1d22536bc5
Add back workaround for MKL with DGGES and VSL
...
The workaround was removed in de159c0480
2019-05-21 17:28:11 +02:00
4d17c8b10d
Dynare++: move multithreading abstraction to the "utils" module
2019-05-02 12:38:56 +02:00
faa3185bdf
local state space iterations 2 DLL: various modernizations and simplifications
2019-04-30 15:54:49 +02:00
1199d4abae
kronecker DLLs: various modernizations and simplifications
2019-04-30 15:54:48 +02:00
de159c0480
mjdgges DLL: convert to C++ (for consistency with other DLLs)
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Various modernizations and simplifications.
Also remove a workaround for a LAPACK bug in DGGES (the VSL argument was
apparently referenced even though JOBVSL="N"). Hopefully the bug has been fixed
everywhere now.
2019-04-30 15:54:45 +02:00
b115b76e0d
Kalman steady state DLL: various modernizations and simplifications
2019-04-30 15:54:43 +02:00
80267f56e5
Block kalman filter DLL: various modernizations and simplifications
2019-04-30 15:54:40 +02:00
f5e2bfc30a
Ask GCC to warn about C-style casts (-Wold-style-cast)
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Adapt the code accordingly.
2019-04-23 13:03:20 +02:00
76e7acab7c
block_kalman_filter DLL: fix header file extension
2019-04-23 09:33:28 +02:00
f953374dba
More Unicode copyright symbol
2019-04-16 14:34:05 +02:00
c9bdc2c885
Dynare++: simplify methods for getting number of columns and rows of a matrix
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Previously there were GeneralMatrix::numRows() and TwoDMatrix::nrows() for doing
the same thing (and same for columns and Const versions).
Merge these two into GeneralMatrix::nrows().
2019-04-16 12:44:02 +02:00
be170f131c
k-order DLL: fix compilation error on Windows introduced by b1ba53ce0
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Ref #217
2019-04-16 12:13:30 +02:00
57848930c6
Use Unicode copyright symbol (in UTF-8 encoding)
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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
e281f35213
Lift upper restriction on approximation order
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Ref #217
2019-04-15 17:34:01 +02:00
b1ba53ce05
dynare_simul_ DLL: adapt for an arbitrary approximation order
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The last input argument is now a struct containing matrices g_0, g_1,…
Typically one can pass oo_.dr for this argument.
Ref #217
2019-04-15 17:34:01 +02:00
68aa1ace8f
k-order DLL: in use_dll mode, get model derivatives from preprocessor at an arbitrary order
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Ref #217
2019-04-15 17:34:01 +02:00
a101457cf0
k-order DLL: fix wrong assertion in MATLAB mode
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Bug introduced in 4c6e911d6#217
2019-04-15 17:34:01 +02:00
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
4c6e911d69
k-order DLL: in MATLAB mode, get model derivatives from preprocessor at an arbitrary order
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We no longer use the old ‘modfile.dynamic’ compatibility layer. We directly
call the ‘modfile.dynamic_g*’ functions.
Ref #217
2019-04-12 18:26:31 +02:00
c31ba8bebf
k-order DLL: in ‘use_dll’ mode, compute # of temp. terms. using M_.dynamic_tmp_nbr
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The preprocessor no longer exports the ‘ntt’ symbol in the MEX.
Ref #217
2019-04-12 18:26:31 +02:00
d7dd7214c7
k-order DLL: convert model derivatives from Dynare to Dynare++ format at an arbitrary order
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Ref #217
2019-04-12 18:26:30 +02:00
2dc988b69d
k-order DLL: make model derivatives storage ready for an arbitrary order
2019-04-10 19:00:49 +02:00
85f472c74b
Dynare++: new helpers for constructing {Const,}{TwoD,General}Matrix from mxArray*
2019-04-10 19:00:49 +02:00
d0b4429fb6
k-order DLL: misc minor improvements
2019-04-10 09:41:58 +02:00
b556290d60
k-order DLL: simplify and better document correspondence between Dynare and Dynare++ variable orderings
2019-04-10 09:23:32 +02:00
efa1f39e71
k-order DLL: finally adapt for M_.{endo,exo}_names as cell arrays
2019-04-08 18:47:49 +02:00
86a607a4fc
k-order DLL: make the output arguments ready for arbitrary order
2019-04-08 18:47:49 +02:00
bdc95f23aa
Make MEX build system forward-compatible with Automake 2.0
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We now use a symbolic link farm to make source file accessible from build
directories.
Closes #466
2019-04-05 16:55:11 +02:00
dee230bf32
Minor shell modernization
2019-04-05 12:12:24 +02:00
fa64a25825
qmc_sequence DLL: various modernizations and simplifications
2019-04-03 19:04:36 +02:00
dd09264b03
k-order DLL: return unfolded matrices in 5th output argument
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Thus we can remove unfolding code from k_order_pert.m.
2019-04-02 19:16:13 +02:00
20cbc30450
k-order DLL: various simplifications
2019-04-02 19:16:10 +02:00
7e46d8267c
mac: make build system work with clang and gcc
2019-04-01 17:38:42 +02:00
a93c6681c7
clang: can’t print non POD type through variadic function
2019-04-01 16:05:47 +02:00
fb4d14c0a2
Fix build failure with MATLAB ≤ R2011a with recent GCC
2019-03-25 18:47:50 +01:00
c46023ad56
POSIX shell stylistic improvements
2019-03-25 18:47:49 +01:00
4c11e9e9ec
Dynare++ kord and MEX: various modernizations and improvements
2019-03-07 19:46:15 +01:00
14f85cf448
Dynare++ kord library: various modernizations and improvements
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Note that I removed several #define whose purpose was to avoid typing "typename
ctraits<t>::…". Even though this tends to complicates the code, this is
probably safer, especially since the #define was capturing a free variable (t).
2019-03-06 18:43:04 +01:00
6d99b6d120
Dynare++ kord library: various modernizations and simplifications
2019-03-05 18:35:35 +01:00
7fd95a6b72
Dynare++ kord library: use modern pseudo-random number generators
2019-03-05 12:29:17 +01:00
58bdee12c3
Dynare++ tensor library: refactor static stuff
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- encapsulate it more clearly
- make it thread safe
- put back the Pascal triangle initialization stuff removed in 9512a32ad0
2019-02-21 19:00:50 +01:00
b72857d4ce
Dynare++: the get() method of tensor containers now return a reference
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Previously it was returning a pointer, which is non-standard for containers,
and was leading to ugly dereferencing everywhere.
2019-02-20 18:06:58 +01:00
b5793ddd22
Dynare++: use std::unique_ptr for storage inside tensor containers
2019-02-20 17:04:34 +01:00
9f4986e90e
Add missing Dynare++ header file to MEX builds
2019-02-19 18:53:21 +01:00
9512a32ad0
Dynare++: remove duplicate implementation of the Pascal triangle
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As a consequence, the singleton implementation has to be made thread-safe.
Also implement the singleton pattern using a namespace, rather than a static
instance.
2019-02-19 16:46:04 +01:00
5fcf563c61
Dynare++: factorize and optimize code for integer exponentiation
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There were two implementations of integer exponentiation. Merge them into a new
file under utils/cc/.
By the way, optimize it using exponentiation by squaring.
2019-02-19 15:50:07 +01:00
9dfb556740
k-order DLL: fix bug introduced in 1f7d3beddc
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For the IntSequence class, the initialization with {} and () are no longer
equivalent.
2019-02-12 19:09:28 +01:00
1f7d3beddc
Dynare++ tensor library: modernize the Symmetry class
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We now use a initializer list constructor for creating symmetries of the form
$y^n$, $y^n u^m$, $y^nu^m\sigma^k$.
The constructor taking a single integer is used to initialize a symmetry of a
given length.
Similar changes are made to IntSequence.
This behavior is similar to std::vector.
2019-02-11 16:45:07 +01:00
af722f438f
Dynare++: drop remaining "using namespace std"
2019-02-06 19:00:46 +01:00
733308807d
Dynare++: by default, use as many threads as there are logical CPUs
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The former default was 2 threads, since Dynare++ was written at a time when
hyper-threading was being generalized (but multiple cores were not).
2019-01-29 16:34:25 +01:00
752a02a36c
Dynare++: use C++11 threads (instead of POSIX threads API)
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On Windows, this means that a POSIX threads implementation is no longer needed,
since C++11 threads are implemented using native Windows threads.
On GNU/Linux and macOS, POSIX threads are still used under the hood.
A new m4 macro (AX_CXX11_THREAD) is used to add the proper compilation
flags (instead of AX_PTHREAD).
2019-01-28 18:44:24 +01:00
a9e51ac4c0
Dynare++ sylvester equation solver: remove the SylvMemory class, not actually used
2019-01-25 18:43:21 +01:00
1ef1dedc65
Refactor GeneralMatrix and ConstGeneralMatrix classes
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- Remove the GeneralMatrix(const ConstVector &) constructor, since it is hides
a memory allocation (copying the ConstVector into a fresh Vector). This
helped detecting and fixing several unneeded memory allocations. Some other
memory allocations are now more visible (with an explicit Vector{}
constructor).
- Add checks in GeneralMatrix(Vector, …) and ConstGeneralMatrix(ConstVector, …)
constructors for verifying that the {Const,}Vector has unit-stride (this was
an implicit assumption so far) and is large enough for storing rows*cols
elements.
- Add GeneralMatrix::operator=(const ConstGeneralMatrix &).
- Delete ConstGeneralMatrix::operator=().
2019-01-24 15:27:23 +01:00
c711d34d1d
Dynare++ / sylvester equation solver: refactor Vector and ConstVector classes
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- these classes now encapsulate a std::shared_ptr<{const, }double>, so that
they do not perform memory management, and several {Const,}Vector instances
can transparently share the same underlying data
- make converting constructor from ConstVector to Vector explicit, since that
entails memory allocation (but the reverse conversion is almost costless, so
keep it implicit); do the same for GeneralMatrix/ConstGeneralMatrix,
TwoDMatrix/ConstTwoDMatrix
- remove the constructors that were extracting a row/column from a matrix, and
replace them by getRow() and getCol() methods on {Const,}GeneralMatrix
- rename and change the API of the complex version Vector::add(), so that it is
explicit that it deals with complex numbers
- add constructors that take a MATLAB mxArray
2019-01-22 16:13:22 +01:00
3c5afded8e
k-order DLL: fix build failure
2019-01-10 19:45:11 +01:00
e45d230a3d
Rename .dat file to standard .hh extension
2019-01-10 14:29:58 +01:00
188d6296d7
Dynare++: finish to apply Dynare C++ coding style and extensions (.cc/.hh)
2019-01-08 17:12:05 +01:00
ce1ef47093
dynare++ / tensor library (TL): move away from CWEB
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By the way apply Dynare C++ coding style and extensions (.cc/.hh).
2019-01-08 16:09:25 +01:00
84255f9e9a
dynare++/integ: move away from CWEB
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By the way apply Dynare C++ coding style and extensions (.cc/.hh).
2019-01-04 17:28:20 +01:00
df772325a2
dynare++/kord: move away from CWEB
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By the way apply Dynare C++ coding style and extensions (.cc/.hh).
2019-01-04 16:32:05 +01:00
dcac799289
Fix check for QZ eigenvalue criterium
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The criterium was previously incorrectly applied to the square absolute value of
eigenvalues. Rather apply it to the absolute value itself (as done in
mjdgges.m and the AIM solver).
Closes #1632
2019-01-02 16:37:30 +01:00
736d43c4e6
Bump minimal MATLAB version requirement to 7.9 (R2009b)
2018-11-13 15:59:16 +01:00
c6f5c804d9
Gensylv MEX also needs MatIO (because Dynare++ code does)
2018-11-12 12:56:01 +01:00
331a27398a
Fix another memory leak in k-order DLL
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Re Dynare/dynare#1490 .
2018-11-08 17:30:48 +01:00
50a09a687e
C++11 modernization
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Incidentally, fix a memory leak related to DynamicModelAC instantiation, using
a std::unique_ptr (see Dynare/dynare#1490 ).
2018-11-08 17:24:19 +01:00
afc9f94854
On Windows, statically link the pthread library
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Otherwise the DLL is dynamically linked against libwinpthread. This regression
was introduced by commit 671fe4bcd
2018-11-07 14:38:04 +01:00
671fe4bcd4
Build system improvements on Windows (MinGW / MSYS2)
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- Use the -static flag when linking Dynare++, so that shipping libquadmath and
libgcc DLL in the installer is no longer needed.
- Use AM_CXXFLAGS and AM_LDFLAGS variables for changing flags, since CXXFLAGS
and LDFLAGS are user variables. Also, this avoids passing these flags down to
configure scripts in subdirectories.
- Check for the SZIP library in the configure test for the MatIO, this is
needed under MSYS2.
- Statically link MatIO and GSL in MEX files for MATLAB, this is needed under
MSYS2.
2018-11-06 12:17:56 +01:00
ffb36e5713
Remove obsolete kludges for MinGW
2018-10-02 17:10:36 +02:00
59642c3312
C output of preprocessor now splits generated fcts into several smaller fcts
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Adapt the k-order DLL as a consequence.
2018-10-01 16:13:12 +02:00
feeda74dfb
Remove spurious executable permission
2018-09-27 12:24:57 +02:00
d03cc56587
solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
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The gmres() function has been implemented (actually since Octave 3.4.1!).
2018-08-02 15:20:39 +02:00
932e5f946c
Update preprocessor submodule
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Adapt bytecode DLL as a consequence.
2018-07-18 17:52:44 +02:00
cb46a2697e
Fix invalid memory write in k-order DLL
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The bug would show at order 3 when the last output argument (derivs) is not
requested (in practice every 3rd order solution without pruning). The DLL would
still attempt to write into it, causing an invalid memory access.
2018-07-02 16:37:46 +02:00
b2c554623f
Various fixes related to the new layout of generated files
2018-06-28 18:14:40 +02:00
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
f5bf76deb5
fix mex build system for macOS
2018-06-27 15:04:33 +02:00
a71e0ebee4
Add a compile-time check for MATLAB version, as we already do for Octave
2018-06-06 14:31:25 +02:00
e1a3c40ef0
Fix compilation of MS-SBVAR DLL under Octave 4.4
2018-06-05 17:07:45 +02:00
e669321eec
Require C++14 for MEX files
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Needed because bytecode DLL uses some preprocessor code which is C++14.
2018-06-05 11:34:41 +02:00
02084ce310
Remove qzcomplex Oct-file
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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
3f674f0f26
Enforce minimal Octave version in the configure script
2018-05-16 10:50:27 +02:00
e2c2f2d966
Remove fallbacks for ilu, linsolve and ordschur under Octave
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These functions are all included in Octave 4.2.
2018-05-16 10:48:44 +02:00
f665379fcc
Kludge for bug in MinGW, that defines __STDC_UTF_16__ but not char16_t
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This breaks the matrix.h of older MATLABs (e.g. R2009a). Also see <uchar.h>.
2018-05-15 19:29:17 +02:00
fbddfc0aae
Require C99 when compiling MEX files, since mjdgges now uses C99 features
2018-05-15 14:53:56 +02:00
7a2aa211bf
Make mjdgges DLL compatible with MATLAB interleaved complex API
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This API was introduced in MATLAB 9.4 (R2018a), because the internal
representation of complex numbers has changed.
2018-05-14 15:16:09 +02:00
fdf9a8a453
move preprocessor to submodule
2018-02-16 16:44:16 +01:00
fb6a11f544
move estimation-dll to its own repository: https://github.com/DynareTeam/estimation-dll.git
2017-09-22 15:31:23 +02:00
1ff5c3f571
Fix various typos (thanks lintian).
2017-06-28 15:06:54 +02:00
119e5b4dfa
Corrects bugs in bytecode related to the use of finite instead of isfinite and to mxMalloc tests
2017-06-05 18:51:43 +02:00
e3769670df
Updated AC_INIT
2017-05-19 18:54:32 +02:00
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
b4448937cc
Fixed indentation of c/h/cc/hh files.
2017-05-16 16:30:27 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
981e31c8c3
Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
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(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
e248d8bf59
Fix memory and periods issues in bytecode
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(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
2017-05-08 18:39:44 +02:00
857fc3c4f4
Corrects several bugs related to bytecode:
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- Memory allocation is checked
- The amount of memory allocated for conditional forecast is corrected
2017-04-05 11:48:40 +02:00
8925e7ca1f
Cosmetic patch (remove some warnings about potentially uninitialized variables in bytecode).
2017-02-13 19:22:26 +01:00
537e384122
Fixed make parallel mode (missing dependency in automake).
2016-12-01 23:25:01 +01:00
1229372a6c
Defines M_PI (cross compilation for Octave).
2016-12-01 13:32:54 +01:00
23642b3b6b
Defines M_PI, M_SQRT2 and finite() in bytecode...
...
... Which are not in standard C/C++ (otherwise compilation of the mex for Octave
with -std=c++11 fails).
2016-12-01 13:32:54 +01:00
Sébastien Villemot
Houtan Bastani
Sébastien Villemot
Ferhat Mihoubi
Stéphane Adjemian (Charybdis)