diff --git a/preprocessor/DynareMain.cc b/preprocessor/DynareMain.cc
index 4e8709b22f6ff7440424fc88ad7e6f5d88989a79..383ffa08606de65fb85c35e4af8da2cdc5c3848d 100644
--- a/preprocessor/DynareMain.cc
+++ b/preprocessor/DynareMain.cc
@@ -29,6 +29,7 @@
#include "macro/MacroDriver.hh"
#include <unistd.h>
+#include "DynareOutput.hh"
/* Prototype for second part of main function
Splitting main() in two parts was necessary because ParsingDriver.h and MacroDriver.h can't be
@@ -36,7 +37,7 @@
*/
void main2(stringstream &in, string &basename, bool debug, bool clear_all, bool no_tmp_terms, bool no_log, bool no_warn, bool warn_uninit, bool console, bool nograph, bool nointeractive,
bool parallel, const string ¶llel_config_file, const string &cluster_name, bool parallel_slave_open_mode,
- bool parallel_test, bool nostrict
+ bool parallel_test, bool nostrict, OutputType output_mode, bool cuda
#if defined(_WIN32) || defined(__CYGWIN32__)
, bool cygwin, bool msvc
#endif
@@ -47,7 +48,7 @@ usage()
{
cerr << "Dynare usage: dynare mod_file [debug] [noclearall] [savemacro[=macro_file]] [onlymacro] [nolinemacro] [notmpterms] [nolog] [warn_uninit]"
<< " [console] [nograph] [nointeractive] [parallel[=cluster_name]] [conffile=parallel_config_path_and_filename] [parallel_slave_open_mode] [parallel_test] "
- << " [-D<variable>[=<value>]] [nostrict]"
+ << " [-D<variable>[=<value>]] [nostrict] [-double=dynamic|first|second|third] [cuda]"
#if defined(_WIN32) || defined(__CYGWIN32__)
<< " [cygwin] [msvc]"
#endif
@@ -95,6 +96,8 @@ main(int argc, char **argv)
bool parallel_test = false;
bool nostrict = false;
map<string, string> defines;
+ OutputType output_mode = none;
+ bool cuda = false;
// Parse options
for (int arg = 2; arg < argc; arg++)
@@ -189,6 +192,29 @@ main(int argc, char **argv)
defines[key] = "1";
}
}
+ else if (strlen(argv[arg]) >= 6 && !strncmp(argv[arg], "output", 6))
+ {
+ if (strlen(argv[arg]) <= 7 || argv[arg][6] != '=')
+ {
+ cerr << "Incorrect syntax for ouput option" << endl;
+ usage();
+ }
+ if (strlen(argv[arg]) == 14 && !strncmp(argv[arg] + 7, "dynamic", 7))
+ output_mode = dynamic;
+ else if (strlen(argv[arg]) == 12 && !strncmp(argv[arg] + 7, "first", 5))
+ output_mode = first;
+ else if (strlen(argv[arg]) == 13 && !strncmp(argv[arg] + 7, "second", 6))
+ output_mode = second;
+ else if (strlen(argv[arg]) == 12 && !strncmp(argv[arg] + 7, "third", 5))
+ output_mode = third;
+ else
+ {
+ cerr << "Incorrect syntax for ouput option" << endl;
+ usage();
+ }
+ }
+ else if (!strcmp(argv[arg], "cuda"))
+ cuda = true;
else
{
cerr << "Unknown option: " << argv[arg] << endl;
@@ -229,7 +255,7 @@ main(int argc, char **argv)
// Do the rest
main2(macro_output, basename, debug, clear_all, no_tmp_terms, no_log, no_warn, warn_uninit, console, nograph, nointeractive,
- parallel, parallel_config_file, cluster_name, parallel_slave_open_mode, parallel_test, nostrict
+ parallel, parallel_config_file, cluster_name, parallel_slave_open_mode, parallel_test, nostrict, output_mode, cuda
#if defined(_WIN32) || defined(__CYGWIN32__)
, cygwin, msvc
#endif
diff --git a/preprocessor/DynareMain2.cc b/preprocessor/DynareMain2.cc
index c1704989588b883cb468579921b60ff527ef3dba..cb9beac570ead5c47fecf1a9686d52b3f649bb61 100644
--- a/preprocessor/DynareMain2.cc
+++ b/preprocessor/DynareMain2.cc
@@ -22,11 +22,12 @@
#include "ParsingDriver.hh"
#include "ModFile.hh"
#include "ConfigFile.hh"
+#include "DynareOutput.hh"
void
main2(stringstream &in, string &basename, bool debug, bool clear_all, bool no_tmp_terms, bool no_log, bool no_warn, bool warn_uninit, bool console, bool nograph, bool nointeractive,
bool parallel, const string ¶llel_config_file, const string &cluster_name, bool parallel_slave_open_mode,
- bool parallel_test, bool nostrict
+ bool parallel_test, bool nostrict, OutputType output_mode, bool cuda
#if defined(_WIN32) || defined(__CYGWIN32__)
, bool cygwin, bool msvc
#endif
@@ -56,8 +57,8 @@ main2(stringstream &in, string &basename, bool debug, bool clear_all, bool no_tm
mod_file->computingPass(no_tmp_terms);
// Write outputs
- if (mod_file->c_driver)
- mod_file->writeCOutputFiles(basename);
+ if (output_mode != none)
+ mod_file->writeExternalFiles(basename, output_mode, cuda);
else
mod_file->writeOutputFiles(basename, clear_all, no_log, no_warn, console, nograph, nointeractive, config_file
#if defined(_WIN32) || defined(__CYGWIN32__)
diff --git a/preprocessor/DynareOutput.hh b/preprocessor/DynareOutput.hh
new file mode 100644
index 0000000000000000000000000000000000000000..4e884f6b55ef9d3d7da498e7250978caaca83867
--- /dev/null
+++ b/preprocessor/DynareOutput.hh
@@ -0,0 +1,12 @@
+#ifndef _DYNARE_OUTPUT_HH
+#define _DYNARE_OUTPUT_HH
+
+enum OutputType
+ {
+ none, // outputs files for Matlab/Octave processing
+ dynamic, // outputs <fname>_dynamic.cc and related files
+ first, // outputs <fname>_first_derivatives and related files
+ second, // outputs <fname>_first_derivatives, <fname>_second_derivatives.cc and related files
+ third, // outputs <fname>_first_derivatives, <fname>_second_derivatives.cc, <fname>_third_derivatives.cc and related files
+ };
+#endif
diff --git a/preprocessor/ExternalFiles.cc b/preprocessor/ExternalFiles.cc
new file mode 100644
index 0000000000000000000000000000000000000000..9bfd42eab6a53754343519ea9cfb08aa40cf0238
--- /dev/null
+++ b/preprocessor/ExternalFiles.cc
@@ -0,0 +1,259 @@
+/*
+ * Copyright (C) 2006-2013 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/>.
+ */
+
+#input "ExternalFiles.hh"
+
+ExternalFiles::writeModelCCconst string &basename, bool cuda)
+{
+ ofstream mOutputFile;
+
+ if (basename.size())
+ {
+ string fname(basename);
+ fname += ".cc";
+ cOutputFile.open(fname.c_str(), ios::out | ios::binary);
+ if (!cOutputFile.is_open())
+ {
+ cerr << "ERROR: Can't open file " << fname
+ << " for writing" << endl;
+ exit(EXIT_FAILURE);
+ }
+ }
+ else
+ {
+ cerr << "ERROR: Missing file name" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ cOutputFile << "%" << endl
+ << "% Status : dynare_model class initializing function " << endl
+ << "%" << endl
+ << "% Warning : this file is generated automatically by Dynare" << endl
+ << "% from model file " << baseline << "(.mod)" << endl << endl;
+
+ cOutputFile << "#include \"dynare_model.hh\"" << endl << endl;
+
+ cOutputFile << "dynare_model::dynare_model(void)" << endl
+ << "{" << endl
+ << " model_name = \""<< basename << "\";" << endl;
+
+ symbol_table.writeOutputCC(hOutputFile);
+
+ // Initialize M_.Sigma_e and M_.H
+ mOutputFile << "M_.Sigma_e = zeros(" << symbol_table.exo_nbr() << ", "
+ << symbol_table.exo_nbr() << ");" << endl;
+
+ if (mod_file_struct.calibrated_measurement_errors)
+ mOutputFile << "M_.H = zeros(" << symbol_table.observedVariablesNbr() << ", "
+ << symbol_table.observedVariablesNbr() << ");" << endl;
+ else
+ mOutputFile << "M_.H = 0;" << endl;
+
+ if (linear == 1)
+ mOutputFile << "options_.linear = 1;" << endl;
+
+ mOutputFile << "options_.block=" << block << ";" << endl
+ << "options_.bytecode=" << byte_code << ";" << endl
+ << "options_.use_dll=" << use_dll << ";" << endl;
+
+ if (parallel_local_files.size() > 0)
+ {
+ mOutputFile << "options_.parallel_info.local_files = {" << endl;
+ for (size_t i = 0; i < parallel_local_files.size(); i++)
+ {
+ size_t j = parallel_local_files[i].find_last_of("/\\");
+ if (j == string::npos)
+ mOutputFile << "'', '" << parallel_local_files[i] << "';" << endl;
+ else
+ mOutputFile << "'" << parallel_local_files[i].substr(0, j+1) << "', '"
+ << parallel_local_files[i].substr(j+1, string::npos) << "';" << endl;
+ }
+ mOutputFile << "};" << endl;
+ }
+
+ config_file.writeCluster(mOutputFile);
+
+ if (byte_code)
+ mOutputFile << "if exist('bytecode') ~= 3" << endl
+ << " error('DYNARE: Can''t find bytecode DLL. Please compile it or remove the ''bytecode'' option.')" << endl
+ << "end" << endl;
+
+ // Erase possible remnants of previous runs
+ string dynfile = basename + "_dynamic.m";
+ unlink(dynfile.c_str());
+
+ string statfile = basename + "_static.m";
+ unlink(statfile.c_str());
+
+ string steadystatefile = basename + "_steadystate2.m";
+ unlink(steadystatefile.c_str());
+
+ if (!use_dll)
+ {
+ mOutputFile << "erase_compiled_function('" + basename + "_static');" << endl;
+ mOutputFile << "erase_compiled_function('" + basename + "_dynamic');" << endl;
+ }
+
+#if defined(_WIN32) || defined(__CYGWIN32__)
+ // 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)
+ if (use_dll && msvc)
+ {
+ if (dynamic_model.isUnaryOpUsed(oAcosh))
+ {
+ cerr << "ERROR: acosh() function is not supported with USE_DLL option and MSVC compiler; use Cygwin compiler instead." << endl;
+ exit(EXIT_FAILURE);
+ }
+ if (dynamic_model.isUnaryOpUsed(oAsinh))
+ {
+ cerr << "ERROR: asinh() function is not supported with USE_DLL option and MSVC compiler; use Cygwin compiler instead." << endl;
+ exit(EXIT_FAILURE);
+ }
+ if (dynamic_model.isUnaryOpUsed(oAtanh))
+ {
+ cerr << "ERROR: atanh() function is not supported with USE_DLL option and MSVC compiler; use Cygwin compiler instead." << endl;
+ exit(EXIT_FAILURE);
+ }
+ if (dynamic_model.isTrinaryOpUsed(oNormcdf))
+ {
+ cerr << "ERROR: normcdf() function is not supported with USE_DLL option and MSVC compiler; use Cygwin compiler instead." << endl;
+ exit(EXIT_FAILURE);
+ }
+ }
+#endif
+
+ // Compile the dynamic MEX file for use_dll option
+ if (use_dll)
+ {
+ mOutputFile << "if ~exist('OCTAVE_VERSION')" << endl;
+ // Some mex commands are enclosed in an eval(), because otherwise it will make Octave fail
+#if defined(_WIN32) || defined(__CYGWIN32__)
+ if (msvc)
+ // MATLAB/Windows + Microsoft Visual C++
+ mOutputFile << " eval('mex -O LINKFLAGS=\"$LINKFLAGS /export:Dynamic\" " << basename << "_dynamic.c " << basename << "_dynamic_mex.c')" << endl
+ << " eval('mex -O LINKFLAGS=\"$LINKFLAGS /export:Static\" " << basename << "_static.c "<< basename << "_static_mex.c')" << endl;
+ else if (cygwin)
+ // MATLAB/Windows + Cygwin g++
+ mOutputFile << " eval('mex -O PRELINK_CMDS1=\"echo EXPORTS > mex.def & echo mexFunction >> mex.def & echo Dynamic >> mex.def\" " << basename << "_dynamic.c " << basename << "_dynamic_mex.c')" << endl
+ << " eval('mex -O PRELINK_CMDS1=\"echo EXPORTS > mex.def & echo mexFunction >> mex.def & echo Static >> mex.def\" " << basename << "_static.c "<< basename << "_static_mex.c')" << endl;
+ else
+ mOutputFile << " error('When using the USE_DLL option, you must give either ''cygwin'' or ''msvc'' option to the ''dynare'' command')" << endl;
+#else
+# ifdef __linux__
+ // MATLAB/Linux
+ mOutputFile << " eval('mex -O LDFLAGS=''-pthread -shared -Wl,--no-undefined'' " << basename << "_dynamic.c " << basename << "_dynamic_mex.c')" << endl
+ << " eval('mex -O LDFLAGS=''-pthread -shared -Wl,--no-undefined'' " << basename << "_static.c "<< basename << "_static_mex.c')" << endl;
+# else // MacOS
+ // MATLAB/MacOS
+ 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 " << basename << "_dynamic_mex.c')" << endl
+ << " eval('mex -O LDFLAGS=''-Wl,-twolevel_namespace -undefined error -arch \\$ARCHS -Wl,-syslibroot,\\$SDKROOT -mmacosx-version-min=\\$MACOSX_DEPLOYMENT_TARGET -bundle'' "
+ << basename << "_static.c " << basename << "_static_mex.c')" << endl;
+# endif
+#endif
+ mOutputFile << "else" << endl // Octave
+ << " mex " << basename << "_dynamic.c " << basename << "_dynamic_mex.c" << endl
+ << " mex " << basename << "_static.c " << basename << "_static_mex.c" << endl
+ << "end" << endl;
+ }
+
+ // Add path for block option with M-files
+ if (block && !byte_code)
+ mOutputFile << "addpath " << basename << ";" << endl;
+
+ if (mod_file_struct.ramsey_policy_present)
+ mOutputFile << "M_.orig_eq_nbr = " << ramsey_policy_orig_eqn_nbr << ";" << endl;
+
+ if (dynamic_model.equation_number() > 0)
+ {
+ dynamic_model.writeOutput(mOutputFile, basename, block, byte_code, use_dll, mod_file_struct.order_option, mod_file_struct.estimation_present);
+ if (!no_static)
+ static_model.writeOutput(mOutputFile, block);
+ }
+
+ // Print statements
+ for (vector<Statement *>::const_iterator it = statements.begin();
+ it != statements.end(); it++)
+ {
+ (*it)->writeOutput(mOutputFile, basename);
+
+ /* Special treatment for initval block: insert initial values for the
+ auxiliary variables and initialize exo det */
+ InitValStatement *ivs = dynamic_cast<InitValStatement *>(*it);
+ if (ivs != NULL)
+ {
+ static_model.writeAuxVarInitval(mOutputFile, oMatlabOutsideModel);
+ ivs->writeOutputPostInit(mOutputFile);
+ }
+
+ // Special treatment for endval block: insert initial values for the auxiliary variables
+ EndValStatement *evs = dynamic_cast<EndValStatement *>(*it);
+ if (evs != NULL)
+ static_model.writeAuxVarInitval(mOutputFile, oMatlabOutsideModel);
+
+ // Special treatment for load params and steady state statement: insert initial values for the auxiliary variables
+ LoadParamsAndSteadyStateStatement *lpass = dynamic_cast<LoadParamsAndSteadyStateStatement *>(*it);
+ if (lpass && !no_static)
+ static_model.writeAuxVarInitval(mOutputFile, oMatlabOutsideModel);
+ }
+
+ // Remove path for block option with M-files
+ if (block && !byte_code)
+ mOutputFile << "rmpath " << basename << ";" << endl;
+
+ mOutputFile << "save('" << basename << "_results.mat', 'oo_', 'M_', 'options_');" << endl;
+
+ config_file.writeEndParallel(mOutputFile);
+
+ mOutputFile << endl << endl
+ << "disp(['Total computing time : ' dynsec2hms(toc) ]);" << endl;
+
+ if (!no_warn)
+ {
+ if (warnings.countWarnings() > 0)
+ mOutputFile << "disp('Note: " << warnings.countWarnings() << " warning(s) encountered in the preprocessor')" << endl;
+
+ mOutputFile << "if ~isempty(lastwarn)" << endl
+ << " disp('Note: warning(s) encountered in MATLAB/Octave code')" << endl
+ << "end" << endl;
+ }
+
+
+ if (!no_log)
+ mOutputFile << "diary off" << endl;
+
+ mOutputFile.close();
+
+ // Create static and dynamic files
+ if (dynamic_model.equation_number() > 0)
+ {
+ if (!no_static)
+ {
+ static_model.writeStaticFile(basename, block, byte_code, use_dll);
+ static_model.writeParamsDerivativesFile(basename);
+ }
+
+ dynamic_model.writeDynamicFile(basename, block, byte_code, use_dll, mod_file_struct.order_option);
+ dynamic_model.writeParamsDerivativesFile(basename);
+ }
+
+ // Create steady state file
+ steady_state_model.writeSteadyStateFile(basename, mod_file_struct.ramsey_policy_present);
+
+ cout << "done" << endl;
+}
diff --git a/preprocessor/ExternalFiles.hh b/preprocessor/ExternalFiles.hh
new file mode 100644
index 0000000000000000000000000000000000000000..ee0f6cf9612abde3de76125c2d10aa66dece2096
--- /dev/null
+++ b/preprocessor/ExternalFiles.hh
@@ -0,0 +1,37 @@
+/*
+ * Copyright (C) 2006-2013 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/>.
+ */
+
+#ifndef _EXTERNAL_FILES_HH
+#define _EXTERNAL_FILES_HH
+
+using namespace std;
+
+#include <ostream>
+
+#include "ModFile.hh"
+
+
+class ExternalFiles
+{
+public:
+ void writeHeaders(const string &basename, bool cuda);
+};
+
+
+#endif
diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc
index 6239db39998e5fa23811758a92b43719ec69f27c..aa23a4224d0e02bb6389a84590a85b29e04a47fb 100644
--- a/preprocessor/ModFile.cc
+++ b/preprocessor/ModFile.cc
@@ -913,3 +913,26 @@ ModFile::writeCOutputFiles(const string &basename) const
<< "ls preprocessorOutput.cc" << endl << endl;
mOutputFile.close();
}
+
+void
+ModFile::writeExternalFiles(const string &basename, OutputType output, bool cuda) const
+{
+ ExternalFiles::writeHeaders(basename, cuda);
+ ExternalFiles::writeModelCC(cuda);
+ steady_state_model.writeSteadyStateFileCC(basename, mod_file_struct.ramsey_policy_present, cuda);
+ static_model.writeStaticFile(basename, block, byte_code, use_dll);
+ static_model.writeParamsDerivativesFile(basename);
+ static_model.writeAuxVarInitvalCC(mOutputFile, oMatlabOutsideModel);
+
+ dynamic_model.writeResiduals(basename, cuda);
+ dynamic_model.writeParamsDerivativesFile(basename, cuda);
+ dynamic_model.writeFirstDerivatives(basename, cuda);
+
+ if (output == second)
+ dynamic_model.writeSecondDerivatives(basename, cuda);
+ else if (output == third)
+ {
+ dynamic_model.writeSecondDerivatives(basename, cuda);
+ dynamic_model.writeThirdDerivatives(basename, cuda);
+ }
+}
diff --git a/preprocessor/ModFile.hh b/preprocessor/ModFile.hh
index 1f8aa0c9afb809cbdf54804910e1c1b1bac58963..741dc5311866996b30e2f97013db629faba80719 100644
--- a/preprocessor/ModFile.hh
+++ b/preprocessor/ModFile.hh
@@ -35,6 +35,8 @@ using namespace std;
#include "ExternalFunctionsTable.hh"
#include "ConfigFile.hh"
#include "WarningConsolidation.hh"
+#include "DynareOutput.hh"
+#include "ExternalFiles.hh"
//! The abstract representation of a "mod" file
class ModFile
@@ -142,6 +144,7 @@ public:
) const;
//! Writes C output files only => No further Matlab processing
void writeCOutputFiles(const string &basename) const;
+ void writeExternalFiles(const string &basename, OutputType output, bool cuda) const;
};
#endif // ! MOD_FILE_HH