Commit Graph

95 Commits (bf60795e8e70ee76e417cb4a8bc0ad6a50c391af)

Author SHA1 Message Date
Sébastien Villemot 29daae72b4
Dynare++: minor modernization 2019-03-01 18:40:46 +01:00
Sébastien Villemot 81d9b08050
Dynare++ tensor library: various modernizations/improvements 2019-02-27 19:07:01 +01:00
Sébastien Villemot fc35f3a384
Dynare++: make more explicit the interface for extracting the Symmetry of an IntSequence 2019-02-27 17:01:37 +01:00
Sébastien Villemot 9751e6e199
Dynare++: simplify IntSequence by moving a special-purpose constructor into Symmetry 2019-02-27 15:43:22 +01:00
Sébastien Villemot 07ef21fdc7
Dynare++: more explicit interface for unfolding an IntSequence wrt a Symmetry 2019-02-27 15:29:06 +01:00
Sébastien Villemot d86101327e
Dynare++: more explicit interface for inserting into a IntSequence 2019-02-27 14:39:47 +01:00
Sébastien Villemot a062ea2b69
Dynare++ tensor library: various modernizations 2019-02-26 18:59:45 +01:00
Sébastien Villemot 1639f75a3c
Dynare++: improve interface to not-in-place matrix multiplications 2019-02-26 18:59:45 +01:00
Sébastien Villemot e3967bda9a
Dynare++: improve interface to matrix transpose 2019-02-26 18:59:45 +01:00
Sébastien Villemot 16cc191298
Dynare++ tensor library: last batch of modernizations of testsuite 2019-02-26 18:59:45 +01:00
Sébastien Villemot c44545bb18
Dynare++: add some comments 2019-02-26 12:43:04 +01:00
Sébastien Villemot 82e7f9250d
Dynare++: make the sparse tensors assignable 2019-02-22 17:44:07 +01:00
Sébastien Villemot 8751de896b
Dynare++: make tensor containers assignable 2019-02-22 16:54:00 +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 790c56612c
Dynare++ tensor library: changes to exception handling
- TL_RAISE now unconditionally raises an exception
- rathe use TL_RAISE_IF at some places, to save a test in non-debug mode
2019-02-20 18:07:07 +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 c8c6ec58a6
Dynare++: simplify TLException class 2019-02-20 17:23:37 +01:00
Sébastien Villemot ff57451474
Dynare++: simplifications made possible by new init-list constructor of IntSequence 2019-02-20 17:04:37 +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 9e1df25580
Dynare++: various simplifications 2019-02-20 14:36:35 +01:00
Sébastien Villemot 02d6f86487
Dynare++ tensor library: use smart pointers in fold() and unfold() methods 2019-02-20 14:25:32 +01:00
Sébastien Villemot 72a445c348
Dynare++ tensor library doc: update for TLStatic; fix typo 2019-02-20 14:00:00 +01:00
Sébastien Villemot c0224a640c
Dynare++: small optimization in unfolded tensor indexing 2019-02-20 13:06:17 +01:00
Sébastien Villemot 30b8681731
Dynare++: make multinomial coeffs computation a method of IntSequence
Also improve on the comments.
2019-02-20 12:37:59 +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 0f37649755
Dynare++ tensor library: modernize normal moments computation 2019-02-19 12:53:02 +01:00
Sébastien Villemot d08ca8ca7f
Dynare++ tensor library: modernization of Kronecker product classes 2019-02-19 12:47:40 +01:00
Sébastien Villemot 23c9257f00
Dynare++: rollback the std::shared_ptr change in IntSequence
The performance cost is too high to warrant the change.
2019-02-14 11:05:19 +01:00
Sébastien Villemot 08a91079ce
Dynare++: change default # of threads to # logical CPUs divided by 2
Having twice less threads seems to give a better performance, probably because
BLAS is parallel.
2019-02-13 18:29:34 +01:00
Sébastien Villemot 579be3c5e2
Dynare tensor library tests: further modernizations 2019-02-13 16:35:06 +01:00
Sébastien Villemot 002e3d3770
Dynare++ tensor library: various simplifications/modernizations 2019-02-12 17:30:10 +01:00
Sébastien Villemot d9f0345213
Drop support for MatIO < 1.5 2019-02-12 15:58:29 +01:00
Sébastien Villemot 8e52940181
Dynare++ tensor library: first batch of simplifications for tests
Also make test failures fatal.
2019-02-12 15:18:24 +01:00
Sébastien Villemot 44d47ee560
Dynare++: refactor iterator over symmetries
Simplify the logic of iteration. Adapt the range-based for loop syntax.
2019-02-12 12:17:07 +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 19cc08b7e5
Dynare++: modernization and simplification of the IntSequence class
Similarly to Vector, it now uses a std::shared_ptr for managing the underlying
data.
2019-02-06 19:00:46 +01:00
Sébastien Villemot af722f438f
Dynare++: drop remaining "using namespace std" 2019-02-06 19:00:46 +01:00
Sébastien Villemot 3e5b4084b8
Dynare++: fix bug in new threading code
At the end of a thread, we must first notify the main thread waiting on the
condition variable, then unlock the mutex. We must do these two operations in
that order, otherwise there is a possibility of having the main process
destroying the condition variable before the thread tries to notify it (if all
other threads terminate at the same time and bring the counter down to zero).
For that reason, we cannot use std::notify_all_at_thread_exit().

Bug introduced in commit 752a02a36.
2019-02-02 09:05:02 +01:00
Sébastien Villemot 566d237ec3
Dynare++ tensor library: small simplification 2019-01-31 19:01:41 +01:00
Sébastien Villemot 342e8c7508
Dynare++ tensor library: further notation fixes in documentation
Also fix extensions of source files.
2019-01-31 19:01:41 +01:00
Sébastien Villemot 268d540d58
Dynare++: add tl.tex to distributed tarball
By the way, simplify Makefile rules.
2019-01-31 12:11:28 +01:00
Sébastien Villemot 4f7330cb52
Dynare++: add LaTeX overview of the Tensor Library
The material of this document comes from the introduction to the library that
had been lost in the move away from CWEB (formerly tl/cc/main.web).

This file gives a good overview of the library. It has been adapted from TeX to
LaTeX. Also I fixed a mistake in the Faà di Bruno's tensor formula.
2019-01-30 19:07:57 +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 edda6e3038
Dynare++ multithreading: simplification of mutex interface 2019-01-29 15:53:44 +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 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 fefccd4a1b
Reverts changes mistakenly added to commit f484942154. 2019-01-22 18:21:57 +01:00
Sébastien Villemot f484942154
Update dseries submodule 2019-01-22 18:10:16 +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