6dbc7c2a17
Windows package: improve hack for statically linking libgomp into MEX files
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Link only the needed parts, instead of embedding the whole library.
2023-03-15 17:35:25 +01:00
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
39f47dc957
local_state_space_iteration_k MEX now uses the Fortran code (instead of the C++ code)
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Closes : #1802
2022-02-04 11:49:46 +01:00
996bdd6c64
New local_state_space_iteration_k MEX, for nonlinear filters at k-order
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It applies the approximated policy function to a set of particles, using
Dynare++ routines.
There is support for parallelization, using Dynare++ multithreading
model (itself based on C++11 threads; we don’t use OpenMP because it is
incompatible with MKL). For the time being, default to a single thread. This
should be later refined through empirical testing.
2019-12-20 11:31:56 +01:00
8b0d5f4b86
Windows: ensure that libgomp is statically linked
2019-09-10 15:17:15 +02:00
7c39b12b7b
Always compile MEX files with OpenMP (when they can take advantage of it)
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As a consequence, remove the --enable-openmp option of the configure script.
2019-06-25 17:26:17 +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
8d2b79a224
make install, closes #576
2014-07-16 16:18:06 +02:00
40329e3e29
Added routine to compute one step ahead state space iteration (mex and m). The state space
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equations are approximated at order two around the deterministic steady state.
2012-03-04 22:07:27 +01:00
Sébastien Villemot
NormannR
Houtan Bastani
Stéphane Adjemian (Charybdis)