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347 Commits (356fe7b248c808da195f037a52c0e9a66218822f)

Author SHA1 Message Date
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