Sébastien Villemot
d5618a61d9
Bytecode: simplify Interpreter::golden()
2023-10-20 10:17:08 -04:00
Sébastien Villemot
f47507395d
Bytecode: simplify Interpreter::mnbrak()
2023-10-20 10:16:53 -04:00
Sébastien Villemot
9eaf1510f6
Bytecode: make some parameters of Interpreter::Init_Matlab_Sparse() as const
2023-10-20 09:41:01 -04:00
Sébastien Villemot
093a547684
Bytecode: simplify Interpreter::compute_complete()
2023-10-20 09:38:03 -04:00
Sébastien Villemot
0bfcc6d2f5
Bytecode: simplify Interpreter::Init_UMFPACK_Sparse_Simple()
2023-10-19 17:34:06 -04:00
Sébastien Villemot
860285b8b8
Bytecode: simplify Interpreter::Init_Matlab_Sparse_Simple()
2023-10-19 17:34:05 -04:00
Sébastien Villemot
233d0815a6
Bytecode: simplify Interpreter::Init_UMFPACK_Sparse()
2023-10-19 17:33:24 -04:00
Sébastien Villemot
dc6a84196a
Bytecode: simplify Interpreter::Init_Matlab_Sparse()
2023-10-19 17:01:51 -04:00
Sébastien Villemot
88a0f67585
Bytecode: simplify Interpreter::Init_GE()
2023-10-19 16:58:14 -04:00
Sébastien Villemot
24fc3854e2
Bytecode: simplify Interpreter::Singular_display()
2023-10-19 16:55:51 -04:00
Sébastien Villemot
115a0a8e5d
Bytecode: simplify Interpreter::Read_SparseMatrix()
2023-10-19 16:52:48 -04:00
Sébastien Villemot
e5bf3f79b3
Bytecode: simplify Interpreter::fixe_u()
2023-10-19 16:48:00 -04:00
Sébastien Villemot
197347c870
Bytecode: merge two methods
2023-10-19 16:43:40 -04:00
Sébastien Villemot
e104318e6b
Bytecode: simplify Interpreter::Simulate_Newton_Two_Boundaries()
2023-10-19 16:38:51 -04:00
Sébastien Villemot
68cee02eb5
Bytecode: simplify Interpreter::check_for_controlled_exo_validity()
2023-10-19 16:33:54 -04:00
Sébastien Villemot
fdb3cd0623
Bytecode: simplify Interpreter::compute_complete()
2023-10-19 16:31:50 -04:00
Sébastien Villemot
8e74322325
Bytecode: rename a method for clarity
2023-10-19 15:58:33 -04:00
Sébastien Villemot
af1985d569
Bytecode: mark function as static
2023-10-19 15:56:55 -04:00
Sébastien Villemot
fd16bbe493
Bytecode: simplify Interpreter::initializeTemporaryTerms()
2023-10-19 15:56:39 -04:00
Sébastien Villemot
6809819961
Bytecode: simplify Interpreter::compute_complete_2b()
2023-10-19 15:47:10 -04:00
Sébastien Villemot
bbcbcd1eed
Bytecode: improve interface of methods for looking through Jacobian sparse matrix
2023-10-19 14:50:07 -04:00
Sébastien Villemot
b747eff473
Bytecode: remove unused method
2023-10-19 14:19:01 -04:00
Sébastien Villemot
846ed7e829
Bytecode: merge class dynSparseMatrix into Interpreter
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These two classes were so entangled that their separation was meaningless.
2023-10-19 13:56:10 -04:00
Sébastien Villemot
654b4e57a2
Bytecode: remove several unused class members of SparseMatrix
2023-10-19 10:59:23 -04:00
Sébastien Villemot
06ac452459
Cosmetics: remove empty list of parameters for lambda functions
2023-10-19 09:56:55 -04:00
Sébastien Villemot
d78dea3086
Use __builtin_unreachable() to silent some GCC warnings
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This is cleaner than using exit() for that purpose.
2023-10-18 14:28:54 -04:00
Sébastien Villemot
9a0462a8a6
Bytecode: remove a couple of useless casts
2023-10-16 18:06:42 -04:00
Sébastien Villemot
06a7acf19b
Bytecode: enforce consistent typing of size variables
2023-10-16 18:00:11 -04:00
Sébastien Villemot
651fed87be
Bytecode: remove warnings about narrowing (-Wnarrowing)
2023-10-16 17:58:36 -04:00
Sébastien Villemot
b0fa610357
Bytecode: remove warnings about uninitialized variables (-Wmaybe-uninitialized)
...
By the way, in the dynamic case, ensure that solve_algo variable corresponds to
options_.solve_algo; it would previously correspond to
options_.stack_solve_algo, while there is already a separate stack_solve_algo
variable for that purpose.
2023-10-16 17:43:20 -04:00
Sébastien Villemot
eae9902cb8
Bytecode: restrict scope of some variables
2023-10-16 15:39:13 -04:00
Sébastien Villemot
e4a4d2d8e6
Bytecode MEX: get M_ and options_ through input arguments rather than as global variables
2023-10-11 18:50:32 -04:00
Sébastien Villemot
8cc646fbf6
Bytecode MEX: remove syntax where no MATLAB array is passed
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Those arrays were then read via oo_ and options_.
As a consequence, this commit drops the dependency of bytecode MEX upon the oo_
global variable.
2023-10-10 17:44:14 -04:00
Sébastien Villemot
dcdbd85b10
Bytecode: fix indentation in output of print_bytecode_{static,dynamic}_model commands
2023-10-10 17:41:38 -04:00
Sébastien Villemot
9525dbe3a8
Bytecode: do not restrict print_bytecode_{static,dynamic}_model to certain values of {stack_,}solve_algo
2023-10-10 17:32:33 -04:00
Sébastien Villemot
c329b4ff11
Bytecode: fix bug in print_bytecode_{static,dynamic}_model commands
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The FENDEQU tag was not properly handled when printing.
2023-10-10 17:31:48 -04:00
Sébastien Villemot
d584317a6a
Bytecode: remove unused methods
2023-10-10 16:54:09 -04:00
Sébastien Villemot
5e7b7ec7b0
Bytecode MEX: remove support for unused “plan” and “pfplan” arguments
2023-10-10 14:49:15 -04:00
Sébastien Villemot
82a2aeaae4
Block trust region MEX: gracefully handle the singular Jacobian case
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When the Jacobian of the problem is singular, compute a solution to the least
squares problem instead of crashing.
Closes #1889
2023-09-26 15:30:33 +02:00
Sébastien Villemot
bf9434f95f
Remove warnings about cast between incompatible function types (-Wcast-function-type) under Windows
2023-09-22 14:22:47 +02:00
Sébastien Villemot
f4bcecc0d2
Add note about static_assert being a keyword in C23
2023-09-22 13:36:01 +02:00
Sébastien Villemot
4f1e5e1bc2
MS-SBVAR MEX: fixes related to C linkage (extern "C")
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Also fix or remove various #ifdefs, and remove unused “int constant_seed”.
2023-09-22 13:31:44 +02:00
Sébastien Villemot
4a68cfcbd6
MS-SBVAR MEX: remove warning related to function not returning (-Wreturn-type)
2023-09-22 13:22:35 +02:00
Sébastien Villemot
a54b29a384
Remove warnings about uninitialized stuff (-Wuninitialized)
...
I have no idea why moving these statements around removes the warnings (at
least under GCC 13). Probably an issue internal to GCC.
2023-09-20 17:38:58 +02:00
Sébastien Villemot
70866c7b70
Remove warnings about comparison of integer expressions of different signedness (-Wsign-compare)
2023-09-20 16:48:29 +02:00
Sébastien Villemot
f23dd8c981
Remove warnings about impure functions that might not be evaluated (-Wfunction-elimination)
...
Mark various MATLAB/MEX primitives as pure.
2023-09-20 16:46:10 +02:00
Sébastien Villemot
e0bc9f29a1
Remove warnings about unused parameters (-Wunused-parameter)
2023-09-20 16:30:02 +02:00
Sébastien Villemot
6dd55726e6
Drop autoconf/automake build system
2023-09-20 15:33:44 +02:00
Sébastien Villemot
8c5d6f5eae
libkordersim: ensure strict Fortran standard compliance
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The “order” variable was used before being typed. This is apparently accepted
by the GNU Fortran dialect.
2023-09-16 14:25:41 +02:00
Sébastien Villemot
9e7e069aa8
Fortran: use standard-compliant ieee_is_nan() instead of GNU extension isnan()
2023-09-16 14:25:40 +02:00
Sébastien Villemot
bd9943a695
Bytecode: fix memory leak in Evaluate class
...
The newly-created FBEGINBLOCK_ and FCALL_ instances were freed using a
base-class pointer. But the latter does not have a virtual destructor.
Those class instances are now stored by value in containers, so that the
destructor of the derived class is used.
2023-09-01 14:52:57 +02:00
Sébastien Villemot
b4f260aa01
folded_to_unfolded_dr MEX: remove unused variable
2023-07-27 17:29:32 +02:00
Sébastien Villemot
b1db895dee
block_trust_region MEX: remove unused parameter
2023-07-27 17:29:31 +02:00
Sébastien Villemot
0442fe785e
libkordersim: only BLAS is used, not LAPACK
2023-07-27 09:44:34 +02:00
Sébastien Villemot
33719e69f2
Build system: libkorder no longer depends on MatIO
2023-07-26 16:30:51 +02:00
Sébastien Villemot
9ff1d8556c
libkorder: remove mention of Dynare++ in the journal
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By the way, use PACKAGE_VERSION macro (instead of VERSION), for consistency
with the preprocessor.
2023-07-26 16:30:51 +02:00
Normann Rion
710589eb5b
Adds pruning in k_order_simul
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See issue #1643 about beyond-third-order pruning
2023-07-20 06:58:35 +01:00
Sébastien Villemot
5b8b63924d
Remove unneeded braces
2023-07-19 18:03:18 +02:00
Sébastien Villemot
661e5c7e9f
C++17 modernization: initialization in “if”-statement
2023-07-19 18:03:03 +02:00
Normann Rion
23dbb2b4b9
Fixes local_state_space_iteration_3 and adds a test comparing the various pruning routines used in dynare up to order 3.
...
The considered pruning routines can be found in
- `simult_.m`
- `local_state_space_iteration_2` MEX
- `local_state_space_iteration_3` MEX
- `pruned_state_space_system.m`
2023-07-04 19:15:43 +02:00
Sébastien Villemot
8b945dfd64
libkorder: use infinity instead of large constant in minimization algorith
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By the way, also use C++17 initialization within “if” statement.
2023-07-04 11:20:51 +02:00
Sébastien Villemot
d6ea315a18
Bytecode: further improve some informative messages
2023-06-15 15:37:45 +02:00
Sébastien Villemot
192f136b96
Bytecode: improve some informative messages
2023-06-13 16:59:08 +02:00
Sébastien Villemot
277c5d4c4f
Bytecode: display real iteration time instead of CPU time
2023-06-13 16:59:08 +02:00
Sébastien Villemot
7c9e261355
Bytecode: fix treatment of maxit option
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It would do one extra iteration.
2023-06-13 16:59:08 +02:00
Sébastien Villemot
dcf56b89cd
Bytecode: rework message verbosity
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Now uses options_.verbosity to decide what to print:
– if options_.verbosity == 0, prints nothing
– if options_.verbosity >= 1, prints iteration counter and duration, and fatal errors
– if options_.verbosity >= 2, additionally print floating point exceptions and
details about algorithmic decisions
2023-06-13 16:59:07 +02:00
Sébastien Villemot
73b1850cb5
Bytecode: remove unused function
2023-06-13 16:58:06 +02:00
Sébastien Villemot
08d378c244
Bytecode: in evaluate+dynamic mode, return residuals with as many columns as periods
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Previously it would also include initial and terminal conditions (i.e.
residuals would have periods+maximum_lag+maximum_lead columns). But we do not
care about residuals at the initial and terminal conditions.
This change is for consistency with the perfect_foresight_problem MEX.
2023-06-12 19:18:44 +02:00
Sébastien Villemot
90d790f1c3
Bytecode: fix error message
2023-06-12 19:18:44 +02:00
Sébastien Villemot
d814a4090b
Bytecode: improve display of residuals error during iterations
2023-06-12 15:12:00 +02:00
Sébastien Villemot
4210618dba
🐛 perfect_foresight_problem MEX: check over size of M_.dynamic_g1_sparse_colptr size was incorrect
2023-06-06 16:57:48 +02:00
Sébastien Villemot
e86aeaf787
C++20 modernization: use new standard mathematical constants
2023-05-25 19:07:23 +02:00
Sébastien Villemot
0f7ab97e69
🐛 local_state_space_iteration_3: real64 kind suffixes were missing for floating-point constants
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Without the suffix, those constants were interpreted as
real32 (single-precision), hence leading to a loss of precision.
2023-05-24 21:18:23 +02:00
Sébastien Villemot
1b02026d1c
Fix GCC 13 warning about overloading that hides virtual methods of base class
2023-05-09 21:36:43 +02:00
Sébastien Villemot
aeff2bf48d
Fix GCC 13 warning about ambiguity of operator==() in C++20
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In C++20, a==b can also be implicitly rewritten as b==a, assuming
commutativity. But if the operator==(const &) is not declared as const, and is
thus asymmetric, this results in an ambiguity because neither of a==b or b==a
is a better match according to the overload resolution rules.
2023-05-09 21:36:41 +02:00
Sébastien Villemot
030316f2d8
Bytecode: misc simplifications
2023-04-18 22:25:58 +02:00
Sébastien Villemot
afe147d88d
Bytecode: the class dynSparseMatrix is no longer derived from Evaluate
2023-04-18 18:10:45 +02:00
Sébastien Villemot
e22972849b
Bytecode: make Evaluate::{symbol_table, steady_state} private and const
2023-04-18 17:46:48 +02:00
Sébastien Villemot
4313640f80
Bytecode: allow better compiler optimization of the main evaluation function
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Use the __restrict__ GCC extension on double* pointers, to avoid aliasing.
NB: the C “restrict” keyword does not exist in C++.
2023-04-18 17:45:15 +02:00
Sébastien Villemot
d71db85c71
Bytecode: move more cached information about current block out of the Evaluate class
2023-04-18 17:44:55 +02:00
Sébastien Villemot
36e8062e25
Bytecode: remove Evaluate::{EQN_block,EQN_block_number}
2023-04-18 17:37:35 +02:00
Sébastien Villemot
d789e6a4c5
Bytecode: move storage for variable and parameter values out of the Evaluate class
2023-04-18 17:37:33 +02:00
Sébastien Villemot
d0864689d2
Bytecode: minor simplification related to Evaluate::steady_state
2023-04-18 14:23:26 +02:00
Sébastien Villemot
73e4ced39a
Remove more unused Dynare++ code
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In particular, the libkorder library no longer depends on MatIO.
2023-04-17 18:10:36 +02:00
Sébastien Villemot
99cd06c9fd
Move relevant Dynare++ files to mex/sources/libkorder/. Delete the others.
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Also move some useful documentation to doc/.
2023-04-17 18:10:35 +02:00
Sébastien Villemot
36db88c56c
qmc_sequence MEX: use the Fortran version of John Burkardt’s code (instead of C++)
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Incidentally, this greatly diminishes the compilation time of the MEX.
2023-04-15 16:19:35 +02:00
Sébastien Villemot
85351d751c
🐛 qmc_sequence MEX: large input seeds would be truncated
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The int64 input seed was converted to a double before being converted back to
an int64. But large integers cannot be represented exactly in a double.
2023-04-15 15:48:55 +02:00
Sébastien Villemot
9dff1ff28e
🐛 Workaround for buggy int64_T and uint64_T types under Windows with MATLAB < R2015b
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This bug would impact the qmc_sequence MEX, which manipulates an int64
input/output argument (the seed). Thanks to little-endianness, the bug would
however only manifest for seeds > 2³¹.
2023-04-15 15:48:54 +02:00
Sébastien Villemot
e9ecce8293
ricatti_update MEX: remove unused variable
2023-04-15 13:03:43 +02:00
Sébastien Villemot
3bf40d92f8
blas_lapack.F08: minor simplification
2023-04-15 12:50:44 +02:00
Sébastien Villemot
640be269af
Add “implicit none” statements in BLAS/LAPACK interfaces for safety
2023-04-14 15:08:53 +02:00
Sébastien Villemot
62c2881bc2
Fortran 2018 modernization: use the extended “implicit none” syntax
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The statement “implicit none” forbids implicit typing of variables, but not
implicit procedure declaration. The new “implicit none (type, external)” syntax
forbids both, and is thus safer.
2023-04-14 15:06:37 +02:00
Sébastien Villemot
90a408e3c3
Build system: enable the dangling else warning (-Wdangling-else)
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Adapt the code accordingly.
2023-04-11 17:31:18 +02:00
Sébastien Villemot
9f29e2f292
Bytecode: add missing floating point exception handling for sqrt and several trigonometric functions
2023-04-07 17:32:36 +02:00
Sébastien Villemot
2740bdee58
Bytecode: remove default clause in switch/case clauses for opcodes
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This ensures that we will get a compiler warning reminding us to support
opcodes that may be added in the future.
2023-04-07 16:46:35 +02:00
Sébastien Villemot
1622c74a53
Bytecode: add missing support for cbrt(), abs() and sign() operators
2023-04-07 16:46:35 +02:00
Sébastien Villemot
f27c3abd2f
Bytecode: refactor floating point exception handling
2023-04-07 16:46:32 +02:00
Sébastien Villemot
fbaa051489
Bytecode: minor simplification
2023-04-07 10:26:57 +02:00
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