65e18fe883
Bytecode: fix stack_solve_algo=4 on linear blocks
...
Only one iteration is performed on linear blocks. But in the case of
stack_solve_algo=4 it is not enough, since it will not find the right optimal
path lenght at the first iteration (even though that optimal path length is
ufnitary).
2022-03-01 11:29:29 +01:00
dbbbb75874
Bytecode: fix typo, replace “substract” by “subtract”
2022-02-28 18:47:20 +01:00
67a003aa73
Bytecode: fix stack_solve_algo=1 (relaxation method)
...
There were various issues with the construction of sparse submatrices.
By the way, refactor and document the code to make it more readable.
2022-02-28 18:47:20 +01:00
811e53f9ad
Bytecode: document matrix computation routines
2022-02-28 18:47:20 +01:00
59b8ee9c33
Bytecode: remove unused matrix subtraction routine
2022-02-28 18:47:20 +01:00
a7cc466285
Bytecode: fix bug in sparse matrix multiplication routines
...
Since those routines compute Aᵀ·B, the number of rows of the output is equal to
the number of columns of A.
2022-02-28 12:18:58 +01:00
8536b63827
Bytecode: remove superfluous debug information
2022-02-18 14:17:37 +01:00
972461c326
Bytecode: add debugging information about input arguments
2022-02-17 17:41:10 +01:00
a376d8c9fe
Fix steady state computation with bytecode+block and solve_algo ⩽ 4 or ⩾ 9
...
– Temporary terms were not correctly passed between blocks
– solve_algo ⩾ 9 was incorrectly passed through bytecode own’s solver instead
of through dynare_solve
2022-02-17 17:28:37 +01:00
ceb3ec2487
Bytecode: remove unused constructors
2022-02-15 16:54:41 +01:00
863fa2de1c
Bytecode: perfect foresight simulation of *linear* “Solve forward simple/complete” blocks was giving was results
2022-02-15 16:54:41 +01:00
803e3721ec
Bytecode: correctly handle M_.{endo_names,exo_names,param_names}, which are now cell arrays
2022-02-14 15:06:07 +01:00
92e82cfa0a
Bytecode: remove unused function prototype
2022-02-14 14:40:34 +01:00
188df7711d
Bytecode: fix simulation of blocks “Solve forward/backward complete” with stack_solve_algo={0,1,4}
...
The problem would also manifest at steady state computation with solve_algo=6.
It could crash or give incorrect results.
2022-02-11 12:00:25 +01:00
d74cb031d2
Bytecode: fix error message about convergence failure that can happen in Solve Backward Complete as well
2022-02-10 17:27:07 +01:00
cdb4f872b2
Bytecode: fix crash with stack_solve_algo=1 on “Solve forward/backward” blocks
2022-02-10 17:15:24 +01:00
ef6e4c7745
Bytecode: remove unused code
2022-02-10 16:58:39 +01:00
0caefa1593
Bytecode: exit gracefully when M_ does not exist
2022-02-09 14:32:25 +01:00
8d3e0587dc
k_order_mean MEX: check number of output arguments
...
Incidentally, this fixes a gfortran warning
2022-02-04 14:38:30 +01:00
964763ef4d
pthread Fortran interface: fix internal type for representing pthread_t structure
2022-02-04 12:33:19 +01:00
39f47dc957
local_state_space_iteration_k MEX now uses the Fortran code (instead of the C++ code)
...
Closes : #1802
2022-02-04 11:49:46 +01:00
5f828e241f
Parallelizes local_state_space_iteration_fortran
2022-01-31 18:44:48 +01:00
0c68e7336b
perfect_foresight_problem MEX: error out properly when called MATLAB function triggers an exception
...
Closes : #1832
2022-01-03 18:11:31 +01:00
5f675eee18
Add erfc() primitive
2021-12-07 17:00:59 +01:00
cf829fb28e
A few fixes for k-order welfare assesment in `evaluate_planner_objective`
...
As suggested in !1962
2021-12-07 12:19:30 +01:00
10698ba896
Fix building of source package
...
Bug introduced in 06fd42c19b
2021-11-26 19:15:27 +01:00
06fd42c19b
Drop the dynare_simul_ MEX in favour of the new Fortran k_order_simul MEX
2021-11-26 17:37:53 +01:00
f889a25e86
Amend the k_order_welfare routine for it to return the adequate output variables
2021-11-24 17:16:03 +01:00
45aad05670
Implements a Fortran routine `k_order_moment` to compute the k-order unconditional moment of the vector of endogenous variables using simulation
2021-11-24 17:09:12 +01:00
cb5971d60f
Fix typo in local_state_space_iteration_fortran
2021-11-24 14:32:37 +01:00
ebec02c6e4
local_state_space_iteration_2 MEX: yet more fixes to comments
...
In particular, use ε instead of u in mathematical expressions for consistency
with the C++ variable name.
2021-10-22 17:57:29 +02:00
0be7e0a0d7
local_state_space_iteration_2 MEX: more fixes to comments
2021-10-21 16:34:57 +02:00
05ea09eee9
local_state_space_iteration_2 MEX: error out properly when trying to use with BLAS+MATLAB+parallelization
...
By the way, rename the C preprocessor symbol so that it is undefined by
default.
2021-10-20 15:50:34 +02:00
e3b1f9e79a
local_state_space_iteration_2 MEX: various fixes to comments
2021-10-20 15:39:58 +02:00
ce282dc29c
local_state_space_iteration_2 MEX: fix bug when there are more shocks that states
...
The code that computes ghx·yhat+ghu·u (both with and without pruning) was
making the implicit assumption that q⩽n, i.e. that the number of shocks is less
than or equal to the number of states. If q>n, it would try to read invalid
memory references in ghx and yhat, and would thus either crash or return dummy
results.
Closes : #1820
2021-10-14 16:18:17 +02:00
e722e908e5
k_order_simul+local_state_space_iteration_fortran MEX: fix gfortran warnings
2021-09-24 16:44:40 +02:00
6475c52b3d
Implements k-order simulation routine in Fortran (Ref: #1802 )
...
`k_order_simul` may replace `dynare_simul_` in the long run
2021-09-24 09:11:15 +02:00
a576bdd03f
Fixing the header doc and automake files for the local state space iteration Fortran MEX
2021-09-24 09:11:06 +02:00
7083f1d692
Merge branch 'local_state_space_it' into 'master'
...
Implements the Fortran replacement of local_state_space_iteration_k (Ref #1802 )
See merge request Dynare/dynare!1918
2021-09-22 15:54:17 +00:00
cab65dabb5
Implements `local_state_space_iteration_fortran`, the Fortran replacement of `local_state_space_iteration_k` (Ref #1802 )
...
- Creates the library `libkordersim` with all the relevant Fortran routines to `folded_to_unfolded_dr` and `local_state_space_iteration_fortran`
- Implements `folded_to_unfolded_dr`, which converts folded decision rule matrices to their unfolded counterparts
2021-09-22 16:28:46 +02:00
271d80abee
Bytecode: release the lock on dynamic.bin when an exception occurs
...
Closes : #1815
2021-09-20 17:28:43 +02:00
67c205e0a4
Fortran 2008: add interface for mxCreateStructMatrix
...
Needed by Normann.
2021-09-14 17:05:07 +02:00
Stéphane Adjemian (Ryûk)
e72dde69d3
Add option for trust region algorithm (mex).
...
trust_region_initial_step_bound_factor is determinining thye initial
step bound. Default value is 100 (previous hard coded value was 1).
2021-07-23 19:44:16 +02:00
66dcef2754
k_order_welfare.cc: remove gratuitous screen output
2021-07-22 15:12:59 +02:00
3d27672c58
kth-order approximation of conditional welfare
...
Partially addresses issue #1680 :
- unconditional welfare resorts to dynare++ simulation tools, which shall be updated very soon
TO DO:
- implement a function computing kth-order approximation of simulated moments of y
2021-06-15 15:04:31 +02:00
a7203095db
A_times_B_kronecker_C MEX: don’t bother adding “only” clauses to “use” directive
2021-06-14 15:28:34 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
a40a9b079c
sparse_hessian_times_B_kronecker_C MEX: bugfix relating to number of rows of B and C
...
In practice however, it seems that this bug never hits, because B and C always
have the same number of rows when the MEX is called.
2021-06-08 17:58:40 +02:00
3bd3c78e0e
A_times_B_kronecker_C MEX: rewrite in Fortran
2021-06-04 12:58:39 +02:00
c4ca0ef0b2
Fortran MEX: remove useless return statements after calls to mexErrMsgTxt()
2021-06-04 12:58:39 +02:00
f90a8ab070
Fortran MEX: mark array pointers returned by MEX functions as contiguous
...
This can make a difference when the return value of those function is directly
passed to a BLAS/LAPACK function.
On the other hand, if the return value is first stored in a pointer variable,
then it seems necessary to explicitly say that this pointer is also contiguous.
2021-06-04 12:58:39 +02:00
dc2695a11f
mjdgges and block_trust_region MEX: optimise by marking some function arguments as contiguous
...
This avoids unnecessary array copies before calling BLAS/LAPACK functions.
2021-06-04 12:58:36 +02:00
3a2335975a
Fortran MEX: add missing “implicit none” in blas and lapack modules
2021-06-04 12:57:47 +02:00
45181cfd97
Fortran MEX: add interface for dgemm
2021-06-04 12:57:32 +02:00
c9eb6920c9
local_state_space_iteration_k MEX: fix bug in output
...
In its output, the MEX was returning values for all endogenous variables, but
it was used in a context where only the variables from oo_.dr.restrict_var_list
were expected (as is done with local_state_space_iteration_2 MEX).
This commit fixes this discrepancy, and also fixes the test that was checking
that both MEX are returning the same output.
Closes : #1768
2021-03-10 13:45:29 +01:00
1a0ee5f055
Bytecode / sparse transpose: bug fix
...
The Jc vector has n+1 elements, where n is the number of columns. Moreover, the
size passed to memset() was wrong.
2021-02-09 16:05:11 +01:00
c9f6d3a626
Bytecode: more simplifications and modernizations
2021-02-09 16:00:53 +01:00
4a1dbc5ca4
Bytecode: fix bug introduced in previous commit
...
map::at() does bound checking, and throws an exception if out-of-range,
contrary to [] operator which returns a new element.
2021-02-03 19:52:25 +01:00
4893f0e82c
Bytecode: various simplifications and modernizations
2021-02-03 18:10:31 +01:00
30cfb0b03c
Bytecode: bugfix in conditional forecast
2021-02-01 17:54:36 +01:00
967966876f
Bytecode: remove obsolete LINBCG stuff
2021-02-01 15:26:33 +01:00
743469bfd7
Bytecode: remove stuff for creating a standalone debugging executable
...
This code no longer compiles. And it’s possible to debug the MEX directly.
2021-02-01 15:26:33 +01:00
bb5f58f55f
Bytecode: remove useless constant redefinition
2021-02-01 15:26:33 +01:00
eb29dc003a
Bytecode: remove CUDA-specific stuff
2021-02-01 15:26:31 +01:00
5ef440ad9b
Bytecode: remove MSVC++ specific portions
2021-02-01 14:50:46 +01:00
f9f50ff19a
Bytecode: 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
2021-02-01 14:50:46 +01:00
47357bb432
Bytecode: port to C++11 nullptr keyword
...
Performed using modernize-use-nullptr from clang-tidy.
Manual intervention to remove old-style C casts to nullptr.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-nullptr.html
2021-02-01 14:50:42 +01:00
a2186b06b8
Bytecode: 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
2021-02-01 14:50:42 +01:00
1aa0286f6d
Bytecode: port to C++11 emplace_back() method on containers
...
Performed using modernize-use-emplace from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-emplace.html
2021-02-01 14:50:42 +01:00
93c6cb1c3c
Bytecode: use bool literals
...
Performed using modernize-use-bool-literals from clang-tidy
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-bool-literals.html
2021-02-01 14:50:42 +01:00
1a4340cb80
Bytecode: 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
2021-02-01 14:50:39 +01:00
63e922f637
Bytecode: port some constructors to pass-by-value using C++11 move semantics
...
Performed using modernize-pass-by-value from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-pass-by-value.html
2021-02-01 14:50:10 +01:00
7840d1396e
Bytecode: 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
2021-02-01 14:50:07 +01:00
2f587cf5c3
Bytecode: use C++ headers
...
Performed using modernize-deprecated-headers from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-deprecated-headers.html
2021-02-01 12:28:50 +01:00
c050325e3d
Bytecode: C++17 modernization / convert the remaining enums to enum classes
2021-02-01 12:10:47 +01:00
bc053018a0
Remove risky steady state (unfinished) code
...
Incidently, remove the possibility of passing model derivatives as arguments to
the k_order_perturbation. That possibility was only used by the risky steady
state code.
Closes : #1338
2021-01-22 11:32:36 +01:00
Stéphane Adjemian (Odysseus)
0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise
2021-01-11 11:06:55 +01:00
55e25bcb7f
perfect_foresight_problem MEX: check the return code of mexCallMATLAB()
2020-12-07 15:03:35 +01:00
4e16ffcda2
Fortran MEX interface: minor fix for interface to dgemv
2020-10-21 18:17:41 +02:00
ce5aa33a33
k-order DLL: no longer write journal file on-disk, unless options_.debug = true
...
Closes : #1735
2020-10-15 17:19:30 +02:00
Stéphane Adjemian (Charybdis)
e690c5de5a
Merge Enterprise/block_trust_region into enterprise.
2020-09-24 16:05:55 +02:00
Stéphane Adjemian (Charybdis)
17e6421ea3
Merged master into enterprise.
...
Fixed conflict in
- doc/manual/source/running-dynare.rst
2020-09-23 15:28:19 +02:00
73253a0620
Bytecode + Block decomposition: fix crash with purely forward variables
...
After simulating a block containing purely forward variables (thus of type
“evaluate backward”), the it_ variable of the evaluator would be left in an
inconsistent state (typically 0, which means that taking the value of a lagged
variable would lead to an invalid read).
By the way, fix a symmetric problem for backward blocks (which could
potentially create a invalid read for purely backward models).
Ref. #1727
2020-09-22 16:45:44 +02:00
8803bc1479
Bytecode: minor improvement to debugging information
2020-09-22 16:42:33 +02:00
865ab47fa9
Provide block_trust_region MEX under solve_algo 13 and 14
...
- block trust region solver now available under solve_algo=13
It is essentially the same as solve_algo=4, except that Jacobian by finite
difference is not handled. A test file is added for that case
- block trust region solver with shortcut for equations that can be evaluated
is now available under solve_algo=14 (in replacement of the pure-MATLAB solver)
Closes : Enterprise/dynare#3
2020-09-18 18:01:56 +02:00
7e21bf2a10
Block trust region MEX: use MATLAB’s dmperm for the Dulmage-Mendelsohn decomposition
...
It turns out that MATLAB’s implementation is significantly faster than my own
Fortran implementation.
2020-09-18 17:55:58 +02:00
35a162c6a6
Block trust region MEX: fix memory leak in MATLAB function closure
2020-09-18 17:55:58 +02:00
adf1fdb009
Block trust region MEX: add safety check for squareness of blocks
2020-09-18 17:55:58 +02:00
9430b4e9ca
Block trust region MEX: add debugging information
2020-09-18 17:55:57 +02:00
Stéphane Adjemian (Odysseus)
248ad18846
Merge remote-tracking branch 'Dynare/master' into enterprise
...
Fixed conflicts in:
- .gitlab-ci.yml
- matlab/dynare_config.m
- matlab/dynare_solve.m
- matlab/initvalf.m
- matlab/perfect-foresight-models/make_ex_.m
- matlab/perfect-foresight-models/perfect_foresight_setup.m
- mex/build/matlab/Makefile.am
- mex/build/matlab/configure.ac
- mex/build/octave/Makefile.am
- mex/build/octave/configure.ac
- mex/sources/Makefile.am
- preprocessor
- tests/Makefile.am
2020-09-17 14:53:32 +02:00
f6c2471eef
New MEX for solving discrete Lyapunov equations with doubling algorithm
...
This is a Fortran 2008 rewrite of disclyap_fast.m.
Closes : #1737
2020-07-30 16:34:35 +02:00
3f53a94981
Add dpotrf to Fortran 2008 BLAS/LAPACK bindings
2020-07-30 16:34:35 +02:00
ea18431230
Various improvements to mjdgges MEX
2020-07-30 16:34:33 +02:00
f4a31a0d1f
Various improvements to Fortran 2008 interface to MATLAB MEX functions
...
— add interface for more functions (cell, logical, struct)
— add new mexPrintf wrapper that trims and prints a newline
— functions that take indices of type mwIndex now 1-based indices
— improve the wrapper for mxArrayToString so that it returns a character scalar
2020-07-30 14:45:50 +02:00
49b35be90a
Preprocessor: various improvements to the use_dll mode
...
In particular, higher order derivatives are now returned as sparse matrices by
the static/dynamic files, instead of 3-column matrices (which was inconsistent
with the M-file mode).
2020-06-23 19:38:49 +02:00
31a9a5e9ab
Bytecode MEX: various fixes to debug mode
2020-05-13 12:22:20 +02:00
f4f296edd6
Preprocessor update
...
— various refactoring and bugfixes in block decomposition
— small bugfix for PAC models
2020-05-06 18:17:25 +02:00
6e0f104d7e
Bump minimal MATLAB version to R2014a
...
Ref. #1713
2020-04-07 16:32:32 +02:00
43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise
2020-03-27 16:28:41 +01:00
fbfff18378
Preprocessor: various refactorings of block decomposition
...
Adapt bytecode MEX accordingly.
2020-03-20 18:51:37 +01:00
Sébastien Villemot
NormannR
Stéphane Adjemian (Ryûk)
Johannes Pfeifer