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150 Commits (b92b48c58ed16ff47bcc78d9031723d0f81c2fc5)

Author SHA1 Message Date
ferhat 5a3ce36245 add isempty to regexp to get a boolean answer for a 32 bits system 
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 
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) 
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ferhat 9f45200924 simulate.dll has been replaced by bytecode.dll 
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 
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 
- 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 
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 
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. 
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 
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 
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 
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 
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 
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; 
- 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, 
- 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 
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 
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 
- 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, 
- 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 
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. 
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 
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. 
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 
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 
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 
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 
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 
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 
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 
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 
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 
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 
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 
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 
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 
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 
- 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 
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 
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 
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 
% 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++. 
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 
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 
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 
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 
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 
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 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2686 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-23 21:36:49 +00:00