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Remove fallbacks for ilu, linsolve and ordschur under Octave 

These functions are all included in Octave 4.2.
time-shift
Sébastien Villemot 2018-05-16 10:48:44 +02:00
parent a3301777c9
commit e2c2f2d966
9 changed files with 2 additions and 327 deletions
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5
matlab/dynare_config.m
View File

@ -103,11 +103,6 @@ if isoctave && ~compare_versions(version(), supported_octave_version(),'>=')
skipline()
end
% ilu is missing in Octave < 4.0
if isoctave && octave_ver_less_than('4.0')
p{end+1} = '/missing/ilu';
end
% corrcoef with two outputs is missing in Octave (ticket #796)
if isoctave && ~user_has_octave_forge_package('nan')
p{end+1} = '/missing/corrcoef';

37
matlab/missing/ilu/ilu.m
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@ -1,37 +0,0 @@
function [L, U, P] = ilu(A, setup)
% Partially implement function ilu using the (now deprecated) luinc
% Copyright (C) 2013-2017 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/>.
if nargout ~= 2
error('Only two output arguments supported')
end
if nargin ~= 2
error('Only two input arguments supported')
end
if isfield(setup, 'milu')
if setup.milu == 'off'
setup.milu = 0;
else
error(['Unsupported milu: ' setup.milu ])
end
end
[L, U] = luinc(A, setup);
end

8
mex/build/octave/Makefile.am
View File

@ -4,14 +4,6 @@ ACLOCAL_AMFLAGS = -I ../../../m4
if DO_SOMETHING
SUBDIRS = mjdgges kronecker bytecode libdynare++ gensylv qzcomplex block_kalman_filter sobol local_state_space_iterations
if COMPILE_LINSOLVE
SUBDIRS += linsolve
endif
if COMPILE_ORDSCHUR
SUBDIRS += ordschur
endif
if HAVE_MATIO
SUBDIRS += k_order_perturbation dynare_simul_
endif

23
mex/build/octave/configure.ac
View File

@ -33,13 +33,8 @@ if test "x$MKOCTFILE" != "x"; then
LDFLAGS="`$MKOCTFILE -p LFLAGS` `$MKOCTFILE -p LDFLAGS`"
OCTAVE_VERSION=`$MKOCTFILE -v 2>&1 | sed 's/mkoctfile, version //'`
AX_COMPARE_VERSION([$OCTAVE_VERSION], [lt], [3.6], [AC_MSG_ERROR([Your Octave is too old, please upgrade to version 3.6 at least.])])
AX_COMPARE_VERSION([$OCTAVE_VERSION], [ge], [3.8], [OCTAVE38=yes])
AX_COMPARE_VERSION([$OCTAVE_VERSION], [ge], [4.0], [OCTAVE40=yes])
fi
AM_CONDITIONAL([COMPILE_LINSOLVE], [test "$OCTAVE38" != "yes"])
AM_CONDITIONAL([COMPILE_ORDSCHUR], [test "$OCTAVE40" != "yes"])
CFLAGS="$CFLAGS -Wall -Wno-parentheses"
FFLAGS="$FFLAGS -Wall"
CXXFLAGS="$CXXFLAGS -Wall -Wno-parentheses"
@ -109,18 +104,6 @@ else
BUILD_MS_SBVAR_MEX_OCTAVE="no (missing GSL or MatIO library)"
fi
if test -n "$MKOCTFILE" -a "$OCTAVE38" != "yes"; then
BUILD_LINSOLVE_OCTAVE="yes"
else
BUILD_LINSOLVE_OCTAVE="no (Octave >= 3.8)"
fi
if test -n "$MKOCTFILE" -a "$OCTAVE40" != "yes"; then
BUILD_ORDSCHUR_OCTAVE="yes"
else
BUILD_ORDSCHUR_OCTAVE="no (Octave >= 4.0)"
fi
AC_ARG_ENABLE([openmp], AS_HELP_STRING([--enable-openmp], [use OpenMP for parallelization of some MEX files]), [
if test "x$enable_openmp" = "xyes"; then
CPPFLAGS="$CPPFLAGS -DUSE_OMP"
@ -138,8 +121,6 @@ Binaries (with "make"):
MS-SBVAR MEX files for Octave: $BUILD_MS_SBVAR_MEX_OCTAVE
Kalman Steady State MEX file for Octave: $BUILD_KALMAN_STEADY_STATE_OCTAVE
K-order and dynare_simul MEX for Octave: $BUILD_KORDER_DYNSIMUL_MEX_OCTAVE
Linsolve for Octave: $BUILD_LINSOLVE_OCTAVE
Ordschur for Octave: $BUILD_ORDSCHUR_OCTAVE
])
@ -152,12 +133,10 @@ AC_CONFIG_FILES([Makefile
k_order_perturbation/Makefile
dynare_simul_/Makefile
qzcomplex/Makefile
ordschur/Makefile
kalman_steady_state/Makefile
ms_sbvar/Makefile
block_kalman_filter/Makefile
sobol/Makefile
local_state_space_iterations/Makefile
linsolve/Makefile])
local_state_space_iterations/Makefile])
AC_OUTPUT

6
mex/build/octave/linsolve/Makefile.am
View File

@ -1,6 +0,0 @@
EXEEXT = .oct
include ../mex.am
mex_PROGRAMS = linsolve
nodist_linsolve_SOURCES = $(top_srcdir)/../../sources/linsolve/linsolve.cc

6
mex/build/octave/ordschur/Makefile.am
View File

@ -1,6 +0,0 @@
EXEEXT = .oct
include ../mex.am
mex_PROGRAMS = ordschur
nodist_ordschur_SOURCES = $(top_srcdir)/../../sources/ordschur/ordschur.cc

4
mex/sources/Makefile.am
View File

@ -8,13 +8,11 @@ EXTRA_DIST = \
bytecode \
qzcomplex \
k_order_perturbation \
ordschur \
kalman_steady_state \
ms-sbvar \
block_kalman_filter \
sobol \
local_state_space_iterations \
linsolve
local_state_space_iterations
clean-local:
rm -rf `find mex/sources -name *.o`

123
mex/sources/linsolve/linsolve.cc
View File

@ -1,123 +0,0 @@
/*
* Oct-file for bringing MATLAB's linsolve function to Octave.
*
* The implementation is incomplete:
* - it only knows about the TRANSA, LT, UT and SYM options
* - it only works with square matrices
* - it only works on double matrices (no single precision or complex)
*
* Written by Sébastien Villemot <sebastien@dynare.org>.
*/
/*
* Copyright (C) 2012-2017 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 <octave/oct.h>
#include <octave/ov-struct.h>
DEFUN_DLD(linsolve, args, nargout, "-*- texinfo -*-\n\
@deftypefn {Loadable Function} @var{x} = linsolve (@var{a}, @var{b})\n\
@deftypefnx {Loadable Function} [ @var{x}, @var{r} ] = linsolve (@var{a}, @var{b})\n\
@deftypefnx {Loadable Function} @var{x} = linsolve (@var{a}, @var{b}, @var{options})\n\
@deftypefnx {Loadable Function} [ @var{x}, @var{r} ] = linsolve (@var{a}, @var{b}, @var{options})\n\
\n\
Solves the linear system @math{A*X = B} and returns @var{X}.\n\
\n\
Alternatively, if @var{options} is provided and has a field @code{TRANSA} equal \
to @code{true}, then it solves the system @math{A'*X = B}.\n\
\n\
Also, the @code{LT} field of @var{options} (resp. the @code{UT} field) can be set \
to @code{true} to indicate that the matrix @var{a} is lower (resp. upper) \
triangular; similarly, the @code{SYM} field can be set to @code{true} to \
indicate that the matrix is symmetric.\n\
\n\
If requested, @var{r} will contain the reciprocal condition number.\n\
@end deftypefn\n\
")
{
int nargin = args.length();
octave_value_list retval;
if (nargin > 3 || nargin < 2 || nargout > 2)
{
print_usage();
return retval;
}
Matrix A = args(0).matrix_value();
Matrix B = args(1).matrix_value();
if (error_state)
return retval;
dim_vector dimA = A.dims();
dim_vector dimB = B.dims();
if (dimA(0) != dimB(0))
{
error("linsolve: must have same number of lines in A and B");
return retval;
}
if (dimA(0) != dimA(1))
{
error("linsolve: rectangular A not yet supported");
return retval;
}
MatrixType typA;
typA.mark_as_full();
bool transa = false;
if (nargin == 3)
{
octave_scalar_map opts = args(2).scalar_map_value();
if (error_state)
return retval;
octave_value tmp = opts.contents("TRANSA");
transa = tmp.is_defined() && tmp.bool_matrix_value().elem(0);
tmp = opts.contents("UT");
if (tmp.is_defined() && tmp.bool_matrix_value().elem(0))
typA.mark_as_upper_triangular();
tmp = opts.contents("LT");
if (tmp.is_defined() && tmp.bool_matrix_value().elem(0))
typA.mark_as_lower_triangular();
tmp = opts.contents("SYM");
if (tmp.is_defined() && tmp.bool_matrix_value().elem(0))
typA.mark_as_symmetric();
}
double rcond;
octave_idx_type info;
retval(0) = A.solve(typA, B, info, rcond, NULL, true, transa ? blas_trans : blas_no_trans);
if (nargout == 2)
{
if (dimB(1) > 0)
retval(1) = rcond;
else // If B has zero columns, A.solve() apparently does not compute A's rcond
retval(1) = A.rcond();
}
return retval;
}

117
mex/sources/ordschur/ordschur.cc
View File

@ -1,117 +0,0 @@
/*
* Oct-file for bringing MATLAB's ordschur function to Octave.
* Simple wrapper around LAPACK's dtrsen.
* Only supports real (double precision) decomposition.
* Only selection of eigenvalues with a boolean vector is supported.
*
* Written by Sébastien Villemot <sebastien@dynare.org>.
*/
/*
* Copyright (C) 2010-2012 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 <octave/oct.h>
#include <octave/f77-fcn.h>
extern "C"
{
F77_RET_T
F77_FUNC(dtrsen, DTRSEN) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
const octave_idx_type *, const octave_idx_type &,
double *, const octave_idx_type &, double *, const octave_idx_type &,
double *, double *, octave_idx_type &, double &, double &, double *,
const octave_idx_type &, octave_idx_type *,
const octave_idx_type &, octave_idx_type &);
}
DEFUN_DLD(ordschur, args, nargout, "-*- texinfo -*-\n\
@deftypefn {Loadable Function} [ @var{us}, @var{ts} ] = ordschur (@var{u}, @var{t}, @var{select})\n\
\n\
Reorders the real Schur factorization @math{X = U*T*U'} so that selected\n\
eigenvalues appear in the upper left diagonal blocks of the quasi triangular\n\
Schur matrix @math{T}. The logical vector @var{select} specifies the selected\n\
eigenvalues as they appear along @math{T}'s diagonal.\n\
@end deftypefn\n\
")
{
int nargin = args.length();
octave_value_list retval;
if (nargin != 3 || nargout != 2)
{
print_usage();
return retval;
}
Matrix U = args(0).matrix_value();
Matrix T = args(1).matrix_value();
boolNDArray S = args(2).bool_array_value();
if (error_state)
return retval;
dim_vector dimU = U.dims();
dim_vector dimT = T.dims();
octave_idx_type n = dimU(0);
if (n != dimU(1) || n != dimT(0) || n != dimT(1))
{
error("ordschur: input matrices must be square and of same size");
return retval;
}
if (S.nelem() != n)
{
error("ordschur: selection vector has wrong size");
return retval;
}
octave_idx_type lwork = n, liwork = n;
OCTAVE_LOCAL_BUFFER(double, wr, n);
OCTAVE_LOCAL_BUFFER(double, wi, n);
OCTAVE_LOCAL_BUFFER(double, work, lwork);
OCTAVE_LOCAL_BUFFER(octave_idx_type, iwork, liwork);
octave_idx_type m, info;
double cond1, cond2;
OCTAVE_LOCAL_BUFFER(octave_idx_type, S2, n);
for (int i = 0; i < n; i++)
S2[i] = S(i);
F77_XFCN(dtrsen, dtrsen, (F77_CONST_CHAR_ARG("N"), F77_CONST_CHAR_ARG("V"),
S2, n, T.fortran_vec(), n, U.fortran_vec(), n,
wr, wi, m, cond1, cond2, work, lwork,
iwork, liwork, info));
if (info != 0)
{
error("ordschur: dtrsen failed");
return retval;
}
retval(0) = octave_value(U);
retval(1) = octave_value(T);
return retval;
}
/*
%!test
%! A = [1 2 3 -2; 4 5 6 -5 ; 7 8 9 -5; 10 11 12 4 ];
%! [U, T] = schur(A);
%! [US, TS] = ordschur(U, T, [ 0 0 1 1 ]);
%! assert(US*TS*US', A, sqrt(eps))
*/