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/*
* Copyright © 2007-2020 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 <http://www.gnu.org/licenses/>.
*/
#include <cstring>
#include "Interpreter.hh"
#include "ErrorHandling.hh"
#include <ctime>
#include <math.h>
#ifdef DEBUG_EX
using namespace std;
# include <sstream>
string
Get_Argument(const char *argv)
{
string f(argv);
return f;
}
#else
void (*prev_fn)(int);
string
Get_Argument(const mxArray *prhs)
{
const mxArray *mxa = prhs;
mwSize buflen = mwSize(mxGetM(mxa) * mxGetN(mxa) + 1);
char *first_argument;
first_argument = static_cast<char *>(mxCalloc(buflen, sizeof(char)));
size_t status = mxGetString(mxa, first_argument, buflen);
if (status != 0)
mexWarnMsgTxt("Not enough space. The first argument is truncated.");
string f(first_argument);
mxFree(first_argument);
return f;
}
#endif
//#include <windows.h>
#include <stdio.h>
#ifdef CUDA
int
GPU_Test_and_Info(cublasHandle_t *cublas_handle, cusparseHandle_t *cusparse_handle, cusparseMatDescr_t *descr)
{
cudaDeviceProp deviceProp;
int device_count, device, version, version_max = 0;
cublasStatus_t cublas_status;
cudaError_t cuda_error;
*descr = 0;
/* ask cuda how many devices it can find */
cudaGetDeviceCount(&device_count);
if (device_count < 1)
{
/* if it couldn't find any fail out */
ostringstream tmp;
tmp << " Unable to find a CUDA device. Unable to implement CUDA solvers\n";
throw FatalExceptionHandling(tmp.str());
}
else
{
mexPrintf("-----------------------------------------\n");
for (int i = 0; i < device_count; i++)
{
cudaSetDevice(i);
// Statistics about the GPU device
cuda_error = cudaGetDeviceProperties(&deviceProp, i);
if (cuda_error != cudaSuccess)
{
ostringstream tmp;
tmp << " bytecode cudaGetDeviceProperties failed\n";
throw FatalExceptionHandling(tmp.str());
}
mexPrintf("> GPU device %d: \"%s\" has:\n - %d Multi-Processors,\n - %d threads per multiprocessor,\n", i, deviceProp.name, deviceProp.multiProcessorCount, deviceProp.maxThreadsPerMultiProcessor);
mexEvalString("drawnow;");
version = (deviceProp.major * 0x10 + deviceProp.minor);
if (version >= version_max)
{
device = i;
version_max = version;
}
mexPrintf(" - %4.2fMhz clock rate,\n - %2.0fMb of memory,\n - %d.%d compute capabilities.\n", double (deviceProp.clockRate) / (1024 * 1024), double (deviceProp.totalGlobalMem) / (1024 * 1024), deviceProp.major, deviceProp.minor);
mexEvalString("drawnow;");
}
}
mexPrintf("> Device %d selected\n", device);
mexEvalString("drawnow;");
cuda_error = cudaSetDevice(device);
if (cuda_error != cudaSuccess)
{
ostringstream tmp;
tmp << " bytecode cudaSetDevice failed\n";
throw FatalExceptionHandling(tmp.str());
}
if (version_max < 0x11)
{
ostringstream tmp;
tmp << " bytecode requires a minimum CUDA compute 1.1 capability\n";
cudaDeviceReset();
throw FatalExceptionHandling(tmp.str());
}
// Initialize CuBlas library
cublas_status = cublasCreate(cublas_handle);
if (cublas_status != CUBLAS_STATUS_SUCCESS)
{
ostringstream tmp;
switch (cublas_status)
{
case CUBLAS_STATUS_NOT_INITIALIZED:
tmp << " the CUBLAS initialization failed.\n";
break;
case CUBLAS_STATUS_ALLOC_FAILED:
tmp << " the resources could not be allocated.\n";
break;
default:
tmp << " unknown error during the initialization of cusparse library.\n";
}
throw FatalExceptionHandling(tmp.str());
}
// Initialize the CuSparse library
cusparseStatus_t cusparse_status;
cusparse_status = cusparseCreate(cusparse_handle);
if (cusparse_status != CUSPARSE_STATUS_SUCCESS)
{
ostringstream tmp;
switch (cusparse_status)
{
case CUSPARSE_STATUS_NOT_INITIALIZED:
tmp << " the CUDA Runtime initialization failed.\n";
break;
case CUSPARSE_STATUS_ALLOC_FAILED:
tmp << " the resources could not be allocated.\n";
break;
case CUSPARSE_STATUS_ARCH_MISMATCH:
tmp << " the device compute capability (CC) is less than 1.1. The CC of at least 1.1 is required.\n";
break;
default:
tmp << " unknown error during the initialization of cusparse library.\n";
}
throw FatalExceptionHandling(tmp.str());
}
// Create and setup matrix descriptor
cusparse_status = cusparseCreateMatDescr(descr);
if (cusparse_status != CUSPARSE_STATUS_SUCCESS)
{
ostringstream tmp;
tmp << " Matrix descriptor initialization failed\n";
throw FatalExceptionHandling(tmp.str());
}
cusparseSetMatType(*descr, CUSPARSE_MATRIX_TYPE_GENERAL);
cusparseSetMatIndexBase(*descr, CUSPARSE_INDEX_BASE_ZERO);
mexPrintf("> Driver version:\n");
int cuda_version;
cuda_error = cudaDriverGetVersion(&cuda_version);
if (cuda_error != cudaSuccess)
{
ostringstream tmp;
tmp << " cudaGetVersion has failed\n";
throw FatalExceptionHandling(tmp.str());
}
mexPrintf(" - CUDA version %5.3f\n", double (cuda_version) / 1000);
int cublas_version;
cublas_status = cublasGetVersion(*cublas_handle, &cublas_version);
if (cublas_status != CUBLAS_STATUS_SUCCESS)
{
ostringstream tmp;
tmp << " cublasGetVersion has failed\n";
throw FatalExceptionHandling(tmp.str());
}
mexPrintf(" - CUBLAS version %5.3f\n", double (cublas_version) / 1000);
int cusparse_version;
cusparse_status = cusparseGetVersion(*cusparse_handle, &cusparse_version);
if (cusparse_status != CUSPARSE_STATUS_SUCCESS)
{
ostringstream tmp;
tmp << " cusparseGetVersion has failed\n";
throw FatalExceptionHandling(tmp.str());
}
mexPrintf(" - CUSPARSE version %5.3f\n", double (cusparse_version) / 1000);
mexPrintf("-----------------------------------------\n");
return device;
}
void
GPU_close(cublasHandle_t cublas_handle, cusparseHandle_t cusparse_handle, cusparseMatDescr_t descr)
{
cublasChk(cublasDestroy(cublas_handle), "in bytecode cublasDestroy failed\n");
cusparseChk(cusparseDestroyMatDescr(descr), "in bytecode cusparseDestroyMatDescr failed\n");
cusparseChk(cusparseDestroy(cusparse_handle), "in bytecode cusparseDestroy failed\n");
}
#endif
string
deblank(string x)
{
for (int i = 0; i < static_cast<int>(x.length()); i++)
if (x[i] == ' ')
x.erase(i--, 1);
return x;
}
void
Get_Arguments_and_global_variables(int nrhs,
#ifndef DEBUG_EX
const mxArray *prhs[],
#else
const char *prhs[],
#endif
int &count_array_argument,
double *yd[], size_t &row_y, size_t &col_y,
double *xd[], size_t &row_x, size_t &col_x,
double *params[],
double *steady_yd[], size_t &steady_row_y, size_t &steady_col_y,
unsigned int &periods,
#ifndef DEBUG_EX
mxArray *block_structur[],
#endif
bool &steady_state, bool &evaluate, int &block,
mxArray *M_[], mxArray *oo_[], mxArray *options_[], bool &global_temporary_terms,
bool &print,
bool &print_error,
mxArray *GlobalTemporaryTerms[],
string *plan_struct_name, string *pfplan_struct_name, bool *extended_path, mxArray *ep_struct[])
{
size_t pos;
*extended_path = false;
#ifdef DEBUG_EX
for (int i = 2; i < nrhs; i++)
#else
for (int i = 0; i < nrhs; i++)
#endif
{
#ifndef DEBUG_EX
if (!mxIsChar(prhs[i]))
{
switch (count_array_argument)
{
case 0:
*yd = mxGetPr(prhs[i]);
row_y = mxGetM(prhs[i]);
col_y = mxGetN(prhs[i]);
break;
case 1:
*xd = mxGetPr(prhs[i]);
row_x = mxGetM(prhs[i]);
col_x = mxGetN(prhs[i]);
break;
case 2:
*params = mxGetPr(prhs[i]);
break;
case 3:
*steady_yd = mxGetPr(prhs[i]);
steady_row_y = mxGetM(prhs[i]);
steady_col_y = mxGetN(prhs[i]);
break;
case 4:
periods = int (mxGetScalar(prhs[i]));
break;
case 5:
*block_structur = mxDuplicateArray(prhs[i]);
break;
case 6:
global_temporary_terms = true;
*GlobalTemporaryTerms = mxDuplicateArray(prhs[i]);
break;
default:
mexPrintf("Unknown argument count_array_argument=%d\n", count_array_argument);
break;
}
count_array_argument++;
}
else
#endif
if (Get_Argument(prhs[i]) == "static")
steady_state = true;
else if (Get_Argument(prhs[i]) == "dynamic")
steady_state = false;
else if (Get_Argument(prhs[i]) == "evaluate")
evaluate = true;
else if (Get_Argument(prhs[i]) == "global_temporary_terms")
global_temporary_terms = true;
else if (Get_Argument(prhs[i]) == "print")
print = true;
else if (Get_Argument(prhs[i]) == "no_print_error")
print_error = false;
else
{
pos = 0;
if (Get_Argument(prhs[i]).substr(0, 5) == "block")
{
size_t pos1 = Get_Argument(prhs[i]).find("=", pos + 5);
if (pos1 != string::npos)
pos = pos1 + 1;
else
pos += 5;
block = atoi(Get_Argument(prhs[i]).substr(pos, string::npos).c_str())-1;
}
else if (Get_Argument(prhs[i]).substr(0, 13) == "extended_path")
{
*extended_path = true;
if ((i+1) >= nrhs)
*ep_struct = NULL;
else
{
*ep_struct = mxDuplicateArray(prhs[i + 1]);
i++;
}
}
else if (Get_Argument(prhs[i]).substr(0, 6) == "pfplan")
{
size_t pos1 = Get_Argument(prhs[i]).find("=", pos + 6);
if (pos1 != string::npos)
pos = pos1 + 1;
else
pos += 6;
*pfplan_struct_name = deblank(Get_Argument(prhs[i]).substr(pos, string::npos));
}
else if (Get_Argument(prhs[i]).substr(0, 4) == "plan")
{
size_t pos1 = Get_Argument(prhs[i]).find("=", pos + 4);
if (pos1 != string::npos)
pos = pos1 + 1;
else
pos += 4;
*plan_struct_name = deblank(Get_Argument(prhs[i]).substr(pos, string::npos));
}
else
{
ostringstream tmp;
tmp << " in main, unknown argument : " << Get_Argument(prhs[i]) << "\n";
throw FatalExceptionHandling(tmp.str());
}
}
}
if (count_array_argument > 0 && count_array_argument < 5)
{
if (count_array_argument == 3 && steady_state)
periods = 1;
else
{
ostringstream tmp;
tmp << " in main, missing arguments. All the following arguments have to be indicated y, x, params, it_, ys\n";
throw FatalExceptionHandling(tmp.str());
}
}
*M_ = mexGetVariable("global", "M_");
if (*M_ == NULL)
{
ostringstream tmp;
tmp << " in main, global variable not found: M_\n";
throw FatalExceptionHandling(tmp.str());
}
/* Gets variables and parameters from global workspace of Matlab */
*oo_ = mexGetVariable("global", "oo_");
if (*oo_ == NULL)
{
ostringstream tmp;
tmp << " in main, global variable not found: oo_\n";
throw FatalExceptionHandling(tmp.str());
}
*options_ = mexGetVariable("global", "options_");
if (*options_ == NULL)
{
ostringstream tmp;
tmp << " in main, global variable not found: options_\n";
throw FatalExceptionHandling(tmp.str());
}
}
#ifdef DEBUG_EX
int
main(int nrhs, const char *prhs[])
#else
/* The gateway routine */
void
mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
#endif
{
mxArray *M_, *oo_, *options_;
mxArray *GlobalTemporaryTerms;
#ifndef DEBUG_EX
mxArray *block_structur = NULL;
#else
int nlhs = 0;
char *plhs[1];
load_global((char *) prhs[1]);
#endif
mxArray *pfplan_struct = NULL;
ErrorMsg error_msg;
size_t i, row_y = 0, col_y = 0, row_x = 0, col_x = 0, nb_row_xd = 0;
size_t steady_row_y, steady_col_y;
int y_kmin = 0, y_kmax = 0, y_decal = 0;
unsigned int periods = 1;
double *direction;
bool steady_state = false;
bool evaluate = false;
int block = -1;
double *params = NULL;
double *yd = NULL, *xd = NULL;
int count_array_argument = 0;
bool global_temporary_terms = false;
bool print = false, print_error = true, print_it = false;
double *steady_yd = NULL, *steady_xd = NULL;
string plan, pfplan;
bool extended_path;
mxArray *extended_path_struct;
table_conditional_local_type conditional_local;
vector<s_plan> splan, spfplan, sextended_path, sconditional_extended_path;
vector_table_conditional_local_type vector_conditional_local;
table_conditional_global_type table_conditional_global;
int max_periods = 0;
#ifdef CUDA
int CUDA_device = -1;
cublasHandle_t cublas_handle;
cusparseHandle_t cusparse_handle;
cusparseMatDescr_t descr;
#endif
try
{
Get_Arguments_and_global_variables(nrhs, prhs, count_array_argument,
&yd, row_y, col_y,
&xd, row_x, col_x,
&params,
&steady_yd, steady_row_y, steady_col_y,
periods,
#ifndef DEBUG_EX
&block_structur,
#endif
steady_state, evaluate, block,
&M_, &oo_, &options_, global_temporary_terms,
print, print_error, &GlobalTemporaryTerms,
&plan, &pfplan, &extended_path, &extended_path_struct);
}
catch (GeneralExceptionHandling &feh)
{
mexErrMsgTxt(feh.GetErrorMsg().c_str());
}
if (!count_array_argument)
{
int field = mxGetFieldNumber(M_, "params");
if (field < 0)
mexErrMsgTxt("params is not a field of M_");
params = mxGetPr(mxGetFieldByNumber(M_, 0, field));
}
ErrorMsg emsg;
vector<string> dates;
if (extended_path)
{
if (extended_path_struct == NULL)
{
string tmp = "The 'extended_path' option must be followed by the extended_path descriptor";
mexErrMsgTxt(tmp.c_str());
}
mxArray *date_str = mxGetField(extended_path_struct, 0, "date_str");
if (date_str == NULL)
{
string tmp = "date_str";
tmp.insert(0, "The extended_path description structure does not contain the member: ");
mexErrMsgTxt(tmp.c_str());
}
int nb_periods = mxGetM(date_str) * mxGetN(date_str);
mxArray *constrained_vars_ = mxGetField(extended_path_struct, 0, "constrained_vars_");
if (constrained_vars_ == NULL)
{
string tmp = "constrained_vars_";
tmp.insert(0, "The extended_path description structure does not contain the member: ");
mexErrMsgTxt(tmp.c_str());
}
mxArray *constrained_paths_ = mxGetField(extended_path_struct, 0, "constrained_paths_");
if (constrained_paths_ == NULL)
{
string tmp = "constrained_paths_";
tmp.insert(0, "The extended_path description structure does not contain the member: ");
mexErrMsgTxt(tmp.c_str());
}
mxArray *constrained_int_date_ = mxGetField(extended_path_struct, 0, "constrained_int_date_");
if (constrained_int_date_ == NULL)
{
string tmp = "constrained_int_date_";
tmp.insert(0, "The extended_path description structure does not contain the member: ");
mexErrMsgTxt(tmp.c_str());
}
mxArray *constrained_perfect_foresight_ = mxGetField(extended_path_struct, 0, "constrained_perfect_foresight_");
if (constrained_perfect_foresight_ == NULL)
{
string tmp = "constrained_perfect_foresight_";
tmp.insert(0, "The extended_path description structure does not contain the member: ");
mexErrMsgTxt(tmp.c_str());
}
mxArray *shock_var_ = mxGetField(extended_path_struct, 0, "shock_vars_");
if (shock_var_ == NULL)
{
string tmp = "shock_vars_";
tmp.insert(0, "The extended_path description structure does not contain the member: ");
mexErrMsgTxt(tmp.c_str());
}
mxArray *shock_paths_ = mxGetField(extended_path_struct, 0, "shock_paths_");
if (shock_paths_ == NULL)
{
string tmp = "shock_paths_";
tmp.insert(0, "The extended_path description structure does not contain the member: ");
mexErrMsgTxt(tmp.c_str());
}
mxArray *shock_int_date_ = mxGetField(extended_path_struct, 0, "shock_int_date_");
if (shock_int_date_ == NULL)
{
string tmp = "shock_int_date_";
tmp.insert(0, "The extended_path description structure does not contain the member: ");
mexErrMsgTxt(tmp.c_str());
}
mxArray *shock_str_date_ = mxGetField(extended_path_struct, 0, "shock_str_date_");
if (shock_str_date_ == NULL)
{
string tmp = "shock_str_date_";
tmp.insert(0, "The extended_path description structure does not contain the member: ");
mexErrMsgTxt(tmp.c_str());
}
int nb_constrained = mxGetM(constrained_vars_) * mxGetN(constrained_vars_);
int nb_controlled = 0;
mxArray *options_cond_fcst_ = mxGetField(extended_path_struct, 0, "options_cond_fcst_");
mxArray *controlled_varexo = NULL;
if (options_cond_fcst_ != NULL)
{
controlled_varexo = mxGetField(options_cond_fcst_, 0, "controlled_varexo");
nb_controlled = mxGetM(controlled_varexo) * mxGetN(controlled_varexo);
if (nb_controlled != nb_constrained)
{
mexErrMsgTxt("The number of exogenized variables and the number of exogenous controlled variables should be equal.");
}
}
double *controlled_varexo_value = NULL;
if (controlled_varexo != NULL)
controlled_varexo_value = mxGetPr(controlled_varexo);
double *constrained_var_value = mxGetPr(constrained_vars_);
sconditional_extended_path.resize(nb_constrained);
max_periods = 0;
if (nb_constrained)
{
conditional_local.is_cond = false;
conditional_local.var_exo = 0;
conditional_local.var_endo = 0;
conditional_local.constrained_value = 0;
for (int i = 0; i < nb_periods; i++)
{
vector_conditional_local.clear();
for (unsigned int j = 0; j < row_y; j++)
{
conditional_local.var_endo = j;
vector_conditional_local.push_back(conditional_local);
}
table_conditional_global[i] = vector_conditional_local;
}
}
vector_table_conditional_local_type vv3 = table_conditional_global[0];
for (int i = 0; i < nb_constrained; i++)
{
sconditional_extended_path[i].exo_num = ceil(constrained_var_value[i]);
sconditional_extended_path[i].var_num = ceil(controlled_varexo_value[i]);
mxArray *Array_constrained_paths_ = mxGetCell(constrained_paths_, i);
double *specific_constrained_paths_ = mxGetPr(Array_constrained_paths_);
double *specific_constrained_int_date_ = mxGetPr(mxGetCell(constrained_int_date_, i));
int nb_local_periods = mxGetM(Array_constrained_paths_) * mxGetN(Array_constrained_paths_);
int *constrained_int_date = static_cast<int *>(mxMalloc(nb_local_periods * sizeof(int)));
error_msg.test_mxMalloc(constrained_int_date, __LINE__, __FILE__, __func__, nb_local_periods * sizeof(int));
if (nb_periods < nb_local_periods)
{
ostringstream oss;
oss << nb_periods;
string tmp = oss.str();
tmp.insert(0, "The total number of simulation periods (");
tmp.append(") is lesser than the number of periods in the shock definitions (");
oss << nb_local_periods;
string tmp1 = oss.str();
tmp.append(tmp1);
tmp.append(")");
mexErrMsgTxt(tmp.c_str());
}
(sconditional_extended_path[i]).per_value.resize(nb_local_periods);
(sconditional_extended_path[i]).value.resize(nb_periods);
for (int j = 0; j < nb_periods; j++)
sconditional_extended_path[i].value[j] = 0;
for (int j = 0; j < nb_local_periods; j++)
{
constrained_int_date[j] = int (specific_constrained_int_date_[j]) - 1;
conditional_local.is_cond = true;
conditional_local.var_exo = sconditional_extended_path[i].var_num - 1;
conditional_local.var_endo = sconditional_extended_path[i].exo_num - 1;
conditional_local.constrained_value = specific_constrained_paths_[j];
table_conditional_global[constrained_int_date[j]][sconditional_extended_path[i].exo_num - 1] = conditional_local;
sconditional_extended_path[i].per_value[j] = make_pair(constrained_int_date[j], specific_constrained_paths_[j]);
sconditional_extended_path[i].value[constrained_int_date[j]] = specific_constrained_paths_[j];
if (max_periods < constrained_int_date[j] + 1)
max_periods = constrained_int_date[j] + 1;
}
mxFree(constrained_int_date);
}
vector_table_conditional_local_type vv = table_conditional_global[0];
double *shock_var_value = mxGetPr(shock_var_);
int nb_shocks = mxGetM(shock_var_) * mxGetN(shock_var_);
sextended_path.resize(nb_shocks);
for (int i = 0; i < nb_shocks; i++)
{
sextended_path[i].exo_num = ceil(shock_var_value[i]);
mxArray *Array_shock_paths_ = mxGetCell(shock_paths_, i);
double *specific_shock_paths_ = mxGetPr(Array_shock_paths_);
double *specific_shock_int_date_ = mxGetPr(mxGetCell(shock_int_date_, i));
int nb_local_periods = mxGetM(Array_shock_paths_) * mxGetN(Array_shock_paths_);
if (nb_periods < nb_local_periods)
{
ostringstream oss;
oss << nb_periods;
string tmp = oss.str();
tmp.insert(0, "The total number of simulation periods (");
tmp.append(") is lesser than the number of periods in the shock definitions (");
oss << nb_local_periods;
string tmp1 = oss.str();
tmp.append(tmp1);
tmp.append(")");
mexErrMsgTxt(tmp.c_str());
}
(sextended_path[i]).per_value.resize(nb_local_periods);
(sextended_path[i]).value.resize(nb_periods);
for (int j = 0; j < nb_periods; j++)
sextended_path[i].value[j] = 0;
for (int j = 0; j < nb_local_periods; j++)
{
sextended_path[i].per_value[j] = make_pair(int (specific_shock_int_date_[j]), specific_shock_paths_[j]);
sextended_path[i].value[int (specific_shock_int_date_[j]-1)] = specific_shock_paths_[j];
if (max_periods < int (specific_shock_int_date_[j]))
max_periods = int (specific_shock_int_date_[j]);
}
}
for (int i = 0; i < nb_periods; i++)
{
int buflen = mxGetNumberOfElements(mxGetCell(date_str, i)) + 1;
char *buf = static_cast<char *>(mxCalloc(buflen, sizeof(char)));
int info = mxGetString(mxGetCell(date_str, i), buf, buflen);
if (info)
{
string tmp = "Can not allocated memory to store the date_str in the extended path descriptor";
mexErrMsgTxt(tmp.c_str());
}
dates.push_back(string(buf)); //string(Dates[i]);
mxFree(buf);
}
}
if (plan.length() > 0)
{
mxArray *plan_struct = mexGetVariable("base", plan.c_str());
if (plan_struct == NULL)
{
string tmp = plan;
tmp.insert(0, "Can't find the plan: ");
mexErrMsgTxt(tmp.c_str());
}
size_t n_plan = mxGetN(plan_struct);
splan.resize(n_plan);
for (int i = 0; i < static_cast<int>(n_plan); i++)
{
splan[i].var = "";
splan[i].exo = "";
mxArray *tmp = mxGetField(plan_struct, i, "exo");
if (tmp)
{
char name[100];
mxGetString(tmp, name, 100);
splan[i].var = name;
SymbolType variable_type = SymbolType::endogenous;
int exo_num = emsg.get_ID(name, &variable_type);
if (variable_type == SymbolType::exogenous || variable_type == SymbolType::exogenousDet)
splan[i].var_num = exo_num;
else
{
string tmp = name;
tmp.insert(0, "the variable '");
tmp.append("' defined as var in plan is not an exogenous or a deterministic exogenous\n");
mexErrMsgTxt(tmp.c_str());
}
}
tmp = mxGetField(plan_struct, i, "var");
if (tmp)
{
char name[100];
mxGetString(tmp, name, 100);
splan[i].exo = name;
SymbolType variable_type;
int exo_num = emsg.get_ID(name, &variable_type);
if (variable_type == SymbolType::endogenous)
splan[i].exo_num = exo_num;
else
{
string tmp = name;
tmp.insert(0, "the variable '");
tmp.append("' defined as exo in plan is not an endogenous variable\n");
mexErrMsgTxt(tmp.c_str());
}
}
tmp = mxGetField(plan_struct, i, "per_value");
if (tmp)
{
size_t num_shocks = mxGetM(tmp);
(splan[i]).per_value.resize(num_shocks);
double *per_value = mxGetPr(tmp);
for (int j = 0; j < static_cast<int>(num_shocks); j++)
(splan[i]).per_value[j] = make_pair(ceil(per_value[j]), per_value[j + num_shocks]);
}
}
int i = 0;
for (vector<s_plan>::iterator it = splan.begin(); it != splan.end(); it++)
{
mexPrintf("----------------------------------------------------------------------------------------------------\n");
mexPrintf("surprise #%d\n", i+1);
if (it->exo.length())
mexPrintf(" plan fliping var=%s (%d) exo=%s (%d) for the following periods and with the following values:\n", it->var.c_str(), it->var_num, it->exo.c_str(), it->exo_num);
else
mexPrintf(" plan shocks on var=%s for the following periods and with the following values:\n", it->var.c_str());
for (vector<pair<int, double>>::iterator it1 = it->per_value.begin(); it1 != it->per_value.end(); it1++)
{
mexPrintf(" %3d %10.5f\n", it1->first, it1->second);
}
i++;
}
}
if (pfplan.length() > 0)
{
pfplan_struct = mexGetVariable("base", pfplan.c_str());
if (!pfplan_struct)
{
string tmp = pfplan;
tmp.insert(0, "Can't find the pfplan: ");
mexErrMsgTxt(tmp.c_str());
}
size_t n_plan = mxGetN(pfplan_struct);
spfplan.resize(n_plan);
for (int i = 0; i < static_cast<int>(n_plan); i++)
{
spfplan[i].var = "";
spfplan[i].exo = "";
mxArray *tmp = mxGetField(pfplan_struct, i, "var");
if (tmp)
{
char name[100];
mxGetString(tmp, name, 100);
spfplan[i].var = name;
SymbolType variable_type = SymbolType::endogenous;
int exo_num = emsg.get_ID(name, &variable_type);
if (variable_type == SymbolType::exogenous || variable_type == SymbolType::exogenousDet)
splan[i].var_num = exo_num;
else
{
string tmp = name;
tmp.insert(0, "the variable '");
tmp.append("' defined as var in pfplan is not an exogenous or a deterministic exogenous\n");
mexErrMsgTxt(tmp.c_str());
}
}
tmp = mxGetField(pfplan_struct, i, "exo");
if (tmp)
{
char name[100];
mxGetString(tmp, name, 100);
spfplan[i].exo = name;
SymbolType variable_type;
int exo_num = emsg.get_ID(name, &variable_type);
if (variable_type == SymbolType::endogenous)
spfplan[i].exo_num = exo_num;
else
{
string tmp = name;
tmp.insert(0, "the variable '");
tmp.append("' defined as exo in pfplan is not an endogenous variable\n");
mexErrMsgTxt(tmp.c_str());
}
}
tmp = mxGetField(pfplan_struct, i, "per_value");
if (tmp)
{
size_t num_shocks = mxGetM(tmp);
double *per_value = mxGetPr(tmp);
(spfplan[i]).per_value.resize(num_shocks);
for (int j = 0; j < static_cast<int>(num_shocks); j++)
spfplan[i].per_value[j] = make_pair(ceil(per_value[j]), per_value[j+ num_shocks]);
}
}
int i = 0;
for (vector<s_plan>::iterator it = spfplan.begin(); it != spfplan.end(); it++)
{
mexPrintf("----------------------------------------------------------------------------------------------------\n");
mexPrintf("perfect foresight #%d\n", i+1);
if (it->exo.length())
mexPrintf(" plan flipping var=%s (%d) exo=%s (%d) for the following periods and with the following values:\n", it->var.c_str(), it->var_num, it->exo.c_str(), it->exo_num);
else
mexPrintf(" plan shocks on var=%s (%d) for the following periods and with the following values:\n", it->var.c_str(), it->var_num);
for (vector<pair<int, double>>::iterator it1 = it->per_value.begin(); it1 != it->per_value.end(); it1++)
{
mexPrintf(" %3d %10.5f\n", it1->first, it1->second);
}
i++;
}
}
int field_steady_state = mxGetFieldNumber(oo_, "steady_state");
if (field_steady_state < 0)
mexErrMsgTxt("steady_state is not a field of oo_");
int field_exo_steady_state = mxGetFieldNumber(oo_, "exo_steady_state");
if (field_exo_steady_state < 0)
mexErrMsgTxt("exo_steady_state is not a field of oo_");
if (!steady_state)
{
int field_endo_simul = mxGetFieldNumber(oo_, "endo_simul");
if (field_endo_simul < 0)
mexErrMsgTxt("endo_simul is not a field of oo_");
int field_exo_simul = mxGetFieldNumber(oo_, "exo_simul");
if (field_exo_simul < 0)
mexErrMsgTxt("exo_simul is not a field of oo_");
if (!count_array_argument)
{
mxArray *endo_sim_arr = mxGetFieldByNumber(oo_, 0, field_endo_simul);
yd = mxGetPr(endo_sim_arr);
row_y = mxGetM(endo_sim_arr);
col_y = mxGetN(endo_sim_arr);
mxArray *exo_sim_arr = mxGetFieldByNumber(oo_, 0, field_exo_simul);
xd = mxGetPr(exo_sim_arr);
row_x = mxGetM(exo_sim_arr);
col_x = mxGetN(exo_sim_arr);
nb_row_xd = row_x;
}
int field = mxGetFieldNumber(M_, "maximum_lag");
if (field >= 0)
y_kmin = int (floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, field)))));
else
mexErrMsgTxt("maximum_lag is not a field of M_");
field = mxGetFieldNumber(M_, "maximum_lead");
if (field >= 0)
y_kmax = int (floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, field)))));
else
mexErrMsgTxt("maximum_lead is not a field of M_");
field = mxGetFieldNumber(M_, "maximum_endo_lag");
if (field >= 0)
y_decal = max(0, y_kmin-int (floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, field))))));
else
mexErrMsgTxt("maximum_endo_lag is not a field of M_");
if (!count_array_argument)
{
int field = mxGetFieldNumber(options_, "periods");
if (field >= 0)
periods = int (floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, field)))));
else
mexErrMsgTxt("options_ is not a field of options_");
}
if (!steady_yd)
{
mxArray *steady_state_arr = mxGetFieldByNumber(oo_, 0, field_steady_state);
steady_yd = mxGetPr(steady_state_arr);
steady_row_y = mxGetM(steady_state_arr);
steady_col_y = mxGetN(steady_state_arr);
}
steady_xd = mxGetPr(mxGetFieldByNumber(oo_, 0, field_exo_steady_state));
}
else
{
if (!count_array_argument)
{
mxArray *steady_state_arr = mxGetFieldByNumber(oo_, 0, field_steady_state);
yd = mxGetPr(steady_state_arr);
row_y = mxGetM(steady_state_arr);
col_y = mxGetN(steady_state_arr);
mxArray *exo_steady_state_arr = mxGetFieldByNumber(oo_, 0, field_exo_steady_state);
xd = mxGetPr(exo_steady_state_arr);
row_x = mxGetM(exo_steady_state_arr);
col_x = mxGetN(exo_steady_state_arr);
nb_row_xd = row_x;
}
}
int field = mxGetFieldNumber(options_, "verbosity");
int verbose = 0;
if (field >= 0)
verbose = int (*mxGetPr((mxGetFieldByNumber(options_, 0, field))));
else
mexErrMsgTxt("verbosity is not a field of options_");
if (verbose)
print_it = true;
if (!steady_state)
field = mxGetFieldNumber(options_, "simul");
else
field = mxGetFieldNumber(options_, "steady");
mxArray *temporaryfield;
if (field >= 0)
temporaryfield = mxGetFieldByNumber(options_, 0, field);
else
{
if (!steady_state)
mexErrMsgTxt("simul is not a field of options_");
else
mexErrMsgTxt("steady is not a field of options_");
}
field = mxGetFieldNumber(temporaryfield, "maxit");
if (field < 0)
{
if (!steady_state)
mexErrMsgTxt("maxit is not a field of options_.simul");
else
mexErrMsgTxt("maxit is not a field of options_.steady");
}
int maxit_ = int (floor(*(mxGetPr(mxGetFieldByNumber(temporaryfield, 0, field)))));
field = mxGetFieldNumber(options_, "slowc");
if (field < 0)
mexErrMsgTxt("slows is not a field of options_");
double slowc = double (*(mxGetPr(mxGetFieldByNumber(options_, 0, field))));
field = mxGetFieldNumber(options_, "markowitz");
if (field < 0)
mexErrMsgTxt("markowitz is not a field of options_");
double markowitz_c = double (*(mxGetPr(mxGetFieldByNumber(options_, 0, field))));
field = mxGetFieldNumber(options_, "minimal_solving_periods");
if (field < 0)
mexErrMsgTxt("minimal_solving_periods is not a field of options_");
int minimal_solving_periods = int (*(mxGetPr(mxGetFieldByNumber(options_, 0, field))));
field = mxGetFieldNumber(options_, "stack_solve_algo");
if (field < 0)
mexErrMsgTxt("stack_solve_algo is not a field of options_");
int stack_solve_algo = int (*(mxGetPr(mxGetFieldByNumber(options_, 0, field))));
int solve_algo;
double solve_tolf;
if (steady_state)
{
int field = mxGetFieldNumber(options_, "solve_algo");
if (field >= 0)
solve_algo = int (*(mxGetPr(mxGetFieldByNumber(options_, 0, field))));
else
mexErrMsgTxt("solve_algo is not a field of options_");
field = mxGetFieldNumber(options_, "solve_tolf");
if (field >= 0)
solve_tolf = *(mxGetPr(mxGetFieldByNumber(options_, 0, field)));
else
mexErrMsgTxt("solve_tolf is not a field of options_");
}
else
{
solve_algo = stack_solve_algo;
int field = mxGetFieldNumber(options_, "dynatol");
mxArray *dynatol;
if (field >= 0)
dynatol = mxGetFieldByNumber(options_, 0, field);
else
mexErrMsgTxt("dynatol is not a field of options_");
field = mxGetFieldNumber(dynatol, "f");
if (field >= 0)
solve_tolf = *mxGetPr((mxGetFieldByNumber(dynatol, 0, field)));
else
mexErrMsgTxt("f is not a field of options_.dynatol");
}
field = mxGetFieldNumber(M_, "fname");
mxArray *mxa;
if (field >= 0)
mxa = mxGetFieldByNumber(M_, 0, field);
else
mexErrMsgTxt("fname is not a field of M_");
size_t buflen = mxGetM(mxa) * mxGetN(mxa) + 1;
char *fname;
fname = static_cast<char *>(mxCalloc(buflen+1, sizeof(char)));
size_t status = mxGetString(mxa, fname, int (buflen));
fname[buflen] = ' ';
if (status != 0)
mexWarnMsgTxt("Not enough space. Filename is truncated.");
string file_name = fname;
#ifdef CUDA
try
{
if (stack_solve_algo == 7 && !steady_state)
CUDA_device = GPU_Test_and_Info(&cublas_handle, &cusparse_handle, &descr);
}
catch (GeneralExceptionHandling &feh)
{
mexErrMsgTxt(feh.GetErrorMsg().c_str());
}
#else
if (stack_solve_algo == 7 && !steady_state)
mexErrMsgTxt("bytecode has not been compiled with CUDA option. Bytecode Can't use options_.stack_solve_algo=7\n");
#endif
size_t size_of_direction = col_y*row_y*sizeof(double);
double *y = static_cast<double *>(mxMalloc(size_of_direction));
error_msg.test_mxMalloc(y, __LINE__, __FILE__, __func__, size_of_direction);
double *ya = static_cast<double *>(mxMalloc(size_of_direction));
error_msg.test_mxMalloc(ya, __LINE__, __FILE__, __func__, size_of_direction);
direction = static_cast<double *>(mxMalloc(size_of_direction));
error_msg.test_mxMalloc(direction, __LINE__, __FILE__, __func__, size_of_direction);
memset(direction, 0, size_of_direction);
/*mexPrintf("col_x : %d, row_x : %d\n",col_x, row_x);*/
double *x = static_cast<double *>(mxMalloc(col_x*row_x*sizeof(double)));
error_msg.test_mxMalloc(x, __LINE__, __FILE__, __func__, col_x*row_x*sizeof(double));
for (i = 0; i < row_x*col_x; i++)
{
x[i] = double (xd[i]);
}
for (i = 0; i < row_y*col_y; i++)
{
y[i] = double (yd[i]);
ya[i] = double (yd[i]);
}
size_t y_size = row_y;
size_t nb_row_x = row_x;
clock_t t0 = clock();
Interpreter interprete(params, y, ya, x, steady_yd, steady_xd, direction, y_size, nb_row_x, nb_row_xd, periods, y_kmin, y_kmax, maxit_, solve_tolf, size_of_direction, slowc, y_decal,
markowitz_c, file_name, minimal_solving_periods, stack_solve_algo, solve_algo, global_temporary_terms, print, print_error, GlobalTemporaryTerms, steady_state,
print_it, col_x, col_y
#ifdef CUDA
, CUDA_device, cublas_handle, cusparse_handle, descr
#endif
);
string f(fname);
mxFree(fname);
int nb_blocks = 0;
double *pind;
if (extended_path)
{
try
{
interprete.extended_path(f, f, evaluate, block, nb_blocks, max_periods, sextended_path, sconditional_extended_path, dates, table_conditional_global);
}
catch (GeneralExceptionHandling &feh)
{
mexErrMsgTxt(feh.GetErrorMsg().c_str());
}
}
else
{
try
{
interprete.compute_blocks(f, f, evaluate, block, nb_blocks);
}
catch (GeneralExceptionHandling &feh)
{
mexErrMsgTxt(feh.GetErrorMsg().c_str());
}
}
#ifdef CUDA
if (stack_solve_algo == 7 && !steady_state)
GPU_close(cublas_handle, cusparse_handle, descr);
#endif
clock_t t1 = clock();
if (!steady_state && !evaluate && print)
mexPrintf("Simulation Time=%f milliseconds\n", 1000.0*(double (t1)-double (t0))/double (CLOCKS_PER_SEC));
#ifndef DEBUG_EX
bool dont_store_a_structure = false;
if (nlhs > 0)
{
if (block >= 0)
{
if (evaluate)
{
vector<double> residual = interprete.get_residual();
plhs[0] = mxCreateDoubleMatrix(int (residual.size()/double (col_y)), int (col_y), mxREAL);
pind = mxGetPr(plhs[0]);
for (i = 0; i < residual.size(); i++)
pind[i] = residual[i];
}
else
{
int out_periods;
if (extended_path)
out_periods = max_periods + y_kmin;
else
out_periods = row_y;
plhs[0] = mxCreateDoubleMatrix(out_periods, int (col_y), mxREAL);
pind = mxGetPr(plhs[0]);
for (i = 0; i < out_periods*col_y; i++)
pind[i] = y[i];
}
}
else
{
int out_periods;
if (extended_path)
out_periods = max_periods + y_kmin;
else
out_periods = col_y;
plhs[0] = mxCreateDoubleMatrix(int (row_y), out_periods, mxREAL);
pind = mxGetPr(plhs[0]);
if (evaluate)
{
vector<double> residual = interprete.get_residual();
for (i = 0; i < residual.size(); i++)
pind[i] = residual[i];
}
else
for (i = 0; i < row_y*out_periods; i++)
pind[i] = y[i];
}
if (nlhs > 1)
{
if (evaluate)
{
int jacob_field_number = 0, jacob_exo_field_number = 0, jacob_exo_det_field_number = 0, jacob_other_endo_field_number = 0;
if (!block_structur)
{
const char *field_names[] = {"g1", "g1_x", "g1_xd", "g1_o"};
jacob_field_number = 0;
jacob_exo_field_number = 1;
jacob_exo_det_field_number = 2;
jacob_other_endo_field_number = 3;
mwSize dims[1] = {static_cast<mwSize>(nb_blocks) };
plhs[1] = mxCreateStructArray(1, dims, 4, field_names);
}
else if (!mxIsStruct(block_structur))
{
plhs[1] = interprete.get_jacob(0);
//mexCallMATLAB(0,NULL, 1, &plhs[1], "disp");
dont_store_a_structure = true;
}
else
{
plhs[1] = block_structur;
jacob_field_number = mxAddField(plhs[1], "g1");
if (jacob_field_number == -1)
mexErrMsgTxt("Fatal error in bytecode: in main, cannot add extra field jacob to the structArray\n");
jacob_exo_field_number = mxAddField(plhs[1], "g1_x");
if (jacob_exo_field_number == -1)
mexErrMsgTxt("Fatal error in bytecode: in main, cannot add extra field jacob_exo to the structArray\n");
jacob_exo_det_field_number = mxAddField(plhs[1], "g1_xd");
if (jacob_exo_det_field_number == -1)
mexErrMsgTxt("Fatal error in bytecode: in main, cannot add extra field jacob_exo_det to the structArray\n");
jacob_other_endo_field_number = mxAddField(plhs[1], "g1_o");
if (jacob_other_endo_field_number == -1)
mexErrMsgTxt("Fatal error in bytecode: in main, cannot add extra field jacob_other_endo to the structArray\n");
}
if (!dont_store_a_structure)
{
for (int i = 0; i < nb_blocks; i++)
{
mxSetFieldByNumber(plhs[1], i, jacob_field_number, interprete.get_jacob(i));
if (!steady_state)
{
mxSetFieldByNumber(plhs[1], i, jacob_exo_field_number, interprete.get_jacob_exo(i));
mxSetFieldByNumber(plhs[1], i, jacob_exo_det_field_number, interprete.get_jacob_exo_det(i));
mxSetFieldByNumber(plhs[1], i, jacob_other_endo_field_number, interprete.get_jacob_other_endo(i));
}
}
}
}
else
{
plhs[1] = mxCreateDoubleMatrix(int (row_x), int (col_x), mxREAL);
pind = mxGetPr(plhs[1]);
for (i = 0; i < row_x*col_x; i++)
{
pind[i] = x[i];
}
}
if (nlhs > 2)
{
plhs[2] = mxCreateDoubleMatrix(int (row_y), int (col_y), mxREAL);
pind = mxGetPr(plhs[2]);
for (i = 0; i < row_y*col_y; i++)
pind[i] = y[i];
if (nlhs > 3)
{
mxArray *GlobalTemporaryTerms = interprete.get_Temporary_Terms();
size_t nb_temp_terms = mxGetM(GlobalTemporaryTerms);
plhs[3] = mxCreateDoubleMatrix(int (nb_temp_terms), 1, mxREAL);
pind = mxGetPr(plhs[3]);
double *tt = mxGetPr(GlobalTemporaryTerms);
for (i = 0; i < nb_temp_terms; i++)
pind[i] = tt[i];
}
}
}
}
#else
Free_global();
#endif
if (x)
mxFree(x);
if (y)
mxFree(y);
if (ya)
mxFree(ya);
if (direction)
mxFree(direction);
#ifdef _MSC_VER_
/*fFreeResult =*/ FreeLibrary(hinstLib);
#endif
return;
}
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