Commit Graph

599 Commits (18faa9733c8131e93634cb746ad6f592f7551100)

Author SHA1 Message Date
Sébastien Villemot 331a27398a
Fix another memory leak in k-order DLL
Re Dynare/dynare#1490.
2018-11-08 17:30:48 +01:00
Sébastien Villemot 50a09a687e
C++11 modernization
Incidentally, fix a memory leak related to DynamicModelAC instantiation, using
a std::unique_ptr (see Dynare/dynare#1490).
2018-11-08 17:24:19 +01:00
Sébastien Villemot ffb36e5713 Remove obsolete kludges for MinGW 2018-10-02 17:10:36 +02:00
Sébastien Villemot 59642c3312 C output of preprocessor now splits generated fcts into several smaller fcts
Adapt the k-order DLL as a consequence.
2018-10-01 16:13:12 +02:00
Sébastien Villemot d03cc56587 solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
Sébastien Villemot 932e5f946c Update preprocessor submodule
Adapt bytecode DLL as a consequence.
2018-07-18 17:52:44 +02:00
Sébastien Villemot cb46a2697e Fix invalid memory write in k-order DLL
The bug would show at order 3 when the last output argument (derivs) is not
requested (in practice every 3rd order solution without pruning). The DLL would
still attempt to write into it, causing an invalid memory access.
2018-07-02 16:37:46 +02:00
Sébastien Villemot b2c554623f Various fixes related to the new layout of generated files 2018-06-28 18:14:40 +02:00
Sébastien Villemot a1b8bd39b2 Move the location of various generated files on the filesystem
- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
Sébastien Villemot e1a3c40ef0 Fix compilation of MS-SBVAR DLL under Octave 4.4 2018-06-05 17:07:45 +02:00
Sébastien Villemot 02084ce310 Remove qzcomplex Oct-file
It's actually not needed. The QZ complex decomposition can be obtained in
Octave on real matrices by casting them to the complex type.
2018-05-17 12:11:15 +02:00
Sébastien Villemot e2c2f2d966 Remove fallbacks for ilu, linsolve and ordschur under Octave
These functions are all included in Octave 4.2.
2018-05-16 10:48:44 +02:00
Sébastien Villemot 7a2aa211bf Make mjdgges DLL compatible with MATLAB interleaved complex API
This API was introduced in MATLAB 9.4 (R2018a), because the internal
representation of complex numbers has changed.
2018-05-14 15:16:09 +02:00
Houtan Bastani fb6a11f544 move estimation-dll to its own repository: https://github.com/DynareTeam/estimation-dll.git 2017-09-22 15:31:23 +02:00
Sébastien Villemot 1ff5c3f571 Fix various typos (thanks lintian). 2017-06-28 15:06:54 +02:00
Ferhat Mihoubi 119e5b4dfa Corrects bugs in bytecode related to the use of finite instead of isfinite and to mxMalloc tests 2017-06-05 18:51:43 +02:00
Stéphane Adjemian (Charybdis) 1bf81c9f5a Fixed copyright notices. 2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis) b4448937cc Fixed indentation of c/h/cc/hh files. 2017-05-16 16:30:27 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Ferhat Mihoubi 981e31c8c3 Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
Ferhat Mihoubi e248d8bf59 Fix memory and periods issues in bytecode
(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
2017-05-08 18:39:44 +02:00
Ferhat Mihoubi 857fc3c4f4 Corrects several bugs related to bytecode:
- Memory allocation is checked
- The amount of memory allocated for conditional forecast is corrected
2017-04-05 11:48:40 +02:00
Stéphane Adjemian (Charybdis) 1229372a6c Defines M_PI (cross compilation for Octave). 2016-12-01 13:32:54 +01:00
Stéphane Adjemian (Charybdis) 23642b3b6b Defines M_PI, M_SQRT2 and finite() in bytecode...
... Which are not in standard C/C++ (otherwise compilation of the mex for Octave
with -std=c++11 fails).
2016-12-01 13:32:54 +01:00
Houtan Bastani e3fbefc616 mjdgges: fix bug where qz_criterium was not taken into account if a threshold argument is also passed 2016-10-27 11:19:34 +02:00
Houtan Bastani 8b17af05d5 bytecode: work around for isnan and isinf bug in C++ standard, glibc <= 2.23.
Fixed by https://sourceware.org/bugzilla/show_bug.cgi?id=19439
2016-10-11 16:01:27 +02:00
Michel Juillard 5d38280f27 remove one instance of dynamic exception specification
closes issue #1250
2016-07-16 00:13:47 +02:00
ferhat ac2e5cfd52 - In extended path
- fix an error with results print out
  - fix an error withe exogenous initialization
2015-11-19 17:03:05 +01:00
ferhat 77f5d572de Fix the output arguments in case of bytecode failure 2015-11-06 15:06:17 +01:00
Stéphane Adjemian (Charybdis) 2ec1579cd0 Fixed warnings in bytecode compilation.
Removed unused variables.
2015-10-19 18:01:38 +02:00
ferhat 7c5272d852 Allows to compute the extended path and the conditional forecasts with bytecode 2015-09-22 15:39:49 +02:00
Houtan Bastani 1b869b26a7 fix dates for changes in 86c3c0fb1b and a40323d2fb 2015-01-08 18:39:04 +01:00
ferhat 86c3c0fb1b Checks that fields endo_names, exo_names and param_names exist 2015-01-06 10:30:52 +01:00
ferhat 24b2993f50 Solves issues in deterministic simulation:
- replaces maximum_endo_(lead|lag) by maximum_(lead|lag) to determine the maximum number of lead and lag in deterministic simulation
- allows to use bytecode in solve_perfect_foresight_model.m
- Adds model information in bytecode
2014-12-17 09:37:43 +01:00
Sébastien Villemot 41295ad602 Minor cleanups in k_order_perturbation DLL. 2014-03-21 17:26:55 +01:00
Sébastien Villemot 050b495a52 Fix an invalid memory access in k_order_perturbation DLL.
In the case where a 2nd/3rd derivative is symbolically not zero but numerically
zero at the evaluation point, the last lines of the g2/g3 matrices (in
KordpDynare::calcDerivativesAtSteady()) where uninitialized (these matrices
store the sparse hessian/3rd-deriv in coordinate list form, i.e. with 3 columns
and as many rows as non-zero elements). When reconstructing the dense
hessian/3rd-deriv matrix out of g2/g3, this would result in invalid memory
accesses.
2014-03-21 17:26:48 +01:00
Michel Juillard 45f7de33e8 sobol qmc_sequence MEX: dimension larger than 1111 returns a proper
Matlab error message instead of crashing
2014-02-15 21:11:42 +01:00
Sébastien Villemot 5308da2cad Upgrade the minimum requirement to MATLAB 7.5 (R2007b). 2014-02-03 15:52:54 +01:00
Sébastien Villemot e5d4defb41 Fix handling of qz_criterium in k_order_perturbation MEX.
If the MEX file was called with options_.qz_criterium=[], it would not use a
correct default value (but would use NaN).

Closes #574
2014-01-27 15:33:37 +01:00
Sébastien Villemot 66d48f5917 Compatibility fixes for Octave 3.8.
- no longer use OCTAVE_QUIT in MEX files; this seems now only possible in
  oct-files. (Ref #304)
- do not build linsolve.oct on Octave >= 3.8, it is available natively.
- do not add strjoin.m to the patch on Octave >= 3.8, it is available natively.
- default_save_options has been renamed save_default_options.
2014-01-03 11:05:39 +01:00
Sébastien Villemot 85f001885e Estimation DLL: fix bug with creating MAT files
Similar problem to #446
2013-12-06 14:46:44 +01:00
Houtan Bastani a8d07308a9 ms-sbvar: support ctrl-c changes in submodule, #304 2013-12-05 16:13:58 +01:00
Houtan Bastani 830c09760e preprocessor: remove clang warning on declaration of const static double in class definition 2013-11-22 14:59:34 +01:00
Houtan Bastani 3c75923e2d revert £ change as 156 is an extended ascii code 2013-11-05 19:06:20 +01:00
Houtan Bastani 0e4bb3f8e9 fix typo 2013-11-05 18:06:24 +01:00
Houtan Bastani 5352fb4d16 preprocessor and matlab mex fixes for clang compilation 2013-11-05 18:04:57 +01:00
ferhat f4cee9d5e5 Corrects a bug in the way to test for the presence of the global variables 2013-10-28 14:26:42 +01:00
Stéphane Adjemian (Charybdis) 399b6d2615 Specialized maxit in bytecode mex (dynamic simulation vs steady state). 2013-10-09 16:55:46 +02:00
Stéphane Adjemian (Charybdis) d8052342f3 Fixed bug introduced in cc0d9b42f0 (bytecode.cc).
Problem when reading nested structures.
2013-10-09 16:26:29 +02:00
Stéphane Adjemian (Charybdis) cc0d9b42f0 Changed name of options_.maxit as options_.simul.maxit. 2013-10-09 13:06:06 +02:00