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dynare/mex/sources/bytecode/Evaluate.cc

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/*
* Copyright © 2013-2017 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/>.
*/
#include <cstring>
#include <sstream>
#include <math.h>
#include "Evaluate.hh"
#ifdef MATLAB_MEX_FILE
extern "C" bool utIsInterruptPending();
#endif
Evaluate::Evaluate()
{
symbol_table_endo_nbr = 0;
Block_List_Max_Lag = 0;
Block_List_Max_Lead = 0;
u_count_int = 0;
block = -1;
}
Evaluate::Evaluate(const int y_size_arg, const int y_kmin_arg, const int y_kmax_arg, const bool print_it_arg, const bool steady_state_arg, const int periods_arg, const int minimal_solving_periods_arg, const double slowc_arg) :
print_it(print_it_arg), minimal_solving_periods(minimal_solving_periods_arg)
{
symbol_table_endo_nbr = 0;
Block_List_Max_Lag = 0;
Block_List_Max_Lead = 0;
u_count_int = 0;
block = -1;
y_size = y_size_arg;
y_kmin = y_kmin_arg;
y_kmax = y_kmax_arg;
periods = periods_arg;
steady_state = steady_state_arg;
slowc = slowc_arg;
}
double
Evaluate::pow1(double a, double b)
{
double r = pow_(a, b);
if (isnan(r) || isinf(r))
{
res1 = NAN;
r = 0.0000000000000000000000001;
if (print_error)
throw PowExceptionHandling(a, b);
}
return r;
}
double
Evaluate::divide(double a, double b)
{
double r = a / b;
if (isnan(r) || isinf(r))
{
res1 = NAN;
r = 1e70;
if (print_error)
throw DivideExceptionHandling(a, b);
}
return r;
}
double
Evaluate::log1(double a)
{
double r = log(a);
if (isnan(r) || isinf(r))
{
res1 = NAN;
r = -1e70;
if (print_error)
throw LogExceptionHandling(a);
}
return r;
}
double
Evaluate::log10_1(double a)
{
double r = log(a);
if (isnan(r) || isinf(r))
{
res1 = NAN;
r = -1e70;
if (print_error)
throw Log10ExceptionHandling(a);
}
return r;
}
void
Evaluate::compute_block_time(const int Per_u_, const bool evaluate, /*const int block_num, const int size, const bool steady_state,*/ const bool no_derivative)
{
int var = 0, lag = 0, op;
unsigned int eq, pos_col;
ostringstream tmp_out;
double v1, v2, v3;
bool go_on = true;
double ll;
double rr;
double *jacob = NULL, *jacob_other_endo = NULL, *jacob_exo = NULL, *jacob_exo_det = NULL;
EQN_block = block_num;
stack<double> Stack;
ExternalFunctionType function_type = ExternalFunctionType::withoutDerivative;
#ifdef DEBUG
mexPrintf("compute_block_time\n");
#endif
if (evaluate)
{
jacob = mxGetPr(jacobian_block[block_num]);
if (!steady_state)
{
jacob_other_endo = mxGetPr(jacobian_other_endo_block[block_num]);
jacob_exo = mxGetPr(jacobian_exo_block[block_num]);
jacob_exo_det = mxGetPr(jacobian_det_exo_block[block_num]);
}
}
#ifdef MATLAB_MEX_FILE
if (utIsInterruptPending())
throw UserExceptionHandling();
#endif
while (go_on)
{
#ifdef DEBUG
mexPrintf("it_code->first=%d\n", it_code->first);
#endif
switch (it_code->first)
{
case FNUMEXPR:
#ifdef DEBUG
mexPrintf("FNUMEXPR\n");
#endif
it_code_expr = it_code;
switch (static_cast<FNUMEXPR_ *>(it_code->second)->get_expression_type())
{
case TemporaryTerm:
#ifdef DEBUG
mexPrintf("TemporaryTerm\n");
#endif
EQN_type = TemporaryTerm;
EQN_equation = static_cast<FNUMEXPR_ *>(it_code->second)->get_equation();
#ifdef DEBUG
mexPrintf("EQN_equation=%d\n", EQN_equation); mexEvalString("drawnow;");
#endif
break;
case ModelEquation:
#ifdef DEBUG
mexPrintf("ModelEquation\n");
#endif
EQN_type = ModelEquation;
EQN_equation = static_cast<FNUMEXPR_ *>(it_code->second)->get_equation();
break;
case FirstEndoDerivative:
#ifdef DEBUG
mexPrintf("FirstEndoDerivative\n");
#endif
EQN_type = FirstEndoDerivative;
EQN_equation = static_cast<FNUMEXPR_ *>(it_code->second)->get_equation();
EQN_dvar1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable1();
EQN_lag1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag1();
break;
case FirstOtherEndoDerivative:
#ifdef DEBUG
mexPrintf("FirstOtherEndoDerivative\n");
#endif
EQN_type = FirstOtherEndoDerivative;
EQN_equation = static_cast<FNUMEXPR_ *>(it_code->second)->get_equation();
EQN_dvar1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable1();
EQN_lag1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag1();
break;
case FirstExoDerivative:
#ifdef DEBUG
mexPrintf("FirstExoDerivative\n");
#endif
EQN_type = FirstExoDerivative;
EQN_equation = static_cast<FNUMEXPR_ *>(it_code->second)->get_equation();
EQN_dvar1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable1();
EQN_lag1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag1();
break;
case FirstExodetDerivative:
#ifdef DEBUG
mexPrintf("FirstExodetDerivative\n");
#endif
EQN_type = FirstExodetDerivative;
EQN_equation = static_cast<FNUMEXPR_ *>(it_code->second)->get_equation();
EQN_dvar1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable1();
EQN_lag1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag1();
break;
case FirstParamDerivative:
#ifdef DEBUG
mexPrintf("FirstParamDerivative\n");
#endif
EQN_type = FirstParamDerivative;
EQN_equation = static_cast<FNUMEXPR_ *>(it_code->second)->get_equation();
EQN_dvar1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable1();
break;
case SecondEndoDerivative:
#ifdef DEBUG
mexPrintf("SecondEndoDerivative\n");
#endif
EQN_type = SecondEndoDerivative;
EQN_equation = static_cast<FNUMEXPR_ *>(it_code->second)->get_equation();
EQN_dvar1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable1();
EQN_lag1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag1();
EQN_dvar2 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable2();
EQN_lag2 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag2();
break;
case SecondExoDerivative:
#ifdef DEBUG
mexPrintf("SecondExoDerivative\n");
#endif
EQN_type = SecondExoDerivative;
EQN_equation = static_cast<FNUMEXPR_ *>(it_code->second)->get_equation();
EQN_dvar1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable1();
EQN_lag1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag1();
EQN_dvar2 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable2();
EQN_lag2 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag2();
break;
case SecondExodetDerivative:
#ifdef DEBUG
mexPrintf("SecondExodetDerivative\n");
#endif
EQN_type = SecondExodetDerivative;
EQN_equation = static_cast<FNUMEXPR_ *>(it_code->second)->get_equation();
EQN_dvar1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable1();
EQN_lag1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag1();
EQN_dvar2 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable2();
EQN_lag2 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag2();
break;
case SecondParamDerivative:
#ifdef DEBUG
mexPrintf("SecondParamDerivative\n");
#endif
EQN_type = SecondParamDerivative;
EQN_equation = static_cast<FNUMEXPR_ *>(it_code->second)->get_equation();
EQN_dvar1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable1();
EQN_dvar2 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable2();
break;
case ThirdEndoDerivative:
#ifdef DEBUG
mexPrintf("ThirdEndoDerivative\n");
#endif
EQN_type = ThirdEndoDerivative;
EQN_equation = static_cast<FNUMEXPR_ *>(it_code->second)->get_equation();
EQN_dvar1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable1();
EQN_lag1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag1();
EQN_dvar2 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable2();
EQN_lag2 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag2();
EQN_dvar3 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable3();
EQN_lag3 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag3();
break;
case ThirdExoDerivative:
#ifdef DEBUG
mexPrintf("ThirdExoDerivative\n");
#endif
EQN_type = ThirdExoDerivative;
EQN_equation = static_cast<FNUMEXPR_ *>(it_code->second)->get_equation();
EQN_dvar1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable1();
EQN_lag1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag1();
EQN_dvar2 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable2();
EQN_lag2 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag2();
EQN_dvar3 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable3();
EQN_lag3 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag3();
break;
case ThirdExodetDerivative:
#ifdef DEBUG
mexPrintf("ThirdExodetDerivative\n");
#endif
EQN_type = ThirdExodetDerivative;
EQN_equation = static_cast<FNUMEXPR_ *>(it_code->second)->get_equation();
EQN_dvar1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable1();
EQN_lag1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag1();
EQN_dvar2 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable2();
EQN_lag2 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag2();
EQN_dvar3 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable3();
EQN_lag3 = static_cast<FNUMEXPR_ *>(it_code->second)->get_lag3();
break;
case ThirdParamDerivative:
#ifdef DEBUG
mexPrintf("ThirdParamDerivative\n");
#endif
EQN_type = ThirdParamDerivative;
EQN_equation = static_cast<FNUMEXPR_ *>(it_code->second)->get_equation();
EQN_dvar1 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable1();
EQN_dvar2 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable2();
EQN_dvar3 = static_cast<FNUMEXPR_ *>(it_code->second)->get_dvariable3();
break;
}
break;
case FLDV:
//load a variable in the processor
switch (static_cast<SymbolType>(static_cast<FLDV_ *>(it_code->second)->get_type()))
{
case SymbolType::parameter:
var = static_cast<FLDV_ *>(it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDV Param[var=%d]\n", var);
tmp_out << " params[" << var << "](" << params[var] << ")";
#endif
Stack.push(params[var]);
break;
case SymbolType::endogenous:
var = static_cast<FLDV_ *>(it_code->second)->get_pos();
lag = static_cast<FLDV_ *>(it_code->second)->get_lead_lag();
#ifdef DEBUG
if (evaluate)
mexPrintf("FLDV y[var=%d, lag=%d, it_=%d], y_size=%d evaluate=%d, ya[%d]=%f\n", var, lag, it_, y_size, evaluate, (it_+lag)*y_size+var, ya[(it_+lag)*y_size+var]);
else
mexPrintf("FLDV y[var=%d, lag=%d, it_=%d], y_size=%d evaluate=%d, y[%d]=%f\n", var, lag, it_, y_size, evaluate, (it_+lag)*y_size+var, y[(it_+lag)*y_size+var]);
#endif
if (evaluate)
Stack.push(ya[(it_+lag)*y_size+var]);
else
Stack.push(y[(it_+lag)*y_size+var]);
#ifdef DEBUG
tmp_out << " y[" << it_+lag << ", " << var << "](" << y[(it_+lag)*y_size+var] << ")";
#endif
break;
case SymbolType::exogenous:
var = static_cast<FLDV_ *>(it_code->second)->get_pos();
lag = static_cast<FLDV_ *>(it_code->second)->get_lead_lag();
#ifdef DEBUG
mexPrintf("FLDV x[var=%d, lag=%d, it_=%d], nb_row_x=%d evaluate=%d x[%d]=%f\n", var, lag, it_, nb_row_x, evaluate, it_+lag+var*nb_row_x, x[it_+lag+var*nb_row_x]);
//tmp_out << " x[" << it_+lag << ", " << var << "](" << x[it_+lag+var*nb_row_x] << ")";
#endif
Stack.push(x[it_+lag+var*nb_row_x]);
break;
case SymbolType::exogenousDet:
var = static_cast<FLDV_ *>(it_code->second)->get_pos();
lag = static_cast<FLDV_ *>(it_code->second)->get_lead_lag();
Stack.push(x[it_+lag+var*nb_row_xd]);
break;
case SymbolType::modelLocalVariable:
#ifdef DEBUG
mexPrintf("FLDV a local variable in Block %d Stack.size()=%d", block_num, Stack.size());
mexPrintf(" value=%f\n", Stack.top());
#endif
break;
default:
mexPrintf("FLDV: Unknown variable type\n");
}
break;
case FLDSV:
//load a variable in the processor
switch (static_cast<SymbolType>(static_cast<FLDSV_ *>(it_code->second)->get_type()))
{
case SymbolType::parameter:
var = static_cast<FLDSV_ *>(it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDSV Param[var=%d]=%f\n", var, params[var]);
tmp_out << " params[" << var << "](" << params[var] << ")";
#endif
Stack.push(params[var]);
break;
case SymbolType::endogenous:
var = static_cast<FLDSV_ *>(it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDSV y[var=%d]=%f\n", var, ya[var]);
tmp_out << " y[" << var << "](" << y[var] << ")";
#endif
if (evaluate)
Stack.push(ya[var]);
else
Stack.push(y[var]);
break;
case SymbolType::exogenous:
var = static_cast<FLDSV_ *>(it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDSV x[var=%d]\n", var);
tmp_out << " x[" << var << "](" << x[var] << ")";
#endif
Stack.push(x[var]);
break;
case SymbolType::exogenousDet:
var = static_cast<FLDSV_ *>(it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDSV xd[var=%d]\n", var);
#endif
Stack.push(x[var]);
break;
case SymbolType::modelLocalVariable:
#ifdef DEBUG
mexPrintf("FLDSV a local variable in Block %d Stack.size()=%d", block_num, Stack.size());
mexPrintf(" value=%f\n", Stack.top());
#endif
break;
default:
mexPrintf("FLDSV: Unknown variable type\n");
}
break;
case FLDVS:
//load a variable in the processor
switch (static_cast<SymbolType>(static_cast<FLDVS_ *>(it_code->second)->get_type()))
{
case SymbolType::parameter:
var = static_cast<FLDVS_ *>(it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("params[%d]\n", var);
#endif
Stack.push(params[var]);
break;
case SymbolType::endogenous:
var = static_cast<FLDVS_ *>(it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDVS steady_y[%d]\n", var);
#endif
Stack.push(steady_y[var]);
break;
case SymbolType::exogenous:
var = static_cast<FLDVS_ *>(it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDVS x[%d] \n", var);
#endif
Stack.push(x[var]);
break;
case SymbolType::exogenousDet:
var = static_cast<FLDVS_ *>(it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDVS xd[%d]\n", var);
#endif
Stack.push(x[var]);
break;
case SymbolType::modelLocalVariable:
#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 = static_cast<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 = static_cast<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 = static_cast<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 = static_cast<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 = static_cast<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 = static_cast<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 (static_cast<SymbolType>(static_cast<FSTPV_ *>(it_code->second)->get_type()))
{
case SymbolType::parameter:
var = static_cast<FSTPV_ *>(it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FSTPV params[%d]\n", var);
#endif
params[var] = Stack.top();
Stack.pop();
break;
case SymbolType::endogenous:
var = static_cast<FSTPV_ *>(it_code->second)->get_pos();
lag = static_cast<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 SymbolType::exogenous:
var = static_cast<FSTPV_ *>(it_code->second)->get_pos();
lag = static_cast<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 SymbolType::exogenousDet:
var = static_cast<FSTPV_ *>(it_code->second)->get_pos();
lag = static_cast<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 (static_cast<SymbolType>(static_cast<FSTPSV_ *>(it_code->second)->get_type()))
{
case SymbolType::parameter:
var = static_cast<FSTPSV_ *>(it_code->second)->get_pos();
params[var] = Stack.top();
Stack.pop();
break;
case SymbolType::endogenous:
var = static_cast<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 SymbolType::exogenous:
case SymbolType::exogenousDet:
var = static_cast<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 = static_cast<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 = static_cast<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 = static_cast<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 = static_cast<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 = static_cast<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 = static_cast<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 = static_cast<FSTPG2_ *>(it_code->second)->get_row();
var = static_cast<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 Evaluate=%d\n", evaluate);
mexEvalString("drawnow;");
if (!evaluate)
{
mexPrintf("impossible case!! \n");
mexEvalString("drawnow;");
}
#endif
rr = Stack.top();
switch (EQN_type)
{
case FirstEndoDerivative:
eq = static_cast<FSTPG3_ *>(it_code->second)->get_row();
var = static_cast<FSTPG3_ *>(it_code->second)->get_col();
lag = static_cast<FSTPG3_ *>(it_code->second)->get_lag();
pos_col = static_cast<FSTPG3_ *>(it_code->second)->get_col_pos();
#ifdef DEBUG
mexPrintf("Endo eq=%d, pos_col=%d, size=%d, jacob=%x\n", eq, pos_col, size, jacob);
mexPrintf("jacob=%x\n", jacob);
#endif
jacob[eq + size*pos_col] = rr;
break;
case FirstOtherEndoDerivative:
//eq = static_cast<FSTPG3_ *>(it_code->second)->get_row();
eq = EQN_equation;
var = static_cast<FSTPG3_ *>(it_code->second)->get_col();
lag = static_cast<FSTPG3_ *>(it_code->second)->get_lag();
pos_col = static_cast<FSTPG3_ *>(it_code->second)->get_col_pos();
#ifdef DEBUG
mexPrintf("other_endo eq=%d, pos_col=%d, size=%d\n", eq, pos_col, size);
mexEvalString("drawnow;");
#endif
jacob_other_endo[eq + size*pos_col] = rr;
break;
case FirstExoDerivative:
//eq = static_cast<FSTPG3_ *>(it_code->second)->get_row();
eq = EQN_equation;
var = static_cast<FSTPG3_ *>(it_code->second)->get_col();
lag = static_cast<FSTPG3_ *>(it_code->second)->get_lag();
pos_col = static_cast<FSTPG3_ *>(it_code->second)->get_col_pos();
#ifdef DEBUG
mexPrintf("Exo eq=%d, pos_col=%d, size=%d\n", eq, pos_col, size);
mexEvalString("drawnow;");
#endif
jacob_exo[eq + size*pos_col] = rr;
break;
case FirstExodetDerivative:
//eq = static_cast<FSTPG3_ *>(it_code->second)->get_row();
eq = EQN_equation;
var = static_cast<FSTPG3_ *>(it_code->second)->get_col();
lag = static_cast<FSTPG3_ *>(it_code->second)->get_lag();
pos_col = static_cast<FSTPG3_ *>(it_code->second)->get_col_pos();
#ifdef DEBUG
mexPrintf("Exo det eq=%d, pos_col=%d, size=%d\n", eq, pos_col, size);
mexEvalString("drawnow;");
#endif
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 = static_cast<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 (static_cast<BinaryOpcode>(op))
{
case BinaryOpcode::plus:
Stack.push(v1 + v2);
#ifdef DEBUG
tmp_out << " |" << v1 << "+" << v2 << "|";
#endif
break;
case BinaryOpcode::minus:
Stack.push(v1 - v2);
#ifdef DEBUG
tmp_out << " |" << v1 << "-" << v2 << "|";
#endif
break;
case BinaryOpcode::times:
Stack.push(v1 * v2);
#ifdef DEBUG
tmp_out << " |" << v1 << "*" << v2 << "|";
#endif
break;
case BinaryOpcode::divide:
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 BinaryOpcode::less:
Stack.push(double (v1 < v2));
#ifdef DEBUG
mexPrintf("v1=%f v2=%f v1 < v2 = %f\n", v1, v2, double (v1 < v2));
#endif
break;
case BinaryOpcode::greater:
Stack.push(double (v1 > v2));
#ifdef DEBUG
tmp_out << " |" << v1 << ">" << v2 << "|";
#endif
break;
case BinaryOpcode::lessEqual:
Stack.push(double (v1 <= v2));
#ifdef DEBUG
tmp_out << " |" << v1 << "<=" << v2 << "|";
#endif
break;
case BinaryOpcode::greaterEqual:
Stack.push(double (v1 >= v2));
#ifdef DEBUG
tmp_out << " |" << v1 << ">=" << v2 << "|";
#endif
break;
case BinaryOpcode::equalEqual:
Stack.push(double (v1 == v2));
#ifdef DEBUG
tmp_out << " |" << v1 << "==" << v2 << "|";
#endif
break;
case BinaryOpcode::different:
Stack.push(double (v1 != v2));
#ifdef DEBUG
tmp_out << " |" << v1 << "!=" << v2 << "|";
#endif
break;
case BinaryOpcode::power:
#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 BinaryOpcode::powerDeriv:
{
int derivOrder = int (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 BinaryOpcode::max:
Stack.push(max(v1, v2));
#ifdef DEBUG
tmp_out << " |max(" << v1 << "," << v2 << ")|";
#endif
break;
case BinaryOpcode::min:
Stack.push(min(v1, v2));
#ifdef DEBUG
tmp_out << " |min(" << v1 << "," << v2 << ")|";
#endif
break;
case BinaryOpcode::equal:
// 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 = static_cast<FUNARY_ *>(it_code->second)->get_op_type();
v1 = Stack.top();
Stack.pop();
#ifdef DEBUG
mexPrintf("FUNARY, op=%d\n", op);
#endif
switch (static_cast<UnaryOpcode>(op))
{
case UnaryOpcode::uminus:
Stack.push(-v1);
#ifdef DEBUG
tmp_out << " |-(" << v1 << ")|";
#endif
break;
case UnaryOpcode::exp:
Stack.push(exp(v1));
#ifdef DEBUG
tmp_out << " |exp(" << v1 << ")|";
#endif
break;
case UnaryOpcode::log:
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 UnaryOpcode::log10:
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 UnaryOpcode::cos:
Stack.push(cos(v1));
#ifdef DEBUG
tmp_out << " |cos(" << v1 << ")|";
#endif
break;
case UnaryOpcode::sin:
Stack.push(sin(v1));
#ifdef DEBUG
tmp_out << " |sin(" << v1 << ")|";
#endif
break;
case UnaryOpcode::tan:
Stack.push(tan(v1));
#ifdef DEBUG
tmp_out << " |tan(" << v1 << ")|";
#endif
break;
case UnaryOpcode::acos:
Stack.push(acos(v1));
#ifdef DEBUG
tmp_out << " |acos(" << v1 << ")|";
#endif
break;
case UnaryOpcode::asin:
Stack.push(asin(v1));
#ifdef DEBUG
tmp_out << " |asin(" << v1 << ")|";
#endif
break;
case UnaryOpcode::atan:
Stack.push(atan(v1));
#ifdef DEBUG
tmp_out << " |atan(" << v1 << ")|";
#endif
break;
case UnaryOpcode::cosh:
Stack.push(cosh(v1));
#ifdef DEBUG
tmp_out << " |cosh(" << v1 << ")|";
#endif
break;
case UnaryOpcode::sinh:
Stack.push(sinh(v1));
#ifdef DEBUG
tmp_out << " |sinh(" << v1 << ")|";
#endif
break;
case UnaryOpcode::tanh:
Stack.push(tanh(v1));
#ifdef DEBUG
tmp_out << " |tanh(" << v1 << ")|";
#endif
break;
case UnaryOpcode::acosh:
Stack.push(acosh(v1));
#ifdef DEBUG
tmp_out << " |acosh(" << v1 << ")|";
#endif
break;
case UnaryOpcode::asinh:
Stack.push(asinh(v1));
#ifdef DEBUG
tmp_out << " |asinh(" << v1 << ")|";
#endif
break;
case UnaryOpcode::atanh:
Stack.push(atanh(v1));
#ifdef DEBUG
tmp_out << " |atanh(" << v1 << ")|";
#endif
break;
case UnaryOpcode::sqrt:
Stack.push(sqrt(v1));
#ifdef DEBUG
tmp_out << " |sqrt(" << v1 << ")|";
#endif
break;
case UnaryOpcode::erf:
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 = static_cast<FTRINARY_ *>(it_code->second)->get_op_type();
v3 = Stack.top();
Stack.pop();
v2 = Stack.top();
Stack.pop();
v1 = Stack.top();
Stack.pop();
switch (static_cast<TrinaryOpcode>(op))
{
case TrinaryOpcode::normcdf:
Stack.push(0.5*(1+erf((v1-v2)/v3/M_SQRT2)));
#ifdef DEBUG
tmp_out << " |normcdf(" << v1 << ", " << v2 << ", " << v3 << ")|";
#endif
break;
case TrinaryOpcode::normpdf:
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 = static_cast<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 ExternalFunctionType::withoutDerivative:
case ExternalFunctionType::withFirstDerivative:
case ExternalFunctionType::withFirstAndSecondDerivative:
{
input_arguments = static_cast<mxArray **>(mxMalloc(nb_input_arguments * sizeof(mxArray *)));
test_mxMalloc(input_arguments, __LINE__, __FILE__, __func__, 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();
}
if (mexCallMATLAB(nb_output_arguments, output_arguments, nb_input_arguments, input_arguments, function_name.c_str()))
{
ostringstream tmp;
tmp << " external function: " << function_name << " not found";
throw FatalExceptionHandling(tmp.str());
}
double *rr = mxGetPr(output_arguments[0]);
Stack.push(*rr);
if (function_type == ExternalFunctionType::withFirstDerivative || function_type == ExternalFunctionType::withFirstAndSecondDerivative)
{
unsigned int indx = fc->get_indx();
double *FD1 = mxGetPr(output_arguments[1]);
size_t rows = mxGetN(output_arguments[1]);
for (unsigned int i = 0; i < rows; i++)
TEFD[make_pair(indx, i)] = FD1[i];
}
if (function_type == ExternalFunctionType::withFirstAndSecondDerivative)
{
unsigned int indx = fc->get_indx();
double *FD2 = mxGetPr(output_arguments[2]);
size_t rows = mxGetM(output_arguments[2]);
size_t 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 ExternalFunctionType::numericalFirstDerivative:
{
input_arguments = static_cast<mxArray **>(mxMalloc((nb_input_arguments+1+nb_add_input_arguments) * sizeof(mxArray *)));
test_mxMalloc(input_arguments, __LINE__, __FILE__, __func__, (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;
if (mexCallMATLAB(nb_output_arguments, output_arguments, nb_input_arguments, input_arguments, function_name.c_str()))
{
ostringstream tmp;
tmp << " external function: " << function_name << " not found";
throw FatalExceptionHandling(tmp.str());
}
double *rr = mxGetPr(output_arguments[0]);
#ifdef DEBUG
mexPrintf("*rr=%f\n", *rr);
#endif
Stack.push(*rr);
}
break;
case ExternalFunctionType::firstDerivative:
{
input_arguments = static_cast<mxArray **>(mxMalloc(nb_input_arguments * sizeof(mxArray *)));
test_mxMalloc(input_arguments, __LINE__, __FILE__, __func__, 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();
}
if (mexCallMATLAB(nb_output_arguments, output_arguments, nb_input_arguments, input_arguments, function_name.c_str()))
{
ostringstream tmp;
tmp << " external function: " << function_name << " not found";
throw FatalExceptionHandling(tmp.str());
}
unsigned int indx = fc->get_indx();
double *FD1 = mxGetPr(output_arguments[0]);
//mexPrint
size_t rows = mxGetN(output_arguments[0]);
for (unsigned int i = 0; i < rows; i++)
TEFD[make_pair(indx, i)] = FD1[i];
}
break;
case ExternalFunctionType::numericalSecondDerivative:
{
input_arguments = static_cast<mxArray **>(mxMalloc((nb_input_arguments+1+nb_add_input_arguments) * sizeof(mxArray *)));
test_mxMalloc(input_arguments, __LINE__, __FILE__, __func__, (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;
if (mexCallMATLAB(nb_output_arguments, output_arguments, nb_input_arguments, input_arguments, function_name.c_str()))
{
ostringstream tmp;
tmp << " external function: " << function_name << " not found";
throw FatalExceptionHandling(tmp.str());
}
double *rr = mxGetPr(output_arguments[0]);
Stack.push(*rr);
}
break;
case ExternalFunctionType::secondDerivative:
{
input_arguments = static_cast<mxArray **>(mxMalloc(nb_input_arguments * sizeof(mxArray *)));
test_mxMalloc(input_arguments, __LINE__, __FILE__, __func__, 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();
}
if (mexCallMATLAB(nb_output_arguments, output_arguments, nb_input_arguments, input_arguments, function_name.c_str()))
{
ostringstream tmp;
tmp << " external function: " << function_name << " not found";
throw FatalExceptionHandling(tmp.str());
}
unsigned int indx = fc->get_indx();
double *FD2 = mxGetPr(output_arguments[2]);
size_t rows = mxGetM(output_arguments[0]);
size_t 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 = static_cast<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 = static_cast<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 = static_cast<FSTPTEFD_ *>(it_code->second)->get_indx();
unsigned int row = static_cast<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 == ExternalFunctionType::numericalFirstDerivative)
{
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 = static_cast<FLDTEFD_ *>(it_code->second)->get_indx();
unsigned int row = static_cast<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 = static_cast<FSTPTEFDD_ *>(it_code->second)->get_indx();
unsigned int row = static_cast<FSTPTEFDD_ *>(it_code->second)->get_row();
unsigned int col = static_cast<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 == ExternalFunctionType::numericalSecondDerivative)
{
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 = static_cast<FLDTEFDD_ *>(it_code->second)->get_indx();
unsigned int row = static_cast<FLDTEFDD_ *>(it_code->second)->get_row();
unsigned int col = static_cast<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 FBEGINBLOCK:
mexPrintf("Impossible case in Bytecode\n");
break;
case FENDEQU:
if (no_derivative)
go_on = false;
break;
case FJMPIFEVAL:
if (evaluate)
{
#ifdef DEBUG
mexPrintf("FJMPIFEVAL length=%d\n", static_cast<FJMPIFEVAL_ *>(it_code->second)->get_pos());
mexEvalString("drawnow;");
#endif
it_code += static_cast<FJMPIFEVAL_ *>(it_code->second)->get_pos() /* - 1*/;
}
break;
case FJMP:
#ifdef DEBUG
mexPrintf("FJMP length=%d\n", static_cast<FJMP_ *>(it_code->second)->get_pos());
mexEvalString("drawnow;");
#endif
it_code += static_cast<FJMP_ *>(it_code->second)->get_pos() /*- 1 */;
break;
case FOK:
op = static_cast<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());
}
#ifdef DEBUG
mexPrintf("it_code++=%d\n", it_code);
#endif
it_code++;
}
#ifdef DEBUG
mexPrintf("==> end of compute_block_time Block = %d\n", block_num);
mexEvalString("drawnow;");
#endif
}
void
Evaluate::evaluate_over_periods(const bool forward)
{
if (steady_state)
compute_block_time(0, false, false);
else
{
it_code_type begining = it_code;
if (forward)
{
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
{
it_code = begining;
compute_block_time(0, false, false);
}
}
else
{
for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
{
it_code = begining;
compute_block_time(0, false, false);
}
}
}
}
void
Evaluate::solve_simple_one_periods()
{
bool cvg = false;
int iter = 0;
double ya;
double slowc_save = slowc;
res1 = 0;
while (!(cvg || (iter > maxit_)))
{
it_code = start_code;
Per_y_ = it_*y_size;
ya = y[Block_Contain[0].Variable + Per_y_];
compute_block_time(0, false, false);
if (!isfinite(res1))
{
res1 = NAN;
while ((isinf(res1) || isnan(res1)) && (slowc > 1e-9))
{
it_code = start_code;
compute_block_time(0, false, false);
if (!isfinite(res1))
{
slowc /= 1.5;
mexPrintf("Reducing the path length in Newton step slowc=%f\n", slowc);
y[Block_Contain[0].Variable + Per_y_] = ya - slowc * divide(r[0], g1[0]);
}
}
}
double rr;
rr = r[0];
cvg = (fabs(rr) < solve_tolf);
//mexPrintf("g1=%x, g1[0]=%f, type=%d, block_num=%d, it_=%d y=%x\n", g1, g1[0], type, block_num, it_, y);
if (cvg)
continue;
try
{
y[Block_Contain[0].Variable + Per_y_] += -slowc *divide(rr, g1[0]);
}
catch (FloatingPointExceptionHandling &fpeh)
{
mexPrintf("%s \n", fpeh.GetErrorMsg().c_str());
mexPrintf(" Singularity in block %d", block_num+1);
}
iter++;
}
slowc = slowc_save;
if (!cvg)
{
ostringstream tmp;
tmp << " in Solve Forward simple, convergence not achieved in block " << block_num+1 << ", after " << iter << " iterations\n";
throw FatalExceptionHandling(tmp.str());
}
}
void
Evaluate::solve_simple_over_periods(const bool forward)
{
g1 = static_cast<double *>(mxMalloc(sizeof(double)));
test_mxMalloc(g1, __LINE__, __FILE__, __func__, sizeof(double));
r = static_cast<double *>(mxMalloc(sizeof(double)));
test_mxMalloc(r, __LINE__, __FILE__, __func__, sizeof(double));
start_code = it_code;
if (steady_state)
{
it_ = 0;
solve_simple_one_periods();
}
else
{
if (forward)
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
solve_simple_one_periods();
else
for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
solve_simple_one_periods();
}
mxFree(g1);
mxFree(r);
}
void
Evaluate::set_block(const int size_arg, const int type_arg, string file_name_arg, string bin_base_name_arg, const int block_num_arg,
const bool is_linear_arg, const int symbol_table_endo_nbr_arg, const int Block_List_Max_Lag_arg, const int Block_List_Max_Lead_arg, const int u_count_int_arg, const int block_arg)
{
size = size_arg;
type = type_arg;
file_name = file_name_arg;
bin_base_name = bin_base_name_arg;
block_num = block_num_arg;
is_linear = is_linear_arg;
symbol_table_endo_nbr = symbol_table_endo_nbr_arg;
Block_List_Max_Lag = Block_List_Max_Lag_arg;
Block_List_Max_Lead = Block_List_Max_Lead_arg;
u_count_int = u_count_int_arg;
block = block_arg;
}
void
Evaluate::evaluate_complete(const bool no_derivatives)
{
it_code = start_code;
compute_block_time(0, false, no_derivatives);
}
void
Evaluate::compute_complete_2b(const bool no_derivatives, double *_res1, double *_res2, double *_max_res, int *_max_res_idx)
{
res1 = 0;
*_res1 = 0;
*_res2 = 0;
*_max_res = 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 = start_code;
int shift = (it_-y_kmin) * size;
compute_block_time(Per_u_, false, no_derivatives);
if (!(isnan(res1) || isinf(res1)))
{
{
for (int i = 0; i < size; i++)
{
double rr;
rr = r[i];
res[i+shift] = rr;
if (max_res < fabs(rr))
{
*_max_res = fabs(rr);
*_max_res_idx = i;
}
*_res2 += rr*rr;
*_res1 += fabs(rr);
}
}
}
else
return;
}
return;
}
bool
Evaluate::compute_complete(const bool no_derivatives, double &_res1, double &_res2, double &_max_res, int &_max_res_idx)
{
bool result;
res1 = 0;
it_code = start_code;
compute_block_time(0, false, no_derivatives);
if (!(isnan(res1) || isinf(res1)))
{
{
_res1 = 0;
_res2 = 0;
_max_res = 0;
for (int 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);
}
}
result = true;
}
else
result = false;
return result;
}
bool
Evaluate::compute_complete(double lambda, double *crit)
{
double res1_ = 0, res2_ = 0, max_res_ = 0;
//double res1 = 0, res2, max_res;
int max_res_idx_ = 0;
if (steady_state)
{
it_ = 0;
for (int i = 0; i < size; i++)
{
int eq = index_vara[i];
y[eq] = ya[eq] + lambda * direction[eq];
}
Per_u_ = 0;
Per_y_ = 0;
if (compute_complete(true, res1, res2, max_res, max_res_idx))
{
res2_ = res2;
/*res1_ = res1;
if (max_res > max_res_)
{
max_res = max_res_;
max_res_idx = max_res_idx_;
}*/
}
else
return false;
}
else
{
for (int it = y_kmin; it < periods+y_kmin; it++)
{
for (int i = 0; i < size; i++)
{
int eq = index_vara[i];
y[eq+it*y_size] = ya[eq+it*y_size] + lambda * direction[eq+it*y_size];
}
}
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
{
Per_u_ = (it_-y_kmin)*u_count_int;
Per_y_ = it_*y_size;
if (compute_complete(true, res1, res2, max_res, max_res_idx))
{
res2_ += res2;
res1_ += res1;
if (max_res > max_res_)
{
max_res = max_res_;
max_res_idx = max_res_idx_;
}
}
else
return false;
}
}
mexPrintf(" lambda=%e, res2=%e\n", lambda, res2_);
*crit = res2_/2;
return true;
}
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