Commit Graph

15440 Commits (mr#2134)

Author SHA1 Message Date
Stéphane Adjemian (Argos) 399532a201
Remove trailing whitespaces. 2023-05-27 07:22:55 +02:00
Johannes Pfeifer 5c9f02634c
manual: expand information on x13 2023-05-27 07:22:53 +02:00
Sébastien Villemot e86aeaf787
C++20 modernization: use new standard mathematical constants 2023-05-25 19:07:23 +02:00
Sébastien Villemot 0f7ab97e69
🐛 local_state_space_iteration_3: real64 kind suffixes were missing for floating-point constants
Without the suffix, those constants were interpreted as
real32 (single-precision), hence leading to a loss of precision.
2023-05-24 21:18:23 +02:00
Stéphane Adjemian (Ryûk) 03db691ab3
Update dseries submodule (add --with-legend option to dplot command). 2023-05-19 18:48:44 +02:00
Sébastien Villemot 702ad871d4 Merge branch 'sensitivity' into 'master'
dynare_sensitivity.m: do not alter qz_criterium

See merge request Dynare/dynare!2132
2023-05-17 09:08:32 +00:00
Johannes Pfeifer df018ab14d dynare_sensitivity.m: do not alter qz_criterium 2023-05-16 09:22:13 -04:00
Sébastien Villemot eaba71e24c
CI: cache MinGW tarballs now that runners have non-persistent storage 2023-05-15 16:32:31 +02:00
Sébastien Villemot 3c35f34a79
🐛 Preprocessor / bytecode + block decomposition: temporary terms were not correctly output
Ref. preprocessor!115
2023-05-12 17:26:27 +02:00
Stéphane Adjemian (Guts) 43cb9b01c3
Update submodule dseries (fix #53). 2023-05-12 17:23:53 +02:00
Stéphane Adjemian (Guts) 93137310dd
Fix @dates/mtimes description. 2023-05-12 17:22:20 +02:00
Sébastien Villemot 4fa6101456
Preprocessor: use correct field for parallel_use_psexec 2023-05-12 14:44:39 +02:00
Stéphane Adjemian (Ryûk) 15027db136
Add missing initialization. 2023-05-11 15:59:38 +02:00
Stéphane Adjemian (Ryûk) 1f60657d99
Update dseries submodule (add new plotting routine for dseries objects). 2023-05-11 14:51:20 +02:00
Sébastien Villemot 1b02026d1c
Fix GCC 13 warning about overloading that hides virtual methods of base class 2023-05-09 21:36:43 +02:00
Sébastien Villemot aeff2bf48d
Fix GCC 13 warning about ambiguity of operator==() in C++20
In C++20, a==b can also be implicitly rewritten as b==a, assuming
commutativity. But if the operator==(const &) is not declared as const, and is
thus asymmetric, this results in an ambiguity because neither of a==b or b==a
is a better match according to the overload resolution rules.
2023-05-09 21:36:41 +02:00
Sébastien Villemot 792aa64e76
Update dependency list under Debian
[skip ci]
2023-04-28 12:00:25 +02:00
Stéphane Adjemian (Ryûk) 015513380f
Add new class for priors.
This commit only changes the routine used to draw random deviates from
the prior distribution, without relying on persistent variables (which allows
parallelisation).
2023-04-26 10:39:13 +02:00
Sébastien Villemot 339ba7102e
Merge branch 'linear_approximationm' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2130
2023-04-26 10:31:20 +02:00
Sébastien Villemot 8bb9a398aa
Octave compatibility: ignore new warning introduced for qz() in Octave 9
Should have been in commit 421eb1482c.
2023-04-26 10:30:04 +02:00
Sébastien Villemot 79477e5ba6
Manual: remove mexw32 from the list of supported MEX extensions
We no longer support Windows 32-bit.
2023-04-26 10:20:23 +02:00
Willi Mutschler 7ce2c1d5c2
macOS: update README macOS instructions for both Apple silicon and intel 2023-04-26 10:19:21 +02:00
Willi Mutschler b8352b251d
macOS: provisions to detect Apple Silicon architecture (maca64 and mexmaca64)
Works with MATLAB R2022b beta (ARM)
2023-04-26 10:19:14 +02:00
Willi Mutschler 5d335501d7
macOS: add mexmaca64 to gitignore 2023-04-26 09:55:56 +02:00
Johannes Pfeifer be28ab1cbe Manual: document approximation point of linear_approximation 2023-04-25 13:05:27 -04:00
Sébastien Villemot 74076b4615 Merge branch 'psexec' into 'master'
Manual: add information on psexec rights

See merge request Dynare/dynare!2129
2023-04-25 08:40:20 +00:00
Johannes Pfeifer b876cf0259 Manual: add information on psexec rights 2023-04-24 12:44:17 -04:00
Sébastien Villemot bee75c2fd5
Preprocessor / block decomposition: add specialized normalization algorithm for purely backward models 2023-04-24 17:50:25 +02:00
Sébastien Villemot 0c17d656e1
🐛 Steady state computation could fail with block+bytecode+mfs>0
The Jacobian used for solving a block was not square if there were recursive
variables.
2023-04-20 13:39:26 +02:00
Sébastien Villemot 030316f2d8
Bytecode: misc simplifications 2023-04-18 22:25:58 +02:00
Sébastien Villemot afe147d88d
Bytecode: the class dynSparseMatrix is no longer derived from Evaluate 2023-04-18 18:10:45 +02:00
Sébastien Villemot e22972849b
Bytecode: make Evaluate::{symbol_table, steady_state} private and const 2023-04-18 17:46:48 +02:00
Sébastien Villemot 4313640f80
Bytecode: allow better compiler optimization of the main evaluation function
Use the __restrict__ GCC extension on double* pointers, to avoid aliasing.

NB: the C “restrict” keyword does not exist in C++.
2023-04-18 17:45:15 +02:00
Sébastien Villemot d71db85c71
Bytecode: move more cached information about current block out of the Evaluate class 2023-04-18 17:44:55 +02:00
Sébastien Villemot 36e8062e25
Bytecode: remove Evaluate::{EQN_block,EQN_block_number} 2023-04-18 17:37:35 +02:00
Sébastien Villemot d789e6a4c5
Bytecode: move storage for variable and parameter values out of the Evaluate class 2023-04-18 17:37:33 +02:00
Sébastien Villemot d0864689d2
Bytecode: minor simplification related to Evaluate::steady_state 2023-04-18 14:23:26 +02:00
Sébastien Villemot c6ce5856e9
Manual: update URL for sylvester.pdf 2023-04-17 18:10:36 +02:00
Sébastien Villemot 73e4ced39a
Remove more unused Dynare++ code
In particular, the libkorder library no longer depends on MatIO.
2023-04-17 18:10:36 +02:00
Sébastien Villemot 99cd06c9fd
Move relevant Dynare++ files to mex/sources/libkorder/. Delete the others.
Also move some useful documentation to doc/.
2023-04-17 18:10:35 +02:00
Sébastien Villemot e413696277
Octave compatibility fix: the 3rd output argument to fminsearch was added in Octave 4.4 2023-04-17 18:10:35 +02:00
Sébastien Villemot 873685e7e6
Windows package: bump to Octave 8.2.0 2023-04-17 10:35:53 +02:00
Sébastien Villemot ebee041d1c
Manual: claim compatibility with Octave 8.2.0 2023-04-17 10:34:05 +02:00
Sébastien Villemot 36db88c56c
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.
2023-04-15 16:19:35 +02:00
Sébastien Villemot 85351d751c
🐛 qmc_sequence MEX: large input seeds would be truncated
The int64 input seed was converted to a double before being converted back to
an int64. But large integers cannot be represented exactly in a double.
2023-04-15 15:48:55 +02:00
Sébastien Villemot 9dff1ff28e
🐛 Workaround for buggy int64_T and uint64_T types under Windows with MATLAB < R2015b
This bug would impact the qmc_sequence MEX, which manipulates an int64
input/output argument (the seed). Thanks to little-endianness, the bug would
however only manifest for seeds > 2³¹.
2023-04-15 15:48:54 +02:00
Sébastien Villemot e9ecce8293
ricatti_update MEX: remove unused variable 2023-04-15 13:03:43 +02:00
Sébastien Villemot 3bf40d92f8
blas_lapack.F08: minor simplification 2023-04-15 12:50:44 +02:00
Sébastien Villemot 80a6967827
Remove unused options_.scalv 2023-04-14 16:38:14 +02:00
Sébastien Villemot 1faeaf892e
Remove unused options_.terminal_condition 2023-04-14 16:35:43 +02:00