8be6f55bf6
Bytecode MEX: remove unused function parameters
2022-07-05 12:12:08 +02:00
b05ef5dd7f
Bytecode MEX: remove unused function
2022-07-05 12:11:32 +02:00
218bb1a15f
k_order_welfare MEX: check number of arguments
2022-07-05 11:55:40 +02:00
8dba4ec68c
Bytecode: minor fixes to debug mode
2022-06-24 12:53:19 +02:00
8a0eb76b1b
Use operator""s to replace some calls to std::string constructor
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By the way, remove other unnecessary calls to that constructor.
2022-06-22 12:51:08 +02:00
0107365f6a
Bytecode: stop using unsigned integers where signed ones avoid unnecessary casts
2022-06-20 17:52:01 +02:00
8bee62fa5e
Bytecode: directly use several enums inside instruction classes
2022-06-20 17:51:59 +02:00
a2d0ac3586
Bytecode: remove unused expression types
2022-06-17 16:32:59 +02:00
0719f749e7
Bytecode: remove unused opcodes
2022-06-17 16:32:50 +02:00
5ccd5f2613
Revert "More explicit message when the Dulmage-Mendelsohn decomposition returns a non-square block"
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This reverts commit fa71d4712d#1851
2022-06-16 18:05:14 +02:00
3cc4aeb826
Preprocessor: split CodeInterpreter.hh into two headers
2022-06-16 18:05:00 +02:00
fa71d4712d
More explicit message when the Dulmage-Mendelsohn decomposition returns a non-square block
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Closes : #1851
2022-06-16 15:53:45 +02:00
06f665e231
Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode)
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Previously, LBJ was available:
– under stack_solve_algo=6 when neither block nor bytecode were present
– under stack_solve_algo=1 with either block or bytecode (but the documentation
was not making it clear that it was LBJ)
This commit merges the two values for the option, and makes them
interchangeable. LBJ should now be invoked with stack_solve_algo=1 (but
stack_solve_algo=6 is kept for compatibility, and is a synonymous).
2022-06-15 15:06:33 +02:00
9cc5a5576e
Bytecode: some clean ups around checks for “stack_solve_algo” value
2022-06-15 14:28:41 +02:00
5db070e9dd
Bytecode: fix inconsistency in memory manager
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The variable “gap” is compared to zero, so the intent probably was that it
could be negative. But size_t is an unsigned type. Rather use a signed type.
2022-06-07 17:26:45 +02:00
Stéphane Adjemian (Ryûk)
f7204e6ec8
Bug fix (pruning at second order in estimation).
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Closes #1853 .
2022-05-13 11:39:49 +02:00
41ccfd4068
Bytecode: use braces (instead of $ and £) to highlight floating-point errors in expressions
2022-05-05 17:10:27 +02:00
ce2c1e0d30
No longer use C++ UTF-8 string literals
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They don’t bring any added value, and break compilation in C++20 mode (because
they are then of type “const char8_t *” which is distinct from “const char *”).
2022-05-04 18:32:52 +02:00
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
b4ce69db3a
Remove options_.slowc field
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There was no user interface, and the feature that it provides has lost
relevance over time.
Note that algorithms for block and/or bytecode still internally use some
equivalent of this parameter, but its initial value will no longer be
modifiable (which could lead to bugs, see commit
e49e7e906f
2022-03-31 17:39:43 +02:00
c5a3658110
Block trust region: cosmetics
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In particular, avoid using the deprecated dble() function. Rather use the
real() cast function, with the appropriate kind parameter.
2022-03-29 10:34:35 +02:00
Stéphane Adjemian (Ryûk)
b9bc1e7cb1
Revert update if residuals or jacobian have NaNs (block_trust_region).
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
79cad99446
Harmonise exit codes and fix convergence test.
2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk)
f2bf98ee76
Return the value of info as a third argument (block_trust_region).
2022-03-25 19:42:40 +01:00
8c16d1745e
block_trust_region MEX: first part of handling complex values returned by solved function
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If solved function returns complex values (with nonzero imaginary part), turn
them into NaNs. This mimics the behaviour of the use_dll case.
Next step will be to adapt the trust region algorithm to diminish radius when
there are NaNs.
Incidentally, bump the required GCC version to 9, since we use the %re and %im
components of complex values in Fortran.
2022-03-21 18:55:42 +01:00
d5472d2338
Tighten input sanity checks of various MEX files
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Note that the unitary test in lyapunov_solver.m that checks sparse matrix input
had to be removed. Previously, this test was passing by chance (because the
sparse test matrices had actually no zero element, hence the internal double
float storage was the same as in the dense case). Now it consistently fails
with the additional checks in disclyap_fast MEX.
2022-03-18 22:49:46 +01:00
4f6d8a198a
k_order_perturbation MEX: convert complex elements of residuals or derivatives matrices to NaNs
2022-03-18 16:45:33 +01:00
2d73ae2971
Bytecode: fix typo
2022-03-16 15:00:09 +01:00
96fb676be7
Bytecode: fix stack_solve_algo=4 when a “solve backward/forward” block follows a “solve two boundaries” block
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When solving a “Solve two boundarise” block with stack_solve_algo=4, the
“slowc” variable is modified. This would affect the resolution of further
“solve backward/forward” blocks, which would yield results.
The fix consists in saving and restoring “slowc”.
2022-03-15 17:42:03 +01:00
65e18fe883
Bytecode: fix stack_solve_algo=4 on linear blocks
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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)
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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
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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
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– 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}
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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
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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)
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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
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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`
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As suggested in !1962
2021-12-07 12:19:30 +01:00
10698ba896
Fix building of source package
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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
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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
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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
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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 )
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`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'
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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 )
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- 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
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Closes : #1815
2021-09-20 17:28:43 +02:00
67c205e0a4
Fortran 2008: add interface for mxCreateStructMatrix
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Needed by Normann.
2021-09-14 17:05:07 +02:00
Stéphane Adjemian (Ryûk)
e72dde69d3
Add option for trust region algorithm (mex).
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
Sébastien Villemot
Stéphane Adjemian (Ryûk)
NormannR
Johannes Pfeifer