Commit 6fc14240 authored by george's avatar george

separating dynamic_dll handling into new dynamic_dll.cpp from...

separating dynamic_dll handling into new dynamic_dll.cpp from k_order_perturbation.cpp containing now only mex_function for k_order_perturbationDLL and renaming k_order_perturbation.h to dynamic_dll.h

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2864 ac1d8469-bf42-47a9-8791-bf33cf982152
parent 2006e1f9
/*
* Copyright (C) 2008-2009 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 "k_ord_dynare.h"
#include "dynamic_dll.h"
#include "math.h"
#include <cstring>
//////////////////////////////////////////////////////
// Convert Matlab Dynare endo and exo names array to C type array of string pointers
// Poblem is that Matlab mx function returns a long string concatenated by columns rather than rows
// hence a rather low level approach is needed
///////////////////////////////////////////////////////
const char **
DynareMxArrayToString(const mxArray *mxFldp, const int len, const int width)
{
char *cNamesCharStr = mxArrayToString(mxFldp);
const char **ret = DynareMxArrayToString(cNamesCharStr, len, width);
return ret;
}
const char **
DynareMxArrayToString(const char *cNamesCharStr, const int len, const int width)
{
char cNamesMX[len][width+1]; //
#ifdef DEBUG
mexPrintf("loop DynareMxArrayToString cNamesCharStr = %s \n", cNamesCharStr);
#endif
for (int i = 0; i < width; i++)
{
for (int j = 0; j < len; j++)
{
// Allow alphanumeric and underscores "_" only:
if (isalnum(cNamesCharStr[j+i*len]) || ('_' == cNamesCharStr[j+i*len]))
{
cNamesMX[j][i] = cNamesCharStr[j+i*len];
}
else cNamesMX[j][i] = '\0';
}
}
const char **ret = (const char **) mxCalloc(len, sizeof(char *));
for (int j = 0; j < len; j++)
{
cNamesMX[j][width] = '\0';
#ifdef DEBUG
// mexPrintf("String [%d]= %s \n", j, cNamesMX[j]);
#endif
char *token = (char *) mxCalloc(strlen(cNamesMX[j])+1, sizeof(char));
strcpy(token, cNamesMX[j]);
ret[j] = token;
#ifdef DEBUG
mexPrintf("ret [%d]= %s \n", j, ret[j]);
#endif
}
return ret;
}
/***********************************
* Members of DynamicModelDLL for handling loading and calling
* <model>_dynamic () function
**************************************/
DynamicModelDLL::DynamicModelDLL(const char *modName, const int y_length, const int j_cols,
const int n_max_lag, const int n_exog, const char *sExt)
: length(y_length), jcols(j_cols), nMax_lag(n_max_lag), nExog(n_exog)
{
char fName[MAX_MODEL_NAME];
strcpy(fName, modName);
using namespace std;
strcat(fName, "_dynamic");
#ifdef DEBUG
mexPrintf("MexPrintf: Call Load run DLL %s .\n", fName);
#endif
try
{
#ifdef WINDOWS
if (sExt == NULL) sExt = (".dll");
HINSTANCE dynamicHinstance;
// dynamicHinstance=::LoadLibraryEx(strcat(fNname,"_.dll"),NULL,DONT_RESOLVE_DLL_REFERENCES);//sExt); //"_.dll");
dynamicHinstance = ::LoadLibrary(strcat(fName, sExt)); //.dll); //"_.dll");
if (dynamicHinstance == NULL)
throw 1; //alt: return;
// (DynamicFn*) typedef void * (__stdcall *DynamicFn)();
# ifdef DEBUG
mexPrintf("MexPrintf: Call GetProcAddress %s .\n", fName);
# endif
Dynamic = (DynamicFn *) ::GetProcAddress(dynamicHinstance, "Dynamic");
#else // __linux__
if (sExt == NULL) sExt = (".so");
dynamicHinstance = dlopen(strcat(fName, sExt), RTLD_NOW);
if ((dynamicHinstance == NULL) || dlerror())
{
cerr << dlerror() << endl;
mexPrintf("MexPrintf:Error loading DLL: %s", dlerror);
throw 1;
}
Dynamic = (DynamicFn) dlsym(dynamicHinstance, "Dynamic");
if ((Dynamic == NULL) || dlerror())
{
cerr << dlerror() << endl;
mexPrintf("MexPrintf:Error finding DLL function: %s", dlerror);
throw 2;
}
#endif
}
catch (int i)
{
mexPrintf("MexPrintf: error in Load and run DLL %s , %d.\n", fName, i);
mexErrMsgTxt("Err: An error in Load and run DLL .\n");
return;
}
catch (...)
{
mexPrintf("MexPrintf: Unknown error in Call MATLAB function %s.\n", fName);
mexErrMsgTxt("Err: Unknown error in Load and run DLL .\n");
return;
}
}
// close DLL: If the referenced object was successfully closed,
// close() returns 0, non 0 otherwise
int
DynamicModelDLL::close()
{
#ifdef WINDOWS
// MS FreeLibrary returns non 0 if OK, 0 if fails.
bool rb = FreeLibrary(dynamicHinstance);
if (rb)
return 0;
else
return 1;
#else // linux
//If OK, dlclose() returns 0, non 0 otherwise
return dlclose(dynamicHinstance);
#endif
};
void
DynamicModelDLL::eval(const Vector &y, const TwoDMatrix &x, const Vector *modParams,
int it_, Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2)
{
double *dresidual, *dg1 = NULL, *dg2 = NULL;
//int length=y.length(); // not!
if ((jcols-nExog) != y.length())
{
// throw DLL Error
mexPrintf(" DLL Error: (jcols-nExog)!=ys.length() \n");
return;
}
if (residual.length() < length) // dummy or insufficient
{
Vector *tempv = new Vector(length);
residual = *tempv;
delete tempv;
residual.zeros();
}
if (g1 != NULL)
{
if (g1->nrows() != length) // dummy
{
delete g1;
g1 = new TwoDMatrix(length, jcols); // and get a new one
g1->zeros();
}
dg1 = const_cast<double *>(g1->base());
}
if (g2 != NULL)
{
dg2 = const_cast<double *>(g2->base());
}
dresidual = const_cast<double *>(residual.base());
double *dy = const_cast<double *>(y.base());
double *dx = const_cast<double *>(x.base());
double *dbParams = const_cast<double *>(modParams->base());
#ifdef DEBUG
mexPrintf(" try eval Dynamic with ne g1: cols=%d , rows=%d\n",
g1->ncols(), g1->nrows());
for (int i = 0; i < modParams->length(); i++)
{
mexPrintf("k_ord_perturbation: Params[%d]= %g.\n", i, (*modParams)[i]);
}
for (int i = 0; i < jcols-nExog; i++)
{
mexPrintf("k_ord_perturbation: Ys[%d]= %g.\n", i, dy[i]);
}
mexPrintf("k_order_perturbation: call <model> Dynamic dParams= %g , , dy = %g dx = %f .\n",
dbParams[0], dy[0], dx[0]);
#endif
try
{
Dynamic(dy, dx, nExog, dbParams, it_, dresidual, dg1, dg2);
}
catch (...)
{
mexPrintf("MexPrintf: error in run Dynamic DLL \n");
}
};
void
DynamicModelDLL::eval(const Vector &y, const TwoDMatrix &x, const Vector *modParams,
Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2)
{
eval(y, x, modParams, nMax_lag, residual, g1, g2);
};
void
DynamicModelDLL::eval(const Vector &y, const Vector &x, const Vector *modParams,
Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2)
{
/** ignore given exogens and create new 2D x matrix since
* when calling <model>_dynamic(z,x,params,it_) x must be equal to
* zeros(M_.maximum_lag+1,M_.exo_nbr)
**/
TwoDMatrix &mx = *(new TwoDMatrix(nMax_lag+1, nExog));
mx.zeros(); // initialise shocks to 0s
eval(y, mx, modParams, nMax_lag, residual, g1, g2);
};
......@@ -22,6 +22,7 @@
#include <vector>
#include "first_order.h"
#include "k_ord_dynare.h"
#include "dynamic_dll.h"
#include "mex.h"
......@@ -40,12 +41,12 @@ class KordpJacobian;
KordpDynare::KordpDynare(const char **endo, int num_endo,
const char **exo, int nexog, int npar, //const char** par,
Vector *ysteady, TwoDMatrix *vcov, Vector *inParams, int nstat,
int npred, int nforw, int nboth, const int jcols, const Vector *nnzd,
int npred, int nforw, int nboth, const int jcols, const Vector *nnzd,
const int nsteps, int norder, //const char* modName,
Journal &jr, DynamicModelDLL &dynamicDLL, double sstol,
const vector<int> *var_order, const TwoDMatrix *llincidence, double criterium)
: nStat(nstat), nBoth(nboth), nPred(npred), nForw(nforw), nExog(nexog), nPar(npar),
nYs(npred + nboth), nYss(nboth + nforw), nY(num_endo), nJcols(jcols), NNZD(nnzd), nSteps(nsteps),
nYs(npred + nboth), nYss(nboth + nforw), nY(num_endo), nJcols(jcols), NNZD(nnzd), nSteps(nsteps),
nOrder(norder), journal(jr), dynamicDLL(dynamicDLL), ySteady(ysteady), vCov(vcov), params(inParams),
md(1), dnl(NULL), denl(NULL), dsnl(NULL), ss_tol(sstol), varOrder(var_order),
ll_Incidence(llincidence), qz_criterium(criterium)
......@@ -94,8 +95,8 @@ KordpDynare::KordpDynare(const char **endo, int num_endo,
KordpDynare::KordpDynare(const KordpDynare &dynare)
: nStat(dynare.nStat), nBoth(dynare.nBoth), nPred(dynare.nPred),
nForw(dynare.nForw), nExog(dynare.nExog), nPar(dynare.nPar),
nYs(dynare.nYs), nYss(dynare.nYss), nY(dynare.nY), nJcols(dynare.nJcols),
NNZD(dynare.NNZD), nSteps(dynare.nSteps), nOrder(dynare.nOrder),
nYs(dynare.nYs), nYss(dynare.nYss), nY(dynare.nY), nJcols(dynare.nJcols),
NNZD(dynare.NNZD), nSteps(dynare.nSteps), nOrder(dynare.nOrder),
journal(dynare.journal), dynamicDLL(dynare.dynamicDLL), //modName(dynare.modName),
ySteady(NULL), params(NULL), vCov(NULL), md(dynare.md),
dnl(NULL), denl(NULL), dsnl(NULL), ss_tol(dynare.ss_tol),
......@@ -203,13 +204,13 @@ KordpDynare::calcDerivatives(const Vector &yy, const Vector &xx)
// Hessian TwoDMatrix *g2;
if (nOrder > 1)
{
//g2 = new TwoDMatrix(nY, nJcols*nJcols); // generate g2 for Hessian
// generate g2 space for sparse Hessian 3x NNZH = 3x NNZD[1]
//g2 = new TwoDMatrix(nY, nJcols*nJcols); // generate g2 for Hessian
// generate g2 space for sparse Hessian 3x NNZH = 3x NNZD[1]
g2 = new TwoDMatrix((int) (*NNZD)[1],3);
g2->zeros();
#ifdef DEBUG
mexPrintf(" g2 cols %d rows %d \n", g2->numCols(), g2->numRows());
//g2->print();
g2->zeros();
#ifdef DEBUG
mexPrintf(" g2 cols %d rows %d \n", g2->numCols(), g2->numRows());
//g2->print();
#endif
}
Vector &out = *(new Vector(nY));
......@@ -249,12 +250,12 @@ KordpDynare::calcDerivatives(const Vector &yy, const Vector &xx)
populateDerivativesContainer(g1, 1, JacobianIndices);
if (nOrder > 1)
{
// ReorderBlocks(g2,JacobianIndices);
#ifdef DEBUG
mexPrintf(" post dll g2 cols %d rows %d \n", g2->numCols(), g2->numRows());
for (int ii=0;ii<g2->numRows(); ii++)
mexPrintf(" g2[%d]: %d %d %f \n", ii, (int)g2->get(ii,0),(int)g2->get(ii,1),g2->get(ii,2));
//g2->print();
// ReorderBlocks(g2,JacobianIndices);
#ifdef DEBUG
mexPrintf(" post dll g2 cols %d rows %d \n", g2->numCols(), g2->numRows());
for (int ii=0;ii<g2->numRows(); ii++)
mexPrintf(" g2[%d]: %d %d %f \n", ii, (int)g2->get(ii,0),(int)g2->get(ii,1),g2->get(ii,2));
//g2->print();
#endif
populateDerivativesContainer(g2, 2, JacobianIndices);
}
......@@ -336,7 +337,7 @@ KordpDynare::populateDerivativesContainer(TwoDMatrix *g, int ord, const vector<i
}
else if (ord == 2)
{
int nJcols1 = nJcols-nExog;
int nJcols1 = nJcols-nExog;
vector<int> revOrder(nJcols1);
for (int i = 0; i < nJcols1; i++)
revOrder[(*vOrder)[i]] = i;
......@@ -344,7 +345,7 @@ KordpDynare::populateDerivativesContainer(TwoDMatrix *g, int ord, const vector<i
{
int j = (int)g->get(i,0)-1; // hessian indices start with 1
int i1 = (int)g->get(i,1) -1;
int s0 = (int)floor(i1/nJcols);
int s0 = (int)floor(i1/nJcols);
int s1 = i1- (nJcols*s0);
if (s0 < nJcols1)
s[0] = revOrder[s0];
......@@ -355,20 +356,20 @@ KordpDynare::populateDerivativesContainer(TwoDMatrix *g, int ord, const vector<i
else
s[1] = s1;
if (s[1] >= s[0])
{
{
double x = g->get(i,2);
mdTi->insert(s, j, x);
#ifdef DEBUG
mexPrintf(" s[0]=%d s[1]=%d j=%d x=%f \n", s[0],s[1],j,x);
s.print();
std::cout << s[0] << " " << s[1] << "\n";
#endif
#ifdef DEBUG
mexPrintf(" s[0]=%d s[1]=%d j=%d x=%f \n", s[0],s[1],j,x);
s.print();
std::cout << s[0] << " " << s[1] << "\n";
#endif
}
}
}
}
#ifdef DEBUG
mexPrintf("k_ord_dynare.cpp: END populate FSSparseTensor in calcDerivatives: ord=%d \n",ord);
mdTi->print();
mexPrintf("k_ord_dynare.cpp: END populate FSSparseTensor in calcDerivatives: ord=%d \n",ord);
mdTi->print();
#endif
// md container
//md.clear();// this is to be used only for 1st order!!
......
......@@ -37,7 +37,6 @@
#include "kord_exception.h"
#include "nlsolve.h"
#include "approximation.h"
#include "k_order_perturbation.h"
class KordpDynare;
......@@ -123,8 +122,8 @@ class KordpDynare : public DynamicModel
const int nYs; // ={npred + nboth ; }
const int nYss; // nyss ={ nboth + nforw ; }
const int nY; // = num_endo={ nstat + npred + nboth + nforw ; }
const int nJcols; // no of jacobian columns= nExog+nEndo+nsPred+nsForw
const Vector *NNZD; //the total number of non-zero derivative elements
const int nJcols; // no of jacobian columns= nExog+nEndo+nsPred+nsForw
const Vector *NNZD; //the total number of non-zero derivative elements
// where hessian is 2nd : NZZD(order=2)
const int nSteps;
const int nOrder;
......@@ -147,10 +146,10 @@ public:
KordpDynare(const char **endo, int num_endo,
const char **exo, int num_exo, int num_par, //const char** par,
Vector *ySteady, TwoDMatrix *vCov, Vector *params, int nstat, int nPred,
int nforw, int nboth, const int nJcols, const Vector *NNZD,
int nforw, int nboth, const int nJcols, const Vector *NNZD,
const int nSteps, const int ord, //const char* modName,
Journal &jr, DynamicModelDLL &dynamicDLL, double sstol,
const vector<int> *varOrder, const TwoDMatrix *ll_Incidence,
const vector<int> *varOrder, const TwoDMatrix *ll_Incidence,
double qz_criterium);
/** Makes a deep copy of the object. */
......
......@@ -39,6 +39,7 @@
**********************************************************/
#include "k_ord_dynare.h"
#include "dynamic_dll.h"
#include "math.h"
#include <cstring>
......@@ -82,6 +83,7 @@ CK_order_perturbation::CK_order_perturbation()
#endif // _MSC_VER && WINDOWS
#ifdef MATLAB_MEX_FILE // exclude mexFunction for other applications
extern "C" {
// mexFunction: Matlab Inerface point and the main application driver
......@@ -176,8 +178,8 @@ extern "C" {
const int nPar = (int) mxGetScalar(mxFldp);
// it_ should be set to M_.maximum_lag
mxFldp = mxGetField(M_, 0, "maximum_lag");
const int nMax_lag = (int) mxGetScalar(mxFldp);
const int nMax_lag = (int) mxGetScalar(mxFldp);
nPred -= nBoth; // correct nPred for nBoth.
mxFldp = mxGetField(dr, 0, "order_var");
......@@ -221,15 +223,15 @@ extern "C" {
}
}
#endif
//get NNZH =NNZD(2) = the total number of non-zero Hessian elements
mxFldp = mxGetField(M_, 0, "NNZDerivatives");
dparams = (double *) mxGetData(mxFldp);
Vector *NNZD = new Vector (dparams, (int) mxGetM(mxFldp));
#ifdef DEBUG
mexPrintf("NNZH=%d, \n", (int) (*NNZD)[1]);
#endif
//get NNZH =NNZD(2) = the total number of non-zero Hessian elements
mxFldp = mxGetField(M_, 0, "NNZDerivatives");
dparams = (double *) mxGetData(mxFldp);
Vector *NNZD = new Vector (dparams, (int) mxGetM(mxFldp));
#ifdef DEBUG
mexPrintf("NNZH=%d, \n", (int) (*NNZD)[1]);
#endif
const int jcols = nExog+nEndo+nsPred+nsForw; // Num of Jacobian columns
mexPrintf("k_order_perturbation: jcols= %d .\n", jcols);
......@@ -308,7 +310,7 @@ extern "C" {
// make KordpDynare object
KordpDynare dynare(endoNamesMX, nEndo, exoNamesMX, nExog, nPar, // paramNames,
ySteady, vCov, modParams, nStat, nPred, nForw, nBoth,
jcols, NNZD, nSteps, kOrder, journal, dynamicDLL,
jcols, NNZD, nSteps, kOrder, journal, dynamicDLL,
sstol, var_order_vp, llincidence, qz_criterium);
// construct main K-order approximation class
......@@ -469,222 +471,10 @@ extern "C" {
} //catch
}; // end of mexFunction()
}; // end of extern C
#endif // ifdef MATLAB_MEX_FILE to exclude mexFunction for other applications
//////////////////////////////////////////////////////
// Convert Matlab Dynare endo and exo names array to C type array of string pointers
// Poblem is that Matlab mx function returns a long string concatenated by columns rather than rows
// hence a rather low level approach is needed
///////////////////////////////////////////////////////
const char **
DynareMxArrayToString(const mxArray *mxFldp, const int len, const int width)
{
char *cNamesCharStr = mxArrayToString(mxFldp);
const char **ret = DynareMxArrayToString(cNamesCharStr, len, width);
return ret;
}
const char **
DynareMxArrayToString(const char *cNamesCharStr, const int len, const int width)
{
char cNamesMX[len][width+1]; //
#ifdef DEBUG
mexPrintf("loop DynareMxArrayToString cNamesCharStr = %s \n", cNamesCharStr);
#endif
for (int i = 0; i < width; i++)
{
for (int j = 0; j < len; j++)
{
// Allow alphanumeric and underscores "_" only:
if (isalnum(cNamesCharStr[j+i*len]) || ('_' == cNamesCharStr[j+i*len]))
{
cNamesMX[j][i] = cNamesCharStr[j+i*len];
}
else cNamesMX[j][i] = '\0';
}
}
const char **ret = (const char **) mxCalloc(len, sizeof(char *));
for (int j = 0; j < len; j++)
{
cNamesMX[j][width] = '\0';
#ifdef DEBUG
// mexPrintf("String [%d]= %s \n", j, cNamesMX[j]);
#endif
char *token = (char *) mxCalloc(strlen(cNamesMX[j])+1, sizeof(char));
strcpy(token, cNamesMX[j]);
ret[j] = token;
#ifdef DEBUG
mexPrintf("ret [%d]= %s \n", j, ret[j]);
#endif
}
return ret;
}
/***********************************
* Members of DynamicModelDLL for handling loading and calling
* <model>_dynamic () function
**************************************/
DynamicModelDLL::DynamicModelDLL(const char *modName, const int y_length, const int j_cols,
const int n_max_lag, const int n_exog, const char *sExt)
: length(y_length), jcols(j_cols), nMax_lag(n_max_lag), nExog(n_exog)
{
char fName[MAX_MODEL_NAME];
strcpy(fName, modName);
using namespace std;
strcat(fName, "_dynamic");
#ifdef DEBUG
mexPrintf("MexPrintf: Call Load run DLL %s .\n", fName);
#endif
try
{
#ifdef WINDOWS
if (sExt == NULL) sExt = (".dll");
HINSTANCE dynamicHinstance;
// dynamicHinstance=::LoadLibraryEx(strcat(fNname,"_.dll"),NULL,DONT_RESOLVE_DLL_REFERENCES);//sExt); //"_.dll");
dynamicHinstance = ::LoadLibrary(strcat(fName, sExt)); //.dll); //"_.dll");
if (dynamicHinstance == NULL)
throw 1; //alt: return;
// (DynamicFn*) typedef void * (__stdcall *DynamicFn)();
# ifdef DEBUG
mexPrintf("MexPrintf: Call GetProcAddress %s .\n", fName);
# endif
Dynamic = (DynamicFn *) ::GetProcAddress(dynamicHinstance, "Dynamic");
#else // __linux__
if (sExt == NULL) sExt = (".so");
dynamicHinstance = dlopen(strcat(fName, sExt), RTLD_NOW);
if ((dynamicHinstance == NULL) || dlerror())
{
cerr << dlerror() << endl;
mexPrintf("MexPrintf:Error loading DLL: %s", dlerror);
throw 1;
}
Dynamic = (DynamicFn) dlsym(dynamicHinstance, "Dynamic");
if ((Dynamic == NULL) || dlerror())
{
cerr << dlerror() << endl;
mexPrintf("MexPrintf:Error finding DLL function: %s", dlerror);
throw 2;
}
#endif
}
catch (int i)
{
mexPrintf("MexPrintf: error in Load and run DLL %s , %d.\n", fName, i);
mexErrMsgTxt("Err: An error in Load and run DLL .\n");
return;
}
catch (...)
{
mexPrintf("MexPrintf: Unknown error in Call MATLAB function %s.\n", fName);
mexErrMsgTxt("Err: Unknown error in Load and run DLL .\n");
return;
}
}
// close DLL: If the referenced object was successfully closed,
// close() returns 0, non 0 otherwise
int
DynamicModelDLL::close()
{
#ifdef WINDOWS
// MS FreeLibrary returns non 0 if OK, 0 if fails.
bool rb = FreeLibrary(dynamicHinstance);
if (rb)
return 0;
else
return 1;
#else // linux
//If OK, dlclose() returns 0, non 0 otherwise
return dlclose(dynamicHinstance);
#endif
};
void
DynamicModelDLL::eval(const Vector &y, const TwoDMatrix &x, const Vector *modParams,
int it_, Vector &residual, TwoDMatrix *g1, TwoDMatrix *g2)
{
double *dresidual, *dg1 = NULL, *dg2 = NULL;
//int length=y.length(); // not!
if ((jcols-nExog) != y.length())
{
// throw DLL Error
mexPrintf(" DLL Error: (jcols-nExog)!=ys.length() \n");
return;
}
if (residual.length() < length) // dummy or insufficient
{
Vector *tempv = new Vector(length);
residual = *tempv;
delete tempv;
residual.zeros();
}
if (g1 != NULL)
{
if (g1->nrows() != length) // dummy
{
delete g1;
g1 = new TwoDMatrix(length, jcols); // and get a new one
g1->zeros();
}
dg1 = const_cast<double *>(g1->base());
}
if (g2 != NULL)
{
dg2 = const_cast<double *>(g2->base());
}
dresidual = const_cast<double *>(residual.base());
double *dy = const_cast<double *>(y.base());
double *dx = const_cast<double *>(x.base());
double *dbParams = const_cast<double *>(modParams->base());
#ifdef DEBUG
mexPrintf(" try eval Dynamic with ne g1: cols=%d , rows=%d\n",
g1->ncols(), g1->nrows());
for (int i = 0; i < modParams->length(); i++)
{
mexPrintf("k_ord_perturbation: Params[%d]= %g.\n", i, (*modParams)[i]);
}
for (int i = 0; i < jcols-nExog; i++)
{
mexPrintf("k_ord_perturbation: Ys[%d]= %g.\n", i, dy[i]);
}
mexPrintf("k_order_perturbation: call <model> Dynamic dParams= %g , , dy = %g dx = %f .\n",
dbParams[0], dy[0], dx[0]);
#endif
try
{
Dynamic(dy, dx, nExog, dbParams, it_, dresidual, dg1, dg2);
}
catch (...)
{
mexPrintf("MexPrintf: error in run Dynamic DLL \n");
}