dynare/mex/sources/bytecode/Interpreter.cc

1514 lines
49 KiB
C++

/*
* Copyright (C) 2007-2009 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 "Interpreter.hh"
#define BIG 1.0e+8;
#define SMALL 1.0e-5;
//#define DEBUG
Interpreter::Interpreter(double *params_arg, double *y_arg, double *ya_arg, double *x_arg, double *steady_y_arg, double *steady_x_arg,
double *direction_arg, int y_size_arg,
int nb_row_x_arg, int nb_row_xd_arg, int periods_arg, int y_kmin_arg, int y_kmax_arg,
int maxit_arg_, double solve_tolf_arg, int size_of_direction_arg, double slowc_arg, int y_decal_arg, double markowitz_c_arg,
string &filename_arg, int minimal_solving_periods_arg)
{
params=params_arg;
y=y_arg;
ya=ya_arg;
x=x_arg;
steady_y = steady_y_arg;
steady_x = steady_x_arg;
direction=direction_arg;
y_size=y_size_arg;
nb_row_x=nb_row_x_arg;
nb_row_xd=nb_row_xd_arg;
periods=periods_arg;
y_kmax=y_kmax_arg;
y_kmin=y_kmin_arg;
maxit_=maxit_arg_;
solve_tolf=solve_tolf_arg;
size_of_direction=size_of_direction_arg;
slowc=slowc_arg;
slowc_save = slowc;
y_decal=y_decal_arg;
markowitz_c=markowitz_c_arg;
filename=filename_arg;
T=NULL;
error_not_printed = true;
minimal_solving_periods = minimal_solving_periods_arg;
}
double
Interpreter::pow1(double a, double b)
{
/*double r;
if(a>=0)
r=pow_(a,b);
else
{
//r=0;
//max_res=res1=res2=BIG;
if(error_not_printed)
{
mexPrintf("Error: X^a with X<0\n");
error_not_printed = false;
}
//r = BIG;
//r = -pow_(-a, b);
//r = 0;
//r = SMALL;
//r = pow_(-a, b);
}*/
double r = pow_(a, b);
if (isnan(r) || isinf(r))
{
if(a<0 && error_not_printed)
{
mexPrintf("Error: X^a with X=%5.25f\n",a);
error_not_printed = false;
r = 0.0000000000000000000000001;
}
res1=NAN;
return(r);
}
else
return r;
}
double
Interpreter::log1(double a)
{
/*double r;
if(a>=0)
r=pow_(a,b);
else
{
//r=0;
//max_res=res1=res2=BIG;
if(error_not_printed)
{
mexPrintf("Error: X^a with X<0\n");
error_not_printed = false;
}
//r = BIG;
//r = -pow_(-a, b);
//r = 0;
//r = SMALL;
//r = pow_(-a, b);
}*/
double r = log(a);
if (isnan(r) || isinf(r))
{
if(a<=0 && error_not_printed)
{
mexPrintf("Error: log(X) with X<=0\n");
error_not_printed = false;
}
res1=NAN;
return(r);
}
else
return r;
}
void
Interpreter::compute_block_time(int Per_u_, bool evaluate, int block_num) /*throw(EvalException)*/
{
int var, lag = 0, op;
ostringstream tmp_out;
double v1, v2;
bool go_on=true;
double ll;
while (go_on)
{
switch (it_code->first)
{
case FLDV :
//load a variable in the processor
switch (((FLDV_*)it_code->second)->get_type())
{
case eParameter :
var = ((FLDV_*)it_code->second)->get_pos();
Stack.push(params[var]);
#ifdef DEBUG
tmp_out << " params[" << var << "](" << params[var] << ")";
#endif
break;
case eEndogenous :
var = ((FLDV_*)it_code->second)->get_pos();
lag = ((FLDV_*)it_code->second)->get_lead_lag();
if(evaluate)
Stack.push(ya[(it_+lag)*y_size+var]);
else
{
/*mexPrintf(" y[%d, %d]=",(it_+lag)*y_size, var );
mexPrintf("%f\n",y[(it_+lag)*y_size+var]);*/
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 eExogenous :
var = ((FLDV_*)it_code->second)->get_pos();
lag = ((FLDV_*)it_code->second)->get_lead_lag();
Stack.push(x[it_+lag+var*nb_row_x]);
#ifdef DEBUG
tmp_out << " x[" << it_+lag << ", " << var << "](" << x[it_+lag+var*nb_row_x] << ")";
//mexPrintf(" x[%d, %d](%f)\n", it_+lag, var, x[it_+lag+var*nb_row_x]);
#endif
break;
case eExogenousDet :
var = ((FLDV_*)it_code->second)->get_pos();
lag = ((FLDV_*)it_code->second)->get_lead_lag();
Stack.push(x[it_+lag+var*nb_row_xd]);
break;
case eModelLocalVariable:
#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 (((FLDSV_*)it_code->second)->get_type())
{
case eParameter :
var = ((FLDSV_*)it_code->second)->get_pos();
Stack.push(params[var]);
#ifdef DEBUG
tmp_out << " params[" << var << "](" << params[var] << ")";
#endif
break;
case eEndogenous :
var = ((FLDSV_*)it_code->second)->get_pos();
if(evaluate)
Stack.push(ya[var]);
else
Stack.push(y[var]);
#ifdef DEBUG
tmp_out << " y[" << var << "](" << y[var] << ")";
#endif
break;
case eExogenous :
var = ((FLDSV_*)it_code->second)->get_pos();
Stack.push(x[var]);
#ifdef DEBUG
tmp_out << " x[" << var << "](" << x[var] << ")";
#endif
break;
case eExogenousDet :
var = ((FLDSV_*)it_code->second)->get_pos();
Stack.push(x[var]);
break;
case eModelLocalVariable:
#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 (((FLDVS_*)it_code->second)->get_type())
{
case eParameter :
var = ((FLDVS_*)it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("params[%d]=%f\n", var, params[var]);
#endif
Stack.push(params[var]);
break;
case eEndogenous :
var = ((FLDVS_*)it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf(" steady_y[%d]=%f\n", var, steady_y[var]);
#endif
Stack.push(steady_y[var]);
break;
case eExogenous :
var = ((FLDVS_*)it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf(" x[%d] = %f\n", var, x[var]);
#endif
Stack.push(x[var]);
break;
case eExogenousDet :
var = ((FLDVS_*)it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf(" xd[%d] = %f\n", var, x[var]);
#endif
Stack.push(x[var]);
break;
case eModelLocalVariable:
#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 = ((FLDT_*)it_code->second)->get_pos();
#ifdef DEBUG
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 = ((FLDST_*)it_code->second)->get_pos();
#ifdef DEBUG
tmp_out << " T[" << var << "](" << T[var] << ")";
#endif
Stack.push(T[var]);
break;
case FLDU :
//load u variable in the processor
var = ((FLDU_*)it_code->second)->get_pos();
var+=Per_u_;
#ifdef DEBUG
tmp_out << " u[" << var << "](" << u[var] << ")";
#endif
Stack.push(u[var]);
break;
case FLDSU :
//load u variable in the processor
var = ((FLDSU_*)it_code->second)->get_pos();
#ifdef DEBUG
tmp_out << " u[" << var << "](" << u[var] << ")";
#endif
Stack.push(u[var]);
break;
case FLDR :
//load u variable in the processor
var = ((FLDR_*)it_code->second)->get_pos();
Stack.push(r[var]);
break;
case FLDZ :
//load 0 in the processor
Stack.push(0);
#ifdef DEBUG
tmp_out << " 0";
#endif
break;
case FLDC :
//load a numerical constant in the processor
ll = ((FLDC_*)it_code->second)->get_value();
#ifdef DEBUG
tmp_out << " " << ll;
#endif
Stack.push(ll);
break;
case FSTPV :
//load a variable in the processor
switch (((FSTPV_*)it_code->second)->get_type())
{
case eParameter :
var = ((FSTPV_*)it_code->second)->get_pos();
params[var] = Stack.top();
Stack.pop();
break;
case eEndogenous :
var = ((FSTPV_*)it_code->second)->get_pos();
lag = ((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 eExogenous :
var = ((FSTPV_*)it_code->second)->get_pos();
lag = ((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 eExogenousDet :
var = ((FSTPV_*)it_code->second)->get_pos();
lag = ((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 (((FSTPSV_*)it_code->second)->get_type())
{
case eParameter :
var = ((FSTPSV_*)it_code->second)->get_pos();
params[var] = Stack.top();
Stack.pop();
break;
case eEndogenous :
var = ((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 eExogenous :
case eExogenousDet :
var = ((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
var = ((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
var = ((FSTPST_*)it_code->second)->get_pos();
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 = ((FSTPU_*)it_code->second)->get_pos();
var+=Per_u_;
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 = ((FSTPSU_*)it_code->second)->get_pos();
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 = ((FSTPR_*)it_code->second)->get_pos();
r[var] = Stack.top();
#ifdef DEBUG
tmp_out << "=>";
mexPrintf(" r[%d](%f)=%s\n", var, r[var], tmp_out.str().c_str());
tmp_out.str("");
#endif
Stack.pop();
break;
case FSTPG :
//store in derivative (g) variable from the processor
var = ((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 FBINARY :
op = ((FBINARY_*)it_code->second)->get_op_type();
v2=Stack.top();
Stack.pop();
v1=Stack.top();
Stack.pop();
switch (op)
{
case oPlus:
Stack.push(v1 + v2);
#ifdef DEBUG
tmp_out << " |" << v1 << "+" << v2 << "|";
#endif
break;
case oMinus:
Stack.push(v1 - v2);
#ifdef DEBUG
tmp_out << " |" << v1 << "-" << v2 << "|";
#endif
break;
case oTimes:
Stack.push(v1 * v2);
#ifdef DEBUG
tmp_out << " |" << v1 << "*" << v2 << "|";
#endif
break;
case oDivide:
Stack.push(v1 / v2);
#ifdef DEBUG
tmp_out << " |" << v1 << "/" << v2 << "|";
#endif
break;
case oLess:
Stack.push(double(v1<v2));
#ifdef DEBUG
tmp_out << " |" << v1 << "<" << v2 << "|";
#endif
break;
case oGreater:
Stack.push(double(v1>v2));
#ifdef DEBUG
tmp_out << " |" << v1 << ">" << v2 << "|";
#endif
break;
case oLessEqual:
Stack.push(double(v1<=v2));
#ifdef DEBUG
tmp_out << " |" << v1 << "<=" << v2 << "|";
#endif
break;
case oGreaterEqual:
Stack.push(double(v1>=v2));
#ifdef DEBUG
tmp_out << " |" << v1 << ">=" << v2 << "|";
#endif
break;
case oEqualEqual:
Stack.push(double(v1==v2));
#ifdef DEBUG
tmp_out << " |" << v1 << "==" << v2 << "|";
#endif
break;
case oDifferent:
Stack.push(double(v1!=v2));
#ifdef DEBUG
tmp_out << " |" << v1 << "!=" << v2 << "|";
#endif
break;
case oPower:
Stack.push(pow1(v1, v2));
#ifdef DEBUG
tmp_out << " |" << v1 << "^" << v2 << "|";
#endif
break;
case oMax:
Stack.push(max(v1, v2));
#ifdef DEBUG
tmp_out << " |max(" << v1 << "," << v2 << ")|";
#endif
break;
case oMin:
Stack.push(min(v1, v2));
#ifdef DEBUG
tmp_out << " |min(" << v1 << "," << v2 << ")|";
#endif
break;
case oEqual:
default:
/*throw EvalException();*/
;
}
break;
case FUNARY :
op = ((FUNARY_*)it_code->second)->get_op_type();
v1=Stack.top();
Stack.pop();
switch (op)
{
case oUminus:
Stack.push(-v1);
#ifdef DEBUG
tmp_out << " |-(" << v1 << ")|";
#endif
break;
case oExp:
Stack.push(exp(v1));
#ifdef DEBUG
tmp_out << " |exp(" << v1 << ")|";
#endif
break;
case oLog:
Stack.push(log1(v1));
#ifdef DEBUG
tmp_out << " |log(" << v1 << ")|";
#endif
break;
case oLog10:
Stack.push(log10(v1));
#ifdef DEBUG
tmp_out << " |log10(" << v1 << ")|";
#endif
break;
case oCos:
Stack.push(cos(v1));
#ifdef DEBUG
tmp_out << " |cos(" << v1 << ")|";
#endif
break;
case oSin:
Stack.push(sin(v1));
#ifdef DEBUG
tmp_out << " |sin(" << v1 << ")|";
#endif
break;
case oTan:
Stack.push(tan(v1));
#ifdef DEBUG
tmp_out << " |tan(" << v1 << ")|";
#endif
break;
case oAcos:
Stack.push(acos(v1));
#ifdef DEBUG
tmp_out << " |acos(" << v1 << ")|";
#endif
break;
case oAsin:
Stack.push(asin(v1));
#ifdef DEBUG
tmp_out << " |asin(" << v1 << ")|";
#endif
break;
case oAtan:
Stack.push(atan(v1));
#ifdef DEBUG
tmp_out << " |atan(" << v1 << ")|";
#endif
break;
case oCosh:
Stack.push(cosh(v1));
#ifdef DEBUG
tmp_out << " |cosh(" << v1 << ")|";
#endif
break;
case oSinh:
Stack.push(sinh(v1));
#ifdef DEBUG
tmp_out << " |sinh(" << v1 << ")|";
#endif
break;
case oTanh:
Stack.push(tanh(v1));
#ifdef DEBUG
tmp_out << " |tanh(" << v1 << ")|";
#endif
break;
case oAcosh:
Stack.push(acosh(v1));
#ifdef DEBUG
tmp_out << " |acosh(" << v1 << ")|";
#endif
break;
case oAsinh:
Stack.push(asinh(v1));
#ifdef DEBUG
tmp_out << " |asinh(" << v1 << ")|";
#endif
break;
case oAtanh:
Stack.push(atanh(v1));
#ifdef DEBUG
tmp_out << " |atanh(" << v1 << ")|";
#endif
break;
case oSqrt:
Stack.push(sqrt(v1));
#ifdef DEBUG
tmp_out << " |sqrt(" << v1 << ")|";
#endif
break;
default:
/*throw EvalException();*/
;
}
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
go_on=false;
break;
case FENDEQU :
break;
case FOK :
op = ((FOK_*)it_code->second)->get_arg();
if (Stack.size()>0)
{
mexPrintf("error: Stack not empty!\n");
mexEvalString("st=fclose('all');clear all;");
mexErrMsgTxt("End of simulate");
}
break;
default :
mexPrintf("Unknown opcode %d!! FENDEQU=%d\n",it_code->first,FENDEQU);
mexEvalString("st=fclose('all');clear all;");
mexErrMsgTxt("End of simulate");
break;
}
it_code++;
}
}
void
Interpreter::evaluate_a_block(const int size, const int type, string bin_basename, bool steady_state, int block_num,
const bool is_linear, const int symbol_table_endo_nbr, const int Block_List_Max_Lag, const int Block_List_Max_Lead, const int u_count_int)
{
it_code_type begining;
switch (type)
{
case EVALUATE_FORWARD :
if(steady_state)
compute_block_time(0, true, block_num);
else
{
begining=it_code;
for (it_=y_kmin;it_<periods+y_kmin;it_++)
{
it_code=begining;
Per_y_=it_*y_size;
compute_block_time(0, true, block_num);
}
}
break;
case SOLVE_FORWARD_SIMPLE :
g1=(double*)mxMalloc(size*size*sizeof(double));
r=(double*)mxMalloc(size*sizeof(double));
if(steady_state)
{
compute_block_time(0, true, block_num);
for(int j=0; j<size; j++)
y[Block_Contain[j].Variable] += r[j];
}
else
{
begining = it_code;
for (it_=y_kmin;it_<periods+y_kmin;it_++)
{
it_code = begining;
it_code = begining;
Per_y_=it_*y_size;
compute_block_time(0, true, block_num);
for(int j=0; j<size; j++)
y[it_*y_size+Block_Contain[j].Variable] += r[j];
}
}
mxFree(g1);
mxFree(r);
break;
case SOLVE_FORWARD_COMPLETE :
fixe_u(&u, u_count_int, u_count_int);
Read_SparseMatrix(bin_basename, size, 1, 0, 0, steady_state, false);
r=(double*)mxMalloc(size*sizeof(double));
if(steady_state)
{
compute_block_time(0, true, block_num);
for(int j=0; j<size; j++)
y[Block_Contain[j].Variable] += r[j];
}
else
{
begining = it_code;
for (it_=y_kmin;it_<periods+y_kmin;it_++)
{
it_code = begining;
Per_y_=it_*y_size;
compute_block_time(0, true, block_num);
for(int j=0; j<size; j++)
y[it_*y_size+Block_Contain[j].Variable] += r[j];
}
}
mxFree(r);
break;
case EVALUATE_BACKWARD :
if(steady_state)
compute_block_time(0, true, block_num);
else
{
begining = it_code;
for (it_=periods+y_kmin-1;it_>=y_kmin;it_--)
{
it_code = begining;
Per_y_=it_*y_size;
compute_block_time(0, true, block_num);
}
}
break;
case SOLVE_BACKWARD_SIMPLE :
g1=(double*)mxMalloc(size*size*sizeof(double));
r=(double*)mxMalloc(size*sizeof(double));
if(steady_state)
{
compute_block_time(0, true, block_num);
for(int j=0; j<size; j++)
y[Block_Contain[j].Variable] += r[j];
}
else
{
begining = it_code;
for (it_=periods+y_kmin-1;it_>=y_kmin;it_--)
{
it_code = begining;
Per_y_=it_*y_size;
compute_block_time(0,true, block_num);
for(int j=0; j<size; j++)
y[it_*y_size+Block_Contain[j].Variable] += r[j];
}
}
mxFree(g1);
mxFree(r);
break;
case SOLVE_BACKWARD_COMPLETE :
fixe_u(&u, u_count_int, u_count_int);
Read_SparseMatrix(bin_basename, size, 1, 0, 0, steady_state, false);
r=(double*)mxMalloc(size*sizeof(double));
if(steady_state)
{
compute_block_time(0, true, block_num);
for(int j=0; j<size; j++)
y[Block_Contain[j].Variable] += r[j];
}
else
{
begining = it_code;
for (it_=periods+y_kmin-1;it_>=y_kmin;it_--)
{
it_code = begining;
Per_y_=it_*y_size;
compute_block_time(0,true, block_num);
for(int j=0; j<size; j++)
y[it_*y_size+Block_Contain[j].Variable] += r[j];
}
}
mxFree(r);
break;
case SOLVE_TWO_BOUNDARIES_SIMPLE :
case SOLVE_TWO_BOUNDARIES_COMPLETE:
fixe_u(&u, u_count_int, u_count_int);
Read_SparseMatrix(bin_basename, size, periods, y_kmin, y_kmax, steady_state, true);
u_count=u_count_int*(periods+y_kmax+y_kmin);
r=(double*)mxMalloc(size*sizeof(double));
begining = it_code;
for (it_=y_kmin;it_<periods+y_kmin;it_++)
{
Per_u_=(it_-y_kmin)*u_count_int;
Per_y_=it_*y_size;
it_code = begining;
compute_block_time(Per_u_, true, block_num);
for(int j=0; j<size; j++)
y[it_*y_size+Block_Contain[j].Variable] += r[j];
}
mxFree(r);
break;
}
}
bool
Interpreter::simulate_a_block(const int size, const int type, string file_name, string bin_basename, bool Gaussian_Elimination, bool steady_state, int block_num,
const bool is_linear, const int symbol_table_endo_nbr, const int Block_List_Max_Lag, const int Block_List_Max_Lead, const int u_count_int)
{
it_code_type begining;
int i;
bool cvg;
int giter;
bool result = true;
double *y_save;
switch (type)
{
case EVALUATE_FORWARD :
if(steady_state)
compute_block_time(0, false, block_num);
else
{
begining = it_code;
for (it_=y_kmin;it_<periods+y_kmin;it_++)
{
it_code = begining;
Per_y_=it_*y_size;
compute_block_time(0, false, block_num);
}
}
break;
case EVALUATE_BACKWARD :
if(steady_state)
compute_block_time(0, false, block_num);
else
{
begining = it_code;
for (it_=periods+y_kmin-1;it_>=y_kmin;it_--)
{
it_code = begining;
Per_y_=it_*y_size;
compute_block_time(0, false, block_num);
}
}
break;
case SOLVE_FORWARD_SIMPLE :
g1=(double*)mxMalloc(size*size*sizeof(double));
r=(double*)mxMalloc(size*sizeof(double));
begining = it_code;
if(steady_state)
{
cvg=false;
iter=0;
while (!(cvg||(iter>maxit_)))
{
it_code = begining;
Per_y_=it_*y_size;
compute_block_time(0, false, block_num);
double rr;
rr=r[0];
cvg=(fabs(rr)<solve_tolf);
if(cvg)
continue;
y[Block_Contain[0].Variable] += -r[0]/g1[0];
iter++;
}
if (!cvg)
{
mexPrintf("Convergence not achieved in block %d, after %d iterations\n",Block_Count,iter);
mexPrintf("r[0]= %f\n",r[0]);
return false;
}
}
else
{
for (it_=y_kmin;it_<periods+y_kmin;it_++)
{
cvg=false;
iter=0;
Per_y_=it_*y_size;
while (!(cvg||(iter>maxit_)))
{
it_code = begining;
Per_y_=it_*y_size;
compute_block_time(0, false, block_num);
double rr;
if(fabs(1+y[Per_y_+Block_Contain[0].Variable])>eps)
rr=r[0]/(1+y[Per_y_+Block_Contain[0].Variable]);
else
rr=r[0];
cvg=(fabs(rr)<solve_tolf);
if(cvg)
continue;
y[Per_y_+Block_Contain[0].Variable] += -r[0]/g1[0];
iter++;
}
if (!cvg)
{
mexPrintf("Convergence not achieved in block %d, at time %d after %d iterations\n",Block_Count,it_,iter);
mexEvalString("st=fclose('all');clear all;");
mexErrMsgTxt("End of simulate");
}
}
}
mxFree(g1);
mxFree(r);
break;
case SOLVE_BACKWARD_SIMPLE :
g1=(double*)mxMalloc(size*size*sizeof(double));
r=(double*)mxMalloc(size*sizeof(double));
begining = it_code;
if(steady_state)
{
cvg=false;
iter=0;
while (!(cvg||(iter>maxit_)))
{
it_code = begining;
Per_y_=it_*y_size;
compute_block_time(0, false, block_num);
double rr;
rr=r[0];
cvg=(fabs(rr)<solve_tolf);
if(cvg)
continue;
y[Block_Contain[0].Variable] += -r[0]/g1[0];
iter++;
}
if (!cvg)
{
mexPrintf("Convergence not achieved in block %d, after %d iterations\n",Block_Count,iter);
return false;
}
}
else
{
for (it_=periods+y_kmin;it_>y_kmin;it_--)
{
cvg=false;
iter=0;
Per_y_=it_*y_size;
while (!(cvg||(iter>maxit_)))
{
it_code = begining;
Per_y_=it_*y_size;
compute_block_time(0, false, block_num);
double rr;
if(fabs(1+y[Per_y_+Block_Contain[0].Variable])>eps)
rr=r[0]/(1+y[Per_y_+Block_Contain[0].Variable]);
else
rr=r[0];
cvg=(fabs(rr)<solve_tolf);
if(cvg)
continue;
y[Per_y_+Block_Contain[0].Variable] += -r[0]/g1[0];
iter++;
}
if (!cvg)
{
mexPrintf("Convergence not achieved in block %d, at time %d after %d iterations\n",Block_Count,it_,iter);
mexEvalString("st=fclose('all');clear all;");
mexErrMsgTxt("End of simulate");
}
}
}
mxFree(g1);
mxFree(r);
break;
case SOLVE_FORWARD_COMPLETE :
fixe_u(&u, u_count_int, u_count_int);
Read_SparseMatrix(bin_basename, size, 1, 0, 0, steady_state, false);
g1=(double*)mxMalloc(size*size*sizeof(double));
r=(double*)mxMalloc(size*sizeof(double));
begining = it_code;
Per_u_ = 0;
if(steady_state)
{
if (!is_linear)
{
max_res_idx=0;
cvg=false;
iter=0;
while (!(cvg||(iter>maxit_)))
{
it_code= begining;
error_not_printed = true;
res2=0;
res1=0;
max_res=0;
compute_block_time(0, false, block_num);
if (!(isnan(res1)||isinf(res1)))
{
for (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);
}
cvg=(max_res<solve_tolf);
}
else
cvg=false;
if(cvg)
continue;
result = simulate_NG(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, false, cvg, iter, true);
iter++;
}
if (!cvg)
{
mexPrintf("Convergence not achieved in block %d, at time %d after %d iterations\n", Block_Count, it_, iter);
return false;
}
}
else
{
it_code = begining;
Per_y_=it_*y_size;
iter = 0;
res1=res2=max_res=0;max_res_idx=0;
error_not_printed = true;
compute_block_time(0, false, block_num);
cvg=false;
result = simulate_NG(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, false, cvg, iter, true);
}
}
else
{
if (!is_linear)
{
max_res_idx=0;
for (it_=y_kmin;it_<periods+y_kmin;it_++)
{
cvg=false;
iter=0;
Per_y_=it_*y_size;
while (!(cvg||(iter>maxit_)))
{
it_code = begining;
error_not_printed = true;
res2=0;
res1=0;
max_res=0;
compute_block_time(0, false, block_num);
if (!(isnan(res1)||isinf(res1)))
{
for (i=0; i<size ;i++)
{
double rr;
if(fabs(1+y[Per_y_+Block_Contain[i].Variable])>eps)
rr=r[i]/(1+y[Per_y_+Block_Contain[i].Variable]);
else
rr=r[i];
if (max_res<fabs(rr))
{
max_res=fabs(rr);
max_res_idx=i;
}
res2+=rr*rr;
res1+=fabs(rr);
}
cvg=(max_res<solve_tolf);
}
else
cvg=false;
if(cvg)
continue;
result = simulate_NG(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, false, cvg, iter, false);
iter++;
}
if (!cvg)
{
mexPrintf("Convergence not achieved in block %d, at time %d after %d iterations\n", Block_Count, it_, iter);
mexEvalString("st=fclose('all');clear all;");
mexErrMsgTxt("End of simulate");
}
}
}
else
{
for (it_=y_kmin;it_<periods+y_kmin;it_++)
{
it_code = begining;
Per_y_=it_*y_size;
iter = 0;
res1=res2=max_res=0;max_res_idx=0;
error_not_printed = true;
compute_block_time(0, false, block_num);
cvg=false;
result = simulate_NG(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, false, cvg, iter, false);
}
}
}
mxFree(index_equa);
mxFree(index_vara);
memset(direction,0,size_of_direction);
mxFree(g1);
mxFree(r);
mxFree(u);
break;
case SOLVE_BACKWARD_COMPLETE :
fixe_u(&u, u_count_int, u_count_int);
Read_SparseMatrix(bin_basename, size, 1, 0, 0, steady_state, false);
g1=(double*)mxMalloc(size*size*sizeof(double));
r=(double*)mxMalloc(size*sizeof(double));
begining = it_code;
if(steady_state)
{
if (!is_linear)
{
max_res_idx=0;
cvg=false;
iter=0;
while (!(cvg||(iter>maxit_)))
{
it_code = begining;
error_not_printed = true;
res2=0;
res1=0;
max_res=0;
compute_block_time(0, false, block_num);
if (!(isnan(res1)||isinf(res1)))
{
for (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);
}
cvg=(max_res<solve_tolf);
}
else
cvg=false;
if(cvg)
continue;
result = simulate_NG(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, false, cvg, iter, true);
iter++;
}
if (!cvg)
{
mexPrintf("Convergence not achieved in block %d, at time %d after %d iterations\n", Block_Count, it_, iter);
return false;
}
}
else
{
it_code = begining;
Per_y_=it_*y_size;
iter = 0;
res1=res2=max_res=0;max_res_idx=0;
error_not_printed = true;
compute_block_time(0, false, block_num);
cvg=false;
result = simulate_NG(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, false, cvg, iter, true);
}
}
else
{
if (!is_linear)
{
max_res_idx=0;
for (it_=periods+y_kmin;it_>y_kmin;it_--)
{
cvg=false;
iter=0;
Per_y_=it_*y_size;
while (!(cvg||(iter>maxit_)))
{
it_code = begining;
error_not_printed = true;
res2=0;
res1=0;
max_res=0;
compute_block_time(0, false, block_num);
if (!(isnan(res1)||isinf(res1)))
{
for (i=0; i<size ;i++)
{
double rr;
if(fabs(1+y[Per_y_+Block_Contain[i].Variable])>eps)
rr=r[i]/(1+y[Per_y_+Block_Contain[i].Variable]);
else
rr=r[i];
if (max_res<fabs(rr))
{
max_res=fabs(rr);
max_res_idx=i;
}
res2+=rr*rr;
res1+=fabs(rr);
}
cvg=(max_res<solve_tolf);
}
else
cvg=false;
if(cvg)
continue;
result = simulate_NG(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, false, cvg, iter, false);
iter++;
}
if (!cvg)
{
mexPrintf("Convergence not achieved in block %d, at time %d after %d iterations\n", Block_Count, it_, iter);
mexEvalString("st=fclose('all');clear all;");
mexErrMsgTxt("End of simulate");
}
}
}
else
{
for (it_=periods+y_kmin;it_>y_kmin;it_--)
{
it_code = begining;
Per_y_=it_*y_size;
error_not_printed = true;
compute_block_time(0, false, block_num);
cvg=false;
result = simulate_NG(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, false, cvg, iter, false);
}
}
}
mxFree(index_equa);
mxFree(index_vara);
memset(direction,0,size_of_direction);
mxFree(g1);
mxFree(r);
mxFree(u);
break;
case SOLVE_TWO_BOUNDARIES_SIMPLE :
case SOLVE_TWO_BOUNDARIES_COMPLETE:
if(steady_state)
{
mexPrintf("SOLVE_TWO_BOUNDARIES in a steady state model: impossible case\n");
return false;
}
fixe_u(&u, u_count_int, u_count_int);
Read_SparseMatrix(bin_basename, size, periods, y_kmin, y_kmax, steady_state, true);
u_count=u_count_int*(periods+y_kmax+y_kmin);
r=(double*)mxMalloc(size*sizeof(double));
y_save=(double*)mxMalloc(y_size*sizeof(double)*(periods+y_kmax+y_kmin));
begining = it_code;
if(!Gaussian_Elimination)
{
}
giter=0;
iter=0;
if (!is_linear)
{
cvg=false;
int u_count_saved=u_count;
while (!(cvg||(iter>maxit_)))
{
res2=0;
res1=0;
max_res=0;
max_res_idx=0;
memcpy(y_save, y, y_size*sizeof(double)*(periods+y_kmax+y_kmin));
for (it_=y_kmin;it_<periods+y_kmin;it_++)
{
Per_u_=(it_-y_kmin)*u_count_int;
Per_y_=it_*y_size;
it_code = begining;
compute_block_time(Per_u_, false, block_num);
if (isnan(res1)||isinf(res1))
{
memcpy(y, y_save, y_size*sizeof(double)*(periods+y_kmax+y_kmin));
break;
}
for (i=0; i< size; i++)
{
double rr;
if(fabs(1+y[Per_y_+Block_Contain[i].Variable])>eps)
rr=r[i]/(1+y[Per_y_+Block_Contain[i].Variable]);
else
rr=r[i];
if (max_res<fabs(rr))
{
max_res=fabs(rr);
max_res_idx=i;
}
res2+=rr*rr;
res1+=fabs(rr);
}
}
if (isnan(res1)||isinf(res1))
cvg = false;
else
cvg=(max_res<solve_tolf);
/*if(cvg)
continue;*/
u_count=u_count_saved;
simulate_NG1(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, periods, true, cvg, iter, minimal_solving_periods);
iter++;
}
if (!cvg)
{
mexPrintf("Convergence not achieved in block %d, after %d iterations\n",Block_Count, iter);
mexEvalString("st=fclose('all');clear all;");
mexErrMsgTxt("End of simulate");
}
}
else
{
res1=res2=max_res=0;max_res_idx=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 = begining;
compute_block_time(Per_u_, false, block_num);
for (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);
}
}
cvg = false;
simulate_NG1(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, periods, true, cvg, iter, minimal_solving_periods);
}
mxFree(r);
mxFree(y_save);
mxFree(u);
mxFree(index_vara);
mxFree(index_equa);
memset(direction,0,size_of_direction);
break;
default:
mexPrintf("Unknown type =%d\n",type);
mexEvalString("st=fclose('all');clear all;");
mexEvalString("drawnow;");
mexErrMsgTxt("End of simulate");
}
return true;
}
bool
Interpreter::compute_blocks(string file_name, string bin_basename, bool steady_state, bool evaluate)
{
bool result = true;
int var;
if(steady_state)
file_name += "_static";
else
file_name += "_dynamic";
CodeLoad code;
//First read and store in memory the code
code_liste = code.get_op_code(file_name);
if (!code_liste.size())
{
mexPrintf("%s.cod Cannot be opened\n",file_name.c_str());
mexEvalString("drawnow;");
mexEvalString("st=fclose('all');clear all;");
filename+=" stopped";
mexEvalString("drawnow;");
mexErrMsgTxt(filename.c_str());
}
//The big loop on intructions
Block_Count=-1;
bool go_on=true;
it_code = code_liste.begin();
it_code_type Init_Code=it_code;
while (go_on)
{
switch (it_code->first)
{
case FBEGINBLOCK :
Block_Count++;
#ifdef DEBUG
mexPrintf("FBEGINBLOCK %d\n",Block_Count+1);
#endif
//it's a new block
{
FBEGINBLOCK_ *fb = (FBEGINBLOCK_*)it_code->second;
Block_Contain = fb->get_Block_Contain();
it_code++;
if(evaluate)
evaluate_a_block(fb->get_size(), fb->get_type(), bin_basename, steady_state, Block_Count,
fb->get_is_linear(), fb->get_endo_nbr(), fb->get_Max_Lag(), fb->get_Max_Lead(), fb->get_u_count_int());
else
result = simulate_a_block(fb->get_size(), fb->get_type(), file_name, bin_basename,true, steady_state, Block_Count,
fb->get_is_linear(), fb->get_endo_nbr(), fb->get_Max_Lag(), fb->get_Max_Lead(), fb->get_u_count_int());
delete fb;
}
if(!result)
go_on = false;
break;
case FEND :
#ifdef DEBUG
mexPrintf("FEND\n");
#endif
go_on=false;
it_code++;
break;
case FDIMT :
#ifdef DEBUG
mexPrintf("FDIMT size=%d\n",((FDIMT_*)it_code->second)->get_size());
#endif
var = ((FDIMT_*)it_code->second)->get_size();
if(T)
mxFree(T);
T=(double*)mxMalloc(var*(periods+y_kmin+y_kmax)*sizeof(double));
it_code++;
break;
case FDIMST :
#ifdef DEBUG
mexPrintf("FDIMST\n");
#endif
var = ((FDIMST_*)it_code->second)->get_size();
if(T)
mxFree(T);
T=(double*)mxMalloc(var*sizeof(double));
it_code++;
break;
default :
mexPrintf("Unknown command \n");
mexEvalString("st=fclose('all');clear all;");
mexEvalString("drawnow;");
mexErrMsgTxt("End of simulate");
break;
}
}
mxFree(Init_Code->second);
if(T)
mxFree(T);
return result;
}