Commit Graph

32 Commits (7dd2dd5e24a343fbeaf3522ea5e535c27d8b9f95)

Author SHA1 Message Date
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Sébastien Villemot 22ab507c6c
Global reindentation of Dynare++ 2019-12-20 15:43:17 +01:00
Sébastien Villemot d69fadc362
Dynare++: improvements to comments 2019-06-19 17:35:01 +02:00
Sébastien Villemot 7cc4aad8b6
Dynare++: update copyright information
— Ondra Kamenik has agreed to the relicensing of utils and parser modules to
  GPL
— add DynareTeam’s copyright, since we have made a lot of modifications
— add proper copyright notices in all files
2019-06-19 15:02:41 +02:00
Sébastien Villemot 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
Sébastien Villemot 449553e7b6
Dynare++: various improvements 2019-03-08 15:32:30 +01:00
Sébastien Villemot 81d9b08050
Dynare++ tensor library: various modernizations/improvements 2019-02-27 19:07:01 +01:00
Sébastien Villemot 1639f75a3c
Dynare++: improve interface to not-in-place matrix multiplications 2019-02-26 18:59:45 +01:00
Sébastien Villemot e3967bda9a
Dynare++: improve interface to matrix transpose 2019-02-26 18:59:45 +01:00
Sébastien Villemot 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
Sébastien Villemot 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
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 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 af722f438f
Dynare++: drop remaining "using namespace std" 2019-02-06 19:00:46 +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 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 2666a4ce45
Dynare++: "make check" now fails if a numerical integration test fails
By the way, reactivate two tests that actually pass.
2019-01-15 19:04:13 +01:00
Sébastien Villemot 325b1a3bb5
Dynare++: remove quasi-Monte Carlo Normal quadrature
This quadrature is supposed to generate quadrature points that are
quasi-normally distributed. Basically it applies the inverse normal CDF to the
Halton low-discrepancy sequence.

The problem is that it gives poor numerical accuracy, and therefore fails the
tests.

Since it is actually used nowhere in Dynare++, remove that code.
2019-01-15 19:04:10 +01:00
Sébastien Villemot b8791e9f13
Dynare++: various modernizations of numerical integration library 2019-01-14 18:56:49 +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 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 188d6296d7
Dynare++: finish to apply Dynare C++ coding style and extensions (.cc/.hh) 2019-01-08 17:12:05 +01:00
Sébastien Villemot 84255f9e9a
dynare++/integ: move away from CWEB
By the way apply Dynare C++ coding style and extensions (.cc/.hh).
2019-01-04 17:28:20 +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
Houtan Bastani 4fd6ebca50 add ldflags_matio to dynare++ tests 2012-09-26 12:36:09 +02:00
Sébastien Villemot cecb375be4 Link Dynare++ tests with MatIO 2012-09-11 15:01:26 +02:00
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 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 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 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 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