dynare/mex/sources/k_order_perturbation/dynamic_dll.hh

98 lines
3.5 KiB
C++

/*
* Copyright © 2008-2020 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 <https://www.gnu.org/licenses/>.
*/
#ifndef _DYNAMIC_DLL_HH
#define _DYNAMIC_DLL_HH
#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 <memory>
#include <utility>
#include "dynare_exception.hh"
#include "dynamic_abstract_class.hh"
using dynamic_tt_fct = void (*)(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T);
using dynamic_resid_or_g1_fct = void (*)(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *resid_or_g1);
using dynamic_higher_deriv_fct = void (*)(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *g_i, double *g_j, double *g_v);
/**
* creates pointer to Dynamic function inside <model>_dynamic.dll
* and handles calls to it.
**/
class DynamicModelDLL : public DynamicModelAC
{
private:
std::vector<dynamic_tt_fct> dynamic_tt;
dynamic_resid_or_g1_fct dynamic_resid, dynamic_g1;
std::vector<dynamic_higher_deriv_fct> dynamic_higher_deriv; // Index 0 is g2
#if defined(_WIN32) || defined(__CYGWIN32__)
HINSTANCE dynamicHinstance; // DLL instance pointer in Windows
#else
void *dynamicHinstance; // and in Linux or Mac
#endif
std::unique_ptr<double[]> tt; // Vector of temporary terms
template<typename T>
std::pair<T, dynamic_tt_fct>
getSymbolsFromDLL(const std::string &funcname, const std::string &fName)
{
dynamic_tt_fct tt;
T deriv;
#if defined(__CYGWIN32__) || defined(_WIN32)
deriv = reinterpret_cast<T>(GetProcAddress(dynamicHinstance, funcname.c_str()));
tt = reinterpret_cast<dynamic_tt_fct>(GetProcAddress(dynamicHinstance, (funcname + "_tt").c_str()));
#else
deriv = reinterpret_cast<T>(dlsym(dynamicHinstance, funcname.c_str()));
tt = reinterpret_cast<dynamic_tt_fct>(dlsym(dynamicHinstance, (funcname + "_tt").c_str()));
#endif
if (!deriv || !tt)
{
#if defined(__CYGWIN32__) || defined(_WIN32)
FreeLibrary(dynamicHinstance);
#else
dlclose(dynamicHinstance);
#endif
throw DynareException(__FILE__, __LINE__, "Error when loading symbols from " + fName
#if !defined(__CYGWIN32__) && !defined(_WIN32)
+ ": " + dlerror()
#endif
);
}
return { deriv, tt };
}
public:
// construct and load Dynamic model DLL
explicit DynamicModelDLL(const std::string &fname, int ntt_arg, int order);
virtual ~DynamicModelDLL();
void eval(const Vector &y, const Vector &x, const Vector &params, const Vector &ySteady,
Vector &residual, std::vector<TwoDMatrix> &md) override;
};
#endif