diff --git a/mex/sources/kalman/qt/test/Makefile b/mex/sources/kalman/qt/test/Makefile
index 8e82c01db233375b3d220ce45ee88643630cbdca..5e2793ca26a26a15a64b9881a961fe4d66c06e51 100644
--- a/mex/sources/kalman/qt/test/Makefile
+++ b/mex/sources/kalman/qt/test/Makefile
@@ -1,12 +1,12 @@
# $Id: Makefile 531 2005-11-30 13:49:48Z kamenik $
# Copyright 2005, Ondra Kamenik
-DEBUG = yes
+#DEBUG = yes
#LD_LIBS := -llapack -lcblas -lf77blas -latlas -lg2c
CC_FLAGS := -DMATLAB -DWINDOWS -DNO_BLAS_H -DNO_LAPACK_H \
- -Wall -I../cc -I../sylv/cc -I../cc \
+ -Wall -I../cc -I../../sylv/cc -I../cc \
-Ic:/"Program Files"/MATLAB_SV71/extern/include #-pg
ifeq ($(DEBUG),yes)
@@ -14,8 +14,8 @@ ifeq ($(DEBUG),yes)
# CC_FLAGS := -DTIMING_LOOP -DDEBUG $(CC_FLAGS) -g
KALMANLIB := kalmanlib_dbg.a
else
-# CC_FLAGS := $(CC_FLAGS) -O2
- CC_FLAGS := -DTIMING_LOOP $(CC_FLAGS) -O2
+# CC_FLAGS := $(CC_FLAGS) -O3
+ CC_FLAGS := -DTIMING_LOOP $(CC_FLAGS) -O3
KALMANLIB := kalmanlib.a
endif
@@ -53,11 +53,19 @@ dummy.ch:
%.o: %.cpp $(hsource) $(cppsource)
c++ $(CC_FLAGS) -c $*.cpp
+dgemvm_exe.exe: dgemvm_exe.o $(qtobjs) $(hsource) $(cppsource)
+ gcc $(CC_FLAGS) -o dgemvm_exe.exe dgemvm_exe.o ascii_array.o \
+ $(qtobjs) $(LD_LIBS)
+
qtamvm_exe.exe: qtamvm_exe.o $(qtobjs) $(hsource) $(cppsource)
gcc $(CC_FLAGS) -o qtamvm_exe.exe qtamvm_exe.o ascii_array.o \
$(qtobjs) $(LD_LIBS)
-all: $(objects) qtamvm_exe.exe # $(cppsource) $(hsource) $(kalmanhsource) $(kalmancppsource)
+qtvmvm_exe.exe: qtvmvm_exe.o $(qtobjs) $(hsource) $(cppsource)
+ gcc $(CC_FLAGS) -o qtvmvm_exe.exe qtvmvm_exe.o ascii_array.o \
+ $(qtobjs) $(LD_LIBS)
+
+all: $(objects) dgemvm_exe.exe qtvmvm_exe.exe qtamvm_exe.exe # $(cppsource) $(hsource) $(kalmanhsource) $(kalmancppsource)
clear:
rm -f *.o
diff --git a/mex/sources/kalman/qt/test/dgemvm_exe.cpp b/mex/sources/kalman/qt/test/dgemvm_exe.cpp
new file mode 100644
index 0000000000000000000000000000000000000000..8c52b1932c7e8be93c23764347b846a77e247b86
--- /dev/null
+++ b/mex/sources/kalman/qt/test/dgemvm_exe.cpp
@@ -0,0 +1,108 @@
+/*
+* 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/>.
+*/
+
+/******************************************************
+%
+% This provides an interface to BLAS dgemv f90 library function
+% to multiply Quasi trinagular matrix (T) with a vector a
+%
+% function [a] = dgevm(QT,a)
+%
+% use:
+% dgemvm_exe QTt_file a_file size [loops - if enabled]
+%
+% NOTE: due to fortran matrix orientation, input matrices need to be passed
+% as transposed so QTt instead QT
+%
+% 1. Ta = dgemv(Ld;a;n)+TV(T1;a;n).
+%
+% INPUTS
+% T [double] mm*mm transition matrix of the state equation.
+% a [double] mm state vector.
+%
+% OUTPUTS
+% a update [double] mm vector of the state equation.
+% as file: a_file_out
+**********************************************************/
+
+#include "cppblas.h"
+#include <stdio.h>
+#include <math.h>
+#include "ascii_array.h"
+#include <iostream>
+#include <stdexcept>
+#include <malloc.h>
+
+int main(int argc, char* argv[])
+ {
+
+ if (argc < 3 )
+ {
+ printf("Must have min 2 input parameters.\n");
+ exit(1);
+ }
+
+ try
+ {
+ // make input matrices
+ int n=atoi(argv[3]);
+ double *Ta ;
+ AsciiNumberArray QT, a;
+ QT.GetMX(argv[1],n,n);
+ a.GetMX(argv[2],n,1);
+ const double alpha=1.0;
+ const double beta=0.0;
+ int inc =1;
+ //alpha=1.0;beta=0.0;
+ // create output and upload output data
+ Ta=(double *)calloc(n, sizeof(double));
+
+
+#ifdef TIMING_LOOP
+ int loops=1;//000;
+ if (argc >3 )
+ loops = atoi(argv[4]);
+ for (int tt=0;tt<loops;++tt)
+ {
+#endif
+#ifdef DEBUG
+ // QT.print();
+#endif
+ // 1. T1 = QT2T(QT;n) and Ld = QT2Ld(QT;n);
+// void BLAS_dgemv(BLCHAR trans, CONST_BLINT m, CONST_BLINT n, CONST_BLDOU alpha,
+// CONST_BLDOU a, CONST_BLINT lda, CONST_BLDOU x, CONST_BLINT incx,
+// CONST_BLDOU beta, BLDOU y, CONST_BLINT incy);
+
+ BLAS_dgemv("N", &n, &n, &alpha, QT.data, &n, a.data, &inc, &beta, Ta, &inc);
+
+
+#ifdef TIMING_LOOP
+ }
+ printf("QT array mvm: finished: %d loops\n",loops);
+#endif
+ // create output and upload output data
+ WriteMX(argv[2], Ta,n,1);
+ free(Ta);
+ }
+ catch (std::exception e)
+ {
+ std::cout <<"Error" << std::endl;
+ }
+
+ }; //main
diff --git a/mex/sources/kalman/qt/test/qtamvm_exe.cpp b/mex/sources/kalman/qt/test/qtamvm_exe.cpp
index 7ecc127d7cb4ba6c26334c37478c67fdcf046163..a8b96b0023da1ceb0a94e9e22dad176d564d5122 100644
--- a/mex/sources/kalman/qt/test/qtamvm_exe.cpp
+++ b/mex/sources/kalman/qt/test/qtamvm_exe.cpp
@@ -77,7 +77,7 @@ int main(int argc, char* argv[])
#ifdef TIMING_LOOP
int loops=1;//000;
if (argc >3 )
- loops = atoi(argv[2]);
+ loops = atoi(argv[4]);
for (int tt=0;tt<loops;++tt)
{
#endif
diff --git a/mex/sources/kalman/qt/test/qtvmvm_exe.cpp b/mex/sources/kalman/qt/test/qtvmvm_exe.cpp
new file mode 100644
index 0000000000000000000000000000000000000000..0bae9af109fc3aafae557f9b5c435a3609272bd4
--- /dev/null
+++ b/mex/sources/kalman/qt/test/qtvmvm_exe.cpp
@@ -0,0 +1,100 @@
+/*
+* 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/>.
+*/
+
+/******************************************************
+%
+% This provides an interface to QT f90 library by Andrea Pagano
+% to multiply Quasi trinagular matrix (T) with a vector a
+%
+% function [a] = qtvmvm(QT,a)
+%
+% use:
+% qtvmvm_exe QTt_file a_file size [loops - if enabled]
+%
+% NOTE: due to fortran matrix orientation, input matrices need to be passed
+% as transposed so QTt instead QT
+%
+% 2. Ta = QTV(T1;a;n).
+%
+% INPUTS
+% T [double] mm*mm transition matrix of the state equation.
+% a [double] mm state vector.
+%
+% OUTPUTS
+% a update [double] mm vector of the state equation.
+% as file: a_file_out
+**********************************************************/
+
+#include "qt.h"
+#include <stdio.h>
+#include <math.h>
+#include "ascii_array.h"
+#include <iostream>
+#include <stdexcept>
+#include <malloc.h>
+
+int main(int argc, char* argv[])
+ {
+
+ if (argc < 3 )
+ {
+ printf("Must have min 2 input parameters.\n");
+ exit(1);
+ }
+
+ try
+ {
+ // make input matrices
+ int n=atoi(argv[3]);
+ double *Ta ;
+ AsciiNumberArray QT, a;
+ QT.GetMX(argv[1],n,n);
+ a.GetMX(argv[2],n,1);
+ // create output and upload output data
+ Ta=(double *)calloc(n, sizeof(double));
+
+
+#ifdef TIMING_LOOP
+ int loops=1;//000;
+ if (argc >3 )
+ loops = atoi(argv[4]);
+ for (int tt=0;tt<loops;++tt)
+ {
+#endif
+#ifdef DEBUG
+ // QT.print();
+#endif
+ // 1. T1 = QT2T(QT;n) and Ld = QT2Ld(QT;n);
+ qtv_(Ta, QT.data, a.data, &n) ;
+
+
+#ifdef TIMING_LOOP
+ }
+ printf("QT array mvm: finished: %d loops\n",loops);
+#endif
+ // create output and upload output data
+ WriteMX(argv[2], Ta,n,1);
+ free(Ta);
+ }
+ catch (std::exception e)
+ {
+ std::cout <<"Error" << std::endl;
+ }
+
+ }; //main