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
sebastien
a7e601989a
Build system: added support for building MATLAB MEX files from Cygwin
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2938 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 12:05:01 +00:00
sebastien
31aff0e756
Various fixes to build system
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2937 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 08:14:44 +00:00
sebastien
203a5258b5
Build system: added support for MEX files under MATLAB (Linux-only at this time, need to specify MATLAB version manually)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2935 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-16 16:52:22 +00:00
sebastien
83c3023274
Added build system for Octave MEX files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2932 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-16 13:49:47 +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