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96 Commits (096b2f25413d11cf9730201d5fea6cf85b5b17d0)

Author SHA1 Message Date
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
george 5a564dbfbc Update: adding storage of 2nd order derivative Hessian from <model>_dynamic in k_ord_dynare. Also, correction of handling DLL for windows in 
k_order_perturbation

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2476 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-17 17:26:13 +00:00
michel 1e017007d0 fixing problems in Linux DLL handling 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2475 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-17 07:58:01 +00:00
stepan 860dca071a v4.1: Removed debug flags. Added optimization flags. (=> Increase the 
speed of A_times_B_kronecker_C by a factor 2).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2473 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-15 22:30:00 +00:00
stepan acee5581a9 v4.1: Cosmetic changes and more (set USE_OMP equal to one iff _OPENMP exists). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2472 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-14 22:51:50 +00:00
stepan 34f1a39428 v4.1: Parallelization of A_times_B_kronecker_C.cc using OpenMp if 
available. Due  to incompabilities between the optimized MKL (blas)
library shipped with matlab and the free OpenMp library (libgomp), the dgemm
routine is replaced by nested loops.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2471 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-14 22:35:44 +00:00
george f21969d7f7 latest changes for orders >1 as system was failing with exception in KOrder constructor complaining that the passed Model Derivatives container has 
no tensors of order higher than or equal 2. So I had to initialise those as empty within the container - BUT NOT SURE that is enough


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2470 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-14 13:32:24 +00:00
michel 1b883df049 korderpert: correcting GCC 4.3 compatibility issue 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2469 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-14 12:48:57 +00:00
michel b4b2b2b01c resurrecting k_ord_dynare.h deleted by mistake 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2468 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-14 12:48:12 +00:00
stepan fb022dd3d7 v4.1: Fixed unsigned int warning. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2467 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-14 11:16:34 +00:00
michel 1941302652 kordpert: small change to make it compatible with gcc 4.3 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2465 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-14 11:02:32 +00:00
ferhat a5a4c36ac0 Minor corrections on multiprocessing in simulate 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2464 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-13 17:59:45 +00:00
sebastien 70b870ef74 trunk mex/sources: fixed build files for the removing of preprocessor/include/ 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2461 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-13 14:58:25 +00:00
ferhat b6636fc799 modifications in sparse options to support the new variable indexation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2458 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-13 13:33:09 +00:00
stepan c8a86252c7 v4.1: Added the possibility of multithreading for some mex files 
(OpenMp is used).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2453 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-11 14:57:34 +00:00
george 3945918e47 1) uses passed mexext for <model>_Dynamic extension. 
2) improved Exception handling
3) improved dev bat files

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2445 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-03 11:01:10 +00:00
george f131ac5879 update to k_order_perturbation.cpp: adding a new faction writeMMap to t_container.hweb, 
modelled on lines similar to WriteMat4 that outputs all
symmetries to the Memory Map and is called directly from the k_order_perturbation.cpp. Test program updated too.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2444 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-02 09:59:50 +00:00
stepan 9016f3bb4a v4.1:: Removed path to BLAS for the compilation sparse_hessian_times_B_kronecker_C. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2436 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-25 11:37:34 +00:00
george 9ee2a23a5d Updated for passing qz_criterium and unit root models 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2415 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-12 17:21:38 +00:00
george 91264b696f changed k_order_perturbation.cpp to use dr.ys instead oo_.steady_state 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2410 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-09 19:16:59 +00:00
george 24969d42a7 Update test model without "both" and without unit root variables and new Matlab test emulator of FirstOrder.cpp 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2409 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-09 11:19:48 +00:00
george c98d175e4b Updates for prototype based on reading output mat file. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2388 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-02 12:57:07 +00:00
ferhat eb4b2a50a0 - Correction of bugs in deterministic simulation with option sparse_dll 
- parallel programming (with openMP API, available since GCC 4.3.2) implemented in the symbolic gaussian elimination algorithm

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2386 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-30 11:36:15 +00:00
george e247e3ef0b Update: k_ord_dynare.cpp that prints the order when running ReorderDynareJacobianIndice 
and k_order_perturbation with MAT file printout


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2380 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-28 19:26:40 +00:00
george 88afe87f0c Update: test main which writes MAT file too 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2379 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-26 19:48:53 +00:00
george 3165e2a6dc Update, The exit from the walkstochsteady, i.e. the code in the main() following exit is not complete - it is there only for debugging up to that point. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2375 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-26 18:08:08 +00:00
sebastien 2495aca72a trunk: 
* updated copyright headers of all files modified since January 1st: the copyright notice now encompasses 2009
* fixed various other copyright header issues


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2364 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-21 14:39:24 +00:00
ferhat 4fe7e3e155 - SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate) 
- Correction in model_info.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-20 22:04:37 +00:00
michel b1e3185592 separating lead and lag variables (m and P) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2357 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-14 20:35:25 +00:00
george a39c2eb17f Update: jacobian reordering methods and update of sparse tensor population. Also, test .cpp using new 1 lag 1 lead model derived from fs2000a. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2356 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-13 22:25:51 +00:00
george a750cba621 This one is for testing fs2000k.mod model derived from fs2000a but with only 1 lead and 1 lag and auxiliary variables for C2(+1)=C(+2) and P2(+1)=P(+2) and uses npred=dr.npred-nboth. Still falling over, pending reordering of jacobian. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2355 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-06 16:35:43 +00:00
george 75e3717e64 Modified so that the memory space for the derivatives matrix is allocated higher in the calling chain, inside calcDerivatives. Also, changed to pointer based handling of the sparse tensor. Still not working and pending changes for auxiliary variables for test model. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2354 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-05 15:20:13 +00:00
george 057beacc95 tests.cpp removed - it is not needed for the k-order library and interferes with the build 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2348 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-31 14:21:31 +00:00