Commit Graph

7 Commits (2f13d6610d6842adc4a4b448eb45ebd4223967e6)

Author SHA1 Message Date
Sébastien Villemot b901b7af86
Global reindentation of MEX sources 2019-12-20 16:30:24 +01:00
Sébastien Villemot 42f172dec3
perfect_foresight_problem MEX: optimization for linear models
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
Sébastien Villemot f8af21819e
Simplify the interface to perfect_foresight_problem MEX 2019-07-09 14:33:17 +02:00
Sébastien Villemot 984c60acb9
Various improvements related to the MEX R2018a API
— 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
Sébastien Villemot 7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable 2019-06-27 17:00:12 +02:00
Sébastien Villemot 7347554db5
perfect_foresight_problem MEX: fix compilation under Windows 2019-06-25 11:14:01 +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