Commit Graph

22 Commits (2f13d6610d6842adc4a4b448eb45ebd4223967e6)

Author SHA1 Message Date
Sébastien Villemot 5f9b9db31e
Build system: add missing Fortran 2008 files to source tarball 2020-01-16 16:54:47 +01:00
Sébastien Villemot 9557061fa3
Add new num_procs MEX file for getting number of available processing units 2019-06-27 14:34:09 +02:00
Sébastien Villemot 5b591fac42
New perfect_foresight_problem MEX file
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
Sébastien Villemot 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
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
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 37592309fb Distribute dynumfpack.h in tarball 2013-03-24 09:42:45 +01:00
Sébastien Villemot 0332309647 Remove embedded SLICOT, rely on external binary 2012-09-13 11:08:42 +02:00
Sébastien Villemot 2e65a9ab96 Provide a better implementation of linsolve for Octave
Closes: #273
2012-08-06 18:26:16 +02:00
Sébastien Villemot c49d33e6ba Add local_state_space_iterations subdir to dist rule 2012-03-05 18:53:59 +01:00
Stéphane Adjemian (Charybdis) 4869fff243 Added new mex file for computing Quasi Monte-Carlo sequences (Sobol), texinfo headers and unitary tests are available in <DYNARE_PATH>/matlab/qmc_sequence.m. 2011-12-21 18:23:15 +01:00
Sébastien Villemot a1ee7f1ee4 block_kalman_filter: add MEX to build system 2011-09-23 18:22:15 +02:00
Sébastien Villemot eb0255d526 Build system: add MS-SBVAR to dist tarball 2011-02-22 16:51:23 +01:00
Sébastien Villemot 81342073c0 Build system: added kalman_steady_state DLL sources to dist file 2010-11-22 10:39:19 +01:00
Sébastien Villemot b3ee886391 Build system: added libslicot to dist file 2010-11-19 09:22:00 +01:00
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
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 8fa10d61cc Build system: fix the creation of tarball 2010-02-13 09:52:43 +01:00