0442fe785e
libkordersim: only BLAS is used, not LAPACK
2023-07-27 09:44:34 +02:00
9ff1d8556c
libkorder: remove mention of Dynare++ in the journal
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By the way, use PACKAGE_VERSION macro (instead of VERSION), for consistency
with the preprocessor.
2023-07-26 16:30:51 +02:00
710589eb5b
Adds pruning in k_order_simul
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See issue #1643 about beyond-third-order pruning
2023-07-20 06:58:35 +01:00
5b8b63924d
Remove unneeded braces
2023-07-19 18:03:18 +02:00
661e5c7e9f
C++17 modernization: initialization in “if”-statement
2023-07-19 18:03:03 +02:00
23dbb2b4b9
Fixes local_state_space_iteration_3 and adds a test comparing the various pruning routines used in dynare up to order 3.
...
The considered pruning routines can be found in
- `simult_.m`
- `local_state_space_iteration_2` MEX
- `local_state_space_iteration_3` MEX
- `pruned_state_space_system.m`
2023-07-04 19:15:43 +02:00
8b945dfd64
libkorder: use infinity instead of large constant in minimization algorith
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By the way, also use C++17 initialization within “if” statement.
2023-07-04 11:20:51 +02:00
d6ea315a18
Bytecode: further improve some informative messages
2023-06-15 15:37:45 +02:00
192f136b96
Bytecode: improve some informative messages
2023-06-13 16:59:08 +02:00
277c5d4c4f
Bytecode: display real iteration time instead of CPU time
2023-06-13 16:59:08 +02:00
7c9e261355
Bytecode: fix treatment of maxit option
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It would do one extra iteration.
2023-06-13 16:59:08 +02:00
dcf56b89cd
Bytecode: rework message verbosity
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Now uses options_.verbosity to decide what to print:
– if options_.verbosity == 0, prints nothing
– if options_.verbosity >= 1, prints iteration counter and duration, and fatal errors
– if options_.verbosity >= 2, additionally print floating point exceptions and
details about algorithmic decisions
2023-06-13 16:59:07 +02:00
73b1850cb5
Bytecode: remove unused function
2023-06-13 16:58:06 +02:00
08d378c244
Bytecode: in evaluate+dynamic mode, return residuals with as many columns as periods
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Previously it would also include initial and terminal conditions (i.e.
residuals would have periods+maximum_lag+maximum_lead columns). But we do not
care about residuals at the initial and terminal conditions.
This change is for consistency with the perfect_foresight_problem MEX.
2023-06-12 19:18:44 +02:00
90d790f1c3
Bytecode: fix error message
2023-06-12 19:18:44 +02:00
d814a4090b
Bytecode: improve display of residuals error during iterations
2023-06-12 15:12:00 +02:00
4210618dba
🐛 perfect_foresight_problem MEX: check over size of M_.dynamic_g1_sparse_colptr size was incorrect
2023-06-06 16:57:48 +02:00
e86aeaf787
C++20 modernization: use new standard mathematical constants
2023-05-25 19:07:23 +02:00
0f7ab97e69
🐛 local_state_space_iteration_3: real64 kind suffixes were missing for floating-point constants
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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
1b02026d1c
Fix GCC 13 warning about overloading that hides virtual methods of base class
2023-05-09 21:36:43 +02:00
aeff2bf48d
Fix GCC 13 warning about ambiguity of operator==() in C++20
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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
030316f2d8
Bytecode: misc simplifications
2023-04-18 22:25:58 +02:00
afe147d88d
Bytecode: the class dynSparseMatrix is no longer derived from Evaluate
2023-04-18 18:10:45 +02:00
e22972849b
Bytecode: make Evaluate::{symbol_table, steady_state} private and const
2023-04-18 17:46:48 +02:00
4313640f80
Bytecode: allow better compiler optimization of the main evaluation function
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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
d71db85c71
Bytecode: move more cached information about current block out of the Evaluate class
2023-04-18 17:44:55 +02:00
36e8062e25
Bytecode: remove Evaluate::{EQN_block,EQN_block_number}
2023-04-18 17:37:35 +02:00
d789e6a4c5
Bytecode: move storage for variable and parameter values out of the Evaluate class
2023-04-18 17:37:33 +02:00
d0864689d2
Bytecode: minor simplification related to Evaluate::steady_state
2023-04-18 14:23:26 +02:00
73e4ced39a
Remove more unused Dynare++ code
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In particular, the libkorder library no longer depends on MatIO.
2023-04-17 18:10:36 +02:00
99cd06c9fd
Move relevant Dynare++ files to mex/sources/libkorder/. Delete the others.
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Also move some useful documentation to doc/.
2023-04-17 18:10:35 +02:00
36db88c56c
qmc_sequence MEX: use the Fortran version of John Burkardt’s code (instead of C++)
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Incidentally, this greatly diminishes the compilation time of the MEX.
2023-04-15 16:19:35 +02:00
85351d751c
🐛 qmc_sequence MEX: large input seeds would be truncated
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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
9dff1ff28e
🐛 Workaround for buggy int64_T and uint64_T types under Windows with MATLAB < R2015b
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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
e9ecce8293
ricatti_update MEX: remove unused variable
2023-04-15 13:03:43 +02:00
3bf40d92f8
blas_lapack.F08: minor simplification
2023-04-15 12:50:44 +02:00
640be269af
Add “implicit none” statements in BLAS/LAPACK interfaces for safety
2023-04-14 15:08:53 +02:00
62c2881bc2
Fortran 2018 modernization: use the extended “implicit none” syntax
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The statement “implicit none” forbids implicit typing of variables, but not
implicit procedure declaration. The new “implicit none (type, external)” syntax
forbids both, and is thus safer.
2023-04-14 15:06:37 +02:00
9f29e2f292
Bytecode: add missing floating point exception handling for sqrt and several trigonometric functions
2023-04-07 17:32:36 +02:00
2740bdee58
Bytecode: remove default clause in switch/case clauses for opcodes
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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
1622c74a53
Bytecode: add missing support for cbrt(), abs() and sign() operators
2023-04-07 16:46:35 +02:00
f27c3abd2f
Bytecode: refactor floating point exception handling
2023-04-07 16:46:32 +02:00
fbaa051489
Bytecode: minor simplification
2023-04-07 10:26:57 +02:00
8128fd4cc3
Bytecode: minor improvements of interfacing with UMFPACK
2023-04-03 18:34:55 +02:00
c4ad1d58e8
Bytecode: minor simplification to debug mode
2023-04-03 18:34:45 +02:00
d3afa980aa
MEX: better type definition for long SuiteSparse integers under Windows
2023-04-03 18:31:04 +02:00
d078810625
MEX: remove obsolete MSVC check
2023-04-03 14:59:36 +02:00
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
f0888468e6
Bytecode: optimize memory consumption during iterations
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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
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
8dae5393f5
Bytecode: remove unused function
2023-03-31 17:37:31 +02:00
403db2cc64
Bytecode MEX: under Octave, use system-wide umfpack.h instead of our own version
2023-03-31 16:18:27 +02:00
c7d2ea0a62
Bytecode: remove meaningless initializations
2023-02-24 15:29:52 -05:00
325e6487d4
Bytecode: move computation routines out of the Evaluate class
2023-02-24 15:18:43 -05:00
17df930eb9
Bytecode: remove unused function
2023-02-24 15:01:35 -05:00
0e1678c13a
Bytecode: no longer have instruction pointer as a member variable of Evaluate class
2023-02-24 14:30:15 -05:00
13b3208cdb
Bytecode: move all logic for navigating through the .cod file into the Evaluate class
2023-02-23 17:37:08 -05:00
aaab993ccf
Bytecode: merge CodeLoad class into Evaluate
2023-02-23 11:21:22 -05:00
895ce96c61
Bytecode: fix memory management for FBEGINBLOCK and FCALL tags
...
FCALL was not properly deallocated, hence leading to a memory leak.
Also simplify the handling of FBEGINBLOCK through a std::unique_ptr.
2023-02-21 16:58:45 -05:00
1ad6b29936
Bytecode: misc minor simplifications
2023-02-21 16:31:08 -05:00
24b2976ac2
Bytecode: move CodeLoad class out of the preprocessor
2023-02-21 16:02:21 -05:00
05ba2970be
Bytecode: diminish the number of data members in Evaluate class
2023-02-17 13:46:41 -05:00
c3e1480a52
C++17 modernization: use std::extent_v to get raw arrays size
...
This can prevent mistakes when the array is modified.
2023-01-24 13:43:02 +01:00
7922fc011e
perfect_foresight_problem MEX: move to the sparse representation
...
Ref. #1859
2023-01-24 13:43:00 +01:00
4ecc78a931
Preprocessor: drop unused per-block max lead/lag fields
2023-01-17 14:43:56 +01:00
0c5c96e724
Bytecode w/ block decomposition: no longer output derivatives w.r.t. exogenous and endogenous outside the block
2023-01-17 14:24:02 +01:00
8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter
2023-01-13 16:57:49 +01:00
f84753025d
Bytecode: the block and non-block versions now coexist in parallel
...
As a consequence, a new “block_decomposed” option of the bytecode MEX has been
introduced to explicitly select the block-decomposed version.
Note that we do not always use the “block_decomposed” option even when the
“block” option has been passed to the user, in situations where the block
decomposition brings nothing (e.g. when evaluating the residuals of the whole
model).
2023-01-09 15:20:46 +01:00
9c4dd1b1d0
Remove irrelevant comment
...
[skip ci]
2023-01-04 15:00:27 +01:00
d574705b4a
Design and performance improvement to solve_algo={12,14}
...
Use the new time-recursive block decomposition computed by the preprocessor
for:
- the simulation of backward models with “simul_backward”
- the perfect foresight simulation of purely backward/forward/static models
Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it
minimizes the set of feedback variables and tries to renormalize equations).
This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus
an ad hoc identification of some equations that can be evaluated (those with a
LHS equal to a variable, the log of a variable, or the diff-log of a variable).
By the way, the block_trust_region MEX has been modified so that it accepts a
boolean argument to decide whether it performs a Dulmage-Mendelsohn
decomposition (if not, then it performs a simple trust region on the whole
nonlinear system).
This provides a significant performance improvement (of almost an order of
magnitude for solve_algo=14 on a 700 equations model).
2022-11-30 14:47:57 +01:00
10fdc42516
block_trust_region MEX: add support for sparse Jacobian
...
If the function to be solved returns a sparse Jacobian, simply convert it to a
dense representation.
2022-11-30 14:47:57 +01:00
a245fbb390
Implements a Fortran update of the states variance-covariance matrix for the Kalman filter
2022-11-14 16:24:46 +00:00
fe0606ae06
logarithmic_reduction.m: use positive penalty add-on
2022-10-11 16:13:03 +02:00
afb044c23e
Fix cycle reduction:
...
(i) making the norms consistent between cycle_reduction and its test;
(ii) remove hard errors in cycle_reduction Fortran and Matlab routines
2022-10-11 12:11:30 +02:00
855887b249
Implements a logarithmic reduction Fortran routine and the associated test
2022-10-11 12:11:06 +02:00
d17204cc84
Implements a cycle reduction Fortran routine and the associated test.
...
The Fortran routine replaces the former Matlab code in matlab/cycle_reduction.m
2022-10-03 14:38:12 +02:00
c6d5c48ff7
Local state-space iteration at order 3: multi-thread 3rd-order version with and without pruning
2022-08-30 14:06:19 +02:00
24d7f569f1
Bytecode MEX: fix compilation under GCC ⩾ 11
...
Problem introduced in previous commit.
2022-07-29 14:30:45 +02:00
e22ca82ab6
Bytecode MEX: drop the ErrorMsg class and integrate most of its members inside the Evaluate class
2022-07-29 13:04:31 +02:00
034a981daa
Bytecode MEX: streamline error handling
2022-07-29 13:04:29 +02:00
4ec6c0dab4
Bytecode MEX: streamline preprocessor guards in includes
2022-07-29 12:40:33 +02:00
0076644bda
Bytecode MEX: fix bug with PowerDeriv printing introduced in ff85fc6489
2022-07-28 17:13:23 +02:00
7c4dc1abce
Bytecode MEX: in error messages, revert back to default floating point format
...
A move to fixed format was erroneously made in
4893f0e82cff85fc6489
2022-07-28 17:10:12 +02:00
6e1635658f
Bytecode MEX: split out code for dealing with variable names into a dedicated BasicSymbolTable class
2022-07-28 16:56:40 +02:00
5df3fde95e
Bytecode MEX: streamline function for adding tildes below FP error
2022-07-28 15:48:21 +02:00
ff85fc6489
Bytecode MEX: refactor the routines that display expressions in human-readable form
...
In particular, minimize the number of parentheses written, using the same
algorithm as in the preprocessor.
2022-07-27 18:06:08 +02:00
1b13bb2e6e
Bytecode MEX: simplify type for storing list of instructions
2022-07-26 18:27:23 +02:00
9d84048710
Bytecode MEX: fix bug introduced in 8c01912a50
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Use an iterator wrapped inside std::optional instead of a possibly-singular
iterator, because the latter has undefined behaviour.
By the way, pass arguments by const reference.
2022-07-26 16:35:06 +02:00
dc224e71ed
Bytecode MEX: fix error messages for derivatives w.r.t. exogenous / exogenous deterministic
...
The wrong type was used for querying symbol names.
2022-07-26 16:35:06 +02:00
8c01912a50
Bytecode MEX: simplify printing of numerical errors in expression
...
In particular, no longer rely on a duplicate implementation of the evaluator to
locate where the NaN or Inf is produced. Rather directly pass the pointer to
the faulty operator.
2022-07-25 18:07:18 +02:00
a8351130f1
Bytecode MEX: bugfix in error message printing
...
Class Evaluate had data members with the same name as members of
ErrorMsg (which it derives from). In practice, this means that the data members
from ErrorMsg could be unitialized when displaying error messages.
2022-07-25 15:07:52 +02:00
16eabbbc4e
block_trust_region MEX: improve treatment of non-square blocks in Dulmage-Mendelsohn decomposition
...
– before erroring out, check whether the residuals for the block are already
zero (in which case, move to next block)
– improve error message that is printed otherwise
Note that trying to solve under-determined blocks (as in dynare_solve.m) would
require too many changes in the existing code, so let’s leave it out.
Closes : #1851
2022-07-22 12:43:38 +02:00
feb10b75e6
Bytecode MEX: minor fix to debug mode
2022-07-20 16:19:49 +02:00
e87d643084
Preprocessor: various refactorings, mainly bytecode-related
2022-07-20 16:18:02 +02:00
b29dde227d
Preprocessor: various refactorings (mainly bytecode)
2022-07-08 16:05:33 +02:00
b3cff2d34d
Bytecode: remove incomplete/buggy support for exogenous deterministic
2022-07-05 13:02:17 +02:00
888a87312d
Enable -Wunused-parameter for C++ MEX
...
Except for libdynare++, since Dynare++ is not ready (and is probably not worth
fixing by adding [[maybe_unused]] tags).
2022-07-05 12:12:53 +02:00
8be6f55bf6
Bytecode MEX: remove unused function parameters
2022-07-05 12:12:08 +02:00
b05ef5dd7f
Bytecode MEX: remove unused function
2022-07-05 12:11:32 +02:00
218bb1a15f
k_order_welfare MEX: check number of arguments
2022-07-05 11:55:40 +02:00
Sébastien Villemot
Normann Rion
Johannes Pfeifer