7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable
2019-06-27 17:00:12 +02:00
9557061fa3
Add new num_procs MEX file for getting number of available processing units
2019-06-27 14:34:09 +02:00
e96f180c50
Implement mxIsScalar() for MATLAB < R2015a (8.5)
2019-06-25 20:31:13 +02:00
7c39b12b7b
Always compile MEX files with OpenMP (when they can take advantage of it)
...
As a consequence, remove the --enable-openmp option of the configure script.
2019-06-25 17:26:17 +02:00
82cef48eb4
A_times_B_kronecker_C MEX: remove the OpenMP codepath
...
Testing shows that it is slower than the BLAS path.
2019-06-25 17:26:14 +02:00
c6a09a65e9
kronecker MEX: improve comments using UTF-8
2019-06-25 14:34:18 +02:00
7347554db5
perfect_foresight_problem MEX: fix compilation under Windows
2019-06-25 11:14:01 +02:00
5b591fac42
New perfect_foresight_problem MEX file
...
It constructs the stacked residuals and jacobian of the perfect foresight
problem.
It is an almost perfect replacement for the perfect_foresight_problem.m
routine, while being much more efficient.
Note however that the DLL never return complex numbers (it instead puts NaNs at
the place where there would have been complex). This may create problems for
some MOD files; the algorithms will need to be adapted to use a more
line-search method.
2019-06-24 17:53:59 +02:00
ec05451d1a
Remove symmetric elements in 3rd model derivatives
2019-06-17 16:18:07 +02:00
1d22536bc5
Add back workaround for MKL with DGGES and VSL
...
The workaround was removed in de159c0480
2019-05-21 17:28:11 +02:00
faa3185bdf
local state space iterations 2 DLL: various modernizations and simplifications
2019-04-30 15:54:49 +02:00
1199d4abae
kronecker DLLs: various modernizations and simplifications
2019-04-30 15:54:48 +02:00
de159c0480
mjdgges DLL: convert to C++ (for consistency with other DLLs)
...
Various modernizations and simplifications.
Also remove a workaround for a LAPACK bug in DGGES (the VSL argument was
apparently referenced even though JOBVSL="N"). Hopefully the bug has been fixed
everywhere now.
2019-04-30 15:54:45 +02:00
b115b76e0d
Kalman steady state DLL: various modernizations and simplifications
2019-04-30 15:54:43 +02:00
80267f56e5
Block kalman filter DLL: various modernizations and simplifications
2019-04-30 15:54:40 +02:00
f5e2bfc30a
Ask GCC to warn about C-style casts (-Wold-style-cast)
...
Adapt the code accordingly.
2019-04-23 13:03:20 +02:00
76e7acab7c
block_kalman_filter DLL: fix header file extension
2019-04-23 09:33:28 +02:00
c9bdc2c885
Dynare++: simplify methods for getting number of columns and rows of a matrix
...
Previously there were GeneralMatrix::numRows() and TwoDMatrix::nrows() for doing
the same thing (and same for columns and Const versions).
Merge these two into GeneralMatrix::nrows().
2019-04-16 12:44:02 +02:00
be170f131c
k-order DLL: fix compilation error on Windows introduced by b1ba53ce0
...
Ref #217
2019-04-16 12:13:30 +02:00
57848930c6
Use Unicode copyright symbol (in UTF-8 encoding)
...
Do not use it in MATLAB source files, since unfortunately the MATLAB editor
does not support UTF-8.
2019-04-16 11:42:16 +02:00
e281f35213
Lift upper restriction on approximation order
...
Ref #217
2019-04-15 17:34:01 +02:00
b1ba53ce05
dynare_simul_ DLL: adapt for an arbitrary approximation order
...
The last input argument is now a struct containing matrices g_0, g_1,…
Typically one can pass oo_.dr for this argument.
Ref #217
2019-04-15 17:34:01 +02:00
68aa1ace8f
k-order DLL: in use_dll mode, get model derivatives from preprocessor at an arbitrary order
...
Ref #217
2019-04-15 17:34:01 +02:00
a101457cf0
k-order DLL: fix wrong assertion in MATLAB mode
...
Bug introduced in 4c6e911d6#217
2019-04-15 17:34:01 +02:00
2169341639
Move source code of gensylv and dynare_simul_ MEX to the same place as other MEX
2019-04-15 17:34:01 +02:00
4c6e911d69
k-order DLL: in MATLAB mode, get model derivatives from preprocessor at an arbitrary order
...
We no longer use the old ‘modfile.dynamic’ compatibility layer. We directly
call the ‘modfile.dynamic_g*’ functions.
Ref #217
2019-04-12 18:26:31 +02:00
c31ba8bebf
k-order DLL: in ‘use_dll’ mode, compute # of temp. terms. using M_.dynamic_tmp_nbr
...
The preprocessor no longer exports the ‘ntt’ symbol in the MEX.
Ref #217
2019-04-12 18:26:31 +02:00
d7dd7214c7
k-order DLL: convert model derivatives from Dynare to Dynare++ format at an arbitrary order
...
Ref #217
2019-04-12 18:26:30 +02:00
2dc988b69d
k-order DLL: make model derivatives storage ready for an arbitrary order
2019-04-10 19:00:49 +02:00
85f472c74b
Dynare++: new helpers for constructing {Const,}{TwoD,General}Matrix from mxArray*
2019-04-10 19:00:49 +02:00
d0b4429fb6
k-order DLL: misc minor improvements
2019-04-10 09:41:58 +02:00
b556290d60
k-order DLL: simplify and better document correspondence between Dynare and Dynare++ variable orderings
2019-04-10 09:23:32 +02:00
efa1f39e71
k-order DLL: finally adapt for M_.{endo,exo}_names as cell arrays
2019-04-08 18:47:49 +02:00
86a607a4fc
k-order DLL: make the output arguments ready for arbitrary order
2019-04-08 18:47:49 +02:00
fa64a25825
qmc_sequence DLL: various modernizations and simplifications
2019-04-03 19:04:36 +02:00
dd09264b03
k-order DLL: return unfolded matrices in 5th output argument
...
Thus we can remove unfolding code from k_order_pert.m.
2019-04-02 19:16:13 +02:00
20cbc30450
k-order DLL: various simplifications
2019-04-02 19:16:10 +02:00
a93c6681c7
clang: can’t print non POD type through variadic function
2019-04-01 16:05:47 +02:00
4c11e9e9ec
Dynare++ kord and MEX: various modernizations and improvements
2019-03-07 19:46:15 +01:00
14f85cf448
Dynare++ kord library: various modernizations and improvements
...
Note that I removed several #define whose purpose was to avoid typing "typename
ctraits<t>::…". Even though this tends to complicates the code, this is
probably safer, especially since the #define was capturing a free variable (t).
2019-03-06 18:43:04 +01:00
6d99b6d120
Dynare++ kord library: various modernizations and simplifications
2019-03-05 18:35:35 +01:00
58bdee12c3
Dynare++ tensor library: refactor static stuff
...
- encapsulate it more clearly
- make it thread safe
- put back the Pascal triangle initialization stuff removed in 9512a32ad0
2019-02-21 19:00:50 +01:00
b72857d4ce
Dynare++: the get() method of tensor containers now return a reference
...
Previously it was returning a pointer, which is non-standard for containers,
and was leading to ugly dereferencing everywhere.
2019-02-20 18:06:58 +01:00
b5793ddd22
Dynare++: use std::unique_ptr for storage inside tensor containers
2019-02-20 17:04:34 +01:00
9dfb556740
k-order DLL: fix bug introduced in 1f7d3beddc
...
For the IntSequence class, the initialization with {} and () are no longer
equivalent.
2019-02-12 19:09:28 +01:00
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
af722f438f
Dynare++: drop remaining "using namespace std"
2019-02-06 19:00:46 +01:00
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
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
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
Houtan Bastani