Commit Graph

72 Commits (c079ace8c3185fded3fa260e464f15912be1dbd2)

Author SHA1 Message Date
Sébastien Villemot c079ace8c3 Remove various compiler warnings 2012-06-08 19:06:03 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Ferhat Mihoubi b72dafcb82 Add options static to model_info command and fixes the ticket #134 2012-06-06 16:36:56 +02:00
Michel Juillard 6b100d3dbe fixes the correction of the Jacobian when encountering complex
numbers. This should be 2*imag(g1) and not imag(g1).^2
2012-05-18 16:19:07 +02:00
Ferhat Mihoubi dfbd6c8f2a Adds the index of equations (M_.blocksEQU) for a block decomposed model without bytecode option and use this index in resid.m to retrieve the residuals 2012-03-08 15:29:56 +01:00
Houtan Bastani 5c0a17e9f2 preprocessor: separate dynamic and static functions from their mexfiles 2011-12-23 18:22:41 +01:00
Michel Juillard 762f31bafd preprocessor, auxiliary variables: fixes ordering issue introduced in
347ab4d0c0 and corrects the earlier
ordering problem.
2011-09-28 22:11:44 +02:00
Michel Juillard 347ab4d0c0 preprocessor: modified order of auxiliary variables definitions 2011-09-25 20:21:30 +02:00
Houtan Bastani 426682d632 cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file 2011-08-19 16:59:18 +02:00
Houtan Bastani 65d05f1a31 remove unused variables from preprocessor 2011-08-19 16:59:12 +02:00
Houtan Bastani 7357a23114 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Houtan Bastani 46e0873eef remove writing of getPowerDeriv M function from block code functions 2011-07-25 10:21:02 +02:00
Michel Juillard f5e453343f adding creation of <fname>_set_auxiliary_variables.m containing recursive definition of auxiliary variables 2011-07-24 20:56:30 +02:00
Houtan Bastani 509cc15191 bug fix: getPowerDeriv not accessible from modfile.m 2011-07-19 14:35:35 +02:00
Sébastien Villemot 69ddfadde9 Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree 2011-06-22 11:56:07 +02:00
Sébastien Villemot ae76a8f842 Preprocessor: fix crash when no computational task is required 2011-06-22 11:34:38 +02:00
Ferhat Mihoubi 311102ff6f - Compute :
+ the number of static, lag, lead and both variables,
  + the lead_lag_incidence matrix for variables related to previous blocks
  + the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for  estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
Houtan Bastani 80dbd45ac8 external_function: bug fix in writeParamsDerivativesFile, writeDynamicModel and writeStaticMFile 2011-06-10 11:09:43 +02:00
Michel Juillard fb68592592 correcting bug in forcing real values for complex elements of Jacobian in static model 2011-05-11 07:32:00 +02:00
Houtan Bastani 39e396fe12 bug fix: allow use of external functions with model local variables 2011-04-12 16:42:56 +02:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot f4557cb195 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00
Ferhat Mihoubi ca05db33db - For static model considers two different management cases for temporary terms: one for an evaluated model and another for a simulated model 2010-12-31 16:46:09 +01:00
Houtan Bastani 1a9d6eece5 fixed bug: end _dynamic and _static and getPowerDeriv functions with "end" tags to comply with commit d8dbc68e84 2010-12-22 09:48:05 +01:00
Ferhat Mihoubi d8dbc68e84 - The function getPowerDeriv must end with an "end" instruction 2010-12-17 18:54:02 +01:00
Houtan Bastani 35450a292b extend domain of derivative of x^p to x=0 under certain conditions (see ticket 78) 2010-12-13 17:03:57 +01:00
Ferhat Mihoubi 97664607b2 - external functions are compatible with block decomposition and/or bytecode 2010-12-10 12:06:50 +01:00
Ferhat Mihoubi 88cdf0193c - Correction of a bug in the Jacobian Matrix computation for a non block-decomposed model using bytecode 2010-11-25 16:11:22 +01:00
Ferhat Mihoubi fc31afb356 - The Jacobian matrix in the block decomposed model without bytecode option is now sparse 2010-10-22 16:20:28 +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
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 25b3c84b40 RESID command is compatible now with block option and without bytecode option (closes ticket #45) 2010-09-17 16:54:43 +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
Sébastien Villemot dbc9795a08 Preprocessor: rename "NodeID" in "expr_t" 2010-09-17 12:13:26 +02:00
Sébastien Villemot 25cf12f4f1 Preprocessor: uniformize typedef names (with a "_t" suffix) 2010-09-16 19:00:48 +02:00
Sébastien Villemot 3c57d73120 Preprocessor: clean prototypes of ModelTree methods (removed arguments
redundant with data members, added const keywords, use passing-by-reference)
2010-09-16 17:51:50 +02:00
Sébastien Villemot 46b896e987 Preprocessor:
- remove useless output type oMatlabDynamicModelSparseLocalTemporaryTerms
(indistinguishable from oMatlabDynamicModelSparseLocal)
- fix bug in output type of sparse static model
2010-09-16 16:57:35 +02:00
Sébastien Villemot 49bdcef648 Preprocessor: replace non-standard operators 'and'/'or' by '&&'/'||' 2010-04-28 16:03:32 +02:00
Sébastien Villemot b3602541ac Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file 2010-04-27 17:04:52 +02:00
Houtan Bastani 12c4a52ebc Add support for external functions 2010-02-23 18:15:18 +01:00
ferhat b5727e0658 Adds location indications in error message of "bytecode" + minor correction (string passed as &string).
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
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 0011678cb5 Changes by Ferhat:
* fix options stack_solve_algo={2,3,4} (closes #68)
* fix crashes for singular normalizations (closes #44) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 10:29:21 +00:00
sebastien e6f1a53e60 Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:13:23 +00:00
sebastien aa23ed73e9 preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
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 ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
sebastien 522de968d0 preprocessor: reverted useless changes from last commit
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3016 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 17:02:35 +00:00
ferhat ece194b602 The local variables are implemented with byte code
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 97cb944831 preprocessor:
* In stochastic mode, now transforms the model by removing leads and lags greater or equal to 2 (creating auxiliary variables and equations in the process)
* Information about these variables is in structure M_.aux_vars
* Automatically add the necessary initialization for auxiliary vars after the initval block or load_params_and_steady_state


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3002 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 15:10:31 +00:00
sebastien a56de57637 Various cleanups related to new options "bytecode" and "block"
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 13:36:56 +00:00