEBUG
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mexPrintf("compute_block_time\n");
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#endif
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if (evaluate /*&& !steady_state*/)
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{
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jacob = mxGetPr(jacobian_block[block_num]);
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if (!steady_state)
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{
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jacob_other_endo = mxGetPr(jacobian_other_endo_block[block_num]);
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jacob_exo = mxGetPr(jacobian_exo_block[block_num]);
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jacob_exo_det = mxGetPr(jacobian_det_exo_block[block_num]);
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}
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}
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while (go_on)
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{
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switch (it_code->first)
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{
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case FNUMEXPR:
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#ifdef DEBUG
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mexPrintf("FNUMEXPR\n");
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#endif
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it_code_expr = it_code;
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switch (((FNUMEXPR_ *) it_code->second)->get_expression_type())
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{
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case TemporaryTerm:
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#ifdef DEBUG
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mexPrintf("TemporaryTerm\n");
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#endif
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EQN_type = TemporaryTerm;
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EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
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#ifdef DEBUG
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mexPrintf("EQN_equation=%d\n", EQN_equation); mexEvalString("drawnow;");
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#endif
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break;
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case ModelEquation:
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#ifdef DEBUG
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mexPrintf("ModelEquation\n");
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#endif
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EQN_type = ModelEquation;
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EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
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break;
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case FirstEndoDerivative:
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#ifdef DEBUG
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mexPrintf("FirstEndoDerivative\n");
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#endif
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EQN_type = FirstEndoDerivative;
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EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
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EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
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EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
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break;
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case FirstOtherEndoDerivative:
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#ifdef DEBUG
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mexPrintf("FirstOtherEndoDerivative\n");
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#endif
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EQN_type = FirstOtherEndoDerivative;
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EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
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EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
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EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
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break;
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case FirstExoDerivative:
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#ifdef DEBUG
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mexPrintf("FirstExoDerivative\n");
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#endif
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EQN_type = FirstExoDerivative;
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EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
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EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
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EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
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break;
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case FirstExodetDerivative:
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#ifdef DEBUG
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mexPrintf("FirstExodetDerivative\n");
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#endif
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EQN_type = FirstExodetDerivative;
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EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
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EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
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EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
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break;
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case FirstParamDerivative:
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#ifdef DEBUG
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mexPrintf("FirstParamDerivative\n");
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#endif
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EQN_type = FirstParamDerivative;
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EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
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EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
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break;
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case SecondEndoDerivative:
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#ifdef DEBUG
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mexPrintf("SecondEndoDerivative\n");
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#endif
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EQN_type = SecondEndoDerivative;
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EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
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EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
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EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
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EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
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EQN_lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
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break;
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case SecondExoDerivative:
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#ifdef DEBUG
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mexPrintf("SecondExoDerivative\n");
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#endif
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EQN_type = SecondExoDerivative;
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EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
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EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
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EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
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EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
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EQN_lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
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break;
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case SecondExodetDerivative:
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#ifdef DEBUG
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mexPrintf("SecondExodetDerivative\n");
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#endif
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EQN_type = SecondExodetDerivative;
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EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
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EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
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EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
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EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
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EQN_lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
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break;
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case SecondParamDerivative:
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#ifdef DEBUG
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mexPrintf("SecondParamDerivative\n");
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#endif
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EQN_type = SecondParamDerivative;
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EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
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EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
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EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
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break;
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case ThirdEndoDerivative:
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#ifdef DEBUG
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mexPrintf("ThirdEndoDerivative\n");
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#endif
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EQN_type = ThirdEndoDerivative;
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EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
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EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
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EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
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EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
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EQN_lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
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EQN_dvar3 = ((FNUMEXPR_ *) it_code->second)->get_dvariable3();
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EQN_lag3 = ((FNUMEXPR_ *) it_code->second)->get_lag3();
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break;
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case ThirdExoDerivative:
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#ifdef DEBUG
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mexPrintf("ThirdExoDerivative\n");
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#endif
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EQN_type = ThirdExoDerivative;
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EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
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EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
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EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
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EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
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EQN_lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
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EQN_dvar3 = ((FNUMEXPR_ *) it_code->second)->get_dvariable3();
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EQN_lag3 = ((FNUMEXPR_ *) it_code->second)->get_lag3();
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break;
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case ThirdExodetDerivative:
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#ifdef DEBUG
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mexPrintf("ThirdExodetDerivative\n");
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#endif
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EQN_type = ThirdExodetDerivative;
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EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
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EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
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EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
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EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
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EQN_lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
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EQN_dvar3 = ((FNUMEXPR_ *) it_code->second)->get_dvariable3();
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EQN_lag3 = ((FNUMEXPR_ *) it_code->second)->get_lag3();
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break;
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case ThirdParamDerivative:
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#ifdef DEBUG
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mexPrintf("ThirdParamDerivative\n");
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#endif
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EQN_type = ThirdParamDerivative;
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EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
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EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
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EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
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EQN_dvar3 = ((FNUMEXPR_ *) it_code->second)->get_dvariable3();
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break;
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}
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break;
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case FLDV:
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//load a variable in the processor
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switch (((FLDV_ *) it_code->second)->get_type())
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{
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case eParameter:
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var = ((FLDV_ *) it_code->second)->get_pos();
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#ifdef DEBUG
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mexPrintf("FLDV Param[var=%d]\n", var);
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tmp_out << " params[" << var << "](" << params[var] << ")";
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#endif
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Stack.push(params[var]);
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break;
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case eEndogenous:
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var = ((FLDV_ *) it_code->second)->get_pos();
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lag = ((FLDV_ *) it_code->second)->get_lead_lag();
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#ifdef DEBUG
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mexPrintf("FLDV y[var=%d, lag=%d, it_=%d], y_size=%d evaluate=%d\n", var, lag, it_, y_size, evaluate);
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#endif
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if (evaluate)
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Stack.push(ya[(it_+lag)*y_size+var]);
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else
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Stack.push(y[(it_+lag)*y_size+var]);
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#ifdef DEBUG
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tmp_out << " y[" << it_+lag << ", " << var << "](" << y[(it_+lag)*y_size+var] << ")";
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#endif
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break;
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case eExogenous:
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var = ((FLDV_ *) it_code->second)->get_pos();
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lag = ((FLDV_ *) it_code->second)->get_lead_lag();
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#ifdef DEBUG
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mexPrintf("FLDV x[var=%d, lag=%d, it_=%d], nb_row_x=%d evaluate=%d\n", var, lag, it_, nb_row_x, evaluate);
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tmp_out << " x[" << it_+lag << ", " << var << "](" << x[it_+lag+var*nb_row_x] << ")";
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#endif
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Stack.push(x[it_+lag+var*nb_row_x]);
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break;
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case eExogenousDet:
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var = ((FLDV_ *) it_code->second)->get_pos();
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lag = ((FLDV_ *) it_code->second)->get_lead_lag();
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Stack.push(x[it_+lag+var*nb_row_xd]);
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break;
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case eModelLocalVariable:
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#ifdef DEBUG
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mexPrintf("FLDV a local variable in Block %d Stack.size()=%d", block_num, Stack.size());
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mexPrintf(" value=%f\n", Stack.top());
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#endif
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break;
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default:
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mexPrintf("FLDV: Unknown variable type\n");
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}
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break;
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case FLDSV:
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//load a variable in the processor
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switch (((FLDSV_ *) it_code->second)->get_type())
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{
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case eParameter:
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var = ((FLDSV_ *) it_code->second)->get_pos();
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#ifdef DEBUG
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mexPrintf("FLDSV Param[var=%d]=%f\n", var, params[var]);
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tmp_out << " params[" << var << "](" << params[var] << ")";
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#endif
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Stack.push(params[var]);
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break;
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case eEndogenous:
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var = ((FLDSV_ *) it_code->second)->get_pos();
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#ifdef DEBUG
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mexPrintf("FLDSV y[var=%d]=%f\n", var, ya[var]);
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tmp_out << " y[" << var << "](" << y[var] << ")";
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#endif
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if (evaluate)
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Stack.push(ya[var]);
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else
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Stack.push(y[var]);
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break;
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case eExogenous:
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var = ((FLDSV_ *) it_code->second)->get_pos();
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#ifdef DEBUG
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mexPrintf("FLDSV x[var=%d]\n", var);
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tmp_out << " x[" << var << "](" << x[var] << ")";
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#endif
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Stack.push(x[var]);
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break;
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case eExogenousDet:
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var = ((FLDSV_ *) it_code->second)->get_pos();
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#ifdef DEBUG
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mexPrintf("FLDSV xd[var=%d]\n", var);
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#endif
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Stack.push(x[var]);
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break;
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case eModelLocalVariable:
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#ifdef DEBUG
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mexPrintf("FLDSV a local variable in Block %d Stack.size()=%d", block_num, Stack.size());
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mexPrintf(" value=%f\n", Stack.top());
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#endif
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break;
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default:
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mexPrintf("FLDSV: Unknown variable type\n");
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}
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break;
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case FLDVS:
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//load a variable in the processor
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switch (((FLDVS_ *) it_code->second)->get_type())
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{
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case eParameter:
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var = ((FLDVS_ *) it_code->second)->get_pos();
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#ifdef DEBUG
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mexPrintf("params[%d]\n", var);
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#endif
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Stack.push(params[var]);
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break;
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case eEndogenous:
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var = ((FLDVS_ *) it_code->second)->get_pos();
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#ifdef DEBUG
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mexPrintf("FLDVS steady_y[%d]\n", var);
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#endif
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Stack.push(steady_y[var]);
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break;
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case eExogenous:
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var = ((FLDVS_ *) it_code->second)->get_pos();
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#ifdef DEBUG
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mexPrintf("FLDVS x[%d] \n", var);
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#endif
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Stack.push(x[var]);
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break;
|
|
case eExogenousDet:
|
|
var = ((FLDVS_ *) it_code->second)->get_pos();
|
|
#ifdef DEBUG
|
|
mexPrintf("FLDVS xd[%d]\n", var);
|
|
#endif
|
|
Stack.push(x[var]);
|
|
break;
|
|
case eModelLocalVariable:
|
|
#ifdef DEBUG
|
|
mexPrintf("FLDVS a local variable in Block %d Stack.size()=%d", block_num, Stack.size());
|
|
mexPrintf(" value=%f\n", Stack.top());
|
|
#endif
|
|
break;
|
|
default:
|
|
mexPrintf("FLDVS: Unknown variable type\n");
|
|
}
|
|
break;
|
|
case FLDT:
|
|
//load a temporary variable in the processor
|
|
var = ((FLDT_ *) it_code->second)->get_pos();
|
|
#ifdef DEBUG
|
|
mexPrintf("T[it_=%d var=%d, y_kmin=%d, y_kmax=%d == %d]=>%f\n", it_, var, y_kmin, y_kmax, var*(periods+y_kmin+y_kmax)+it_, var);
|
|
tmp_out << " T[" << it_ << ", " << var << "](" << T[var*(periods+y_kmin+y_kmax)+it_] << ")";
|
|
#endif
|
|
Stack.push(T[var*(periods+y_kmin+y_kmax)+it_]);
|
|
break;
|
|
case FLDST:
|
|
//load a temporary variable in the processor
|
|
var = ((FLDST_ *) it_code->second)->get_pos();
|
|
#ifdef DEBUG
|
|
mexPrintf("FLDST T[%d]", var);
|
|
#endif
|
|
Stack.push(T[var]);
|
|
#ifdef DEBUG
|
|
mexPrintf("=%f\n", T[var]);
|
|
tmp_out << " T[" << var << "](" << T[var] << ")";
|
|
#endif
|
|
break;
|
|
case FLDU:
|
|
//load u variable in the processor
|
|
var = ((FLDU_ *) it_code->second)->get_pos();
|
|
var += Per_u_;
|
|
#ifdef DEBUG
|
|
mexPrintf("FLDU u[%d]\n", var);
|
|
tmp_out << " u[" << var << "](" << u[var] << ")";
|
|
#endif
|
|
Stack.push(u[var]);
|
|
break;
|
|
case FLDSU:
|
|
//load u variable in the processor
|
|
var = ((FLDSU_ *) it_code->second)->get_pos();
|
|
#ifdef DEBUG
|
|
mexPrintf("FLDSU u[%d]\n", var);
|
|
tmp_out << " u[" << var << "](" << u[var] << ")";
|
|
#endif
|
|
Stack.push(u[var]);
|
|
break;
|
|
case FLDR:
|
|
//load u variable in the processor
|
|
var = ((FLDR_ *) it_code->second)->get_pos();
|
|
#ifdef DEBUG
|
|
mexPrintf("FLDR r[%d]\n", var);
|
|
#endif
|
|
Stack.push(r[var]);
|
|
break;
|
|
case FLDZ:
|
|
//load 0 in the processor
|
|
#ifdef DEBUG
|
|
mexPrintf("FLDZ\n");
|
|
#endif
|
|
Stack.push(0.0);
|
|
#ifdef DEBUG
|
|
tmp_out << " 0";
|
|
#endif
|
|
break;
|
|
case FLDC:
|
|
//load a numerical constant in the processor
|
|
ll = ((FLDC_ *) it_code->second)->get_value();
|
|
#ifdef DEBUG
|
|
mexPrintf("FLDC = %f\n", ll);
|
|
tmp_out << " " << ll;
|
|
#endif
|
|
|
|
Stack.push(ll);
|
|
break;
|
|
case FSTPV:
|
|
//load a variable in the processor
|
|
switch (((FSTPV_ *) it_code->second)->get_type())
|
|
{
|
|
case eParameter:
|
|
var = ((FSTPV_ *) it_code->second)->get_pos();
|
|
#ifdef DEBUG
|
|
mexPrintf("FSTPV params[%d]\n", var);
|
|
#endif
|
|
params[var] = Stack.top();
|
|
Stack.pop();
|
|
break;
|
|
case eEndogenous:
|
|
var = ((FSTPV_ *) it_code->second)->get_pos();
|
|
lag = ((FSTPV_ *) it_code->second)->get_lead_lag();
|
|
y[(it_+lag)*y_size+var] = Stack.top();
|
|
#ifdef DEBUG
|
|
tmp_out << "=>";
|
|
mexPrintf(" y[%d, %d](%f)=%s\n", it_+lag, var, y[(it_+lag)*y_size+var], tmp_out.str().c_str());
|
|
tmp_out.str("");
|
|
#endif
|
|
Stack.pop();
|
|
break;
|
|
case eExogenous:
|
|
var = ((FSTPV_ *) it_code->second)->get_pos();
|
|
lag = ((FSTPV_ *) it_code->second)->get_lead_lag();
|
|
x[it_+lag+var*nb_row_x] = Stack.top();
|
|
#ifdef DEBUG
|
|
tmp_out << "=>";
|
|
mexPrintf(" x[%d, %d](%f)=%s\n", it_+lag, var, x[it_+lag+var*nb_row_x], tmp_out.str().c_str());
|
|
tmp_out.str("");
|
|
#endif
|
|
|
|
Stack.pop();
|
|
break;
|
|
case eExogenousDet:
|
|
var = ((FSTPV_ *) it_code->second)->get_pos();
|
|
lag = ((FSTPV_ *) it_code->second)->get_lead_lag();
|
|
x[it_+lag+var*nb_row_xd] = Stack.top();
|
|
#ifdef DEBUG
|
|
tmp_out << "=>";
|
|
mexPrintf(" x[%d, %d](%f)=%s\n", it_+lag, var, x[it_+lag+var*nb_row_xd], tmp_out.str().c_str());
|
|
tmp_out.str("");
|
|
#endif
|
|
Stack.pop();
|
|
break;
|
|
default:
|
|
mexPrintf("FSTPV: Unknown variable type\n");
|
|
}
|
|
break;
|
|
case FSTPSV:
|
|
//load a variable in the processor
|
|
switch (((FSTPSV_ *) it_code->second)->get_type())
|
|
{
|
|
case eParameter:
|
|
var = ((FSTPSV_ *) it_code->second)->get_pos();
|
|
params[var] = Stack.top();
|
|
Stack.pop();
|
|
break;
|
|
case eEndogenous:
|
|
var = ((FSTPSV_ *) it_code->second)->get_pos();
|
|
y[var] = Stack.top();
|
|
#ifdef DEBUG
|
|
tmp_out << "=>";
|
|
mexPrintf(" y[%d](%f)=%s\n", var, y[var], tmp_out.str().c_str());
|
|
tmp_out.str("");
|
|
#endif
|
|
Stack.pop();
|
|
break;
|
|
case eExogenous:
|
|
case eExogenousDet:
|
|
var = ((FSTPSV_ *) it_code->second)->get_pos();
|
|
x[var] = Stack.top();
|
|
#ifdef DEBUG
|
|
tmp_out << "=>";
|
|
mexPrintf(" x[%d, %d](%f)=%s\n", it_+lag, var, x[var], tmp_out.str().c_str());
|
|
tmp_out.str("");
|
|
#endif
|
|
Stack.pop();
|
|
break;
|
|
default:
|
|
mexPrintf("FSTPSV: Unknown variable type\n");
|
|
}
|
|
break;
|
|
case FSTPT:
|
|
//store in a temporary variable from the processor
|
|
#ifdef DEBUG
|
|
mexPrintf("FSTPT\n");
|
|
#endif
|
|
var = ((FSTPT_ *) it_code->second)->get_pos();
|
|
T[var*(periods+y_kmin+y_kmax)+it_] = Stack.top();
|
|
#ifdef DEBUG
|
|
tmp_out << "=>";
|
|
mexPrintf(" T[%d, %d](%f)=%s\n", it_, var, T[var*(periods+y_kmin+y_kmax)+it_], tmp_out.str().c_str());
|
|
tmp_out.str("");
|
|
#endif
|
|
|
|
Stack.pop();
|
|
break;
|
|
case FSTPST:
|
|
//store in a temporary variable from the processor
|
|
#ifdef DEBUG
|
|
mexPrintf("FSTPST\n");
|
|
#endif
|
|
var = ((FSTPST_ *) it_code->second)->get_pos();
|
|
#ifdef DEBUG
|
|
mexPrintf("var=%d\n", var);
|
|
#endif
|
|
T[var] = Stack.top();
|
|
#ifdef DEBUG
|
|
tmp_out << "=>";
|
|
mexPrintf(" T[%d](%f)=%s\n", var, T[var], tmp_out.str().c_str());
|
|
tmp_out.str("");
|
|
#endif
|
|
Stack.pop();
|
|
break;
|
|
case FSTPU:
|
|
//store in u variable from the processor
|
|
var = ((FSTPU_ *) it_code->second)->get_pos();
|
|
var += Per_u_;
|
|
#ifdef DEBUG
|
|
mexPrintf("FSTPU\n");
|
|
mexPrintf("var=%d\n", var);
|
|
#endif
|
|
u[var] = Stack.top();
|
|
#ifdef DEBUG
|
|
tmp_out << "=>";
|
|
mexPrintf(" u[%d](%f)=%s\n", var, u[var], tmp_out.str().c_str());
|
|
tmp_out.str("");
|
|
#endif
|
|
Stack.pop();
|
|
break;
|
|
case FSTPSU:
|
|
//store in u variable from the processor
|
|
var = ((FSTPSU_ *) it_code->second)->get_pos();
|
|
#ifdef DEBUG
|
|
if (var >= u_count_alloc || var < 0)
|
|
mexPrintf("Erreur var=%d\n", var);
|
|
#endif
|
|
u[var] = Stack.top();
|
|
#ifdef DEBUG
|
|
tmp_out << "=>";
|
|
mexPrintf(" u[%d](%f)=%s\n", var, u[var], tmp_out.str().c_str());
|
|
tmp_out.str("");
|
|
#endif
|
|
Stack.pop();
|
|
break;
|
|
case FSTPR:
|
|
//store in residual variable from the processor
|
|
var = ((FSTPR_ *) it_code->second)->get_pos();
|
|
#ifdef DEBUG
|
|
tmp_out << "=>";
|
|
mexPrintf("FSTPR r[%d]", var);
|
|
tmp_out.str("");
|
|
#endif
|
|
r[var] = Stack.top();
|
|
#ifdef DEBUG
|
|
tmp_out << "=>";
|
|
mexPrintf("(%f)=%s\n", r[var], tmp_out.str().c_str());
|
|
tmp_out.str("");
|
|
#endif
|
|
Stack.pop();
|
|
break;
|
|
case FSTPG:
|
|
//store in derivative (g) variable from the processor
|
|
#ifdef DEBUG
|
|
mexPrintf("FSTPG\n");
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
var = ((FSTPG_ *) it_code->second)->get_pos();
|
|
g1[var] = Stack.top();
|
|
#ifdef DEBUG
|
|
tmp_out << "=>";
|
|
mexPrintf(" g1[%d](%f)=%s\n", var, g1[var], tmp_out.str().c_str());
|
|
tmp_out.str("");
|
|
#endif
|
|
Stack.pop();
|
|
break;
|
|
|
|
case FSTPG2:
|
|
//store in the jacobian matrix
|
|
rr = Stack.top();
|
|
if (EQN_type != FirstEndoDerivative)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in compute_block_time, impossible case " << EQN_type << " not implement in static jacobian\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
eq = ((FSTPG2_ *) it_code->second)->get_row();
|
|
var = ((FSTPG2_ *) it_code->second)->get_col();
|
|
#ifdef DEBUG
|
|
mexPrintf("FSTPG2 eq=%d, var=%d\n", eq, var);
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
jacob[eq + size*var] = rr;
|
|
break;
|
|
case FSTPG3:
|
|
//store in derivative (g) variable from the processor
|
|
#ifdef DEBUG
|
|
mexPrintf("FSTPG3\n");
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
rr = Stack.top();
|
|
switch (EQN_type)
|
|
{
|
|
case FirstEndoDerivative:
|
|
eq = ((FSTPG3_ *) it_code->second)->get_row();
|
|
var = ((FSTPG3_ *) it_code->second)->get_col();
|
|
lag = ((FSTPG3_ *) it_code->second)->get_lag();
|
|
pos_col = ((FSTPG3_ *) it_code->second)->get_col_pos();
|
|
#ifdef DEBUG
|
|
mexPrintf("Endo eq=%d, pos_col=%d, size=%d\n", eq, pos_col, size);
|
|
#endif
|
|
jacob[eq + size*pos_col] = rr;
|
|
break;
|
|
case FirstOtherEndoDerivative:
|
|
//eq = ((FSTPG3_ *) it_code->second)->get_row();
|
|
eq = EQN_equation;
|
|
var = ((FSTPG3_ *) it_code->second)->get_col();
|
|
lag = ((FSTPG3_ *) it_code->second)->get_lag();
|
|
pos_col = ((FSTPG3_ *) it_code->second)->get_col_pos();
|
|
jacob_other_endo[eq + size*pos_col] = rr;
|
|
break;
|
|
case FirstExoDerivative:
|
|
//eq = ((FSTPG3_ *) it_code->second)->get_row();
|
|
eq = EQN_equation;
|
|
var = ((FSTPG3_ *) it_code->second)->get_col();
|
|
lag = ((FSTPG3_ *) it_code->second)->get_lag();
|
|
pos_col = ((FSTPG3_ *) it_code->second)->get_col_pos();
|
|
#ifdef DEBUG
|
|
mexPrintf("Exo eq=%d, pos_col=%d, size=%d\n", eq, pos_col, size);
|
|
#endif
|
|
jacob_exo[eq + size*pos_col] = rr;
|
|
break;
|
|
case FirstExodetDerivative:
|
|
//eq = ((FSTPG3_ *) it_code->second)->get_row();
|
|
eq = EQN_equation;
|
|
var = ((FSTPG3_ *) it_code->second)->get_col();
|
|
lag = ((FSTPG3_ *) it_code->second)->get_lag();
|
|
pos_col = ((FSTPG3_ *) it_code->second)->get_col_pos();
|
|
jacob_exo_det[eq + size*pos_col] = rr;
|
|
break;
|
|
default:
|
|
ostringstream tmp;
|
|
tmp << " in compute_block_time, variable " << EQN_type << " not used yet\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
#ifdef DEBUG
|
|
tmp_out << "=>";
|
|
mexPrintf(" g1[%d](%f)=%s\n", var, g1[var], tmp_out.str().c_str());
|
|
tmp_out.str("");
|
|
#endif
|
|
Stack.pop();
|
|
break;
|
|
|
|
case FBINARY:
|
|
op = ((FBINARY_ *) it_code->second)->get_op_type();
|
|
#ifdef DEBUG
|
|
mexPrintf("FBINARY, op=%d\n", op);
|
|
#endif
|
|
v2 = Stack.top();
|
|
Stack.pop();
|
|
v1 = Stack.top();
|
|
Stack.pop();
|
|
switch (op)
|
|
{
|
|
case oPlus:
|
|
Stack.push(v1 + v2);
|
|
#ifdef DEBUG
|
|
tmp_out << " |" << v1 << "+" << v2 << "|";
|
|
#endif
|
|
break;
|
|
case oMinus:
|
|
Stack.push(v1 - v2);
|
|
#ifdef DEBUG
|
|
tmp_out << " |" << v1 << "-" << v2 << "|";
|
|
#endif
|
|
break;
|
|
case oTimes:
|
|
Stack.push(v1 * v2);
|
|
#ifdef DEBUG
|
|
tmp_out << " |" << v1 << "*" << v2 << "|";
|
|
#endif
|
|
break;
|
|
case oDivide:
|
|
double tmp;
|
|
#ifdef DEBUG
|
|
mexPrintf("v1=%f / v2=%f\n", v1, v2);
|
|
#endif
|
|
try
|
|
{
|
|
tmp = divide(v1, v2);
|
|
}
|
|
catch (FloatingPointExceptionHandling &fpeh)
|
|
{
|
|
mexPrintf("%s %s\n", fpeh.GetErrorMsg().c_str(), error_location(evaluate, steady_state, size, block_num, it_, Per_u_).c_str());
|
|
go_on = false;
|
|
}
|
|
Stack.push(tmp);
|
|
#ifdef DEBUG
|
|
tmp_out << " |" << v1 << "/" << v2 << "|";
|
|
#endif
|
|
break;
|
|
case oLess:
|
|
Stack.push(double (v1 < v2));
|
|
#ifdef DEBUG
|
|
tmp_out << " |" << v1 << "<" << v2 << "|";
|
|
#endif
|
|
break;
|
|
case oGreater:
|
|
Stack.push(double (v1 > v2));
|
|
#ifdef DEBUG
|
|
tmp_out << " |" << v1 << ">" << v2 << "|";
|
|
#endif
|
|
break;
|
|
case oLessEqual:
|
|
Stack.push(double (v1 <= v2));
|
|
#ifdef DEBUG
|
|
tmp_out << " |" << v1 << "<=" << v2 << "|";
|
|
#endif
|
|
break;
|
|
case oGreaterEqual:
|
|
Stack.push(double (v1 >= v2));
|
|
#ifdef DEBUG
|
|
tmp_out << " |" << v1 << ">=" << v2 << "|";
|
|
#endif
|
|
break;
|
|
case oEqualEqual:
|
|
Stack.push(double (v1 == v2));
|
|
#ifdef DEBUG
|
|
tmp_out << " |" << v1 << "==" << v2 << "|";
|
|
#endif
|
|
break;
|
|
case oDifferent:
|
|
Stack.push(double (v1 != v2));
|
|
#ifdef DEBUG
|
|
tmp_out << " |" << v1 << "!=" << v2 << "|";
|
|
#endif
|
|
break;
|
|
case oPower:
|
|
#ifdef DEBUG
|
|
mexPrintf("pow\n");
|
|
#endif
|
|
try
|
|
{
|
|
tmp = pow1(v1, v2);
|
|
}
|
|
catch (FloatingPointExceptionHandling &fpeh)
|
|
{
|
|
mexPrintf("%s %s\n", fpeh.GetErrorMsg().c_str(), error_location(evaluate, steady_state, size, block_num, it_, Per_u_).c_str());
|
|
go_on = false;
|
|
}
|
|
Stack.push(tmp);
|
|
|
|
#ifdef DEBUG
|
|
tmp_out << " |" << v1 << "^" << v2 << "|";
|
|
#endif
|
|
break;
|
|
case oPowerDeriv:
|
|
{
|
|
int derivOrder = nearbyint(Stack.top());
|
|
Stack.pop();
|
|
try
|
|
{
|
|
if (fabs(v1) < NEAR_ZERO && v2 > 0
|
|
&& derivOrder >= v2
|
|
&& fabs(v2-nearbyint(v2)) < NEAR_ZERO)
|
|
Stack.push(0.0);
|
|
else
|
|
{
|
|
double dxp = pow1(v1, v2-derivOrder);
|
|
for (int i = 0; i < derivOrder; i++)
|
|
dxp *= v2--;
|
|
Stack.push(dxp);
|
|
}
|
|
}
|
|
catch (FloatingPointExceptionHandling &fpeh)
|
|
{
|
|
mexPrintf("%s %s\n", fpeh.GetErrorMsg().c_str(), error_location(evaluate, steady_state, size, block_num, it_, Per_u_).c_str());
|
|
go_on = false;
|
|
}
|
|
}
|
|
|
|
#ifdef DEBUG
|
|
tmp_out << " |PowerDeriv(" << v1 << ", " << v2 << ")|";
|
|
#endif
|
|
break;
|
|
case oMax:
|
|
Stack.push(max(v1, v2));
|
|
#ifdef DEBUG
|
|
tmp_out << " |max(" << v1 << "," << v2 << ")|";
|
|
#endif
|
|
break;
|
|
case oMin:
|
|
Stack.push(min(v1, v2));
|
|
#ifdef DEBUG
|
|
tmp_out << " |min(" << v1 << "," << v2 << ")|";
|
|
#endif
|
|
break;
|
|
case oEqual:
|
|
// Nothing to do
|
|
break;
|
|
default:
|
|
{
|
|
mexPrintf("Error\n");
|
|
ostringstream tmp;
|
|
tmp << " in compute_block_time, unknown binary operator " << op << "\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
break;
|
|
case FUNARY:
|
|
op = ((FUNARY_ *) it_code->second)->get_op_type();
|
|
v1 = Stack.top();
|
|
Stack.pop();
|
|
#ifdef DEBUG
|
|
mexPrintf("FUNARY, op=%d\n", op);
|
|
#endif
|
|
switch (op)
|
|
{
|
|
case oUminus:
|
|
Stack.push(-v1);
|
|
#ifdef DEBUG
|
|
tmp_out << " |-(" << v1 << ")|";
|
|
#endif
|
|
|
|
break;
|
|
case oExp:
|
|
Stack.push(exp(v1));
|
|
#ifdef DEBUG
|
|
tmp_out << " |exp(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oLog:
|
|
double tmp;
|
|
try
|
|
{
|
|
tmp = log1(v1);
|
|
}
|
|
catch (FloatingPointExceptionHandling &fpeh)
|
|
{
|
|
mexPrintf("%s %s\n", fpeh.GetErrorMsg().c_str(), error_location(evaluate, steady_state, size, block_num, it_, Per_u_).c_str());
|
|
go_on = false;
|
|
}
|
|
Stack.push(tmp);
|
|
//if (isnan(res1))
|
|
|
|
#ifdef DEBUG
|
|
tmp_out << " |log(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oLog10:
|
|
try
|
|
{
|
|
tmp = log10_1(v1);
|
|
}
|
|
catch (FloatingPointExceptionHandling &fpeh)
|
|
{
|
|
mexPrintf("%s %s\n", fpeh.GetErrorMsg().c_str(), error_location(evaluate, steady_state, size, block_num, it_, Per_u_).c_str());
|
|
go_on = false;
|
|
}
|
|
Stack.push(tmp);
|
|
#ifdef DEBUG
|
|
tmp_out << " |log10(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oCos:
|
|
Stack.push(cos(v1));
|
|
#ifdef DEBUG
|
|
tmp_out << " |cos(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oSin:
|
|
Stack.push(sin(v1));
|
|
#ifdef DEBUG
|
|
tmp_out << " |sin(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oTan:
|
|
Stack.push(tan(v1));
|
|
#ifdef DEBUG
|
|
tmp_out << " |tan(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oAcos:
|
|
Stack.push(acos(v1));
|
|
#ifdef DEBUG
|
|
tmp_out << " |acos(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oAsin:
|
|
Stack.push(asin(v1));
|
|
#ifdef DEBUG
|
|
tmp_out << " |asin(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oAtan:
|
|
Stack.push(atan(v1));
|
|
#ifdef DEBUG
|
|
tmp_out << " |atan(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oCosh:
|
|
Stack.push(cosh(v1));
|
|
#ifdef DEBUG
|
|
tmp_out << " |cosh(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oSinh:
|
|
Stack.push(sinh(v1));
|
|
#ifdef DEBUG
|
|
tmp_out << " |sinh(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oTanh:
|
|
Stack.push(tanh(v1));
|
|
#ifdef DEBUG
|
|
tmp_out << " |tanh(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oAcosh:
|
|
Stack.push(acosh(v1));
|
|
#ifdef DEBUG
|
|
tmp_out << " |acosh(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oAsinh:
|
|
Stack.push(asinh(v1));
|
|
#ifdef DEBUG
|
|
tmp_out << " |asinh(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oAtanh:
|
|
Stack.push(atanh(v1));
|
|
#ifdef DEBUG
|
|
tmp_out << " |atanh(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oSqrt:
|
|
Stack.push(sqrt(v1));
|
|
#ifdef DEBUG
|
|
tmp_out << " |sqrt(" << v1 << ")|";
|
|
#endif
|
|
break;
|
|
case oErf:
|
|
Stack.push(erf(v1));
|
|
#ifdef DEBUG
|
|
tmp_out << " |erf(" << v1 << ")|";
|
|
|
|
#endif
|
|
break;
|
|
default:
|
|
{
|
|
mexPrintf("Error\n");
|
|
ostringstream tmp;
|
|
tmp << " in compute_block_time, unknown unary operator " << op << "\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
break;
|
|
case FTRINARY:
|
|
op = ((FTRINARY_ *) it_code->second)->get_op_type();
|
|
v3 = Stack.top();
|
|
Stack.pop();
|
|
v2 = Stack.top();
|
|
Stack.pop();
|
|
v1 = Stack.top();
|
|
Stack.pop();
|
|
switch (op)
|
|
{
|
|
case oNormcdf:
|
|
Stack.push(0.5*(1+erf((v1-v2)/v3/M_SQRT2)));
|
|
#ifdef DEBUG
|
|
tmp_out << " |normcdf(" << v1 << ", " << v2 << ", " << v3 << ")|";
|
|
#endif
|
|
break;
|
|
case oNormpdf:
|
|
Stack.push(1/(v3*sqrt(2*M_PI)*exp(pow((v1-v2)/v3, 2)/2)));
|
|
#ifdef DEBUG
|
|
tmp_out << " |normpdf(" << v1 << ", " << v2 << ", " << v3 << ")|";
|
|
#endif
|
|
break;
|
|
default:
|
|
{
|
|
mexPrintf("Error\n");
|
|
ostringstream tmp;
|
|
tmp << " in compute_block_time, unknown trinary operator " << op << "\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
break;
|
|
|
|
case FPUSH:
|
|
break;
|
|
|
|
case FCALL:
|
|
{
|
|
#ifdef DEBUG
|
|
mexPrintf("------------------------------\n");
|
|
mexPrintf("CALL "); mexEvalString("drawnow;");
|
|
#endif
|
|
FCALL_ *fc = (FCALL_ *) it_code->second;
|
|
string function_name = fc->get_function_name();
|
|
#ifdef DEBUG
|
|
mexPrintf("function_name=%s ", function_name.c_str()); mexEvalString("drawnow;");
|
|
#endif
|
|
unsigned int nb_input_arguments = fc->get_nb_input_arguments();
|
|
#ifdef DEBUG
|
|
mexPrintf("nb_input_arguments=%d ", nb_input_arguments); mexEvalString("drawnow;");
|
|
#endif
|
|
unsigned int nb_output_arguments = fc->get_nb_output_arguments();
|
|
#ifdef DEBUG
|
|
mexPrintf("nb_output_arguments=%d\n", nb_output_arguments); mexEvalString("drawnow;");
|
|
#endif
|
|
|
|
mxArray *output_arguments[3];
|
|
string arg_func_name = fc->get_arg_func_name();
|
|
#ifdef DEBUG
|
|
mexPrintf("arg_func_name.length() = %d\n", arg_func_name.length());
|
|
mexPrintf("arg_func_name.c_str() = %s\n", arg_func_name.c_str());
|
|
#endif
|
|
unsigned int nb_add_input_arguments = fc->get_nb_add_input_arguments();
|
|
function_type = fc->get_function_type();
|
|
#ifdef DEBUG
|
|
mexPrintf("function_type=%d ExternalFunctionWithoutDerivative=%d\n", function_type, ExternalFunctionWithoutDerivative);
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
mxArray **input_arguments;
|
|
switch (function_type)
|
|
{
|
|
case ExternalFunctionWithoutDerivative:
|
|
case ExternalFunctionWithFirstDerivative:
|
|
case ExternalFunctionWithFirstandSecondDerivative:
|
|
{
|
|
input_arguments = (mxArray **) mxMalloc(nb_input_arguments * sizeof(mxArray *));
|
|
#ifdef DEBUG
|
|
mexPrintf("Stack.size()=%d\n", Stack.size());
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
for (unsigned int i = 0; i < nb_input_arguments; i++)
|
|
{
|
|
mxArray *vv = mxCreateDoubleScalar(Stack.top());
|
|
input_arguments[nb_input_arguments - i - 1] = vv;
|
|
Stack.pop();
|
|
}
|
|
mexCallMATLAB(nb_output_arguments, output_arguments, nb_input_arguments, input_arguments, function_name.c_str());
|
|
double *rr = mxGetPr(output_arguments[0]);
|
|
Stack.push(*rr);
|
|
if (function_type == ExternalFunctionWithFirstDerivative || function_type == ExternalFunctionWithFirstandSecondDerivative)
|
|
{
|
|
unsigned int indx = fc->get_indx();
|
|
double *FD1 = mxGetPr(output_arguments[1]);
|
|
unsigned int rows = mxGetN(output_arguments[1]);
|
|
for (unsigned int i = 0; i < rows; i++)
|
|
TEFD[make_pair(indx, i)] = FD1[i];
|
|
}
|
|
if (function_type == ExternalFunctionWithFirstandSecondDerivative)
|
|
{
|
|
unsigned int indx = fc->get_indx();
|
|
double *FD2 = mxGetPr(output_arguments[2]);
|
|
unsigned int rows = mxGetM(output_arguments[2]);
|
|
unsigned int cols = mxGetN(output_arguments[2]);
|
|
unsigned int k = 0;
|
|
for (unsigned int j = 0; j < cols; j++)
|
|
for (unsigned int i = 0; i < rows; i++)
|
|
TEFDD[make_pair(indx, make_pair(i, j))] = FD2[k++];
|
|
}
|
|
}
|
|
break;
|
|
case ExternalFunctionNumericalFirstDerivative:
|
|
{
|
|
input_arguments = (mxArray **) mxMalloc((nb_input_arguments+1+nb_add_input_arguments) * sizeof(mxArray *));
|
|
mxArray *vv = mxCreateString(arg_func_name.c_str());
|
|
input_arguments[0] = vv;
|
|
vv = mxCreateDoubleScalar(fc->get_row());
|
|
input_arguments[1] = vv;
|
|
vv = mxCreateCellMatrix(1, nb_add_input_arguments);
|
|
for (unsigned int i = 0; i < nb_add_input_arguments; i++)
|
|
{
|
|
double rr = Stack.top();
|
|
#ifdef DEBUG
|
|
mexPrintf("i=%d rr = %f Stack.size()=%d\n", i, rr, Stack.size());
|
|
#endif
|
|
mxSetCell(vv, nb_add_input_arguments - (i+1), mxCreateDoubleScalar(rr));
|
|
Stack.pop();
|
|
}
|
|
input_arguments[nb_input_arguments+nb_add_input_arguments] = vv;
|
|
#ifdef DEBUG
|
|
mexCallMATLAB(0, NULL, 1, &input_arguments[0], "disp");
|
|
mexCallMATLAB(0, NULL, 1, &input_arguments[1], "disp");
|
|
mexCallMATLAB(0, NULL, 1, &input_arguments[2], "celldisp");
|
|
mexPrintf("OK\n");
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
nb_input_arguments = 3;
|
|
mexCallMATLAB(nb_output_arguments, output_arguments, nb_input_arguments, input_arguments, function_name.c_str());
|
|
double *rr = mxGetPr(output_arguments[0]);
|
|
#ifdef DEBUG
|
|
mexPrintf("*rr=%f\n", *rr);
|
|
#endif
|
|
Stack.push(*rr);
|
|
}
|
|
break;
|
|
case ExternalFunctionFirstDerivative:
|
|
{
|
|
input_arguments = (mxArray **) mxMalloc(nb_input_arguments * sizeof(mxArray *));
|
|
for (unsigned int i = 0; i < nb_input_arguments; i++)
|
|
{
|
|
mxArray *vv = mxCreateDoubleScalar(Stack.top());
|
|
input_arguments[(nb_input_arguments - 1) - i] = vv;
|
|
Stack.pop();
|
|
}
|
|
mexCallMATLAB(nb_output_arguments, output_arguments, nb_input_arguments, input_arguments, function_name.c_str());
|
|
unsigned int indx = fc->get_indx();
|
|
double *FD1 = mxGetPr(output_arguments[0]);
|
|
//mexPrint
|
|
unsigned int rows = mxGetN(output_arguments[0]);
|
|
for (unsigned int i = 0; i < rows; i++)
|
|
TEFD[make_pair(indx, i)] = FD1[i];
|
|
}
|
|
break;
|
|
case ExternalFunctionNumericalSecondDerivative:
|
|
{
|
|
input_arguments = (mxArray **) mxMalloc((nb_input_arguments+1+nb_add_input_arguments) * sizeof(mxArray *));
|
|
mxArray *vv = mxCreateString(arg_func_name.c_str());
|
|
input_arguments[0] = vv;
|
|
vv = mxCreateDoubleScalar(fc->get_row());
|
|
input_arguments[1] = vv;
|
|
vv = mxCreateDoubleScalar(fc->get_col());
|
|
input_arguments[2] = vv;
|
|
vv = mxCreateCellMatrix(1, nb_add_input_arguments);
|
|
for (unsigned int i = 0; i < nb_add_input_arguments; i++)
|
|
{
|
|
double rr = Stack.top();
|
|
#ifdef DEBUG
|
|
mexPrintf("i=%d rr = %f\n", i, rr);
|
|
#endif
|
|
mxSetCell(vv, (nb_add_input_arguments - 1) - i, mxCreateDoubleScalar(rr));
|
|
Stack.pop();
|
|
}
|
|
input_arguments[nb_input_arguments+nb_add_input_arguments] = vv;
|
|
#ifdef DEBUG
|
|
mexCallMATLAB(0, NULL, 1, &input_arguments[0], "disp");
|
|
mexCallMATLAB(0, NULL, 1, &input_arguments[1], "disp");
|
|
mexCallMATLAB(0, NULL, 1, &input_arguments[2], "celldisp");
|
|
mexPrintf("OK\n");
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
nb_input_arguments = 3;
|
|
mexCallMATLAB(nb_output_arguments, output_arguments, nb_input_arguments, input_arguments, function_name.c_str());
|
|
double *rr = mxGetPr(output_arguments[0]);
|
|
Stack.push(*rr);
|
|
}
|
|
break;
|
|
case ExternalFunctionSecondDerivative:
|
|
{
|
|
input_arguments = (mxArray **) mxMalloc(nb_input_arguments * sizeof(mxArray *));
|
|
for (unsigned int i = 0; i < nb_input_arguments; i++)
|
|
{
|
|
mxArray *vv = mxCreateDoubleScalar(Stack.top());
|
|
input_arguments[i] = vv;
|
|
Stack.pop();
|
|
}
|
|
mexCallMATLAB(nb_output_arguments, output_arguments, nb_input_arguments, input_arguments, function_name.c_str());
|
|
unsigned int indx = fc->get_indx();
|
|
double *FD2 = mxGetPr(output_arguments[2]);
|
|
unsigned int rows = mxGetM(output_arguments[0]);
|
|
unsigned int cols = mxGetN(output_arguments[0]);
|
|
unsigned int k = 0;
|
|
for (unsigned int j = 0; j < cols; j++)
|
|
for (unsigned int i = 0; i < rows; i++)
|
|
TEFDD[make_pair(indx, make_pair(i, j))] = FD2[k++];
|
|
}
|
|
break;
|
|
}
|
|
}
|
|
break;
|
|
case FSTPTEF:
|
|
var = ((FSTPTEF_ *) it_code->second)->get_number();
|
|
#ifdef DEBUG
|
|
mexPrintf("FSTPTEF\n");
|
|
mexPrintf("var=%d Stack.size()=%d\n", var, Stack.size());
|
|
#endif
|
|
TEF[var-1] = Stack.top();
|
|
#ifdef DEBUG
|
|
mexPrintf("FSTP TEF[var-1]=%f done\n", TEF[var-1]);
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
Stack.pop();
|
|
break;
|
|
case FLDTEF:
|
|
var = ((FLDTEF_ *) it_code->second)->get_number();
|
|
#ifdef DEBUG
|
|
mexPrintf("FLDTEF\n");
|
|
mexPrintf("var=%d Stack.size()=%d\n", var, Stack.size());
|
|
mexPrintf("FLD TEF[var-1]=%f done\n", TEF[var-1]);
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
Stack.push(TEF[var-1]);
|
|
break;
|
|
case FSTPTEFD:
|
|
{
|
|
unsigned int indx = ((FSTPTEFD_ *) it_code->second)->get_indx();
|
|
unsigned int row = ((FSTPTEFD_ *) it_code->second)->get_row();
|
|
#ifdef DEBUG
|
|
mexPrintf("FSTPTEFD\n");
|
|
mexPrintf("indx=%d Stack.size()=%d\n", indx, Stack.size());
|
|
#endif
|
|
if (function_type == ExternalFunctionNumericalFirstDerivative)
|
|
{
|
|
TEFD[make_pair(indx, row-1)] = Stack.top();
|
|
#ifdef DEBUG
|
|
mexPrintf("FSTP TEFD[make_pair(indx, row)]=%f done\n", TEFD[make_pair(indx, row-1)]);
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
Stack.pop();
|
|
}
|
|
}
|
|
|
|
break;
|
|
case FLDTEFD:
|
|
{
|
|
unsigned int indx = ((FLDTEFD_ *) it_code->second)->get_indx();
|
|
unsigned int row = ((FLDTEFD_ *) it_code->second)->get_row();
|
|
#ifdef DEBUG
|
|
mexPrintf("FLDTEFD\n");
|
|
mexPrintf("indx=%d row=%d Stack.size()=%d\n", indx, row, Stack.size());
|
|
mexPrintf("FLD TEFD[make_pair(indx, row)]=%f done\n", TEFD[make_pair(indx, row-1)]);
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
Stack.push(TEFD[make_pair(indx, row-1)]);
|
|
}
|
|
break;
|
|
case FSTPTEFDD:
|
|
{
|
|
unsigned int indx = ((FSTPTEFDD_ *) it_code->second)->get_indx();
|
|
unsigned int row = ((FSTPTEFDD_ *) it_code->second)->get_row();
|
|
unsigned int col = ((FSTPTEFDD_ *) it_code->second)->get_col();
|
|
#ifdef DEBUG
|
|
mexPrintf("FSTPTEFD\n");
|
|
mexPrintf("indx=%d Stack.size()=%d\n", indx, Stack.size());
|
|
#endif
|
|
if (function_type == ExternalFunctionNumericalSecondDerivative)
|
|
{
|
|
TEFDD[make_pair(indx, make_pair(row-1, col-1))] = Stack.top();
|
|
#ifdef DEBUG
|
|
mexPrintf("FSTP TEFDD[make_pair(indx, make_pair(row, col))]=%f done\n", TEFDD[make_pair(indx, make_pair(row, col))]);
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
Stack.pop();
|
|
}
|
|
}
|
|
|
|
break;
|
|
case FLDTEFDD:
|
|
{
|
|
unsigned int indx = ((FLDTEFDD_ *) it_code->second)->get_indx();
|
|
unsigned int row = ((FLDTEFDD_ *) it_code->second)->get_row();
|
|
unsigned int col = ((FSTPTEFDD_ *) it_code->second)->get_col();
|
|
#ifdef DEBUG
|
|
mexPrintf("FLDTEFD\n");
|
|
mexPrintf("indx=%d Stack.size()=%d\n", indx, Stack.size());
|
|
mexPrintf("FLD TEFD[make_pair(indx, make_pair(row, col))]=%f done\n", TEFDD[make_pair(indx, make_pair(row, col))]);
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
Stack.push(TEFDD[make_pair(indx, make_pair(row-1, col-1))]);
|
|
}
|
|
break;
|
|
case FCUML:
|
|
v1 = Stack.top();
|
|
Stack.pop();
|
|
v2 = Stack.top();
|
|
Stack.pop();
|
|
Stack.push(v1+v2);
|
|
break;
|
|
case FENDBLOCK:
|
|
//it's the block end
|
|
#ifdef DEBUG
|
|
mexPrintf("FENDBLOCK\n");
|
|
#endif
|
|
go_on = false;
|
|
break;
|
|
case FENDEQU:
|
|
break;
|
|
case FJMPIFEVAL:
|
|
if (evaluate)
|
|
{
|
|
#ifdef DEBUG
|
|
mexPrintf("FJMPIFEVAL length=%d\n", ((FJMPIFEVAL_ *) it_code->second)->get_pos());
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
it_code += ((FJMPIFEVAL_ *) it_code->second)->get_pos() /* - 1*/;
|
|
}
|
|
break;
|
|
case FJMP:
|
|
#ifdef DEBUG
|
|
mexPrintf("FJMP length=%d\n", ((FJMP_ *) it_code->second)->get_pos());
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
it_code += ((FJMP_ *) it_code->second)->get_pos() /*- 1 */;
|
|
break;
|
|
case FOK:
|
|
op = ((FOK_ *) it_code->second)->get_arg();
|
|
if (Stack.size() > 0)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in compute_block_time, stack not empty\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
break;
|
|
default:
|
|
ostringstream tmp;
|
|
tmp << " in compute_block_time, unknown opcode " << it_code->first << "\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
it_code++;
|
|
}
|
|
#ifdef DEBUG
|
|
mexPrintf("==> end of compute_block_time Block = %d\n", block_num);
|
|
mexEvalString("drawnow;");
|
|
#endif
|
|
}
|
|
|
|
void
|
|
Interpreter::evaluate_a_block(const int size, const int type, string bin_basename, bool steady_state, int block_num,
|
|
const bool is_linear, const int symbol_table_endo_nbr, const int Block_List_Max_Lag,
|
|
const int Block_List_Max_Lead, const int u_count_int, int block)
|
|
{
|
|
it_code_type begining;
|
|
|
|
switch (type)
|
|
{
|
|
case EVALUATE_FORWARD:
|
|
if (steady_state)
|
|
{
|
|
compute_block_time(0, true, block_num, size, steady_state);
|
|
if (block >= 0)
|
|
for (int j = 0; j < size; j++)
|
|
residual[j] = y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
|
|
else
|
|
for (int j = 0; j < size; j++)
|
|
{
|
|
//mexPrintf("=>residual[Block_Contain[%d].Equation = %d]=%g (y = %g, ya = %g)\n", j, Block_Contain[j].Equation, y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable], y[Block_Contain[j].Variable], ya[Block_Contain[j].Variable]);
|
|
residual[Block_Contain[j].Equation] = y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
|
|
}
|
|
}
|
|
else
|
|
{
|
|
begining = it_code;
|
|
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
compute_block_time(0, true, block_num, size, steady_state);
|
|
if (block >= 0)
|
|
for (int j = 0; j < size; j++)
|
|
residual[it_*size+j] = y[it_*y_size+Block_Contain[j].Variable] - ya[it_*y_size+Block_Contain[j].Variable];
|
|
else
|
|
for (int j = 0; j < size; j++)
|
|
residual[it_*size+Block_Contain[j].Equation] = y[it_*y_size+Block_Contain[j].Variable] - ya[it_*y_size+Block_Contain[j].Variable];
|
|
}
|
|
}
|
|
break;
|
|
case SOLVE_FORWARD_SIMPLE:
|
|
g1 = (double *) mxMalloc(size*size*sizeof(double));
|
|
r = (double *) mxMalloc(size*sizeof(double));
|
|
if (steady_state)
|
|
{
|
|
compute_block_time(0, true, block_num, size, steady_state);
|
|
if (block < 0)
|
|
{
|
|
for (int j = 0; j < size; j++)
|
|
{
|
|
//mexPrintf("residual[Block_Contain[%d].Equation = %d]=%g\n", j, Block_Contain[j].Equation, r[j]);
|
|
residual[Block_Contain[j].Equation] = r[j];
|
|
}
|
|
}
|
|
else
|
|
{
|
|
for (int j = 0; j < size; j++)
|
|
residual[j] = r[j];
|
|
}
|
|
}
|
|
else
|
|
{
|
|
begining = it_code;
|
|
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
compute_block_time(0, true, block_num, size, steady_state);
|
|
if (block < 0)
|
|
{
|
|
for (int j = 0; j < size; j++)
|
|
{
|
|
//mexPrintf("residual[Per_y + Block_Contain[%d].Equation = %d]=%g\n", j, Per_y_ + Block_Contain[j].Equation, r[j]);
|
|
residual[Per_y_+Block_Contain[j].Equation] = r[j];
|
|
}
|
|
}
|
|
else
|
|
{
|
|
for (int j = 0; j < size; j++)
|
|
residual[it_*size+j] = r[j];
|
|
}
|
|
}
|
|
}
|
|
mxFree(g1);
|
|
mxFree(r);
|
|
break;
|
|
case SOLVE_FORWARD_COMPLETE:
|
|
fixe_u(&u, u_count_int, u_count_int);
|
|
Read_SparseMatrix(bin_basename, size, 1, 0, 0, steady_state, false, stack_solve_algo, solve_algo);
|
|
#ifdef DEBUG
|
|
mexPrintf("in SOLVE_FORWARD_COMPLETE r = mxMalloc(%d*sizeof(double))\n", size);
|
|
#endif
|
|
r = (double *) mxMalloc(size*sizeof(double));
|
|
if (steady_state)
|
|
{
|
|
compute_block_time(0, true, block_num, size, steady_state);
|
|
if (block < 0)
|
|
for (int j = 0; j < size; j++)
|
|
{
|
|
//mexPrintf("residual[Block_Contain[%d].Equation = %d]=%g\n", j, Block_Contain[j].Equation, r[j]);
|
|
residual[Block_Contain[j].Equation] = r[j];
|
|
}
|
|
else
|
|
for (int j = 0; j < size; j++)
|
|
residual[j] = r[j];
|
|
}
|
|
else
|
|
{
|
|
begining = it_code;
|
|
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
compute_block_time(0, true, block_num, size, steady_state);
|
|
if (block < 0)
|
|
for (int j = 0; j < size; j++)
|
|
{
|
|
//mexPrintf("residual[it_*y_size+Block_Contain[%d].Equation = %d]=%g\n", j, it_*y_size+Block_Contain[j].Equation, r[j]);
|
|
residual[it_*y_size+Block_Contain[j].Equation] = r[j];
|
|
}
|
|
else
|
|
for (int j = 0; j < size; j++)
|
|
residual[it_*size+j] = r[j];
|
|
}
|
|
}
|
|
mxFree(r);
|
|
break;
|
|
case EVALUATE_BACKWARD:
|
|
if (steady_state)
|
|
{
|
|
compute_block_time(0, true, block_num, size, steady_state);
|
|
if (block >= 0)
|
|
for (int j = 0; j < size; j++)
|
|
residual[j] = y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
|
|
else
|
|
for (int j = 0; j < size; j++)
|
|
{
|
|
//mexPrintf("residual[Block_Contain[%d].Equation = %d]=%g\n", j, Block_Contain[j].Equation, y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable]);
|
|
residual[Block_Contain[j].Equation] = y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
|
|
}
|
|
}
|
|
else
|
|
{
|
|
begining = it_code;
|
|
for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
compute_block_time(0, true, block_num, size, steady_state);
|
|
if (block >= 0)
|
|
for (int j = 0; j < size; j++)
|
|
residual[it_*size+j] = y[it_*y_size+Block_Contain[j].Variable] - ya[it_*y_size+Block_Contain[j].Variable];
|
|
else
|
|
for (int j = 0; j < size; j++)
|
|
residual[it_*size+Block_Contain[j].Equation] = y[it_*y_size+Block_Contain[j].Variable] - ya[it_*y_size+Block_Contain[j].Variable];
|
|
}
|
|
}
|
|
break;
|
|
case SOLVE_BACKWARD_SIMPLE:
|
|
g1 = (double *) mxMalloc(size*size*sizeof(double));
|
|
r = (double *) mxMalloc(size*sizeof(double));
|
|
if (steady_state)
|
|
{
|
|
compute_block_time(0, true, block_num, size, steady_state);
|
|
if (block < 0)
|
|
{
|
|
for (int j = 0; j < size; j++)
|
|
{
|
|
//mexPrintf("residual[Block_Contain[%d].Equation = %d]=%g\n", j, Block_Contain[j].Equation, r[j]);
|
|
residual[Block_Contain[j].Equation] = r[j];
|
|
}
|
|
}
|
|
else
|
|
{
|
|
for (int j = 0; j < size; j++)
|
|
residual[j] = r[j];
|
|
}
|
|
}
|
|
else
|
|
{
|
|
begining = it_code;
|
|
for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
compute_block_time(0, true, block_num, size, steady_state);
|
|
if (block < 0)
|
|
{
|
|
for (int j = 0; j < size; j++)
|
|
{
|
|
//mexPrintf("residual[Per_y_+Block_Contain[%d].Equation = %d]=%g\n", j, Per_y_+Block_Contain[j].Equation, r[j]);
|
|
residual[Per_y_+Block_Contain[j].Equation] = r[j];
|
|
}
|
|
}
|
|
else
|
|
{
|
|
for (int j = 0; j < size; j++)
|
|
residual[it_*size+j] = r[j];
|
|
}
|
|
}
|
|
}
|
|
mxFree(g1);
|
|
mxFree(r);
|
|
break;
|
|
case SOLVE_BACKWARD_COMPLETE:
|
|
fixe_u(&u, u_count_int, u_count_int);
|
|
Read_SparseMatrix(bin_basename, size, 1, 0, 0, steady_state, false, stack_solve_algo, solve_algo);
|
|
r = (double *) mxMalloc(size*sizeof(double));
|
|
if (steady_state)
|
|
{
|
|
compute_block_time(0, true, block_num, size, steady_state);
|
|
if (block < 0)
|
|
for (int j = 0; j < size; j++)
|
|
{
|
|
//mexPrintf("residual[Block_Contain[%d].Equation = %d]=%g\n", j, Block_Contain[j].Equation, r[j]);
|
|
residual[Block_Contain[j].Equation] = r[j];
|
|
}
|
|
else
|
|
for (int j = 0; j < size; j++)
|
|
residual[j] = r[j];
|
|
}
|
|
else
|
|
{
|
|
begining = it_code;
|
|
for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
compute_block_time(0, true, block_num, size, steady_state);
|
|
if (block < 0)
|
|
for (int j = 0; j < size; j++)
|
|
{
|
|
//mexPrintf("residual[Per_y_+Block_Contain[%d].Equation = %d]=%g\n", j, Per_y_+Block_Contain[j].Equation, r[j]);
|
|
residual[Per_y_+Block_Contain[j].Equation] = r[j];
|
|
}
|
|
else
|
|
for (int j = 0; j < size; j++)
|
|
residual[it_*size+j] = r[j];
|
|
}
|
|
}
|
|
mxFree(r);
|
|
break;
|
|
case SOLVE_TWO_BOUNDARIES_SIMPLE:
|
|
case SOLVE_TWO_BOUNDARIES_COMPLETE:
|
|
fixe_u(&u, u_count_int, u_count_int);
|
|
Read_SparseMatrix(bin_basename, size, periods, y_kmin, y_kmax, steady_state, true, stack_solve_algo, solve_algo);
|
|
u_count = u_count_int*(periods+y_kmax+y_kmin);
|
|
r = (double *) mxMalloc(size*sizeof(double));
|
|
begining = it_code;
|
|
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
|
|
{
|
|
Per_u_ = (it_-y_kmin)*u_count_int;
|
|
Per_y_ = it_*y_size;
|
|
it_code = begining;
|
|
compute_block_time(Per_u_, true, block_num, size, steady_state);
|
|
if (block < 0)
|
|
for (int j = 0; j < size; j++)
|
|
{
|
|
//mexPrintf("residual[it_*y_size+Block_Contain[%d].Equation = %d]=%g\n", j, it_*y_size+Block_Contain[j].Equation, r[j]);
|
|
residual[it_*y_size+Block_Contain[j].Equation] = r[j];
|
|
}
|
|
else
|
|
for (int j = 0; j < size; j++)
|
|
residual[it_*size+j] = r[j];
|
|
}
|
|
mxFree(r);
|
|
break;
|
|
}
|
|
}
|
|
|
|
|
|
void
|
|
Interpreter::SingularDisplay(int Per_u_, bool evaluate, int Block_Count, int size, bool steady_state, it_code_type begining)
|
|
{
|
|
it_code = begining;
|
|
compute_block_time(Per_u_, evaluate, Block_Count, size, steady_state);
|
|
Singular_display(Block_Count, size, steady_state, begining);
|
|
}
|
|
|
|
|
|
int
|
|
Interpreter::simulate_a_block(const int size, const int type, string file_name, string bin_basename, bool Gaussian_Elimination, bool steady_state, bool print_it, int block_num,
|
|
const bool is_linear, const int symbol_table_endo_nbr, const int Block_List_Max_Lag, const int Block_List_Max_Lead, const int u_count_int)
|
|
{
|
|
it_code_type begining;
|
|
int i;
|
|
bool cvg;
|
|
bool result = true;
|
|
bool singular_system;
|
|
double *y_save;
|
|
res1 = 0;
|
|
#ifdef DEBUG
|
|
mexPrintf("simulate_a_block\n");
|
|
#endif
|
|
switch (type)
|
|
{
|
|
case EVALUATE_FORWARD:
|
|
#ifdef DEBUG
|
|
mexPrintf("EVALUATE_FORWARD\n");
|
|
#endif
|
|
if (steady_state)
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
else
|
|
{
|
|
begining = it_code;
|
|
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
}
|
|
}
|
|
break;
|
|
case EVALUATE_BACKWARD:
|
|
#ifdef DEBUG
|
|
mexPrintf("EVALUATE_BACKWARD\n");
|
|
#endif
|
|
if (steady_state)
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
else
|
|
{
|
|
begining = it_code;
|
|
for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
}
|
|
}
|
|
break;
|
|
case SOLVE_FORWARD_SIMPLE:
|
|
#ifdef DEBUG
|
|
mexPrintf("SOLVE_FORWARD_SIMPLE size=%d\n", size);
|
|
#endif
|
|
g1 = (double *) mxMalloc(size*size*sizeof(double));
|
|
r = (double *) mxMalloc(size*sizeof(double));
|
|
begining = it_code;
|
|
if (steady_state)
|
|
{
|
|
cvg = false;
|
|
iter = 0;
|
|
while (!(cvg || (iter > maxit_)))
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
double rr;
|
|
rr = r[0];
|
|
cvg = (fabs(rr) < solve_tolf);
|
|
if (cvg)
|
|
continue;
|
|
|
|
try
|
|
{
|
|
y[Block_Contain[0].Variable] += -divide(r[0], g1[0]);
|
|
}
|
|
catch (FloatingPointExceptionHandling &fpeh)
|
|
{
|
|
mexPrintf("%s \n", fpeh.GetErrorMsg().c_str());
|
|
mexPrintf(" Singularity in block %d", block_num+1);
|
|
}
|
|
iter++;
|
|
}
|
|
if (!cvg)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Solve Forward simple, convergence not achieved in block " << Block_Count+1 << ", after " << iter << " iterations\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
else
|
|
{
|
|
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
|
|
{
|
|
cvg = false;
|
|
iter = 0;
|
|
Per_y_ = it_*y_size;
|
|
while (!(cvg || (iter > maxit_)))
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
double rr;
|
|
if (fabs(1+y[Per_y_+Block_Contain[0].Variable]) > eps)
|
|
rr = r[0]/(1+y[Per_y_+Block_Contain[0].Variable]);
|
|
else
|
|
rr = r[0];
|
|
cvg = (fabs(rr) < solve_tolf);
|
|
if (cvg)
|
|
continue;
|
|
try
|
|
{
|
|
y[Per_y_+Block_Contain[0].Variable] += -divide(r[0], g1[0]);
|
|
}
|
|
catch (FloatingPointExceptionHandling &fpeh)
|
|
{
|
|
mexPrintf("%s \n", fpeh.GetErrorMsg().c_str());
|
|
mexPrintf(" Singularity in block %d", block_num+1);
|
|
}
|
|
iter++;
|
|
}
|
|
if (!cvg)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Solve Forward simple, convergence not achieved in block " << Block_Count+1 << ", at time " << it_ << ", after " << iter << " iterations\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
}
|
|
mxFree(g1);
|
|
mxFree(r);
|
|
break;
|
|
case SOLVE_BACKWARD_SIMPLE:
|
|
#ifdef DEBUG
|
|
mexPrintf("SOLVE_BACKWARD_SIMPLE\n");
|
|
#endif
|
|
g1 = (double *) mxMalloc(size*size*sizeof(double));
|
|
r = (double *) mxMalloc(size*sizeof(double));
|
|
begining = it_code;
|
|
if (steady_state)
|
|
{
|
|
cvg = false;
|
|
iter = 0;
|
|
while (!(cvg || (iter > maxit_)))
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
double rr;
|
|
rr = r[0];
|
|
cvg = (fabs(rr) < solve_tolf);
|
|
if (cvg)
|
|
continue;
|
|
try
|
|
{
|
|
y[Block_Contain[0].Variable] += -divide(r[0], g1[0]);
|
|
}
|
|
catch (FloatingPointExceptionHandling &fpeh)
|
|
{
|
|
mexPrintf("%s \n", fpeh.GetErrorMsg().c_str());
|
|
mexPrintf(" Singularity in block %d", block_num+1);
|
|
}
|
|
iter++;
|
|
}
|
|
if (!cvg)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Solve Backward simple, convergence not achieved in block " << Block_Count+1 << ", after " << iter << " iterations\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
else
|
|
{
|
|
for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
|
|
{
|
|
cvg = false;
|
|
iter = 0;
|
|
Per_y_ = it_*y_size;
|
|
while (!(cvg || (iter > maxit_)))
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
double rr;
|
|
if (fabs(1+y[Per_y_+Block_Contain[0].Variable]) > eps)
|
|
rr = r[0]/(1+y[Per_y_+Block_Contain[0].Variable]);
|
|
else
|
|
rr = r[0];
|
|
cvg = (fabs(rr) < solve_tolf);
|
|
if (cvg)
|
|
continue;
|
|
try
|
|
{
|
|
y[Per_y_+Block_Contain[0].Variable] += -divide(r[0], g1[0]);
|
|
}
|
|
catch (FloatingPointExceptionHandling &fpeh)
|
|
{
|
|
mexPrintf("%s \n", fpeh.GetErrorMsg().c_str());
|
|
mexPrintf(" Singularity in block %d", block_num+1);
|
|
}
|
|
|
|
iter++;
|
|
}
|
|
if (!cvg)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Solve Backward simple, convergence not achieved in block " << Block_Count+1 << ", at time " << it_ << ", after " << iter << " iterations\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
}
|
|
mxFree(g1);
|
|
mxFree(r);
|
|
break;
|
|
case SOLVE_FORWARD_COMPLETE:
|
|
#ifdef DEBUG
|
|
mexPrintf("SOLVE_FORWARD_COMPLETE\n");
|
|
#endif
|
|
fixe_u(&u, u_count_int, u_count_int);
|
|
Read_SparseMatrix(bin_basename, size, 1, 0, 0, steady_state, false, stack_solve_algo, solve_algo);
|
|
g1 = (double *) mxMalloc(size*size*sizeof(double));
|
|
r = (double *) mxMalloc(size*sizeof(double));
|
|
begining = it_code;
|
|
Per_u_ = 0;
|
|
if (steady_state)
|
|
{
|
|
if (!is_linear)
|
|
{
|
|
max_res_idx = 0;
|
|
cvg = false;
|
|
iter = 0;
|
|
glambda2 = g0 = very_big;
|
|
try_at_iteration = 0;
|
|
while (!(cvg || (iter > maxit_)))
|
|
{
|
|
it_code = begining;
|
|
error_not_printed = true;
|
|
res2 = 0;
|
|
res1 = 0;
|
|
max_res = 0;
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
if (!(isnan(res1) || isinf(res1)))
|
|
{
|
|
for (i = 0; i < size; i++)
|
|
{
|
|
double rr;
|
|
rr = r[i];
|
|
if (max_res < fabs(rr))
|
|
{
|
|
max_res = fabs(rr);
|
|
max_res_idx = i;
|
|
}
|
|
res2 += rr*rr;
|
|
res1 += fabs(rr);
|
|
}
|
|
cvg = (max_res < solve_tolf);
|
|
}
|
|
else
|
|
cvg = false;
|
|
if (cvg)
|
|
continue;
|
|
int prev_iter = iter;
|
|
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
|
|
if (singular_system)
|
|
SingularDisplay(0, false, block_num, size, steady_state, begining);
|
|
|
|
iter++;
|
|
if (iter > prev_iter)
|
|
{
|
|
g0 = res2;
|
|
gp0 = -res2;
|
|
try_at_iteration = 0;
|
|
}
|
|
}
|
|
if (!cvg || !result)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Solve Forward complete, convergence not achieved in block " << Block_Count+1 << ", after " << iter << " iterations\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
else
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
iter = 0;
|
|
res1 = 0;
|
|
res2 = 0;
|
|
max_res = 0;
|
|
max_res_idx = 0;
|
|
error_not_printed = true;
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
if (!(isnan(res1) || isinf(res1)))
|
|
{
|
|
for (i = 0; i < size; i++)
|
|
{
|
|
double rr;
|
|
rr = r[i];
|
|
if (max_res < fabs(rr))
|
|
{
|
|
max_res = fabs(rr);
|
|
max_res_idx = i;
|
|
}
|
|
res2 += rr*rr;
|
|
res1 += fabs(rr);
|
|
}
|
|
cvg = (max_res < solve_tolf);
|
|
}
|
|
else
|
|
cvg = false;
|
|
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
|
|
if (singular_system)
|
|
SingularDisplay(0, false, block_num, size, steady_state, begining);
|
|
if (!result)
|
|
{
|
|
mexPrintf(" in Solve Forward complete, convergence not achieved in block %d\n", Block_Count+1);
|
|
return ERROR_ON_EXIT;
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (!is_linear)
|
|
{
|
|
max_res_idx = 0;
|
|
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
|
|
{
|
|
cvg = false;
|
|
iter = 0;
|
|
glambda2 = g0 = very_big;
|
|
try_at_iteration = 0;
|
|
Per_y_ = it_*y_size;
|
|
while (!(cvg || (iter > maxit_)))
|
|
{
|
|
it_code = begining;
|
|
error_not_printed = true;
|
|
res2 = 0;
|
|
res1 = 0;
|
|
max_res = 0;
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
if (!(isnan(res1) || isinf(res1)))
|
|
{
|
|
for (i = 0; i < size; i++)
|
|
{
|
|
double rr;
|
|
if (fabs(1+y[Per_y_+Block_Contain[i].Variable]) > eps)
|
|
rr = r[i]/(1+y[Per_y_+Block_Contain[i].Variable]);
|
|
else
|
|
rr = r[i];
|
|
if (max_res < fabs(rr))
|
|
{
|
|
max_res = fabs(rr);
|
|
max_res_idx = i;
|
|
}
|
|
res2 += rr*rr;
|
|
res1 += fabs(rr);
|
|
}
|
|
cvg = (max_res < solve_tolf);
|
|
}
|
|
else
|
|
cvg = false;
|
|
if (cvg)
|
|
continue;
|
|
int prev_iter = iter;
|
|
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
|
|
if (singular_system)
|
|
SingularDisplay(0, false, block_num, size, steady_state, begining);
|
|
iter++;
|
|
if (iter > prev_iter)
|
|
{
|
|
g0 = res2;
|
|
gp0 = -res2;
|
|
try_at_iteration = 0;
|
|
}
|
|
}
|
|
if (!cvg)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Solve Forward complete, convergence not achieved in block " << Block_Count+1 << ", at time " << it_ << ", after " << iter << " iterations\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
iter = 0;
|
|
res1 = 0;
|
|
res2 = 0;
|
|
max_res = 0; max_res_idx = 0;
|
|
error_not_printed = true;
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
if (!(isnan(res1) || isinf(res1)))
|
|
{
|
|
for (i = 0; i < size; i++)
|
|
{
|
|
double rr;
|
|
rr = r[i];
|
|
if (max_res < fabs(rr))
|
|
{
|
|
max_res = fabs(rr);
|
|
max_res_idx = i;
|
|
}
|
|
res2 += rr*rr;
|
|
res1 += fabs(rr);
|
|
}
|
|
cvg = (max_res < solve_tolf);
|
|
}
|
|
else
|
|
cvg = false;
|
|
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
|
|
if (singular_system)
|
|
SingularDisplay(0, false, block_num, size, steady_state, begining);
|
|
}
|
|
}
|
|
}
|
|
mxFree(index_equa);
|
|
mxFree(index_vara);
|
|
memset(direction, 0, size_of_direction);
|
|
mxFree(g1);
|
|
mxFree(r);
|
|
mxFree(u);
|
|
break;
|
|
case SOLVE_BACKWARD_COMPLETE:
|
|
#ifdef DEBUG
|
|
mexPrintf("SOLVE_BACKWARD_COMPLETE\n");
|
|
#endif
|
|
fixe_u(&u, u_count_int, u_count_int);
|
|
Read_SparseMatrix(bin_basename, size, 1, 0, 0, steady_state, false, stack_solve_algo, solve_algo);
|
|
g1 = (double *) mxMalloc(size*size*sizeof(double));
|
|
r = (double *) mxMalloc(size*sizeof(double));
|
|
begining = it_code;
|
|
if (steady_state)
|
|
{
|
|
if (!is_linear)
|
|
{
|
|
max_res_idx = 0;
|
|
cvg = false;
|
|
iter = 0;
|
|
glambda2 = g0 = very_big;
|
|
try_at_iteration = 0;
|
|
while (!(cvg || (iter > maxit_)))
|
|
{
|
|
it_code = begining;
|
|
error_not_printed = true;
|
|
res2 = 0;
|
|
res1 = 0;
|
|
max_res = 0;
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
if (!(isnan(res1) || isinf(res1)))
|
|
{
|
|
for (i = 0; i < size; i++)
|
|
{
|
|
double rr;
|
|
rr = r[i];
|
|
if (max_res < fabs(rr))
|
|
{
|
|
max_res = fabs(rr);
|
|
max_res_idx = i;
|
|
}
|
|
res2 += rr*rr;
|
|
res1 += fabs(rr);
|
|
}
|
|
cvg = (max_res < solve_tolf);
|
|
}
|
|
else
|
|
cvg = false;
|
|
if (cvg)
|
|
continue;
|
|
int prev_iter = iter;
|
|
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
|
|
if (singular_system)
|
|
SingularDisplay(0, false, block_num, size, steady_state, begining);
|
|
iter++;
|
|
if (iter > prev_iter)
|
|
{
|
|
g0 = res2;
|
|
gp0 = -res2;
|
|
try_at_iteration = 0;
|
|
}
|
|
}
|
|
if (!cvg || !result)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Solve Backward complete, convergence not achieved in block " << Block_Count+1 << ", after " << iter << " iterations\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
else
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
iter = 0;
|
|
res1 = 0;
|
|
res2 = 0;
|
|
max_res = 0; max_res_idx = 0;
|
|
error_not_printed = true;
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
if (!(isnan(res1) || isinf(res1)))
|
|
{
|
|
for (i = 0; i < size; i++)
|
|
{
|
|
double rr;
|
|
rr = r[i];
|
|
if (max_res < fabs(rr))
|
|
{
|
|
max_res = fabs(rr);
|
|
max_res_idx = i;
|
|
}
|
|
res2 += rr*rr;
|
|
res1 += fabs(rr);
|
|
}
|
|
cvg = (max_res < solve_tolf);
|
|
}
|
|
else
|
|
cvg = false;
|
|
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
|
|
if (singular_system)
|
|
SingularDisplay(0, false, block_num, size, steady_state, begining);
|
|
if (!result)
|
|
{
|
|
mexPrintf(" in Solve Backward complete, convergence not achieved in block %d\n", Block_Count+1);
|
|
return ERROR_ON_EXIT;
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (!is_linear)
|
|
{
|
|
max_res_idx = 0;
|
|
for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
|
|
{
|
|
cvg = false;
|
|
iter = 0;
|
|
glambda2 = g0 = very_big;
|
|
try_at_iteration = 0;
|
|
Per_y_ = it_*y_size;
|
|
while (!(cvg || (iter > maxit_)))
|
|
{
|
|
it_code = begining;
|
|
error_not_printed = true;
|
|
res2 = 0;
|
|
res1 = 0;
|
|
max_res = 0;
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
if (!(isnan(res1) || isinf(res1)))
|
|
{
|
|
for (i = 0; i < size; i++)
|
|
{
|
|
double rr;
|
|
if (fabs(1+y[Per_y_+Block_Contain[i].Variable]) > eps)
|
|
rr = r[i]/(1+y[Per_y_+Block_Contain[i].Variable]);
|
|
else
|
|
rr = r[i];
|
|
if (max_res < fabs(rr))
|
|
{
|
|
max_res = fabs(rr);
|
|
max_res_idx = i;
|
|
}
|
|
res2 += rr*rr;
|
|
res1 += fabs(rr);
|
|
}
|
|
cvg = (max_res < solve_tolf);
|
|
}
|
|
else
|
|
cvg = false;
|
|
if (cvg)
|
|
continue;
|
|
int prev_iter = iter;
|
|
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
|
|
if (singular_system)
|
|
SingularDisplay(0, false, block_num, size, steady_state, begining);
|
|
iter++;
|
|
if (iter > prev_iter)
|
|
{
|
|
g0 = res2;
|
|
gp0 = -res2;
|
|
try_at_iteration = 0;
|
|
}
|
|
}
|
|
if (!cvg)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Solve Backward complete, convergence not achieved in block " << Block_Count+1 << ", at time " << it_ << ", after " << iter << " iterations\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
|
|
{
|
|
it_code = begining;
|
|
Per_y_ = it_*y_size;
|
|
error_not_printed = true;
|
|
compute_block_time(0, false, block_num, size, steady_state);
|
|
if (!(isnan(res1) || isinf(res1)))
|
|
{
|
|
for (i = 0; i < size; i++)
|
|
{
|
|
double rr;
|
|
rr = r[i];
|
|
if (max_res < fabs(rr))
|
|
{
|
|
max_res = fabs(rr);
|
|
max_res_idx = i;
|
|
}
|
|
res2 += rr*rr;
|
|
res1 += fabs(rr);
|
|
}
|
|
cvg = (max_res < solve_tolf);
|
|
}
|
|
else
|
|
cvg = false;
|
|
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
|
|
if (singular_system)
|
|
SingularDisplay(0, false, block_num, size, steady_state, begining);
|
|
}
|
|
}
|
|
}
|
|
mxFree(index_equa);
|
|
mxFree(index_vara);
|
|
memset(direction, 0, size_of_direction);
|
|
mxFree(g1);
|
|
mxFree(r);
|
|
mxFree(u);
|
|
break;
|
|
case SOLVE_TWO_BOUNDARIES_SIMPLE:
|
|
case SOLVE_TWO_BOUNDARIES_COMPLETE:
|
|
#ifdef DEBUG
|
|
mexPrintf("SOLVE_TWO_BOUNDARIES\n");
|
|
#endif
|
|
if (steady_state)
|
|
{
|
|
mexPrintf("SOLVE_TWO_BOUNDARIES in a steady state model: impossible case\n");
|
|
return ERROR_ON_EXIT;
|
|
}
|
|
fixe_u(&u, u_count_int, u_count_int);
|
|
Read_SparseMatrix(bin_basename, size, periods, y_kmin, y_kmax, steady_state, true, stack_solve_algo, solve_algo);
|
|
u_count = u_count_int*(periods+y_kmax+y_kmin);
|
|
r = (double *) mxMalloc(size*sizeof(double));
|
|
y_save = (double *) mxMalloc(y_size*sizeof(double)*(periods+y_kmax+y_kmin));
|
|
begining = it_code;
|
|
iter = 0;
|
|
if (!is_linear)
|
|
{
|
|
cvg = false;
|
|
glambda2 = g0 = very_big;
|
|
try_at_iteration = 0;
|
|
int u_count_saved = u_count;
|
|
while (!(cvg || (iter > maxit_)))
|
|
{
|
|
|
|
res2 = 0;
|
|
res1 = 0;
|
|
max_res = 0;
|
|
max_res_idx = 0;
|
|
memcpy(y_save, y, y_size*sizeof(double)*(periods+y_kmax+y_kmin));
|
|
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
|
|
{
|
|
Per_u_ = (it_-y_kmin)*u_count_int;
|
|
Per_y_ = it_*y_size;
|
|
it_code = begining;
|
|
error_not_printed = true;
|
|
compute_block_time(Per_u_, false, block_num, size, steady_state);
|
|
if (isnan(res1) || isinf(res1))
|
|
{
|
|
memcpy(y, y_save, y_size*sizeof(double)*(periods+y_kmax+y_kmin));
|
|
break;
|
|
}
|
|
for (i = 0; i < size; i++)
|
|
{
|
|
double rr;
|
|
if (fabs(1+y[Per_y_+Block_Contain[i].Variable]) > eps)
|
|
rr = r[i]/(1+y[Per_y_+Block_Contain[i].Variable]);
|
|
else
|
|
rr = r[i];
|
|
if (max_res < fabs(rr))
|
|
{
|
|
max_res = fabs(rr);
|
|
max_res_idx = i;
|
|
}
|
|
res2 += rr*rr;
|
|
res1 += fabs(rr);
|
|
}
|
|
}
|
|
if (isnan(res1) || isinf(res1))
|
|
cvg = false;
|
|
else
|
|
cvg = (max_res < solve_tolf);
|
|
u_count = u_count_saved;
|
|
int prev_iter = iter;
|
|
Simulate_Newton_Two_Boundaries(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, periods, print_it, cvg, iter, minimal_solving_periods, stack_solve_algo, endo_name_length, P_endo_names);
|
|
iter++;
|
|
if (iter > prev_iter)
|
|
{
|
|
g0 = res2;
|
|
gp0 = -res2;
|
|
try_at_iteration = 0;
|
|
slowc_save = slowc;
|
|
}
|
|
}
|
|
if (!cvg)
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in Solve two boundaries, convergence not achieved in block " << Block_Count+1 << ", after " << iter << " iterations\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
else
|
|
{
|
|
res1 = 0;
|
|
res2 = 0;
|
|
max_res = 0; max_res_idx = 0;
|
|
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
|
|
{
|
|
Per_u_ = (it_-y_kmin)*u_count_int;
|
|
Per_y_ = it_*y_size;
|
|
it_code = begining;
|
|
compute_block_time(Per_u_, false, block_num, size, steady_state);
|
|
for (i = 0; i < size; i++)
|
|
{
|
|
double rr;
|
|
rr = r[i];
|
|
if (max_res < fabs(rr))
|
|
{
|
|
max_res = fabs(rr);
|
|
max_res_idx = i;
|
|
}
|
|
res2 += rr*rr;
|
|
res1 += fabs(rr);
|
|
}
|
|
}
|
|
cvg = false;
|
|
Simulate_Newton_Two_Boundaries(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, periods, print_it, cvg, iter, minimal_solving_periods, stack_solve_algo, endo_name_length, P_endo_names);
|
|
}
|
|
mxFree(r);
|
|
mxFree(y_save);
|
|
mxFree(u);
|
|
mxFree(index_vara);
|
|
mxFree(index_equa);
|
|
memset(direction, 0, size_of_direction);
|
|
break;
|
|
default:
|
|
ostringstream tmp;
|
|
tmp << " in simulate_a_block, Unknown type = " << type << "\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
return ERROR_ON_EXIT;
|
|
}
|
|
return NO_ERROR_ON_EXIT;
|
|
}
|
|
|
|
void
|
|
Interpreter::print_a_block(const int size, const int type, string bin_basename, bool steady_state, int block_num,
|
|
const bool is_linear, const int symbol_table_endo_nbr, const int Block_List_Max_Lag,
|
|
const int Block_List_Max_Lead, const int u_count_int, int block)
|
|
{
|
|
it_code_type begining;
|
|
mexPrintf("\nBlock %d\n", block_num+1);
|
|
mexPrintf("----------\n");
|
|
if (steady_state)
|
|
residual = vector<double>(size);
|
|
else
|
|
residual = vector<double>(size*(periods+y_kmin));
|
|
bool go_on = true;
|
|
bool space = false;
|
|
while (go_on)
|
|
{
|
|
if (it_code->first == FENDBLOCK)
|
|
{
|
|
go_on = false;
|
|
it_code++;
|
|
}
|
|
else
|
|
{
|
|
string s = print_expression(it_code, false, size, block_num, steady_state, Per_u_, it_, it_code, false);
|
|
if (s == "if (evaluate)" || s == "else")
|
|
space = false;
|
|
if (s.length() > 0)
|
|
{
|
|
if (space)
|
|
mexPrintf(" %s\n", s.c_str());
|
|
else
|
|
mexPrintf("%s\n", s.c_str());
|
|
mexEvalString("drawnow;");
|
|
}
|
|
if (s == "if (evaluate)" || s == "else")
|
|
space = true;
|
|
}
|
|
}
|
|
}
|
|
|
|
bool
|
|
Interpreter::compute_blocks(string file_name, string bin_basename, bool steady_state, bool evaluate, int block, int &nb_blocks, bool print_it)
|
|
{
|
|
bool result = true;
|
|
|
|
int var;
|
|
if (steady_state)
|
|
file_name += "_static";
|
|
else
|
|
file_name += "_dynamic";
|
|
CodeLoad code;
|
|
//First read and store in memory the code
|
|
code_liste = code.get_op_code(file_name);
|
|
EQN_block_number = code.get_block_number();
|
|
if (!code_liste.size())
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in compute_blocks, " << file_name.c_str() << " cannot be opened\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
if (block >= (int) code.get_block_number())
|
|
{
|
|
ostringstream tmp;
|
|
tmp << " in compute_blocks, input argument block = " << block+1 << " is greater than the number of blocks in the model (" << code.get_block_number() << " see M_.blocksMFS)\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
//The big loop on intructions
|
|
Block_Count = -1;
|
|
bool go_on = true;
|
|
|
|
it_code = code_liste.begin();
|
|
it_code_type Init_Code = it_code;
|
|
if (block < 0)
|
|
{
|
|
if (steady_state)
|
|
residual = vector<double>(y_size);
|
|
else
|
|
residual = vector<double>(y_size*(periods+y_kmin));
|
|
}
|
|
|
|
while (go_on)
|
|
{
|
|
switch (it_code->first)
|
|
{
|
|
case FBEGINBLOCK:
|
|
Block_Count++;
|
|
#ifdef DEBUG
|
|
mexPrintf("---------------------------------------------------------\n");
|
|
if (block < 0)
|
|
mexPrintf("FBEGINBLOCK Block_Count=%d\n", Block_Count+1);
|
|
else
|
|
mexPrintf("FBEGINBLOCK block=%d\n", block+1);
|
|
#endif
|
|
//it's a new block
|
|
{
|
|
FBEGINBLOCK_ *fb = (FBEGINBLOCK_ *) it_code->second;
|
|
Block_Contain = fb->get_Block_Contain();
|
|
it_code++;
|
|
if (print)
|
|
print_a_block(fb->get_size(), fb->get_type(), bin_basename, steady_state, Block_Count,
|
|
fb->get_is_linear(), fb->get_endo_nbr(), fb->get_Max_Lag(), fb->get_Max_Lead(), fb->get_u_count_int(), block);
|
|
else if (evaluate)
|
|
{
|
|
#ifdef DEBUG
|
|
mexPrintf("jacobian_block=mxCreateDoubleMatrix(%d, %d, mxREAL)\n", fb->get_size(), fb->get_nb_col_jacob());
|
|
#endif
|
|
jacobian_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_jacob(), mxREAL));
|
|
if (!steady_state)
|
|
{
|
|
#ifdef DEBUG
|
|
mexPrintf("allocates jacobian_exo_block( %d, %d, mxREAL)\n", fb->get_size(), fb->get_exo_size());
|
|
#endif
|
|
jacobian_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_exo_size(), mxREAL));
|
|
jacobian_det_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_det_exo_size(), mxREAL));
|
|
jacobian_other_endo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_other_endo_jacob(), mxREAL));
|
|
}
|
|
if (block >= 0)
|
|
{
|
|
if (steady_state)
|
|
residual = vector<double>(fb->get_size());
|
|
else
|
|
residual = vector<double>(fb->get_size()*(periods+y_kmin));
|
|
}
|
|
evaluate_a_block(fb->get_size(), fb->get_type(), bin_basename, steady_state, Block_Count,
|
|
fb->get_is_linear(), fb->get_endo_nbr(), fb->get_Max_Lag(), fb->get_Max_Lead(), fb->get_u_count_int(), block);
|
|
}
|
|
else
|
|
{
|
|
#ifdef DEBUG
|
|
mexPrintf("endo in block=%d, type=%d, steady_state=%d, print_it=%d, Block_Count=%d, fb->get_is_linear()=%d, fb->get_endo_nbr()=%d, fb->get_Max_Lag()=%d, fb->get_Max_Lead()=%d, fb->get_u_count_int()=%d\n",
|
|
fb->get_size(), fb->get_type(), steady_state, print_it, Block_Count, fb->get_is_linear(), fb->get_endo_nbr(), fb->get_Max_Lag(), fb->get_Max_Lead(), fb->get_u_count_int());
|
|
#endif
|
|
result = simulate_a_block(fb->get_size(), fb->get_type(), file_name, bin_basename, true, steady_state, print_it,Block_Count,
|
|
fb->get_is_linear(), fb->get_endo_nbr(), fb->get_Max_Lag(), fb->get_Max_Lead(), fb->get_u_count_int());
|
|
if (result == ERROR_ON_EXIT)
|
|
return ERROR_ON_EXIT;
|
|
}
|
|
delete fb;
|
|
}
|
|
if (block >= 0)
|
|
{
|
|
|
|
go_on = false;
|
|
}
|
|
|
|
break;
|
|
case FEND:
|
|
#ifdef DEBUG
|
|
mexPrintf("FEND\n");
|
|
#endif
|
|
go_on = false;
|
|
it_code++;
|
|
break;
|
|
case FDIMT:
|
|
#ifdef DEBUG
|
|
mexPrintf("FDIMT size=%d\n", ((FDIMT_ *) it_code->second)->get_size());
|
|
#endif
|
|
var = ((FDIMT_ *) it_code->second)->get_size();
|
|
if (T)
|
|
mxFree(T);
|
|
T = (double *) mxMalloc(var*(periods+y_kmin+y_kmax)*sizeof(double));
|
|
if (block >= 0)
|
|
{
|
|
it_code = code_liste.begin() + code.get_begin_block(block);
|
|
}
|
|
else
|
|
it_code++;
|
|
break;
|
|
case FDIMST:
|
|
#ifdef DEBUG
|
|
mexPrintf("FDIMST size=%d\n", ((FDIMST_ *) it_code->second)->get_size());
|
|
#endif
|
|
var = ((FDIMST_ *) it_code->second)->get_size();
|
|
if (T)
|
|
mxFree(T);
|
|
if (global_temporary_terms)
|
|
{
|
|
if (GlobalTemporaryTerms == NULL)
|
|
{
|
|
mexPrintf("GlobalTemporaryTerms is NULL\n"); mexEvalString("drawnow;");
|
|
}
|
|
if (var != (int) mxGetNumberOfElements(GlobalTemporaryTerms))
|
|
GlobalTemporaryTerms = mxCreateDoubleMatrix(var, 1, mxREAL);
|
|
T = mxGetPr(GlobalTemporaryTerms);
|
|
}
|
|
else
|
|
T = (double *) mxMalloc(var*sizeof(double));
|
|
|
|
if (block >= 0)
|
|
it_code = code_liste.begin() + code.get_begin_block(block);
|
|
else
|
|
it_code++;
|
|
break;
|
|
default:
|
|
mexPrintf("Error\n");
|
|
ostringstream tmp;
|
|
tmp << " in compute_blocks, unknown command " << it_code->first << "\n";
|
|
throw FatalExceptionHandling(tmp.str());
|
|
}
|
|
}
|
|
|
|
mxFree(Init_Code->second);
|
|
nb_blocks = Block_Count+1;
|
|
if (T and !global_temporary_terms)
|
|
mxFree(T);
|
|
return result;
|
|
}
|