c15602c658
Dynare++: convert doc of Sylvester module to LaTeX
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Previously it was plain TeX.
This allows us to remove the test for pdfetex.
2019-01-31 12:14:12 +01:00
268d540d58
Dynare++: add tl.tex to distributed tarball
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By the way, simplify Makefile rules.
2019-01-31 12:11:28 +01:00
4f7330cb52
Dynare++: add LaTeX overview of the Tensor Library
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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
a122927872
Dynare++: another change related to default number of threads
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Forgotten in commit 733308807
2019-01-29 20:31:06 +01:00
733308807d
Dynare++: by default, use as many threads as there are logical CPUs
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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
edda6e3038
Dynare++ multithreading: simplification of mutex interface
2019-01-29 15:53:44 +01:00
752a02a36c
Dynare++: use C++11 threads (instead of POSIX threads API)
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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
a9e51ac4c0
Dynare++ sylvester equation solver: remove the SylvMemory class, not actually used
2019-01-25 18:43:21 +01:00
3ce051d819
Dynare++ sylvester equation solver: various simplifications and improvements
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In particular, the test binary now errors out in case of test failure.
2019-01-25 18:43:21 +01:00
1ef1dedc65
Refactor GeneralMatrix and ConstGeneralMatrix classes
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- 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
a2f2814cb2
Dynare++: ensure that all calls to BLAS/LAPACK use the correct LD values
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Many BLAS/LAPACK calls were making the assumption that LD==rows when passing
matrices. In some cases this was correct (because of implementation details,
in particular because how the copy constructor of GeneralMatrix is implemented).
But in other cases it was a bug.
With this commit, the actual value for LD is systematically used (this fixes
existing bugs and prevent possible future ones if the implementation details
were changed).
2019-01-24 15:27:09 +01:00
fefccd4a1b
Reverts changes mistakenly added to commit f484942154.
2019-01-22 18:21:57 +01:00
f484942154
Update dseries submodule
2019-01-22 18:10:16 +01:00
c711d34d1d
Dynare++ / sylvester equation solver: refactor Vector and ConstVector classes
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- 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
49c06f5c7f
Dynare++ / sylvester equation solver: print solver method when debugging
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By the way, simplify copy constructor/assignment.
2019-01-22 11:58:28 +01:00
f655c170b6
Dynare++ / sylvester equation solver: second batch of modernizations
2019-01-17 10:20:49 +01:00
b0a7826cb9
Dynare++ / sylvester equation solver: first batch of modernizations
2019-01-15 19:04:13 +01:00
2666a4ce45
Dynare++: "make check" now fails if a numerical integration test fails
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By the way, reactivate two tests that actually pass.
2019-01-15 19:04:13 +01:00
325b1a3bb5
Dynare++: remove quasi-Monte Carlo Normal quadrature
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This quadrature is supposed to generate quadrature points that are
quasi-normally distributed. Basically it applies the inverse normal CDF to the
Halton low-discrepancy sequence.
The problem is that it gives poor numerical accuracy, and therefore fails the
tests.
Since it is actually used nowhere in Dynare++, remove that code.
2019-01-15 19:04:10 +01:00
8ebcd7cae6
Dynare++: fix check for QZ eigenvalue criterium
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The criterium was previously incorrectly applied to the square absolute value
of eigenvalues. Rather apply it to the absolute value itself (as now done in
Dynare).
Ref #1632
2019-01-15 19:04:04 +01:00
2a82177304
Dynare++: enforce C++ Emacs mode for bison/flex files
2019-01-15 19:03:58 +01:00
b8791e9f13
Dynare++: various modernizations of numerical integration library
2019-01-14 18:56:49 +01:00
4a72266d05
Dynare++: use std::unique_ptr for memory management of workers in thread groups
2019-01-14 12:35:46 +01:00
8bc450f5ac
Various modernizations
2019-01-10 18:24:04 +01:00
d5fcfb6566
Remove class MemoryFile, rather rely on C++ I/O streams
2019-01-10 17:52:02 +01:00
a8f12c5b76
A few more modernizations with clang-tidy
2019-01-10 14:50:49 +01:00
e45d230a3d
Rename .dat file to standard .hh extension
2019-01-10 14:29:58 +01:00
6076a4ff0c
Remove Emacs local mode variable
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No longer needed now that files have C++-specific extensions.
2019-01-10 14:26:14 +01:00
38c24347ff
Use C++14 std::conditional_t (instead of custom IF template)
2019-01-09 17:26:28 +01:00
922014c2fa
Port to C++11 using keyword
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Performed using modernize-use-using from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-using.html
2019-01-09 17:21:14 +01:00
60fd92ddce
Port to C++11 override keyword
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Performed using modernize-use-override from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-override.html
2019-01-09 16:26:42 +01:00
9656904d41
Port to C++11 nullptr keyword
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Performed using modernize-use-nullptr from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-nullptr.html
2019-01-09 16:25:31 +01:00
7df31f68d9
Port to C++ delete keyword
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Performed using modernize-use-equals-delete from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-equals-delete.html
2019-01-09 16:23:04 +01:00
197cbea919
Port to C++11 syntax for default constructors
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Performed using modernize-use-equals-default from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-equals-default.html
2019-01-09 16:16:29 +01:00
1052046954
Port to C++11 emplace() method on containers
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Performed using modernize-use-emplace from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-emplace.html
2019-01-09 16:00:05 +01:00
cbcd0a6950
Port to C++11 default members initializers
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Performed using modernize-use-default-member-init from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-default-member-init.html
2019-01-09 15:58:45 +01:00
966a1c2ac0
Port to C++11 auto keyword
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Performed using modernize-use-auto from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-auto.html
2019-01-09 15:51:19 +01:00
7e003cc591
Port some constructors to pass-by-value using C++11 move semantics
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Performed using modernize-pass-by-value from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-pass-by-value.html
2019-01-09 15:46:04 +01:00
2024330568
Port to C++11 range-based for loops
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Performed using modernize-loop-convert from clang-tidy.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-loop-convert.html
2019-01-09 15:44:26 +01:00
8b56ab6f11
Use C++11 erf/erfc instead of custom one
2019-01-08 17:49:15 +01:00
ba609cce07
No need to redefine PI constant for MinGW
2019-01-08 17:46:36 +01:00
f9df2bee2f
Use C++11 unordered_{map,set} instead of boost's
2019-01-08 17:38:21 +01:00
188d6296d7
Dynare++: finish to apply Dynare C++ coding style and extensions (.cc/.hh)
2019-01-08 17:12:05 +01:00
ce1ef47093
dynare++ / tensor library (TL): move away from CWEB
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By the way apply Dynare C++ coding style and extensions (.cc/.hh).
2019-01-08 16:09:25 +01:00
84255f9e9a
dynare++/integ: move away from CWEB
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By the way apply Dynare C++ coding style and extensions (.cc/.hh).
2019-01-04 17:28:20 +01:00
df772325a2
dynare++/kord: move away from CWEB
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By the way apply Dynare C++ coding style and extensions (.cc/.hh).
2019-01-04 16:32:05 +01:00
671fe4bcd4
Build system improvements on Windows (MinGW / MSYS2)
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- Use the -static flag when linking Dynare++, so that shipping libquadmath and
libgcc DLL in the installer is no longer needed.
- Use AM_CXXFLAGS and AM_LDFLAGS variables for changing flags, since CXXFLAGS
and LDFLAGS are user variables. Also, this avoids passing these flags down to
configure scripts in subdirectories.
- Check for the SZIP library in the configure test for the MatIO, this is
needed under MSYS2.
- Statically link MatIO and GSL in MEX files for MATLAB, this is needed under
MSYS2.
2018-11-06 12:17:56 +01:00
1ff5c3f571
Fix various typos (thanks lintian).
2017-06-28 15:06:54 +02:00
c8b7908aed
dynare++: make multi-line define because a single line is too long for pdf compilation on OS X
2017-05-23 11:16:13 +02:00
b4448937cc
Fixed indentation of c/h/cc/hh files.
2017-05-16 16:30:27 +02:00
1229372a6c
Defines M_PI (cross compilation for Octave).
2016-12-01 13:32:54 +01:00
9653568fb6
Merge pull request #1247 from JohannesPfeifer/dyn++timing
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Clarify the timing convention in dynare++
2016-08-23 16:45:26 +02:00
90affdd775
Clarify the timing convention in dynare++
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Closes #1244
2016-08-21 10:22:56 +02:00
e7a1988223
throwing exception if dgges reports an error
2016-07-17 14:40:15 +02:00
510c6641c9
Fixed compilation failure on Windows.
2015-03-27 10:55:48 +01:00
82bd6bcdf3
Fixed c++ warnings.
2015-03-25 14:54:32 +01:00
a97973d01f
Added method for recognizing unreferenced atoms. Call to this method replace catching the exception used before to recognize that an atom is not referenced.
2015-03-25 14:52:28 +01:00
64346de401
Initial guess for Lagrange multipliers solved by SVD decomposition to improve conditioning.
2015-03-25 14:45:09 +01:00
7ca3683281
Fixed bug. Uninitialized memory reads because the code was working with a std::map, which was volatile.
2015-03-25 14:37:58 +01:00
404f29e47e
dynare++ adding missing header
2013-10-10 10:04:14 +02:00
77dd7239b5
Dynare++: prevent repeated assignment of a parameter/variable
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This is not correctly handled by the evaluator.
Closes #415
2013-08-27 15:17:07 +02:00
0c40ba0420
making dynare++ code compatible with Bison 2.7. Fixes #461
2013-08-07 15:23:22 +02:00
fe7a1248ba
fix typo
2013-04-23 14:32:39 +02:00
ebae08a585
wrapped line too long for some versions of ctangle
2012-11-22 10:26:47 +01:00
4fd6ebca50
add ldflags_matio to dynare++ tests
2012-09-26 12:36:09 +02:00
3589c04f49
Add missing CPPFLAGS_MATIO
2012-09-21 07:29:11 +02:00
4f54391e94
add --with-matio option to configure
2012-09-19 12:11:57 +02:00
8789151c73
Dynare++: compatibility fixes with MatIO 1.5
2012-09-11 15:22:29 +02:00
cecb375be4
Link Dynare++ tests with MatIO
2012-09-11 15:01:26 +02:00
5f861cb0d8
Use MatIO in Dynare++ instead of the home-made engine
2012-08-23 18:31:07 +02:00
6dc64de7a9
fixing compiler warning about format argument
2012-07-31 21:50:59 +02:00
029d3dda08
dynare++: add steady state to first part of simulation when
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interrupted by non finite result
2012-07-25 17:53:34 +02:00
cf6772bc90
added method to access derivatives of approximated solution function
2012-07-25 14:59:06 +02:00
c079ace8c3
Remove various compiler warnings
2012-06-08 19:06:03 +02:00
615535ad88
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
d4b4060d69
Fix build failure with -Werror=format-security
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See Debian bug #646258 (http://bugs.debian.org/646258 ) and
http://wiki.debian.org/ReleaseGoals/SecurityHardeningBuildFlags for details.
2011-11-07 15:29:06 +01:00
7076fe31e9
When applying substitutions to the atom assignings, they are done also for non-referenced atoms, as they could still be referenced in evaluations.
2011-05-17 10:42:57 +02:00
a23f4b7ebc
Dynare++: compatibility fix for MATLAB 7.12 (R2011a)
2011-04-11 11:49:18 +02:00
cdcfc23037
Dynare++ documentation: split comment lines (they are too long for old versions of pdftex)
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(problem introduced in beb3b7f9c4
2011-03-22 10:36:36 +01:00
da664f5a26
Commented out not finished section.
2011-03-15 10:15:39 +01:00
ee4fd757d9
Added a description of --burn <num> option.
2011-03-15 10:15:35 +01:00
b05c7356ee
Implemented burn-in periods in simulations, irfs, and in real-time simulations.
2011-03-15 10:15:14 +01:00
beb3b7f9c4
Dynare++ documentation: fix invalid PDF problems
2011-03-11 12:33:43 +01:00
b7d06ea629
Dynare++: fix typo (thanks to Thomas Weber)
2011-02-23 10:07:47 +01:00
2b8b32a2f0
Fixed warning in gensylv
2011-02-04 16:55:51 +01:00
e0c0f2362b
Dynare++: further updates to tutorial (date, instructions for running dynare_simul.m)
2011-01-24 17:55:13 -05:00
f21d54b7d5
dynare++: updated userguide installation procedure
2011-01-24 17:40:55 -05:00
696ee5c8f0
Dynare++ MATLAB simulation helper: add an error message when dynare_simul_ DLL not in the path
2011-01-20 16:03:54 -05:00
82a59bec79
Dynare++ MATLAB simulation helper: fixed commit 92cb073f3a
2011-01-20 15:56:26 -05:00
e0261d258c
Dynare++: fixed bug in tests
2011-01-20 15:42:53 -05:00
6b1f84ac27
Dynare++: in printf statements with size_t, remove %zd modifier introduced in
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757d8c36e9
2011-01-15 19:07:26 +01:00
bc8b8e9c84
Build system: Dynare++ now depend on Boost
2011-01-15 11:33:01 +01:00
1bfbfbe73a
Dynare++: update global copyright notices to span 2004-2011
2011-01-14 16:41:24 +01:00
bf13ddcb74
Dynare++: replace obsolete hash_set and hash_map by unordered_set and unordered_map
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- use the implementation from boost
- since these classes will probably be included in the next C++ standard, they are also available natively from g++ with option -std=c++0x, but boost is probably better for the moment
2011-01-14 16:40:59 +01:00
1ca828c134
Dynare++: fixed warning about unused functions
2011-01-14 16:29:11 +01:00
ab87ccac06
Dynare++: fixed warning about conversion of string to char* and about non void functions returning nothing
2011-01-14 16:28:26 +01:00
af0175443b
Dynare++: fixed warning about comparison of signed with unsigned integers
2011-01-14 16:23:24 +01:00
610cb6387e
Dynare++: fixed warning about redefined NOMINMAX macro
2011-01-14 16:22:58 +01:00
757d8c36e9
Dynare++: fixed warnings about printf format strings
2011-01-14 16:22:26 +01:00
dbe288e3ca
Make sure "min" and "max" macros are never defined under Windows, this can create conflicts with "std::min" and "std::max"
2010-10-29 12:01:47 +02:00
Sébastien Villemot
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Michel Juillard
Michel Juillard
Houtan Bastani
Sébastien Villemot
Ondra Kamenik