Sébastien Villemot
547a912d5e
Estimation DLL, matrix library:
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* fixed various bugs
* added utility for computing the infinite norm
* changed the direction of mat::transpose(A, B) for consistency with GSL
2010-02-19 17:04:45 +01:00
Sébastien Villemot
0ef2f8c4bd
Estimation DLL: optimization of DecisionRules
2010-02-19 14:24:29 +01:00
Sébastien Villemot
9e9eeb533b
Build system: fixed minor bug in configure script
2010-02-19 11:51:09 +01:00
Ferhat Mihoubi
faa5da07dc
Bug correction in error messages and reduction of memory requirement during simulation
2010-02-19 11:03:53 +01:00
Sébastien Villemot
229d0e1ea4
Merge remote branch 'george/master'
2010-02-18 19:19:14 +01:00
Sébastien Villemot
a78bdab6d3
Estimation DLL: test file for DecisionRules based on example1.mod (only checks the eigenvalues for the moment)
2010-02-18 19:18:25 +01:00
Sébastien Villemot
1280000ee4
Estimation DLL: fixed various bugs in DecisionRules
2010-02-18 19:17:55 +01:00
Sébastien Villemot
cd9f9ff1b9
Estimation DLL, matrix library: fixed bug in mat::row_copy()
2010-02-18 19:11:09 +01:00
unknown
9a77efe440
Amend Estimation C++ ModelSolution, some utils (new Matrix version of dynamic_dll) and a test routine
2010-02-18 17:45:28 +00:00
Sébastien Villemot
07091a6b63
Estimation DLL, matrix library: removed useless end-of-lines
2010-02-18 18:11:21 +01:00
Sébastien Villemot
9ac6553776
Estimation DLL, matrix library: fixed bug in MatrixView::setAll()
2010-02-18 18:10:59 +01:00
Sébastien Villemot
4f7ef5f49d
Estimation DLL, matrix library: added utility for computing A=B'
2010-02-18 18:10:45 +01:00
Sébastien Villemot
b737535955
Estimation DLL, matrix library: fixed problem in QRDecomposition (two workspaces are needed of different sizes) by imposing in the constructor the size of the matrix to be left-multiplied by Q
2010-02-18 18:10:16 +01:00
Sébastien Villemot
30ee44f8b4
Estimation DLL, matrix library: fixed bug in mat::negate(),;mat::add(), mat::sub()
2010-02-18 18:09:04 +01:00
Sébastien Villemot
daf97deb04
Estimation DLL, matrix library: fixed incorrect assertion in col_copy()
2010-02-17 12:22:02 +01:00
Sébastien Villemot
440db94603
Estimation DLL, DecisionRules: fixed incorrect matrix dimensions
2010-02-17 12:21:39 +01:00
Sébastien Villemot
8fa10d61cc
Build system: fix the creation of tarball
2010-02-13 09:52:43 +01:00
Sébastien Villemot
fb97797405
Estimation DLL: first version of matrix library + still unfinished decision rules computation
2010-02-09 19:15:59 +01:00
Sébastien Villemot
cf8f793c55
k_order_perturbation: give a value to model residuals, otherwise valgrind logs are cluttered with unitialized value errors
2010-02-09 14:32:40 +01:00
Sébastien Villemot
34ab1a5686
k_order_perturbation: fixed illegal cast
2010-02-09 14:24:16 +01:00
Ferhat MIHOUBI
6d958b6e8d
Improvement of the floating point error messages (the equation and the location of the error are displayed)
2010-02-06 15:07:56 +01:00
Ferhat MIHOUBI
cea26af06e
Uses the initial method to manage the floating exceptions
2010-02-05 18:50:57 +01:00
Ferhat MIHOUBI
f7ac31b58a
Improves the global convergence of Newton method for static model
2010-02-05 18:33:34 +01:00
Ferhat MIHOUBI
4a33777ef7
Adds exceptions management on floating point operations using cfenv.h from gcc
2010-02-05 12:07:46 +01:00
Sébastien Villemot
ef521882cc
Fixed 4.2 version numbers
2010-02-02 18:23:31 +01:00
Sébastien Villemot
00c73845e0
Build system: further fixes for possibly empty directories (needed because of Git migration)
2010-02-01 10:50:29 +01:00
Ferhat MIHOUBI
cb1cc4049b
convergence error message changed in bytecode
2010-01-29 17:51:39 +01:00
Sébastien Villemot
d6aa4f1329
Build system: create empty directories (needed because of Git migration)
2010-01-29 15:13:34 +01:00
ferhat
b5727e0658
Adds location indications in error message of "bytecode" + minor correction (string passed as &string).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 16:42:08 +00:00
ferhat
0efd5b1621
"bytecode" option can be used without "block" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
sebastien
98de32dfcb
build_matlab: fix for 64-bit Mac (thanks to Jacob Smith for reporting)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3371 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 09:14:09 +00:00
sebastien
cda4f57a7c
build_matlab.m: add support for 64-bit Mac Intel
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3368 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-19 11:21:58 +00:00
sebastien
b52ab3efcf
Build system fix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3331 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 10:59:02 +00:00
sebastien
34012243d5
Fixes for Cygwin 1.7 (which has gcc/g++ version 4 by default)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3320 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 12:15:16 +00:00
sebastien
e7adf28fbd
A few more copyright fixes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3316 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 09:54:43 +00:00
sebastien
1d64cb1ef9
build_matlab.m: activate POSIX threads on Linux and Mac OS
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3304 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 09:40:45 +00:00
sebastien
65fc856710
k_order_perturbation: renamed source files with *.cc and *.hh extensions, for compliance with Dynare coding standards + adapted the build system accordingly
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3260 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-17 11:00:50 +00:00
sebastien
9eb14e0017
Removed obsolete build_octave
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3254 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:29:51 +00:00
sebastien
f3549b4c64
Beautified MEX source code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3251 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:18:38 +00:00
sebastien
aa23ed73e9
preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
sebastien
fb8406ef0a
USE_DLL option now works with MSVC + Added new options for Windows to 'dynare' command, to select the compiler: 'cygwin' and 'msvc' + Added the mexopts.bat for Cygwin in the SVN
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3223 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 14:46:21 +00:00
sebastien
4bcbd06980
k_order_perturbation: cosmetic change
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3207 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 10:01:41 +00:00
george
effee9ffab
removed more leaks
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3205 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 17:03:59 +00:00
george
5c75c9aaee
removed more leaks in calcDerivatives
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3204 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 12:48:18 +00:00
george
12d7abab24
removed leaks in calcDerivatives
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3203 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 12:35:55 +00:00
michel
8198b1a1eb
4.1 k_order_perturbation: correcting bug in releasing _dynamic.DLL (Windows version)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3200 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 21:21:06 +00:00
michel
5031122649
4.1 k_order_perturbation: simplifying dynamic_dll code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3199 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 14:10:43 +00:00
michel
f22fa8979c
4.1 k_order_perturbation: fixing typos
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3198 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 13:21:52 +00:00
george
c6ed380a08
Additional #if !defined(__CYGWIN32__) && !defined(_WIN32)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3197 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 12:21:38 +00:00
michel
e690320b1d
4.1: more defined __CYGWIN32__
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3196 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 11:56:11 +00:00
george
684d8ac822
Cleared up DynareMxArrayToString in k_order_perturbation.cpp and changed #ifdef to #if defined() in dynamic_dll.cpp
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3195 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 00:03:22 +00:00
sebastien
95547b3d09
Build system: for MATLAB < 7.1, require that the user provides MEXEXT on the configure command line
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3190 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-02 13:42:25 +00:00
sebastien
0dd2bdf39a
k_order_perturbation: fix for compilation with MS Visual C++
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3185 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 15:18:48 +00:00
george
ff6f2a90ea
Updating Working Prototype for performance testing
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3182 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 13:34:34 +00:00
sebastien
ad71ee53c2
k_order_perturbation: cosmetic changes for the sake of clarity
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3180 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 20:31:11 +00:00
sebastien
03600d9131
k_order_perturbation DLL:
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* no longer use mexPrintf()/mexErrMsgTxt() outside mexFunction(): use exceptions to report errors, in order to be able to integrate the code in a standalone executable
* fixed a few memory leaks (other still remain)
* fixed a buffer overflow issue in the filename of the dynamic MEX (using C++ string object)
* various cosmetic cleanups
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3177 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 16:31:27 +00:00
michel
5f05a14b17
v4.1: fixing k_order_perturbation DLL for order == 3
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3170 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 20:50:39 +00:00
george
d28442f206
Update, still subject to further testing
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3160 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-20 17:43:05 +00:00
sebastien
cdbbc97fc7
build_matlab.m: fixes for MSVC (object files have extension .obj)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3130 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 11:32:08 +00:00
sebastien
93b4e4c74d
build_matlab.m: added building of dynare_simul_ + factorized compilation of libdynare++ (fixes trac issue #50 )
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3129 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 11:14:19 +00:00
sebastien
8bfc97626f
build_matlab.m: reverted back to r3123 version
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3127 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-05 10:04:00 +00:00
george
91df747554
Minor updates
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3124 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 17:20:35 +00:00
sebastien
30d2f00cc2
Reorganized the directory hierarchy for storing MEX files for MATLAB:
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* mex/matlab/ is now the default location
* removed mex/2007a, mex/2007b and mex/2009a-64bit
* on Windows platforms, use version specific subdirs of mex/matlab if present (called win32-6.5.1-7.4, win32-7.4-7.9, win64-7.2-7.4, win64-7.5-7.7, win64-7.8-7.9)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3123 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 10:56:37 +00:00
sebastien
295f998503
Dynare++ and k_order_perturbation DLL:
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* support Microsoft Visual C++ 2008 compiler (necessary for 64-bit
platforms)
* use standard C++ headers for C Standard Library support
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3121 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 14:16:18 +00:00
sebastien
ba6c1da0ee
Build system: minor fixes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3119 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 12:48:26 +00:00
sebastien
e5f31e4ed3
Build system:
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* added dynare_simul_ DLL
* factorized in a library object the Dynare++ code shared between gensylv, k_order_perturbation and dynare_simul_
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3114 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 12:04:07 +00:00
sebastien
11230eec3f
Build system: added k_order_perturbation to the build_matlab script
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3106 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 17:29:50 +00:00
sebastien
31ed196c44
Various minor changes for compatibility with MS Visual C++ and GCC 4.4
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3105 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 16:29:16 +00:00
george
a479888c1b
Adding new test mexFunction + some minor updates and corrections
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3103 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 13:21:03 +00:00
sebastien
ffd9b2d405
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
ferhat
079b5a7abb
- Correction in the memory allocation (new - delete used with object)
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- bytecode test upgraded
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3075 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 11:23:47 +00:00
sebastien
9ab04f3323
Renamed kordepert to k_order_perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3070 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 09:07:47 +00:00
george
3fb3430e91
New Matlab functions emulation routines: Assign by vector indices (a(k,l)=b(m,n)) , repmat, multiply elements (.*)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3068 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 08:08:53 +00:00
ferhat
e1f17fa9e5
- adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved.
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- corrects some mod files.
- In steady command, get check argument from bytecode dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-18 15:18:16 +00:00
ferhat
3c2d944cfc
- use of classes to describe the bytecode tags
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- use static option for bytecode instead of steady_state option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3048 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 16:34:27 +00:00
ferhat
f7d69ff58c
avoid useless iteration in simulation of simple equations
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3025 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 09:31:58 +00:00
sebastien
343e0b3c7d
Build system: refactored the build system for MEX files, using two sub-packages with their own configure scripts
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3019 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:22:19 +00:00
sebastien
bbc7e77648
korderpert: fix missing include for Cygwin with -mno-cygwin option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3018 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:20:19 +00:00
ferhat
ece194b602
The local variables are implemented with byte code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3015 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 16:47:43 +00:00
sebastien
17ab13de01
Kordepert: minor fixes for MinGW
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3013 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 11:51:10 +00:00
sebastien
f9ccc49f14
Build system: use pdfetex instead of pdftex for sylvester.tex + other minor changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3010 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 10:29:54 +00:00
sebastien
1443f112bb
* Added back korderpert DLL to build system
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* Fixes to Dynare++ for special LAPACK/BLAS integers in MATLAB
* Fixes to korderpert DLL for cross-platform compatibility
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3009 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 10:23:49 +00:00
sebastien
b2ca17bd35
Removed obsolete gensylv source tree
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3007 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 14:17:27 +00:00
sebastien
dde3f3795f
Build system:
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* Simplified the way we deal with various Octave/MATLAB contexts from MEX files:
- only three defines: MATLAB_MEX_FILE, MATLAB_VERSION (hex number) and OCTAVE_MEX_FILE
- one header for MEX files: dynmex.h
- headers for BLAS and LAPACK: dynblas.h and dynlapack.h (used from Dynare++ and the MEX files)
* Merged the two sources trees of sylvester library
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3006 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 14:17:02 +00:00
sebastien
e173e94839
Removing low discrepancy sequence DLL (licensing problems)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3004 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 08:44:47 +00:00
sebastien
86f866a39e
Build system: update for MATLAB MEX files under MacOS X
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2978 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 16:23:29 +00:00
sebastien
6a9485b4f0
Build system:
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* disable building of k-order pert DLL for the moment
* rollback on the -fPIC flags for Dynare++: we can't use the same binary objects for standalone dynare++ and k-order DLL
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2974 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 12:58:53 +00:00
sebastien
f7a390264c
k-order DLL: added files omitted in commit r2959
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2961 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-23 13:26:04 +00:00
sebastien
02640c3e43
k-order perturbation DLL:
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* removed existing build system
* reorganized source: separated test files from the rest, removed obsolete test files
* incorporated the DLL and the standalone test executable to the new build system
* minor fixes to ensure compilation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2959 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-23 13:14:05 +00:00
ferhat
4dff75d79c
- the "steady_state" function is implemented with the "bytecode" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2952 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 16:34:11 +00:00
sebastien
2ac1194d39
Build system: change the flag used for OpenMP compilation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2950 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 10:34:04 +00:00
sebastien
612cf9fa9b
Build system:
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* always set -DNO_OPENMP
* fix for MEX/Octave with MinGW
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2945 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 16:35:33 +00:00
sebastien
a7e601989a
Build system: added support for building MATLAB MEX files from Cygwin
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2938 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 12:05:01 +00:00
sebastien
31aff0e756
Various fixes to build system
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2937 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 08:14:44 +00:00
sebastien
203a5258b5
Build system: added support for MEX files under MATLAB (Linux-only at this time, need to specify MATLAB version manually)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2935 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-16 16:52:22 +00:00
sebastien
83c3023274
Added build system for Octave MEX files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2932 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-16 13:49:47 +00:00
ferhat
153c7b2542
New option: "evaluate' to evaluate the static or the dynamic model
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2919 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-11 17:06:54 +00:00
ferhat
e627f62441
- bug fix in Simulate_NG
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2918 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-11 10:19:39 +00:00
ferhat
5a3ce36245
add isempty to regexp to get a boolean answer for a 32 bits system
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2893 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 15:49:07 +00:00
sebastien
efee8f38d1
Fixed build_octave.m for new bytecode DLL
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2892 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 13:21:57 +00:00
sebastien
e426a0214e
Added new directory "mex/2009a-64bit" for 64-bit platforms using MATLAB 7.8 (R2009a) (MEX binary compatibility has been broken in R2009a for 64-bit platforms)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2891 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 13:09:34 +00:00
ferhat
9f45200924
simulate.dll has been replaced by bytecode.dll
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2881 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 14:40:54 +00:00
ferhat
7a6df1c342
Adaptation of simulate to matlab 64 bits
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2874 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-29 16:04:06 +00:00
ferhat
d32dd99210
- extension of normalization of equations to nonlinear equations
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- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
mfs = 0 => all variables are considered as feedback variables (default value)
mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 09:43:01 +00:00
george
5d1fdab1f0
separating dynamic_dll handling into new dynamic_dll.cpp from k_order_perturbation.cpp containing now only mex_function for k_order_perturbationDLL and renaming k_order_perturbation.h to dynamic_dll.h
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2865 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-24 16:06:39 +00:00
george
6fc142406f
separating dynamic_dll handling into new dynamic_dll.cpp from k_order_perturbation.cpp containing now only mex_function for k_order_perturbationDLL and renaming k_order_perturbation.h to dynamic_dll.h
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2864 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-24 16:01:25 +00:00
george
0ed63ac01a
New C++ disklyap_fast Lyapunov doublig solver based on previous work of J. Pearlman.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2856 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-29 15:01:56 +00:00
george
bee8aa8d5d
minor adjustments to riccati/kalman P conversion tolerance and control
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2854 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-23 11:24:05 +00:00
ferhat
1d9260251d
- sparse_dll option works fine with feedback variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2851 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-21 15:50:12 +00:00
george
486b0d333d
More Linux compatible syntax adjustments
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2849 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-17 15:47:06 +00:00
george
426a6c2fcc
More Linux compatible Makefiles and syntax adjustments
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2848 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-17 15:41:19 +00:00
george
20747649ea
Linux Makefiles and some linux syntax adjustments
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2846 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-16 09:59:28 +00:00
george
056d5487da
- Extending basic C++ KF with performance boosting algorithm for checking if P is steady within tolerance and performing reduced operations if so;
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- added new functions to GeneralMatrix::isDiff* to check if matrices are different within tolerance level
- adjusting test and dll drivers accordingly
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2843 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-14 17:05:48 +00:00
george
b7f96a4748
- adding overloaded multInvRight to PLUFact,
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- inlining log likelihood and
- refactoring class constructors from kalman loop
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2842 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-13 18:41:40 +00:00
ferhat
171632be23
- mex_interface in testing subdirectory
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2838 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 16:16:00 +00:00
ferhat
08c97bbef7
- Files needed to debug simulate.dll
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2837 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 15:40:31 +00:00
ferhat
d2dfda62d6
- Correction of several bugs
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- Reduction of the SparseMatrix.cc code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2835 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 15:10:11 +00:00
george
d448eb4e71
- adding assignment operator to PLUFact,
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- refactoring class constructors from kalman loop and
- tidying up multInvRight in GeneralMatrix
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2831 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 11:38:57 +00:00
george
631c4f8794
Added multInvRight function and temporary matrix space for reducing constructor calls to GeneralMatrix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2830 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-09 17:16:12 +00:00
george
cbefd7ab41
Next stage refactoring of kalman.cpp to use dgemm and dgemv directly and bypass some of re-casting matrix constructors.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2819 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 15:42:12 +00:00
george
80921e4042
Adding kalmanlib.def to avoid some spurious linking errors
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2809 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 12:51:30 +00:00
george
9277cb44ff
Refactoring kalman.cpp to use dgemm more directly and bypass some of re-casting matrix constructors.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2808 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-03 12:45:55 +00:00
george
84cb23d172
TPT' QTSQTt.f90 performance test standalone routines
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2799 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 19:48:40 +00:00
george
7174c5f3ce
Fixing changes in passing hessian from mex/dll as sparse instead full matrix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2796 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 09:57:23 +00:00
george
c0808c9ae9
Fixing changes in passing hessian from mex/dll as sparse instead full matrix
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2795 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-30 07:33:40 +00:00
michel
53b0cf6306
k_order_perturbation: proposition of modification to integrate change to the storing of Hessian with option USE_DLL
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2790 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 14:35:28 +00:00
george
10994498ea
Adding 2nd version of QTV - QTV_1.f90 and the associated test cpp file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2784 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-24 15:36:55 +00:00
george
66c571d67a
Update and new test routines for testing QT performance. The lapse execution time is measured as difference between the unix date after and before the run. For correct results, supply a tab-delimited file containing the transpose of the QT
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2782 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-24 12:50:08 +00:00
george
6a6d24e5b3
Updates to Kalman filter QT library standalone exe test
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2781 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 19:19:03 +00:00
george
bc28cfc8c7
Updates to Kalman filter sylv library
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2780 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 19:09:07 +00:00
george
b47b9f5ed7
Updates to Kalman filter library and dll and dll tests
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2779 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 19:06:08 +00:00
george
061207a88e
Andrea Pagano's f90 QT library and associated C++ integration and test routines
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2778 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-23 18:41:16 +00:00
george
6687ebb992
Adding separate and modified sylv utilities needed by KF
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2763 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-11 16:13:38 +00:00
george
1245d60326
1st cut of KF refactoring and simplification
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2750 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-10 06:40:07 +00:00
george
4b9e7ca251
minor update to the test exe .cpp
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2732 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-07 19:49:54 +00:00
george
7bd6cb0f08
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2731 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-07 16:33:39 +00:00
ferhat
6479edf5a7
- Correction of several bugs
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- normalize an equation linear in its endogenous variable
- Chained rule derivatives (necessary to reduce a block to the feedback equations and variables)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2726 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-05 14:45:23 +00:00
sebastien
19b704d54b
trunk: removed obsolete debian stuff
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2718 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-03 11:16:33 +00:00
george
c0e2ee809c
Adding inner loop for performance tests
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2716 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-01 16:57:52 +00:00
george
298aa37a6b
Makefile for new Kalman_filters.DLL (combined of difuse and non-diffuse, univariate and the main one - the multivariate
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2714 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 17:07:00 +00:00
george
061cd9269d
Adding new Kalman_filters.cpp for a KF DLL combined of difuse and non-diffuse, univariate and the main one - the multivariate and its .m driver. Also, (unfinished) base kalmn_filter.cpp renamed to kalman_filter_Z.cpp
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% NOTE: presampling>0 (start>1) does not yet work properly for the univariate mode!!
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2713 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 17:00:08 +00:00
george
13adc61353
Deleting obsolete, redundant DYN_pp. We should not use Dyn_pp subdirectory in korderpert directory of mex/sources for building dynarelib.a needed for korderpert but the up-to-date dynare++.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2712 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-28 12:38:59 +00:00
george
3b91eb8649
prepares matrices for C++ kalman_filter dll
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2703 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 15:50:26 +00:00
sebastien
d1fc072a63
trunk korderpert: beautified code using uncrustify
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2702 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 14:28:23 +00:00
george
58819397e6
Updated prototype together with some comments merged
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2694 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-27 09:21:39 +00:00
george
2ff545e6c7
update makefiles
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2688 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 21:43:39 +00:00
george
7d0c11a05a
update makefiles
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2687 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 21:42:39 +00:00
george
b69eebfa5e
Adding kalman filter files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2686 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 21:36:49 +00:00
sebastien
6f5d4b3c95
trunk: fixed several copyright headers
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2681 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-19 08:57:07 +00:00
george
473b4d9a2f
just formatting changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2659 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-06 10:10:27 +00:00