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179 Commits (54c6dbd7083a0374d7ae05f2c27ea3fb6643f099)

Author SHA1 Message Date
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