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.
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).
- 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=().
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).
- 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
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.
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
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian
Wenddy SHu
Marco Ratto
Marco Ratto