Dynare++ and k_order_perturbation DLL:

* support Microsoft Visual C++ 2008 compiler (necessary for 64-bit 
platforms)
* use standard C++ headers for C Standard Library support


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3121 ac1d8469-bf42-47a9-8791-bf33cf982152

dynare++/integ/cc/quasi_mcarlo.cweb

@@ -6,7 +6,7 @@
 @c
 #include "quasi_mcarlo.h"
 
-#include <math.h>
+#include <cmath>
 
 @<|RadicalInverse| constructor code@>;
 @<|RadicalInverse::eval| code@>;

dynare++/integ/cc/vector_function.cweb

@@ -9,9 +9,9 @@
 
 #include <dynlapack.h>
 
-#include <math.h>
+#include <cmath>
 
-#include <string.h>
+#include <cstring>
 #include <algorithm>
 
 @<|ParameterSignal| constructor code@>;
@@ -155,7 +155,11 @@ void GaussConverterFunction::eval(const Vector& point, const ParameterSignal& si
 @<|GaussConverterFunction::multiplier| code@>=
 double GaussConverterFunction::calcMultiplier() const
 {
+#ifndef _MSC_VER
 	return sqrt(pow(M_PI, -1*indim()));
+#else
+	return sqrt(pow(3.14159265358979323846, -1*indim()));
+#endif
 }
 
 @ 

dynare++/integ/src/quadrature-points.cpp

@@ -12,7 +12,7 @@
 #include "integ/cc/product.h"
 
 #include <getopt.h>
-#include <stdio.h>
+#include <cstdio>
 
 #include <cmath>
 

dynare++/integ/testing/tests.cpp

@@ -14,10 +14,10 @@
 #include "product.h"
 #include "quasi_mcarlo.h"
 
-#include <stdio.h>
-#include <string.h>
+#include <cstdio>
+#include <cstring>
 #include <sys/time.h>
-#include <math.h>
+#include <cmath>
 
 const int num_threads = 2; // does nothing if DEBUG defined
 

dynare++/kord/decision_rule.cweb

@@ -683,7 +683,11 @@ void GenShockRealization::get(int n, Vector& out)
 	Vector r(numShocks());
 	RandomShockRealization::get(n, r);
 	for (int j = 0; j < numShocks(); j++)
+#ifndef _MSC_VER
 		if (! isfinite(out[j]))
+#else
+		if (!_finite(out[j]))
+#endif
 			out[j] = r[j];
 }
 

dynare++/kord/decision_rule.hweb

@@ -631,7 +631,13 @@ damp by one half.
 		if (fnorm <= flastnorm)
 			urelax_found = true;
 		else
+#ifndef _MSC_VER
 			urelax *= std::min(0.5, flastnorm/fnorm);
+#else
+	/* MSVC doesn't define std::min() (should be in <algorithm>),
+	   but instead has a macro in <windows.h> */
+			urelax *= min(0.5, flastnorm/fnorm);
+#endif
 	}
 
 

dynare++/kord/faa_di_bruno.cweb

@@ -10,7 +10,7 @@
 #include "faa_di_bruno.h"
 #include "fine_container.h"
 
-#include <math.h>
+#include <cmath>
 
 double FaaDiBruno::magic_mult = 1.5;
 @<|FaaDiBruno::calculate| folded sparse code@>;

dynare++/kord/first_order.cweb

@@ -295,7 +295,11 @@ void FirstOrder::journalEigs()
 			}
 			JournalRecord jr(journal);
 			double mod = sqrt(alphar[i]*alphar[i]+alphai[i]*alphai[i]);
+#ifndef _MSC_VER
 			mod = mod/round(100000*std::abs(beta[i]))*100000;
+#else // MSVC doesn't respect C99 standard and doesn't define round(); use floor(x+0.5) instead
+			mod = mod/floor(100000*std::abs(beta[i])+0.5)*100000;
+#endif
 			jr << i << "\t(" << alphar[i] << "," << alphai[i] << ") / " << beta[i]
 			   << "  \t" << mod << endrec; 
 		}

dynare++/kord/global_check.cweb

@@ -373,7 +373,11 @@ f^i(x_1,\ldots,x_i) &=
 		for (qmcpit run = beg; run != end; ++run, icol++) {
 			Vector ycol(ymat, icol);
 			Vector x(run.point());
+#ifndef _MSC_VER
 			x.mult(2*M_PI);
+#else
+			x.mult(2*3.14159265358979323846);
+#endif
 			ycol[0] = 1;
 			for (int i = 0; i < d; i++) {
 				Vector subsphere(ycol, 0, i+1);

dynare++/kord/journal.cweb

@@ -7,19 +7,65 @@
 #include "journal.h"
 #include "kord_exception.h"
 
-#ifndef __MINGW32__
+#if !defined(__MINGW32__) && !defined(_MSC_VER)
 # include <sys/resource.h>
 # include <sys/utsname.h>
 #endif
-#include <stdlib.h>
-#include <unistd.h>
-#include <time.h>
+#include <cstdlib>
+#ifndef _MSC_VER
+# include <unistd.h>
+#endif
+#include <ctime>
 
 SystemResources _sysres;
-#ifdef __MINGW32__
+#if defined(__MINGW32__) || defined(_MSC_VER)
 @<|sysconf| Win32 implementation@>;
 #endif
 
+#ifdef _MSC_VER
+
+struct timezone 
+{
+  int  tz_minuteswest; /* minutes W of Greenwich */
+  int  tz_dsttime;     /* type of dst correction */
+};
+
+int gettimeofday(struct timeval *tv, struct timezone *tz)
+{
+  FILETIME ft;
+  unsigned __int64 tmpres = 0;
+  static int tzflag = 0;
+
+  if (NULL != tv)
+  {
+    GetSystemTimeAsFileTime(&ft);
+
+    tmpres |= ft.dwHighDateTime;
+    tmpres <<= 32;
+    tmpres |= ft.dwLowDateTime;
+
+    tmpres /= 10;  /*convert into microseconds*/
+    /*converting file time to unix epoch*/
+    tmpres -= 11644473600000000ULL; 
+    tv->tv_sec = (long)(tmpres / 1000000UL);
+    tv->tv_usec = (long)(tmpres % 1000000UL);
+  }
+
+  if (NULL != tz)
+  {
+    if (!tzflag)
+    {
+      _tzset();
+      tzflag++;
+    }
+    tz->tz_minuteswest = _timezone / 60;
+    tz->tz_dsttime = _daylight;
+  }
+
+  return 0;
+}
+#endif
+
 @<|SystemResources| constructor code@>;
 @<|SystemResources::pageSize| code@>;
 @<|SystemResources::physicalPages| code@>;
@@ -83,7 +129,7 @@ void SystemResources::getRUS(double& load_avg, long int& pg_avail,
 	gettimeofday(&now, NULL);
 	elapsed = now.tv_sec-start.tv_sec + (now.tv_usec-start.tv_usec)*1.0e-6;
 
-#ifndef __MINGW32__
+#if !defined(__MINGW32__) && !defined(_MSC_VER)
 	struct rusage rus;
 	getrusage(RUSAGE_SELF, &rus);
 	utime = rus.ru_utime.tv_sec+rus.ru_utime.tv_usec*1.0e-6;
@@ -97,7 +143,7 @@ void SystemResources::getRUS(double& load_avg, long int& pg_avail,
 	majflt = -1;
 #endif
 
-#if !defined(__MINGW32__) && !defined(__CYGWIN32__)
+#if !defined(__MINGW32__) && !defined(_MSC_VER) && !defined(__CYGWIN32__)
 	getloadavg(&load_avg, 1);
 #else
 	load_avg = -1.0;
@@ -209,7 +255,7 @@ void Journal::printHeader()
 	(*this)<< "General Public License, see http://www.gnu.org/license/gpl.html\n";
 	(*this)<< "\n\n";
 
-#if !defined(__MINGW32__)
+#if !defined(__MINGW32__) && !defined(_MSC_VER)
 	utsname info;
 	uname(&info);
 	(*this)<< "System info: ";
@@ -249,33 +295,13 @@ Number of online processors is not implemented and returns -1, since
 Windows kernel32 |GetSystemInfo| call is too complicated.
 
 @<|sysconf| Win32 implementation@>=
+#include <Windows.h>
+
 #define _SC_PAGESIZE 1
 #define _SC_PHYS_PAGES 2
 #define _SC_AVPHYS_PAGES 3
 #define _SC_NPROCESSORS_ONLN 4
 @#
-struct Win32MemoryStatus {
-	unsigned long dwLength;
-	unsigned long dwMemoryLoad;
-	unsigned int dwTotalPhys;
-	unsigned int dwAvailPhys;
-	unsigned int dwTotalPageFile;
-	unsigned int dwAvailPageFile;
-	unsigned int dwTotalVirtual;
-	unsigned int dwAvailVirtual;
-	Win32MemoryStatus();
-};
-@#
-extern "C" {
-	void __stdcall GlobalMemoryStatus(Win32MemoryStatus *);
-};
-@#
-Win32MemoryStatus::Win32MemoryStatus()
-{
-	dwLength = sizeof(Win32MemoryStatus);
-	GlobalMemoryStatus(this);
-}
-@#
 long sysconf(int name)
 {
 	switch (name) {
@@ -283,12 +309,14 @@ long sysconf(int name)
 		return 1024;
 	case _SC_PHYS_PAGES:@;
 		{
-			Win32MemoryStatus memstat;
+			MEMORYSTATUS memstat;
+			GlobalMemoryStatus(&memstat);
 			return memstat.dwTotalPhys/1024;
 		}
 	case _SC_AVPHYS_PAGES:@;
 		{
-			Win32MemoryStatus memstat;
+			MEMORYSTATUS memstat;
+			GlobalMemoryStatus(&memstat);
 			return memstat.dwAvailPhys/1024;
 		}
 	case _SC_NPROCESSORS_ONLN:@;

dynare++/kord/journal.hweb

@@ -17,8 +17,12 @@
 
 #include "int_sequence.h"
 
-#include <sys/time.h>
-#include <stdio.h>
+#ifdef _MSC_VER
+# include <Winsock2.h>
+#else
+# include <sys/time.h>
+#endif
+#include <cstdio>
 #include <iostream>
 #include <fstream>
 

dynare++/kord/kord_exception.hweb

@@ -10,8 +10,8 @@ This is a simple code defining an exception and two convenience macros.
 #ifndef KORD_EXCEPTION_H
 #define KORD_EXCEPTION_H
 
-#include <string.h>
-#include <stdio.h>
+#include <cstring>
+#include <cstdio>
 
 #define KORD_RAISE(mes) \
 throw KordException(__FILE__, __LINE__, mes);

dynare++/kord/mersenne_twister.hweb

@@ -16,7 +16,7 @@ and Geoff Kuenning.
 #define MERSENNE_TWISTER_H
 
 #include "random.h"
-#include <string.h>
+#include <cstring>
 
 @<|MersenneTwister| class declaration@>;
 @<|MersenneTwister| inline method definitions@>;

dynare++/kord/random.cweb

@@ -6,7 +6,7 @@
 
 #include "random.h"
 
-#include <stdlib.h>
+#include <cstdlib>
 #include <limits>
 #include <cmath>
 
@@ -42,7 +42,7 @@ double RandomGenerator::normal()
 @<|SystemRandomGenerator::uniform| code@>=
 double SystemRandomGenerator::uniform()
 {
-#ifndef __MINGW32__
+#if !defined(__MINGW32__) && !defined(_MSC_VER)
 	return drand48();
 #else
 	return ((double)rand())/RAND_MAX;
@@ -53,7 +53,7 @@ double SystemRandomGenerator::uniform()
 @<|SystemRandomGenerator::initSeed| code@>=
 void SystemRandomGenerator::initSeed(int seed)
 {
-#ifndef __MINGW32__
+#if !defined(__MINGW32__) && !defined(_MSC_VER)
 	srand48(seed);
 #else
 	srand(seed);

dynare++/parser/cc/dynamic_atoms.cpp

@@ -5,8 +5,8 @@
 #include "utils/cc/exception.h"
 #include "dynamic_atoms.h"
 
-#include <string.h>
-#include <limits.h>
+#include <cstring>
+#include <climits>
 
 using namespace ogp;
 

dynare++/parser/cc/namelist.cpp

@@ -4,7 +4,7 @@
 
 #include "namelist.h"
 
-#include <string.h>
+#include <cstring>
 
 using namespace ogp;
 

dynare++/parser/cc/tree.cpp

@@ -6,8 +6,7 @@
 
 #include "tree.h"
 
-#include <stdlib.h>
-#include <math.h>
+#include <cstdlib>
 
 #include <cmath>
 #include <limits>

dynare++/src/dynare_model.cpp

@@ -10,7 +10,7 @@
 #include "planner_builder.h"
 #include "forw_subst_builder.h"
 
-#include <stdlib.h>
+#include <cstdlib>
 
 #include <string>
 #include <cmath>

dynare++/src/dynare_params.cpp

@@ -4,8 +4,8 @@
 #include "dynare_params.h"
 
 #include <getopt.h>
-#include <stdio.h>
-#include <string.h>
+#include <cstdio>
+#include <cstring>
 
 const char* help_str = 
 "usage: dynare++ [--help] [--version] [options] <model file>\n"

dynare++/src/nlsolve.cpp

@@ -7,6 +7,11 @@
 
 #include <cmath>
 
+#ifdef _MSC_VER
+// For _finite()
+# include <cfloat>
+#endif
+
 using namespace ogu;
 
 /** This should not be greater than DBL_EPSILON^(1/2). */
@@ -32,7 +37,11 @@ double GoldenSectionSearch::search(OneDFunction& f, double x1, double x2)
 			else
 				x = b + dx;
 			double fx = f.eval(x);
+#ifndef _MSC_VER
 			if (! std::isfinite(fx))
+#else
+			if (! _finite(fx))
+#endif
 				return x1;
 			if (b-x1 > x2-b) {
 				// x is on the left from b
@@ -69,7 +78,11 @@ double GoldenSectionSearch::search(OneDFunction& f, double x1, double x2)
 bool GoldenSectionSearch::init_bracket(OneDFunction& f, double x1, double& x2, double& b)
 {
 	double f1 = f.eval(x1);
+#ifndef _MSC_VER
 	if (! std::isfinite(f1))
+#else
+	if (! _finite(f1))
+#endif
 		throw DynareException(__FILE__, __LINE__,
 							  "Safer point not finite in GoldenSectionSearch::init_bracket");
 
@@ -86,7 +99,11 @@ bool GoldenSectionSearch::init_bracket(OneDFunction& f, double x1, double& x2, d
 		double bsym = 2*x2 - b;
 		double fbsym = f.eval(bsym);
 		// now we know that f1, f2, and fb are finite
+#ifndef _MSC_VER
 		if (std::isfinite(fbsym)) {
+#else
+		if (_finite(fbsym)) {
+#endif
 			// we have four numbers f1, fb, f2, fbsym, we test for the
 			// following combinations to find the bracket:
 			// [f1,f2,fbsym], [f1,fb,fbsym] and [f1,fb,fbsym]
@@ -145,7 +162,11 @@ bool GoldenSectionSearch::search_for_finite(OneDFunction& f, double x1, double&
 		double f2 = f.eval(x2);
 		b = (1-golden)*x1 + golden*x2;
 		double fb = f.eval(b);
+#ifndef _MSC_VER
 		found = std::isfinite(f2) && std::isfinite(fb);
+#else
+		found = _finite(f2) && _finite(fb);
+#endif
 		if (! found)
 			x2 = b;
 		cnt++;

dynare++/sylv/cc/BlockDiagonal.cpp

@@ -4,8 +4,8 @@
 
 #include "BlockDiagonal.h"
 
-#include <stdio.h>
-#include <string.h>
+#include <cstdio>
+#include <cstring>
 
 BlockDiagonal::BlockDiagonal(const double* d, int d_size)
 	: QuasiTriangular(d, d_size),

dynare++/sylv/cc/GeneralMatrix.cpp

@@ -9,9 +9,9 @@
 #include <dynblas.h>
 #include <dynlapack.h>
 
-#include <stdio.h>
-#include <string.h>
-#include <stdlib.h>
+#include <cstdio>
+#include <cstring>
+#include <cstdlib>
 #include <cmath>
 #include <limits>
 

dynare++/sylv/cc/GeneralSylvester.cpp

@@ -8,7 +8,7 @@
 #include "TriangularSylvester.h"
 #include "IterativeSylvester.h"
 
-#include <time.h>
+#include <ctime>
 
 GeneralSylvester::GeneralSylvester(int ord, int n, int m, int zero_cols,
 								   const double* da, const double* db,

dynare++/sylv/cc/QuasiTriangular.cpp

@@ -8,7 +8,7 @@
 
 #include <dynblas.h>
 
-#include <stdio.h>
+#include <cstdio>
 #include <cmath>
 
 using namespace std;

dynare++/sylv/cc/QuasiTriangularZero.cpp

@@ -7,7 +7,7 @@
 #include "SylvMatrix.h"
 #include "SylvException.h"
 
-#include <stdio.h>
+#include <cstdio>
 
 QuasiTriangularZero::QuasiTriangularZero(int num_zeros, const double* d,
 										 int d_size)

dynare++/sylv/cc/SylvException.cpp

@@ -4,8 +4,8 @@
 
 #include "SylvException.h"
 
-#include <string.h>
-#include <stdio.h>
+#include <cstring>
+#include <cstdio>
 
 SylvException::SylvException(const char* f, int l, const SylvException* s)
 {

dynare++/sylv/cc/SylvMatrix.cpp

@@ -8,8 +8,8 @@
 #include <dynblas.h>
 #include <dynlapack.h>
 
-#include <stdio.h>
-#include <string.h>
+#include <cstdio>
+#include <cstring>
 #include <cmath>
 
 void SylvMatrix::multLeftI(const SqSylvMatrix& m)

dynare++/sylv/cc/SylvMemory.cpp

@@ -10,9 +10,9 @@
 # include <dynmex.h>
 #endif
 
-#include <math.h> 
-#include <stdio.h>
-#include <stdlib.h>
+#include <cmath> 
+#include <cstdio>
+#include <cstdlib>
 
 /**********************************************************/
 /*   SylvMemoryPool                                       */

dynare++/sylv/cc/SylvParams.h

@@ -5,8 +5,8 @@
 #ifndef SYLV_PARAMS_H
 #define SYLV_PARAMS_H
 
-#include <stdio.h>
-#include <string.h>
+#include <cstdio>
+#include <cstring>
 
 #if defined(MATLAB_MEX_FILE) || defined(OCTAVE_MEX_FILE)
 # include <dynmex.h>

dynare++/sylv/cc/TriangularSylvester.cpp

@@ -7,7 +7,7 @@
 #include "KronUtils.h"
 #include "BlockDiagonal.h"
 
-#include <stdio.h>
+#include <cstdio>
 #include <cmath>
 
 double TriangularSylvester::diag_zero = 1.e-15;

dynare++/sylv/cc/Vector.cpp

@@ -9,9 +9,9 @@
 
 #include <dynblas.h>
 
-#include <stdio.h>
-#include <string.h>
-#include <stdlib.h>
+#include <cstdio>
+#include <cstring>
+#include <cstdlib>
 #include <cmath>
 #include <algorithm>
 #include <limits>

dynare++/sylv/cc/Vector.h

@@ -9,7 +9,7 @@
  * to avoid running virtual method invokation mechanism. Some
  * members, and methods are thus duplicated */ 
 
-#include <stdio.h>
+#include <cstdio>
 
 class GeneralMatrix;
 class ConstVector;

dynare++/sylv/testing/MMMatrix.cpp

@@ -4,8 +4,8 @@
 
 #include "MMMatrix.h"
 
-#include <stdio.h>
-#include <string.h>
+#include <cstdio>
+#include <cstring>
 
 MMMatrixIn::MMMatrixIn(const char* fname)
 {

dynare++/sylv/testing/tests.cpp

@@ -18,9 +18,9 @@
 
 #include "MMMatrix.h"
 
-#include <stdio.h>
-#include <string.h>
-#include <time.h>
+#include <cstdio>
+#include <cstring>
+#include <ctime>
 
 #include <cmath>
 

dynare++/tl/cc/equivalence.cweb

@@ -8,7 +8,7 @@
 #include "permutation.h"
 #include "tl_exception.h"
 
-#include <string.h>
+#include <cstring>
 
 @<|OrdSequence| method codes@>;
 @<|Equivalence| method codes@>;

dynare++/tl/cc/fine_container.cweb

@@ -6,7 +6,7 @@
 @c
 #include "fine_container.h"
 
-#include <math.h>
+#include <cmath>
 
 @<|SizeRefinement| constructor code@>;
 
@@ -21,7 +21,11 @@ SizeRefinement::SizeRefinement(const IntSequence& s, int nc, int max)
 		int nr = s[i]/max;
 		if (s[i] % max != 0)
 			nr++;
+#ifndef _MSC_VER
 		int ss = (nr>0) ? (int)round(((double)s[i])/nr) : 0;
+#else // MSVC doesn't respect C99 standard and doesn't define round(); use floor(x+0.5) instead
+		int ss = (nr>0) ? (int)floor((((double)s[i])/nr) + 0.5) : 0;
+#endif
 		for (int j = 0; j < nr - 1; j++) {
 			rsizes.push_back(ss);
 			ind_map.push_back(i);

dynare++/tl/cc/int_sequence.cweb

@@ -8,8 +8,8 @@
 #include "symmetry.h"
 #include "tl_exception.h"
 
-#include <stdio.h>
-#include <limits.h>
+#include <cstdio>
+#include <climits>
 
 @<|IntSequence| constructor code 1@>;
 @<|IntSequence| constructor code 2@>;

dynare++/tl/cc/int_sequence.hweb

@@ -30,7 +30,7 @@ some instances do destroy the underlying data, and some not.
 #define INT_SEQUENCE_H
 
 
-#include <string.h>
+#include <cstring>
 #include <vector>
 
 using namespace std;

dynare++/tl/cc/kron_prod.cweb

@@ -6,7 +6,7 @@