Sébastien Villemot
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
Sébastien Villemot
ec05451d1a
Remove symmetric elements in 3rd model derivatives
2019-06-17 16:18:07 +02:00
Sébastien Villemot
1d22536bc5
Add back workaround for MKL with DGGES and VSL
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The workaround was removed in de159c0480
, but it
is still needed for MATLAB R2009b.
2019-05-21 17:28:11 +02:00
Sébastien Villemot
4d17c8b10d
Dynare++: move multithreading abstraction to the "utils" module
2019-05-02 12:38:56 +02:00
Sébastien Villemot
faa3185bdf
local state space iterations 2 DLL: various modernizations and simplifications
2019-04-30 15:54:49 +02:00
Sébastien Villemot
1199d4abae
kronecker DLLs: various modernizations and simplifications
2019-04-30 15:54:48 +02:00
Sébastien Villemot
de159c0480
mjdgges DLL: convert to C++ (for consistency with other DLLs)
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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
Sébastien Villemot
b115b76e0d
Kalman steady state DLL: various modernizations and simplifications
2019-04-30 15:54:43 +02:00
Sébastien Villemot
80267f56e5
Block kalman filter DLL: various modernizations and simplifications
2019-04-30 15:54:40 +02:00
Sébastien Villemot
f5e2bfc30a
Ask GCC to warn about C-style casts (-Wold-style-cast)
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Adapt the code accordingly.
2019-04-23 13:03:20 +02:00
Sébastien Villemot
76e7acab7c
block_kalman_filter DLL: fix header file extension
2019-04-23 09:33:28 +02:00
Sébastien Villemot
f953374dba
More Unicode copyright symbol
2019-04-16 14:34:05 +02:00
Sébastien Villemot
c9bdc2c885
Dynare++: simplify methods for getting number of columns and rows of a matrix
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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
be170f131c
k-order DLL: fix compilation error on Windows introduced by b1ba53ce0
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Ref #217
2019-04-16 12:13:30 +02:00
Sébastien Villemot
57848930c6
Use Unicode copyright symbol (in UTF-8 encoding)
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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
Sébastien Villemot
e281f35213
Lift upper restriction on approximation order
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Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot
b1ba53ce05
dynare_simul_ DLL: adapt for an arbitrary approximation order
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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
Sébastien Villemot
68aa1ace8f
k-order DLL: in use_dll mode, get model derivatives from preprocessor at an arbitrary order
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Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot
a101457cf0
k-order DLL: fix wrong assertion in MATLAB mode
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Bug introduced in 4c6e911d6
(only apparent under Octave, since under MATLAB
assertions are skipped).
Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot
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
Sébastien Villemot
4c6e911d69
k-order DLL: in MATLAB mode, get model derivatives from preprocessor at an arbitrary order
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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
Sébastien Villemot
c31ba8bebf
k-order DLL: in ‘use_dll’ mode, compute # of temp. terms. using M_.dynamic_tmp_nbr
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The preprocessor no longer exports the ‘ntt’ symbol in the MEX.
Ref #217
2019-04-12 18:26:31 +02:00
Sébastien Villemot
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
Sébastien Villemot
2dc988b69d
k-order DLL: make model derivatives storage ready for an arbitrary order
2019-04-10 19:00:49 +02:00
Sébastien Villemot
85f472c74b
Dynare++: new helpers for constructing {Const,}{TwoD,General}Matrix from mxArray*
2019-04-10 19:00:49 +02:00
Sébastien Villemot
d0b4429fb6
k-order DLL: misc minor improvements
2019-04-10 09:41:58 +02:00
Sébastien Villemot
b556290d60
k-order DLL: simplify and better document correspondence between Dynare and Dynare++ variable orderings
2019-04-10 09:23:32 +02:00
Sébastien Villemot
efa1f39e71
k-order DLL: finally adapt for M_.{endo,exo}_names as cell arrays
2019-04-08 18:47:49 +02:00
Sébastien Villemot
86a607a4fc
k-order DLL: make the output arguments ready for arbitrary order
2019-04-08 18:47:49 +02:00
Sébastien Villemot
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
Sébastien Villemot
dee230bf32
Minor shell modernization
2019-04-05 12:12:24 +02:00
Sébastien Villemot
fa64a25825
qmc_sequence DLL: various modernizations and simplifications
2019-04-03 19:04:36 +02:00
Sébastien Villemot
dd09264b03
k-order DLL: return unfolded matrices in 5th output argument
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Thus we can remove unfolding code from k_order_pert.m.
2019-04-02 19:16:13 +02:00
Sébastien Villemot
20cbc30450
k-order DLL: various simplifications
2019-04-02 19:16:10 +02:00
Houtan Bastani
7e46d8267c
mac: make build system work with clang and gcc
2019-04-01 17:38:42 +02:00
Houtan Bastani
a93c6681c7
clang: can’t print non POD type through variadic function
2019-04-01 16:05:47 +02:00
Sébastien Villemot
fb4d14c0a2
Fix build failure with MATLAB ≤ R2011a with recent GCC
2019-03-25 18:47:50 +01:00
Sébastien Villemot
c46023ad56
POSIX shell stylistic improvements
2019-03-25 18:47:49 +01:00
Sébastien Villemot
4c11e9e9ec
Dynare++ kord and MEX: various modernizations and improvements
2019-03-07 19:46:15 +01:00
Sébastien Villemot
14f85cf448
Dynare++ kord library: various modernizations and improvements
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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
Sébastien Villemot
6d99b6d120
Dynare++ kord library: various modernizations and simplifications
2019-03-05 18:35:35 +01:00
Sébastien Villemot
7fd95a6b72
Dynare++ kord library: use modern pseudo-random number generators
2019-03-05 12:29:17 +01:00
Sébastien Villemot
58bdee12c3
Dynare++ tensor library: refactor static stuff
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- 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
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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
b5793ddd22
Dynare++: use std::unique_ptr for storage inside tensor containers
2019-02-20 17:04:34 +01:00
Sébastien Villemot
9f4986e90e
Add missing Dynare++ header file to MEX builds
2019-02-19 18:53:21 +01:00
Sébastien Villemot
9512a32ad0
Dynare++: remove duplicate implementation of the Pascal triangle
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As a consequence, the singleton implementation has to be made thread-safe.
Also implement the singleton pattern using a namespace, rather than a static
instance.
2019-02-19 16:46:04 +01:00
Sébastien Villemot
5fcf563c61
Dynare++: factorize and optimize code for integer exponentiation
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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
9dfb556740
k-order DLL: fix bug introduced in 1f7d3beddc
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For the IntSequence class, the initialization with {} and () are no longer
equivalent.
2019-02-12 19:09:28 +01:00
Sébastien Villemot
1f7d3beddc
Dynare++ tensor library: modernize the Symmetry class
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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