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dynare/mex/sources/bytecode/bytecode.cc

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/*
* Copyright (C) 2007-2008 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/>.
*/
////////////////////////////////////////////////////////////////////////
// simulate.cc //
// simulate file designed for GNU GCC C++ compiler //
// use NO_COMPILER option in MODEL command //
////////////////////////////////////////////////////////////////////////
#include <cstring>
#include "bytecode.hh"
#include "Interpreter.hh"
#include "Mem_Mngr.hh"
int
max(int a, int b)
{
if (a>b)
return(a);
else
return(b);
}
#ifdef DEBUG_EX
using namespace std;
#include <sstream>
#include "mex_interface.hh"
int
main( int argc, const char* argv[] )
{
FILE *fid;
bool steady_state = false;
printf("argc=%d\n",argc);
if(argc<2)
{
mexPrintf("model filename expected\n");
mexEvalString("st=fclose('all');clear all;");
mexErrMsgTxt("Exit from Dynare");
}
float f_tmp;
ostringstream tmp_out("");
tmp_out << argv[1] << "_options.txt";
cout << tmp_out.str().c_str() << "\n";
int nb_params;
int i, row_y, col_y, row_x, col_x;
double *yd, *xd;
double *direction;
string file_name(argv[1]);
if(argc>2)
{
string f(argv[1]);
if(f == "steady_state")
steady_state = true;
}
fid = fopen(tmp_out.str().c_str(),"r");
int periods;
fscanf(fid,"%d",&periods);
int maxit_;
fscanf(fid,"%d",&maxit_);
fscanf(fid,"%f",&f_tmp);
double slowc = f_tmp;
fscanf(fid,"%f",&f_tmp);
double markowitz_c = f_tmp;
fscanf(fid,"%f",&f_tmp);
double solve_tolf = f_tmp;
fclose(fid);
tmp_out.str("");
tmp_out << argv[1] << "_M.txt";
fid = fopen(tmp_out.str().c_str(),"r");
int y_kmin;
fscanf(fid,"%d",&y_kmin);
int y_kmax;
fscanf(fid,"%d",&y_kmax);
int y_decal;
fscanf(fid,"%d",&y_decal);
fscanf(fid,"%d",&nb_params);
fscanf(fid,"%d",&row_x);
fscanf(fid,"%d",&col_x);
fscanf(fid,"%d",&row_y);
fscanf(fid,"%d",&col_y);
int nb_row_xd;
fscanf(fid,"%d",&nb_row_xd);
double * params = (double*)malloc(nb_params*sizeof(params[0]));
for(i=0; i < nb_params; i++)
{
fscanf(fid,"%f",&f_tmp);
params[i] = f_tmp;
}
fclose(fid);
yd = (double*)malloc(row_y*col_y*sizeof(yd[0]));
xd = (double*)malloc(row_x*col_x*sizeof(xd[0]));
tmp_out.str("");
tmp_out << argv[1] << "_oo.txt";
fid = fopen(tmp_out.str().c_str(),"r");
for(i=0; i < col_y*row_y; i++)
{
fscanf(fid,"%f",&f_tmp);
yd[i] = f_tmp;
}
for(i=0; i < col_x*row_x; i++)
{
fscanf(fid,"%f",&f_tmp);
xd[i] = f_tmp;
}
fclose(fid);
int size_of_direction=col_y*row_y*sizeof(double);
double * y=(double*)mxMalloc(size_of_direction);
double * ya=(double*)mxMalloc(size_of_direction);
direction=(double*)mxMalloc(size_of_direction);
memset(direction,0,size_of_direction);
double * x=(double*)mxMalloc(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]);
free(yd);
free(xd);
int y_size=row_y;
int nb_row_x=row_x;
clock_t t0= clock();
Interpreter interprete(params, y, ya, x, 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);
string f(file_name);
interprete.compute_blocks(f, f, steady_state);
clock_t t1= clock();
mexPrintf("Simulation Time=%f milliseconds\n",1000.0*(double(t1)-double(t0))/double(CLOCKS_PER_SEC));
if(x)
mxFree(x);
if(y)
mxFree(y);
if(ya)
mxFree(ya);
if(direction)
mxFree(direction);
free(params);
}
#else
/* The gateway routine */
void
mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
mxArray *M_, *oo_, *options_;
int i, row_y, col_y, row_x, col_x, nb_row_xd;
int y_kmin=0, y_kmax=0, y_decal=0, periods=1;
double * pind ;
double *direction;
bool steady_state = false;
if(nrhs>0)
{
const mxArray *mxa = prhs[0];
int buflen=mxGetM(mxa) * mxGetN(mxa) + 1;
char *first_argument;
first_argument=(char*)mxCalloc(buflen, sizeof(char));
int status = mxGetString(mxa, first_argument, buflen);
if (status != 0)
mexWarnMsgTxt("Not enough space. The first argument is truncated.");
string f(first_argument);
if(f == "steady_state")
steady_state = true;
}
M_ = mexGetVariable("global","M_");
if (M_ == NULL )
{
mexPrintf("Global variable not found : ");
mexEvalString("st=fclose('all');clear all;");
mexErrMsgTxt("M_ \n");
}
/* Gets variables and parameters from global workspace of Matlab */
oo_ = mexGetVariable("global","oo_");
if (oo_ == NULL )
{
mexPrintf("Global variable not found : ");
mexEvalString("st=fclose('all');clear all;");
mexErrMsgTxt("oo_ \n");
}
options_ = mexGetVariable("global","options_");
if (options_ == NULL )
{
mexPrintf("Global variable not found : ");
mexEvalString("st=fclose('all');clear all;");
mexErrMsgTxt("options_ \n");
}
//mexPrintf("ok0\n");
double * params = mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"params")));
double *yd, *xd;
if(!steady_state)
{
yd= mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"endo_simul")));
row_y=mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"endo_simul")));
col_y=mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"endo_simul")));;
xd= mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"exo_simul")));
row_x=mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"exo_simul")));
col_x=mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"exo_simul")));
nb_row_xd=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"exo_det_nbr"))))));
y_kmin=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"maximum_lag"))))));
y_kmax=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"maximum_lead"))))));
y_decal=max(0,y_kmin-int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"maximum_endo_lag")))))));
periods=int(floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"periods"))))));
}
else
{
yd= mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"steady_state")));
row_y=mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"steady_state")));
col_y=mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"steady_state")));;
xd= mxGetPr(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"exo_steady_state")));
row_x=mxGetM(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"exo_steady_state")));
col_x=mxGetN(mxGetFieldByNumber(oo_, 0, mxGetFieldNumber(oo_,"exo_steady_state")));
nb_row_xd=int(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"exo_det_nbr"))))));
}
int maxit_=int(floor(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"maxit_"))))));
double slowc=double(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"slowc")))));
double markowitz_c=double(*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"markowitz")))));
double solve_tolf;
if(steady_state)
solve_tolf=*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"solve_tolf"))));
else
solve_tolf=*(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_,"dynatol"))));
mxArray *mxa=mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_,"fname"));
int buflen=mxGetM(mxa) * mxGetN(mxa) + 1;
char *fname;
fname=(char*)mxCalloc(buflen, sizeof(char));
string file_name=fname;
int status = mxGetString(mxa, fname, buflen);
if (status != 0)
mexWarnMsgTxt("Not enough space. Filename is truncated.");
int size_of_direction=col_y*row_y*sizeof(double);
double * y=(double*)mxMalloc(size_of_direction);
double * ya=(double*)mxMalloc(size_of_direction);
direction=(double*)mxMalloc(size_of_direction);
memset(direction,0,size_of_direction);
double * x=(double*)mxMalloc(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]);
int y_size=row_y;
int nb_row_x=row_x;
/*int it_ = y_kmin;
for (int j = 0; j < y_size; j++)
mexPrintf(" variable %d at time %d and %d = %f\n", j+1, it_, it_+1, y[j+it_*y_size]);*/
clock_t t0= clock();
Interpreter interprete(params, y, ya, x, 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);
string f(fname);
bool result = interprete.compute_blocks(f, f, steady_state);
clock_t t1= clock();
if(!steady_state)
mexPrintf("Simulation Time=%f milliseconds\n",1000.0*(double(t1)-double(t0))/double(CLOCKS_PER_SEC));
if (nlhs>0)
{
plhs[0] = mxCreateDoubleMatrix(row_y, col_y, mxREAL);
pind = mxGetPr(plhs[0]);
for (i=0;i<row_y*col_y;i++)
pind[i]=y[i];
if(nlhs>1)
{
plhs[1] = mxCreateDoubleMatrix(1, 1, mxREAL);
pind = mxGetPr(plhs[1]);
if(result)
pind[0] = 0;
else
pind[0] = 1;
}
}
if(x)
mxFree(x);
if(y)
mxFree(y);
if(ya)
mxFree(ya);
if(direction)
mxFree(direction);
}
#endif
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