qmc_sequence MEX: use the Fortran version of John Burkardt’s code (instead of C++)

Incidentally, this greatly diminishes the compilation time of the MEX.

license.txt

@@ -307,10 +307,9 @@ Copyright: 2005-2011 Ondra Kamenik
            2019-2020 Dynare Team
 License: GPL-3+
 
-Files: mex/sources/sobol/sobol.hh mex/sources/sobol/initialize_v_array.hh
- mex/sources/sobol/initialize_v_array.inc
-Copyright: 2009 John Burkardt
-           2010-2017 Dynare Team
+Files: mex/sources/sobol/sobol.f08
+Copyright: 2004-2009 John Burkardt
+           2023 Dynare Team
 License: LGPL-3+
 
 Files: macOS/brewfiles/*

m4/ax_mexopts.m4

-dnl Copyright © 2009-2021 Dynare Team
+dnl Copyright © 2009-2023 Dynare Team
 dnl
 dnl This file is part of Dynare.
 dnl
@@ -37,6 +37,7 @@ case ${MATLAB_ARCH} in
     MATLAB_LDFLAGS_NOMAP="-shared -Wl,--no-undefined -Wl,-rpath-link,$MATLAB/bin/glnxa64 -L$MATLAB/bin/glnxa64"
     MATLAB_LDFLAGS="$MATLAB_LDFLAGS_NOMAP -Wl,--version-script,$MATLAB/extern/lib/glnxa64/mexFunction.map"
     MATLAB_LIBS="-lmx -lmex -lmat -lm -lmwlapack -lmwblas"
+    FORTRAN_LIBS_FOR_CXXLINK="-lgfortran -lquadmath"
     ax_mexopts_ok="yes"
     ;;
   win64)
@@ -64,6 +65,7 @@ case ${MATLAB_ARCH} in
     # Should come by the end of the link command
     # (otherwise it will have to be enclosed within --whole-archive).
     OPENMP_LIBS="-Wl,-Bstatic -lgomp -Wl,-Bdynamic"
+    FORTRAN_LIBS_FOR_CXXLINK="-Wl,-Bstatic -lgfortran -Wl,-Bdynamic" # libquadmath is already in MATLAB_LDFLAGS_NOMAP
     ax_mexopts_ok="yes"
     ;;
   maci64)
@@ -77,6 +79,7 @@ case ${MATLAB_ARCH} in
     # to avoid linking against the HDF5 shipped by MATLAB (which would
     # otherwise override the HDF5 from Homebrew)
     MATLAB_LIBS="-L$MATLAB/bin/maci64 -lmx -lmex -lmat -lmwlapack -lmwblas"
+    FORTRAN_LIBS_FOR_CXXLINK="-lgfortran -lquadmath"
     ax_mexopts_ok="yes"
     ;;
   *)
@@ -132,4 +135,5 @@ AC_SUBST([MATLAB_FCFLAGS])
 AC_SUBST([MATLAB_LDFLAGS])
 AC_SUBST([MATLAB_LIBS])
 AC_SUBST([OPENMP_LIBS])
+AC_SUBST([FORTRAN_LIBS_FOR_CXXLINK])
 ])

mex/build/octave/configure.ac

@@ -39,6 +39,9 @@ CXXFLAGS=$($MKOCTFILE -p CXXFLAGS)
 # is undesirable for generic LDFLAGS.
 LDFLAGS=$($MKOCTFILE --link-stand-alone -p LDFLAGS)
 
+FORTRAN_LIBS_FOR_CXXLINK="-lgfortran -lquadmath"
+AC_SUBST([FORTRAN_LIBS_FOR_CXXLINK])
+
 AC_CANONICAL_HOST
 
 OCTAVE_VERSION=$($MKOCTFILE -v 2>&1 | sed 's/mkoctfile, version //')

mex/build/qmc_sequence.am

@@ -4,12 +4,15 @@ TOPDIR = $(top_srcdir)/../../sources/sobol
 
 qmc_sequence_CPPFLAGS = $(AM_CPPFLAGS) -I$(TOPDIR)
 qmc_sequence_CXXFLAGS = $(AM_CXXFLAGS) -fopenmp
-qmc_sequence_LDADD = $(OPENMP_LIBS)
+qmc_sequence_LDADD = $(OPENMP_LIBS) $(FORTRAN_LIBS_FOR_CXXLINK)
 
-nodist_qmc_sequence_SOURCES = qmc_sequence.cc
+nodist_qmc_sequence_SOURCES = qmc_sequence.cc sobol.f08
 
 BUILT_SOURCES = $(nodist_qmc_sequence_SOURCES)
 CLEANFILES = $(nodist_qmc_sequence_SOURCES)
 
 %.cc: $(TOPDIR)/%.cc
 	$(LN_S) -f $< $@
+
+%.f08: $(TOPDIR)/%.f08
+	$(LN_S) -f $< $@

mex/sources/sobol/initialize_v_array.hh

-template<typename T>
-int
-initialize_v_array(int dim_max, int log_max, T **v)
-/*
-** This function initializes the v array used in the sobol routine.
-**
-** Original files downloaded from http://people.sc.fsu.edu/~burkardt/cpp_src/sobol/ (version 17-Feb-2009 09:46)
-**
-** Copyright © 2009 John Burkardt
-** Copyright © 2010-2017 Dynare Team
-**
-** This program is free software: you can redistribute it and/or modify
-** it under the terms of the GNU Lesser General Public License as published by
-** the Free Software Foundation, either version 3 of the License, or
-** (at your option) any later version.
-**
-** This program 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 Lesser General Public License for more details.
-**
-** You should have received a copy of the GNU Lesser General Public License
-** along with this program.  If not, see <https://www.gnu.org/licenses/>.
-*/
-{
-#include "initialize_v_array.inc"
-  return 1;
-}