82 lines
2.5 KiB
C++
82 lines
2.5 KiB
C++
/*
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* Copyright (C) 2013 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 <http://www.gnu.org/licenses/>.
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*/
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#include "SteadyStateSolver.hh"
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const double SteadyStateSolver::tolerance = 1e-7;
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SteadyStateSolver::SteadyStateSolver(const std::string &basename, size_t n_endo_arg)
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: static_dll(basename), n_endo(n_endo_arg), residual(n_endo), g1(n_endo)
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{
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g1.setAll(0.0); // The static file does not initialize zero elements
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}
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int
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SteadyStateSolver::static_f(const gsl_vector *yy, void *p, gsl_vector *F)
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{
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params *pp = (params *) p;
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VectorConstView deepParams(pp->deepParams, pp->n_params, 1);
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MatrixConstView x(pp->x, 1, pp->n_exo, 1);
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VectorView y(yy->data, yy->size, yy->stride);
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VectorView residual(F->data, F->size, F->stride);
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pp->static_dll->eval(y, x, deepParams, residual, NULL, NULL);
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return GSL_SUCCESS;
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}
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int
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SteadyStateSolver::static_df(const gsl_vector *yy, void *p, gsl_matrix *J)
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{
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params *pp = (params *) p;
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VectorConstView deepParams(pp->deepParams, pp->n_params, 1);
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MatrixConstView x(pp->x, 1, pp->n_exo, 1);
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VectorView y(yy->data, yy->size, yy->stride);
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pp->static_dll->eval(y, x, deepParams, *pp->residual, pp->g1, NULL);
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assert(J->size1 == J->size2 && J->size1 == J->tda);
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MatrixView g1t(J->data, J->size1, J->size2, J->tda);
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mat::transpose(g1t, *pp->g1); // GSL wants row-major order
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return GSL_SUCCESS;
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}
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int
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SteadyStateSolver::static_fdf(const gsl_vector *yy, void *p, gsl_vector *F, gsl_matrix *J)
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{
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params *pp = (params *) p;
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VectorConstView deepParams(pp->deepParams, pp->n_params, 1);
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MatrixConstView x(pp->x, 1, pp->n_exo, 1);
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VectorView y(yy->data, yy->size, yy->stride);
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VectorView residual(F->data, F->size, F->stride);
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pp->static_dll->eval(y, x, deepParams, residual, pp->g1, NULL);
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assert(J->size1 == J->size2 && J->size1 == J->tda);
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MatrixView g1t(J->data, J->size1, J->size2, J->tda);
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mat::transpose(g1t, *pp->g1); // GSL wants row-major order
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return GSL_SUCCESS;
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}
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