Sébastien Villemot
8128fd4cc3
Bytecode: minor improvements of interfacing with UMFPACK
2023-04-03 18:34:55 +02:00
Sébastien Villemot
c4ad1d58e8
Bytecode: minor simplification to debug mode
2023-04-03 18:34:45 +02:00
Sébastien Villemot
d3afa980aa
MEX: better type definition for long SuiteSparse integers under Windows
2023-04-03 18:31:04 +02:00
Sébastien Villemot
d078810625
MEX: remove obsolete MSVC check
2023-04-03 14:59:36 +02:00
Sébastien Villemot
a45b00fa69
MEX: better type definition for BLAS/LAPACK integers in C and C++
...
int64_t on 64-bit machines better expresses the intent than ptrdiff_t. This is
also more consistent with what is done in Fortran.
2023-04-03 14:58:07 +02:00
Sébastien Villemot
f0888468e6
Bytecode: optimize memory consumption during iterations
...
mxArray objects were not properly destroyed within the iteration loop, leading
to higher memory usage. Note that there was no memory leak, because these
objects would be destroyed later by MATLAB when exiting the MEX.
2023-04-03 14:14:33 +02:00
Sébastien Villemot
5a1abb1b87
Bytecode: cleanup memory management for UMPACK memory buffers
...
There was probably no bug but it is safer this way.
2023-03-31 18:43:16 +02:00
Sébastien Villemot
8dae5393f5
Bytecode: remove unused function
2023-03-31 17:37:31 +02:00
Sébastien Villemot
403db2cc64
Bytecode MEX: under Octave, use system-wide umfpack.h instead of our own version
2023-03-31 16:18:27 +02:00
Sébastien Villemot
6dbc7c2a17
Windows package: improve hack for statically linking libgomp into MEX files
...
Link only the needed parts, instead of embedding the whole library.
2023-03-15 17:35:25 +01:00
Sébastien Villemot
c7d2ea0a62
Bytecode: remove meaningless initializations
2023-02-24 15:29:52 -05:00
Sébastien Villemot
325e6487d4
Bytecode: move computation routines out of the Evaluate class
2023-02-24 15:18:43 -05:00
Sébastien Villemot
17df930eb9
Bytecode: remove unused function
2023-02-24 15:01:35 -05:00
Sébastien Villemot
0e1678c13a
Bytecode: no longer have instruction pointer as a member variable of Evaluate class
2023-02-24 14:30:15 -05:00
Sébastien Villemot
13b3208cdb
Bytecode: move all logic for navigating through the .cod file into the Evaluate class
2023-02-23 17:37:08 -05:00
Sébastien Villemot
aaab993ccf
Bytecode: merge CodeLoad class into Evaluate
2023-02-23 11:21:22 -05:00
Sébastien Villemot
895ce96c61
Bytecode: fix memory management for FBEGINBLOCK and FCALL tags
...
FCALL was not properly deallocated, hence leading to a memory leak.
Also simplify the handling of FBEGINBLOCK through a std::unique_ptr.
2023-02-21 16:58:45 -05:00
Sébastien Villemot
1ad6b29936
Bytecode: misc minor simplifications
2023-02-21 16:31:08 -05:00
Sébastien Villemot
24b2976ac2
Bytecode: move CodeLoad class out of the preprocessor
2023-02-21 16:02:21 -05:00
Sébastien Villemot
05ba2970be
Bytecode: diminish the number of data members in Evaluate class
2023-02-17 13:46:41 -05:00
Sébastien Villemot
c3e1480a52
C++17 modernization: use std::extent_v to get raw arrays size
...
This can prevent mistakes when the array is modified.
2023-01-24 13:43:02 +01:00
Sébastien Villemot
7922fc011e
perfect_foresight_problem MEX: move to the sparse representation
...
Ref. #1859
2023-01-24 13:43:00 +01:00
Sébastien Villemot
4ecc78a931
Preprocessor: drop unused per-block max lead/lag fields
2023-01-17 14:43:56 +01:00
Sébastien Villemot
0c5c96e724
Bytecode w/ block decomposition: no longer output derivatives w.r.t. exogenous and endogenous outside the block
2023-01-17 14:24:02 +01:00
Sébastien Villemot
8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter
2023-01-13 16:57:49 +01:00
Sébastien Villemot
f84753025d
Bytecode: the block and non-block versions now coexist in parallel
...
As a consequence, a new “block_decomposed” option of the bytecode MEX has been
introduced to explicitly select the block-decomposed version.
Note that we do not always use the “block_decomposed” option even when the
“block” option has been passed to the user, in situations where the block
decomposition brings nothing (e.g. when evaluating the residuals of the whole
model).
2023-01-09 15:20:46 +01:00
Sébastien Villemot
a8f5bdd525
Build system: no longer need to pass -pthread or -mthreads for C++11 threads as of GCC 10
2023-01-05 17:58:42 +01:00
Sébastien Villemot
9c4dd1b1d0
Remove irrelevant comment
...
[skip ci]
2023-01-04 15:00:27 +01:00
Sébastien Villemot
d574705b4a
Design and performance improvement to solve_algo={12,14}
...
Use the new time-recursive block decomposition computed by the preprocessor
for:
- the simulation of backward models with “simul_backward”
- the perfect foresight simulation of purely backward/forward/static models
Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it
minimizes the set of feedback variables and tries to renormalize equations).
This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus
an ad hoc identification of some equations that can be evaluated (those with a
LHS equal to a variable, the log of a variable, or the diff-log of a variable).
By the way, the block_trust_region MEX has been modified so that it accepts a
boolean argument to decide whether it performs a Dulmage-Mendelsohn
decomposition (if not, then it performs a simple trust region on the whole
nonlinear system).
This provides a significant performance improvement (of almost an order of
magnitude for solve_algo=14 on a 700 equations model).
2022-11-30 14:47:57 +01:00
Sébastien Villemot
10fdc42516
block_trust_region MEX: add support for sparse Jacobian
...
If the function to be solved returns a sparse Jacobian, simply convert it to a
dense representation.
2022-11-30 14:47:57 +01:00
NormannR
a245fbb390
Implements a Fortran update of the states variance-covariance matrix for the Kalman filter
2022-11-14 16:24:46 +00:00
Johannes Pfeifer
fe0606ae06
logarithmic_reduction.m: use positive penalty add-on
2022-10-11 16:13:03 +02:00
NormannR
afb044c23e
Fix cycle reduction:
...
(i) making the norms consistent between cycle_reduction and its test;
(ii) remove hard errors in cycle_reduction Fortran and Matlab routines
2022-10-11 12:11:30 +02:00
NormannR
855887b249
Implements a logarithmic reduction Fortran routine and the associated test
2022-10-11 12:11:06 +02:00
Normann Rion
d17204cc84
Implements a cycle reduction Fortran routine and the associated test.
...
The Fortran routine replaces the former Matlab code in matlab/cycle_reduction.m
2022-10-03 14:38:12 +02:00
NormannR
c6d5c48ff7
Local state-space iteration at order 3: multi-thread 3rd-order version with and without pruning
2022-08-30 14:06:19 +02:00
Sébastien Villemot
24d7f569f1
Bytecode MEX: fix compilation under GCC ⩾ 11
...
Problem introduced in previous commit.
2022-07-29 14:30:45 +02:00
Sébastien Villemot
e22ca82ab6
Bytecode MEX: drop the ErrorMsg class and integrate most of its members inside the Evaluate class
2022-07-29 13:04:31 +02:00
Sébastien Villemot
034a981daa
Bytecode MEX: streamline error handling
2022-07-29 13:04:29 +02:00
Sébastien Villemot
4ec6c0dab4
Bytecode MEX: streamline preprocessor guards in includes
2022-07-29 12:40:33 +02:00
Sébastien Villemot
0076644bda
Bytecode MEX: fix bug with PowerDeriv printing introduced in ff85fc6489
2022-07-28 17:13:23 +02:00
Sébastien Villemot
7c4dc1abce
Bytecode MEX: in error messages, revert back to default floating point format
...
A move to fixed format was erroneously made in
4893f0e82c
and
ff85fc6489
, where stream formatting of floating
points has been replaced by the use of std::to_string().
2022-07-28 17:10:12 +02:00
Sébastien Villemot
6e1635658f
Bytecode MEX: split out code for dealing with variable names into a dedicated BasicSymbolTable class
2022-07-28 16:56:40 +02:00
Sébastien Villemot
5df3fde95e
Bytecode MEX: streamline function for adding tildes below FP error
2022-07-28 15:48:21 +02:00
Sébastien Villemot
ff85fc6489
Bytecode MEX: refactor the routines that display expressions in human-readable form
...
In particular, minimize the number of parentheses written, using the same
algorithm as in the preprocessor.
2022-07-27 18:06:08 +02:00
Sébastien Villemot
1b13bb2e6e
Bytecode MEX: simplify type for storing list of instructions
2022-07-26 18:27:23 +02:00
Sébastien Villemot
9d84048710
Bytecode MEX: fix bug introduced in 8c01912a50
...
Use an iterator wrapped inside std::optional instead of a possibly-singular
iterator, because the latter has undefined behaviour.
By the way, pass arguments by const reference.
2022-07-26 16:35:06 +02:00
Sébastien Villemot
dc224e71ed
Bytecode MEX: fix error messages for derivatives w.r.t. exogenous / exogenous deterministic
...
The wrong type was used for querying symbol names.
2022-07-26 16:35:06 +02:00
Sébastien Villemot
8c01912a50
Bytecode MEX: simplify printing of numerical errors in expression
...
In particular, no longer rely on a duplicate implementation of the evaluator to
locate where the NaN or Inf is produced. Rather directly pass the pointer to
the faulty operator.
2022-07-25 18:07:18 +02:00
Sébastien Villemot
a8351130f1
Bytecode MEX: bugfix in error message printing
...
Class Evaluate had data members with the same name as members of
ErrorMsg (which it derives from). In practice, this means that the data members
from ErrorMsg could be unitialized when displaying error messages.
2022-07-25 15:07:52 +02:00