ae3f150c99
MS-SBVAR MEX: various simplifications and modernizations
2020-02-10 16:25:03 +01:00
5f9b9db31e
Build system: add missing Fortran 2008 files to source tarball
2020-01-16 16:54:47 +01:00
7e770f69e7
Remove workaround for errors in MEX files
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Because at some point throwing exceptions from MEX files (with mexErrMsgTxt())
was not working under Windows 64-bit, we had designed a workaround to avoid
using exceptions.
Most MEX files were returning an error code as their first (or sometimes last)
argument, and that code would have to be checked from the MATLAB code.
Since this workaround is no longer needed, this commit removes it. As a
consequence, the interface of many MEX files is modified.
For some background, see https://www.dynare.org/pipermail/dev/2010-September/000895.html
2020-01-10 18:33:11 +01:00
89dc67eb46
Convert mjdgges MEX to Fortran 2008
2020-01-09 09:23:07 +01:00
c0c95e1ceb
Add Fortran 2008 interface for a subset of BLAS/LAPACK functions
2020-01-06 18:29:47 +01:00
ce9eca366d
Add Fortran 2008 interface for a subset of MEX functions
2020-01-06 18:29:47 +01:00
b901b7af86
Global reindentation of MEX sources
2019-12-20 16:30:24 +01:00
996bdd6c64
New local_state_space_iteration_k MEX, for nonlinear filters at k-order
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It applies the approximated policy function to a set of particles, using
Dynare++ routines.
There is support for parallelization, using Dynare++ multithreading
model (itself based on C++11 threads; we don’t use OpenMP because it is
incompatible with MKL). For the time being, default to a single thread. This
should be later refined through empirical testing.
2019-12-20 11:31:56 +01:00
9e222734a8
Bytecode: fix logic in routine that substracts two sparse matrices
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The logic of the dynSparseMatrix::Sparse_substract_SA_SB() routine was
incorrect.
In some cases, it would read past the last nonzero elements of the A matrix,
and consequently write past the number of allocated nonzero elements of the C
matrix.
This would lead to crashes and, probably, to wrong results under certain
circumstances.
Closes : #1652
2019-11-27 16:57:47 +01:00
42f172dec3
perfect_foresight_problem MEX: optimization for linear models
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When the model is linear, there is no need to reevaluate the Jacobian for each
time period, since it is invariant.
Closes : #1662
2019-11-14 14:45:10 +01:00
afcdf46e80
capitalize Cepremap and Matlab, uncapitalize DYNARE
2019-10-02 14:09:21 +02:00
6ff7d4c56c
C++17: use structured bindings instead of std::tie
2019-09-11 16:06:35 +02:00
1501032a3f
replace use of old-style casts
2019-07-30 15:15:23 -04:00
4030169db9
k_order_perturbation MEX: number of threads is now configurable
2019-07-09 17:33:14 +02:00
5b6c3bb452
k_order_perturbation MEX: small simplification in handling of NameLists
2019-07-09 17:33:14 +02:00
aaaa897a2a
k_order_perturbation MEX: improve input handling and sanitization
2019-07-09 17:33:05 +02:00
f8af21819e
Simplify the interface to perfect_foresight_problem MEX
2019-07-09 14:33:17 +02:00
984c60acb9
Various improvements related to the MEX R2018a API
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— Use MX_HAS_INTERLEAVED_COMPLEX for testing for the new API
— Use the typed access functions under the new API, with one exception: we do
not use mxGetDoubles() instead of mxGetPr(), because it would just complexif
the code without any value added
For more details, see:
https://fr.mathworks.com/help/matlab/matlab_external/upgrade-mex-files-to-use-interleaved-complex.html
2019-07-09 11:54:12 +02:00
f45738c09e
local_state_space_iteration_2 MEX: fix error message
2019-06-28 17:49:02 +02:00
67a49fc67b
k-order MEX: fix incorrect variable name in comment
2019-06-28 15:24:30 +02:00
ca1a1ae0f2
local_state_space_iterations_2 MEX: minor stylistic improvement
2019-06-27 17:34:10 +02:00
7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable
2019-06-27 17:00:12 +02:00
9557061fa3
Add new num_procs MEX file for getting number of available processing units
2019-06-27 14:34:09 +02:00
e96f180c50
Implement mxIsScalar() for MATLAB < R2015a (8.5)
2019-06-25 20:31:13 +02:00
7c39b12b7b
Always compile MEX files with OpenMP (when they can take advantage of it)
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As a consequence, remove the --enable-openmp option of the configure script.
2019-06-25 17:26:17 +02:00
82cef48eb4
A_times_B_kronecker_C MEX: remove the OpenMP codepath
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Testing shows that it is slower than the BLAS path.
2019-06-25 17:26:14 +02:00
c6a09a65e9
kronecker MEX: improve comments using UTF-8
2019-06-25 14:34:18 +02:00
7347554db5
perfect_foresight_problem MEX: fix compilation under Windows
2019-06-25 11:14:01 +02:00
5b591fac42
New perfect_foresight_problem MEX file
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It constructs the stacked residuals and jacobian of the perfect foresight
problem.
It is an almost perfect replacement for the perfect_foresight_problem.m
routine, while being much more efficient.
Note however that the DLL never return complex numbers (it instead puts NaNs at
the place where there would have been complex). This may create problems for
some MOD files; the algorithms will need to be adapted to use a more
line-search method.
2019-06-24 17:53:59 +02:00
ec05451d1a
Remove symmetric elements in 3rd model derivatives
2019-06-17 16:18:07 +02:00
1d22536bc5
Add back workaround for MKL with DGGES and VSL
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The workaround was removed in de159c0480
2019-05-21 17:28:11 +02:00
faa3185bdf
local state space iterations 2 DLL: various modernizations and simplifications
2019-04-30 15:54:49 +02:00
1199d4abae
kronecker DLLs: various modernizations and simplifications
2019-04-30 15:54:48 +02:00
de159c0480
mjdgges DLL: convert to C++ (for consistency with other DLLs)
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Various modernizations and simplifications.
Also remove a workaround for a LAPACK bug in DGGES (the VSL argument was
apparently referenced even though JOBVSL="N"). Hopefully the bug has been fixed
everywhere now.
2019-04-30 15:54:45 +02:00
b115b76e0d
Kalman steady state DLL: various modernizations and simplifications
2019-04-30 15:54:43 +02:00
80267f56e5
Block kalman filter DLL: various modernizations and simplifications
2019-04-30 15:54:40 +02:00
f5e2bfc30a
Ask GCC to warn about C-style casts (-Wold-style-cast)
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Adapt the code accordingly.
2019-04-23 13:03:20 +02:00
76e7acab7c
block_kalman_filter DLL: fix header file extension
2019-04-23 09:33:28 +02:00
c9bdc2c885
Dynare++: simplify methods for getting number of columns and rows of a matrix
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Previously there were GeneralMatrix::numRows() and TwoDMatrix::nrows() for doing
the same thing (and same for columns and Const versions).
Merge these two into GeneralMatrix::nrows().
2019-04-16 12:44:02 +02:00
be170f131c
k-order DLL: fix compilation error on Windows introduced by b1ba53ce0
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Ref #217
2019-04-16 12:13:30 +02:00
57848930c6
Use Unicode copyright symbol (in UTF-8 encoding)
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Do not use it in MATLAB source files, since unfortunately the MATLAB editor
does not support UTF-8.
2019-04-16 11:42:16 +02:00
e281f35213
Lift upper restriction on approximation order
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Ref #217
2019-04-15 17:34:01 +02:00
b1ba53ce05
dynare_simul_ DLL: adapt for an arbitrary approximation order
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The last input argument is now a struct containing matrices g_0, g_1,…
Typically one can pass oo_.dr for this argument.
Ref #217
2019-04-15 17:34:01 +02:00
68aa1ace8f
k-order DLL: in use_dll mode, get model derivatives from preprocessor at an arbitrary order
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Ref #217
2019-04-15 17:34:01 +02:00
a101457cf0
k-order DLL: fix wrong assertion in MATLAB mode
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Bug introduced in 4c6e911d6#217
2019-04-15 17:34:01 +02:00
2169341639
Move source code of gensylv and dynare_simul_ MEX to the same place as other MEX
2019-04-15 17:34:01 +02:00
4c6e911d69
k-order DLL: in MATLAB mode, get model derivatives from preprocessor at an arbitrary order
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We no longer use the old ‘modfile.dynamic’ compatibility layer. We directly
call the ‘modfile.dynamic_g*’ functions.
Ref #217
2019-04-12 18:26:31 +02:00
c31ba8bebf
k-order DLL: in ‘use_dll’ mode, compute # of temp. terms. using M_.dynamic_tmp_nbr
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The preprocessor no longer exports the ‘ntt’ symbol in the MEX.
Ref #217
2019-04-12 18:26:31 +02:00
d7dd7214c7
k-order DLL: convert model derivatives from Dynare to Dynare++ format at an arbitrary order
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Ref #217
2019-04-12 18:26:30 +02:00
2dc988b69d
k-order DLL: make model derivatives storage ready for an arbitrary order
2019-04-10 19:00:49 +02:00
Sébastien Villemot
Houtan Bastani