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