Commit Graph

347 Commits (356fe7b248c808da195f037a52c0e9a66218822f)

Author SHA1 Message Date
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
sebastien 8bfc97626f build_matlab.m: reverted back to r3123 version
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3127 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-05 10:04:00 +00:00
george 91df747554 Minor updates
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3124 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 17:20:35 +00:00
sebastien 30d2f00cc2 Reorganized the directory hierarchy for storing MEX files for MATLAB:
* mex/matlab/ is now the default location
* removed mex/2007a, mex/2007b and mex/2009a-64bit
* on Windows platforms, use version specific subdirs of mex/matlab if present (called win32-6.5.1-7.4, win32-7.4-7.9, win64-7.2-7.4, win64-7.5-7.7, win64-7.8-7.9)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3123 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 10:56:37 +00:00
sebastien 295f998503 Dynare++ and k_order_perturbation DLL:
* support Microsoft Visual C++ 2008 compiler (necessary for 64-bit 
platforms)
* use standard C++ headers for C Standard Library support


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3121 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 14:16:18 +00:00
sebastien ba6c1da0ee Build system: minor fixes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3119 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 12:48:26 +00:00
sebastien e5f31e4ed3 Build system:
* added dynare_simul_ DLL
* factorized in a library object the Dynare++ code shared between gensylv, k_order_perturbation and dynare_simul_


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3114 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 12:04:07 +00:00
sebastien 11230eec3f Build system: added k_order_perturbation to the build_matlab script
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3106 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 17:29:50 +00:00
sebastien 31ed196c44 Various minor changes for compatibility with MS Visual C++ and GCC 4.4
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3105 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 16:29:16 +00:00
george a479888c1b Adding new test mexFunction + some minor updates and corrections
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3103 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 13:21:03 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
ferhat 079b5a7abb - Correction in the memory allocation (new - delete used with object)
- bytecode test upgraded

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3075 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 11:23:47 +00:00
sebastien 9ab04f3323 Renamed kordepert to k_order_perturbation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3070 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 09:07:47 +00:00
george 3fb3430e91 New Matlab functions emulation routines: Assign by vector indices (a(k,l)=b(m,n)) , repmat, multiply elements (.*)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3068 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 08:08:53 +00:00
ferhat e1f17fa9e5 - adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved.
- corrects some mod files.
- In steady command, get check argument from bytecode dll

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-18 15:18:16 +00:00
ferhat 3c2d944cfc - use of classes to describe the bytecode tags
- use static option for bytecode instead of steady_state option

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3048 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 16:34:27 +00:00
ferhat f7d69ff58c avoid useless iteration in simulation of simple equations
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3025 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 09:31:58 +00:00
sebastien 343e0b3c7d Build system: refactored the build system for MEX files, using two sub-packages with their own configure scripts
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3019 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:22:19 +00:00
sebastien bbc7e77648 korderpert: fix missing include for Cygwin with -mno-cygwin option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3018 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:20:19 +00:00
ferhat ece194b602 The local variables are implemented with byte code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3015 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 16:47:43 +00:00
sebastien 17ab13de01 Kordepert: minor fixes for MinGW
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3013 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 11:51:10 +00:00
sebastien f9ccc49f14 Build system: use pdfetex instead of pdftex for sylvester.tex + other minor changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3010 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 10:29:54 +00:00
sebastien 1443f112bb * Added back korderpert DLL to build system
* Fixes to Dynare++ for special LAPACK/BLAS integers in MATLAB
* Fixes to korderpert DLL for cross-platform compatibility


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3009 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 10:23:49 +00:00
sebastien b2ca17bd35 Removed obsolete gensylv source tree
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3007 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 14:17:27 +00:00
sebastien dde3f3795f Build system:
* Simplified the way we deal with various Octave/MATLAB contexts from MEX files:
  - only three defines: MATLAB_MEX_FILE, MATLAB_VERSION (hex number) and OCTAVE_MEX_FILE
  - one header for MEX files: dynmex.h
  - headers for BLAS and LAPACK: dynblas.h and dynlapack.h (used from Dynare++ and the MEX files)
* Merged the two sources trees of sylvester library


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3006 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 14:17:02 +00:00
sebastien e173e94839 Removing low discrepancy sequence DLL (licensing problems)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3004 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 08:44:47 +00:00
sebastien 86f866a39e Build system: update for MATLAB MEX files under MacOS X
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2978 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 16:23:29 +00:00
sebastien 6a9485b4f0 Build system:
* disable building of k-order pert DLL for the moment
* rollback on the -fPIC flags for Dynare++: we can't use the same binary objects for standalone dynare++ and k-order DLL


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2974 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:58:53 +00:00
sebastien f7a390264c k-order DLL: added files omitted in commit r2959
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2961 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-23 13:26:04 +00:00
sebastien 02640c3e43 k-order perturbation DLL:
* removed existing build system
* reorganized source: separated test files from the rest, removed obsolete test files
* incorporated the DLL and the standalone test executable to the new build system
* minor fixes to ensure compilation


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2959 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-23 13:14:05 +00:00
ferhat 4dff75d79c - the "steady_state" function is implemented with the "bytecode" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2952 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 16:34:11 +00:00
sebastien 2ac1194d39 Build system: change the flag used for OpenMP compilation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2950 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 10:34:04 +00:00
sebastien 612cf9fa9b Build system:
* always set -DNO_OPENMP
* fix for MEX/Octave with MinGW


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2945 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 16:35:33 +00:00
sebastien a7e601989a Build system: added support for building MATLAB MEX files from Cygwin
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2938 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 12:05:01 +00:00
sebastien 31aff0e756 Various fixes to build system
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2937 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 08:14:44 +00:00
sebastien 203a5258b5 Build system: added support for MEX files under MATLAB (Linux-only at this time, need to specify MATLAB version manually)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2935 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-16 16:52:22 +00:00
sebastien 83c3023274 Added build system for Octave MEX files
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2932 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-16 13:49:47 +00:00
ferhat 153c7b2542 New option: "evaluate' to evaluate the static or the dynamic model
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2919 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-11 17:06:54 +00:00
ferhat e627f62441 - bug fix in Simulate_NG
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2918 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-11 10:19:39 +00:00
ferhat 5a3ce36245 add isempty to regexp to get a boolean answer for a 32 bits system
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2893 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 15:49:07 +00:00
sebastien efee8f38d1 Fixed build_octave.m for new bytecode DLL
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2892 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 13:21:57 +00:00
sebastien e426a0214e Added new directory "mex/2009a-64bit" for 64-bit platforms using MATLAB 7.8 (R2009a) (MEX binary compatibility has been broken in R2009a for 64-bit platforms)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2891 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 13:09:34 +00:00
ferhat 9f45200924 simulate.dll has been replaced by bytecode.dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2881 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 14:40:54 +00:00
ferhat 7a6df1c342 Adaptation of simulate to matlab 64 bits
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2874 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-29 16:04:06 +00:00
ferhat d32dd99210 - extension of normalization of equations to nonlinear equations
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 09:43:01 +00:00
george 5d1fdab1f0 separating dynamic_dll handling into new dynamic_dll.cpp from k_order_perturbation.cpp containing now only mex_function for k_order_perturbationDLL and renaming k_order_perturbation.h to dynamic_dll.h
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2865 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-24 16:06:39 +00:00
george 6fc142406f separating dynamic_dll handling into new dynamic_dll.cpp from k_order_perturbation.cpp containing now only mex_function for k_order_perturbationDLL and renaming k_order_perturbation.h to dynamic_dll.h
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2864 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-24 16:01:25 +00:00
george 0ed63ac01a New C++ disklyap_fast Lyapunov doublig solver based on previous work of J. Pearlman.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2856 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-29 15:01:56 +00:00
george bee8aa8d5d minor adjustments to riccati/kalman P conversion tolerance and control
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2854 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-23 11:24:05 +00:00
ferhat 1d9260251d - sparse_dll option works fine with feedback variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2851 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-21 15:50:12 +00:00
george 486b0d333d More Linux compatible syntax adjustments
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2849 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-17 15:47:06 +00:00
george 426a6c2fcc More Linux compatible Makefiles and syntax adjustments
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2848 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-17 15:41:19 +00:00
george 20747649ea Linux Makefiles and some linux syntax adjustments
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2846 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-16 09:59:28 +00:00
george 056d5487da - Extending basic C++ KF with performance boosting algorithm for checking if P is steady within tolerance and performing reduced operations if so;
- added new functions to GeneralMatrix::isDiff* to check if matrices are different within tolerance level
- adjusting test and dll drivers accordingly


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2843 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-14 17:05:48 +00:00
george b7f96a4748 - adding overloaded multInvRight to PLUFact,
- inlining log likelihood and 
- refactoring class constructors from kalman loop


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2842 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-13 18:41:40 +00:00
ferhat 171632be23 - mex_interface in testing subdirectory
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2838 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 16:16:00 +00:00
ferhat 08c97bbef7 - Files needed to debug simulate.dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2837 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 15:40:31 +00:00
ferhat d2dfda62d6 - Correction of several bugs
- Reduction of the SparseMatrix.cc code

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2835 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 15:10:11 +00:00
george d448eb4e71 - adding assignment operator to PLUFact,
- refactoring class constructors from kalman loop and
- tidying up multInvRight in GeneralMatrix


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2831 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 11:38:57 +00:00
george 631c4f8794 Added multInvRight function and temporary matrix space for reducing constructor calls to GeneralMatrix
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2830 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-09 17:16:12 +00:00
george cbefd7ab41 Next stage refactoring of kalman.cpp to use dgemm and dgemv directly and bypass some of re-casting matrix constructors.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2819 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 15:42:12 +00:00
george 80921e4042 Adding kalmanlib.def to avoid some spurious linking errors
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2809 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 12:51:30 +00:00
george 9277cb44ff Refactoring kalman.cpp to use dgemm more directly and bypass some of re-casting matrix constructors.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2808 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 12:45:55 +00:00
george 84cb23d172 TPT' QTSQTt.f90 performance test standalone routines
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2799 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 19:48:40 +00:00
george 7174c5f3ce Fixing changes in passing hessian from mex/dll as sparse instead full matrix
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2796 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 09:57:23 +00:00
george c0808c9ae9 Fixing changes in passing hessian from mex/dll as sparse instead full matrix
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2795 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 07:33:40 +00:00
michel 53b0cf6306 k_order_perturbation: proposition of modification to integrate change to the storing of Hessian with option USE_DLL
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2790 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 14:35:28 +00:00
george 10994498ea Adding 2nd version of QTV - QTV_1.f90 and the associated test cpp file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2784 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-24 15:36:55 +00:00
george 66c571d67a Update and new test routines for testing QT performance. The lapse execution time is measured as difference between the unix date after and before the run. For correct results, supply a tab-delimited file containing the transpose of the QT
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2782 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-24 12:50:08 +00:00
george 6a6d24e5b3 Updates to Kalman filter QT library standalone exe test
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2781 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 19:19:03 +00:00
george bc28cfc8c7 Updates to Kalman filter sylv library
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2780 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 19:09:07 +00:00
george b47b9f5ed7 Updates to Kalman filter library and dll and dll tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2779 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 19:06:08 +00:00
george 061207a88e Andrea Pagano's f90 QT library and associated C++ integration and test routines
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2778 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 18:41:16 +00:00
george 6687ebb992 Adding separate and modified sylv utilities needed by KF
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2763 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 16:13:38 +00:00
george 1245d60326 1st cut of KF refactoring and simplification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2750 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-10 06:40:07 +00:00
george 4b9e7ca251 minor update to the test exe .cpp
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2732 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-07 19:49:54 +00:00
george 7bd6cb0f08 git-svn-id: https://www.dynare.org/svn/dynare/trunk@2731 ac1d8469-bf42-47a9-8791-bf33cf982152 2009-06-07 16:33:39 +00:00
ferhat 6479edf5a7 - Correction of several bugs
- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 14:45:23 +00:00
sebastien 19b704d54b trunk: removed obsolete debian stuff
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2718 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-03 11:16:33 +00:00
george c0e2ee809c Adding inner loop for performance tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2716 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-01 16:57:52 +00:00
george 298aa37a6b Makefile for new Kalman_filters.DLL (combined of difuse and non-diffuse, univariate and the main one - the multivariate
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2714 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 17:07:00 +00:00
george 061cd9269d Adding new Kalman_filters.cpp for a KF DLL combined of difuse and non-diffuse, univariate and the main one - the multivariate and its .m driver. Also, (unfinished) base kalmn_filter.cpp renamed to kalman_filter_Z.cpp
% NOTE: presampling>0 (start>1) does not yet work properly for the univariate mode!!


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2713 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 17:00:08 +00:00
george 13adc61353 Deleting obsolete, redundant DYN_pp. We should not use Dyn_pp subdirectory in korderpert directory of mex/sources for building dynarelib.a needed for korderpert but the up-to-date dynare++.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2712 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 12:38:59 +00:00
george 3b91eb8649 prepares matrices for C++ kalman_filter dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2703 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 15:50:26 +00:00
sebastien d1fc072a63 trunk korderpert: beautified code using uncrustify
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2702 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 14:28:23 +00:00
george 58819397e6 Updated prototype together with some comments merged
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2694 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 09:21:39 +00:00
george 2ff545e6c7 update makefiles
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2688 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 21:43:39 +00:00
george 7d0c11a05a update makefiles
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2687 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 21:42:39 +00:00
george b69eebfa5e Adding kalman filter files
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2686 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 21:36:49 +00:00
sebastien 6f5d4b3c95 trunk: fixed several copyright headers
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2681 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-19 08:57:07 +00:00
george 473b4d9a2f just formatting changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2659 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-06 10:10:27 +00:00
george aa3b7c78f3 added returning g_0 for extracting ghs2
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2658 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-05 20:22:33 +00:00
george cc477a360d No functional changes, just clearing up
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2650 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:37:16 +00:00
sebastien 096b2f2541 trunk:
* created a directory "matlab/matlab", for functions missing under Matlab (but existing under Octave)
* created a directory "matlab/octave", for functions missing under Octave (but existing under Matlab)
* moved "mex/octave/rcond.m" to "matlab/octave/"
* moved "matlab/rows.m" to "matlab/matlab/rows.m" (Octave has builtin "rows")
* renamed "matlab/cols.m" to "matlab/matlab/columns.m" (Octave has builtin "columns")
* moved "matlab/distributions/toolbox" to "matlab/matlab/stats"
* adapted "dynare_config.m" to reflect these changes


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2628 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 16:08:27 +00:00
sebastien e58ef63b96 trunk mex/octave/rcond.m: simplification + header update (merge needed)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2618 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 13:26:34 +00:00
michel 225a23d8a7 kordpert: added new example and standalone test code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2617 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 06:30:57 +00:00
michel 37e9be0534 kordpert: added a simpler reordering algorithm; updated Makefile
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2616 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 06:24:43 +00:00
george 29130a04da Update in handling hessian store
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2608 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-19 08:35:41 +00:00
michel 785aa69aaa mex/korderpert: providing Makefile and Makefile.include for Linux
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2607 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 20:06:04 +00:00
michel 93d690e9f8 mex/korderpert: making k_order_test.cpp consistent with test case fs2000k.mod
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2606 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 20:04:47 +00:00
michel 08e29a5427 mex/korderpert: fixing problem with DLL calling in Linux and one bug in debug message
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2605 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 20:04:05 +00:00
sebastien 2fac4b624f trunk mex/A_times_B_kronecker_C: fixed typo introduced in r2577
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2603 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 14:19:05 +00:00
michel a1ad1ed033 4.1: fixing problems in gensylv for Matlab 7.8 64 bit
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2599 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 09:01:55 +00:00
stepan 52b48c10d4 Bug fix (output path for the generated mexglx).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2578 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 14:03:28 +00:00
michel 9fa3457791 4.1: fixing again compatibility for Matlab 7.8
adding matlab_versions_compatibility.h to start factorizing necessary code

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2577 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 13:36:06 +00:00
stepan 5e1074bdab Added a mex file for computing Sobol quasi monte carlo sequences (in
an hypercube of max dimension 1111).

Because of a fortran 77 source  compiled with gfortran (g77 is no more
available on recent  debian system), we have to  override the gfortran
library shipped with matlab. This can be done using the LD_PRELOAD
environment  variable  in  the  .bashrc *or*  removing  the  libraries
distributed with  matlab *or*  modifying the script  .matlab7rc.sh. We
may provide  a (python or whatever)  script to do this  when dynare is
installed.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2574 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 13:03:41 +00:00
stepan 02681122f1 Added the modification by michel on build_matlab.m (r2565) for mwSignedIndex.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2569 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-08 13:46:47 +00:00
michel 25aa38f9c4 4.1: fixed problem with mwSignedIndex. Despite the fact that mwSignedIndex appeared
in Matlab version 7.3, Matlab Lapack library only uses it from version 7.8
     (needs to be merged in 4.0)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2565 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-07 21:13:05 +00:00
stepan fe7c01675a Changes related to the multithreaded mex files (part I).
* Removed from build_matlab.m the compilation of mex files with openmp.
* Added build_matlab_multithread.m (where openmp is used if availabe).
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2549 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 11:01:55 +00:00
sebastien 604f465992 trunk mjdgges.c: Octave doesn't define mwSignedIndex (but it does for mwSize and mwIndex...)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2541 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-31 08:58:57 +00:00
sebastien 535274d3ad trunk:
- build_matlab.m: mwSignedIndex actually appeared in Matlab 7.3 (like mwSize and mwIndex)
- mjdgges.c: use a typedef instead of a #define for mwSignedIndex


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2540 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-31 08:49:36 +00:00
michel adc5d60e23 v4.1: fixed build_matlab.m and mjdgges.c for Matlab (7.8) r2009a
added new macro NWSIGNEDINDEX_NOT_DEFINED (necessary in 64bit environments)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2539 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-30 20:13:22 +00:00
george 1654e8914b Added void KordpDynare::ReorderBlocks
a recursive, hierarchical block reordering of higher order, input model derivatives inc. Hessian


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2495 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-20 17:43:34 +00:00
george 5a564dbfbc Update: adding storage of 2nd order derivative Hessian from <model>_dynamic in k_ord_dynare. Also, correction of handling DLL for windows in
k_order_perturbation

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2476 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-17 17:26:13 +00:00
michel 1e017007d0 fixing problems in Linux DLL handling
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2475 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-17 07:58:01 +00:00
stepan 860dca071a v4.1: Removed debug flags. Added optimization flags. (=> Increase the
speed of A_times_B_kronecker_C by a factor 2).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2473 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-15 22:30:00 +00:00
stepan acee5581a9 v4.1: Cosmetic changes and more (set USE_OMP equal to one iff _OPENMP exists).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2472 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 22:51:50 +00:00
stepan 34f1a39428 v4.1: Parallelization of A_times_B_kronecker_C.cc using OpenMp if
available. Due  to incompabilities between the optimized MKL (blas)
library shipped with matlab and the free OpenMp library (libgomp), the dgemm
routine is replaced by nested loops.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2471 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 22:35:44 +00:00
george f21969d7f7 latest changes for orders >1 as system was failing with exception in KOrder constructor complaining that the passed Model Derivatives container has
no tensors of order higher than or equal 2. So I had to initialise those as empty within the container - BUT NOT SURE that is enough


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2470 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 13:32:24 +00:00
michel 1b883df049 korderpert: correcting GCC 4.3 compatibility issue
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2469 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 12:48:57 +00:00
michel b4b2b2b01c resurrecting k_ord_dynare.h deleted by mistake
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2468 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 12:48:12 +00:00
stepan fb022dd3d7 v4.1: Fixed unsigned int warning.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2467 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 11:16:34 +00:00
michel 1941302652 kordpert: small change to make it compatible with gcc 4.3
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2465 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 11:02:32 +00:00
ferhat a5a4c36ac0 Minor corrections on multiprocessing in simulate
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2464 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 17:59:45 +00:00
sebastien 70b870ef74 trunk mex/sources: fixed build files for the removing of preprocessor/include/
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2461 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 14:58:25 +00:00
ferhat b6636fc799 modifications in sparse options to support the new variable indexation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2458 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 13:33:09 +00:00
stepan c8a86252c7 v4.1: Added the possibility of multithreading for some mex files
(OpenMp is used).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2453 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-11 14:57:34 +00:00
george 3945918e47 1) uses passed mexext for <model>_Dynamic extension.
2) improved Exception handling
3) improved dev bat files

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2445 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-03 11:01:10 +00:00
george f131ac5879 update to k_order_perturbation.cpp: adding a new faction writeMMap to t_container.hweb,
modelled on lines similar to WriteMat4 that outputs all
symmetries to the Memory Map and is called directly from the k_order_perturbation.cpp. Test program updated too.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2444 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-02 09:59:50 +00:00
stepan 9016f3bb4a v4.1:: Removed path to BLAS for the compilation sparse_hessian_times_B_kronecker_C.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2436 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-25 11:37:34 +00:00
george 9ee2a23a5d Updated for passing qz_criterium and unit root models
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2415 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 17:21:38 +00:00
george 91264b696f changed k_order_perturbation.cpp to use dr.ys instead oo_.steady_state
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2410 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-09 19:16:59 +00:00
george 24969d42a7 Update test model without "both" and without unit root variables and new Matlab test emulator of FirstOrder.cpp
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2409 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-09 11:19:48 +00:00
george c98d175e4b Updates for prototype based on reading output mat file.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2388 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-02 12:57:07 +00:00
ferhat eb4b2a50a0 - Correction of bugs in deterministic simulation with option sparse_dll
- parallel programming (with openMP API, available since GCC 4.3.2) implemented in the symbolic gaussian elimination algorithm

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2386 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-30 11:36:15 +00:00
george e247e3ef0b Update: k_ord_dynare.cpp that prints the order when running ReorderDynareJacobianIndice
and k_order_perturbation with MAT file printout


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2380 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-28 19:26:40 +00:00
george 88afe87f0c Update: test main which writes MAT file too
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2379 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 19:48:53 +00:00
george 3165e2a6dc Update, The exit from the walkstochsteady, i.e. the code in the main() following exit is not complete - it is there only for debugging up to that point.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2375 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:08:08 +00:00
sebastien 2495aca72a trunk:
* updated copyright headers of all files modified since January 1st: the copyright notice now encompasses 2009
* fixed various other copyright header issues


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2364 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 14:39:24 +00:00
ferhat 4fe7e3e155 - SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate)
- Correction in model_info.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-20 22:04:37 +00:00
michel b1e3185592 separating lead and lag variables (m and P)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2357 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-14 20:35:25 +00:00
george a39c2eb17f Update: jacobian reordering methods and update of sparse tensor population. Also, test .cpp using new 1 lag 1 lead model derived from fs2000a.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2356 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-13 22:25:51 +00:00
george a750cba621 This one is for testing fs2000k.mod model derived from fs2000a but with only 1 lead and 1 lag and auxiliary variables for C2(+1)=C(+2) and P2(+1)=P(+2) and uses npred=dr.npred-nboth. Still falling over, pending reordering of jacobian.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2355 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-06 16:35:43 +00:00
george 75e3717e64 Modified so that the memory space for the derivatives matrix is allocated higher in the calling chain, inside calcDerivatives. Also, changed to pointer based handling of the sparse tensor. Still not working and pending changes for auxiliary variables for test model.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2354 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-05 15:20:13 +00:00
george 057beacc95 tests.cpp removed - it is not needed for the k-order library and interferes with the build
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2348 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 14:21:31 +00:00
george 814d15788d Modifying instruction for Makefile in the extern/matlab so that it works without cweb and hweb files and create k_ord_lib.a
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2347 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 12:54:02 +00:00
george c731bc0320 Deleting binary library and modifying Makefile in the extern/matlab so that it works without cweb and hweb files and creates k_ord_lib.a
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2346 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 12:52:28 +00:00
george ed39ec73a9 checks commented out from Approximation::approxAtSteady and Approximation::walkStochSteady
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2345 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 10:11:49 +00:00
george 2d328f6858 Update: apparently resolved segmentqtion error but falls in FirstOrder:: solve jacobian partitioning
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2344 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-30 18:08:50 +00:00
george 7bde4672f8 Update of the interface class module -
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2343 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-24 19:03:19 +00:00
george d618138b2a Update of test driver and main interface
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2340 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-23 23:37:17 +00:00
george 023ea4b954 Update: k_order core files and Dun_pp makefiles
Added: Test Exe driver k_order_test_main.cpp and the temporary .bat files for compiling and linking DLL and the Test Exe driver and Readme.txt
Also added needed utils Dyn_pp subdirectory and the temporarily needed integ subdirectory 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2337 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-21 19:48:58 +00:00
www-data bc353ffee7 trunk: removed all DLL binaries
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2332 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 15:41:20 +00:00
ferhat 29ca49f885 - Correction of several bugs in sparse_dll
- Pound expressions accepted with sparse option


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2329 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 10:24:31 +00:00
sebastien 9149a9ca88 trunk mex/sources/build_matlab.m:
* activate -largeArrayDims option for PCWIN64 platform
* some code factorization


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2287 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-04 15:45:55 +00:00
michel 76d79b295d adding instructions for PCWIN64
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2286 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 20:58:34 +00:00
george 2493322c84 Update: Compiles and links but does not work yet
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2285 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 19:22:48 +00:00
george e0a8365ec8 An update, still work to do
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2279 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-02 15:25:04 +00:00
george ca0e886204 Update - not yet working
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2260 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-17 17:00:54 +00:00
ferhat f904a1a19d - new Incidence_Matrix class
- lead and lag on exogenous variables
- corrections in dr1_sparse and dr11_sparse
- minor corrections in simulate

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2255 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-14 16:07:47 +00:00
george 1160ea9161 Interface update, not yet complete
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2241 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-06 10:14:13 +00:00
sebastien 1e251c4ba5 trunk build_matlab.m: fixed compilation issue
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2189 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-22 15:42:02 +00:00
sebastien 6ad7cc087c trunk simulate.dll: fixed compilation issue
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2188 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-22 15:39:40 +00:00
george 0337bae230 More Dynare_pp reformatted and cleared from CWEB references
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2183 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-20 16:19:58 +00:00
george 5f5705de80 Dynare_pp files Cleared from references to CWEB and reformatted
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2182 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-20 16:11:59 +00:00
sebastien deea50d8ce trunk simulate.dll: removed non-GPL code
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2164 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-17 09:46:50 +00:00
george 91e55812c8 More structure to the bones - still very rough sketch of the interface
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2142 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-09 09:41:26 +00:00
george f70374eb19 K-Order Perturbation: Adding the Core subset of Dynare++ deemed needed for k-ord perturb. and the bare bones of the new interface (not compilable yet)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2136 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-06 10:25:09 +00:00
sebastien 03ac5d9032 trunk: changes to MEX build system
* build_matlab.m no longer exits after compilation
* added a new build_matlab_debian.m script for Debian packaging
* fixed copyright notice of build scripts
* cosmetic changes


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2085 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-19 10:45:07 +00:00
adjemian af34f4d529 Fixed a compilation problem with mex (version 2008a) which does not seem to understand wildcard character *.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2082 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-18 12:56:31 +00:00
sebastien e884dd5272 v4 mex: recompiled all DLLs for Windows/32 with Matlab 7.5
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2019 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 15:48:28 +00:00
ferhat 6a3d20452b Minor corrections:
- Bug in check.m with model without sparse options
- Display in simulate.dll
- "Model_InfoStatement" renamed "Model_InfoStatement" in ComputingTasks

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2010 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-29 12:31:25 +00:00
ferhat f18859fef2 - Bugs corrections in deterministic simulation with sparse option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1994 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-25 15:09:01 +00:00
sebastien c633f68b12 v4 mex/sources: added copyright+license header to all remaining files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1973 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-31 09:10:29 +00:00
sebastien ddaaf9e1e3 v4 matlab:
* added a function matlab_ver_less_than() for testing Matlab version
* updated dynare_config.m and build_matlab.m accordingly
* removed tests to check whether we are older than Matlab 6.5 (R13), since we don't support those old versions anymore
* removed a few unnecessary uses of eval()


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1936 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-07 17:08:55 +00:00
sebastien 5ef425857a v4 preprocessor mex: various minor fixed to ensure correct compilation under g++ 4.3
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1906 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-28 11:20:45 +00:00
sebastien d86885ea75 v4 mex: fixed error in build_matlab.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1905 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-28 11:00:13 +00:00
sebastien d3e739d9be v4 mex: fixed compilation for Octave/Windows/MSVC2008
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1904 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-27 23:22:52 +00:00
sebastien 051428ee36 v4 mex: removed asamin.dll
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1903 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-27 23:22:04 +00:00
sebastien d64d9fe734 v4 mex:
* renamed build.m to build_matlab.m, and made various enhancements
* this script now makes Matlab quit after compilation (necessary for autobuilding)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1901 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:53:26 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
sebastien 66c5c66e2f v4 mex: cleanups related to Blas and Lapack function calls
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1894 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-23 21:58:45 +00:00
michel 7054fd2f87 v4 mex: fixed problem with A_times_B_kronecker_C on Linux/64 bits
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1892 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-23 09:38:46 +00:00
sebastien e315e73577 v4 mex: added compilation flag for Linux 64 bits
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1889 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-20 16:33:06 +00:00
sebastien 5ae83c57b8 v4 mex:
* fixed type of mwIndex and mwSize: int instead of unsigned int
* removed extra line in build.m


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1883 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-19 13:12:41 +00:00
michel d511fcf6a0 replacing 2007b/*.mexw32 by ones compiled by Cygwin/gcc on michel-lat2 as the previous ones seem to pose problems
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1842 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-23 13:38:12 +00:00
michel d8170e4054 updating build.m and gensylv for Linux
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1838 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-22 08:56:52 +00:00
adjemian 4f50ae6e9b Updated tests for kronecker products.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1825 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-16 07:54:52 +00:00
michel aafe00138d v4 A_times_B_kronecker_C.cc: removed remaining cast (int *)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1818 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-02 13:02:58 +00:00
sebastien 6ca15f8a95 v4 mex+preprocessor: binary update
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1777 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-03 07:56:49 +00:00
michel 2058786de8 v4 mex: add definition of mwIndex and mwSize when necessary
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1772 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 12:54:04 +00:00
michel 4c7c181b15 v4 mex: removed castings from call to DGEMM
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1771 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-04-02 12:52:49 +00:00
sebastien dba0205e1c v4 preprocessor mex/sources/simulate: replaced C headers by their C++ counterpart
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1712 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-19 14:35:59 +00:00
sebastien 16dd3aefae v4 mex/sources:
* build.m: fixed incorrect path for preprocessor source
* build.m: removed path information for launching mex from MacOS (not necessary since we use eval() instead of system())
* added binary for simulate / Windows 32 / Matlab 7.5


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1692 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-05 09:12:26 +00:00
michel 80eb1faab2 moving mex directory
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1690 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-04 21:31:12 +00:00