dynare/mex/sources/estimation/utils/dynamic_dll.hh

77 lines
2.5 KiB
C++

/*
* Copyright (C) 2010-2017 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
#if defined(_WIN32) || defined(__CYGWIN32__)
# ifndef NOMINMAX
# define NOMINMAX // Do not define "min" and "max" macros
# endif
# include <windows.h>
#else
# include <dlfcn.h> // unix/linux DLL (.so) handling routines
#endif
#include <string>
#include "Matrix.hh"
#include "ts_exception.h"
// <model>_Dynamic DLL pointer
typedef void (*DynamicFn)(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state,
int it_, double *residual, double *g1, double *g2, double *g3);
/**
* creates pointer to Dynamic function inside <model>_dynamic.dll
* and handles calls to it.
**/
class DynamicModelDLL
{
private:
DynamicFn Dynamic; // pointer to the Dynamic function in DLL
#if defined(_WIN32) || defined(__CYGWIN32__)
HINSTANCE dynamicHinstance; // DLL instance pointer in Windows
#else
void *dynamicHinstance; // and in Linux or Mac
#endif
public:
// construct and load Dynamic model DLL
DynamicModelDLL(const std::string &basename) throw (TSException);
virtual
~DynamicModelDLL();
//! evaluate Dynamic model DLL
template<class Vec1, class Vec2, class Vec3, class Vec4, class Mat1>
void
eval(const Vec1 &y, const Mat1 &x, const Vec2 &modParams, const Vec3 &ySteady,
Vec4 &residual, Matrix *g1, Matrix *g2, Matrix *g3) throw (TSException)
{
assert(y.getStride() == 1);
assert(x.getLd() == x.getRows());
assert(modParams.getStride() == 1);
assert(ySteady.getStride() == 1);
assert(residual.getStride() == 1);
assert(g1->getLd() == g1->getRows());
assert(g2->getLd() == g2->getRows());
assert(g3->getLd() == g3->getRows());
Dynamic(y.getData(), x.getData(), 1, modParams.getData(), ySteady.getData(), 0, residual.getData(),
g1 == NULL ? NULL : g1->getData(), g2 == NULL ? NULL : g2->getData(), g3 == NULL ? NULL : g3->getData());
};
};