609 lines
25 KiB
C++
609 lines
25 KiB
C++
/*
|
|
* Copyright © 2007-2023 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 <https://www.gnu.org/licenses/>.
|
|
*/
|
|
|
|
#include <cmath>
|
|
#include <type_traits>
|
|
#include <algorithm>
|
|
|
|
#include "Interpreter.hh"
|
|
#include "ErrorHandling.hh"
|
|
|
|
string
|
|
Get_Argument(const mxArray *prhs)
|
|
{
|
|
const mxArray *mxa = prhs;
|
|
auto buflen = mwSize(mxGetM(mxa) * mxGetN(mxa) + 1);
|
|
char *first_argument;
|
|
first_argument = static_cast<char *>(mxCalloc(buflen, sizeof(char)));
|
|
size_t status = mxGetString(mxa, first_argument, buflen);
|
|
if (status != 0)
|
|
mexWarnMsgTxt("Not enough space. The first argument is truncated.");
|
|
string f(first_argument);
|
|
mxFree(first_argument);
|
|
return f;
|
|
}
|
|
|
|
string
|
|
deblank(string x)
|
|
{
|
|
for (int i = 0; i < static_cast<int>(x.length()); i++)
|
|
if (x[i] == ' ')
|
|
x.erase(i--, 1);
|
|
return x;
|
|
}
|
|
|
|
void
|
|
Get_Arguments_and_global_variables(int nrhs,
|
|
const mxArray *prhs[],
|
|
double *yd[], size_t &row_y, size_t &col_y,
|
|
double *xd[], size_t &row_x, size_t &col_x,
|
|
double *params[],
|
|
double *steady_yd[], size_t &steady_row_y, size_t &steady_col_y,
|
|
int &periods,
|
|
mxArray **block_structur,
|
|
bool &steady_state, bool &block_decomposed,
|
|
bool &evaluate, int &block,
|
|
const mxArray **M_, const mxArray **options_,
|
|
bool &print,
|
|
const mxArray **GlobalTemporaryTerms,
|
|
bool *extended_path, mxArray **ep_struct)
|
|
{
|
|
int count_array_argument {0};
|
|
*extended_path = false;
|
|
for (int i = 0; i < nrhs; i++)
|
|
{
|
|
#ifdef DEBUG
|
|
if (mxIsChar(prhs[i]))
|
|
mexPrintf("Arg %d: %s\n", i, Get_Argument(prhs[i]).c_str());
|
|
#endif
|
|
if (!mxIsChar(prhs[i]))
|
|
{
|
|
switch (count_array_argument)
|
|
{
|
|
case 0:
|
|
*M_ = prhs[i];
|
|
break;
|
|
case 1:
|
|
*options_ = prhs[i];
|
|
break;
|
|
case 2:
|
|
*yd = mxGetPr(prhs[i]);
|
|
row_y = mxGetM(prhs[i]);
|
|
col_y = mxGetN(prhs[i]);
|
|
break;
|
|
case 3:
|
|
*xd = mxGetPr(prhs[i]);
|
|
row_x = mxGetM(prhs[i]);
|
|
col_x = mxGetN(prhs[i]);
|
|
break;
|
|
case 4:
|
|
*params = mxGetPr(prhs[i]);
|
|
break;
|
|
case 5:
|
|
*steady_yd = mxGetPr(prhs[i]);
|
|
steady_row_y = mxGetM(prhs[i]);
|
|
steady_col_y = mxGetN(prhs[i]);
|
|
break;
|
|
case 6:
|
|
periods = static_cast<int>(mxGetScalar(prhs[i]));
|
|
break;
|
|
case 7:
|
|
*block_structur = mxDuplicateArray(prhs[i]);
|
|
break;
|
|
case 8:
|
|
*GlobalTemporaryTerms = prhs[i];
|
|
break;
|
|
default:
|
|
mexPrintf("Unknown argument count_array_argument=%d\n", count_array_argument);
|
|
break;
|
|
}
|
|
count_array_argument++;
|
|
}
|
|
else
|
|
if (Get_Argument(prhs[i]) == "static")
|
|
steady_state = true;
|
|
else if (Get_Argument(prhs[i]) == "dynamic")
|
|
steady_state = false;
|
|
else if (Get_Argument(prhs[i]) == "block_decomposed")
|
|
block_decomposed = true;
|
|
else if (Get_Argument(prhs[i]) == "evaluate")
|
|
evaluate = true;
|
|
else if (Get_Argument(prhs[i]) == "print")
|
|
print = true;
|
|
else
|
|
{
|
|
if (Get_Argument(prhs[i]).substr(0, 6) == "block=")
|
|
{
|
|
try
|
|
{
|
|
block = stoi(Get_Argument(prhs[i]).substr(6))-1;
|
|
}
|
|
catch (...)
|
|
{
|
|
throw FatalException{"ERROR: incorrect syntax for the 'block=' option"};
|
|
}
|
|
}
|
|
else if (Get_Argument(prhs[i]).substr(0, 13) == "extended_path")
|
|
{
|
|
*extended_path = true;
|
|
if ((i+1) >= nrhs)
|
|
*ep_struct = nullptr;
|
|
else
|
|
{
|
|
*ep_struct = mxDuplicateArray(prhs[i + 1]);
|
|
i++;
|
|
}
|
|
}
|
|
else
|
|
throw FatalException{"In main, unknown argument : " + Get_Argument(prhs[i])};
|
|
}
|
|
}
|
|
if (steady_state)
|
|
{
|
|
if (count_array_argument < 5)
|
|
throw FatalException{"In a static context, the following arguments have to be indicated: M_, options_, y, x, params"};
|
|
if (count_array_argument < 7)
|
|
periods = 1;
|
|
}
|
|
else
|
|
{
|
|
if (count_array_argument < 7)
|
|
throw FatalException{"In a dynamic context, the following arguments have to be indicated: M_, options_, y, x, params, steady_state, periods"};
|
|
}
|
|
}
|
|
|
|
/* The gateway routine */
|
|
void
|
|
mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
|
|
{
|
|
const mxArray *M_, *options_;
|
|
const mxArray *GlobalTemporaryTerms {nullptr};
|
|
mxArray *block_structur = nullptr;
|
|
size_t i, row_y = 0, col_y = 0, row_x = 0, col_x = 0;
|
|
size_t steady_row_y, steady_col_y;
|
|
int y_kmin = 0, y_kmax = 0;
|
|
int periods {1};
|
|
double *direction;
|
|
bool steady_state = false;
|
|
bool block_decomposed {false};
|
|
bool evaluate = false;
|
|
int block = -1;
|
|
double *params = nullptr;
|
|
double *yd = nullptr, *xd = nullptr;
|
|
bool print = false; // Whether the “print” command is requested
|
|
int verbosity {1}; // Corresponds to options_.verbosity
|
|
double *steady_yd = nullptr;
|
|
bool extended_path;
|
|
mxArray *extended_path_struct;
|
|
|
|
table_conditional_local_type conditional_local;
|
|
vector<s_plan> sextended_path, sconditional_extended_path;
|
|
vector_table_conditional_local_type vector_conditional_local;
|
|
table_conditional_global_type table_conditional_global;
|
|
|
|
int max_periods = 0;
|
|
|
|
#ifdef DEBUG
|
|
mexPrintf("**************************************\n");
|
|
mexPrintf("ENTERING BYTECODE: nargin=%d, nargout=%d\n", nrhs, nlhs);
|
|
#endif
|
|
|
|
try
|
|
{
|
|
Get_Arguments_and_global_variables(nrhs, prhs,
|
|
&yd, row_y, col_y,
|
|
&xd, row_x, col_x,
|
|
¶ms,
|
|
&steady_yd, steady_row_y, steady_col_y,
|
|
periods,
|
|
&block_structur,
|
|
steady_state, block_decomposed, evaluate, block,
|
|
&M_, &options_,
|
|
print, &GlobalTemporaryTerms,
|
|
&extended_path, &extended_path_struct);
|
|
}
|
|
catch (GeneralException &feh)
|
|
{
|
|
mexErrMsgTxt(feh.message.c_str());
|
|
}
|
|
#ifdef DEBUG
|
|
mexPrintf("**************************************\n");
|
|
#endif
|
|
|
|
BasicSymbolTable symbol_table{M_};
|
|
vector<string> dates;
|
|
|
|
if (extended_path)
|
|
{
|
|
if (!extended_path_struct)
|
|
mexErrMsgTxt("The 'extended_path' option must be followed by the extended_path descriptor");
|
|
mxArray *date_str = mxGetField(extended_path_struct, 0, "date_str");
|
|
if (!date_str)
|
|
mexErrMsgTxt("The extended_path description structure does not contain the member: date_str");
|
|
int nb_periods = mxGetM(date_str) * mxGetN(date_str);
|
|
|
|
mxArray *constrained_vars_ = mxGetField(extended_path_struct, 0, "constrained_vars_");
|
|
if (!constrained_vars_)
|
|
mexErrMsgTxt("The extended_path description structure does not contain the member: constrained_vars_");
|
|
mxArray *constrained_paths_ = mxGetField(extended_path_struct, 0, "constrained_paths_");
|
|
if (!constrained_paths_)
|
|
mexErrMsgTxt("The extended_path description structure does not contain the member: constrained_paths_");
|
|
mxArray *constrained_int_date_ = mxGetField(extended_path_struct, 0, "constrained_int_date_");
|
|
if (!constrained_int_date_)
|
|
mexErrMsgTxt("The extended_path description structure does not contain the member: constrained_int_date_");
|
|
mxArray *constrained_perfect_foresight_ = mxGetField(extended_path_struct, 0, "constrained_perfect_foresight_");
|
|
if (!constrained_perfect_foresight_)
|
|
mexErrMsgTxt("The extended_path description structure does not contain the member: constrained_perfect_foresight_");
|
|
mxArray *shock_var_ = mxGetField(extended_path_struct, 0, "shock_vars_");
|
|
if (!shock_var_)
|
|
mexErrMsgTxt("The extended_path description structure does not contain the member: shock_vars_");
|
|
mxArray *shock_paths_ = mxGetField(extended_path_struct, 0, "shock_paths_");
|
|
if (!shock_paths_)
|
|
mexErrMsgTxt("The extended_path description structure does not contain the member: shock_paths_");
|
|
mxArray *shock_int_date_ = mxGetField(extended_path_struct, 0, "shock_int_date_");
|
|
if (!shock_int_date_)
|
|
mexErrMsgTxt("The extended_path description structure does not contain the member: shock_int_date_");
|
|
mxArray *shock_str_date_ = mxGetField(extended_path_struct, 0, "shock_str_date_");
|
|
if (!shock_str_date_)
|
|
mexErrMsgTxt("The extended_path description structure does not contain the member: shock_str_date_");
|
|
int nb_constrained = mxGetM(constrained_vars_) * mxGetN(constrained_vars_);
|
|
int nb_controlled = 0;
|
|
mxArray *options_cond_fcst_ = mxGetField(extended_path_struct, 0, "options_cond_fcst_");
|
|
mxArray *controlled_varexo = nullptr;
|
|
if (options_cond_fcst_)
|
|
{
|
|
controlled_varexo = mxGetField(options_cond_fcst_, 0, "controlled_varexo");
|
|
nb_controlled = mxGetM(controlled_varexo) * mxGetN(controlled_varexo);
|
|
if (nb_controlled != nb_constrained)
|
|
mexErrMsgTxt("The number of exogenized variables and the number of exogenous controlled variables should be equal.");
|
|
}
|
|
double *controlled_varexo_value = nullptr;
|
|
if (controlled_varexo)
|
|
controlled_varexo_value = mxGetPr(controlled_varexo);
|
|
double *constrained_var_value = mxGetPr(constrained_vars_);
|
|
sconditional_extended_path.resize(nb_constrained);
|
|
max_periods = 0;
|
|
if (nb_constrained)
|
|
{
|
|
conditional_local.is_cond = false;
|
|
conditional_local.var_exo = 0;
|
|
conditional_local.var_endo = 0;
|
|
conditional_local.constrained_value = 0;
|
|
for (int i = 0; i < nb_periods; i++)
|
|
{
|
|
vector_conditional_local.clear();
|
|
for (unsigned int j = 0; j < row_y; j++)
|
|
{
|
|
conditional_local.var_endo = j;
|
|
vector_conditional_local.push_back(conditional_local);
|
|
}
|
|
table_conditional_global[i] = vector_conditional_local;
|
|
}
|
|
}
|
|
|
|
vector_table_conditional_local_type vv3 = table_conditional_global[0];
|
|
for (int i = 0; i < nb_constrained; i++)
|
|
{
|
|
sconditional_extended_path[i].exo_num = ceil(constrained_var_value[i]);
|
|
sconditional_extended_path[i].var_num = ceil(controlled_varexo_value[i]);
|
|
mxArray *Array_constrained_paths_ = mxGetCell(constrained_paths_, i);
|
|
double *specific_constrained_paths_ = mxGetPr(Array_constrained_paths_);
|
|
double *specific_constrained_int_date_ = mxGetPr(mxGetCell(constrained_int_date_, i));
|
|
int nb_local_periods = mxGetM(Array_constrained_paths_) * mxGetN(Array_constrained_paths_);
|
|
int *constrained_int_date = static_cast<int *>(mxMalloc(nb_local_periods * sizeof(int)));
|
|
test_mxMalloc(constrained_int_date, __LINE__, __FILE__, __func__, nb_local_periods * sizeof(int));
|
|
if (nb_periods < nb_local_periods)
|
|
mexErrMsgTxt(("The total number of simulation periods (" + to_string(nb_periods)
|
|
+ ") is lesser than the number of periods in the shock definitions ("
|
|
+ to_string(nb_local_periods)).c_str());
|
|
|
|
sconditional_extended_path[i].per_value.resize(nb_local_periods);
|
|
sconditional_extended_path[i].value.resize(nb_periods);
|
|
for (int j = 0; j < nb_periods; j++)
|
|
sconditional_extended_path[i].value[j] = 0;
|
|
for (int j = 0; j < nb_local_periods; j++)
|
|
{
|
|
constrained_int_date[j] = static_cast<int>(specific_constrained_int_date_[j]) - 1;
|
|
conditional_local.is_cond = true;
|
|
conditional_local.var_exo = sconditional_extended_path[i].var_num - 1;
|
|
conditional_local.var_endo = sconditional_extended_path[i].exo_num - 1;
|
|
conditional_local.constrained_value = specific_constrained_paths_[j];
|
|
table_conditional_global[constrained_int_date[j]][sconditional_extended_path[i].exo_num - 1] = conditional_local;
|
|
sconditional_extended_path[i].per_value[j] = { constrained_int_date[j], specific_constrained_paths_[j] };
|
|
sconditional_extended_path[i].value[constrained_int_date[j]] = specific_constrained_paths_[j];
|
|
max_periods = max(max_periods, constrained_int_date[j] + 1);
|
|
}
|
|
mxFree(constrained_int_date);
|
|
}
|
|
vector_table_conditional_local_type vv = table_conditional_global[0];
|
|
double *shock_var_value = mxGetPr(shock_var_);
|
|
int nb_shocks = mxGetM(shock_var_) * mxGetN(shock_var_);
|
|
sextended_path.resize(nb_shocks);
|
|
for (int i = 0; i < nb_shocks; i++)
|
|
{
|
|
sextended_path[i].exo_num = ceil(shock_var_value[i]);
|
|
mxArray *Array_shock_paths_ = mxGetCell(shock_paths_, i);
|
|
double *specific_shock_paths_ = mxGetPr(Array_shock_paths_);
|
|
double *specific_shock_int_date_ = mxGetPr(mxGetCell(shock_int_date_, i));
|
|
int nb_local_periods = mxGetM(Array_shock_paths_) * mxGetN(Array_shock_paths_);
|
|
if (nb_periods < nb_local_periods)
|
|
mexErrMsgTxt(("The total number of simulation periods (" + to_string(nb_periods)
|
|
+ ") is lesser than the number of periods in the shock definitions ("
|
|
+ to_string(nb_local_periods)).c_str());
|
|
sextended_path[i].per_value.resize(nb_local_periods);
|
|
sextended_path[i].value.resize(nb_periods);
|
|
for (int j = 0; j < nb_periods; j++)
|
|
sextended_path[i].value[j] = 0;
|
|
for (int j = 0; j < nb_local_periods; j++)
|
|
{
|
|
sextended_path[i].per_value[j] = { static_cast<int>(specific_shock_int_date_[j]), specific_shock_paths_[j] };
|
|
sextended_path[i].value[static_cast<int>(specific_shock_int_date_[j]-1)] = specific_shock_paths_[j];
|
|
max_periods = max(max_periods, static_cast<int>(specific_shock_int_date_[j]));
|
|
}
|
|
}
|
|
for (int i = 0; i < nb_periods; i++)
|
|
{
|
|
int buflen = mxGetNumberOfElements(mxGetCell(date_str, i)) + 1;
|
|
char *buf = static_cast<char *>(mxCalloc(buflen, sizeof(char)));
|
|
int info = mxGetString(mxGetCell(date_str, i), buf, buflen);
|
|
if (info)
|
|
mexErrMsgTxt("Can not allocated memory to store the date_str in the extended path descriptor");
|
|
dates.emplace_back(buf); //string(Dates[i]);
|
|
mxFree(buf);
|
|
}
|
|
}
|
|
|
|
if (!steady_state)
|
|
{
|
|
int field = mxGetFieldNumber(M_, "maximum_lag");
|
|
if (field >= 0)
|
|
y_kmin = static_cast<int>(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, field)))));
|
|
else
|
|
mexErrMsgTxt("maximum_lag is not a field of M_");
|
|
field = mxGetFieldNumber(M_, "maximum_lead");
|
|
if (field >= 0)
|
|
y_kmax = static_cast<int>(floor(*(mxGetPr(mxGetFieldByNumber(M_, 0, field)))));
|
|
else
|
|
mexErrMsgTxt("maximum_lead is not a field of M_");
|
|
}
|
|
|
|
int field = mxGetFieldNumber(options_, "verbosity");
|
|
if (field >= 0)
|
|
verbosity = static_cast<int>(mxGetScalar(mxGetFieldByNumber(options_, 0, field)));
|
|
else
|
|
mexErrMsgTxt("verbosity is not a field of options_");
|
|
|
|
if (!steady_state)
|
|
{
|
|
field = mxGetFieldNumber(options_, "simul");
|
|
if (field < 0)
|
|
mexErrMsgTxt("simul is not a field of options_");
|
|
}
|
|
else
|
|
{
|
|
field = mxGetFieldNumber(options_, "steady");
|
|
if (field < 0)
|
|
mexErrMsgTxt("steady is not a field of options_");
|
|
}
|
|
mxArray *temporarystruct {mxGetFieldByNumber(options_, 0, field)};
|
|
|
|
field = mxGetFieldNumber(temporarystruct, "maxit");
|
|
if (field < 0)
|
|
{
|
|
if (!steady_state)
|
|
mexErrMsgTxt("maxit is not a field of options_.simul");
|
|
else
|
|
mexErrMsgTxt("maxit is not a field of options_.steady");
|
|
}
|
|
int maxit_ = static_cast<int>(floor(*mxGetPr(mxGetFieldByNumber(temporarystruct, 0, field))));
|
|
|
|
field = mxGetFieldNumber(options_, "markowitz");
|
|
if (field < 0)
|
|
mexErrMsgTxt("markowitz is not a field of options_");
|
|
auto markowitz_c = static_cast<double>(*mxGetPr(mxGetFieldByNumber(options_, 0, field)));
|
|
field = mxGetFieldNumber(options_, "minimal_solving_periods");
|
|
if (field < 0)
|
|
mexErrMsgTxt("minimal_solving_periods is not a field of options_");
|
|
int minimal_solving_periods = static_cast<int>(*mxGetPr(mxGetFieldByNumber(options_, 0, field)));
|
|
field = mxGetFieldNumber(options_, "stack_solve_algo");
|
|
if (field < 0)
|
|
mexErrMsgTxt("stack_solve_algo is not a field of options_");
|
|
int stack_solve_algo = static_cast<int>(*mxGetPr(mxGetFieldByNumber(options_, 0, field)));
|
|
|
|
field = mxGetFieldNumber(options_, "solve_algo");
|
|
if (field < 0)
|
|
mexErrMsgTxt("solve_algo is not a field of options_");
|
|
int solve_algo = static_cast<int>(*mxGetPr(mxGetFieldByNumber(options_, 0, field)));
|
|
|
|
/* Solver tolerance with respect to the residual. Equals options_.solve_tolf
|
|
in the static case, or options_.dynatol.f in the dynamic case */
|
|
double solve_tolf { [options_, steady_state]
|
|
{
|
|
if (steady_state)
|
|
{
|
|
int field {mxGetFieldNumber(options_, "solve_tolf")};
|
|
if (field < 0)
|
|
mexErrMsgTxt("solve_tolf is not a field of options_");
|
|
return *mxGetPr(mxGetFieldByNumber(options_, 0, field));
|
|
}
|
|
else
|
|
{
|
|
int field {mxGetFieldNumber(options_, "dynatol")};
|
|
if (field < 0)
|
|
mexErrMsgTxt("dynatol is not a field of options_");
|
|
mxArray *dynatol {mxGetFieldByNumber(options_, 0, field)};
|
|
field = mxGetFieldNumber(dynatol, "f");
|
|
if (field < 0)
|
|
mexErrMsgTxt("f is not a field of options_.dynatol");
|
|
return *mxGetPr(mxGetFieldByNumber(dynatol, 0, field));
|
|
}
|
|
}() };
|
|
|
|
field = mxGetFieldNumber(M_, "fname");
|
|
if (field < 0)
|
|
mexErrMsgTxt("fname is not a field of M_");
|
|
mxArray *mxa {mxGetFieldByNumber(M_, 0, field)};
|
|
|
|
size_t buflen = mxGetM(mxa) * mxGetN(mxa) + 1;
|
|
char *fname = static_cast<char *>(mxCalloc(buflen+1, sizeof(char)));
|
|
size_t status = mxGetString(mxa, fname, static_cast<int>(buflen));
|
|
fname[buflen] = ' ';
|
|
if (status != 0)
|
|
mexWarnMsgTxt("Not enough space. Filename is truncated.");
|
|
string file_name = fname;
|
|
mxFree(fname);
|
|
|
|
if (stack_solve_algo == 7 && !steady_state && !print)
|
|
mexErrMsgTxt("Bytecode: Can't use option stack_solve_algo=7");
|
|
|
|
if ((stack_solve_algo == 1 || stack_solve_algo == 6) && !steady_state && !print && !evaluate)
|
|
mexErrMsgTxt("Bytecode: Can't use option stack_solve_algo=1 or 6");
|
|
|
|
if (steady_state && !evaluate && !print && (solve_algo < 5 || solve_algo > 8))
|
|
mexErrMsgTxt("Bytecode: solve_algo must be between 5 and 8 when using the internal steady state solver");
|
|
|
|
size_t size_of_direction = col_y*row_y*sizeof(double);
|
|
auto *y = static_cast<double *>(mxMalloc(size_of_direction));
|
|
test_mxMalloc(y, __LINE__, __FILE__, __func__, size_of_direction);
|
|
auto *ya = static_cast<double *>(mxMalloc(size_of_direction));
|
|
test_mxMalloc(ya, __LINE__, __FILE__, __func__, size_of_direction);
|
|
direction = static_cast<double *>(mxMalloc(size_of_direction));
|
|
test_mxMalloc(direction, __LINE__, __FILE__, __func__, size_of_direction);
|
|
auto *x = static_cast<double *>(mxMalloc(col_x*row_x*sizeof(double)));
|
|
test_mxMalloc(x, __LINE__, __FILE__, __func__, col_x*row_x*sizeof(double));
|
|
|
|
fill_n(direction, row_y*col_y, 0);
|
|
copy_n(xd, row_x*col_x, x);
|
|
copy_n(yd, row_y*col_y, y);
|
|
copy_n(yd, row_y*col_y, ya);
|
|
|
|
const filesystem::path codfile {file_name + "/model/bytecode/" + (block_decomposed ? "block/" : "")
|
|
+ (steady_state ? "static" : "dynamic") + ".cod"};
|
|
Evaluate evaluator {codfile, steady_state, symbol_table};
|
|
|
|
Interpreter interprete {evaluator, params, y, ya, x, steady_yd, direction, static_cast<int>(row_y), static_cast<int>(row_x),
|
|
periods, y_kmin, y_kmax, maxit_, solve_tolf,
|
|
markowitz_c, minimal_solving_periods, stack_solve_algo,
|
|
solve_algo, print, GlobalTemporaryTerms,
|
|
steady_state, block_decomposed, static_cast<int>(col_x), static_cast<int>(col_y), symbol_table, verbosity};
|
|
bool r;
|
|
vector<int> blocks;
|
|
|
|
try
|
|
{
|
|
if (extended_path)
|
|
tie(r, blocks) = interprete.extended_path(file_name, evaluate, block, max_periods, sextended_path, sconditional_extended_path, dates, table_conditional_global);
|
|
else
|
|
tie(r, blocks) = interprete.compute_blocks(file_name, evaluate, block);
|
|
}
|
|
catch (GeneralException &feh)
|
|
{
|
|
// Release the lock on dynamic.bin for MATLAB+Windows, see #1815
|
|
interprete.Close_SaveCode();
|
|
mexErrMsgTxt(feh.message.c_str());
|
|
}
|
|
|
|
if (nlhs > 0)
|
|
{
|
|
if (evaluate)
|
|
{
|
|
vector<double> residual = interprete.get_residual();
|
|
plhs[0] = mxCreateDoubleMatrix(residual.size()/periods, periods, mxREAL);
|
|
std::copy(residual.begin(), residual.end(), mxGetPr(plhs[0]));
|
|
}
|
|
else
|
|
{
|
|
int out_periods = extended_path ? max_periods + y_kmin : col_y;
|
|
plhs[0] = mxCreateDoubleMatrix(row_y, out_periods, mxREAL);
|
|
std::copy_n(y, row_y*out_periods, mxGetPr(plhs[0]));
|
|
}
|
|
if (nlhs > 1)
|
|
{
|
|
if (evaluate)
|
|
{
|
|
int jacob_field_number = 0, jacob_exo_field_number = 0,
|
|
jacob_exo_det_field_number = 0;
|
|
bool dont_store_a_structure {false};
|
|
if (!block_structur)
|
|
{
|
|
const char *field_names[] = {"g1", "g1_x", "g1_xd"};
|
|
jacob_field_number = 0;
|
|
jacob_exo_field_number = 1;
|
|
jacob_exo_det_field_number = 2;
|
|
mwSize dims[1] = { static_cast<mwSize>(blocks.size()) };
|
|
plhs[1] = mxCreateStructArray(1, dims, std::extent_v<decltype(field_names)>, field_names);
|
|
}
|
|
else if (!mxIsStruct(block_structur))
|
|
{
|
|
plhs[1] = interprete.get_jacob(blocks[0]);
|
|
dont_store_a_structure = true;
|
|
}
|
|
else
|
|
{
|
|
plhs[1] = block_structur;
|
|
jacob_field_number = mxAddField(plhs[1], "g1");
|
|
if (jacob_field_number == -1)
|
|
mexErrMsgTxt("Fatal error in bytecode: in main, cannot add extra field jacob to the structArray");
|
|
jacob_exo_field_number = mxAddField(plhs[1], "g1_x");
|
|
if (jacob_exo_field_number == -1)
|
|
mexErrMsgTxt("Fatal error in bytecode: in main, cannot add extra field jacob_exo to the structArray");
|
|
jacob_exo_det_field_number = mxAddField(plhs[1], "g1_xd");
|
|
if (jacob_exo_det_field_number == -1)
|
|
mexErrMsgTxt("Fatal error in bytecode: in main, cannot add extra field jacob_exo_det to the structArray");
|
|
}
|
|
if (!dont_store_a_structure)
|
|
for (size_t i {0}; i < blocks.size(); i++)
|
|
{
|
|
mxSetFieldByNumber(plhs[1], i, jacob_field_number, interprete.get_jacob(blocks[i]));
|
|
if (!steady_state)
|
|
{
|
|
mxSetFieldByNumber(plhs[1], i, jacob_exo_field_number, interprete.get_jacob_exo(blocks[i]));
|
|
mxSetFieldByNumber(plhs[1], i, jacob_exo_det_field_number, interprete.get_jacob_exo_det(blocks[i]));
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
plhs[1] = mxCreateDoubleMatrix(row_x, col_x, mxREAL);
|
|
double *pind = mxGetPr(plhs[1]);
|
|
for (i = 0; i < row_x*col_x; i++)
|
|
pind[i] = x[i];
|
|
}
|
|
if (nlhs > 2)
|
|
{
|
|
plhs[2] = mxCreateDoubleMatrix(row_y, col_y, mxREAL);
|
|
double *pind = mxGetPr(plhs[2]);
|
|
for (i = 0; i < row_y*col_y; i++)
|
|
pind[i] = y[i];
|
|
if (nlhs > 3)
|
|
plhs[3] = interprete.get_Temporary_Terms();
|
|
}
|
|
|
|
}
|
|
}
|
|
if (x)
|
|
mxFree(x);
|
|
if (y)
|
|
mxFree(y);
|
|
if (ya)
|
|
mxFree(ya);
|
|
if (direction)
|
|
mxFree(direction);
|
|
}
|