Commit Graph

87 Commits (91a25ebeadd8a61bdfe594b808f1ee6d939ffe7e)

Author SHA1 Message Date
stepan fe7c01675a Changes related to the multithreaded mex files (part I).
* Removed from build_matlab.m the compilation of mex files with openmp.
* Added build_matlab_multithread.m (where openmp is used if availabe).
* Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2549 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 11:01:55 +00:00
sebastien 604f465992 trunk mjdgges.c: Octave doesn't define mwSignedIndex (but it does for mwSize and mwIndex...)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2541 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-31 08:58:57 +00:00
sebastien 535274d3ad trunk:
- build_matlab.m: mwSignedIndex actually appeared in Matlab 7.3 (like mwSize and mwIndex)
- mjdgges.c: use a typedef instead of a #define for mwSignedIndex


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2540 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-31 08:49:36 +00:00
michel adc5d60e23 v4.1: fixed build_matlab.m and mjdgges.c for Matlab (7.8) r2009a
added new macro NWSIGNEDINDEX_NOT_DEFINED (necessary in 64bit environments)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2539 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-30 20:13:22 +00:00
george 1654e8914b Added void KordpDynare::ReorderBlocks
a recursive, hierarchical block reordering of higher order, input model derivatives inc. Hessian


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2495 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-20 17:43:34 +00:00
george 5a564dbfbc Update: adding storage of 2nd order derivative Hessian from <model>_dynamic in k_ord_dynare. Also, correction of handling DLL for windows in
k_order_perturbation

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2476 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-17 17:26:13 +00:00
michel 1e017007d0 fixing problems in Linux DLL handling
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2475 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-17 07:58:01 +00:00
stepan 860dca071a v4.1: Removed debug flags. Added optimization flags. (=> Increase the
speed of A_times_B_kronecker_C by a factor 2).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2473 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-15 22:30:00 +00:00
stepan acee5581a9 v4.1: Cosmetic changes and more (set USE_OMP equal to one iff _OPENMP exists).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2472 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 22:51:50 +00:00
stepan 34f1a39428 v4.1: Parallelization of A_times_B_kronecker_C.cc using OpenMp if
available. Due  to incompabilities between the optimized MKL (blas)
library shipped with matlab and the free OpenMp library (libgomp), the dgemm
routine is replaced by nested loops.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2471 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 22:35:44 +00:00
george f21969d7f7 latest changes for orders >1 as system was failing with exception in KOrder constructor complaining that the passed Model Derivatives container has
no tensors of order higher than or equal 2. So I had to initialise those as empty within the container - BUT NOT SURE that is enough


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2470 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 13:32:24 +00:00
michel 1b883df049 korderpert: correcting GCC 4.3 compatibility issue
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2469 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 12:48:57 +00:00
michel b4b2b2b01c resurrecting k_ord_dynare.h deleted by mistake
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2468 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 12:48:12 +00:00
stepan fb022dd3d7 v4.1: Fixed unsigned int warning.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2467 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 11:16:34 +00:00
michel 1941302652 kordpert: small change to make it compatible with gcc 4.3
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2465 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 11:02:32 +00:00
ferhat a5a4c36ac0 Minor corrections on multiprocessing in simulate
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2464 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 17:59:45 +00:00
sebastien 70b870ef74 trunk mex/sources: fixed build files for the removing of preprocessor/include/
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2461 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 14:58:25 +00:00
ferhat b6636fc799 modifications in sparse options to support the new variable indexation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2458 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 13:33:09 +00:00
stepan c8a86252c7 v4.1: Added the possibility of multithreading for some mex files
(OpenMp is used).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2453 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-11 14:57:34 +00:00
george 3945918e47 1) uses passed mexext for <model>_Dynamic extension.
2) improved Exception handling
3) improved dev bat files

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2445 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-03 11:01:10 +00:00
george f131ac5879 update to k_order_perturbation.cpp: adding a new faction writeMMap to t_container.hweb,
modelled on lines similar to WriteMat4 that outputs all
symmetries to the Memory Map and is called directly from the k_order_perturbation.cpp. Test program updated too.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2444 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-02 09:59:50 +00:00
stepan 9016f3bb4a v4.1:: Removed path to BLAS for the compilation sparse_hessian_times_B_kronecker_C.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2436 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-25 11:37:34 +00:00
george 9ee2a23a5d Updated for passing qz_criterium and unit root models
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2415 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-12 17:21:38 +00:00
george 91264b696f changed k_order_perturbation.cpp to use dr.ys instead oo_.steady_state
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2410 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-09 19:16:59 +00:00
george 24969d42a7 Update test model without "both" and without unit root variables and new Matlab test emulator of FirstOrder.cpp
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2409 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-09 11:19:48 +00:00
george c98d175e4b Updates for prototype based on reading output mat file.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2388 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-02 12:57:07 +00:00
ferhat eb4b2a50a0 - Correction of bugs in deterministic simulation with option sparse_dll
- parallel programming (with openMP API, available since GCC 4.3.2) implemented in the symbolic gaussian elimination algorithm

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2386 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-30 11:36:15 +00:00
george e247e3ef0b Update: k_ord_dynare.cpp that prints the order when running ReorderDynareJacobianIndice
and k_order_perturbation with MAT file printout


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2380 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-28 19:26:40 +00:00
george 88afe87f0c Update: test main which writes MAT file too
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2379 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 19:48:53 +00:00
george 3165e2a6dc Update, The exit from the walkstochsteady, i.e. the code in the main() following exit is not complete - it is there only for debugging up to that point.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2375 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-26 18:08:08 +00:00
sebastien 2495aca72a trunk:
* updated copyright headers of all files modified since January 1st: the copyright notice now encompasses 2009
* fixed various other copyright header issues


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2364 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-21 14:39:24 +00:00
ferhat 4fe7e3e155 - SymbolGaussElim.cc is discarded from the preprocessor (all simulations are now implemented in simulate)
- Correction in model_info.m

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2358 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-20 22:04:37 +00:00
michel b1e3185592 separating lead and lag variables (m and P)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2357 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-14 20:35:25 +00:00
george a39c2eb17f Update: jacobian reordering methods and update of sparse tensor population. Also, test .cpp using new 1 lag 1 lead model derived from fs2000a.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2356 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-13 22:25:51 +00:00
george a750cba621 This one is for testing fs2000k.mod model derived from fs2000a but with only 1 lead and 1 lag and auxiliary variables for C2(+1)=C(+2) and P2(+1)=P(+2) and uses npred=dr.npred-nboth. Still falling over, pending reordering of jacobian.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2355 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-06 16:35:43 +00:00
george 75e3717e64 Modified so that the memory space for the derivatives matrix is allocated higher in the calling chain, inside calcDerivatives. Also, changed to pointer based handling of the sparse tensor. Still not working and pending changes for auxiliary variables for test model.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2354 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-05 15:20:13 +00:00
george 057beacc95 tests.cpp removed - it is not needed for the k-order library and interferes with the build
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2348 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 14:21:31 +00:00
george 814d15788d Modifying instruction for Makefile in the extern/matlab so that it works without cweb and hweb files and create k_ord_lib.a
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2347 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 12:54:02 +00:00
george c731bc0320 Deleting binary library and modifying Makefile in the extern/matlab so that it works without cweb and hweb files and creates k_ord_lib.a
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2346 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 12:52:28 +00:00
george ed39ec73a9 checks commented out from Approximation::approxAtSteady and Approximation::walkStochSteady
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2345 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-31 10:11:49 +00:00
george 2d328f6858 Update: apparently resolved segmentqtion error but falls in FirstOrder:: solve jacobian partitioning
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2344 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-30 18:08:50 +00:00
george 7bde4672f8 Update of the interface class module -
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2343 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-24 19:03:19 +00:00
george d618138b2a Update of test driver and main interface
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2340 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-23 23:37:17 +00:00
george 023ea4b954 Update: k_order core files and Dun_pp makefiles
Added: Test Exe driver k_order_test_main.cpp and the temporary .bat files for compiling and linking DLL and the Test Exe driver and Readme.txt
Also added needed utils Dyn_pp subdirectory and the temporarily needed integ subdirectory 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2337 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-21 19:48:58 +00:00
www-data bc353ffee7 trunk: removed all DLL binaries
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2332 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 15:41:20 +00:00
ferhat 29ca49f885 - Correction of several bugs in sparse_dll
- Pound expressions accepted with sparse option


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2329 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-19 10:24:31 +00:00
sebastien 9149a9ca88 trunk mex/sources/build_matlab.m:
* activate -largeArrayDims option for PCWIN64 platform
* some code factorization


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2287 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-04 15:45:55 +00:00
michel 76d79b295d adding instructions for PCWIN64
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2286 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 20:58:34 +00:00
george 2493322c84 Update: Compiles and links but does not work yet
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2285 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 19:22:48 +00:00
george e0a8365ec8 An update, still work to do
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2279 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-02 15:25:04 +00:00