Commit Graph

151 Commits (8e5294018170db8c76ff55399b3c0c526e80734a)

Author SHA1 Message Date
Sébastien Villemot 8e52940181
Dynare++ tensor library: first batch of simplifications for tests
Also make test failures fatal.
2019-02-12 15:18:24 +01:00
Sébastien Villemot 44d47ee560
Dynare++: refactor iterator over symmetries
Simplify the logic of iteration. Adapt the range-based for loop syntax.
2019-02-12 12:17:07 +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 19cc08b7e5
Dynare++: modernization and simplification of the IntSequence class
Similarly to Vector, it now uses a std::shared_ptr for managing the underlying
data.
2019-02-06 19:00:46 +01:00
Sébastien Villemot 099a1de607
Dynare++: further simplification in Vector class 2019-02-06 19:00:46 +01:00
Sébastien Villemot af722f438f
Dynare++: drop remaining "using namespace std" 2019-02-06 19:00:46 +01:00
Sébastien Villemot 8698b4c540
Dynare++: fix computation of IRFs
Since the introduction of the --burn option (in Dynare++ shipped with Dynare
4.3.0), the IRFs reported by Dynare++ were wrong.

The IRFs are computed using a generalized IRF method: the result is
the (average) difference between a simulation with shock and a simulation
without shock. The problem was that the two simulations were not using the same
starting point.

Closes #1634
2019-02-05 17:18:21 +01:00
Sébastien Villemot 3e5b4084b8
Dynare++: fix bug in new threading code
At the end of a thread, we must first notify the main thread waiting on the
condition variable, then unlock the mutex. We must do these two operations in
that order, otherwise there is a possibility of having the main process
destroying the condition variable before the thread tries to notify it (if all
other threads terminate at the same time and bring the counter down to zero).
For that reason, we cannot use std::notify_all_at_thread_exit().

Bug introduced in commit 752a02a36.
2019-02-02 09:05:02 +01:00
Sébastien Villemot 566d237ec3
Dynare++ tensor library: small simplification 2019-01-31 19:01:41 +01:00
Sébastien Villemot 342e8c7508
Dynare++ tensor library: further notation fixes in documentation
Also fix extensions of source files.
2019-01-31 19:01:41 +01:00
Sébastien Villemot a612c59ff3
Dynare++: remove leftover file from the transition away from CWEB 2019-01-31 19:01:40 +01:00
Sébastien Villemot c15602c658
Dynare++: convert doc of Sylvester module to LaTeX
Previously it was plain TeX.

This allows us to remove the test for pdfetex.
2019-01-31 12:14:12 +01:00
Sébastien Villemot 268d540d58
Dynare++: add tl.tex to distributed tarball
By the way, simplify Makefile rules.
2019-01-31 12:11:28 +01:00
Sébastien Villemot 4f7330cb52
Dynare++: add LaTeX overview of the Tensor Library
The material of this document comes from the introduction to the library that
had been lost in the move away from CWEB (formerly tl/cc/main.web).

This file gives a good overview of the library. It has been adapted from TeX to
LaTeX. Also I fixed a mistake in the Faà di Bruno's tensor formula.
2019-01-30 19:07:57 +01:00
Sébastien Villemot a122927872
Dynare++: another change related to default number of threads
Forgotten in commit 733308807.
2019-01-29 20:31:06 +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 edda6e3038
Dynare++ multithreading: simplification of mutex interface 2019-01-29 15:53:44 +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 a9e51ac4c0
Dynare++ sylvester equation solver: remove the SylvMemory class, not actually used 2019-01-25 18:43:21 +01:00
Sébastien Villemot 3ce051d819
Dynare++ sylvester equation solver: various simplifications and improvements
In particular, the test binary now errors out in case of test failure.
2019-01-25 18:43:21 +01:00
Sébastien Villemot 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 a2f2814cb2
Dynare++: ensure that all calls to BLAS/LAPACK use the correct LD values
Many BLAS/LAPACK calls were making the assumption that LD==rows when passing
matrices. In some cases this was correct (because of implementation details,
in particular because how the copy constructor of GeneralMatrix is implemented).
But in other cases it was a bug.

With this commit, the actual value for LD is systematically used (this fixes
existing bugs and prevent possible future ones if the implementation details
were changed).
2019-01-24 15:27:09 +01:00
Sébastien Villemot fefccd4a1b
Reverts changes mistakenly added to commit f484942154. 2019-01-22 18:21:57 +01:00
Sébastien Villemot f484942154
Update dseries submodule 2019-01-22 18:10:16 +01:00
Sébastien Villemot c711d34d1d
Dynare++ / sylvester equation solver: refactor Vector and ConstVector classes
- these classes now encapsulate a std::shared_ptr<{const, }double>, so that
  they do not perform memory management, and several {Const,}Vector instances
  can transparently share the same underlying data

- make converting constructor from ConstVector to Vector explicit, since that
  entails memory allocation (but the reverse conversion is almost costless, so
  keep it implicit); do the same for GeneralMatrix/ConstGeneralMatrix,
  TwoDMatrix/ConstTwoDMatrix

- remove the constructors that were extracting a row/column from a matrix, and
  replace them by getRow() and getCol() methods on {Const,}GeneralMatrix

- rename and change the API of the complex version Vector::add(), so that it is
  explicit that it deals with complex numbers

- add constructors that take a MATLAB mxArray
2019-01-22 16:13:22 +01:00
Sébastien Villemot 49c06f5c7f
Dynare++ / sylvester equation solver: print solver method when debugging
By the way, simplify copy constructor/assignment.
2019-01-22 11:58:28 +01:00
Sébastien Villemot f655c170b6
Dynare++ / sylvester equation solver: second batch of modernizations 2019-01-17 10:20:49 +01:00
Sébastien Villemot b0a7826cb9
Dynare++ / sylvester equation solver: first batch of modernizations 2019-01-15 19:04:13 +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 8ebcd7cae6
Dynare++: fix check for QZ eigenvalue criterium
The criterium was previously incorrectly applied to the square absolute value
of eigenvalues. Rather apply it to the absolute value itself (as now done in
Dynare).

Ref #1632
2019-01-15 19:04:04 +01:00
Sébastien Villemot 2a82177304
Dynare++: enforce C++ Emacs mode for bison/flex files 2019-01-15 19:03:58 +01:00
Sébastien Villemot b8791e9f13
Dynare++: various modernizations of numerical integration library 2019-01-14 18:56:49 +01:00
Sébastien Villemot 4a72266d05
Dynare++: use std::unique_ptr for memory management of workers in thread groups 2019-01-14 12:35:46 +01:00
Sébastien Villemot 8bc450f5ac
Various modernizations 2019-01-10 18:24:04 +01:00
Sébastien Villemot d5fcfb6566
Remove class MemoryFile, rather rely on C++ I/O streams 2019-01-10 17:52:02 +01:00
Sébastien Villemot a8f12c5b76
A few more modernizations with clang-tidy 2019-01-10 14:50:49 +01:00
Sébastien Villemot e45d230a3d
Rename .dat file to standard .hh extension 2019-01-10 14:29:58 +01:00
Sébastien Villemot 6076a4ff0c
Remove Emacs local mode variable
No longer needed now that files have C++-specific extensions.
2019-01-10 14:26:14 +01:00
Sébastien Villemot 38c24347ff
Use C++14 std::conditional_t (instead of custom IF template) 2019-01-09 17:26:28 +01:00
Sébastien Villemot 922014c2fa
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
2019-01-09 17:21:14 +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 7df31f68d9
Port to C++ delete keyword
Performed using modernize-use-equals-delete from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-equals-delete.html
2019-01-09 16:23:04 +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 1052046954
Port to C++11 emplace() method on containers
Performed using modernize-use-emplace from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-emplace.html
2019-01-09 16:00:05 +01:00
Sébastien Villemot cbcd0a6950
Port to C++11 default members initializers
Performed using modernize-use-default-member-init from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-default-member-init.html
2019-01-09 15:58:45 +01:00
Sébastien Villemot 966a1c2ac0
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
2019-01-09 15:51:19 +01:00
Sébastien Villemot 7e003cc591
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
2019-01-09 15:46:04 +01:00
Sébastien Villemot 2024330568
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
2019-01-09 15:44:26 +01:00