Merge branch 'master' of kirikou.dynare.org:/srv/d_kirikou/git/dynare

mex/sources/estimation/libmat/LapackBindings.hh

@@ -0,0 +1,55 @@
+/*
+ * Copyright (C) 2010 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 _LAPACK_BINDINGS_HH
+#define _LAPACK_BINDINGS_HH
+
+#include <dynlapack.h>
+
+#include "Vector.hh"
+#include "Matrix.hh"
+
+namespace lapack
+{
+  // calc Cholesky Decomposition (Mat A, char "U"pper/"L"ower)
+  template<class Mat>
+  inline int
+  choleskyDecomp(Mat A, const char *UL)
+  {
+    assert(A.getCols() == A.getRows());
+    lapack_int lpinfo = 0;
+    lapack_int lrows = A.getRows();
+    lapack_int ldl = A.getLd();
+    dpotrf(UL, &lrows, A.getData(), &ldl, &lpinfo);
+    int info = (int) lpinfo;
+    return info;
+  }
+
+
+ /**
+ * "DSTEQR computes all eigenvalues and, optionally, eigenvectors	of a sym-
+ * metric tridiagonal matrix using the implicit QL or QR	method.	 The eigen-
+ * vectors of a full or band symmetric matrix can also be found if DSYTRD or
+ * DSPTRD or DSBTRD has been used to reduce this	matrix to tridiagonal form."
+ */
+
+
+} // End of namespace
+
+#endif

mex/sources/estimation/tests/testInitKalman.cc

@@ -128,7 +128,7 @@ main(int argc, char **argv)
 
   double lyapunov_tol = 1e-16;
   int info = 0;
-  const MatrixView 
+  const MatrixConstView 
   dataView(&lyapunov_tol, 1, 1, 1); // dummy
   Matrix 
   yView(dataView.getRows(),dataView.getCols()); // dummy
@@ -144,7 +144,7 @@ main(int argc, char **argv)
 
   std::cout << "Initialize KF with Q: " << std::endl << Q << std::endl;
 
-  initializeKalmanFilter.initialize(steadyState, deepParams, R, Q, RQRt, T, Pstar, Pinf,
+  initializeKalmanFilter.initialize(steadyStateVW, deepParams, R, Q, RQRt, T, Pstar, Pinf,
                                     penalty, dataView, yView, info);
 
   std::cout << "Matrix T: " << std::endl << T << std::endl;

mex/sources/estimation/tests/testKalman.cc

@@ -119,7 +119,7 @@ main(int argc, char **argv)
   int info = 0;
   Matrix yView(nobs,192); // dummy
   yView.setAll(0.2);
-  const MatrixView dataView(yView, 0,  0, nobs, yView.getCols() ); // dummy
+  const MatrixConstView dataView(yView, 0,  0, nobs, yView.getCols() ); // dummy
   Vector vll(yView.getCols());
   VectorView vwll(vll,0,vll.getSize());
  
@@ -130,7 +130,7 @@ main(int argc, char **argv)
                          varobs_arg, riccati_tol, lyapunov_tol, info);
 
   size_t start=0, period=0;
-  double ll=kalman.compute(dataView, steadyState,  Q, H, deepParams,
+  double ll=kalman.compute(dataView, steadyStateVW,  Q, H, deepParams,
                                    vwll, start, period, penalty, info);
 
   std::cout << "ll: " << std::endl << ll << std::endl;

mex/sources/estimation/tests/testModelSolution.cc

@@ -39,7 +39,7 @@ main (int argc, char** argv)
   std::vector<size_t> zeta_mixed_arg;
   std::vector<size_t> zeta_static_arg;
   double qz_criterium=1.0+1.0e-9;  
-  Vector steadyState(n_endo), deepParams(npar);
+  Vector deepParams(npar);
 
   double dYSparams [] = {
     1.0110,  2.2582,  0.4477,  1.0000,
@@ -66,8 +66,7 @@ main (int argc, char** argv)
 
   VectorView modParamsVW (dparams, npar,1);
   deepParams=modParamsVW;
-  VectorView steadyStateVW(dYSparams,n_endo,1);
-  steadyState=steadyStateVW;
+  VectorView steadyState(dYSparams,n_endo,1);
   std::cout << "Vector deepParams: " << std::endl << deepParams << std::endl;
   std::cout << "Matrix vCov: " << std::endl << vCov << std::endl;
   std::cout << "Vector steadyState: " << std::endl << steadyState << std::endl;

preprocessor/macro/MacroValue.cc

@@ -325,12 +325,6 @@ IntMV::new_range(MacroDriver &driver, const MacroValue *mv1, const MacroValue *m
   int v2 = mv2i->value;
 
   vector<int> result;
-  if (v2 < v1)
-    {
-      int x = v2;
-      v2 = v1;
-      v1 = x;
-    }
   for (; v1 <= v2; v1++)
     result.push_back(v1);
   return new ArrayMV<int>(driver, result);

preprocessor/macro/MacroValue.hh

@@ -153,7 +153,7 @@ public:
   //! Creates a integer range
   /*! Arguments must be of type IntMV.
     Returns an integer array containing all integers between mv1 and mv2.
-    If mv2 < mv1, constructs the range in decreasing order.
+    If mv2 < mv1, returns an empty range (for consistency with MATLAB).
   */
   static const MacroValue *new_range(MacroDriver &driver, const MacroValue *mv1, const MacroValue *mv2) throw (TypeError);
 };