943 lines
35 KiB
C++
943 lines
35 KiB
C++
/*
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* Copyright © 2007-2022 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 <https://www.gnu.org/licenses/>.
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*/
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#include <sstream>
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#include <algorithm>
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#include <cstring>
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#include "Interpreter.hh"
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constexpr double BIG = 1.0e+8, SMALL = 1.0e-5;
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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, size_t y_size_arg,
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size_t nb_row_x_arg, size_t 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, size_t size_of_direction_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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bool steady_state_arg, bool print_it_arg, int col_x_arg, int col_y_arg)
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: dynSparseMatrix(y_size_arg, y_kmin_arg, y_kmax_arg, print_it_arg, steady_state_arg, periods_arg, minimal_solving_periods_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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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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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 = 1;
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slowc_save = 1;
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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 = nullptr;
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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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col_x = col_x_arg;
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col_y = col_y_arg;
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GlobalTemporaryTerms = GlobalTemporaryTerms_arg;
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print_error = print_error_arg;
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print_it = print_it_arg;
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}
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void
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Interpreter::evaluate_a_block(bool initialization)
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{
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it_code_type begining;
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switch (static_cast<BlockSimulationType>(type))
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{
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case BlockSimulationType::evaluateForward:
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if (steady_state)
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{
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compute_block_time(0, true, false);
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if (block >= 0)
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for (int j = 0; j < size; j++)
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residual[j] = y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
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else
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for (int j = 0; j < size; j++)
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residual[Block_Contain[j].Equation] = y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
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}
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else
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{
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begining = it_code;
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for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
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{
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it_code = begining;
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Per_y_ = it_*y_size;
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compute_block_time(0, true, false);
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if (block >= 0)
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for (int j = 0; j < size; j++)
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residual[it_*size+j] = y[it_*y_size+Block_Contain[j].Variable] - ya[it_*y_size+Block_Contain[j].Variable];
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else
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for (int j = 0; j < size; j++)
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residual[it_*size+Block_Contain[j].Equation] = y[it_*y_size+Block_Contain[j].Variable] - ya[it_*y_size+Block_Contain[j].Variable];
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}
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}
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break;
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case BlockSimulationType::solveForwardSimple:
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g1 = static_cast<double *>(mxMalloc(size*size*sizeof(double)));
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test_mxMalloc(g1, __LINE__, __FILE__, __func__, size*size*sizeof(double));
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r = static_cast<double *>(mxMalloc(size*sizeof(double)));
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test_mxMalloc(r, __LINE__, __FILE__, __func__, size*sizeof(double));
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if (steady_state)
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{
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compute_block_time(0, true, false);
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if (block < 0)
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for (int j = 0; j < size; j++)
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residual[Block_Contain[j].Equation] = r[j];
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else
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for (int j = 0; j < size; j++)
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residual[j] = r[j];
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}
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else
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{
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begining = it_code;
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for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
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{
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it_code = begining;
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Per_y_ = it_*y_size;
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compute_block_time(0, true, false);
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if (block < 0)
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for (int j = 0; j < size; j++)
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residual[Per_y_+Block_Contain[j].Equation] = r[j];
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else
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for (int j = 0; j < size; j++)
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residual[it_*size+j] = r[j];
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}
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}
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mxFree(g1);
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mxFree(r);
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break;
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case BlockSimulationType::solveForwardComplete:
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if (initialization)
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{
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fixe_u(&u, u_count_int, u_count_int);
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Read_SparseMatrix(bin_base_name, size, 1, 0, 0, false, stack_solve_algo, solve_algo);
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}
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#ifdef DEBUG
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mexPrintf("in SOLVE FORWARD COMPLETE r = mxMalloc(%d*sizeof(double))\n", size);
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#endif
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r = static_cast<double *>(mxMalloc(size*sizeof(double)));
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test_mxMalloc(r, __LINE__, __FILE__, __func__, size*sizeof(double));
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if (steady_state)
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{
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compute_block_time(0, true, false);
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if (block < 0)
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for (int j = 0; j < size; j++)
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residual[Block_Contain[j].Equation] = r[j];
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else
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for (int j = 0; j < size; j++)
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residual[j] = r[j];
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}
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else
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{
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begining = it_code;
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for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
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{
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it_code = begining;
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Per_y_ = it_*y_size;
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compute_block_time(0, true, false);
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if (block < 0)
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for (int j = 0; j < size; j++)
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residual[it_*y_size+Block_Contain[j].Equation] = r[j];
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else
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for (int j = 0; j < size; j++)
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residual[it_*size+j] = r[j];
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}
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}
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mxFree(r);
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break;
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case BlockSimulationType::evaluateBackward:
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if (steady_state)
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{
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compute_block_time(0, true, false);
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if (block >= 0)
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for (int j = 0; j < size; j++)
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residual[j] = y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
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else
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for (int j = 0; j < size; j++)
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residual[Block_Contain[j].Equation] = y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
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}
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else
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{
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begining = it_code;
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for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
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{
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it_code = begining;
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Per_y_ = it_*y_size;
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compute_block_time(0, true, false);
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if (block >= 0)
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for (int j = 0; j < size; j++)
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residual[it_*size+j] = y[it_*y_size+Block_Contain[j].Variable] - ya[it_*y_size+Block_Contain[j].Variable];
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else
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for (int j = 0; j < size; j++)
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residual[it_*size+Block_Contain[j].Equation] = y[it_*y_size+Block_Contain[j].Variable] - ya[it_*y_size+Block_Contain[j].Variable];
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}
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}
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break;
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case BlockSimulationType::solveBackwardSimple:
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g1 = static_cast<double *>(mxMalloc(size*size*sizeof(double)));
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test_mxMalloc(g1, __LINE__, __FILE__, __func__, size*size*sizeof(double));
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r = static_cast<double *>(mxMalloc(size*sizeof(double)));
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test_mxMalloc(r, __LINE__, __FILE__, __func__, size*sizeof(double));
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if (steady_state)
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{
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compute_block_time(0, true, false);
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if (block < 0)
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for (int j = 0; j < size; j++)
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residual[Block_Contain[j].Equation] = r[j];
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else
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for (int j = 0; j < size; j++)
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residual[j] = r[j];
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}
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else
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{
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begining = it_code;
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for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
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{
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it_code = begining;
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Per_y_ = it_*y_size;
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compute_block_time(0, true, false);
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if (block < 0)
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for (int j = 0; j < size; j++)
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residual[Per_y_+Block_Contain[j].Equation] = r[j];
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else
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for (int j = 0; j < size; j++)
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residual[it_*size+j] = r[j];
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}
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}
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mxFree(g1);
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mxFree(r);
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break;
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case BlockSimulationType::solveBackwardComplete:
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if (initialization)
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{
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fixe_u(&u, u_count_int, u_count_int);
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Read_SparseMatrix(bin_base_name, size, 1, 0, 0, false, stack_solve_algo, solve_algo);
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}
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r = static_cast<double *>(mxMalloc(size*sizeof(double)));
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test_mxMalloc(r, __LINE__, __FILE__, __func__, size*sizeof(double));
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if (steady_state)
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{
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compute_block_time(0, true, false);
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if (block < 0)
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for (int j = 0; j < size; j++)
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residual[Block_Contain[j].Equation] = r[j];
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else
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for (int j = 0; j < size; j++)
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residual[j] = r[j];
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}
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else
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{
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begining = it_code;
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for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
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{
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it_code = begining;
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Per_y_ = it_*y_size;
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compute_block_time(0, true, false);
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if (block < 0)
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for (int j = 0; j < size; j++)
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residual[Per_y_+Block_Contain[j].Equation] = r[j];
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else
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for (int j = 0; j < size; j++)
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residual[it_*size+j] = r[j];
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}
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}
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mxFree(r);
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break;
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case BlockSimulationType::solveTwoBoundariesSimple:
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case BlockSimulationType::solveTwoBoundariesComplete:
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if (initialization)
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{
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fixe_u(&u, u_count_int, u_count_int);
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Read_SparseMatrix(bin_base_name, size, periods, y_kmin, y_kmax, true, stack_solve_algo, solve_algo);
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}
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u_count = u_count_int*(periods+y_kmax+y_kmin);
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r = static_cast<double *>(mxMalloc(size*sizeof(double)));
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test_mxMalloc(r, __LINE__, __FILE__, __func__, size*sizeof(double));
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begining = it_code;
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for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
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{
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Per_u_ = (it_-y_kmin)*u_count_int;
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Per_y_ = it_*y_size;
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it_code = begining;
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compute_block_time(Per_u_, true, false);
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if (block < 0)
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for (int j = 0; j < size; j++)
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residual[it_*y_size+Block_Contain[j].Equation] = r[j];
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else
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for (int j = 0; j < size; j++)
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residual[it_*size+j] = r[j];
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}
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mxFree(r);
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break;
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case BlockSimulationType::unknown:
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throw FatalExceptionHandling("UNKNOWN block simulation type: impossible case");
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}
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}
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int
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Interpreter::simulate_a_block(const vector_table_conditional_local_type &vector_table_conditional_local)
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{
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it_code_type begining;
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max_res = 0;
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max_res_idx = 0;
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bool cvg;
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double *y_save;
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#ifdef DEBUG
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mexPrintf("simulate_a_block type = %d, periods=%d, y_kmin=%d, y_kmax=%d\n", type, periods, y_kmin, y_kmax);
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mexEvalString("drawnow;");
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#endif
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switch (static_cast<BlockSimulationType>(type))
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{
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case BlockSimulationType::evaluateForward:
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#ifdef DEBUG
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mexPrintf("EVALUATE FORWARD\n");
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mexEvalString("drawnow;");
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#endif
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evaluate_over_periods(true);
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break;
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case BlockSimulationType::evaluateBackward:
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#ifdef DEBUG
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mexPrintf("EVALUATE BACKWARD\n");
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mexEvalString("drawnow;");
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#endif
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evaluate_over_periods(false);
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break;
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case BlockSimulationType::solveForwardSimple:
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#ifdef DEBUG
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mexPrintf("SOLVE FORWARD SIMPLE size=%d\n", size);
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mexEvalString("drawnow;");
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#endif
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solve_simple_over_periods(true);
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break;
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case BlockSimulationType::solveBackwardSimple:
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#ifdef DEBUG
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mexPrintf("SOLVE BACKWARD SIMPLE\n");
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mexEvalString("drawnow;");
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#endif
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solve_simple_over_periods(false);
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break;
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case BlockSimulationType::solveForwardComplete:
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#ifdef DEBUG
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mexPrintf("SOLVE FORWARD COMPLETE\n");
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mexEvalString("drawnow;");
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#endif
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if (vector_table_conditional_local.size())
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{
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auto curr_it_code = it_code;
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evaluate_a_block(true);
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it_code = curr_it_code;
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}
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else
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{
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fixe_u(&u, u_count_int, u_count_int);
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Read_SparseMatrix(bin_base_name, size, 1, 0, 0, false, stack_solve_algo, solve_algo);
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}
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start_code = it_code;
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Per_u_ = 0;
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Simulate_Newton_One_Boundary(true);
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mxFree(u);
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mxFree(index_equa);
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mxFree(index_vara);
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memset(direction, 0, size_of_direction);
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End_Solver();
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break;
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case BlockSimulationType::solveBackwardComplete:
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#ifdef DEBUG
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mexPrintf("SOLVE BACKWARD COMPLETE\n");
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mexEvalString("drawnow;");
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#endif
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if (vector_table_conditional_local.size())
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{
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auto curr_it_code = it_code;
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evaluate_a_block(true);
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it_code = curr_it_code;
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}
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else
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{
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fixe_u(&u, u_count_int, u_count_int);
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Read_SparseMatrix(bin_base_name, size, 1, 0, 0, false, stack_solve_algo, solve_algo);
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}
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start_code = it_code;
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Per_u_ = 0;
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Simulate_Newton_One_Boundary(false);
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mxFree(index_equa);
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mxFree(index_vara);
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memset(direction, 0, size_of_direction);
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mxFree(u);
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End_Solver();
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break;
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case BlockSimulationType::solveTwoBoundariesSimple:
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case BlockSimulationType::solveTwoBoundariesComplete:
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#ifdef DEBUG
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mexPrintf("SOLVE TWO BOUNDARIES\n");
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mexEvalString("drawnow;");
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#endif
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if (steady_state)
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{
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mexPrintf("SOLVE TWO BOUNDARIES in a steady state model: impossible case\n");
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return ERROR_ON_EXIT;
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}
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if (vector_table_conditional_local.size())
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{
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auto curr_it_code = it_code;
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evaluate_a_block(true);
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it_code = curr_it_code;
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}
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else
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{
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fixe_u(&u, u_count_int, u_count_int);
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Read_SparseMatrix(bin_base_name, size, periods, y_kmin, y_kmax, true, stack_solve_algo, solve_algo);
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}
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u_count = u_count_int*(periods+y_kmax+y_kmin);
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r = static_cast<double *>(mxMalloc(size*sizeof(double)));
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test_mxMalloc(r, __LINE__, __FILE__, __func__, size*sizeof(double));
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res = static_cast<double *>(mxMalloc(size*periods*sizeof(double)));
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test_mxMalloc(res, __LINE__, __FILE__, __func__, size*periods*sizeof(double));
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y_save = static_cast<double *>(mxMalloc(y_size*sizeof(double)*(periods+y_kmax+y_kmin)));
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test_mxMalloc(y_save, __LINE__, __FILE__, __func__, y_size*sizeof(double)*(periods+y_kmax+y_kmin));
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start_code = it_code;
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iter = 0;
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if (!is_linear
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|| stack_solve_algo == 4) // On linear blocks, stack_solve_algo=4 may
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// need more than one iteration to find the
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// optimal (unitary!) path length
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{
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cvg = false;
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glambda2 = g0 = very_big;
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try_at_iteration = 0;
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int u_count_saved = u_count;
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while (!(cvg || (iter > maxit_)))
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{
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res2 = 0;
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res1 = 0;
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max_res = 0;
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max_res_idx = 0;
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copy_n(y, y_size*(periods+y_kmax+y_kmin), y_save);
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if (vector_table_conditional_local.size())
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for (auto & it1 : vector_table_conditional_local)
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if (it1.is_cond)
|
|
y[it1.var_endo + y_kmin * size] = it1.constrained_value;
|
|
compute_complete_2b(false, &res1, &res2, &max_res, &max_res_idx);
|
|
end_code = it_code;
|
|
if (!(isnan(res1) || isinf(res1)))
|
|
cvg = (max_res < solve_tolf);
|
|
if (isnan(res1) || isinf(res1) || (stack_solve_algo == 4 && iter > 0))
|
|
copy_n(y_save, y_size*(periods+y_kmax+y_kmin), y);
|
|
u_count = u_count_saved;
|
|
int prev_iter = iter;
|
|
Simulate_Newton_Two_Boundaries(block_num, symbol_table_endo_nbr, y_kmin, y_kmax, size, periods, cvg, minimal_solving_periods, stack_solve_algo, endo_name_length, P_endo_names, vector_table_conditional_local);
|
|
iter++;
|
|
if (iter > prev_iter)
|
|
{
|
|
g0 = res2;
|
|
gp0 = -res2;
|
|
try_at_iteration = 0;
|
|
slowc_save = slowc;
|
|
}
|
|
}
|
|
if (!cvg)
|
|
throw FatalExceptionHandling(" in Solve two boundaries, convergence not achieved in block "
|
|
+ to_string(block_num+1) + ", after "
|
|
+ to_string(iter) + " iterations\n");
|
|
}
|
|
else
|
|
{
|
|
res1 = 0;
|
|
res2 = 0;
|
|
max_res = 0; max_res_idx = 0;
|
|
|
|
compute_complete_2b(false, &res1, &res2, &max_res, &max_res_idx);
|
|
end_code = it_code;
|
|
|
|
cvg = false;
|
|
Simulate_Newton_Two_Boundaries(block_num, symbol_table_endo_nbr, y_kmin, y_kmax, size, periods, cvg, minimal_solving_periods, stack_solve_algo, endo_name_length, P_endo_names, vector_table_conditional_local);
|
|
max_res = 0; max_res_idx = 0;
|
|
}
|
|
slowc = 1; // slowc is modified when stack_solve_algo=4, so restore it
|
|
it_code = end_code;
|
|
if (r)
|
|
mxFree(r);
|
|
if (y_save)
|
|
mxFree(y_save);
|
|
if (u)
|
|
mxFree(u);
|
|
if (index_vara)
|
|
mxFree(index_vara);
|
|
if (index_equa)
|
|
mxFree(index_equa);
|
|
if (res)
|
|
mxFree(res);
|
|
memset(direction, 0, size_of_direction);
|
|
End_Solver();
|
|
break;
|
|
default:
|
|
throw FatalExceptionHandling(" in simulate_a_block, Unknown type = " + to_string(type) + "\n");
|
|
return ERROR_ON_EXIT;
|
|
}
|
|
return NO_ERROR_ON_EXIT;
|
|
}
|
|
|
|
void
|
|
Interpreter::print_a_block()
|
|
{
|
|
it_code_type begining;
|
|
if (block < 0)
|
|
mexPrintf("\nBlock %d\n", block_num+1);
|
|
else
|
|
mexPrintf("\nBlock %d\n", block+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 == Tags::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;
|
|
}
|
|
}
|
|
}
|
|
|
|
void
|
|
Interpreter::ReadCodeFile(string file_name, CodeLoad &code)
|
|
{
|
|
if (steady_state)
|
|
file_name += "/model/bytecode/static";
|
|
else
|
|
file_name += "/model/bytecode/dynamic";
|
|
|
|
//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())
|
|
throw FatalExceptionHandling(" in compute_blocks, " + file_name + ".cod cannot be opened\n");
|
|
if (block >= static_cast<int>(code.get_block_number()))
|
|
throw FatalExceptionHandling(" in compute_blocks, input argument block = " + to_string(block+1)
|
|
+ " is greater than the number of blocks in the model ("
|
|
+ to_string(code.get_block_number()) + " see M_.block_structure_stat.block)\n");
|
|
}
|
|
|
|
void
|
|
Interpreter::check_for_controlled_exo_validity(FBEGINBLOCK_ *fb, const vector<s_plan> &sconstrained_extended_path)
|
|
{
|
|
vector<int> exogenous = fb->get_exogenous();
|
|
vector<int> endogenous = fb->get_endogenous();
|
|
for (auto & it : sconstrained_extended_path)
|
|
{
|
|
if (find(endogenous.begin(), endogenous.end(), it.exo_num) != endogenous.end()
|
|
&& find(exogenous.begin(), exogenous.end(), it.var_num) == exogenous.end())
|
|
throw FatalExceptionHandling("\n the conditional forecast involving as constrained variable "
|
|
+ get_variable(SymbolType::endogenous, it.exo_num)
|
|
+ " and as endogenized exogenous " + get_variable(SymbolType::exogenous, it.var_num)
|
|
+ " that do not appear in block=" + to_string(Block_Count+1)
|
|
+ ")\n You should not use block in model options\n");
|
|
else if (find(endogenous.begin(), endogenous.end(), it.exo_num) != endogenous.end()
|
|
&& find(exogenous.begin(), exogenous.end(), it.var_num) != exogenous.end()
|
|
&& (fb->get_type() == static_cast<uint8_t>(BlockSimulationType::evaluateForward)
|
|
|| fb->get_type() == static_cast<uint8_t>(BlockSimulationType::evaluateBackward)))
|
|
throw FatalExceptionHandling("\n the conditional forecast cannot be implemented for the block="
|
|
+ to_string(Block_Count+1) + ") that has to be evaluated instead to be solved\n You should not use block in model options\n");
|
|
else if (find(previous_block_exogenous.begin(), previous_block_exogenous.end(), it.var_num)
|
|
!= previous_block_exogenous.end())
|
|
throw FatalExceptionHandling("\n the conditional forecast involves in the block "
|
|
+ to_string(Block_Count+1) + " the endogenized exogenous "
|
|
+ get_variable(SymbolType::exogenous, it.var_num)
|
|
+ " that appear also in a previous block\n You should not use block in model options\n");
|
|
}
|
|
for (auto it : exogenous)
|
|
previous_block_exogenous.push_back(it);
|
|
}
|
|
|
|
bool
|
|
Interpreter::MainLoop(const string &bin_basename, const CodeLoad &code, bool evaluate, int block, bool last_call, bool constrained, const vector<s_plan> &sconstrained_extended_path, const vector_table_conditional_local_type &vector_table_conditional_local)
|
|
{
|
|
int var;
|
|
Block_Count = -1;
|
|
bool go_on = true;
|
|
double max_res_local = 0;
|
|
int max_res_idx_local = 0;
|
|
|
|
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 Tags::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
|
|
{
|
|
auto *fb = static_cast<FBEGINBLOCK_ *>(it_code->second);
|
|
Block_Contain = fb->get_Block_Contain();
|
|
it_code++;
|
|
if (constrained)
|
|
check_for_controlled_exo_validity(fb, sconstrained_extended_path);
|
|
set_block(fb->get_size(), fb->get_type(), file_name, bin_basename, Block_Count, fb->get_is_linear(), fb->get_endo_nbr(), fb->get_Max_Lag(), fb->get_Max_Lead(), fb->get_u_count_int(), block);
|
|
if (print)
|
|
print_a_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());
|
|
mexPrintf("(0) Allocating Jacobian\n");
|
|
#endif
|
|
|
|
jacobian_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_exo_jacob(), mxREAL));
|
|
jacobian_det_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_det_exo_jacob(), 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(true);
|
|
}
|
|
else
|
|
{
|
|
#ifdef DEBUG
|
|
mexPrintf("endo in Block_Count=%d, size=%d, type=%d, steady_state=%d, print_it=%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",
|
|
Block_Count+1, fb->get_size(), fb->get_type(), steady_state, print_it, fb->get_is_linear(), fb->get_endo_nbr(), fb->get_Max_Lag(), fb->get_Max_Lead(), fb->get_u_count_int());
|
|
#endif
|
|
bool result;
|
|
if (sconstrained_extended_path.size())
|
|
{
|
|
//mexPrintf("(1) Allocating Jacobian fb->get_size()=%d fb->get_nb_col_jacob()=%d\n", fb->get_size(), fb->get_nb_col_jacob());
|
|
jacobian_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_jacob(), mxREAL));
|
|
//mexPrintf("mxGetPr(jacobian_block[block_num])=%x\n",mxGetPr(jacobian_block[0]));
|
|
jacobian_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_exo_jacob(), mxREAL));
|
|
jacobian_det_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_det_exo_jacob(), mxREAL));
|
|
jacobian_other_endo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_other_endo_jacob(), mxREAL));
|
|
residual = vector<double>(fb->get_size()*(periods+y_kmin));
|
|
result = simulate_a_block(vector_table_conditional_local);
|
|
|
|
mxDestroyArray(jacobian_block.back());
|
|
jacobian_block.pop_back();
|
|
mxDestroyArray(jacobian_exo_block.back());
|
|
jacobian_exo_block.pop_back();
|
|
mxDestroyArray(jacobian_det_exo_block.back());
|
|
jacobian_det_exo_block.pop_back();
|
|
mxDestroyArray(jacobian_other_endo_block.back());
|
|
jacobian_other_endo_block.pop_back();
|
|
}
|
|
else
|
|
result = simulate_a_block(vector_table_conditional_local);
|
|
//mexPrintf("OKe\n");
|
|
if (max_res > max_res_local)
|
|
{
|
|
max_res_local = max_res;
|
|
max_res_idx_local = max_res_idx;
|
|
}
|
|
if (result == ERROR_ON_EXIT)
|
|
return ERROR_ON_EXIT;
|
|
}
|
|
if (last_call)
|
|
delete fb;
|
|
}
|
|
if (block >= 0)
|
|
go_on = false;
|
|
|
|
break;
|
|
case Tags::FEND:
|
|
#ifdef DEBUG
|
|
mexPrintf("FEND\n");
|
|
#endif
|
|
go_on = false;
|
|
it_code++;
|
|
break;
|
|
case Tags::FDIMT:
|
|
#ifdef DEBUG
|
|
mexPrintf("FDIMT size=%d\n", static_cast<FDIMT_ *>(it_code->second)->get_size());
|
|
#endif
|
|
var = static_cast<FDIMT_ *>(it_code->second)->get_size();
|
|
if (T)
|
|
mxFree(T);
|
|
T = static_cast<double *>(mxMalloc(var*(periods+y_kmin+y_kmax)*sizeof(double)));
|
|
test_mxMalloc(T, __LINE__, __FILE__, __func__, 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 Tags::FDIMST:
|
|
#ifdef DEBUG
|
|
mexPrintf("FDIMST size=%d\n", static_cast<FDIMST_ *>(it_code->second)->get_size());
|
|
#endif
|
|
var = static_cast<FDIMST_ *>(it_code->second)->get_size();
|
|
if (T)
|
|
mxFree(T);
|
|
if (global_temporary_terms)
|
|
{
|
|
if (!GlobalTemporaryTerms)
|
|
{
|
|
mexPrintf("GlobalTemporaryTerms is nullptr\n");
|
|
mexEvalString("drawnow;");
|
|
}
|
|
if (var != static_cast<int>(mxGetNumberOfElements(GlobalTemporaryTerms)))
|
|
GlobalTemporaryTerms = mxCreateDoubleMatrix(var, 1, mxREAL);
|
|
T = mxGetPr(GlobalTemporaryTerms);
|
|
}
|
|
else
|
|
{
|
|
T = static_cast<double *>(mxMalloc(var*sizeof(double)));
|
|
test_mxMalloc(T, __LINE__, __FILE__, __func__, var*sizeof(double));
|
|
}
|
|
|
|
if (block >= 0)
|
|
it_code = code_liste.begin() + code.get_begin_block(block);
|
|
else
|
|
it_code++;
|
|
break;
|
|
default:
|
|
throw FatalExceptionHandling(" in compute_blocks, unknown command "
|
|
+ to_string(static_cast<int>(it_code->first)) + " (block="
|
|
+ to_string(Block_Count) + ")\n");
|
|
}
|
|
}
|
|
max_res = max_res_local;
|
|
max_res_idx = max_res_idx_local;
|
|
Close_SaveCode();
|
|
return true;
|
|
}
|
|
|
|
string
|
|
Interpreter::elastic(string str, unsigned int len, bool left)
|
|
{
|
|
if (str.length() > len)
|
|
return str;
|
|
else
|
|
{
|
|
int diff = len - str.length();
|
|
if (diff % 2 == 0)
|
|
{
|
|
if (left)
|
|
{
|
|
//mexPrintf("(1) diff=%d\n",diff);
|
|
str.insert(str.end(), diff-1, ' ');
|
|
str.insert(str.begin(), 1, ' ');
|
|
}
|
|
else
|
|
{
|
|
str.insert(str.end(), diff/2, ' ');
|
|
str.insert(str.begin(), diff/2, ' ');
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (left)
|
|
{
|
|
//mexPrintf("(2) diff=%d\n",diff);
|
|
str.insert(str.end(), diff-1, ' ');
|
|
str.insert(str.begin(), 1, ' ');
|
|
}
|
|
else
|
|
{
|
|
str.insert(str.end(), ceil(diff/2), ' ');
|
|
str.insert(str.begin(), ceil(diff/2+1), ' ');
|
|
}
|
|
}
|
|
return str;
|
|
}
|
|
}
|
|
|
|
bool
|
|
Interpreter::extended_path(const string &file_name, const string &bin_basename, bool evaluate, int block, int &nb_blocks, int nb_periods, const vector<s_plan> &sextended_path, const vector<s_plan> &sconstrained_extended_path, const vector<string> &dates, const table_conditional_global_type &table_conditional_global)
|
|
{
|
|
CodeLoad code;
|
|
|
|
ReadCodeFile(file_name, code);
|
|
it_code = code_liste.begin();
|
|
it_code_type Init_Code = code_liste.begin();
|
|
size_t size_of_direction = y_size*col_y*sizeof(double);
|
|
auto *y_save = static_cast<double *>(mxMalloc(size_of_direction));
|
|
test_mxMalloc(y_save, __LINE__, __FILE__, __func__, size_of_direction);
|
|
auto *x_save = static_cast<double *>(mxMalloc(nb_row_x * col_x *sizeof(double)));
|
|
test_mxMalloc(x_save, __LINE__, __FILE__, __func__, nb_row_x * col_x *sizeof(double));
|
|
|
|
vector_table_conditional_local_type vector_table_conditional_local;
|
|
vector_table_conditional_local.clear();
|
|
|
|
int endo_name_length_l = endo_name_length;
|
|
for (int j = 0; j < col_x* nb_row_x; j++)
|
|
{
|
|
x_save[j] = x[j];
|
|
x[j] = 0;
|
|
}
|
|
for (int j = 0; j < col_x; j++)
|
|
x[y_kmin + j * nb_row_x] = x_save[y_kmin + j * nb_row_x];
|
|
for (int i = 0; i < y_size * col_y; i++)
|
|
y_save[i] = y[i];
|
|
if (endo_name_length_l < 8)
|
|
endo_name_length_l = 8;
|
|
bool old_print_it = print_it;
|
|
print_it = false;
|
|
ostringstream res1;
|
|
res1 << std::scientific << 2.54656875434865131;
|
|
int real_max_length = res1.str().length();
|
|
int date_length = dates[0].length();
|
|
int table_length = 2 + date_length + 3 + endo_name_length_l + 3 + real_max_length + 3 + 3 + 2 + 6 + 2;
|
|
string line;
|
|
line.insert(line.begin(), table_length, '-');
|
|
line.insert(line.length(), "\n");
|
|
if (old_print_it)
|
|
{
|
|
mexPrintf("\nExtended Path simulation:\n");
|
|
mexPrintf("-------------------------\n");
|
|
mexPrintf(line.c_str());
|
|
string title = "|" + elastic("date", date_length+2, false) + "|" + elastic("variable", endo_name_length_l+2, false) + "|" + elastic("max. value", real_max_length+2, false) + "| iter. |" + elastic("cvg", 5, false) + "|\n";
|
|
mexPrintf(title.c_str());
|
|
mexPrintf(line.c_str());
|
|
}
|
|
for (int t = 0; t < nb_periods; t++)
|
|
{
|
|
nb_blocks = 0;
|
|
previous_block_exogenous.clear();
|
|
if (old_print_it)
|
|
{
|
|
mexPrintf("|%s|", elastic(dates[t], date_length+2, false).c_str());
|
|
mexEvalString("drawnow;");
|
|
}
|
|
for (const auto & it : sextended_path)
|
|
x[y_kmin + (it.exo_num - 1) * nb_row_x] = it.value[t];
|
|
|
|
it_code = Init_Code;
|
|
vector_table_conditional_local.clear();
|
|
if (auto it = table_conditional_global.find(t); it != table_conditional_global.end())
|
|
vector_table_conditional_local = it->second;
|
|
if (t < nb_periods)
|
|
MainLoop(bin_basename, code, evaluate, block, false, true, sconstrained_extended_path, vector_table_conditional_local);
|
|
else
|
|
MainLoop(bin_basename, code, evaluate, block, true, true, sconstrained_extended_path, vector_table_conditional_local);
|
|
for (int j = 0; j < y_size; j++)
|
|
{
|
|
y_save[j + (t + y_kmin) * y_size] = y[j + y_kmin * y_size];
|
|
if (y_kmin > 0)
|
|
y[j] = y[j + y_kmin * y_size];
|
|
}
|
|
for (int j = 0; j < col_x; j++)
|
|
{
|
|
x_save[t + y_kmin + j * nb_row_x] = x[y_kmin + j * nb_row_x];
|
|
if (t < nb_periods)
|
|
x[y_kmin + j * nb_row_x] = x_save[t + 1 + y_kmin + j * nb_row_x];
|
|
}
|
|
|
|
if (old_print_it)
|
|
{
|
|
ostringstream res1;
|
|
res1 << std::scientific << max_res;
|
|
mexPrintf("%s|%s| %4d | x |\n", elastic(P_endo_names[max_res_idx], endo_name_length_l+2, true).c_str(), elastic(res1.str(), real_max_length+2, false).c_str(), iter);
|
|
mexPrintf(line.c_str());
|
|
mexEvalString("drawnow;");
|
|
}
|
|
}
|
|
print_it = old_print_it;
|
|
for (int i = 0; i < y_size * col_y; i++)
|
|
y[i] = y_save[i];
|
|
for (int j = 0; j < col_x * nb_row_x; j++)
|
|
x[j] = x_save[j];
|
|
if (Init_Code->second)
|
|
mxFree(Init_Code->second);
|
|
if (y_save)
|
|
mxFree(y_save);
|
|
if (x_save)
|
|
mxFree(x_save);
|
|
nb_blocks = Block_Count+1;
|
|
if (T && !global_temporary_terms)
|
|
mxFree(T);
|
|
return true;
|
|
}
|
|
|
|
bool
|
|
Interpreter::compute_blocks(const string &file_name, const string &bin_basename, bool evaluate, int block, int &nb_blocks)
|
|
{
|
|
CodeLoad code;
|
|
ReadCodeFile(file_name, code);
|
|
|
|
//The big loop on intructions
|
|
it_code = code_liste.begin();
|
|
auto Init_Code = it_code;
|
|
vector<s_plan> s_plan_junk;
|
|
vector_table_conditional_local_type vector_table_conditional_local_junk;
|
|
|
|
MainLoop(bin_basename, code, evaluate, block, true, false, s_plan_junk, vector_table_conditional_local_junk);
|
|
|
|
mxFree(Init_Code->second);
|
|
nb_blocks = Block_Count+1;
|
|
if (T && !global_temporary_terms)
|
|
mxFree(T);
|
|
return true;
|
|
}
|