Commit Graph

126 Commits (6ae86024eac8224f16b9dbc83e50c081c449656d)

Author SHA1 Message Date
Sébastien Villemot 9e1df25580
Dynare++: various simplifications 2019-02-20 14:36:35 +01:00
Sébastien Villemot 02d6f86487
Dynare++ tensor library: use smart pointers in fold() and unfold() methods 2019-02-20 14:25:32 +01:00
Sébastien Villemot 72a445c348
Dynare++ tensor library doc: update for TLStatic; fix typo 2019-02-20 14:00:00 +01:00
Sébastien Villemot c0224a640c
Dynare++: small optimization in unfolded tensor indexing 2019-02-20 13:06:17 +01:00
Sébastien Villemot 30b8681731
Dynare++: make multinomial coeffs computation a method of IntSequence
Also improve on the comments.
2019-02-20 12:37:59 +01:00
Sébastien Villemot 9512a32ad0
Dynare++: remove duplicate implementation of the Pascal triangle
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
Sébastien Villemot 5fcf563c61
Dynare++: factorize and optimize code for integer exponentiation
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
Sébastien Villemot 0f37649755
Dynare++ tensor library: modernize normal moments computation 2019-02-19 12:53:02 +01:00
Sébastien Villemot d08ca8ca7f
Dynare++ tensor library: modernization of Kronecker product classes 2019-02-19 12:47:40 +01:00
Sébastien Villemot 23c9257f00
Dynare++: rollback the std::shared_ptr change in IntSequence
The performance cost is too high to warrant the change.
2019-02-14 11:05:19 +01:00
Sébastien Villemot 08a91079ce
Dynare++: change default # of threads to # logical CPUs divided by 2
Having twice less threads seems to give a better performance, probably because
BLAS is parallel.
2019-02-13 18:29:34 +01:00
Sébastien Villemot 579be3c5e2
Dynare tensor library tests: further modernizations 2019-02-13 16:35:06 +01:00
Sébastien Villemot 002e3d3770
Dynare++ tensor library: various simplifications/modernizations 2019-02-12 17:30:10 +01:00
Sébastien Villemot d9f0345213
Drop support for MatIO < 1.5 2019-02-12 15:58:29 +01:00
Sébastien Villemot 8e52940181
Dynare++ tensor library: first batch of simplifications for tests
Also make test failures fatal.
2019-02-12 15:18:24 +01:00
Sébastien Villemot 44d47ee560
Dynare++: refactor iterator over symmetries
Simplify the logic of iteration. Adapt the range-based for loop syntax.
2019-02-12 12:17:07 +01:00
Sébastien Villemot 1f7d3beddc
Dynare++ tensor library: modernize the Symmetry class
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
Sébastien Villemot 19cc08b7e5
Dynare++: modernization and simplification of the IntSequence class
Similarly to Vector, it now uses a std::shared_ptr for managing the underlying
data.
2019-02-06 19:00:46 +01:00
Sébastien Villemot af722f438f
Dynare++: drop remaining "using namespace std" 2019-02-06 19:00:46 +01:00
Sébastien Villemot 3e5b4084b8
Dynare++: fix bug in new threading code
At the end of a thread, we must first notify the main thread waiting on the
condition variable, then unlock the mutex. We must do these two operations in
that order, otherwise there is a possibility of having the main process
destroying the condition variable before the thread tries to notify it (if all
other threads terminate at the same time and bring the counter down to zero).
For that reason, we cannot use std::notify_all_at_thread_exit().

Bug introduced in commit 752a02a36.
2019-02-02 09:05:02 +01:00
Sébastien Villemot 566d237ec3
Dynare++ tensor library: small simplification 2019-01-31 19:01:41 +01:00
Sébastien Villemot 342e8c7508
Dynare++ tensor library: further notation fixes in documentation
Also fix extensions of source files.
2019-01-31 19:01:41 +01:00
Sébastien Villemot 268d540d58
Dynare++: add tl.tex to distributed tarball
By the way, simplify Makefile rules.
2019-01-31 12:11:28 +01:00
Sébastien Villemot 4f7330cb52
Dynare++: add LaTeX overview of the Tensor Library
The material of this document comes from the introduction to the library that
had been lost in the move away from CWEB (formerly tl/cc/main.web).

This file gives a good overview of the library. It has been adapted from TeX to
LaTeX. Also I fixed a mistake in the Faà di Bruno's tensor formula.
2019-01-30 19:07:57 +01:00
Sébastien Villemot 733308807d
Dynare++: by default, use as many threads as there are logical CPUs
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
Sébastien Villemot edda6e3038
Dynare++ multithreading: simplification of mutex interface 2019-01-29 15:53:44 +01:00
Sébastien Villemot 752a02a36c
Dynare++: use C++11 threads (instead of POSIX threads API)
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
Sébastien Villemot 1ef1dedc65
Refactor GeneralMatrix and ConstGeneralMatrix classes
- 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
Sébastien Villemot fefccd4a1b
Reverts changes mistakenly added to commit f484942154. 2019-01-22 18:21:57 +01:00
Sébastien Villemot f484942154
Update dseries submodule 2019-01-22 18:10:16 +01:00
Sébastien Villemot c711d34d1d
Dynare++ / sylvester equation solver: refactor Vector and ConstVector classes
- 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
Sébastien Villemot 4a72266d05
Dynare++: use std::unique_ptr for memory management of workers in thread groups 2019-01-14 12:35:46 +01:00
Sébastien Villemot 6076a4ff0c
Remove Emacs local mode variable
No longer needed now that files have C++-specific extensions.
2019-01-10 14:26:14 +01:00
Sébastien Villemot 38c24347ff
Use C++14 std::conditional_t (instead of custom IF template) 2019-01-09 17:26:28 +01:00
Sébastien Villemot 922014c2fa
Port to C++11 using keyword
Performed using modernize-use-using from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-using.html
2019-01-09 17:21:14 +01:00
Sébastien Villemot 60fd92ddce
Port to C++11 override keyword
Performed using modernize-use-override from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-override.html
2019-01-09 16:26:42 +01:00
Sébastien Villemot 9656904d41
Port to C++11 nullptr keyword
Performed using modernize-use-nullptr from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-nullptr.html
2019-01-09 16:25:31 +01:00
Sébastien Villemot 7df31f68d9
Port to C++ delete keyword
Performed using modernize-use-equals-delete from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-equals-delete.html
2019-01-09 16:23:04 +01:00
Sébastien Villemot 197cbea919
Port to C++11 syntax for default constructors
Performed using modernize-use-equals-default from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-equals-default.html
2019-01-09 16:16:29 +01:00
Sébastien Villemot 1052046954
Port to C++11 emplace() method on containers
Performed using modernize-use-emplace from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-emplace.html
2019-01-09 16:00:05 +01:00
Sébastien Villemot cbcd0a6950
Port to C++11 default members initializers
Performed using modernize-use-default-member-init from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-default-member-init.html
2019-01-09 15:58:45 +01:00
Sébastien Villemot 966a1c2ac0
Port to C++11 auto keyword
Performed using modernize-use-auto from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-auto.html
2019-01-09 15:51:19 +01:00
Sébastien Villemot 2024330568
Port to C++11 range-based for loops
Performed using modernize-loop-convert from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-loop-convert.html
2019-01-09 15:44:26 +01:00
Sébastien Villemot 188d6296d7
Dynare++: finish to apply Dynare C++ coding style and extensions (.cc/.hh) 2019-01-08 17:12:05 +01:00
Sébastien Villemot ce1ef47093
dynare++ / tensor library (TL): move away from CWEB
By the way apply Dynare C++ coding style and extensions (.cc/.hh).
2019-01-08 16:09:25 +01:00
Sébastien Villemot 671fe4bcd4
Build system improvements on Windows (MinGW / MSYS2)
- 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
Stéphane Adjemian (Charybdis) b4448937cc Fixed indentation of c/h/cc/hh files. 2017-05-16 16:30:27 +02:00
Houtan Bastani 4fd6ebca50 add ldflags_matio to dynare++ tests 2012-09-26 12:36:09 +02:00
Sébastien Villemot 3589c04f49 Add missing CPPFLAGS_MATIO 2012-09-21 07:29:11 +02:00
Sébastien Villemot 8789151c73 Dynare++: compatibility fixes with MatIO 1.5 2012-09-11 15:22:29 +02:00
Sébastien Villemot cecb375be4 Link Dynare++ tests with MatIO 2012-09-11 15:01:26 +02:00
Sébastien Villemot 5f861cb0d8 Use MatIO in Dynare++ instead of the home-made engine 2012-08-23 18:31:07 +02:00
Michel Juillard 6dc64de7a9 fixing compiler warning about format argument 2012-07-31 21:50:59 +02:00
Sébastien Villemot 615535ad88 Fix compilation errors with GCC 4.7 2012-05-08 16:10:10 +02:00
Sébastien Villemot cdcfc23037 Dynare++ documentation: split comment lines (they are too long for old versions of pdftex)
(problem introduced in beb3b7f9c4)
2011-03-22 10:36:36 +01:00
Sébastien Villemot beb3b7f9c4 Dynare++ documentation: fix invalid PDF problems 2011-03-11 12:33:43 +01:00
Sébastien Villemot 6b1f84ac27 Dynare++: in printf statements with size_t, remove %zd modifier introduced in
757d8c36e9 and replace it by %lu as a workaround.
The %zd modifier was introduced in C99 standard, but is not implemented by
MinGW.
2011-01-15 19:07:26 +01:00
Sébastien Villemot ab87ccac06 Dynare++: fixed warning about conversion of string to char* and about non void functions returning nothing 2011-01-14 16:28:26 +01:00
Sébastien Villemot 757d8c36e9 Dynare++: fixed warnings about printf format strings 2011-01-14 16:22:26 +01:00
Sébastien Villemot a3640239ab Removed all MSVC workarounds, since we can now definitely drop this compiler on
Windows/64-bit platform
2010-09-21 15:06:14 +02:00
sebastien 4b93a63da0 Dynare++: minor change to fix compilation problem of PDF documentation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3157 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-18 16:52:19 +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 096336f249 dynare++: fixed failure to build PDF doc of Tensor Library
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3043 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 09:32:48 +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 bfc4420e81 dynare++:
* fix the non-threaded mode
* use a more standard define to activate the POSIX threads mode


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3017 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:19:37 +00:00
sebastien 834c6002f6 Build system: fix for Dynare++ with ctangle/cweb and dummy changelog issue
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3005 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 11:21:42 +00:00
sebastien 5d52ded375 Build system: minor fix for PDF files documenting Dynare++ src code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2979 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 16:40:14 +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 edea5b303b Build system: fixes for creation of the tarball
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2968 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 10:15:59 +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
sebastien af2e195d56 Build system: test for eplain (TeX package needed for Dynare++ source documentation)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2947 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 09:28:30 +00:00
sebastien 78a216344f dynare++ tensor library: improve on implementation of TensorContainer::writeMMap()
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2923 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-14 16:50:24 +00:00
sebastien 345a3e587a New build system for standalone dynare++
Note that dynare++ will only be built if configure finds ctangle, blas, lapack and pthreads


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2922 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-11 17:34:15 +00:00
sebastien 0798669d20 Various minor fixed to dynare++ test programs for compatibility with newer gcc versions
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2921 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-11 17:12:24 +00:00
sebastien 0318615ed8 Various minor fixes to dynare++ documentation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2920 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-11 17:08:55 +00:00
sebastien b92b48c58e Putting dynare++ under main dynare SVN repository
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2905 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-08 13:55:19 +00:00