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dynare/mex/sources/bytecode/Interpreter.cc

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/*
* Copyright (C) 2007-2012 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()
{
}
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, int stack_solve_algo_arg, int solve_algo_arg,
bool global_temporary_terms_arg, bool print_arg, bool print_error_arg, mxArray *GlobalTemporaryTerms_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;
stack_solve_algo = stack_solve_algo_arg;
solve_algo = solve_algo_arg;
global_temporary_terms = global_temporary_terms_arg;
print = print_arg;
GlobalTemporaryTerms = GlobalTemporaryTerms_arg;
print_error = print_error_arg;
}
double
Interpreter::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
Interpreter::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
Interpreter::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
Interpreter::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
Interpreter::compute_block_time(int Per_u_, bool evaluate, int block_num, int size, bool steady_state)
{
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;
external_function_type function_type = ExternalFunctionWithoutDerivative;
#ifdef DEBUG
mexPrintf("compute_block_time\n");
#endif
if (evaluate /*&& !steady_state*/)
{
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]);
}
}
while (go_on)
{
switch (it_code->first)
{
case FNUMEXPR:
#ifdef DEBUG
mexPrintf("FNUMEXPR\n");
#endif
it_code_expr = it_code;
switch (((FNUMEXPR_ *) it_code->second)->get_expression_type())
{
case TemporaryTerm:
#ifdef DEBUG
mexPrintf("TemporaryTerm\n");
#endif
EQN_type = TemporaryTerm;
EQN_equation = ((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 = ((FNUMEXPR_ *) it_code->second)->get_equation();
break;
case FirstEndoDerivative:
#ifdef DEBUG
mexPrintf("FirstEndoDerivative\n");
#endif
EQN_type = FirstEndoDerivative;
EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
break;
case FirstOtherEndoDerivative:
#ifdef DEBUG
mexPrintf("FirstOtherEndoDerivative\n");
#endif
EQN_type = FirstOtherEndoDerivative;
EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
break;
case FirstExoDerivative:
#ifdef DEBUG
mexPrintf("FirstExoDerivative\n");
#endif
EQN_type = FirstExoDerivative;
EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
break;
case FirstExodetDerivative:
#ifdef DEBUG
mexPrintf("FirstExodetDerivative\n");
#endif
EQN_type = FirstExodetDerivative;
EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
break;
case FirstParamDerivative:
#ifdef DEBUG
mexPrintf("FirstParamDerivative\n");
#endif
EQN_type = FirstParamDerivative;
EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
break;
case SecondEndoDerivative:
#ifdef DEBUG
mexPrintf("SecondEndoDerivative\n");
#endif
EQN_type = SecondEndoDerivative;
EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
EQN_lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
break;
case SecondExoDerivative:
#ifdef DEBUG
mexPrintf("SecondExoDerivative\n");
#endif
EQN_type = SecondExoDerivative;
EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
EQN_lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
break;
case SecondExodetDerivative:
#ifdef DEBUG
mexPrintf("SecondExodetDerivative\n");
#endif
EQN_type = SecondExodetDerivative;
EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
EQN_lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
break;
case SecondParamDerivative:
#ifdef DEBUG
mexPrintf("SecondParamDerivative\n");
#endif
EQN_type = SecondParamDerivative;
EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
break;
case ThirdEndoDerivative:
#ifdef DEBUG
mexPrintf("ThirdEndoDerivative\n");
#endif
EQN_type = ThirdEndoDerivative;
EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
EQN_lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
EQN_dvar3 = ((FNUMEXPR_ *) it_code->second)->get_dvariable3();
EQN_lag3 = ((FNUMEXPR_ *) it_code->second)->get_lag3();
break;
case ThirdExoDerivative:
#ifdef DEBUG
mexPrintf("ThirdExoDerivative\n");
#endif
EQN_type = ThirdExoDerivative;
EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
EQN_lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
EQN_dvar3 = ((FNUMEXPR_ *) it_code->second)->get_dvariable3();
EQN_lag3 = ((FNUMEXPR_ *) it_code->second)->get_lag3();
break;
case ThirdExodetDerivative:
#ifdef DEBUG
mexPrintf("ThirdExodetDerivative\n");
#endif
EQN_type = ThirdExodetDerivative;
EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
EQN_lag1 = ((FNUMEXPR_ *) it_code->second)->get_lag1();
EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
EQN_lag2 = ((FNUMEXPR_ *) it_code->second)->get_lag2();
EQN_dvar3 = ((FNUMEXPR_ *) it_code->second)->get_dvariable3();
EQN_lag3 = ((FNUMEXPR_ *) it_code->second)->get_lag3();
break;
case ThirdParamDerivative:
#ifdef DEBUG
mexPrintf("ThirdParamDerivative\n");
#endif
EQN_type = ThirdParamDerivative;
EQN_equation = ((FNUMEXPR_ *) it_code->second)->get_equation();
EQN_dvar1 = ((FNUMEXPR_ *) it_code->second)->get_dvariable1();
EQN_dvar2 = ((FNUMEXPR_ *) it_code->second)->get_dvariable2();
EQN_dvar3 = ((FNUMEXPR_ *) it_code->second)->get_dvariable3();
break;
}
break;
case FLDV:
//load a variable in the processor
switch (((FLDV_ *) it_code->second)->get_type())
{
case eParameter:
var = ((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 eEndogenous:
var = ((FLDV_ *) it_code->second)->get_pos();
lag = ((FLDV_ *) it_code->second)->get_lead_lag();
#ifdef DEBUG
mexPrintf("FLDV y[var=%d, lag=%d, it_=%d], y_size=%d evaluate=%d\n", var, lag, it_, y_size, evaluate);
#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 eExogenous:
var = ((FLDV_ *) it_code->second)->get_pos();
lag = ((FLDV_ *) it_code->second)->get_lead_lag();
#ifdef DEBUG
mexPrintf("FLDV x[var=%d, lag=%d, it_=%d], nb_row_x=%d evaluate=%d\n", var, lag, it_, nb_row_x, evaluate);
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 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();
#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 eEndogenous:
var = ((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 eExogenous:
var = ((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 eExogenousDet:
var = ((FLDSV_ *) it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDSV xd[var=%d]\n", var);
#endif
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]\n", var);
#endif
Stack.push(params[var]);
break;
case eEndogenous:
var = ((FLDVS_ *) it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDVS steady_y[%d]\n", var);
#endif
Stack.push(steady_y[var]);
break;
case eExogenous:
var = ((FLDVS_ *) it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDVS x[%d] \n", var);
#endif
Stack.push(x[var]);
break;
case eExogenousDet:
var = ((FLDVS_ *) it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FLDVS xd[%d]\n", 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
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 = ((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 = ((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 = ((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 = ((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 = ((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 (((FSTPV_ *) it_code->second)->get_type())
{
case eParameter:
var = ((FSTPV_ *) it_code->second)->get_pos();
#ifdef DEBUG
mexPrintf("FSTPV params[%d]\n", var);
#endif
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
#ifdef DEBUG
mexPrintf("FSTPT\n");
#endif
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
#ifdef DEBUG
mexPrintf("FSTPST\n");
#endif
var = ((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 = ((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 = ((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 = ((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 = ((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 = ((FSTPG2_ *) it_code->second)->get_row();
var = ((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\n");
mexEvalString("drawnow;");
#endif
rr = Stack.top();
switch (EQN_type)
{
case FirstEndoDerivative:
eq = ((FSTPG3_ *) it_code->second)->get_row();
var = ((FSTPG3_ *) it_code->second)->get_col();
lag = ((FSTPG3_ *) it_code->second)->get_lag();
pos_col = ((FSTPG3_ *) it_code->second)->get_col_pos();
#ifdef DEBUG
mexPrintf("Endo eq=%d, pos_col=%d, size=%d\n", eq, pos_col, size);
#endif
jacob[eq + size*pos_col] = rr;
break;
case FirstOtherEndoDerivative:
//eq = ((FSTPG3_ *) it_code->second)->get_row();
eq = EQN_equation;
var = ((FSTPG3_ *) it_code->second)->get_col();
lag = ((FSTPG3_ *) it_code->second)->get_lag();
pos_col = ((FSTPG3_ *) it_code->second)->get_col_pos();
jacob_other_endo[eq + size*pos_col] = rr;
break;
case FirstExoDerivative:
//eq = ((FSTPG3_ *) it_code->second)->get_row();
eq = EQN_equation;
var = ((FSTPG3_ *) it_code->second)->get_col();
lag = ((FSTPG3_ *) it_code->second)->get_lag();
pos_col = ((FSTPG3_ *) it_code->second)->get_col_pos();
#ifdef DEBUG
mexPrintf("Exo eq=%d, pos_col=%d, size=%d\n", eq, pos_col, size);
#endif
jacob_exo[eq + size*pos_col] = rr;
break;
case FirstExodetDerivative:
//eq = ((FSTPG3_ *) it_code->second)->get_row();
eq = EQN_equation;
var = ((FSTPG3_ *) it_code->second)->get_col();
lag = ((FSTPG3_ *) it_code->second)->get_lag();
pos_col = ((FSTPG3_ *) it_code->second)->get_col_pos();
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 = ((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 (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:
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 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:
#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 oPowerDeriv:
{
int derivOrder = 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 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:
// 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 = ((FUNARY_ *) it_code->second)->get_op_type();
v1 = Stack.top();
Stack.pop();
#ifdef DEBUG
mexPrintf("FUNARY, op=%d\n", op);
#endif
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:
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 oLog10:
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 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;
case oErf:
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 = ((FTRINARY_ *) it_code->second)->get_op_type();
v3 = Stack.top();
Stack.pop();
v2 = Stack.top();
Stack.pop();
v1 = Stack.top();
Stack.pop();
switch (op)
{
case oNormcdf:
Stack.push(0.5*(1+erf((v1-v2)/v3/M_SQRT2)));
#ifdef DEBUG
tmp_out << " |normcdf(" << v1 << ", " << v2 << ", " << v3 << ")|";
#endif
break;
case oNormpdf:
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 = (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 ExternalFunctionWithoutDerivative:
case ExternalFunctionWithFirstDerivative:
case ExternalFunctionWithFirstandSecondDerivative:
{
input_arguments = (mxArray **) mxMalloc(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();
}
mexCallMATLAB(nb_output_arguments, output_arguments, nb_input_arguments, input_arguments, function_name.c_str());
double *rr = mxGetPr(output_arguments[0]);
Stack.push(*rr);
if (function_type == ExternalFunctionWithFirstDerivative || function_type == ExternalFunctionWithFirstandSecondDerivative)
{
unsigned int indx = fc->get_indx();
double *FD1 = mxGetPr(output_arguments[1]);
unsigned int rows = mxGetN(output_arguments[1]);
for (unsigned int i = 0; i < rows; i++)
TEFD[make_pair(indx, i)] = FD1[i];
}
if (function_type == ExternalFunctionWithFirstandSecondDerivative)
{
unsigned int indx = fc->get_indx();
double *FD2 = mxGetPr(output_arguments[2]);
unsigned int rows = mxGetM(output_arguments[2]);
unsigned int 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 ExternalFunctionNumericalFirstDerivative:
{
input_arguments = (mxArray **) mxMalloc((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;
mexCallMATLAB(nb_output_arguments, output_arguments, nb_input_arguments, input_arguments, function_name.c_str());
double *rr = mxGetPr(output_arguments[0]);
#ifdef DEBUG
mexPrintf("*rr=%f\n", *rr);
#endif
Stack.push(*rr);
}
break;
case ExternalFunctionFirstDerivative:
{
input_arguments = (mxArray **) mxMalloc(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();
}
mexCallMATLAB(nb_output_arguments, output_arguments, nb_input_arguments, input_arguments, function_name.c_str());
unsigned int indx = fc->get_indx();
double *FD1 = mxGetPr(output_arguments[0]);
//mexPrint
unsigned int rows = mxGetN(output_arguments[0]);
for (unsigned int i = 0; i < rows; i++)
TEFD[make_pair(indx, i)] = FD1[i];
}
break;
case ExternalFunctionNumericalSecondDerivative:
{
input_arguments = (mxArray **) mxMalloc((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;
mexCallMATLAB(nb_output_arguments, output_arguments, nb_input_arguments, input_arguments, function_name.c_str());
double *rr = mxGetPr(output_arguments[0]);
Stack.push(*rr);
}
break;
case ExternalFunctionSecondDerivative:
{
input_arguments = (mxArray **) mxMalloc(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();
}
mexCallMATLAB(nb_output_arguments, output_arguments, nb_input_arguments, input_arguments, function_name.c_str());
unsigned int indx = fc->get_indx();
double *FD2 = mxGetPr(output_arguments[2]);
unsigned int rows = mxGetM(output_arguments[0]);
unsigned int 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 = ((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 = ((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 = ((FSTPTEFD_ *) it_code->second)->get_indx();
unsigned int row = ((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 == ExternalFunctionNumericalFirstDerivative)
{
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 = ((FLDTEFD_ *) it_code->second)->get_indx();
unsigned int row = ((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 = ((FSTPTEFDD_ *) it_code->second)->get_indx();
unsigned int row = ((FSTPTEFDD_ *) it_code->second)->get_row();
unsigned int col = ((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 == ExternalFunctionNumericalSecondDerivative)
{
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 = ((FLDTEFDD_ *) it_code->second)->get_indx();
unsigned int row = ((FLDTEFDD_ *) it_code->second)->get_row();
unsigned int col = ((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 FENDEQU:
break;
case FJMPIFEVAL:
if (evaluate)
{
#ifdef DEBUG
mexPrintf("FJMPIFEVAL length=%d\n", ((FJMPIFEVAL_ *) it_code->second)->get_pos());
mexEvalString("drawnow;");
#endif
it_code += ((FJMPIFEVAL_ *) it_code->second)->get_pos() /* - 1*/;
}
break;
case FJMP:
#ifdef DEBUG
mexPrintf("FJMP length=%d\n", ((FJMP_ *) it_code->second)->get_pos());
mexEvalString("drawnow;");
#endif
it_code += ((FJMP_ *) it_code->second)->get_pos() /*- 1 */;
break;
case FOK:
op = ((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());
}
it_code++;
}
#ifdef DEBUG
mexPrintf("==> end of compute_block_time Block = %d\n", block_num);
mexEvalString("drawnow;");
#endif
}
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, int block)
{
it_code_type begining;
switch (type)
{
case EVALUATE_FORWARD:
if (steady_state)
{
compute_block_time(0, true, block_num, size, steady_state);
if (block >= 0)
for (int j = 0; j < size; j++)
residual[j] = y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
else
for (int j = 0; j < size; j++)
{
//mexPrintf("=>residual[Block_Contain[%d].Equation = %d]=%g (y = %g, ya = %g)\n", j, Block_Contain[j].Equation, y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable], y[Block_Contain[j].Variable], ya[Block_Contain[j].Variable]);
residual[Block_Contain[j].Equation] = y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
}
}
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, size, steady_state);
if (block >= 0)
for (int j = 0; j < size; j++)
residual[it_*size+j] = y[it_*y_size+Block_Contain[j].Variable] - ya[it_*y_size+Block_Contain[j].Variable];
else
for (int j = 0; j < size; j++)
residual[it_*size+Block_Contain[j].Equation] = y[it_*y_size+Block_Contain[j].Variable] - ya[it_*y_size+Block_Contain[j].Variable];
}
}
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, size, steady_state);
if (block < 0)
{
for (int j = 0; j < size; j++)
{
//mexPrintf("residual[Block_Contain[%d].Equation = %d]=%g\n", j, Block_Contain[j].Equation, r[j]);
residual[Block_Contain[j].Equation] = r[j];
}
}
else
{
for (int j = 0; j < size; j++)
residual[j] = 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, size, steady_state);
if (block < 0)
{
for (int j = 0; j < size; j++)
{
//mexPrintf("residual[Per_y + Block_Contain[%d].Equation = %d]=%g\n", j, Per_y_ + Block_Contain[j].Equation, r[j]);
residual[Per_y_+Block_Contain[j].Equation] = r[j];
}
}
else
{
for (int j = 0; j < size; j++)
residual[it_*size+j] = 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, stack_solve_algo, solve_algo);
#ifdef DEBUG
mexPrintf("in SOLVE_FORWARD_COMPLETE r = mxMalloc(%d*sizeof(double))\n", size);
#endif
r = (double *) mxMalloc(size*sizeof(double));
if (steady_state)
{
compute_block_time(0, true, block_num, size, steady_state);
if (block < 0)
for (int j = 0; j < size; j++)
{
//mexPrintf("residual[Block_Contain[%d].Equation = %d]=%g\n", j, Block_Contain[j].Equation, r[j]);
residual[Block_Contain[j].Equation] = r[j];
}
else
for (int j = 0; j < size; j++)
residual[j] = 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, size, steady_state);
if (block < 0)
for (int j = 0; j < size; j++)
{
//mexPrintf("residual[it_*y_size+Block_Contain[%d].Equation = %d]=%g\n", j, it_*y_size+Block_Contain[j].Equation, r[j]);
residual[it_*y_size+Block_Contain[j].Equation] = r[j];
}
else
for (int j = 0; j < size; j++)
residual[it_*size+j] = r[j];
}
}
mxFree(r);
break;
case EVALUATE_BACKWARD:
if (steady_state)
{
compute_block_time(0, true, block_num, size, steady_state);
if (block >= 0)
for (int j = 0; j < size; j++)
residual[j] = y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
else
for (int j = 0; j < size; j++)
{
//mexPrintf("residual[Block_Contain[%d].Equation = %d]=%g\n", j, Block_Contain[j].Equation, y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable]);
residual[Block_Contain[j].Equation] = y[Block_Contain[j].Variable] - ya[Block_Contain[j].Variable];
}
}
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, size, steady_state);
if (block >= 0)
for (int j = 0; j < size; j++)
residual[it_*size+j] = y[it_*y_size+Block_Contain[j].Variable] - ya[it_*y_size+Block_Contain[j].Variable];
else
for (int j = 0; j < size; j++)
residual[it_*size+Block_Contain[j].Equation] = y[it_*y_size+Block_Contain[j].Variable] - ya[it_*y_size+Block_Contain[j].Variable];
}
}
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, size, steady_state);
if (block < 0)
{
for (int j = 0; j < size; j++)
{
//mexPrintf("residual[Block_Contain[%d].Equation = %d]=%g\n", j, Block_Contain[j].Equation, r[j]);
residual[Block_Contain[j].Equation] = r[j];
}
}
else
{
for (int j = 0; j < size; j++)
residual[j] = 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, size, steady_state);
if (block < 0)
{
for (int j = 0; j < size; j++)
{
//mexPrintf("residual[Per_y_+Block_Contain[%d].Equation = %d]=%g\n", j, Per_y_+Block_Contain[j].Equation, r[j]);
residual[Per_y_+Block_Contain[j].Equation] = r[j];
}
}
else
{
for (int j = 0; j < size; j++)
residual[it_*size+j] = 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, stack_solve_algo, solve_algo);
r = (double *) mxMalloc(size*sizeof(double));
if (steady_state)
{
compute_block_time(0, true, block_num, size, steady_state);
if (block < 0)
for (int j = 0; j < size; j++)
{
//mexPrintf("residual[Block_Contain[%d].Equation = %d]=%g\n", j, Block_Contain[j].Equation, r[j]);
residual[Block_Contain[j].Equation] = r[j];
}
else
for (int j = 0; j < size; j++)
residual[j] = 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, size, steady_state);
if (block < 0)
for (int j = 0; j < size; j++)
{
//mexPrintf("residual[Per_y_+Block_Contain[%d].Equation = %d]=%g\n", j, Per_y_+Block_Contain[j].Equation, r[j]);
residual[Per_y_+Block_Contain[j].Equation] = r[j];
}
else
for (int j = 0; j < size; j++)
residual[it_*size+j] = 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, stack_solve_algo, solve_algo);
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, size, steady_state);
if (block < 0)
for (int j = 0; j < size; j++)
{
//mexPrintf("residual[it_*y_size+Block_Contain[%d].Equation = %d]=%g\n", j, it_*y_size+Block_Contain[j].Equation, r[j]);
residual[it_*y_size+Block_Contain[j].Equation] = r[j];
}
else
for (int j = 0; j < size; j++)
residual[it_*size+j] = r[j];
}
mxFree(r);
break;
}
}
void
Interpreter::SingularDisplay(int Per_u_, bool evaluate, int Block_Count, int size, bool steady_state, it_code_type begining)
{
it_code = begining;
compute_block_time(Per_u_, evaluate, Block_Count, size, steady_state);
Singular_display(Block_Count, size, steady_state, begining);
}
int
Interpreter::simulate_a_block(const int size, const int type, string file_name, string bin_basename, bool Gaussian_Elimination, bool steady_state, bool print_it, 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;
bool result = true;
bool singular_system;
double *y_save;
res1 = 0;
#ifdef DEBUG
mexPrintf("simulate_a_block\n");
#endif
switch (type)
{
case EVALUATE_FORWARD:
#ifdef DEBUG
mexPrintf("EVALUATE_FORWARD\n");
#endif
if (steady_state)
compute_block_time(0, false, block_num, size, steady_state);
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, size, steady_state);
}
}
break;
case EVALUATE_BACKWARD:
#ifdef DEBUG
mexPrintf("EVALUATE_BACKWARD\n");
#endif
if (steady_state)
compute_block_time(0, false, block_num, size, steady_state);
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, size, steady_state);
}
}
break;
case SOLVE_FORWARD_SIMPLE:
#ifdef DEBUG
mexPrintf("SOLVE_FORWARD_SIMPLE size=%d\n", size);
#endif
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, size, steady_state);
double rr;
rr = r[0];
cvg = (fabs(rr) < solve_tolf);
if (cvg)
continue;
try
{
y[Block_Contain[0].Variable] += -divide(r[0], g1[0]);
}
catch (FloatingPointExceptionHandling &fpeh)
{
mexPrintf("%s \n", fpeh.GetErrorMsg().c_str());
mexPrintf(" Singularity in block %d", block_num+1);
}
iter++;
}
if (!cvg)
{
ostringstream tmp;
tmp << " in Solve Forward simple, convergence not achieved in block " << Block_Count+1 << ", after " << iter << " iterations\n";
throw FatalExceptionHandling(tmp.str());
}
}
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, size, steady_state);
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;
try
{
y[Per_y_+Block_Contain[0].Variable] += -divide(r[0], g1[0]);
}
catch (FloatingPointExceptionHandling &fpeh)
{
mexPrintf("%s \n", fpeh.GetErrorMsg().c_str());
mexPrintf(" Singularity in block %d", block_num+1);
}
iter++;
}
if (!cvg)
{
ostringstream tmp;
tmp << " in Solve Forward simple, convergence not achieved in block " << Block_Count+1 << ", at time " << it_ << ", after " << iter << " iterations\n";
throw FatalExceptionHandling(tmp.str());
}
}
}
mxFree(g1);
mxFree(r);
break;
case SOLVE_BACKWARD_SIMPLE:
#ifdef DEBUG
mexPrintf("SOLVE_BACKWARD_SIMPLE\n");
#endif
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, size, steady_state);
double rr;
rr = r[0];
cvg = (fabs(rr) < solve_tolf);
if (cvg)
continue;
try
{
y[Block_Contain[0].Variable] += -divide(r[0], g1[0]);
}
catch (FloatingPointExceptionHandling &fpeh)
{
mexPrintf("%s \n", fpeh.GetErrorMsg().c_str());
mexPrintf(" Singularity in block %d", block_num+1);
}
iter++;
}
if (!cvg)
{
ostringstream tmp;
tmp << " in Solve Backward simple, convergence not achieved in block " << Block_Count+1 << ", after " << iter << " iterations\n";
throw FatalExceptionHandling(tmp.str());
}
}
else
{
for (it_ = periods+y_kmin-1; 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, size, steady_state);
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;
try
{
y[Per_y_+Block_Contain[0].Variable] += -divide(r[0], g1[0]);
}
catch (FloatingPointExceptionHandling &fpeh)
{
mexPrintf("%s \n", fpeh.GetErrorMsg().c_str());
mexPrintf(" Singularity in block %d", block_num+1);
}
iter++;
}
if (!cvg)
{
ostringstream tmp;
tmp << " in Solve Backward simple, convergence not achieved in block " << Block_Count+1 << ", at time " << it_ << ", after " << iter << " iterations\n";
throw FatalExceptionHandling(tmp.str());
}
}
}
mxFree(g1);
mxFree(r);
break;
case SOLVE_FORWARD_COMPLETE:
#ifdef DEBUG
mexPrintf("SOLVE_FORWARD_COMPLETE\n");
#endif
fixe_u(&u, u_count_int, u_count_int);
Read_SparseMatrix(bin_basename, size, 1, 0, 0, steady_state, false, stack_solve_algo, solve_algo);
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;
glambda2 = g0 = very_big;
try_at_iteration = 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, size, steady_state);
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;
int prev_iter = iter;
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
if (singular_system)
SingularDisplay(0, false, block_num, size, steady_state, begining);
iter++;
if (iter > prev_iter)
{
g0 = res2;
gp0 = -res2;
try_at_iteration = 0;
}
}
if (!cvg || !result)
{
ostringstream tmp;
tmp << " in Solve Forward complete, convergence not achieved in block " << Block_Count+1 << ", after " << iter << " iterations\n";
throw FatalExceptionHandling(tmp.str());
}
}
else
{
it_code = begining;
Per_y_ = it_*y_size;
iter = 0;
res1 = 0;
res2 = 0;
max_res = 0;
max_res_idx = 0;
error_not_printed = true;
compute_block_time(0, false, block_num, size, steady_state);
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;
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
if (singular_system)
SingularDisplay(0, false, block_num, size, steady_state, begining);
if (!result)
{
mexPrintf(" in Solve Forward complete, convergence not achieved in block %d\n", Block_Count+1);
return ERROR_ON_EXIT;
}
}
}
else
{
if (!is_linear)
{
max_res_idx = 0;
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
{
cvg = false;
iter = 0;
glambda2 = g0 = very_big;
try_at_iteration = 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, size, steady_state);
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;
int prev_iter = iter;
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
if (singular_system)
SingularDisplay(0, false, block_num, size, steady_state, begining);
iter++;
if (iter > prev_iter)
{
g0 = res2;
gp0 = -res2;
try_at_iteration = 0;
}
}
if (!cvg)
{
ostringstream tmp;
tmp << " in Solve Forward complete, convergence not achieved in block " << Block_Count+1 << ", at time " << it_ << ", after " << iter << " iterations\n";
throw FatalExceptionHandling(tmp.str());
}
}
}
else
{
for (it_ = y_kmin; it_ < periods+y_kmin; it_++)
{
it_code = begining;
Per_y_ = it_*y_size;
iter = 0;
res1 = 0;
res2 = 0;
max_res = 0; max_res_idx = 0;
error_not_printed = true;
compute_block_time(0, false, block_num, size, steady_state);
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;
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
if (singular_system)
SingularDisplay(0, false, block_num, size, steady_state, begining);
}
}
}
mxFree(index_equa);
mxFree(index_vara);
memset(direction, 0, size_of_direction);
mxFree(g1);
mxFree(r);
mxFree(u);
break;
case SOLVE_BACKWARD_COMPLETE:
#ifdef DEBUG
mexPrintf("SOLVE_BACKWARD_COMPLETE\n");
#endif
fixe_u(&u, u_count_int, u_count_int);
Read_SparseMatrix(bin_basename, size, 1, 0, 0, steady_state, false, stack_solve_algo, solve_algo);
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;
glambda2 = g0 = very_big;
try_at_iteration = 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, size, steady_state);
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;
int prev_iter = iter;
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
if (singular_system)
SingularDisplay(0, false, block_num, size, steady_state, begining);
iter++;
if (iter > prev_iter)
{
g0 = res2;
gp0 = -res2;
try_at_iteration = 0;
}
}
if (!cvg || !result)
{
ostringstream tmp;
tmp << " in Solve Backward complete, convergence not achieved in block " << Block_Count+1 << ", after " << iter << " iterations\n";
throw FatalExceptionHandling(tmp.str());
}
}
else
{
it_code = begining;
Per_y_ = it_*y_size;
iter = 0;
res1 = 0;
res2 = 0;
max_res = 0; max_res_idx = 0;
error_not_printed = true;
compute_block_time(0, false, block_num, size, steady_state);
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;
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, 0, 0, 0, size, print_it, cvg, iter, true, stack_solve_algo, solve_algo);
if (singular_system)
SingularDisplay(0, false, block_num, size, steady_state, begining);
if (!result)
{
mexPrintf(" in Solve Backward complete, convergence not achieved in block %d\n", Block_Count+1);
return ERROR_ON_EXIT;
}
}
}
else
{
if (!is_linear)
{
max_res_idx = 0;
for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
{
cvg = false;
iter = 0;
glambda2 = g0 = very_big;
try_at_iteration = 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, size, steady_state);
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;
int prev_iter = iter;
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
if (singular_system)
SingularDisplay(0, false, block_num, size, steady_state, begining);
iter++;
if (iter > prev_iter)
{
g0 = res2;
gp0 = -res2;
try_at_iteration = 0;
}
}
if (!cvg)
{
ostringstream tmp;
tmp << " in Solve Backward complete, convergence not achieved in block " << Block_Count+1 << ", at time " << it_ << ", after " << iter << " iterations\n";
throw FatalExceptionHandling(tmp.str());
}
}
}
else
{
for (it_ = periods+y_kmin-1; it_ >= y_kmin; it_--)
{
it_code = begining;
Per_y_ = it_*y_size;
error_not_printed = true;
compute_block_time(0, false, block_num, size, steady_state);
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;
singular_system = Simulate_Newton_One_Boundary(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, print_it, cvg, iter, false, stack_solve_algo, solve_algo);
if (singular_system)
SingularDisplay(0, false, block_num, size, steady_state, begining);
}
}
}
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:
#ifdef DEBUG
mexPrintf("SOLVE_TWO_BOUNDARIES\n");
#endif
if (steady_state)
{
mexPrintf("SOLVE_TWO_BOUNDARIES in a steady state model: impossible case\n");
return ERROR_ON_EXIT;
}
fixe_u(&u, u_count_int, u_count_int);
Read_SparseMatrix(bin_basename, size, periods, y_kmin, y_kmax, steady_state, true, stack_solve_algo, solve_algo);
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;
iter = 0;
if (!is_linear)
{
cvg = false;
glambda2 = g0 = very_big;
try_at_iteration = 0;
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;
error_not_printed = true;
compute_block_time(Per_u_, false, block_num, size, steady_state);
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);
u_count = u_count_saved;
int prev_iter = iter;
Simulate_Newton_Two_Boundaries(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, periods, print_it, cvg, iter, minimal_solving_periods, stack_solve_algo, endo_name_length, P_endo_names);
iter++;
if (iter > prev_iter)
{
g0 = res2;
gp0 = -res2;
try_at_iteration = 0;
slowc_save = slowc;
}
}
if (!cvg)
{
ostringstream tmp;
tmp << " in Solve two boundaries, convergence not achieved in block " << Block_Count+1 << ", after " << iter << " iterations\n";
throw FatalExceptionHandling(tmp.str());
}
}
else
{
res1 = 0;
res2 = 0;
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, size, steady_state);
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_Newton_Two_Boundaries(Block_Count, symbol_table_endo_nbr, it_, y_kmin, y_kmax, size, periods, print_it, cvg, iter, minimal_solving_periods, stack_solve_algo, endo_name_length, P_endo_names);
}
mxFree(r);
mxFree(y_save);
mxFree(u);
mxFree(index_vara);
mxFree(index_equa);
memset(direction, 0, size_of_direction);
break;
default:
ostringstream tmp;
tmp << " in simulate_a_block, Unknown type = " << type << "\n";
throw FatalExceptionHandling(tmp.str());
return ERROR_ON_EXIT;
}
return NO_ERROR_ON_EXIT;
}
void
Interpreter::print_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, int block)
{
it_code_type begining;
mexPrintf("\nBlock %d\n", block_num+1);
mexPrintf("----------\n");
if (steady_state)
residual = vector<double>(size);
else
residual = vector<double>(size*(periods+y_kmin));
bool go_on = true;
bool space = false;
while (go_on)
{
if (it_code->first == FENDBLOCK)
{
go_on = false;
it_code++;
}
else
{
string s = print_expression(it_code, false, size, block_num, steady_state, Per_u_, it_, it_code, false);
if (s == "if (evaluate)" || s == "else")
space = false;
if (s.length() > 0)
{
if (space)
mexPrintf(" %s\n", s.c_str());
else
mexPrintf("%s\n", s.c_str());
mexEvalString("drawnow;");
}
if (s == "if (evaluate)" || s == "else")
space = true;
}
}
}
bool
Interpreter::compute_blocks(string file_name, string bin_basename, bool steady_state, bool evaluate, int block, int &nb_blocks, bool print_it)
{
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);
EQN_block_number = code.get_block_number();
if (!code_liste.size())
{
ostringstream tmp;
tmp << " in compute_blocks, " << file_name.c_str() << " cannot be opened\n";
throw FatalExceptionHandling(tmp.str());
}
if (block >= (int) code.get_block_number())
{
ostringstream tmp;
tmp << " in compute_blocks, input argument block = " << block+1 << " is greater than the number of blocks in the model (" << code.get_block_number() << " see M_.blocksMFS)\n";
throw FatalExceptionHandling(tmp.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;
if (block < 0)
{
if (steady_state)
residual = vector<double>(y_size);
else
residual = vector<double>(y_size*(periods+y_kmin));
}
while (go_on)
{
switch (it_code->first)
{
case FBEGINBLOCK:
Block_Count++;
#ifdef DEBUG
mexPrintf("---------------------------------------------------------\n");
if (block < 0)
mexPrintf("FBEGINBLOCK Block_Count=%d\n", Block_Count+1);
else
mexPrintf("FBEGINBLOCK block=%d\n", block+1);
#endif
//it's a new block
{
FBEGINBLOCK_ *fb = (FBEGINBLOCK_ *) it_code->second;
Block_Contain = fb->get_Block_Contain();
it_code++;
if (print)
print_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(), block);
else if (evaluate)
{
#ifdef DEBUG
mexPrintf("jacobian_block=mxCreateDoubleMatrix(%d, %d, mxREAL)\n", fb->get_size(), fb->get_nb_col_jacob());
#endif
jacobian_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_jacob(), mxREAL));
if (!steady_state)
{
#ifdef DEBUG
mexPrintf("allocates jacobian_exo_block( %d, %d, mxREAL)\n", fb->get_size(), fb->get_exo_size());
#endif
jacobian_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_exo_size(), mxREAL));
jacobian_det_exo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_det_exo_size(), mxREAL));
jacobian_other_endo_block.push_back(mxCreateDoubleMatrix(fb->get_size(), fb->get_nb_col_other_endo_jacob(), mxREAL));
}
if (block >= 0)
{
if (steady_state)
residual = vector<double>(fb->get_size());
else
residual = vector<double>(fb->get_size()*(periods+y_kmin));
}
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(), block);
}
else
{
#ifdef DEBUG
mexPrintf("endo in block=%d, type=%d, steady_state=%d, print_it=%d, Block_Count=%d, fb->get_is_linear()=%d, fb->get_endo_nbr()=%d, fb->get_Max_Lag()=%d, fb->get_Max_Lead()=%d, fb->get_u_count_int()=%d\n",
fb->get_size(), fb->get_type(), steady_state, print_it, Block_Count, fb->get_is_linear(), fb->get_endo_nbr(), fb->get_Max_Lag(), fb->get_Max_Lead(), fb->get_u_count_int());
#endif
result = simulate_a_block(fb->get_size(), fb->get_type(), file_name, bin_basename, true, steady_state, print_it,Block_Count,
fb->get_is_linear(), fb->get_endo_nbr(), fb->get_Max_Lag(), fb->get_Max_Lead(), fb->get_u_count_int());
if (result == ERROR_ON_EXIT)
return ERROR_ON_EXIT;
}
delete fb;
}
if (block >= 0)
{
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));
if (block >= 0)
{
it_code = code_liste.begin() + code.get_begin_block(block);
}
else
it_code++;
break;
case FDIMST:
#ifdef DEBUG
mexPrintf("FDIMST size=%d\n", ((FDIMST_ *) it_code->second)->get_size());
#endif
var = ((FDIMST_ *) it_code->second)->get_size();
if (T)
mxFree(T);
if (global_temporary_terms)
{
if (GlobalTemporaryTerms == NULL)
{
mexPrintf("GlobalTemporaryTerms is NULL\n"); mexEvalString("drawnow;");
}
if (var != (int) mxGetNumberOfElements(GlobalTemporaryTerms))
GlobalTemporaryTerms = mxCreateDoubleMatrix(var, 1, mxREAL);
T = mxGetPr(GlobalTemporaryTerms);
}
else
T = (double *) mxMalloc(var*sizeof(double));
if (block >= 0)
it_code = code_liste.begin() + code.get_begin_block(block);
else
it_code++;
break;
default:
mexPrintf("Error\n");
ostringstream tmp;
tmp << " in compute_blocks, unknown command " << it_code->first << "\n";
throw FatalExceptionHandling(tmp.str());
}
}
mxFree(Init_Code->second);
nb_blocks = Block_Count+1;
if (T and !global_temporary_terms)
mxFree(T);
return result;
}
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