169 lines
5.5 KiB
C++
169 lines
5.5 KiB
C++
/*
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* Copyright (C) 2007-2008 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef SPARSEMATRIX_HH_INCLUDED
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#define SPARSEMATRIX_HH_INCLUDED
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#include <fstream>
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#include <stack>
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#include <cmath>
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#include <map>
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#include <ctime>
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#include "Mem_Mngr.hh"
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#define NEW_ALLOC
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#define MARKOVITZ
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//#define MEMORY_LEAKS
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using namespace std;
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struct t_save_op_s
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{
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short int lag, operat;
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int first, second;
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};
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const int IFLD =0;
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const int IFDIV =1;
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const int IFLESS=2;
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const int IFSUB =3;
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const int IFLDZ =4;
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const int IFMUL =5;
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const int IFSTP =6;
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const int IFADD =7;
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const double eps=1e-7;
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const double very_big=1e24;
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const int alt_symbolic_count_max=1;
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struct t_table_y
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{
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int index, nb;
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int *u_index, *y_index;
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};
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struct t_table_u
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{
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t_table_u* pNext;
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unsigned char type;
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int index;
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int op1, op2;
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};
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class SparseMatrix
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{
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public:
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SparseMatrix();
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int simulate_NG1(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, int periods, bool print_it, bool cvg, int &iter);
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void Direct_Simulate(int blck, int y_size, int it_, int y_kmin, int y_kmax, int Size, int periods, bool print_it, int iter);
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void fixe_u(double **u, int u_count_int, int max_lag_plus_max_lead_plus_1);
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//void initialize(int periods_arg, int nb_endo_arg, int y_kmin_arg, int y_kmax_arg, int y_size_arg, int u_count_arg, int u_count_init_arg, double *u_arg, double *y_arg, double *ya_arg, double slowc_arg, int y_decal_arg, double markowitz_c_arg, double res1_arg, double res2_arg, double max_res_arg);
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void Read_SparseMatrix(string file_name, int Size, int periods, int y_kmin, int y_kmax);
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void Read_file(string file_name, int periods, int u_size1, int y_size, int y_kmin, int y_kmax, int &nb_endo, int &u_count, int &u_count_init, double* u);
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private:
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void Init(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int> ,int>, int> IM);
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void ShortInit(int periods, int y_kmin, int y_kmax, int Size, map<pair<pair<int, int> ,int>, int> IM);
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void End(int Size);
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bool compare( int *save_op, int *save_opa, int *save_opaa, int beg_t, int periods, long int nop4, int Size
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#ifdef PROFILER
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, long int *ndiv, long int *nsub
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#endif
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);
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void Insert(int r, int c, int u_index, int lag_index);
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void Delete(int r,int c, int Size, int *b);
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int At_Row(int r, NonZeroElem **first);
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int At_Pos(int r, int c, NonZeroElem **first);
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int At_Col(int c, NonZeroElem **first);
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int At_Col(int c, int lag, NonZeroElem **first);
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int NRow(int r);
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int NCol(int c);
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int Union_Row(int row1, int row2);
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void Print(int Size,int *b);
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int Get_u();
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void Delete_u(int pos);
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void Clear_u();
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void Print_u();
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int complete(int beg_t, int Size, int periods, int *b);
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double bksub( int tbreak, int last_period, int Size, double slowc_l
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#ifdef PROFILER
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, long int *nmul
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#endif
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);
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void run_triangular(int nop_all,int *op_all);
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void run_it(int nop_all,int *op_all);
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void run_u_period1(int periods);
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void close_swp_file();
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void read_file_table_u(t_table_u **table_u, t_table_u **F_table_u, t_table_u **i_table_u, t_table_u **F_i_table_u, int *nb_table_u, bool i_to_do, bool shifting, int *nb_add_u_count, int y_kmin, int y_kmax, int u_size);
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void read_file_table_y(t_table_y **table_y, t_table_y **i_table_y, int *nb_table_y, bool i_to_do, bool shifting, int y_kmin, int y_kmax, int u_size, int y_size);
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void close_SaveCode();
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stack<double> Stack;
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int nb_prologue_table_u, nb_first_table_u, nb_middle_table_u, nb_last_table_u;
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int nb_prologue_table_y, nb_first_table_y, nb_middle_table_y, nb_last_table_y;
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int middle_count_loop;
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char type;
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t_table_u *prologue_table_u, *first_table_u, *first_i_table_u, *middle_table_u, *middle_i_table_u, *last_table_u;
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t_table_y *prologue_table_y, *first_table_y, *middle_table_y, *middle_i_table_y, *last_table_y;
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t_table_u *F_prologue_table_u, *F_first_table_u, *F_first_i_table_u, *F_middle_table_u, *F_middle_i_table_u, *F_last_table_u;
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fstream SaveCode;
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string filename;
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int max_u, min_u;
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clock_t time00;
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Mem_Mngr mem_mngr;
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vector<int> u_liste;
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int *NbNZRow, *NbNZCol;
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NonZeroElem **FNZE_R, **FNZE_C;
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int nb_endo, u_count_init;
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int *pivot, *pivotk;
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double *pivotv, *pivotva;
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int *b;
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bool *line_done;
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bool symbolic, alt_symbolic;
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int alt_symbolic_count;
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int *g_save_op;
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int first_count_loop;
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int g_nop_all;
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int u_count_alloc, u_count_alloc_save;
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double markowitz_c_s;
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double res1a;
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long int nop_all, /*nopa_all,*/ nop1, nop2;
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map<pair<pair<int, int> ,int>, int> IM_i;
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protected:
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double *u, *y, *ya;
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double res1, res2, max_res;
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double slowc, slowc_save, markowitz_c;
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int y_kmin, y_kmax, y_size, periods, y_decal;
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//public:
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int *index_vara, *index_equa;
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int u_count, tbreak_g;
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int iter;
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double *direction;
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};
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#endif
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