output mex file for static model (closes #183)
parent
3cd223f529
commit
5c48733f55
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@ -869,7 +869,7 @@ PlannerObjectiveStatement::computingPass()
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void
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PlannerObjectiveStatement::writeOutput(ostream &output, const string &basename) const
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{
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model_tree->writeStaticFile(basename + "_objective", false, false);
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model_tree->writeStaticFile(basename + "_objective", false, false, false);
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}
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BVARDensityStatement::BVARDensityStatement(int maxnlags_arg, const OptionsList &options_list_arg) :
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@ -615,6 +615,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
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i = datatree.getDynJacobianCol(datatree.getDerivID(symb_id, lag)) + ARRAY_SUBSCRIPT_OFFSET(output_type);
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output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
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break;
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case oCStaticModel:
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case oMatlabStaticModel:
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case oMatlabStaticModelSparse:
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i = tsid + ARRAY_SUBSCRIPT_OFFSET(output_type);
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@ -669,6 +670,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
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else
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output << "x[it_" << lag << "+" << i << "*nb_row_x]";
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break;
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case oCStaticModel:
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case oMatlabStaticModel:
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case oMatlabStaticModelSparse:
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output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
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@ -710,6 +712,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
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else
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output << "x[it_" << lag << "+" << i << "*nb_row_x]";
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break;
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case oCStaticModel:
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case oMatlabStaticModel:
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case oMatlabStaticModelSparse:
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output << "x" << LEFT_ARRAY_SUBSCRIPT(output_type) << i << RIGHT_ARRAY_SUBSCRIPT(output_type);
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@ -65,6 +65,7 @@ enum ExprNodeOutputType
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oMatlabStaticModelSparse, //!< Matlab code, static block decomposed model
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oMatlabDynamicModelSparse, //!< Matlab code, dynamic block decomposed model
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oCDynamicModel, //!< C code, dynamic model
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oCStaticModel, //!< C code, static model
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oMatlabOutsideModel, //!< Matlab code, outside model block (for example in initval)
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oLatexStaticModel, //!< LaTeX code, static model
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oLatexDynamicModel, //!< LaTeX code, dynamic model
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@ -84,7 +85,7 @@ enum ExprNodeOutputType
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|| (output_type) == oMatlabDynamicSparseSteadyStateOperator \
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|| (output_type) == oSteadyStateFile)
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#define IS_C(output_type) ((output_type) == oCDynamicModel || (output_type) == oCDynamicSteadyStateOperator)
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#define IS_C(output_type) ((output_type) == oCDynamicModel || (output_type) == oCStaticModel || (output_type) == oCDynamicSteadyStateOperator)
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#define IS_LATEX(output_type) ((output_type) == oLatexStaticModel \
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|| (output_type) == oLatexDynamicModel \
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24
ModFile.cc
24
ModFile.cc
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@ -488,7 +488,10 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool console,
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unlink(statfile.c_str());
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if (!use_dll)
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mOutputFile << "erase_compiled_function('" + basename + "_dynamic');" << endl;
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{
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mOutputFile << "erase_compiled_function('" + basename + "_static');" << endl;
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mOutputFile << "erase_compiled_function('" + basename + "_dynamic');" << endl;
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}
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#if defined(_WIN32) || defined(__CYGWIN32__)
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// If using USE_DLL with MSVC, check that the user didn't use a function not supported by MSVC (because MSVC doesn't comply with C99 standard)
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@ -524,16 +527,24 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool console,
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// Some mex commands are enclosed in an eval(), because otherwise it will make Octave fail
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#if defined(_WIN32) || defined(__CYGWIN32__)
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if (msvc)
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mOutputFile << " eval('mex -O LINKFLAGS=\"$LINKFLAGS /export:Dynamic\" " << basename << "_dynamic.c')" << endl; // MATLAB/Windows + Microsoft Visual C++
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// MATLAB/Windows + Microsoft Visual C++
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mOutputFile << " eval('mex -O LINKFLAGS=\"$LINKFLAGS /export:Dynamic\" " << basename << "_dynamic.c')" << endl
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<< " eval('mex -O LINKFLAGS=\"$LINKFLAGS /export:Dynamic\" " << basename << "_static.c')" << endl;
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else if (cygwin)
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mOutputFile << " eval('mex -O PRELINK_CMDS1=\"echo EXPORTS > mex.def & echo mexFunction >> mex.def & echo Dynamic >> mex.def\" " << basename << "_dynamic.c')" << endl; // MATLAB/Windows + Cygwin g++
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// MATLAB/Windows + Cygwin g++
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mOutputFile << " eval('mex -O PRELINK_CMDS1=\"echo EXPORTS > mex.def & echo mexFunction >> mex.def & echo Dynamic >> mex.def\" " << basename << "_dynamic.c')" << endl
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<< " eval('mex -O PRELINK_CMDS1=\"echo EXPORTS > mex.def & echo mexFunction >> mex.def & echo Dynamic >> mex.def\" " << basename << "_static.c')" << endl;
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else
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mOutputFile << " error('When using the USE_DLL option, you must give either ''cygwin'' or ''msvc'' option to the ''dynare'' command')" << endl;
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#else
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# ifdef __linux__
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mOutputFile << " eval('mex -O LDFLAGS=''-pthread -shared -Wl,--no-undefined'' " << basename << "_dynamic.c')" << endl; // MATLAB/Linux
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// MATLAB/Linux
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mOutputFile << " eval('mex -O LDFLAGS=''-pthread -shared -Wl,--no-undefined'' " << basename << "_dynamic.c')" << endl
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<< " eval('mex -O LDFLAGS=''-pthread -shared -Wl,--no-undefined'' " << basename << "_static.c')" << endl;
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# else // MacOS
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mOutputFile << " eval('mex -O LDFLAGS=''-Wl,-twolevel_namespace -undefined error -arch \\$ARCHS -Wl,-syslibroot,\\$SDKROOT -mmacosx-version-min=\\$MACOSX_DEPLOYMENT_TARGET -bundle'' " << basename << "_dynamic.c')" << endl; // MATLAB/MacOS
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// MATLAB/MacOS
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mOutputFile << " eval('mex -O LDFLAGS=''-Wl,-twolevel_namespace -undefined error -arch \\$ARCHS -Wl,-syslibroot,\\$SDKROOT -mmacosx-version-min=\\$MACOSX_DEPLOYMENT_TARGET -bundle'' " << basename << "_dynamic.c')" << endl
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<< " eval('mex -O LDFLAGS=''-Wl,-twolevel_namespace -undefined error -arch \\$ARCHS -Wl,-syslibroot,\\$SDKROOT -mmacosx-version-min=\\$MACOSX_DEPLOYMENT_TARGET -bundle'' " << basename << "_static.c')" << endl;
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# endif
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#endif
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mOutputFile << "else" << endl // Octave
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@ -541,6 +552,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool console,
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<< " sleep(2)" << endl
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<< " end" << endl
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<< " mex " << basename << "_dynamic.c" << endl
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<< " mex " << basename << "_static.c" << endl
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<< "end" << endl;
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}
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@ -595,7 +607,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool console,
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if (dynamic_model.equation_number() > 0)
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{
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if (!no_static)
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static_model.writeStaticFile(basename, block, byte_code);
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static_model.writeStaticFile(basename, block, byte_code, use_dll);
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dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
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dynamic_model.writeParamsDerivativesFile(basename);
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283
StaticModel.cc
283
StaticModel.cc
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@ -1140,32 +1140,27 @@ StaticModel::writeStaticMFile(const string &func_name) const
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<< "% Status : Computes static model for Dynare" << endl
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<< "%" << endl
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<< "% Warning : this file is generated automatically by Dynare" << endl
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<< "% from model file (.mod)" << endl
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<< endl
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<< "residual = zeros( " << equations.size() << ", 1);" << endl
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<< endl
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<< "%" << endl
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<< "% Model equations" << endl
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<< "%" << endl
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<< endl;
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<< "% from model file (.mod)" << endl << endl;
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writeStaticModel(output, false);
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output << "end" << endl;
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output.close();
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}
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void
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StaticModel::writeStaticModel(ostream &StaticOutput, bool use_dll) const
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{
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ostringstream model_output; // Used for storing model equations
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ostringstream jacobian_output; // Used for storing jacobian equations
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ostringstream hessian_output; // Used for storing Hessian equations
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ExprNodeOutputType output_type = (use_dll ? oCStaticModel : oMatlabStaticModel);
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deriv_node_temp_terms_t tef_terms;
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writeModelLocalVariables(output, oMatlabStaticModel, tef_terms);
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writeModelLocalVariables(model_output, output_type, tef_terms);
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writeTemporaryTerms(temporary_terms, output, oMatlabStaticModel, tef_terms);
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writeTemporaryTerms(temporary_terms, model_output, output_type, tef_terms);
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writeModelEquations(output, oMatlabStaticModel);
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output << "if ~isreal(residual)" << endl
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<< " residual = real(residual)+imag(residual).^2;" << endl
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<< "end" << endl
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<< "if nargout >= 2," << endl
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<< " g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ");" << endl
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<< endl
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<< "%" << endl
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<< "% Jacobian matrix" << endl
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<< "%" << endl
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<< endl;
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writeModelEquations(model_output, output_type);
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// Write Jacobian w.r. to endogenous only
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for (first_derivatives_t::const_iterator it = first_derivatives.begin();
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@ -1175,72 +1170,212 @@ StaticModel::writeStaticMFile(const string &func_name) const
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int symb_id = it->first.second;
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expr_t d1 = it->second;
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output << " g1(" << eq+1 << "," << symbol_table.getTypeSpecificID(symb_id)+1 << ")=";
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d1->writeOutput(output, oMatlabStaticModel, temporary_terms, tef_terms);
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output << ";" << endl;
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jacobian_output << " g1";
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jacobianHelper(jacobian_output, eq, symbol_table.getTypeSpecificID(symb_id), output_type);
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jacobian_output << "=";
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d1->writeOutput(jacobian_output, output_type, temporary_terms, tef_terms);
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jacobian_output << ";" << endl;
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}
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output << " if ~isreal(g1)" << endl
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<< " g1 = real(g1)+imag(g1).^2;" << endl
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<< " end" << endl
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<< "end" << endl
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<< "if nargout >= 3," << endl
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<< "%" << endl
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<< "% Hessian matrix" << endl
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<< "%" << endl
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<< endl;
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int g2ncols = symbol_table.endo_nbr() * symbol_table.endo_nbr();
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if (second_derivatives.size())
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// Write Hessian w.r. to endogenous only (only if 2nd order derivatives have been computed)
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int k = 0; // Keep the line of a 2nd derivative in v2
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for (second_derivatives_t::const_iterator it = second_derivatives.begin();
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it != second_derivatives.end(); it++)
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{
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output << " v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl;
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int eq = it->first.first;
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int symb_id1 = it->first.second.first;
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int symb_id2 = it->first.second.second;
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expr_t d2 = it->second;
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// Write Hessian w.r. to endogenous only (only if 2nd order derivatives have been computed)
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int k = 0; // Keep the line of a 2nd derivative in v2
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for (second_derivatives_t::const_iterator it = second_derivatives.begin();
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it != second_derivatives.end(); it++)
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int tsid1 = symbol_table.getTypeSpecificID(symb_id1);
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int tsid2 = symbol_table.getTypeSpecificID(symb_id2);
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int col_nb = tsid1*symbol_table.endo_nbr()+tsid2;
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int col_nb_sym = tsid2*symbol_table.endo_nbr()+tsid1;
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hessianHelper(hessian_output, k, 0, output_type);
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hessian_output << "=" << eq + 1 << ";" << endl;
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hessianHelper(hessian_output, k, 1, output_type);
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hessian_output << "=" << col_nb + 1 << ";" << endl;
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hessianHelper(hessian_output, k, 2, output_type);
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hessian_output << "=";
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d2->writeOutput(hessian_output, output_type, temporary_terms, tef_terms);
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hessian_output << ";" << endl;
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k++;
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// Treating symetric elements
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if (symb_id1 != symb_id2)
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{
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int eq = it->first.first;
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int symb_id1 = it->first.second.first;
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int symb_id2 = it->first.second.second;
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expr_t d2 = it->second;
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hessianHelper(hessian_output, k, 0, output_type);
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hessian_output << "=" << eq + 1 << ";" << endl;
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int tsid1 = symbol_table.getTypeSpecificID(symb_id1);
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int tsid2 = symbol_table.getTypeSpecificID(symb_id2);
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hessianHelper(hessian_output, k, 1, output_type);
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hessian_output << "=" << col_nb_sym + 1 << ";" << endl;
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int col_nb = tsid1*symbol_table.endo_nbr()+tsid2;
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int col_nb_sym = tsid2*symbol_table.endo_nbr()+tsid1;
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output << "v2(" << k+1 << ",1)=" << eq + 1 << ";" << endl
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<< "v2(" << k+1 << ",2)=" << col_nb + 1 << ";" << endl
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<< "v2(" << k+1 << ",3)=";
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d2->writeOutput(output, oMatlabStaticModel, temporary_terms, tef_terms);
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output << ";" << endl;
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hessianHelper(hessian_output, k, 2, output_type);
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hessian_output << "=";
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hessianHelper(hessian_output, k-1, 2, output_type);
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hessian_output << ";" << endl;
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k++;
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// Treating symetric elements
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if (symb_id1 != symb_id2)
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{
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output << "v2(" << k+1 << ",1)=" << eq + 1 << ";" << endl
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<< "v2(" << k+1 << ",2)=" << col_nb_sym + 1 << ";" << endl
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<< "v2(" << k+1 << ",3)=v2(" << k << ",3);" << endl;
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k++;
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}
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}
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output << " g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << equations.size() << "," << g2ncols << ");" << endl;
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}
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else // Either hessian is all zero, or we didn't compute it
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output << " g2 = sparse([],[],[]," << equations.size() << "," << g2ncols << ");" << endl;
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output << "end" << endl; // Close the if nargout >= 3 statement
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output << "end" << endl; // Close the *_static function
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if (!use_dll)
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{
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StaticOutput << "residual = zeros( " << equations.size() << ", 1);" << endl << endl
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<< "%" << endl
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<< "% Model equations" << endl
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<< "%" << endl << endl
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<< model_output.str()
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<< "if ~isreal(residual)" << endl
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<< " residual = real(residual)+imag(residual).^2;" << endl
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<< "end" << endl
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<< "if nargout >= 2," << endl
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<< " g1 = zeros(" << equations.size() << ", " << symbol_table.endo_nbr() << ");" << endl << endl
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<< " %" << endl
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<< " % Jacobian matrix" << endl
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<< " %" << endl << endl
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<< jacobian_output.str()
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<< " if ~isreal(g1)" << endl
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<< " g1 = real(g1)+imag(g1).^2;" << endl
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<< " end" << endl
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<< "end" << endl
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<< "if nargout >= 3," << endl
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<< " %" << endl
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<< " % Hessian matrix" << endl
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<< " %" << endl
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<< endl;
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if (second_derivatives.size())
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StaticOutput << " v2 = zeros(" << NNZDerivatives[1] << ",3);" << endl
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<< hessian_output.str()
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<< " g2 = sparse(v2(:,1),v2(:,2),v2(:,3)," << equations.size() << "," << g2ncols << ");" << endl;
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else
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StaticOutput << " g2 = sparse([],[],[]," << equations.size() << "," << g2ncols << ");" << endl;
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StaticOutput << "end" << endl;
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}
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else
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{
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StaticOutput << "void Static(double *y, double *x, int nb_row_x, double *params, double *residual, double *g1, double *v2)" << endl
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<< "{" << endl
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<< " double lhs, rhs;" << endl
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<< endl
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<< " /* Residual equations */" << endl
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<< model_output.str()
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<< " /* Jacobian */" << endl
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<< " if (g1 == NULL)" << endl
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<< " return;" << endl
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<< " else" << endl
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<< " {" << endl
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<< jacobian_output.str()
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<< " }" << endl;
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if (second_derivatives.size())
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StaticOutput << " /* Hessian for endogenous and exogenous variables */" << endl
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<< " if (v2 == NULL)" << endl
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<< " return;" << endl
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<< " else" << endl
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<< " {" << endl
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<< hessian_output.str()
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<< " }" << endl;
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}
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}
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void
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StaticModel::writeStaticCFile(const string &func_name) const
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{
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// Writing comments and function definition command
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string filename = func_name + "_static.c";
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ofstream output;
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output.open(filename.c_str(), ios::out | ios::binary);
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if (!output.is_open())
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{
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cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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output << "/*" << endl
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<< " * " << filename << " : Computes static model for Dynare" << endl
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<< " *" << endl
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<< " * Warning : this file is generated automatically by Dynare" << endl
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<< " * from model file (.mod)" << endl << endl
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<< " */" << endl
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<< "#include <math.h>" << endl
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<< "#include \"mex.h\"" << endl
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<< endl
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<< "#define max(a, b) (((a) > (b)) ? (a) : (b))" << endl
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<< "#define min(a, b) (((a) > (b)) ? (b) : (a))" << endl;
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// Write function definition if oPowerDeriv is used
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writePowerDerivCHeader(output);
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// Writing the function body
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writeStaticModel(output, true);
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output << "}" << endl << endl;
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// Writing the gateway routine
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output << "/* The gateway routine */" << endl
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<< "void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])" << endl
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<< "{" << endl
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<< " double *y, *x, *params;" << endl
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<< " double *residual, *g1, *v2;" << endl
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<< " int nb_row_x;" << endl
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<< endl
|
||||
<< " /* Create a pointer to the input matrix y. */" << endl
|
||||
<< " y = mxGetPr(prhs[0]);" << endl
|
||||
<< endl
|
||||
<< " /* Create a pointer to the input matrix x. */" << endl
|
||||
<< " x = mxGetPr(prhs[1]);" << endl
|
||||
<< endl
|
||||
<< " /* Create a pointer to the input matrix params. */" << endl
|
||||
<< " params = mxGetPr(prhs[2]);" << endl
|
||||
<< endl
|
||||
<< " /* Gets number of rows of matrix x. */" << endl
|
||||
<< " nb_row_x = mxGetM(prhs[1]);" << endl
|
||||
<< endl
|
||||
<< " residual = NULL;" << endl
|
||||
<< " if (nlhs >= 1)" << endl
|
||||
<< " {" << endl
|
||||
<< " /* Set the output pointer to the output matrix residual. */" << endl
|
||||
<< " plhs[0] = mxCreateDoubleMatrix(" << equations.size() << ",1, mxREAL);" << endl
|
||||
<< " /* Create a C pointer to a copy of the output matrix residual. */" << endl
|
||||
<< " residual = mxGetPr(plhs[0]);" << endl
|
||||
<< " }" << endl
|
||||
<< endl
|
||||
<< " g1 = NULL;" << endl
|
||||
<< " if (nlhs >= 2)" << endl
|
||||
<< " {" << endl
|
||||
<< " /* Set the output pointer to the output matrix g1. */" << endl
|
||||
<< " plhs[1] = mxCreateDoubleMatrix(" << equations.size() << ", " << symbol_table.endo_nbr() << ", mxREAL);" << endl
|
||||
<< " /* Create a C pointer to a copy of the output matrix g1. */" << endl
|
||||
<< " g1 = mxGetPr(plhs[1]);" << endl
|
||||
<< " }" << endl
|
||||
<< endl
|
||||
<< " v2 = NULL;" << endl
|
||||
<< " if (nlhs >= 3)" << endl
|
||||
<< " {" << endl
|
||||
<< " /* Set the output pointer to the output matrix v2. */" << endl
|
||||
<< " plhs[2] = mxCreateDoubleMatrix(" << NNZDerivatives[1] << ", " << 3
|
||||
<< ", mxREAL);" << endl
|
||||
<< " v2 = mxGetPr(plhs[2]);" << endl
|
||||
<< " }" << endl
|
||||
<< endl
|
||||
<< " /* Call the C subroutines. */" << endl
|
||||
<< " Static(y, x, nb_row_x, params, residual, g1, v2);" << endl
|
||||
<< "}" << endl << endl;
|
||||
writePowerDeriv(output, true);
|
||||
output.close();
|
||||
}
|
||||
|
||||
void
|
||||
StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode) const
|
||||
StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll) const
|
||||
{
|
||||
int r;
|
||||
|
||||
|
@ -1267,6 +1402,8 @@ StaticModel::writeStaticFile(const string &basename, bool block, bool bytecode)
|
|||
chdir("..");
|
||||
writeStaticBlockMFSFile(basename);
|
||||
}
|
||||
else if(use_dll)
|
||||
writeStaticCFile(basename);
|
||||
else
|
||||
writeStaticMFile(basename);
|
||||
writeAuxVarRecursiveDefinitions(basename);
|
||||
|
@ -1570,7 +1707,7 @@ StaticModel::jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutp
|
|||
{
|
||||
output << LEFT_ARRAY_SUBSCRIPT(output_type);
|
||||
if (IS_MATLAB(output_type))
|
||||
output << eq_nb + 1 << ", " << col_nb + 1;
|
||||
output << eq_nb + 1 << "," << col_nb + 1;
|
||||
else
|
||||
output << eq_nb + col_nb *equations.size();
|
||||
output << RIGHT_ARRAY_SUBSCRIPT(output_type);
|
||||
|
@ -1579,7 +1716,7 @@ StaticModel::jacobianHelper(ostream &output, int eq_nb, int col_nb, ExprNodeOutp
|
|||
void
|
||||
StaticModel::hessianHelper(ostream &output, int row_nb, int col_nb, ExprNodeOutputType output_type) const
|
||||
{
|
||||
output << LEFT_ARRAY_SUBSCRIPT(output_type);
|
||||
output << "v2" << LEFT_ARRAY_SUBSCRIPT(output_type);
|
||||
if (IS_MATLAB(output_type))
|
||||
output << row_nb + 1 << ", " << col_nb + 1;
|
||||
else
|
||||
|
|
|
@ -53,13 +53,15 @@ private:
|
|||
//! Writes static model file (standard Matlab version)
|
||||
void writeStaticMFile(const string &static_basename) const;
|
||||
|
||||
//! Writes static model file (C version)
|
||||
void writeStaticCFile(const string &func_name) const;
|
||||
|
||||
//! Writes the static model equations and its derivatives
|
||||
void writeStaticModel(ostream &StaticOutput, bool use_dll) const;
|
||||
|
||||
//! Writes the static function calling the block to solve (Matlab version)
|
||||
void writeStaticBlockMFSFile(const string &basename) const;
|
||||
|
||||
//! Writes static model file (C version)
|
||||
/*! \todo add third derivatives handling */
|
||||
void writeStaticCFile(const string &static_basename) const;
|
||||
|
||||
//! Writes the Block reordred structure of the model in M output
|
||||
void writeModelEquationsOrdered_M(const string &dynamic_basename) const;
|
||||
|
||||
|
@ -182,7 +184,7 @@ public:
|
|||
int &u_count_int, bool &file_open) const;
|
||||
|
||||
//! Writes static model file
|
||||
void writeStaticFile(const string &basename, bool block, bool bytecode) const;
|
||||
void writeStaticFile(const string &basename, bool block, bool bytecode, bool use_dll) const;
|
||||
|
||||
//! Writes LaTeX file with the equations of the static model
|
||||
void writeLatexFile(const string &basename) const;
|
||||
|
|
Loading…
Reference in New Issue