Commit Graph

16 Commits (2f13d6610d6842adc4a4b448eb45ebd4223967e6)

Author SHA1 Message Date
Sébastien Villemot b901b7af86
Global reindentation of MEX sources 2019-12-20 16:30:24 +01:00
Sébastien Villemot 996bdd6c64 New local_state_space_iteration_k MEX, for nonlinear filters at k-order
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
Sébastien Villemot 6ff7d4c56c
C++17: use structured bindings instead of std::tie 2019-09-11 16:06:35 +02:00
Sébastien Villemot f45738c09e
local_state_space_iteration_2 MEX: fix error message 2019-06-28 17:49:02 +02:00
Sébastien Villemot ca1a1ae0f2
local_state_space_iterations_2 MEX: minor stylistic improvement 2019-06-27 17:34:10 +02:00
Sébastien Villemot 7c39b12b7b
Always compile MEX files with OpenMP (when they can take advantage of it)
As a consequence, remove the --enable-openmp option of the configure script.
2019-06-25 17:26:17 +02:00
Sébastien Villemot faa3185bdf
local state space iterations 2 DLL: various modernizations and simplifications 2019-04-30 15:54:49 +02:00
Sébastien Villemot f5e2bfc30a
Ask GCC to warn about C-style casts (-Wold-style-cast)
Adapt the code accordingly.
2019-04-23 13:03:20 +02:00
Sébastien Villemot 57848930c6
Use Unicode copyright symbol (in UTF-8 encoding)
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
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
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Sébastien Villemot f1c8ec60c7 Remove various compilation warnings 2013-06-12 16:05:35 +02:00
Sébastien Villemot c079ace8c3 Remove various compiler warnings 2012-06-08 19:06:03 +02:00
Stéphane Adjemian (Charybdis) a2f3a53634 Parallelization of local_state_space_iteration_2 (used in non linear filters). 2012-03-05 23:11:49 +01:00
Stéphane Adjemian (Charybdis) 40329e3e29 Added routine to compute one step ahead state space iteration (mex and m). The state space
equations are approximated at order two around the deterministic steady state.
2012-03-04 22:07:27 +01:00