Commit Graph

544 Commits (2be333da551c612433f96b9e018fe4c02f6faf9f)

Author SHA1 Message Date
Ferhat Mihoubi 39718c8645 - extends steady algorithms to solve_algo=5, 6, 7 and 8 for a block decomposed model without bytcode
-  solve_algo is reordered =
   * 0: fsolve
   * 1: solve1
   * 2, 4: solve1 + block decomposition
   * 3: csolve
   * 5: bytecode own solver (use Gaussian elimination + sparse matrix)
   * 6: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
   * 7: GMRES
   * 8: BiCGStab
2010-10-22 16:49:47 +02:00
Sébastien Villemot a2367e9ecb Build system: fixed typo introduced in 69fc0e320b 2010-10-22 11:50:16 +02:00
Ferhat Mihoubi 1a09426706 - Correction of several bugs with Octave
- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
Sébastien Villemot cab8941c29 qzcomplex and ordschur oct-files:
- added embedded tests
- minor cosmetic changes
2010-10-21 15:58:24 +02:00
Sébastien Villemot 81823ad035 New oct-file for "ordschur": the diffuse filter now works under Octave 2010-10-21 15:43:13 +02:00
Sébastien Villemot 69fc0e320b New oct-file "qzcomplex" for bringing the complex QZ decomposition to Octave. Fixes issues with partial information under Octave. 2010-10-21 12:33:18 +02:00
George Perendia 9123e4e70c C++ Estimation DLL: Update of logMHMCMCposterior and auxiliary files: added progress bar and recovery from file and tied up few loose ends - still unstable ! 2010-10-14 23:31:25 +01:00
Ferhat Mihoubi 8f36437662 - Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11). The new values for solve_algo are:
* 0: fsolve
   * 1: solve1
   * 2, 4: solve1 + block decomposition
   * 3: csolve
   * 5: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
   * 6: GMRES
   * 7: BiCGStab
   * 8: bytecode own solver (use Gaussian elimination + sparse matrix)

- Bytecode can now evaluate a specific block instead of the overall blocks (new bytecode's option 'Block = block_number')
2010-10-11 19:21:32 +02:00
Ferhat Mihoubi 4b824ad8ed - extends the error messages in mex_interface (necessary to emulate the mex functions in a standalone mode for debugging purposes) 2010-10-11 18:09:31 +02:00
Ferhat Mihoubi f6835d1d61 - adds bytecode_debug.m m-file to save the global variables. Necessary to run bytecode in a standalone mode for debugging purposes. 2010-10-11 18:01:44 +02:00
Ferhat Mihoubi 9a0201b26a Minor corrections on ErrorHandling 2010-10-11 17:56:23 +02:00
Sébastien Villemot dbbe177ed6 Estimation DLL: fix bug related to number of rows of matrix of endogenous (nb_row_x was incorrectly initialized in dynamic C file) 2010-10-05 16:30:21 +02:00
Sébastien Villemot eea1bcc27c k-order DLL: fix bug related to number of rows of matrix of endogenous
(nb_row_x was incorrectly initialized in dynamic C file)
2010-10-05 15:28:15 +02:00
George Perendia d7e8870c18 C++ Estimation DLL: Adding draft logMHMCMCposterior.cc mexFile driver for the modified RandomWalkMetropolisHastings.cc and other related files inc. draft test random_walk_metropolis_hastings_core.m
Still missing functionality: Sliding progress bar, seed change and loading old, incomplete (failed) run files
2010-10-04 13:58:25 +01:00
Sébastien Villemot 1a27ed9f38 OpenMP support:
- removed build_matlab_multithread.m and isopenmp MEX file
- introduced a new option "--enable-openmp" in configure script
- when openmp support is compiled in, the default is still one thread; the user can set the number of threads with "set_dynare_threads(n)"
- closes #68
2010-09-27 15:56:19 +02:00
Sébastien Villemot 477652c6e9 Build system: removed obsolete build_matlab script 2010-09-27 15:51:32 +02:00
Sébastien Villemot 5a1caff861 Build system: fix for bug introduced in 5504811b1a 2010-09-27 14:18:39 +02:00
Sébastien Villemot 5504811b1a Removed obsolete Kalman filter code 2010-09-24 13:01:52 +02:00
Sébastien Villemot da1c031195 Build system: add new header for bytecode (see previous commit) 2010-09-24 12:59:46 +02:00
Ferhat Mihoubi df1b1e4ed0 - In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137 2010-09-24 12:52:58 +02:00
Houtan Bastani e57056ad14 sparse_hessian_times_B_kronecker_C: remove instances of mexErrMsgTxt 2010-09-23 10:45:18 +02:00
Houtan Bastani ca24c92ed7 A_times_B_kronecker_C: remove instances of mexErrMsgTxt 2010-09-23 10:45:08 +02:00
Houtan Bastani 7b0d6da920 mjdgges: remove instances of mexErrMsgTxt 2010-09-23 10:44:59 +02:00
Houtan Bastani e32c8b1b76 k_order_perturbation: remove instances of mexErrMsgTxt and mexErrMsgIdAndTxt 2010-09-23 10:44:39 +02:00
Houtan Bastani 1eaee02729 logposterior: remove instances of mexErrMsgTxt 2010-09-23 10:44:22 +02:00
Houtan Bastani b512a43848 fix file mode 2010-09-23 10:44:10 +02:00
Houtan Bastani 1b05a5f276 SWZ: remove instances of mexErrMsgTxt 2010-09-23 10:43:58 +02:00
Houtan Bastani 6631f2d1d0 Macro used to clean up after encountering an error in a mex file (previously handled by mexErrMsgTxt) and helper m file 2010-09-23 10:43:16 +02:00
Sébastien Villemot a3640239ab Removed all MSVC workarounds, since we can now definitely drop this compiler on
Windows/64-bit platform
2010-09-21 15:06:14 +02:00
Sébastien Villemot fbbc21d577 Estimation DLL: make it compatible with changes introduced in 648c3cd177 + code simplification 2010-09-20 19:25:31 +02:00
Sébastien Villemot aa8963c1db K-order DLL: code simplification 2010-09-20 19:24:23 +02:00
Sébastien Villemot d7754ca288 K-order DLL: make it compatible with changes introduced in
648c3cd177
2010-09-20 18:30:00 +02:00
Sébastien Villemot 6c66e3d2af Bytecode DLL: include dynmex.h instead of mex.h (for compatibility with older
MATLAB)
2010-09-20 10:23:05 +02:00
Ferhat Mihoubi 0ecfc5eed9 - Incorrect type for variable map_idx_res (the variable with highest error) 2010-09-17 12:26:54 +02:00
Ferhat Mihoubi 45137f1367 - bug correction in error printout (elimination of an unused variable : nb_endo in SparseMatrix) 2010-09-17 12:26:44 +02:00
Ferhat Mihoubi c7eff4ba60 - Adding the relaxation method for block and/or bytecode options
- Changing the the stack_solve_algo option :
Previous version             New version
1 : Sparse LU                0 : Sparse LU
2 : GMRES                    1 : Relaxation
3 : BiCGStab                 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver      4 : Sparse LU & Optimal Path
                             5 : bytecode own solver
2010-09-17 12:18:25 +02:00
Ferhat Mihoubi 77b6096962 - extends the mex_interface: bytecode's debuging purpose
- correction of memory leaks in bytecode
2010-09-17 12:17:14 +02:00
Ferhat Mihoubi 0a3c8a4b0c - compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
George Perendia 99a884e09c C++ Estimation DLL: Adding 1st cut draft RandomWalkMetropolisHastings.cc and related untested files for review 2010-09-14 12:21:45 +01:00
George Perendia 73fb122e1e Estimation C++ DLL: Enhancing KalmanFilter performance using symmetric matrix and vector BLAS routines calls added or enhanced in BlasBindings.hh and dynblas.h + some minor fixes to Matrix.hh and LogPriorDensity.cc 2010-09-03 11:17:50 +01:00
Houtan Bastani 18c9479176 SWZ: include in build system 2010-09-01 11:15:42 +02:00
Sébastien Villemot 8589be3d4b K-order DLL: cosmetic changes
- remove unused argument of the DLL
- fix documentation inside source file
2010-08-30 17:11:58 +02:00
Sébastien Villemot a4769fc80d K-order DLL: no longer create an extra MAT file (useless and undocumented) 2010-08-30 17:11:26 +02:00
Sébastien Villemot ad127052d8 Build system: display a warning when compiling for the Cygwin target 2010-08-24 16:24:03 +02:00
Sébastien Villemot 0893e963cb Build system: change the way we detect the GSL, to make it work when cross-compiling 2010-08-24 16:24:03 +02:00
George Perendia 61da05b5e4 C++ Estimation DLL: KalmanFilter, dynlapack and LapackBindings with Cholesky decomp. based matrix inverter 2010-08-04 15:57:52 +01:00
George Perendia 1ac71f3d0c Estimation C++ DLL: 4 fixes and some additional files used in testing: sweuromodel_dll.mod, data and DsgeLikelihood.m modified for testing under octave 2010-08-04 14:52:56 +01:00
Michel Juillard 89bdc81ada suppressed computation of steady state inside k_order_perturbation 2010-07-17 10:18:25 +02:00
Michel Juillard 96bdf8c371 make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero. 2010-07-17 10:14:22 +02:00
Sébastien Villemot 9642683b7d Build system: fix for building source tarball 2010-07-12 14:30:57 +02:00
Sébastien Villemot acf5451c1f Build system: rename 'loglikelihood' to 'logposterior' 2010-07-09 12:48:08 +02:00
George Perendia 50c1e0a8ec C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc 2010-07-08 09:56:19 +01:00
George Perendia 5c01144793 C++ Estimation DLL: update of testInitKalman.cc and testKalamn.cc 2010-07-08 09:56:18 +01:00
Houtan Bastani ad28c2054d Add boost/math and boost/random to configure script for mex build system 2010-07-01 14:15:08 +02:00
Sébastien Villemot f34c31307b K-order: minor fix for order of initialization of data members 2010-06-25 15:40:36 +02:00
Sébastien Villemot 04905660b8 Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood) 2010-06-11 19:18:16 +02:00
Sébastien Villemot 7410094588 Estimation DLL: various minor changes 2010-06-11 19:16:03 +02:00
Sébastien Villemot e5d093c6ad Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration 2010-06-11 19:11:27 +02:00
Sébastien Villemot e347f2ae7a Build system: adding -Wall when building MEX files 2010-06-11 18:40:58 +02:00
Sébastien Villemot 85f855d759 Estimation DLL: fixed bug in EstimatedParametersDescription::getNumberOfPeriods() 2010-06-11 18:03:14 +02:00
Sébastien Villemot 32e41b7b01 Estimation DLL, LogLikelihoodMain: fixed bug (likelihood was not initialized to zero) 2010-06-11 16:51:08 +02:00
Sébastien Villemot e1b274f2dc Estimation DLL, ModelSolution class: make llxSteadyState a data member 2010-06-11 14:54:10 +02:00
Sébastien Villemot 1e41458826 Estimation DLL: bugfixes in LogLikelihoodMain 2010-06-10 19:13:20 +02:00
Sébastien Villemot 974e9ac0ad Estimation DLL: remove 'const' qualifiers in order to be able to put these classes in std::vector (the STL want an assignment operator) 2010-06-10 19:13:20 +02:00
Sébastien Villemot 8a7ed1ec48 Estimation DLL, VDVEigDecomposition: remove useless test in destructor 2010-06-10 19:13:20 +02:00
Sébastien Villemot 2c0b3469be Estimation DLL, Vector class: fixed bug in the copy constructor 2010-06-10 19:13:20 +02:00
Sébastien Villemot 110a33a0c8 Estimation DLL, QRDecomposition: fix memory leak 2010-06-10 19:13:20 +02:00
Sébastien Villemot a1df331c58 Estimation DLL: fixed test for Prior PDF following the removal of "mode" in the Prior class 2010-06-10 19:13:20 +02:00
Sébastien Villemot 81f0cf1bc3 Bytecode DLL: provisions for Microsoft Visual C++ 2010-06-09 18:35:35 +02:00
Sébastien Villemot 045e2e21ef Bytecode DLL: bugfix for erf() 2010-06-09 18:31:39 +02:00
Sébastien Villemot fe61608ede Estimation DLL: bugfix in LogLikelihoodMain 2010-06-09 11:42:23 +02:00
Sébastien Villemot bedc69beb8 Estimation DLL: pass the name of the dynamic MEX file through the whole hierarchy of constructors (instead of the basename of the MOD file) 2010-06-09 11:42:22 +02:00
Sébastien Villemot 35ad5b1aba Estimation DLL: removed useless "mode" information in Prior class 2010-06-09 11:42:22 +02:00
Sébastien Villemot 90e9506d93 Estimation DLL: added test MOD file 2010-06-09 11:39:03 +02:00
Sébastien Villemot ab0d4a143e Build system: added new test for C++ prior classes 2010-06-09 11:37:42 +02:00
George Perendia 69abb07f05 C++ Estimation DLL: Adding basic Uniform and Gaussian random number generators to Priors.hh and a basic test routine 2010-06-08 16:38:49 +01:00
George Perendia 4f98b560ad Estimation C++DLL: First draft for LogPosteriorDensity, LogPriorDensity and associated changes: random number generation still missing 2010-06-02 13:38:27 +01:00
Sébastien Villemot 9318856a4e SWZ: finalize build system for MEX by adding a test for GSL 2010-06-01 15:33:45 +02:00
Houtan Bastani 359b90d4fc use __APPLE__ as opposed to passing a MACOSX flag via make 2010-06-01 14:08:00 +02:00
Houtan Bastani 762e703692 Allow the user to pass a constant seed 2010-06-01 11:18:55 +02:00
Houtan Bastani 28602be1e8 include in build system 2010-06-01 11:18:55 +02:00
Houtan Bastani 1bc7bf7fbb make blas and lapack functions work with matlab 2010-06-01 11:18:54 +02:00
George Perendia 508422307e Estimation C++DLL: adding Standard dev. to Prior.cc & .hh 2010-05-25 17:53:58 +01:00
Michel Juillard a3d798836e k_order_perturbation: fixing bug in making of tensor of 3rd order derivatives
modifying tests and adding a new test against dynare++ output (fs2000k4.mod)
2010-05-22 16:12:39 +02:00
Sébastien Villemot 399d66d81c Estimation DLL, generalized Schur decomposition: fix bug with complex part of infinite generalized eigenvalue (was NaN instead of zero) 2010-05-14 19:26:52 +02:00
Michel Juillard 894ed518c8 mjdgges.c: eliminates bogus imaginary NaNs in eigenvalues 2010-05-14 15:03:15 +02:00
Sébastien Villemot 6f11442c7b Estimation DLL: fix to testModelSolution 2010-05-07 18:18:24 +02:00
George Perendia 775a1f6471 Estimation DLL: updating test function 2010-05-07 17:09:51 +01:00
George Perendia 1c5c7f3fbf Estimation DLL: adding LapackBindings.hh 2010-05-07 17:00:56 +01:00
Sébastien Villemot b903776e0c Estimation DLL: fixed type errors in VDVEigDecomposition class 2010-05-07 17:17:30 +02:00
Sébastien Villemot 3688a6ef5a Estimation DLL: bugfix in constructors for vector views 2010-05-07 17:17:30 +02:00
George Perendia 55fc3feea4 Estimation: Update of main files 2010-05-07 16:08:58 +01:00
Sébastien Villemot b101dbd483 Estimation DLL: give the possibility to construct Vector/Matrix views out of other views 2010-05-07 12:18:45 +02:00
Sébastien Villemot 3292ee68c2 Build system: updates for estimation DLL 2010-05-07 10:40:03 +02:00
Sébastien Villemot ec5fd63063 Estimation DLL: removed obsolete file 2010-05-07 10:39:54 +02:00
Sébastien Villemot e4f640f201 Estimation DLL: simplification of the handling of indices in T and R matrices 2010-05-06 18:57:15 +02:00
Sébastien Villemot 5aa17370e8 Estimation DLL: minor type fix 2010-05-06 16:45:50 +02:00
Sébastien Villemot 2b5a907bb0 Estimation DLL: optimization in Kalman filter 2010-05-06 16:30:13 +02:00
Sébastien Villemot ba0503628e Estimation DLL: no longer pass lead/lag incidence matrix as argument, this is redundant with the zeta indices 2010-05-06 15:32:11 +02:00
Sébastien Villemot 6bdfc2958b Estimation DLL: removed obsolete files 2010-05-06 15:31:06 +02:00
George Perendia 31d9dd2481 estimation: extending LogLikelihoodSubSample.hh 2010-05-06 12:45:40 +01:00
George Perendia c729b8984d Estimation Adding more Headers 2010-05-06 12:37:06 +01:00
George Perendia 1819272d51 Estimation: Fix to VDVEigDecomposition.hh 2010-05-05 18:01:59 +01:00
George Perendia ba31b9bcbf Estimation libmat VDV Eigen decomposition class 2010-05-05 16:47:47 +01:00
Sébastien Villemot 208210c6fd Merge remote branch 'george/master' 2010-04-23 18:31:38 +02:00
George Perendia 43b2aae64e C++ Estimation Minor changes to KalmanFilter initialisation and testing routines to improve handling structural changes parameters and test accuracy 2010-04-23 15:28:42 +01:00
Sébastien Villemot 18c36c3dd5 Merge remote branch 'george/master' 2010-04-16 18:34:57 +02:00
George Perendia e9846ae65f C++ Estimaion: Minor change KalmanFilter.* to use gain matrix KFinv for conversion check and cosmetic changes to ModelSolution.cc, testInitKalman.cc and testkalman.cc 2010-04-16 17:00:51 +01:00
Ferhat Mihoubi f849b11563 The functions erf, normpdf and normcdf work fine with bytecode option 2010-04-16 17:00:05 +02:00
Sébastien Villemot 0281c5138a Build system: added new testKalman for Estimation DLL 2010-04-13 18:41:15 +02:00
George Perendia a489c8810d C++ Estimation: Adding test and fixing a bug for KalmanFilter.cc and making some cosmetic changes to InitializeKalmanFilter.cc and ModelSolution.cc 2010-04-13 12:38:13 +01:00
Sébastien Villemot b8bf1794ca Minor fix in prototype of LAPACK dgees 2010-04-02 14:53:14 +02:00
George Perendia f0fc974b9e !st draft Kalman Filter main, auxiliary an test routines for C++ estimation 2010-04-01 13:36:58 +01:00
George Perendia 127e5ca05a Minor data initiation bug fix in testInitKalman.cc 2010-03-16 16:54:28 +00:00
Sébastien Villemot b1e90e59af Estimation DLL: added testInitKalman to the build system, and modify it to accept the dynamic DLL as argument 2010-03-16 15:57:10 +01:00
Sébastien Villemot d93a5af70b Estimation DLL, DynamicDLL class: removed dependency on MEX header, unnecessary and makes the compilation of test files more complicated 2010-03-16 15:55:37 +01:00
Sébastien Villemot 35377ff303 Estimation DLL, InitializeKalmanFilter: removed unknown header 2010-03-16 15:55:08 +01:00
George Perendia f62dce714e Minor modification of types 2010-03-16 13:52:00 +00:00
George Perendia c738941044 Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare 2010-03-16 13:27:29 +00:00
George Perendia 881b1168fe Adding InitializeKalmanFilter.cc/hh, its supporting files: DetrendData.cc/hh (a basic one), libmat/DiscLyapFast.cc, a test driver routine and a minor amendment to ModelSolution.hh. 2010-03-16 13:26:05 +00:00
Sébastien Villemot fd3c35937b Estimation DLL, dynamic DLL loading: minor changes to testModelSolution (now takes the full name of the dynamic DLL in argument) 2010-03-16 10:27:58 +01:00
Sébastien Villemot 3c8bfc5ef0 Estimation DLL, dynamic DLL loading: fixed memory leaks 2010-03-16 10:27:58 +01:00
George Perendia 882ea0ed75 Amending assertions in BlasBindings.hh 2010-03-15 12:12:43 +00:00
Sébastien Villemot 2449a4365c K-order DLL, DynareNameList class: removed memory leaks 2010-03-09 18:30:23 +01:00
Sébastien Villemot d95b0cf6d7 K-order DLL, KordpDynare class: removed memory leaks 2010-03-09 18:30:23 +01:00
Sébastien Villemot bb3675e75c K-order DLL, DynamicDLL class: removed memory leaks 2010-03-09 18:30:23 +01:00
Sébastien Villemot 1b3bc4a825 K-order DLL: removed useless stuff 2010-03-09 18:30:23 +01:00
Sébastien Villemot 1bc6da864c Estimation DLL, matrix library: adding test-repmat to build system 2010-03-08 13:50:02 +01:00
Sébastien Villemot 2aab5b47f2 Estimation DLL, matrix library: minor fixes for removing compiler warnings 2010-03-08 13:49:47 +01:00
George Perendia a78ca35807 Adding test-repmat.cc - a test for new Matrix.hh repmat utilities 2010-03-08 12:39:25 +00:00
George Perendia fa54eb55ca Adding 8 new template functions to Matrix.hh mat namespace, few of which emulate Matlab repmat and assign / reorder by vector. 2010-03-08 12:22:23 +00:00
George Perendia 5d0e93adfe Declare libmat destructors virtual 2010-03-08 10:09:45 +00:00
Sébastien Villemot 3475341ac9 Bytecode DLL: fixed compilation with MSVC 2010-02-23 16:04:32 +01:00
Sébastien Villemot 263725aa1f Estimation DLL, ModelSolution class:
* fixed initialization of matrices
* removed useless ModelSolutionException, rather forward upwards the exception thrown below
* DynamicModelDLL is now a full member instead of a pointer
2010-02-22 15:58:44 +01:00
Sébastien Villemot 3cacb48c81 Estimation DLL, MEX utils: fix compilation issues 2010-02-22 15:56:00 +01:00
Sébastien Villemot a17207fb56 Estimation DLL: fixed remaining EOL problems 2010-02-22 15:09:48 +01:00
George Peredia f430e53e01 Fixing of the testModelSolution.cc 2010-02-22 13:26:47 +00:00
Sébastien Villemot 30d9feb146 Estimation DLL:
* finished test for DecisionRules
* added new test for LUSolver
* improved test for QRDecomposition
2010-02-19 18:42:02 +01:00
Sébastien Villemot dcf10eba56 Estimation DLL: added decision rules w.r. to exogenous shocks 2010-02-19 18:41:12 +01:00
Sébastien Villemot 5ee45cfb60 Estimation DLL: fixed decision rules with respect to state variables (ghx) 2010-02-19 18:00:34 +01:00
Sébastien Villemot 547a912d5e Estimation DLL, matrix library:
* fixed various bugs
* added utility for computing the infinite norm
* changed the direction of mat::transpose(A, B) for consistency with GSL
2010-02-19 17:04:45 +01:00
Sébastien Villemot 0ef2f8c4bd Estimation DLL: optimization of DecisionRules 2010-02-19 14:24:29 +01:00
Sébastien Villemot 9e9eeb533b Build system: fixed minor bug in configure script 2010-02-19 11:51:09 +01:00
Ferhat Mihoubi faa5da07dc Bug correction in error messages and reduction of memory requirement during simulation 2010-02-19 11:03:53 +01:00
Sébastien Villemot 229d0e1ea4 Merge remote branch 'george/master' 2010-02-18 19:19:14 +01:00
Sébastien Villemot a78bdab6d3 Estimation DLL: test file for DecisionRules based on example1.mod (only checks the eigenvalues for the moment) 2010-02-18 19:18:25 +01:00
Sébastien Villemot 1280000ee4 Estimation DLL: fixed various bugs in DecisionRules 2010-02-18 19:17:55 +01:00
Sébastien Villemot cd9f9ff1b9 Estimation DLL, matrix library: fixed bug in mat::row_copy() 2010-02-18 19:11:09 +01:00
unknown 9a77efe440 Amend Estimation C++ ModelSolution, some utils (new Matrix version of dynamic_dll) and a test routine 2010-02-18 17:45:28 +00:00
Sébastien Villemot 07091a6b63 Estimation DLL, matrix library: removed useless end-of-lines 2010-02-18 18:11:21 +01:00
Sébastien Villemot 9ac6553776 Estimation DLL, matrix library: fixed bug in MatrixView::setAll() 2010-02-18 18:10:59 +01:00
Sébastien Villemot 4f7ef5f49d Estimation DLL, matrix library: added utility for computing A=B' 2010-02-18 18:10:45 +01:00
Sébastien Villemot b737535955 Estimation DLL, matrix library: fixed problem in QRDecomposition (two workspaces are needed of different sizes) by imposing in the constructor the size of the matrix to be left-multiplied by Q 2010-02-18 18:10:16 +01:00
Sébastien Villemot 30ee44f8b4 Estimation DLL, matrix library: fixed bug in mat::negate(),;mat::add(), mat::sub() 2010-02-18 18:09:04 +01:00
Sébastien Villemot daf97deb04 Estimation DLL, matrix library: fixed incorrect assertion in col_copy() 2010-02-17 12:22:02 +01:00
Sébastien Villemot 440db94603 Estimation DLL, DecisionRules: fixed incorrect matrix dimensions 2010-02-17 12:21:39 +01:00
Sébastien Villemot 8fa10d61cc Build system: fix the creation of tarball 2010-02-13 09:52:43 +01:00
Sébastien Villemot fb97797405 Estimation DLL: first version of matrix library + still unfinished decision rules computation 2010-02-09 19:15:59 +01:00
Sébastien Villemot cf8f793c55 k_order_perturbation: give a value to model residuals, otherwise valgrind logs are cluttered with unitialized value errors 2010-02-09 14:32:40 +01:00
Sébastien Villemot 34ab1a5686 k_order_perturbation: fixed illegal cast 2010-02-09 14:24:16 +01:00
Ferhat MIHOUBI 6d958b6e8d Improvement of the floating point error messages (the equation and the location of the error are displayed) 2010-02-06 15:07:56 +01:00
Ferhat MIHOUBI cea26af06e Uses the initial method to manage the floating exceptions 2010-02-05 18:50:57 +01:00
Ferhat MIHOUBI f7ac31b58a Improves the global convergence of Newton method for static model 2010-02-05 18:33:34 +01:00
Ferhat MIHOUBI 4a33777ef7 Adds exceptions management on floating point operations using cfenv.h from gcc 2010-02-05 12:07:46 +01:00
Sébastien Villemot ef521882cc Fixed 4.2 version numbers 2010-02-02 18:23:31 +01:00
Sébastien Villemot 00c73845e0 Build system: further fixes for possibly empty directories (needed because of Git migration) 2010-02-01 10:50:29 +01:00
Ferhat MIHOUBI cb1cc4049b convergence error message changed in bytecode 2010-01-29 17:51:39 +01:00
Sébastien Villemot d6aa4f1329 Build system: create empty directories (needed because of Git migration) 2010-01-29 15:13:34 +01:00
ferhat b5727e0658 Adds location indications in error message of "bytecode" + minor correction (string passed as &string).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 16:42:08 +00:00
ferhat 0efd5b1621 "bytecode" option can be used without "block" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
sebastien 98de32dfcb build_matlab: fix for 64-bit Mac (thanks to Jacob Smith for reporting)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3371 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 09:14:09 +00:00
sebastien cda4f57a7c build_matlab.m: add support for 64-bit Mac Intel
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3368 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-19 11:21:58 +00:00
sebastien b52ab3efcf Build system fix
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3331 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 10:59:02 +00:00
sebastien 34012243d5 Fixes for Cygwin 1.7 (which has gcc/g++ version 4 by default)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3320 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 12:15:16 +00:00
sebastien e7adf28fbd A few more copyright fixes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3316 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 09:54:43 +00:00
sebastien 1d64cb1ef9 build_matlab.m: activate POSIX threads on Linux and Mac OS
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3304 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 09:40:45 +00:00
sebastien 65fc856710 k_order_perturbation: renamed source files with *.cc and *.hh extensions, for compliance with Dynare coding standards + adapted the build system accordingly
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3260 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-17 11:00:50 +00:00
sebastien 9eb14e0017 Removed obsolete build_octave
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3254 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:29:51 +00:00
sebastien f3549b4c64 Beautified MEX source code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3251 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:18:38 +00:00
sebastien aa23ed73e9 preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
sebastien fb8406ef0a USE_DLL option now works with MSVC + Added new options for Windows to 'dynare' command, to select the compiler: 'cygwin' and 'msvc' + Added the mexopts.bat for Cygwin in the SVN
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3223 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 14:46:21 +00:00
sebastien 4bcbd06980 k_order_perturbation: cosmetic change
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3207 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 10:01:41 +00:00
george effee9ffab removed more leaks
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3205 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 17:03:59 +00:00
george 5c75c9aaee removed more leaks in calcDerivatives
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3204 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 12:48:18 +00:00
george 12d7abab24 removed leaks in calcDerivatives
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3203 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 12:35:55 +00:00
michel 8198b1a1eb 4.1 k_order_perturbation: correcting bug in releasing _dynamic.DLL (Windows version)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3200 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 21:21:06 +00:00
michel 5031122649 4.1 k_order_perturbation: simplifying dynamic_dll code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3199 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 14:10:43 +00:00
michel f22fa8979c 4.1 k_order_perturbation: fixing typos
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3198 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 13:21:52 +00:00
george c6ed380a08 Additional #if !defined(__CYGWIN32__) && !defined(_WIN32)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3197 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 12:21:38 +00:00
michel e690320b1d 4.1: more defined __CYGWIN32__
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3196 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 11:56:11 +00:00
george 684d8ac822 Cleared up DynareMxArrayToString in k_order_perturbation.cpp and changed #ifdef to #if defined() in dynamic_dll.cpp
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3195 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 00:03:22 +00:00
sebastien 95547b3d09 Build system: for MATLAB < 7.1, require that the user provides MEXEXT on the configure command line
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3190 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-02 13:42:25 +00:00
sebastien 0dd2bdf39a k_order_perturbation: fix for compilation with MS Visual C++
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3185 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 15:18:48 +00:00
george ff6f2a90ea Updating Working Prototype for performance testing
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3182 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 13:34:34 +00:00
sebastien ad71ee53c2 k_order_perturbation: cosmetic changes for the sake of clarity
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3180 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 20:31:11 +00:00
sebastien 03600d9131 k_order_perturbation DLL:
* no longer use mexPrintf()/mexErrMsgTxt() outside mexFunction(): use exceptions to report errors, in order to be able to integrate the code in a standalone executable
* fixed a few memory leaks (other still remain)
* fixed a buffer overflow issue in the filename of the dynamic MEX (using C++ string object)
* various cosmetic cleanups


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3177 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 16:31:27 +00:00
michel 5f05a14b17 v4.1: fixing k_order_perturbation DLL for order == 3
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3170 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 20:50:39 +00:00
george d28442f206 Update, still subject to further testing
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3160 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-20 17:43:05 +00:00
sebastien cdbbc97fc7 build_matlab.m: fixes for MSVC (object files have extension .obj)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3130 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 11:32:08 +00:00
sebastien 93b4e4c74d build_matlab.m: added building of dynare_simul_ + factorized compilation of libdynare++ (fixes trac issue #50)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3129 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 11:14:19 +00:00