bf9434f95f
Remove warnings about cast between incompatible function types (-Wcast-function-type) under Windows
2023-09-22 14:22:47 +02:00
4210618dba
🐛 perfect_foresight_problem MEX: check over size of M_.dynamic_g1_sparse_colptr size was incorrect
2023-06-06 16:57:48 +02:00
c3e1480a52
C++17 modernization: use std::extent_v to get raw arrays size
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This can prevent mistakes when the array is modified.
2023-01-24 13:43:02 +01:00
7922fc011e
perfect_foresight_problem MEX: move to the sparse representation
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Ref. #1859
2023-01-24 13:43:00 +01:00
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
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
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
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
55e25bcb7f
perfect_foresight_problem MEX: check the return code of mexCallMATLAB()
2020-12-07 15:03:35 +01:00
b901b7af86
Global reindentation of MEX sources
2019-12-20 16:30:24 +01:00
42f172dec3
perfect_foresight_problem MEX: optimization for linear models
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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
f8af21819e
Simplify the interface to perfect_foresight_problem MEX
2019-07-09 14:33:17 +02:00
984c60acb9
Various improvements related to the MEX R2018a API
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— 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
7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable
2019-06-27 17:00:12 +02:00
7347554db5
perfect_foresight_problem MEX: fix compilation under Windows
2019-06-25 11:14:01 +02:00
5b591fac42
New perfect_foresight_problem MEX file
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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