Sébastien Villemot
036867765b
logMHMCMCposterior: minor compatibility fix for Octave (the 3rd arg of mexPutVariable() is not marked "const" under Octave)
2010-10-28 10:17:38 +02:00
Sébastien Villemot
8d3d004105
logMHMCMCposterior: under Octave, do load/save MAT files, because the "mat.h" interface does not exist
2010-10-28 10:15:53 +02:00
Ferhat Mihoubi
1aceb504fd
Check command is now compatible with block and bytecode options
2010-10-27 15:34:48 +02:00
Ferhat Mihoubi
36941dd704
- During an evaluation of the model with bytecode stores all Jacobian matrix (w.r. to endogenous of the current block, exogenous and endogenous from previous blocks) in M_block_structure.block(j)
2010-10-27 15:30:01 +02:00
Ferhat Mihoubi
7ea9d28afd
- updates the third output argument when it is M_.block_structure.block
2010-10-27 15:30:01 +02:00
George Perendia
f8815c8896
C++ Estimation DLL: Update to logMHMCMCposterior.cc mexFunction DLL driver: its call to close waitbar seems to cause crashes and it is for now left commented out and the waitbar neeeds to be closed manually or,
...
alternativelly, call dll with options_.console_mode=1
2010-10-26 18:31:32 +01:00
Ferhat Mihoubi
39718c8645
- extends steady algorithms to solve_algo=5, 6, 7 and 8 for a block decomposed model without bytcode
...
- solve_algo is reordered =
* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: bytecode own solver (use Gaussian elimination + sparse matrix)
* 6: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 7: GMRES
* 8: BiCGStab
2010-10-22 16:49:47 +02:00
Ferhat Mihoubi
1a09426706
- Correction of several bugs with Octave
...
- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
Sébastien Villemot
cab8941c29
qzcomplex and ordschur oct-files:
...
- added embedded tests
- minor cosmetic changes
2010-10-21 15:58:24 +02:00
Sébastien Villemot
81823ad035
New oct-file for "ordschur": the diffuse filter now works under Octave
2010-10-21 15:43:13 +02:00
Sébastien Villemot
69fc0e320b
New oct-file "qzcomplex" for bringing the complex QZ decomposition to Octave. Fixes issues with partial information under Octave.
2010-10-21 12:33:18 +02:00
George Perendia
9123e4e70c
C++ Estimation DLL: Update of logMHMCMCposterior and auxiliary files: added progress bar and recovery from file and tied up few loose ends - still unstable !
2010-10-14 23:31:25 +01:00
Ferhat Mihoubi
8f36437662
- Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11 ). The new values for solve_algo are:
...
* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 6: GMRES
* 7: BiCGStab
* 8: bytecode own solver (use Gaussian elimination + sparse matrix)
- Bytecode can now evaluate a specific block instead of the overall blocks (new bytecode's option 'Block = block_number')
2010-10-11 19:21:32 +02:00
Ferhat Mihoubi
4b824ad8ed
- extends the error messages in mex_interface (necessary to emulate the mex functions in a standalone mode for debugging purposes)
2010-10-11 18:09:31 +02:00
Ferhat Mihoubi
f6835d1d61
- adds bytecode_debug.m m-file to save the global variables. Necessary to run bytecode in a standalone mode for debugging purposes.
2010-10-11 18:01:44 +02:00
Ferhat Mihoubi
9a0201b26a
Minor corrections on ErrorHandling
2010-10-11 17:56:23 +02:00
Sébastien Villemot
dbbe177ed6
Estimation DLL: fix bug related to number of rows of matrix of endogenous (nb_row_x was incorrectly initialized in dynamic C file)
2010-10-05 16:30:21 +02:00
Sébastien Villemot
eea1bcc27c
k-order DLL: fix bug related to number of rows of matrix of endogenous
...
(nb_row_x was incorrectly initialized in dynamic C file)
2010-10-05 15:28:15 +02:00
George Perendia
d7e8870c18
C++ Estimation DLL: Adding draft logMHMCMCposterior.cc mexFile driver for the modified RandomWalkMetropolisHastings.cc and other related files inc. draft test random_walk_metropolis_hastings_core.m
...
Still missing functionality: Sliding progress bar, seed change and loading old, incomplete (failed) run files
2010-10-04 13:58:25 +01:00
Sébastien Villemot
1a27ed9f38
OpenMP support:
...
- removed build_matlab_multithread.m and isopenmp MEX file
- introduced a new option "--enable-openmp" in configure script
- when openmp support is compiled in, the default is still one thread; the user can set the number of threads with "set_dynare_threads(n)"
- closes #68
2010-09-27 15:56:19 +02:00
Sébastien Villemot
477652c6e9
Build system: removed obsolete build_matlab script
2010-09-27 15:51:32 +02:00
Sébastien Villemot
5a1caff861
Build system: fix for bug introduced in 5504811b1a
2010-09-27 14:18:39 +02:00
Sébastien Villemot
5504811b1a
Removed obsolete Kalman filter code
2010-09-24 13:01:52 +02:00
Ferhat Mihoubi
df1b1e4ed0
- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137
2010-09-24 12:52:58 +02:00
Houtan Bastani
e57056ad14
sparse_hessian_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:18 +02:00
Houtan Bastani
ca24c92ed7
A_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:08 +02:00
Houtan Bastani
7b0d6da920
mjdgges: remove instances of mexErrMsgTxt
2010-09-23 10:44:59 +02:00
Houtan Bastani
e32c8b1b76
k_order_perturbation: remove instances of mexErrMsgTxt and mexErrMsgIdAndTxt
2010-09-23 10:44:39 +02:00
Houtan Bastani
1eaee02729
logposterior: remove instances of mexErrMsgTxt
2010-09-23 10:44:22 +02:00
Houtan Bastani
b512a43848
fix file mode
2010-09-23 10:44:10 +02:00
Houtan Bastani
6631f2d1d0
Macro used to clean up after encountering an error in a mex file (previously handled by mexErrMsgTxt) and helper m file
2010-09-23 10:43:16 +02:00
Sébastien Villemot
a3640239ab
Removed all MSVC workarounds, since we can now definitely drop this compiler on
...
Windows/64-bit platform
2010-09-21 15:06:14 +02:00
Sébastien Villemot
fbbc21d577
Estimation DLL: make it compatible with changes introduced in 648c3cd177
+ code simplification
2010-09-20 19:25:31 +02:00
Sébastien Villemot
aa8963c1db
K-order DLL: code simplification
2010-09-20 19:24:23 +02:00
Sébastien Villemot
d7754ca288
K-order DLL: make it compatible with changes introduced in
...
648c3cd177
2010-09-20 18:30:00 +02:00
Sébastien Villemot
6c66e3d2af
Bytecode DLL: include dynmex.h instead of mex.h (for compatibility with older
...
MATLAB)
2010-09-20 10:23:05 +02:00
Ferhat Mihoubi
0ecfc5eed9
- Incorrect type for variable map_idx_res (the variable with highest error)
2010-09-17 12:26:54 +02:00
Ferhat Mihoubi
45137f1367
- bug correction in error printout (elimination of an unused variable : nb_endo in SparseMatrix)
2010-09-17 12:26:44 +02:00
Ferhat Mihoubi
c7eff4ba60
- Adding the relaxation method for block and/or bytecode options
...
- Changing the the stack_solve_algo option :
Previous version New version
1 : Sparse LU 0 : Sparse LU
2 : GMRES 1 : Relaxation
3 : BiCGStab 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver 4 : Sparse LU & Optimal Path
5 : bytecode own solver
2010-09-17 12:18:25 +02:00
Ferhat Mihoubi
77b6096962
- extends the mex_interface: bytecode's debuging purpose
...
- correction of memory leaks in bytecode
2010-09-17 12:17:14 +02:00
Ferhat Mihoubi
0a3c8a4b0c
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
...
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
George Perendia
99a884e09c
C++ Estimation DLL: Adding 1st cut draft RandomWalkMetropolisHastings.cc and related untested files for review
2010-09-14 12:21:45 +01:00
George Perendia
73fb122e1e
Estimation C++ DLL: Enhancing KalmanFilter performance using symmetric matrix and vector BLAS routines calls added or enhanced in BlasBindings.hh and dynblas.h + some minor fixes to Matrix.hh and LogPriorDensity.cc
2010-09-03 11:17:50 +01:00
Sébastien Villemot
8589be3d4b
K-order DLL: cosmetic changes
...
- remove unused argument of the DLL
- fix documentation inside source file
2010-08-30 17:11:58 +02:00
Sébastien Villemot
a4769fc80d
K-order DLL: no longer create an extra MAT file (useless and undocumented)
2010-08-30 17:11:26 +02:00
George Perendia
61da05b5e4
C++ Estimation DLL: KalmanFilter, dynlapack and LapackBindings with Cholesky decomp. based matrix inverter
2010-08-04 15:57:52 +01:00
George Perendia
1ac71f3d0c
Estimation C++ DLL: 4 fixes and some additional files used in testing: sweuromodel_dll.mod, data and DsgeLikelihood.m modified for testing under octave
2010-08-04 14:52:56 +01:00
Michel Juillard
89bdc81ada
suppressed computation of steady state inside k_order_perturbation
2010-07-17 10:18:25 +02:00
Michel Juillard
96bdf8c371
make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero.
2010-07-17 10:14:22 +02:00
Sébastien Villemot
9642683b7d
Build system: fix for building source tarball
2010-07-12 14:30:57 +02:00
Sébastien Villemot
acf5451c1f
Build system: rename 'loglikelihood' to 'logposterior'
2010-07-09 12:48:08 +02:00
George Perendia
50c1e0a8ec
C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc
2010-07-08 09:56:19 +01:00
George Perendia
5c01144793
C++ Estimation DLL: update of testInitKalman.cc and testKalamn.cc
2010-07-08 09:56:18 +01:00
Sébastien Villemot
f34c31307b
K-order: minor fix for order of initialization of data members
2010-06-25 15:40:36 +02:00
Sébastien Villemot
04905660b8
Added new loglikelihood DLL (does not yet contain prior computation, only the likelihood)
2010-06-11 19:18:16 +02:00
Sébastien Villemot
7410094588
Estimation DLL: various minor changes
2010-06-11 19:16:03 +02:00
Sébastien Villemot
e5d093c6ad
Estimation DLL: refactor detrending stuff to avoid allocating the matrix for detrended data at every iteration
2010-06-11 19:11:27 +02:00
Sébastien Villemot
85f855d759
Estimation DLL: fixed bug in EstimatedParametersDescription::getNumberOfPeriods()
2010-06-11 18:03:14 +02:00
Sébastien Villemot
32e41b7b01
Estimation DLL, LogLikelihoodMain: fixed bug (likelihood was not initialized to zero)
2010-06-11 16:51:08 +02:00
Sébastien Villemot
e1b274f2dc
Estimation DLL, ModelSolution class: make llxSteadyState a data member
2010-06-11 14:54:10 +02:00
Sébastien Villemot
1e41458826
Estimation DLL: bugfixes in LogLikelihoodMain
2010-06-10 19:13:20 +02:00
Sébastien Villemot
974e9ac0ad
Estimation DLL: remove 'const' qualifiers in order to be able to put these classes in std::vector (the STL want an assignment operator)
2010-06-10 19:13:20 +02:00
Sébastien Villemot
8a7ed1ec48
Estimation DLL, VDVEigDecomposition: remove useless test in destructor
2010-06-10 19:13:20 +02:00
Sébastien Villemot
2c0b3469be
Estimation DLL, Vector class: fixed bug in the copy constructor
2010-06-10 19:13:20 +02:00
Sébastien Villemot
110a33a0c8
Estimation DLL, QRDecomposition: fix memory leak
2010-06-10 19:13:20 +02:00
Sébastien Villemot
a1df331c58
Estimation DLL: fixed test for Prior PDF following the removal of "mode" in the Prior class
2010-06-10 19:13:20 +02:00
Sébastien Villemot
81f0cf1bc3
Bytecode DLL: provisions for Microsoft Visual C++
2010-06-09 18:35:35 +02:00
Sébastien Villemot
045e2e21ef
Bytecode DLL: bugfix for erf()
2010-06-09 18:31:39 +02:00
Sébastien Villemot
fe61608ede
Estimation DLL: bugfix in LogLikelihoodMain
2010-06-09 11:42:23 +02:00
Sébastien Villemot
bedc69beb8
Estimation DLL: pass the name of the dynamic MEX file through the whole hierarchy of constructors (instead of the basename of the MOD file)
2010-06-09 11:42:22 +02:00
Sébastien Villemot
35ad5b1aba
Estimation DLL: removed useless "mode" information in Prior class
2010-06-09 11:42:22 +02:00
Sébastien Villemot
90e9506d93
Estimation DLL: added test MOD file
2010-06-09 11:39:03 +02:00
Sébastien Villemot
ab0d4a143e
Build system: added new test for C++ prior classes
2010-06-09 11:37:42 +02:00
George Perendia
69abb07f05
C++ Estimation DLL: Adding basic Uniform and Gaussian random number generators to Priors.hh and a basic test routine
2010-06-08 16:38:49 +01:00
George Perendia
4f98b560ad
Estimation C++DLL: First draft for LogPosteriorDensity, LogPriorDensity and associated changes: random number generation still missing
2010-06-02 13:38:27 +01:00
Houtan Bastani
762e703692
Allow the user to pass a constant seed
2010-06-01 11:18:55 +02:00
Houtan Bastani
1bc7bf7fbb
make blas and lapack functions work with matlab
2010-06-01 11:18:54 +02:00
George Perendia
508422307e
Estimation C++DLL: adding Standard dev. to Prior.cc & .hh
2010-05-25 17:53:58 +01:00
Michel Juillard
a3d798836e
k_order_perturbation: fixing bug in making of tensor of 3rd order derivatives
...
modifying tests and adding a new test against dynare++ output (fs2000k4.mod)
2010-05-22 16:12:39 +02:00
Sébastien Villemot
399d66d81c
Estimation DLL, generalized Schur decomposition: fix bug with complex part of infinite generalized eigenvalue (was NaN instead of zero)
2010-05-14 19:26:52 +02:00
Michel Juillard
894ed518c8
mjdgges.c: eliminates bogus imaginary NaNs in eigenvalues
2010-05-14 15:03:15 +02:00
Sébastien Villemot
6f11442c7b
Estimation DLL: fix to testModelSolution
2010-05-07 18:18:24 +02:00
George Perendia
775a1f6471
Estimation DLL: updating test function
2010-05-07 17:09:51 +01:00
George Perendia
1c5c7f3fbf
Estimation DLL: adding LapackBindings.hh
2010-05-07 17:00:56 +01:00
Sébastien Villemot
b903776e0c
Estimation DLL: fixed type errors in VDVEigDecomposition class
2010-05-07 17:17:30 +02:00
Sébastien Villemot
3688a6ef5a
Estimation DLL: bugfix in constructors for vector views
2010-05-07 17:17:30 +02:00
George Perendia
55fc3feea4
Estimation: Update of main files
2010-05-07 16:08:58 +01:00
Sébastien Villemot
b101dbd483
Estimation DLL: give the possibility to construct Vector/Matrix views out of other views
2010-05-07 12:18:45 +02:00
Sébastien Villemot
3292ee68c2
Build system: updates for estimation DLL
2010-05-07 10:40:03 +02:00
Sébastien Villemot
ec5fd63063
Estimation DLL: removed obsolete file
2010-05-07 10:39:54 +02:00
Sébastien Villemot
e4f640f201
Estimation DLL: simplification of the handling of indices in T and R matrices
2010-05-06 18:57:15 +02:00
Sébastien Villemot
5aa17370e8
Estimation DLL: minor type fix
2010-05-06 16:45:50 +02:00
Sébastien Villemot
2b5a907bb0
Estimation DLL: optimization in Kalman filter
2010-05-06 16:30:13 +02:00
Sébastien Villemot
ba0503628e
Estimation DLL: no longer pass lead/lag incidence matrix as argument, this is redundant with the zeta indices
2010-05-06 15:32:11 +02:00
Sébastien Villemot
6bdfc2958b
Estimation DLL: removed obsolete files
2010-05-06 15:31:06 +02:00
George Perendia
31d9dd2481
estimation: extending LogLikelihoodSubSample.hh
2010-05-06 12:45:40 +01:00
George Perendia
c729b8984d
Estimation Adding more Headers
2010-05-06 12:37:06 +01:00
George Perendia
1819272d51
Estimation: Fix to VDVEigDecomposition.hh
2010-05-05 18:01:59 +01:00
George Perendia
ba31b9bcbf
Estimation libmat VDV Eigen decomposition class
2010-05-05 16:47:47 +01:00
Sébastien Villemot
208210c6fd
Merge remote branch 'george/master'
2010-04-23 18:31:38 +02:00
George Perendia
43b2aae64e
C++ Estimation Minor changes to KalmanFilter initialisation and testing routines to improve handling structural changes parameters and test accuracy
2010-04-23 15:28:42 +01:00
Sébastien Villemot
18c36c3dd5
Merge remote branch 'george/master'
2010-04-16 18:34:57 +02:00
George Perendia
e9846ae65f
C++ Estimaion: Minor change KalmanFilter.* to use gain matrix KFinv for conversion check and cosmetic changes to ModelSolution.cc, testInitKalman.cc and testkalman.cc
2010-04-16 17:00:51 +01:00
Ferhat Mihoubi
f849b11563
The functions erf, normpdf and normcdf work fine with bytecode option
2010-04-16 17:00:05 +02:00
Sébastien Villemot
0281c5138a
Build system: added new testKalman for Estimation DLL
2010-04-13 18:41:15 +02:00
George Perendia
a489c8810d
C++ Estimation: Adding test and fixing a bug for KalmanFilter.cc and making some cosmetic changes to InitializeKalmanFilter.cc and ModelSolution.cc
2010-04-13 12:38:13 +01:00
Sébastien Villemot
b8bf1794ca
Minor fix in prototype of LAPACK dgees
2010-04-02 14:53:14 +02:00
George Perendia
f0fc974b9e
!st draft Kalman Filter main, auxiliary an test routines for C++ estimation
2010-04-01 13:36:58 +01:00
George Perendia
127e5ca05a
Minor data initiation bug fix in testInitKalman.cc
2010-03-16 16:54:28 +00:00
Sébastien Villemot
b1e90e59af
Estimation DLL: added testInitKalman to the build system, and modify it to accept the dynamic DLL as argument
2010-03-16 15:57:10 +01:00
Sébastien Villemot
d93a5af70b
Estimation DLL, DynamicDLL class: removed dependency on MEX header, unnecessary and makes the compilation of test files more complicated
2010-03-16 15:55:37 +01:00
Sébastien Villemot
35377ff303
Estimation DLL, InitializeKalmanFilter: removed unknown header
2010-03-16 15:55:08 +01:00
George Perendia
f62dce714e
Minor modification of types
2010-03-16 13:52:00 +00:00
George Perendia
c738941044
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2010-03-16 13:27:29 +00:00
George Perendia
881b1168fe
Adding InitializeKalmanFilter.cc/hh, its supporting files: DetrendData.cc/hh (a basic one), libmat/DiscLyapFast.cc, a test driver routine and a minor amendment to ModelSolution.hh.
2010-03-16 13:26:05 +00:00
Sébastien Villemot
fd3c35937b
Estimation DLL, dynamic DLL loading: minor changes to testModelSolution (now takes the full name of the dynamic DLL in argument)
2010-03-16 10:27:58 +01:00
Sébastien Villemot
3c8bfc5ef0
Estimation DLL, dynamic DLL loading: fixed memory leaks
2010-03-16 10:27:58 +01:00
George Perendia
882ea0ed75
Amending assertions in BlasBindings.hh
2010-03-15 12:12:43 +00:00
Sébastien Villemot
2449a4365c
K-order DLL, DynareNameList class: removed memory leaks
2010-03-09 18:30:23 +01:00
Sébastien Villemot
d95b0cf6d7
K-order DLL, KordpDynare class: removed memory leaks
2010-03-09 18:30:23 +01:00
Sébastien Villemot
bb3675e75c
K-order DLL, DynamicDLL class: removed memory leaks
2010-03-09 18:30:23 +01:00
Sébastien Villemot
1b3bc4a825
K-order DLL: removed useless stuff
2010-03-09 18:30:23 +01:00
Sébastien Villemot
1bc6da864c
Estimation DLL, matrix library: adding test-repmat to build system
2010-03-08 13:50:02 +01:00
Sébastien Villemot
2aab5b47f2
Estimation DLL, matrix library: minor fixes for removing compiler warnings
2010-03-08 13:49:47 +01:00
George Perendia
a78ca35807
Adding test-repmat.cc - a test for new Matrix.hh repmat utilities
2010-03-08 12:39:25 +00:00
George Perendia
fa54eb55ca
Adding 8 new template functions to Matrix.hh mat namespace, few of which emulate Matlab repmat and assign / reorder by vector.
2010-03-08 12:22:23 +00:00
George Perendia
5d0e93adfe
Declare libmat destructors virtual
2010-03-08 10:09:45 +00:00
Sébastien Villemot
3475341ac9
Bytecode DLL: fixed compilation with MSVC
2010-02-23 16:04:32 +01:00
Sébastien Villemot
263725aa1f
Estimation DLL, ModelSolution class:
...
* fixed initialization of matrices
* removed useless ModelSolutionException, rather forward upwards the exception thrown below
* DynamicModelDLL is now a full member instead of a pointer
2010-02-22 15:58:44 +01:00
Sébastien Villemot
3cacb48c81
Estimation DLL, MEX utils: fix compilation issues
2010-02-22 15:56:00 +01:00
Sébastien Villemot
a17207fb56
Estimation DLL: fixed remaining EOL problems
2010-02-22 15:09:48 +01:00
George Peredia
f430e53e01
Fixing of the testModelSolution.cc
2010-02-22 13:26:47 +00:00
Sébastien Villemot
30d9feb146
Estimation DLL:
...
* finished test for DecisionRules
* added new test for LUSolver
* improved test for QRDecomposition
2010-02-19 18:42:02 +01:00
Sébastien Villemot
dcf10eba56
Estimation DLL: added decision rules w.r. to exogenous shocks
2010-02-19 18:41:12 +01:00
Sébastien Villemot
5ee45cfb60
Estimation DLL: fixed decision rules with respect to state variables (ghx)
2010-02-19 18:00:34 +01:00
Sébastien Villemot
547a912d5e
Estimation DLL, matrix library:
...
* fixed various bugs
* added utility for computing the infinite norm
* changed the direction of mat::transpose(A, B) for consistency with GSL
2010-02-19 17:04:45 +01:00
Sébastien Villemot
0ef2f8c4bd
Estimation DLL: optimization of DecisionRules
2010-02-19 14:24:29 +01:00
Ferhat Mihoubi
faa5da07dc
Bug correction in error messages and reduction of memory requirement during simulation
2010-02-19 11:03:53 +01:00
Sébastien Villemot
229d0e1ea4
Merge remote branch 'george/master'
2010-02-18 19:19:14 +01:00
Sébastien Villemot
a78bdab6d3
Estimation DLL: test file for DecisionRules based on example1.mod (only checks the eigenvalues for the moment)
2010-02-18 19:18:25 +01:00
Sébastien Villemot
1280000ee4
Estimation DLL: fixed various bugs in DecisionRules
2010-02-18 19:17:55 +01:00
Sébastien Villemot
cd9f9ff1b9
Estimation DLL, matrix library: fixed bug in mat::row_copy()
2010-02-18 19:11:09 +01:00
unknown
9a77efe440
Amend Estimation C++ ModelSolution, some utils (new Matrix version of dynamic_dll) and a test routine
2010-02-18 17:45:28 +00:00
Sébastien Villemot
07091a6b63
Estimation DLL, matrix library: removed useless end-of-lines
2010-02-18 18:11:21 +01:00
Sébastien Villemot
9ac6553776
Estimation DLL, matrix library: fixed bug in MatrixView::setAll()
2010-02-18 18:10:59 +01:00
Sébastien Villemot
4f7ef5f49d
Estimation DLL, matrix library: added utility for computing A=B'
2010-02-18 18:10:45 +01:00
Sébastien Villemot
b737535955
Estimation DLL, matrix library: fixed problem in QRDecomposition (two workspaces are needed of different sizes) by imposing in the constructor the size of the matrix to be left-multiplied by Q
2010-02-18 18:10:16 +01:00
Sébastien Villemot
30ee44f8b4
Estimation DLL, matrix library: fixed bug in mat::negate(),;mat::add(), mat::sub()
2010-02-18 18:09:04 +01:00
Sébastien Villemot
daf97deb04
Estimation DLL, matrix library: fixed incorrect assertion in col_copy()
2010-02-17 12:22:02 +01:00
Sébastien Villemot
440db94603
Estimation DLL, DecisionRules: fixed incorrect matrix dimensions
2010-02-17 12:21:39 +01:00
Sébastien Villemot
8fa10d61cc
Build system: fix the creation of tarball
2010-02-13 09:52:43 +01:00
Sébastien Villemot
fb97797405
Estimation DLL: first version of matrix library + still unfinished decision rules computation
2010-02-09 19:15:59 +01:00
Sébastien Villemot
cf8f793c55
k_order_perturbation: give a value to model residuals, otherwise valgrind logs are cluttered with unitialized value errors
2010-02-09 14:32:40 +01:00
Sébastien Villemot
34ab1a5686
k_order_perturbation: fixed illegal cast
2010-02-09 14:24:16 +01:00
Ferhat MIHOUBI
6d958b6e8d
Improvement of the floating point error messages (the equation and the location of the error are displayed)
2010-02-06 15:07:56 +01:00
Ferhat MIHOUBI
cea26af06e
Uses the initial method to manage the floating exceptions
2010-02-05 18:50:57 +01:00
Ferhat MIHOUBI
f7ac31b58a
Improves the global convergence of Newton method for static model
2010-02-05 18:33:34 +01:00
Ferhat MIHOUBI
4a33777ef7
Adds exceptions management on floating point operations using cfenv.h from gcc
2010-02-05 12:07:46 +01:00
Ferhat MIHOUBI
cb1cc4049b
convergence error message changed in bytecode
2010-01-29 17:51:39 +01:00
ferhat
b5727e0658
Adds location indications in error message of "bytecode" + minor correction (string passed as &string).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3374 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 16:42:08 +00:00
ferhat
0efd5b1621
"bytecode" option can be used without "block" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
sebastien
98de32dfcb
build_matlab: fix for 64-bit Mac (thanks to Jacob Smith for reporting)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3371 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 09:14:09 +00:00
sebastien
cda4f57a7c
build_matlab.m: add support for 64-bit Mac Intel
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3368 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-19 11:21:58 +00:00
sebastien
e7adf28fbd
A few more copyright fixes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3316 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 09:54:43 +00:00
sebastien
1d64cb1ef9
build_matlab.m: activate POSIX threads on Linux and Mac OS
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3304 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-06 09:40:45 +00:00
sebastien
65fc856710
k_order_perturbation: renamed source files with *.cc and *.hh extensions, for compliance with Dynare coding standards + adapted the build system accordingly
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3260 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-17 11:00:50 +00:00
sebastien
9eb14e0017
Removed obsolete build_octave
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3254 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:29:51 +00:00
sebastien
f3549b4c64
Beautified MEX source code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3251 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:18:38 +00:00
sebastien
aa23ed73e9
preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
sebastien
fb8406ef0a
USE_DLL option now works with MSVC + Added new options for Windows to 'dynare' command, to select the compiler: 'cygwin' and 'msvc' + Added the mexopts.bat for Cygwin in the SVN
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3223 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 14:46:21 +00:00
sebastien
4bcbd06980
k_order_perturbation: cosmetic change
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3207 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 10:01:41 +00:00
george
effee9ffab
removed more leaks
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3205 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 17:03:59 +00:00
george
5c75c9aaee
removed more leaks in calcDerivatives
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3204 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 12:48:18 +00:00
george
12d7abab24
removed leaks in calcDerivatives
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3203 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-07 12:35:55 +00:00
michel
8198b1a1eb
4.1 k_order_perturbation: correcting bug in releasing _dynamic.DLL (Windows version)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3200 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 21:21:06 +00:00
michel
5031122649
4.1 k_order_perturbation: simplifying dynamic_dll code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3199 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 14:10:43 +00:00
michel
f22fa8979c
4.1 k_order_perturbation: fixing typos
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3198 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 13:21:52 +00:00
george
c6ed380a08
Additional #if !defined(__CYGWIN32__) && !defined(_WIN32)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3197 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 12:21:38 +00:00
michel
e690320b1d
4.1: more defined __CYGWIN32__
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3196 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 11:56:11 +00:00
george
684d8ac822
Cleared up DynareMxArrayToString in k_order_perturbation.cpp and changed #ifdef to #if defined() in dynamic_dll.cpp
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3195 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-06 00:03:22 +00:00
sebastien
0dd2bdf39a
k_order_perturbation: fix for compilation with MS Visual C++
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3185 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 15:18:48 +00:00
george
ff6f2a90ea
Updating Working Prototype for performance testing
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3182 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 13:34:34 +00:00
sebastien
ad71ee53c2
k_order_perturbation: cosmetic changes for the sake of clarity
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3180 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 20:31:11 +00:00
sebastien
03600d9131
k_order_perturbation DLL:
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* no longer use mexPrintf()/mexErrMsgTxt() outside mexFunction(): use exceptions to report errors, in order to be able to integrate the code in a standalone executable
* fixed a few memory leaks (other still remain)
* fixed a buffer overflow issue in the filename of the dynamic MEX (using C++ string object)
* various cosmetic cleanups
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3177 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 16:31:27 +00:00
michel
5f05a14b17
v4.1: fixing k_order_perturbation DLL for order == 3
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3170 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 20:50:39 +00:00
george
d28442f206
Update, still subject to further testing
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3160 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-20 17:43:05 +00:00
sebastien
cdbbc97fc7
build_matlab.m: fixes for MSVC (object files have extension .obj)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3130 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 11:32:08 +00:00
sebastien
93b4e4c74d
build_matlab.m: added building of dynare_simul_ + factorized compilation of libdynare++ (fixes trac issue #50 )
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3129 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 11:14:19 +00:00
sebastien
8bfc97626f
build_matlab.m: reverted back to r3123 version
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3127 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-05 10:04:00 +00:00
george
91df747554
Minor updates
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3124 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 17:20:35 +00:00
sebastien
30d2f00cc2
Reorganized the directory hierarchy for storing MEX files for MATLAB:
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* mex/matlab/ is now the default location
* removed mex/2007a, mex/2007b and mex/2009a-64bit
* on Windows platforms, use version specific subdirs of mex/matlab if present (called win32-6.5.1-7.4, win32-7.4-7.9, win64-7.2-7.4, win64-7.5-7.7, win64-7.8-7.9)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3123 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 10:56:37 +00:00
sebastien
295f998503
Dynare++ and k_order_perturbation DLL:
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* support Microsoft Visual C++ 2008 compiler (necessary for 64-bit
platforms)
* use standard C++ headers for C Standard Library support
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3121 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-03 14:16:18 +00:00
sebastien
11230eec3f
Build system: added k_order_perturbation to the build_matlab script
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3106 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 17:29:50 +00:00
sebastien
31ed196c44
Various minor changes for compatibility with MS Visual C++ and GCC 4.4
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3105 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 16:29:16 +00:00
george
a479888c1b
Adding new test mexFunction + some minor updates and corrections
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3103 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 13:21:03 +00:00
sebastien
ffd9b2d405
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
ferhat
079b5a7abb
- Correction in the memory allocation (new - delete used with object)
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- bytecode test upgraded
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3075 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 11:23:47 +00:00
sebastien
9ab04f3323
Renamed kordepert to k_order_perturbation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3070 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 09:07:47 +00:00
george
3fb3430e91
New Matlab functions emulation routines: Assign by vector indices (a(k,l)=b(m,n)) , repmat, multiply elements (.*)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3068 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 08:08:53 +00:00
ferhat
e1f17fa9e5
- adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved.
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- corrects some mod files.
- In steady command, get check argument from bytecode dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-18 15:18:16 +00:00
ferhat
3c2d944cfc
- use of classes to describe the bytecode tags
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- use static option for bytecode instead of steady_state option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3048 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 16:34:27 +00:00
ferhat
f7d69ff58c
avoid useless iteration in simulation of simple equations
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3025 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 09:31:58 +00:00
sebastien
bbc7e77648
korderpert: fix missing include for Cygwin with -mno-cygwin option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3018 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:20:19 +00:00
ferhat
ece194b602
The local variables are implemented with byte code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3015 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 16:47:43 +00:00
sebastien
17ab13de01
Kordepert: minor fixes for MinGW
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3013 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 11:51:10 +00:00
sebastien
1443f112bb
* Added back korderpert DLL to build system
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* Fixes to Dynare++ for special LAPACK/BLAS integers in MATLAB
* Fixes to korderpert DLL for cross-platform compatibility
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3009 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 10:23:49 +00:00
sebastien
b2ca17bd35
Removed obsolete gensylv source tree
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3007 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 14:17:27 +00:00
sebastien
dde3f3795f
Build system:
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* Simplified the way we deal with various Octave/MATLAB contexts from MEX files:
- only three defines: MATLAB_MEX_FILE, MATLAB_VERSION (hex number) and OCTAVE_MEX_FILE
- one header for MEX files: dynmex.h
- headers for BLAS and LAPACK: dynblas.h and dynlapack.h (used from Dynare++ and the MEX files)
* Merged the two sources trees of sylvester library
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3006 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 14:17:02 +00:00
sebastien
e173e94839
Removing low discrepancy sequence DLL (licensing problems)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3004 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-01 08:44:47 +00:00
sebastien
02640c3e43
k-order perturbation DLL:
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* removed existing build system
* reorganized source: separated test files from the rest, removed obsolete test files
* incorporated the DLL and the standalone test executable to the new build system
* minor fixes to ensure compilation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2959 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-23 13:14:05 +00:00
ferhat
4dff75d79c
- the "steady_state" function is implemented with the "bytecode" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2952 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 16:34:11 +00:00
sebastien
2ac1194d39
Build system: change the flag used for OpenMP compilation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2950 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 10:34:04 +00:00
sebastien
612cf9fa9b
Build system:
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* always set -DNO_OPENMP
* fix for MEX/Octave with MinGW
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2945 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 16:35:33 +00:00
ferhat
153c7b2542
New option: "evaluate' to evaluate the static or the dynamic model
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2919 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-11 17:06:54 +00:00
ferhat
e627f62441
- bug fix in Simulate_NG
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2918 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-11 10:19:39 +00:00
ferhat
5a3ce36245
add isempty to regexp to get a boolean answer for a 32 bits system
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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
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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)
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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
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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
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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
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- 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
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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
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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.
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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
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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
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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
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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
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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
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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;
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- 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,
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- 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
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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
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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
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- 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,
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- 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
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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.
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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
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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.
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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- 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
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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
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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
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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
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% 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++.
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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
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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
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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
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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
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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
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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
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2686 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-23 21:36:49 +00:00
sebastien
6f5d4b3c95
trunk: fixed several copyright headers
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2681 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-19 08:57:07 +00:00
george
473b4d9a2f
just formatting changes
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2659 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-06 10:10:27 +00:00
george
aa3b7c78f3
added returning g_0 for extracting ghs2
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2658 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-05 20:22:33 +00:00
george
cc477a360d
No functional changes, just clearing up
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2650 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-29 11:37:16 +00:00
michel
225a23d8a7
kordpert: added new example and standalone test code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2617 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 06:30:57 +00:00
michel
37e9be0534
kordpert: added a simpler reordering algorithm; updated Makefile
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2616 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-23 06:24:43 +00:00
george
29130a04da
Update in handling hessian store
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2608 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-19 08:35:41 +00:00
michel
785aa69aaa
mex/korderpert: providing Makefile and Makefile.include for Linux
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2607 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 20:06:04 +00:00
michel
93d690e9f8
mex/korderpert: making k_order_test.cpp consistent with test case fs2000k.mod
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2606 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 20:04:47 +00:00
michel
08e29a5427
mex/korderpert: fixing problem with DLL calling in Linux and one bug in debug message
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2605 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 20:04:05 +00:00
sebastien
2fac4b624f
trunk mex/A_times_B_kronecker_C: fixed typo introduced in r2577
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2603 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 14:19:05 +00:00
michel
a1ad1ed033
4.1: fixing problems in gensylv for Matlab 7.8 64 bit
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2599 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-18 09:01:55 +00:00
stepan
52b48c10d4
Bug fix (output path for the generated mexglx).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2578 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 14:03:28 +00:00
michel
9fa3457791
4.1: fixing again compatibility for Matlab 7.8
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adding matlab_versions_compatibility.h to start factorizing necessary code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2577 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 13:36:06 +00:00
stepan
5e1074bdab
Added a mex file for computing Sobol quasi monte carlo sequences (in
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an hypercube of max dimension 1111).
Because of a fortran 77 source compiled with gfortran (g77 is no more
available on recent debian system), we have to override the gfortran
library shipped with matlab. This can be done using the LD_PRELOAD
environment variable in the .bashrc *or* removing the libraries
distributed with matlab *or* modifying the script .matlab7rc.sh. We
may provide a (python or whatever) script to do this when dynare is
installed.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2574 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-09 13:03:41 +00:00
stepan
02681122f1
Added the modification by michel on build_matlab.m (r2565) for mwSignedIndex.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2569 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-08 13:46:47 +00:00
michel
25aa38f9c4
4.1: fixed problem with mwSignedIndex. Despite the fact that mwSignedIndex appeared
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in Matlab version 7.3, Matlab Lapack library only uses it from version 7.8
(needs to be merged in 4.0)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2565 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-07 21:13:05 +00:00
stepan
fe7c01675a
Changes related to the multithreaded mex files (part I).
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* Removed from build_matlab.m the compilation of mex files with openmp.
* Added build_matlab_multithread.m (where openmp is used if availabe).
* Cosmetic changes.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2549 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 11:01:55 +00:00
sebastien
604f465992
trunk mjdgges.c: Octave doesn't define mwSignedIndex (but it does for mwSize and mwIndex...)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2541 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-31 08:58:57 +00:00
sebastien
535274d3ad
trunk:
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- build_matlab.m: mwSignedIndex actually appeared in Matlab 7.3 (like mwSize and mwIndex)
- mjdgges.c: use a typedef instead of a #define for mwSignedIndex
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2540 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-31 08:49:36 +00:00
michel
adc5d60e23
v4.1: fixed build_matlab.m and mjdgges.c for Matlab (7.8) r2009a
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added new macro NWSIGNEDINDEX_NOT_DEFINED (necessary in 64bit environments)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2539 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-30 20:13:22 +00:00
george
1654e8914b
Added void KordpDynare::ReorderBlocks
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a recursive, hierarchical block reordering of higher order, input model derivatives inc. Hessian
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2495 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-20 17:43:34 +00:00
george
5a564dbfbc
Update: adding storage of 2nd order derivative Hessian from <model>_dynamic in k_ord_dynare. Also, correction of handling DLL for windows in
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k_order_perturbation
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2476 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-17 17:26:13 +00:00
michel
1e017007d0
fixing problems in Linux DLL handling
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2475 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-17 07:58:01 +00:00
stepan
860dca071a
v4.1: Removed debug flags. Added optimization flags. (=> Increase the
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speed of A_times_B_kronecker_C by a factor 2).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2473 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-15 22:30:00 +00:00
stepan
acee5581a9
v4.1: Cosmetic changes and more (set USE_OMP equal to one iff _OPENMP exists).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2472 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 22:51:50 +00:00
stepan
34f1a39428
v4.1: Parallelization of A_times_B_kronecker_C.cc using OpenMp if
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available. Due to incompabilities between the optimized MKL (blas)
library shipped with matlab and the free OpenMp library (libgomp), the dgemm
routine is replaced by nested loops.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2471 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 22:35:44 +00:00
george
f21969d7f7
latest changes for orders >1 as system was failing with exception in KOrder constructor complaining that the passed Model Derivatives container has
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no tensors of order higher than or equal 2. So I had to initialise those as empty within the container - BUT NOT SURE that is enough
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2470 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 13:32:24 +00:00
michel
1b883df049
korderpert: correcting GCC 4.3 compatibility issue
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2469 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 12:48:57 +00:00
michel
b4b2b2b01c
resurrecting k_ord_dynare.h deleted by mistake
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2468 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 12:48:12 +00:00
stepan
fb022dd3d7
v4.1: Fixed unsigned int warning.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2467 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 11:16:34 +00:00
michel
1941302652
kordpert: small change to make it compatible with gcc 4.3
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2465 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-14 11:02:32 +00:00
ferhat
a5a4c36ac0
Minor corrections on multiprocessing in simulate
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2464 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 17:59:45 +00:00
sebastien
70b870ef74
trunk mex/sources: fixed build files for the removing of preprocessor/include/
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2461 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 14:58:25 +00:00
ferhat
b6636fc799
modifications in sparse options to support the new variable indexation
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2458 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 13:33:09 +00:00