Commit Graph

894 Commits (c5120e12780220b14e27aeb71f9e4426b1a94895)

Author SHA1 Message Date
Sébastien Villemot c5120e1278
Build system: no longer link MEX for Octave against liboctave and other libraries
Since Octave 5, mkoctfile no longer links MEX files against shared
libraries (other than libc/libstdc++/libgfortran), so we now mimick that
behaviour.
2021-09-21 15:19:49 +02:00
Sébastien Villemot 271d80abee
Bytecode: release the lock on dynamic.bin when an exception occurs
Closes: #1815
2021-09-20 17:28:43 +02:00
Sébastien Villemot 67c205e0a4
Fortran 2008: add interface for mxCreateStructMatrix
Needed by Normann.
2021-09-14 17:05:07 +02:00
Sébastien Villemot 3d6f86c234
Build system: fix detection of SLICOT for MATLAB on RHEL
The MATLAB_CFLAGS variable was not injected when testing for the presence of
libslicot64_pic. In particular, on GNU/Linux system, this means that the -fPIC
flag was not injected when doing the test. This was not a problem on Debian,
where GCC now enables -fPIC by default. But this would fail on RHEL, where
-fPIC is not enabled by default.

By the way:
— rename ac_save_* variables to my_save_*, to avoid conflicts with internal
  autoconf variables;
— do not inject “$(mkoctfile -p LFLAGS)” into LDFLAGS when testing for SLICOT
  under Octave; this is no longer necessary, since those flags are already
  injected at the beginning of mex/build/octave/configure.ac.
2021-09-02 17:14:01 +02:00
Stéphane Adjemian (Ryûk) e72dde69d3
Add option for trust region algorithm (mex).
trust_region_initial_step_bound_factor is determinining thye initial
step bound. Default value is 100 (previous hard coded value was 1).
2021-07-23 19:44:16 +02:00
Sébastien Villemot 5d5fefca25
Bump version numbers 2021-07-23 15:57:19 +02:00
Johannes Pfeifer 66dcef2754 k_order_welfare.cc: remove gratuitous screen output 2021-07-22 15:12:59 +02:00
Normann Rion 3d27672c58
kth-order approximation of conditional welfare
Partially addresses issue #1680:
- unconditional welfare resorts to dynare++ simulation tools, which shall be updated very soon
TO DO:
- implement a function computing kth-order approximation of simulated moments of y
2021-06-15 15:04:31 +02:00
Sébastien Villemot a7203095db
A_times_B_kronecker_C MEX: don’t bother adding “only” clauses to “use” directive 2021-06-14 15:28:34 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Sébastien Villemot a40a9b079c
sparse_hessian_times_B_kronecker_C MEX: bugfix relating to number of rows of B and C
In practice however, it seems that this bug never hits, because B and C always
have the same number of rows when the MEX is called.
2021-06-08 17:58:40 +02:00
Sébastien Villemot 3bd3c78e0e
A_times_B_kronecker_C MEX: rewrite in Fortran 2021-06-04 12:58:39 +02:00
Sébastien Villemot c4ca0ef0b2
Fortran MEX: remove useless return statements after calls to mexErrMsgTxt() 2021-06-04 12:58:39 +02:00
Sébastien Villemot f90a8ab070
Fortran MEX: mark array pointers returned by MEX functions as contiguous
This can make a difference when the return value of those function is directly
passed to a BLAS/LAPACK function.

On the other hand, if the return value is first stored in a pointer variable,
then it seems necessary to explicitly say that this pointer is also contiguous.
2021-06-04 12:58:39 +02:00
Sébastien Villemot dc2695a11f
mjdgges and block_trust_region MEX: optimise by marking some function arguments as contiguous
This avoids unnecessary array copies before calling BLAS/LAPACK functions.
2021-06-04 12:58:36 +02:00
Sébastien Villemot 3a2335975a
Fortran MEX: add missing “implicit none” in blas and lapack modules 2021-06-04 12:57:47 +02:00
Sébastien Villemot 2a1183e1fa
Fortran MEX: add -Wimplicit-interface to compiler flags
This warns about hard-to-detect bugs where a function is called with an
implicit interface, thus possibly having mismatches in the calling sequence.
2021-06-04 12:57:39 +02:00
Sébastien Villemot 45181cfd97
Fortran MEX: add interface for dgemm 2021-06-04 12:57:32 +02:00
Sébastien Villemot 0741963ca5
Build system: streamline handling of compilation flags for MEX
— allow the user to override compilation flags for MATLAB MEX (it was already
  working for the preprocessor, the MEX for Octave and Dynare++)
— increase the symmetry of MEX build infrastructure between MATLAB and Octave
— when linking MEX for Octave, do not add the output of “mkoctfile -p FLIBS”.
  It is unneeded, and it can create a conflict between the system compiler and
  a user-supplied compiler

By the way:
— restore optimization on macOS for C/C++ MEX (it had been removed in
  5df2392a09)
— remove -fno-omit-frame-pointer on MATLAB/Linux, since it would be cancelled
  by subsequent -O2 and should not be needed anyways
— remove FFLAGS under Octave, unused
2021-05-10 14:39:41 +02:00
Sébastien Villemot 47477e152a
Bump minimal Octave version to 6.2.0 2021-03-12 16:21:57 +01:00
Sébastien Villemot c0ccca26cb
macOS package: drop support for Octave
The current Octave support is utterly broken (both in stable and unstable), it
crashes Octave. It relies on an unofficial Octave app for
macOS (https://octave-app.org), which is infrequently updated.

This commits drop support for Octave in the macOS package. We will now tell our
macOS+octave users to use the Homebrew Dynare package (which is maintained by
the Homebrew team, and is in reasonably good shape).
2021-03-12 16:21:57 +01:00
Sébastien Villemot c9eb6920c9
local_state_space_iteration_k MEX: fix bug in output
In its output, the MEX was returning values for all endogenous variables, but
it was used in a context where only the variables from oo_.dr.restrict_var_list
were expected (as is done with local_state_space_iteration_2 MEX).

This commit fixes this discrepancy, and also fixes the test that was checking
that both MEX are returning the same output.

Closes: #1768
2021-03-10 13:45:29 +01:00
Sébastien Villemot 1a0ee5f055
Bytecode / sparse transpose: bug fix
The Jc vector has n+1 elements, where n is the number of columns. Moreover, the
size passed to memset() was wrong.
2021-02-09 16:05:11 +01:00
Sébastien Villemot c9f6d3a626
Bytecode: more simplifications and modernizations 2021-02-09 16:00:53 +01:00
Sébastien Villemot 4a1dbc5ca4
Bytecode: fix bug introduced in previous commit
map::at() does bound checking, and throws an exception if out-of-range,
contrary to [] operator which returns a new element.
2021-02-03 19:52:25 +01:00
Sébastien Villemot 4893f0e82c
Bytecode: various simplifications and modernizations 2021-02-03 18:10:31 +01:00
Sébastien Villemot 30cfb0b03c
Bytecode: bugfix in conditional forecast 2021-02-01 17:54:36 +01:00
Sébastien Villemot 967966876f
Bytecode: remove obsolete LINBCG stuff 2021-02-01 15:26:33 +01:00
Sébastien Villemot 743469bfd7
Bytecode: remove stuff for creating a standalone debugging executable
This code no longer compiles. And it’s possible to debug the MEX directly.
2021-02-01 15:26:33 +01:00
Sébastien Villemot bb5f58f55f
Bytecode: remove useless constant redefinition 2021-02-01 15:26:33 +01:00
Sébastien Villemot eb29dc003a
Bytecode: remove CUDA-specific stuff 2021-02-01 15:26:31 +01:00
Sébastien Villemot 5ef440ad9b
Bytecode: remove MSVC++ specific portions 2021-02-01 14:50:46 +01:00
Sébastien Villemot f9f50ff19a
Bytecode: port to C++11 using keyword
Performed using modernize-use-using from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-using.html
2021-02-01 14:50:46 +01:00
Sébastien Villemot 47357bb432
Bytecode: port to C++11 nullptr keyword
Performed using modernize-use-nullptr from clang-tidy.

Manual intervention to remove old-style C casts to nullptr.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-nullptr.html
2021-02-01 14:50:42 +01:00
Sébastien Villemot a2186b06b8
Bytecode: port to C++11 syntax for default constructors
Performed using modernize-use-equals-default from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-equals-default.html
2021-02-01 14:50:42 +01:00
Sébastien Villemot 1aa0286f6d
Bytecode: port to C++11 emplace_back() method on containers
Performed using modernize-use-emplace from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-emplace.html
2021-02-01 14:50:42 +01:00
Sébastien Villemot 93c6cb1c3c
Bytecode: use bool literals
Performed using modernize-use-bool-literals from clang-tidy

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-bool-literals.html
2021-02-01 14:50:42 +01:00
Sébastien Villemot 1a4340cb80
Bytecode: port to C++11 auto keyword
Performed using modernize-use-auto from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-use-auto.html
2021-02-01 14:50:39 +01:00
Sébastien Villemot 63e922f637
Bytecode: port some constructors to pass-by-value using C++11 move semantics
Performed using modernize-pass-by-value from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-pass-by-value.html
2021-02-01 14:50:10 +01:00
Sébastien Villemot 7840d1396e
Bytecode: port to C++11 range-based for loops
Performed using modernize-loop-convert from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-loop-convert.html
2021-02-01 14:50:07 +01:00
Sébastien Villemot 2f587cf5c3
Bytecode: use C++ headers
Performed using modernize-deprecated-headers from clang-tidy.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-deprecated-headers.html
2021-02-01 12:28:50 +01:00
Sébastien Villemot c050325e3d
Bytecode: C++17 modernization / convert the remaining enums to enum classes 2021-02-01 12:10:47 +01:00
Sébastien Villemot bc053018a0
Remove risky steady state (unfinished) code
Incidently, remove the possibility of passing model derivatives as arguments to
the k_order_perturbation. That possibility was only used by the risky steady
state code.

Closes: #1338
2021-01-22 11:32:36 +01:00
Stéphane Adjemian (Odysseus) 0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise 2021-01-11 11:06:55 +01:00
Sébastien Villemot 93a8e60265
Build system: various macOS cleanups
– remove clang support
– we no longer support 32-bit
– simplify Darwin specific hacks for Octave MEX files
2020-12-18 15:40:48 +01:00
Sébastien Villemot e8d01abdca
Build system: remove obsolete comments 2020-12-18 15:40:48 +01:00
Sébastien Villemot 55e25bcb7f
perfect_foresight_problem MEX: check the return code of mexCallMATLAB() 2020-12-07 15:03:35 +01:00
Sébastien Villemot d06ae350c5
Build system: add --with-octave configure option to specify non-default install path
(cherry picked from commit bd97fdc1d5)
2020-12-02 18:52:36 +01:00
Sébastien Villemot bd97fdc1d5
Build system: add --with-octave configure option to specify non-default install path 2020-12-02 18:26:49 +01:00
Sébastien Villemot f104b9d517
Windows package: statically link MatIO and GSL in Octave MEX files
Closes: #1750
2020-11-18 15:31:06 +01:00