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128 Commits (05189497a580e96f3522ce0b14dfcbc9ce6cf9eb)

Author SHA1 Message Date
george 80921e4042 Adding kalmanlib.def to avoid some spurious linking errors 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2809 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-03 12:51:30 +00:00
george 9277cb44ff Refactoring kalman.cpp to use dgemm more directly and bypass some of re-casting matrix constructors. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2808 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-03 12:45:55 +00:00
george 84cb23d172 TPT' QTSQTt.f90 performance test standalone routines 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2799 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-30 19:48:40 +00:00
george 7174c5f3ce Fixing changes in passing hessian from mex/dll as sparse instead full matrix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2796 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-30 09:57:23 +00:00
george c0808c9ae9 Fixing changes in passing hessian from mex/dll as sparse instead full matrix 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2795 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-30 07:33:40 +00:00
michel 53b0cf6306 k_order_perturbation: proposition of modification to integrate change to the storing of Hessian with option USE_DLL 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2790 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 14:35:28 +00:00
george 10994498ea Adding 2nd version of QTV - QTV_1.f90 and the associated test cpp file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2784 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-24 15:36:55 +00:00
george 66c571d67a Update and new test routines for testing QT performance. The lapse execution time is measured as difference between the unix date after and before the run. For correct results, supply a tab-delimited file containing the transpose of the QT 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2782 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-24 12:50:08 +00:00
george 6a6d24e5b3 Updates to Kalman filter QT library standalone exe test 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2781 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-23 19:19:03 +00:00
george bc28cfc8c7 Updates to Kalman filter sylv library 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2780 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-23 19:09:07 +00:00
george b47b9f5ed7 Updates to Kalman filter library and dll and dll tests 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2779 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-23 19:06:08 +00:00
george 061207a88e Andrea Pagano's f90 QT library and associated C++ integration and test routines 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2778 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-23 18:41:16 +00:00
george 6687ebb992 Adding separate and modified sylv utilities needed by KF 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2763 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 16:13:38 +00:00
george 1245d60326 1st cut of KF refactoring and simplification 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2750 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-10 06:40:07 +00:00
george 4b9e7ca251 minor update to the test exe .cpp 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2732 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-07 19:49:54 +00:00
george 7bd6cb0f08 git-svn-id: https://www.dynare.org/svn/dynare/trunk@2731 ac1d8469-bf42-47a9-8791-bf33cf982152 2009-06-07 16:33:39 +00:00
ferhat 6479edf5a7 - Correction of several bugs 
- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-05 14:45:23 +00:00
sebastien 19b704d54b trunk: removed obsolete debian stuff 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2718 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-03 11:16:33 +00:00
george c0e2ee809c Adding inner loop for performance tests 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2716 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-01 16:57:52 +00:00
george 298aa37a6b Makefile for new Kalman_filters.DLL (combined of difuse and non-diffuse, univariate and the main one - the multivariate 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2714 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-28 17:07:00 +00:00
george 061cd9269d Adding new Kalman_filters.cpp for a KF DLL combined of difuse and non-diffuse, univariate and the main one - the multivariate and its .m driver. Also, (unfinished) base kalmn_filter.cpp renamed to kalman_filter_Z.cpp 
% NOTE: presampling>0 (start>1) does not yet work properly for the univariate mode!!


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2713 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-28 17:00:08 +00:00
george 13adc61353 Deleting obsolete, redundant DYN_pp. We should not use Dyn_pp subdirectory in korderpert directory of mex/sources for building dynarelib.a needed for korderpert but the up-to-date dynare++. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2712 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-28 12:38:59 +00:00
george 3b91eb8649 prepares matrices for C++ kalman_filter dll 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2703 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 15:50:26 +00:00
sebastien d1fc072a63 trunk korderpert: beautified code using uncrustify 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2702 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 14:28:23 +00:00
george 58819397e6 Updated prototype together with some comments merged 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2694 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-27 09:21:39 +00:00
george 2ff545e6c7 update makefiles 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2688 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-23 21:43:39 +00:00
george 7d0c11a05a update makefiles 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2687 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-23 21:42:39 +00:00
george b69eebfa5e Adding kalman filter files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2686 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-23 21:36:49 +00:00
sebastien 6f5d4b3c95 trunk: fixed several copyright headers 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2681 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-19 08:57:07 +00:00
george 473b4d9a2f just formatting changes 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2659 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-06 10:10:27 +00:00
george aa3b7c78f3 added returning g_0 for extracting ghs2 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2658 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-05 20:22:33 +00:00
george cc477a360d No functional changes, just clearing up 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2650 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-29 11:37:16 +00:00
michel 225a23d8a7 kordpert: added new example and standalone test code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2617 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-23 06:30:57 +00:00
michel 37e9be0534 kordpert: added a simpler reordering algorithm; updated Makefile 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2616 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-23 06:24:43 +00:00
george 29130a04da Update in handling hessian store 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2608 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-19 08:35:41 +00:00
michel 785aa69aaa mex/korderpert: providing Makefile and Makefile.include for Linux 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2607 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-18 20:06:04 +00:00
michel 93d690e9f8 mex/korderpert: making k_order_test.cpp consistent with test case fs2000k.mod 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2606 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-18 20:04:47 +00:00
michel 08e29a5427 mex/korderpert: fixing problem with DLL calling in Linux and one bug in debug message 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2605 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-18 20:04:05 +00:00
sebastien 2fac4b624f trunk mex/A_times_B_kronecker_C: fixed typo introduced in r2577 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2603 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-18 14:19:05 +00:00
michel a1ad1ed033 4.1: fixing problems in gensylv for Matlab 7.8 64 bit 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2599 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-18 09:01:55 +00:00
stepan 52b48c10d4 Bug fix (output path for the generated mexglx). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2578 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 14:03:28 +00:00
michel 9fa3457791 4.1: fixing again compatibility for Matlab 7.8 
adding matlab_versions_compatibility.h to start factorizing necessary code

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2577 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 13:36:06 +00:00
stepan 5e1074bdab Added a mex file for computing Sobol quasi monte carlo sequences (in 
an hypercube of max dimension 1111).

Because of a fortran 77 source  compiled with gfortran (g77 is no more
available on recent  debian system), we have to  override the gfortran
library shipped with matlab. This can be done using the LD_PRELOAD
environment  variable  in  the  .bashrc *or*  removing  the  libraries
distributed with  matlab *or*  modifying the script  .matlab7rc.sh. We
may provide  a (python or whatever)  script to do this  when dynare is
installed.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2574 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-09 13:03:41 +00:00
stepan 02681122f1 Added the modification by michel on build_matlab.m (r2565) for mwSignedIndex. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2569 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-08 13:46:47 +00:00
michel 25aa38f9c4 4.1: fixed problem with mwSignedIndex. Despite the fact that mwSignedIndex appeared 
in Matlab version 7.3, Matlab Lapack library only uses it from version 7.8
     (needs to be merged in 4.0)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2565 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-07 21:13:05 +00:00
stepan fe7c01675a Changes related to the multithreaded mex files (part I). 
* Removed from build_matlab.m the compilation of mex files with openmp.
* Added build_matlab_multithread.m (where openmp is used if availabe).
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2549 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-03 11:01:55 +00:00
sebastien 604f465992 trunk mjdgges.c: Octave doesn't define mwSignedIndex (but it does for mwSize and mwIndex...) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2541 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-31 08:58:57 +00:00
sebastien 535274d3ad trunk: 
- build_matlab.m: mwSignedIndex actually appeared in Matlab 7.3 (like mwSize and mwIndex)
- mjdgges.c: use a typedef instead of a #define for mwSignedIndex


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2540 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-31 08:49:36 +00:00
michel adc5d60e23 v4.1: fixed build_matlab.m and mjdgges.c for Matlab (7.8) r2009a 
added new macro NWSIGNEDINDEX_NOT_DEFINED (necessary in 64bit environments)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2539 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-30 20:13:22 +00:00
george 1654e8914b Added void KordpDynare::ReorderBlocks 
a recursive, hierarchical block reordering of higher order, input model derivatives inc. Hessian


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2495 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-20 17:43:34 +00:00