NormannR
5f828e241f
Parallelizes local_state_space_iteration_fortran
2022-01-31 18:44:48 +01:00
Sébastien Villemot
0c68e7336b
perfect_foresight_problem MEX: error out properly when called MATLAB function triggers an exception
...
Closes : #1832
2022-01-03 18:11:31 +01:00
Sébastien Villemot
5f675eee18
Add erfc() primitive
2021-12-07 17:00:59 +01:00
Normann Rion
cf829fb28e
A few fixes for k-order welfare assesment in `evaluate_planner_objective`
...
As suggested in !1962
2021-12-07 12:19:30 +01:00
Sébastien Villemot
10698ba896
Fix building of source package
...
Bug introduced in 06fd42c19b
.
2021-11-26 19:15:27 +01:00
Sébastien Villemot
06fd42c19b
Drop the dynare_simul_ MEX in favour of the new Fortran k_order_simul MEX
2021-11-26 17:37:53 +01:00
NormannR
f889a25e86
Amend the k_order_welfare routine for it to return the adequate output variables
2021-11-24 17:16:03 +01:00
NormannR
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
NormannR
cb5971d60f
Fix typo in local_state_space_iteration_fortran
2021-11-24 14:32:37 +01:00
Sébastien Villemot
ebec02c6e4
local_state_space_iteration_2 MEX: yet more fixes to comments
...
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
Sébastien Villemot
0be7e0a0d7
local_state_space_iteration_2 MEX: more fixes to comments
2021-10-21 16:34:57 +02:00
Sébastien Villemot
05ea09eee9
local_state_space_iteration_2 MEX: error out properly when trying to use with BLAS+MATLAB+parallelization
...
By the way, rename the C preprocessor symbol so that it is undefined by
default.
2021-10-20 15:50:34 +02:00
Sébastien Villemot
e3b1f9e79a
local_state_space_iteration_2 MEX: various fixes to comments
2021-10-20 15:39:58 +02:00
Sébastien Villemot
ce282dc29c
local_state_space_iteration_2 MEX: fix bug when there are more shocks that states
...
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
Sébastien Villemot
e722e908e5
k_order_simul+local_state_space_iteration_fortran MEX: fix gfortran warnings
2021-09-24 16:44:40 +02:00
Normann Rion
6475c52b3d
Implements k-order simulation routine in Fortran (Ref: #1802 )
...
`k_order_simul` may replace `dynare_simul_` in the long run
2021-09-24 09:11:15 +02:00
Normann Rion
a576bdd03f
Fixing the header doc and automake files for the local state space iteration Fortran MEX
2021-09-24 09:11:06 +02:00
Sébastien Villemot
7083f1d692
Merge branch 'local_state_space_it' into 'master'
...
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
NormannR
cab65dabb5
Implements `local_state_space_iteration_fortran`, the Fortran replacement of `local_state_space_iteration_k` (Ref #1802 )
...
- 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
Sébastien Villemot
271d80abee
Bytecode: release the lock on dynamic.bin when an exception occurs
...
Closes : #1815
2021-09-20 17:28:43 +02:00
Sébastien Villemot
67c205e0a4
Fortran 2008: add interface for mxCreateStructMatrix
...
Needed by Normann.
2021-09-14 17:05:07 +02:00
Stéphane Adjemian (Ryûk)
e72dde69d3
Add option for trust region algorithm (mex).
...
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
Johannes Pfeifer
66dcef2754
k_order_welfare.cc: remove gratuitous screen output
2021-07-22 15:12:59 +02:00
Normann Rion
3d27672c58
kth-order approximation of conditional welfare
...
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
Sébastien Villemot
a7203095db
A_times_B_kronecker_C MEX: don’t bother adding “only” clauses to “use” directive
2021-06-14 15:28:34 +02:00
Sébastien Villemot
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Sébastien Villemot
a40a9b079c
sparse_hessian_times_B_kronecker_C MEX: bugfix relating to number of rows of B and C
...
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
Sébastien Villemot
3bd3c78e0e
A_times_B_kronecker_C MEX: rewrite in Fortran
2021-06-04 12:58:39 +02:00
Sébastien Villemot
c4ca0ef0b2
Fortran MEX: remove useless return statements after calls to mexErrMsgTxt()
2021-06-04 12:58:39 +02:00
Sébastien Villemot
f90a8ab070
Fortran MEX: mark array pointers returned by MEX functions as contiguous
...
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
Sébastien Villemot
dc2695a11f
mjdgges and block_trust_region MEX: optimise by marking some function arguments as contiguous
...
This avoids unnecessary array copies before calling BLAS/LAPACK functions.
2021-06-04 12:58:36 +02:00
Sébastien Villemot
3a2335975a
Fortran MEX: add missing “implicit none” in blas and lapack modules
2021-06-04 12:57:47 +02:00
Sébastien Villemot
45181cfd97
Fortran MEX: add interface for dgemm
2021-06-04 12:57:32 +02:00
Sébastien Villemot
c9eb6920c9
local_state_space_iteration_k MEX: fix bug in output
...
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
Sébastien Villemot
1a0ee5f055
Bytecode / sparse transpose: bug fix
...
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
Sébastien Villemot
c9f6d3a626
Bytecode: more simplifications and modernizations
2021-02-09 16:00:53 +01:00
Sébastien Villemot
4a1dbc5ca4
Bytecode: fix bug introduced in previous commit
...
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
Sébastien Villemot
4893f0e82c
Bytecode: various simplifications and modernizations
2021-02-03 18:10:31 +01:00
Sébastien Villemot
30cfb0b03c
Bytecode: bugfix in conditional forecast
2021-02-01 17:54:36 +01:00
Sébastien Villemot
967966876f
Bytecode: remove obsolete LINBCG stuff
2021-02-01 15:26:33 +01:00
Sébastien Villemot
743469bfd7
Bytecode: remove stuff for creating a standalone debugging executable
...
This code no longer compiles. And it’s possible to debug the MEX directly.
2021-02-01 15:26:33 +01:00
Sébastien Villemot
bb5f58f55f
Bytecode: remove useless constant redefinition
2021-02-01 15:26:33 +01:00
Sébastien Villemot
eb29dc003a
Bytecode: remove CUDA-specific stuff
2021-02-01 15:26:31 +01:00
Sébastien Villemot
5ef440ad9b
Bytecode: remove MSVC++ specific portions
2021-02-01 14:50:46 +01:00
Sébastien Villemot
f9f50ff19a
Bytecode: 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
2021-02-01 14:50:46 +01:00
Sébastien Villemot
47357bb432
Bytecode: port to C++11 nullptr keyword
...
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
Sébastien Villemot
a2186b06b8
Bytecode: 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
2021-02-01 14:50:42 +01:00
Sébastien Villemot
1aa0286f6d
Bytecode: port to C++11 emplace_back() method on containers
...
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
Sébastien Villemot
93c6cb1c3c
Bytecode: use bool literals
...
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
Sébastien Villemot
1a4340cb80
Bytecode: 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
2021-02-01 14:50:39 +01:00
Sébastien Villemot
63e922f637
Bytecode: 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
2021-02-01 14:50:10 +01:00
Sébastien Villemot
7840d1396e
Bytecode: 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
2021-02-01 14:50:07 +01:00
Sébastien Villemot
2f587cf5c3
Bytecode: use C++ headers
...
Performed using modernize-deprecated-headers from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-deprecated-headers.html
2021-02-01 12:28:50 +01:00
Sébastien Villemot
c050325e3d
Bytecode: C++17 modernization / convert the remaining enums to enum classes
2021-02-01 12:10:47 +01:00
Sébastien Villemot
bc053018a0
Remove risky steady state (unfinished) code
...
Incidently, remove the possibility of passing model derivatives as arguments to
the k_order_perturbation. That possibility was only used by the risky steady
state code.
Closes : #1338
2021-01-22 11:32:36 +01:00
Stéphane Adjemian (Odysseus)
0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise
2021-01-11 11:06:55 +01:00
Sébastien Villemot
55e25bcb7f
perfect_foresight_problem MEX: check the return code of mexCallMATLAB()
2020-12-07 15:03:35 +01:00
Sébastien Villemot
4e16ffcda2
Fortran MEX interface: minor fix for interface to dgemv
2020-10-21 18:17:41 +02:00
Sébastien Villemot
ce5aa33a33
k-order DLL: no longer write journal file on-disk, unless options_.debug = true
...
Closes : #1735
2020-10-15 17:19:30 +02:00
Stéphane Adjemian (Charybdis)
e690c5de5a
Merge Enterprise/block_trust_region into enterprise.
2020-09-24 16:05:55 +02:00
Stéphane Adjemian (Charybdis)
17e6421ea3
Merged master into enterprise.
...
Fixed conflict in
- doc/manual/source/running-dynare.rst
2020-09-23 15:28:19 +02:00
Sébastien Villemot
73253a0620
Bytecode + Block decomposition: fix crash with purely forward variables
...
After simulating a block containing purely forward variables (thus of type
“evaluate backward”), the it_ variable of the evaluator would be left in an
inconsistent state (typically 0, which means that taking the value of a lagged
variable would lead to an invalid read).
By the way, fix a symmetric problem for backward blocks (which could
potentially create a invalid read for purely backward models).
Ref. #1727
2020-09-22 16:45:44 +02:00
Sébastien Villemot
8803bc1479
Bytecode: minor improvement to debugging information
2020-09-22 16:42:33 +02:00
Sébastien Villemot
865ab47fa9
Provide block_trust_region MEX under solve_algo 13 and 14
...
- block trust region solver now available under solve_algo=13
It is essentially the same as solve_algo=4, except that Jacobian by finite
difference is not handled. A test file is added for that case
- block trust region solver with shortcut for equations that can be evaluated
is now available under solve_algo=14 (in replacement of the pure-MATLAB solver)
Closes : Enterprise/dynare#3
2020-09-18 18:01:56 +02:00
Sébastien Villemot
7e21bf2a10
Block trust region MEX: use MATLAB’s dmperm for the Dulmage-Mendelsohn decomposition
...
It turns out that MATLAB’s implementation is significantly faster than my own
Fortran implementation.
2020-09-18 17:55:58 +02:00
Sébastien Villemot
35a162c6a6
Block trust region MEX: fix memory leak in MATLAB function closure
2020-09-18 17:55:58 +02:00
Sébastien Villemot
adf1fdb009
Block trust region MEX: add safety check for squareness of blocks
2020-09-18 17:55:58 +02:00
Sébastien Villemot
9430b4e9ca
Block trust region MEX: add debugging information
2020-09-18 17:55:57 +02:00
Stéphane Adjemian (Odysseus)
248ad18846
Merge remote-tracking branch 'Dynare/master' into enterprise
...
Fixed conflicts in:
- .gitlab-ci.yml
- matlab/dynare_config.m
- matlab/dynare_solve.m
- matlab/initvalf.m
- matlab/perfect-foresight-models/make_ex_.m
- matlab/perfect-foresight-models/perfect_foresight_setup.m
- mex/build/matlab/Makefile.am
- mex/build/matlab/configure.ac
- mex/build/octave/Makefile.am
- mex/build/octave/configure.ac
- mex/sources/Makefile.am
- preprocessor
- tests/Makefile.am
2020-09-17 14:53:32 +02:00
Sébastien Villemot
f6c2471eef
New MEX for solving discrete Lyapunov equations with doubling algorithm
...
This is a Fortran 2008 rewrite of disclyap_fast.m.
Closes : #1737
2020-07-30 16:34:35 +02:00
Sébastien Villemot
3f53a94981
Add dpotrf to Fortran 2008 BLAS/LAPACK bindings
2020-07-30 16:34:35 +02:00
Sébastien Villemot
ea18431230
Various improvements to mjdgges MEX
2020-07-30 16:34:33 +02:00
Sébastien Villemot
f4a31a0d1f
Various improvements to Fortran 2008 interface to MATLAB MEX functions
...
— add interface for more functions (cell, logical, struct)
— add new mexPrintf wrapper that trims and prints a newline
— functions that take indices of type mwIndex now 1-based indices
— improve the wrapper for mxArrayToString so that it returns a character scalar
2020-07-30 14:45:50 +02:00
Sébastien Villemot
49b35be90a
Preprocessor: various improvements to the use_dll mode
...
In particular, higher order derivatives are now returned as sparse matrices by
the static/dynamic files, instead of 3-column matrices (which was inconsistent
with the M-file mode).
2020-06-23 19:38:49 +02:00
Sébastien Villemot
31a9a5e9ab
Bytecode MEX: various fixes to debug mode
2020-05-13 12:22:20 +02:00
Sébastien Villemot
f4f296edd6
Preprocessor update
...
— various refactoring and bugfixes in block decomposition
— small bugfix for PAC models
2020-05-06 18:17:25 +02:00
Sébastien Villemot
6e0f104d7e
Bump minimal MATLAB version to R2014a
...
Ref. #1713
2020-04-07 16:32:32 +02:00
Sébastien Villemot
43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise
2020-03-27 16:28:41 +01:00
Sébastien Villemot
fbfff18378
Preprocessor: various refactorings of block decomposition
...
Adapt bytecode MEX accordingly.
2020-03-20 18:51:37 +01:00
Sébastien Villemot
144bdf34ba
k-order MEX: fix crash on Octave when higher-order derivatives have numerical zero
...
In Octave, when some values given to the sparse() function are numerically
zero, then the nzmax of the generated sparse matrix is shrinked accordingly;
while under MATLAB, the nzmax is the length of the vector of values, zeros
included.
The check at the top of
DynamicModelMFile::unpackSparseMatrixAndCopyIntoTwoDMatData() would then fail
under Octave if some higher-derivatives had an element which is symbolically
non-zero but numerically zero.
We therefore relax the check, and accordingly adapt the code that handles
numerical zeros.
This bug was uncovered by tests/pruning/AnSchorfheide_pruned_state_space.mod,
which was failing under Octave.
2020-02-18 12:18:39 +01:00
Sébastien Villemot
ae3f150c99
MS-SBVAR MEX: various simplifications and modernizations
2020-02-10 16:25:03 +01:00
Sébastien Villemot
5f9b9db31e
Build system: add missing Fortran 2008 files to source tarball
2020-01-16 16:54:47 +01:00
Sébastien Villemot
7e770f69e7
Remove workaround for errors in MEX files
...
Because at some point throwing exceptions from MEX files (with mexErrMsgTxt())
was not working under Windows 64-bit, we had designed a workaround to avoid
using exceptions.
Most MEX files were returning an error code as their first (or sometimes last)
argument, and that code would have to be checked from the MATLAB code.
Since this workaround is no longer needed, this commit removes it. As a
consequence, the interface of many MEX files is modified.
For some background, see https://www.dynare.org/pipermail/dev/2010-September/000895.html
2020-01-10 18:33:11 +01:00
Sébastien Villemot
89dc67eb46
Convert mjdgges MEX to Fortran 2008
2020-01-09 09:23:07 +01:00
Sébastien Villemot
c0c95e1ceb
Add Fortran 2008 interface for a subset of BLAS/LAPACK functions
2020-01-06 18:29:47 +01:00
Sébastien Villemot
ce9eca366d
Add Fortran 2008 interface for a subset of MEX functions
2020-01-06 18:29:47 +01:00
Sébastien Villemot
b901b7af86
Global reindentation of MEX sources
2019-12-20 16:30:24 +01:00
Sébastien Villemot
996bdd6c64
New local_state_space_iteration_k MEX, for nonlinear filters at k-order
...
It applies the approximated policy function to a set of particles, using
Dynare++ routines.
There is support for parallelization, using Dynare++ multithreading
model (itself based on C++11 threads; we don’t use OpenMP because it is
incompatible with MKL). For the time being, default to a single thread. This
should be later refined through empirical testing.
2019-12-20 11:31:56 +01:00
Sébastien Villemot
6a26926892
Add new block_trust_region MEX
...
This MEX solves nonlinear systems of equations using a trust region algorithm.
The problem is subdivided in smaller problems by doing a block
triangularisation of the Jacobian at the guess value, using the
Dulmage-Mendelsohn algorithm.
The interface of the MEX is simply:
[x, info] = block_trust_region(f, guess_value);
Where f is either a function handle or a string designating a function.
f must take one argument (the evaluation point), and return either one or two
arguments (the residuals and, optionally, the Jacobian).
On success, info=0; on failure, info=1.
2019-12-03 16:17:16 +01:00
Sébastien Villemot
93bd817ccb
Add Fortran 2008 interface for a subset of BLAS/LAPACK functions
2019-12-03 16:17:12 +01:00
Sébastien Villemot
ba466d22c8
Add Fortran 2008 interface for a subset of MEX functions
2019-12-03 16:17:08 +01:00
Sébastien Villemot
9e222734a8
Bytecode: fix logic in routine that substracts two sparse matrices
...
The logic of the dynSparseMatrix::Sparse_substract_SA_SB() routine was
incorrect.
In some cases, it would read past the last nonzero elements of the A matrix,
and consequently write past the number of allocated nonzero elements of the C
matrix.
This would lead to crashes and, probably, to wrong results under certain
circumstances.
Closes : #1652
2019-11-27 16:57:47 +01:00
Sébastien Villemot
42f172dec3
perfect_foresight_problem MEX: optimization for linear models
...
When the model is linear, there is no need to reevaluate the Jacobian for each
time period, since it is invariant.
Closes : #1662
2019-11-14 14:45:10 +01:00
Houtan Bastani
afcdf46e80
capitalize Cepremap and Matlab, uncapitalize DYNARE
2019-10-02 14:09:21 +02:00
Sébastien Villemot
6ff7d4c56c
C++17: use structured bindings instead of std::tie
2019-09-11 16:06:35 +02:00
Houtan Bastani
1501032a3f
replace use of old-style casts
2019-07-30 15:15:23 -04:00
Sébastien Villemot
4030169db9
k_order_perturbation MEX: number of threads is now configurable
2019-07-09 17:33:14 +02:00
Sébastien Villemot
5b6c3bb452
k_order_perturbation MEX: small simplification in handling of NameLists
2019-07-09 17:33:14 +02:00
Sébastien Villemot
aaaa897a2a
k_order_perturbation MEX: improve input handling and sanitization
2019-07-09 17:33:05 +02:00
Sébastien Villemot
f8af21819e
Simplify the interface to perfect_foresight_problem MEX
2019-07-09 14:33:17 +02:00
Sébastien Villemot
984c60acb9
Various improvements related to the MEX R2018a API
...
— Use MX_HAS_INTERLEAVED_COMPLEX for testing for the new API
— Use the typed access functions under the new API, with one exception: we do
not use mxGetDoubles() instead of mxGetPr(), because it would just complexif
the code without any value added
For more details, see:
https://fr.mathworks.com/help/matlab/matlab_external/upgrade-mex-files-to-use-interleaved-complex.html
2019-07-09 11:54:12 +02:00
Sébastien Villemot
f45738c09e
local_state_space_iteration_2 MEX: fix error message
2019-06-28 17:49:02 +02:00
Sébastien Villemot
67a49fc67b
k-order MEX: fix incorrect variable name in comment
2019-06-28 15:24:30 +02:00
Sébastien Villemot
ca1a1ae0f2
local_state_space_iterations_2 MEX: minor stylistic improvement
2019-06-27 17:34:10 +02:00
Sébastien Villemot
7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable
2019-06-27 17:00:12 +02:00
Sébastien Villemot
9557061fa3
Add new num_procs MEX file for getting number of available processing units
2019-06-27 14:34:09 +02:00
Sébastien Villemot
e96f180c50
Implement mxIsScalar() for MATLAB < R2015a (8.5)
2019-06-25 20:31:13 +02:00
Sébastien Villemot
7c39b12b7b
Always compile MEX files with OpenMP (when they can take advantage of it)
...
As a consequence, remove the --enable-openmp option of the configure script.
2019-06-25 17:26:17 +02:00
Sébastien Villemot
82cef48eb4
A_times_B_kronecker_C MEX: remove the OpenMP codepath
...
Testing shows that it is slower than the BLAS path.
2019-06-25 17:26:14 +02:00
Sébastien Villemot
c6a09a65e9
kronecker MEX: improve comments using UTF-8
2019-06-25 14:34:18 +02:00
Sébastien Villemot
7347554db5
perfect_foresight_problem MEX: fix compilation under Windows
2019-06-25 11:14:01 +02:00
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
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
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
...
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
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
a93c6681c7
clang: can’t print non POD type through variadic function
2019-04-01 16:05:47 +02:00
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
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
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