Commit Graph

15401 Commits (99cd06c9fde93d6013d94d92c7282151d53fc9cf)

Author SHA1 Message Date
Sébastien Villemot 99cd06c9fd
Move relevant Dynare++ files to mex/sources/libkorder/. Delete the others.
Also move some useful documentation to doc/.
2023-04-17 18:10:35 +02:00
Sébastien Villemot e413696277
Octave compatibility fix: the 3rd output argument to fminsearch was added in Octave 4.4 2023-04-17 18:10:35 +02:00
Sébastien Villemot 873685e7e6
Windows package: bump to Octave 8.2.0 2023-04-17 10:35:53 +02:00
Sébastien Villemot ebee041d1c
Manual: claim compatibility with Octave 8.2.0 2023-04-17 10:34:05 +02:00
Sébastien Villemot 36db88c56c
qmc_sequence MEX: use the Fortran version of John Burkardt’s code (instead of C++)
Incidentally, this greatly diminishes the compilation time of the MEX.
2023-04-15 16:19:35 +02:00
Sébastien Villemot 85351d751c
🐛 qmc_sequence MEX: large input seeds would be truncated
The int64 input seed was converted to a double before being converted back to
an int64. But large integers cannot be represented exactly in a double.
2023-04-15 15:48:55 +02:00
Sébastien Villemot 9dff1ff28e
🐛 Workaround for buggy int64_T and uint64_T types under Windows with MATLAB < R2015b
This bug would impact the qmc_sequence MEX, which manipulates an int64
input/output argument (the seed). Thanks to little-endianness, the bug would
however only manifest for seeds > 2³¹.
2023-04-15 15:48:54 +02:00
Sébastien Villemot e9ecce8293
ricatti_update MEX: remove unused variable 2023-04-15 13:03:43 +02:00
Sébastien Villemot 3bf40d92f8
blas_lapack.F08: minor simplification 2023-04-15 12:50:44 +02:00
Sébastien Villemot 80a6967827
Remove unused options_.scalv 2023-04-14 16:38:14 +02:00
Sébastien Villemot 1faeaf892e
Remove unused options_.terminal_condition 2023-04-14 16:35:43 +02:00
Sébastien Villemot 640be269af
Add “implicit none” statements in BLAS/LAPACK interfaces for safety 2023-04-14 15:08:53 +02:00
Sébastien Villemot 62c2881bc2
Fortran 2018 modernization: use the extended “implicit none” syntax
The statement “implicit none” forbids implicit typing of variables, but not
implicit procedure declaration. The new “implicit none (type, external)” syntax
forbids both, and is thus safer.
2023-04-14 15:06:37 +02:00
Sébastien Villemot 0923187938
🐛 Perturbation solution: gracefully fail if order=2 is requested with bytecode 2023-04-13 17:35:20 +02:00
Sébastien Villemot 91fa8d079e
calibrateresiduals: use the sparse representation of the dynamic model 2023-04-13 17:24:47 +02:00
Sébastien Villemot 7e1c25d775
backward_model_inversion: use the sparse representation of the dynamic file 2023-04-13 15:51:09 +02:00
Sébastien Villemot ed75e4c176
dynamic_backward_model_for_inversion: turn into a local function of backward_model_inversion 2023-04-13 15:47:43 +02:00
Sébastien Villemot 66b648157f
Purely backward models simulation: use the sparse representation of the dynamic file 2023-04-13 15:47:43 +02:00
Sébastien Villemot 34e82f9697
sim1_purely_forward: use the sparse representation of the dynamic file 2023-04-13 15:47:43 +02:00
Sébastien Villemot 170a4dce0e
dynamic_forward_model_for_simulation: turn into a local function of sim1_purely_forward 2023-04-13 15:47:43 +02:00
Sébastien Villemot 5f42e84b0b
sim1_purely_static: use the sparse representation of the dynamic file 2023-04-13 15:47:43 +02:00
Sébastien Villemot 4a793f89ff
dynamic_static_model_for_simulation: turn into a local function of sim1_purely_static 2023-04-13 15:47:43 +02:00
Sébastien Villemot 942c6f9a20
🐛 static_model_inversion: fix handling of STEADY_STATE() operator
Of course, this operator does not make much sense in the context of a static
model, but it should still work.
2023-04-13 15:47:43 +02:00
Sébastien Villemot 9deb1e6049
static_model_inversion: use the sparse representation of the dynamic file 2023-04-13 15:47:41 +02:00
Sébastien Villemot bc68915dfa
static_model_for_inversion: turn into a local function of static_model_inversion 2023-04-13 11:55:27 +02:00
Stéphane Adjemian (Ryûk) 4f3a0df884
Do not overwrite solve_algo option. 2023-04-12 09:53:46 +02:00
Sébastien Villemot 5c3e291483
Preprocessor: use_dll: turn getPowerDeriv() and sign() into inline functions 2023-04-11 17:31:18 +02:00
Sébastien Villemot 90a408e3c3
Build system: enable the dangling else warning (-Wdangling-else)
Adapt the code accordingly.
2023-04-11 17:31:18 +02:00
Sébastien Villemot c56e7cef51
Build system: remove tests that have become useless since the removal of Dynare++ executable 2023-04-11 17:31:16 +02:00
Sébastien Villemot 6938080951
Preprocessor update
🐛 sign(0) was returning 1 instead of 0 with use_dll
– Performance improvements on very large models
2023-04-07 18:08:56 +02:00
Sébastien Villemot 9f29e2f292
Bytecode: add missing floating point exception handling for sqrt and several trigonometric functions 2023-04-07 17:32:36 +02:00
Sébastien Villemot 2740bdee58
Bytecode: remove default clause in switch/case clauses for opcodes
This ensures that we will get a compiler warning reminding us to support
opcodes that may be added in the future.
2023-04-07 16:46:35 +02:00
Sébastien Villemot 1622c74a53
Bytecode: add missing support for cbrt(), abs() and sign() operators 2023-04-07 16:46:35 +02:00
Sébastien Villemot f27c3abd2f
Bytecode: refactor floating point exception handling 2023-04-07 16:46:32 +02:00
Sébastien Villemot fbaa051489
Bytecode: minor simplification 2023-04-07 10:26:57 +02:00
Sébastien Villemot 421eb1482c
Octave compatibility: qz() will be MATLAB-compatible in version 9
[skip ci]
2023-04-07 10:26:54 +02:00
Stéphane Adjemian (Ryûk) 51ffe77fb7
Add error flag (new output) to simul_backward_model routine. 2023-04-05 11:09:59 +02:00
Stéphane Adjemian (Ryûk) b8c70eba3b
Initialize parameter delta.
To prevent name mangling with potentially available function (matlab toolbox).
2023-04-05 11:09:59 +02:00
Sébastien Villemot c4bc6316d0
Make matlab/missing/mex/mjdgges/mjdgges.m Octave-compatible
[skip ci]
2023-04-04 18:40:37 +02:00
Sébastien Villemot 8128fd4cc3
Bytecode: minor improvements of interfacing with UMFPACK 2023-04-03 18:34:55 +02:00
Sébastien Villemot c4ad1d58e8
Bytecode: minor simplification to debug mode 2023-04-03 18:34:45 +02:00
Sébastien Villemot 19afc087cc
Manual: give more details for stack_solve_algo=0
Explain that the solver is a direct sparse LU, to differentiate it from
stack_solve_algo={2,3,4} which use the same Newton algorithm but with different
solvers.
2023-04-03 18:31:04 +02:00
Sébastien Villemot d3afa980aa
MEX: better type definition for long SuiteSparse integers under Windows 2023-04-03 18:31:04 +02:00
Sébastien Villemot d078810625
MEX: remove obsolete MSVC check 2023-04-03 14:59:36 +02:00
Sébastien Villemot a45b00fa69
MEX: better type definition for BLAS/LAPACK integers in C and C++
int64_t on 64-bit machines better expresses the intent than ptrdiff_t. This is
also more consistent with what is done in Fortran.
2023-04-03 14:58:07 +02:00
Sébastien Villemot f0888468e6
Bytecode: optimize memory consumption during iterations
mxArray objects were not properly destroyed within the iteration loop, leading
to higher memory usage. Note that there was no memory leak, because these
objects would be destroyed later by MATLAB when exiting the MEX.
2023-04-03 14:14:33 +02:00
Sébastien Villemot 5a1abb1b87
Bytecode: cleanup memory management for UMPACK memory buffers
There was probably no bug but it is safer this way.
2023-03-31 18:43:16 +02:00
Sébastien Villemot 8dae5393f5
Bytecode: remove unused function 2023-03-31 17:37:31 +02:00
Sébastien Villemot 403db2cc64
Bytecode MEX: under Octave, use system-wide umfpack.h instead of our own version 2023-03-31 16:18:27 +02:00
Sébastien Villemot d5ee4dcb75
Testsuite: add a test for deprecated simul command 2023-03-29 17:01:09 +02:00