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188 Commits (2916aa7508ca1f298769f9ea68a1507f747105d8)

Author SHA1 Message Date
sebastien 11230eec3f Build system: added k_order_perturbation to the build_matlab script 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3106 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-30 17:29:50 +00:00
sebastien 31ed196c44 Various minor changes for compatibility with MS Visual C++ and GCC 4.4 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3105 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-30 16:29:16 +00:00
george a479888c1b Adding new test mexFunction + some minor updates and corrections 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3103 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-30 13:21:03 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-29 17:16:10 +00:00
ferhat 079b5a7abb - Correction in the memory allocation (new - delete used with object) 
- bytecode test upgraded

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3075 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 11:23:47 +00:00
sebastien 9ab04f3323 Renamed kordepert to k_order_perturbation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3070 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 09:07:47 +00:00
george 3fb3430e91 New Matlab functions emulation routines: Assign by vector indices (a(k,l)=b(m,n)) , repmat, multiply elements (.*) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3068 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 08:08:53 +00:00
ferhat e1f17fa9e5 - adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved. 
- corrects some mod files.
- In steady command, get check argument from bytecode dll

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-18 15:18:16 +00:00
ferhat 3c2d944cfc - use of classes to describe the bytecode tags 
- use static option for bytecode instead of steady_state option

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3048 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-16 16:34:27 +00:00
ferhat f7d69ff58c avoid useless iteration in simulation of simple equations 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3025 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-07 09:31:58 +00:00
sebastien 343e0b3c7d Build system: refactored the build system for MEX files, using two sub-packages with their own configure scripts 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3019 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 17:22:19 +00:00
sebastien bbc7e77648 korderpert: fix missing include for Cygwin with -mno-cygwin option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3018 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 17:20:19 +00:00
ferhat ece194b602 The local variables are implemented with byte code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3015 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 16:47:43 +00:00
sebastien 17ab13de01 Kordepert: minor fixes for MinGW 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3013 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 11:51:10 +00:00
sebastien f9ccc49f14 Build system: use pdfetex instead of pdftex for sylvester.tex + other minor changes 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3010 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 10:29:54 +00:00
sebastien 1443f112bb * Added back korderpert DLL to build system 
* Fixes to Dynare++ for special LAPACK/BLAS integers in MATLAB
* Fixes to korderpert DLL for cross-platform compatibility


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3009 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 10:23:49 +00:00
sebastien b2ca17bd35 Removed obsolete gensylv source tree 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3007 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-01 14:17:27 +00:00
sebastien dde3f3795f Build system: 
* Simplified the way we deal with various Octave/MATLAB contexts from MEX files:
  - only three defines: MATLAB_MEX_FILE, MATLAB_VERSION (hex number) and OCTAVE_MEX_FILE
  - one header for MEX files: dynmex.h
  - headers for BLAS and LAPACK: dynblas.h and dynlapack.h (used from Dynare++ and the MEX files)
* Merged the two sources trees of sylvester library


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3006 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-01 14:17:02 +00:00
sebastien e173e94839 Removing low discrepancy sequence DLL (licensing problems) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3004 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-01 08:44:47 +00:00
sebastien 86f866a39e Build system: update for MATLAB MEX files under MacOS X 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2978 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 16:23:29 +00:00
sebastien 6a9485b4f0 Build system: 
* disable building of k-order pert DLL for the moment
* rollback on the -fPIC flags for Dynare++: we can't use the same binary objects for standalone dynare++ and k-order DLL


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2974 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-24 12:58:53 +00:00
sebastien f7a390264c k-order DLL: added files omitted in commit r2959 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2961 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-23 13:26:04 +00:00
sebastien 02640c3e43 k-order perturbation DLL: 
* removed existing build system
* reorganized source: separated test files from the rest, removed obsolete test files
* incorporated the DLL and the standalone test executable to the new build system
* minor fixes to ensure compilation


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2959 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-23 13:14:05 +00:00
ferhat 4dff75d79c - the "steady_state" function is implemented with the "bytecode" option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2952 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-18 16:34:11 +00:00
sebastien 2ac1194d39 Build system: change the flag used for OpenMP compilation 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2950 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-18 10:34:04 +00:00
sebastien 612cf9fa9b Build system: 
* always set -DNO_OPENMP
* fix for MEX/Octave with MinGW


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2945 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-17 16:35:33 +00:00
sebastien a7e601989a Build system: added support for building MATLAB MEX files from Cygwin 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2938 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-17 12:05:01 +00:00
sebastien 31aff0e756 Various fixes to build system 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2937 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-17 08:14:44 +00:00
sebastien 203a5258b5 Build system: added support for MEX files under MATLAB (Linux-only at this time, need to specify MATLAB version manually) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2935 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-16 16:52:22 +00:00
sebastien 83c3023274 Added build system for Octave MEX files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2932 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-16 13:49:47 +00:00
ferhat 153c7b2542 New option: "evaluate' to evaluate the static or the dynamic model 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2919 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-11 17:06:54 +00:00
ferhat e627f62441 - bug fix in Simulate_NG 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2918 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-11 10:19:39 +00:00
ferhat 5a3ce36245 add isempty to regexp to get a boolean answer for a 32 bits system 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2893 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 15:49:07 +00:00
sebastien efee8f38d1 Fixed build_octave.m for new bytecode DLL 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2892 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 13:21:57 +00:00
sebastien e426a0214e Added new directory "mex/2009a-64bit" for 64-bit platforms using MATLAB 7.8 (R2009a) (MEX binary compatibility has been broken in R2009a for 64-bit platforms) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2891 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 13:09:34 +00:00
ferhat 9f45200924 simulate.dll has been replaced by bytecode.dll 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2881 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 14:40:54 +00:00
ferhat 7a6df1c342 Adaptation of simulate to matlab 64 bits 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2874 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-29 16:04:06 +00:00
ferhat d32dd99210 - extension of normalization of equations to nonlinear equations 
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-25 09:43:01 +00:00
george 5d1fdab1f0 separating dynamic_dll handling into new dynamic_dll.cpp from k_order_perturbation.cpp containing now only mex_function for k_order_perturbationDLL and renaming k_order_perturbation.h to dynamic_dll.h 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2865 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-24 16:06:39 +00:00
george 6fc142406f separating dynamic_dll handling into new dynamic_dll.cpp from k_order_perturbation.cpp containing now only mex_function for k_order_perturbationDLL and renaming k_order_perturbation.h to dynamic_dll.h 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2864 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-24 16:01:25 +00:00
george 0ed63ac01a New C++ disklyap_fast Lyapunov doublig solver based on previous work of J. Pearlman. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2856 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-29 15:01:56 +00:00
george bee8aa8d5d minor adjustments to riccati/kalman P conversion tolerance and control 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2854 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-23 11:24:05 +00:00
ferhat 1d9260251d - sparse_dll option works fine with feedback variables 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2851 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-21 15:50:12 +00:00
george 486b0d333d More Linux compatible syntax adjustments 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2849 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-17 15:47:06 +00:00
george 426a6c2fcc More Linux compatible Makefiles and syntax adjustments 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2848 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-17 15:41:19 +00:00
george 20747649ea Linux Makefiles and some linux syntax adjustments 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2846 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-16 09:59:28 +00:00
george 056d5487da - Extending basic C++ KF with performance boosting algorithm for checking if P is steady within tolerance and performing reduced operations if so; 
- added new functions to GeneralMatrix::isDiff* to check if matrices are different within tolerance level
- adjusting test and dll drivers accordingly


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2843 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-14 17:05:48 +00:00
george b7f96a4748 - adding overloaded multInvRight to PLUFact, 
- inlining log likelihood and 
- refactoring class constructors from kalman loop


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2842 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-13 18:41:40 +00:00
ferhat 171632be23 - mex_interface in testing subdirectory 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2838 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-10 16:16:00 +00:00
ferhat 08c97bbef7 - Files needed to debug simulate.dll 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2837 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-10 15:40:31 +00:00