Commit Graph

763 Commits (b2957127ad54501f928487774314e57c7b658ed0)

Author SHA1 Message Date
Sébastien Villemot f5e2bfc30a
Ask GCC to warn about C-style casts (-Wold-style-cast)
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 f953374dba
More Unicode copyright symbol 2019-04-16 14:34:05 +02:00
Sébastien Villemot c9bdc2c885
Dynare++: simplify methods for getting number of columns and rows of a matrix
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
Ref #217
2019-04-16 12:13:30 +02:00
Sébastien Villemot 57848930c6
Use Unicode copyright symbol (in UTF-8 encoding)
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
Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot b1ba53ce05
dynare_simul_ DLL: adapt for an arbitrary approximation order
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
Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot a101457cf0
k-order DLL: fix wrong assertion in MATLAB mode
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
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 bdc95f23aa
Make MEX build system forward-compatible with Automake 2.0
We now use a symbolic link farm to make source file accessible from build
directories.

Closes #466
2019-04-05 16:55:11 +02:00
Sébastien Villemot dee230bf32
Minor shell modernization 2019-04-05 12:12:24 +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
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 7e46d8267c
mac: make build system work with clang and gcc 2019-04-01 17:38:42 +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 fb4d14c0a2
Fix build failure with MATLAB ≤ R2011a with recent GCC 2019-03-25 18:47:50 +01:00
Sébastien Villemot c46023ad56
POSIX shell stylistic improvements 2019-03-25 18:47:49 +01:00
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
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 7fd95a6b72
Dynare++ kord library: use modern pseudo-random number generators 2019-03-05 12:29:17 +01:00
Sébastien Villemot 58bdee12c3
Dynare++ tensor library: refactor static stuff
- 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
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 9f4986e90e
Add missing Dynare++ header file to MEX builds 2019-02-19 18:53:21 +01:00
Sébastien Villemot 9512a32ad0
Dynare++: remove duplicate implementation of the Pascal triangle
As a consequence, the singleton implementation has to be made thread-safe.

Also implement the singleton pattern using a namespace, rather than a static
instance.
2019-02-19 16:46:04 +01:00
Sébastien Villemot 5fcf563c61
Dynare++: factorize and optimize code for integer exponentiation
There were two implementations of integer exponentiation. Merge them into a new
file under utils/cc/.

By the way, optimize it using exponentiation by squaring.
2019-02-19 15:50:07 +01:00
Sébastien Villemot 9dfb556740
k-order DLL: fix bug introduced in 1f7d3beddc
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
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
Sébastien Villemot af722f438f
Dynare++: drop remaining "using namespace std" 2019-02-06 19:00:46 +01:00
Sébastien Villemot 733308807d
Dynare++: by default, use as many threads as there are logical CPUs
The former default was 2 threads, since Dynare++ was written at a time when
hyper-threading was being generalized (but multiple cores were not).
2019-01-29 16:34:25 +01:00
Sébastien Villemot 752a02a36c
Dynare++: use C++11 threads (instead of POSIX threads API)
On Windows, this means that a POSIX threads implementation is no longer needed,
since C++11 threads are implemented using native Windows threads.

On GNU/Linux and macOS, POSIX threads are still used under the hood.

A new m4 macro (AX_CXX11_THREAD) is used to add the proper compilation
flags (instead of AX_PTHREAD).
2019-01-28 18:44:24 +01:00
Sébastien Villemot a9e51ac4c0
Dynare++ sylvester equation solver: remove the SylvMemory class, not actually used 2019-01-25 18:43:21 +01:00
Sébastien Villemot 1ef1dedc65
Refactor GeneralMatrix and ConstGeneralMatrix classes
- Remove the GeneralMatrix(const ConstVector &) constructor, since it is hides
  a memory allocation (copying the ConstVector into a fresh Vector). This
  helped detecting and fixing several unneeded memory allocations. Some other
  memory allocations are now more visible (with an explicit Vector{}
  constructor).

- Add checks in GeneralMatrix(Vector, …) and ConstGeneralMatrix(ConstVector, …)
  constructors for verifying that the {Const,}Vector has unit-stride (this was
  an implicit assumption so far) and is large enough for storing rows*cols
  elements.

- Add GeneralMatrix::operator=(const ConstGeneralMatrix &).

- Delete ConstGeneralMatrix::operator=().
2019-01-24 15:27:23 +01:00
Sébastien Villemot c711d34d1d
Dynare++ / sylvester equation solver: refactor Vector and ConstVector classes
- these classes now encapsulate a std::shared_ptr<{const, }double>, so that
  they do not perform memory management, and several {Const,}Vector instances
  can transparently share the same underlying data

- make converting constructor from ConstVector to Vector explicit, since that
  entails memory allocation (but the reverse conversion is almost costless, so
  keep it implicit); do the same for GeneralMatrix/ConstGeneralMatrix,
  TwoDMatrix/ConstTwoDMatrix

- remove the constructors that were extracting a row/column from a matrix, and
  replace them by getRow() and getCol() methods on {Const,}GeneralMatrix

- rename and change the API of the complex version Vector::add(), so that it is
  explicit that it deals with complex numbers

- add constructors that take a MATLAB mxArray
2019-01-22 16:13:22 +01:00
Sébastien Villemot 3c5afded8e
k-order DLL: fix build failure 2019-01-10 19:45:11 +01:00
Sébastien Villemot e45d230a3d
Rename .dat file to standard .hh extension 2019-01-10 14:29:58 +01:00
Sébastien Villemot 188d6296d7
Dynare++: finish to apply Dynare C++ coding style and extensions (.cc/.hh) 2019-01-08 17:12:05 +01:00