Commit Graph

15378 Commits (silicon)

Author SHA1 Message Date
Stéphane Adjemian Argos) 69283baf8f
Update list of tested machines (macOS). 2023-04-10 17:02:31 +02:00
Stéphane Adjemian Argos) 66c03461c7
Specify prefix when calling configure script. 2023-04-10 17:02:31 +02:00
Willi Mutschler f14c6183a8
macOS build scripts for making both x86_64 and arm64 macOS pkg
[skip ci]

(cherry picked from commit a24720e59fef3d3fe97b826858749c534ffefef7)
2023-04-10 17:02:29 +02:00
Willi Mutschler 342c74fbb0
Update README macOS instructions for both Apple silicon and intel
(cherry picked from commit 940cfa893b1fec83ff824e36851b82d36fd68875)
2023-04-10 16:59:13 +02:00
Willi Mutschler 9c8463708a
Provisions to detect Apple Silicon architecture (maca64 and mexmaca64)
Works only with MATLAB R2022a beta (ARM)

(cherry picked from commit 1317a39b371a952da9a50b2fbe4580ec11ba0009)
2023-04-10 16:57:05 +02:00
Willi Mutschler 515f8a68e5
Add apple silicon info to templates
(cherry picked from commit 7d483da86adac79fdec8ba1533924df982da9f86)
2023-04-10 16:55:12 +02:00
Sébastien Villemot 6938080951
Preprocessor update
🐛 sign(0) was returning 1 instead of 0 with use_dll
– Performance improvements on very large models
2023-04-07 18:08:56 +02:00
Sébastien Villemot 9f29e2f292
Bytecode: add missing floating point exception handling for sqrt and several trigonometric functions 2023-04-07 17:32:36 +02:00
Sébastien Villemot 2740bdee58
Bytecode: remove default clause in switch/case clauses for opcodes
This ensures that we will get a compiler warning reminding us to support
opcodes that may be added in the future.
2023-04-07 16:46:35 +02:00
Sébastien Villemot 1622c74a53
Bytecode: add missing support for cbrt(), abs() and sign() operators 2023-04-07 16:46:35 +02:00
Sébastien Villemot f27c3abd2f
Bytecode: refactor floating point exception handling 2023-04-07 16:46:32 +02:00
Sébastien Villemot fbaa051489
Bytecode: minor simplification 2023-04-07 10:26:57 +02:00
Sébastien Villemot 421eb1482c
Octave compatibility: qz() will be MATLAB-compatible in version 9
[skip ci]
2023-04-07 10:26:54 +02:00
Stéphane Adjemian (Ryûk) 51ffe77fb7
Add error flag (new output) to simul_backward_model routine. 2023-04-05 11:09:59 +02:00
Stéphane Adjemian (Ryûk) b8c70eba3b
Initialize parameter delta.
To prevent name mangling with potentially available function (matlab toolbox).
2023-04-05 11:09:59 +02:00
Sébastien Villemot c4bc6316d0
Make matlab/missing/mex/mjdgges/mjdgges.m Octave-compatible
[skip ci]
2023-04-04 18:40:37 +02:00
Sébastien Villemot 8128fd4cc3
Bytecode: minor improvements of interfacing with UMFPACK 2023-04-03 18:34:55 +02:00
Sébastien Villemot c4ad1d58e8
Bytecode: minor simplification to debug mode 2023-04-03 18:34:45 +02:00
Sébastien Villemot 19afc087cc
Manual: give more details for stack_solve_algo=0
Explain that the solver is a direct sparse LU, to differentiate it from
stack_solve_algo={2,3,4} which use the same Newton algorithm but with different
solvers.
2023-04-03 18:31:04 +02:00
Sébastien Villemot d3afa980aa
MEX: better type definition for long SuiteSparse integers under Windows 2023-04-03 18:31:04 +02:00
Sébastien Villemot d078810625
MEX: remove obsolete MSVC check 2023-04-03 14:59:36 +02:00
Sébastien Villemot a45b00fa69
MEX: better type definition for BLAS/LAPACK integers in C and C++
int64_t on 64-bit machines better expresses the intent than ptrdiff_t. This is
also more consistent with what is done in Fortran.
2023-04-03 14:58:07 +02:00
Sébastien Villemot f0888468e6
Bytecode: optimize memory consumption during iterations
mxArray objects were not properly destroyed within the iteration loop, leading
to higher memory usage. Note that there was no memory leak, because these
objects would be destroyed later by MATLAB when exiting the MEX.
2023-04-03 14:14:33 +02:00
Sébastien Villemot 5a1abb1b87
Bytecode: cleanup memory management for UMPACK memory buffers
There was probably no bug but it is safer this way.
2023-03-31 18:43:16 +02:00
Sébastien Villemot 8dae5393f5
Bytecode: remove unused function 2023-03-31 17:37:31 +02:00
Sébastien Villemot 403db2cc64
Bytecode MEX: under Octave, use system-wide umfpack.h instead of our own version 2023-03-31 16:18:27 +02:00
Sébastien Villemot d5ee4dcb75
Testsuite: add a test for deprecated simul command 2023-03-29 17:01:09 +02:00
Sébastien Villemot ec908386b6
Testsuite: no longer use deprecated ramsey_policy, except a in a dedicated test 2023-03-29 16:57:01 +02:00
Sébastien Villemot cdb786017b
Preprocessor update
– ramsey_policy is now fully implemented at the preprocessor level
– 🐛 ramsey_policy: lift restriction that order must be ⩽ 2
– 🐛 Extend incompatibility with deterministic exogenous to ramsey_model command
2023-03-29 16:26:02 +02:00
Sébastien Villemot 534515dc66
dyn_ramsey_static.m: simplifications + improve comments 2023-03-29 14:33:01 +02:00
Sébastien Villemot ffe6eb4d40
Preprocessor: overhaul of M_ fields counting Ramsey/discretionary orig endos/eqs
– new fields: M_.ramsey_orig_{eq,endo}_nbr
– drop M_.ramsey_eq_nbr and M_.orig_eq_nbr
– new field: M_.discretionary_orig_eq_nbr
2023-03-29 14:33:01 +02:00
Sébastien Villemot 674ebce84b
🐛 Ramsey steady state computation could fail if expectation or diff operator is present
If auxiliary variables were created *before* the Lagrange multipliers (e.g. aux
vars related to the expectation or diff operators), then the vector of
residuals of the reduced Ramsey steady state problem (with respect to original
variables, as computed by the dyn_ramsey_static_1 subfunction) was incorrect.
2023-03-29 14:31:01 +02:00
Sébastien Villemot 4291b4f07e
The preprocessor now sets options_.{ramsey,discretionary}_policy in all cases 2023-03-28 18:30:08 +02:00
Sébastien Villemot 69d0aa670b
Preprocessor update
🐛 Incorrect stochastic transformation with endo lead ⩾ 2 or exo lead ⩾ 1 in
  external functions
– New solution for solving the Ramsey steady state with Lagrange multipliers
  with lead or lag ⩾ 2. Now generates a dedicated file for derivatives of static
  model w.r.t. multipliers using chain rule derivation (#633, #1119, #1133)
– 🐛 Incorrect cost table used when computing temporary terms in static model
  with “use_dll”
– 🐛 Crash when writing the (static) set_auxiliary_variables file in the
  presence of external functions
2023-03-28 14:49:28 +02:00
Sébastien Villemot 9fa64ee0d4
ramsey_policy and estimation: remove incorrect check about number of instruments
These should only be warnings, and they are already implemented in
model_diagnostics (see 39ae080997).
2023-03-24 12:31:41 +01:00
Sébastien Villemot abd24ed609
NEWS.md: release notes for 5.4
[skip ci]
2023-03-22 13:52:26 +01:00
Sébastien Villemot 369782b603
Preprocessor update
– use_dll: under Windows, bugfix related to excessive size of PATH variable
– minor macroprocessor refactoring
2023-03-20 18:28:48 +01:00
Sébastien Villemot 66b1724678
Windows package: bump HDF5 dependency
HDF5 itself now drags a lot of new dependencies (curl and its own deps,
openssl).
2023-03-20 16:16:45 +01:00
Sébastien Villemot 02510e37d3 Merge branch 'testsuite' into 'master'
Improve structure of testsuite

Closes #1715

See merge request Dynare/dynare!2128
2023-03-20 11:45:32 +00:00
Sébastien Villemot 43190b001f
Fix typo in commit 647ff5cd20 2023-03-17 18:19:03 +01:00
Johannes Pfeifer 89fc53716e testsuite: add integration test for model_diagnostics with block 2023-03-17 12:20:30 -04:00
Johannes Pfeifer 64c69b4cd2 testsuite: do not delete non-existent jnl-files 2023-03-17 11:56:06 -04:00
Sébastien Villemot 4f52ba0dbc
CI: bump to MATLAB R2023a 2023-03-17 16:32:13 +01:00
Sébastien Villemot 13908ee068
Provisions for MATLAB R2023a 2023-03-17 16:32:09 +01:00
Sébastien Villemot 647ff5cd20
MATLAB compatibility: warning subscripting:noSubscriptsSpecified removed in R2023a 2023-03-17 16:03:37 +01:00
Johannes Pfeifer 4837a4d444 testsuite: clean up main folder 2023-03-17 10:35:00 -04:00
Sébastien Villemot f07d73e63e
CI: use system-wide Octave binary 2023-03-16 17:43:39 +01:00
Sébastien Villemot 9a71beffb3
Windows package: bump to Octave 8.1.0 2023-03-16 17:43:37 +01:00
Sébastien Villemot 22c1d4a520
Manual: claim compatibility with Octave 8.1.0 2023-03-16 17:24:18 +01:00
Sébastien Villemot 816e94e9f9
Octave fix: do not change the global recursive delete confirmation setting
Only change the setting locally, as is done in isolder.m and
parallel/dynareParallelRmDir.m.
2023-03-16 17:24:18 +01:00