Sébastien Villemot
bbcbcd1eed
Bytecode: improve interface of methods for looking through Jacobian sparse matrix
2023-10-19 14:50:07 -04:00
Sébastien Villemot
b747eff473
Bytecode: remove unused method
2023-10-19 14:19:01 -04:00
Sébastien Villemot
846ed7e829
Bytecode: merge class dynSparseMatrix into Interpreter
...
These two classes were so entangled that their separation was meaningless.
2023-10-19 13:56:10 -04:00
Sébastien Villemot
654b4e57a2
Bytecode: remove several unused class members of SparseMatrix
2023-10-19 10:59:23 -04:00
Sébastien Villemot
06ac452459
Cosmetics: remove empty list of parameters for lambda functions
2023-10-19 09:56:55 -04:00
Sébastien Villemot
d78dea3086
Use __builtin_unreachable() to silent some GCC warnings
...
This is cleaner than using exit() for that purpose.
2023-10-18 14:28:54 -04:00
Sébastien Villemot
9a0462a8a6
Bytecode: remove a couple of useless casts
2023-10-16 18:06:42 -04:00
Sébastien Villemot
06a7acf19b
Bytecode: enforce consistent typing of size variables
2023-10-16 18:00:11 -04:00
Sébastien Villemot
651fed87be
Bytecode: remove warnings about narrowing (-Wnarrowing)
2023-10-16 17:58:36 -04:00
Sébastien Villemot
b0fa610357
Bytecode: remove warnings about uninitialized variables (-Wmaybe-uninitialized)
...
By the way, in the dynamic case, ensure that solve_algo variable corresponds to
options_.solve_algo; it would previously correspond to
options_.stack_solve_algo, while there is already a separate stack_solve_algo
variable for that purpose.
2023-10-16 17:43:20 -04:00
Sébastien Villemot
eae9902cb8
Bytecode: restrict scope of some variables
2023-10-16 15:39:13 -04:00
Sébastien Villemot
e4a4d2d8e6
Bytecode MEX: get M_ and options_ through input arguments rather than as global variables
2023-10-11 18:50:32 -04:00
Sébastien Villemot
8cc646fbf6
Bytecode MEX: remove syntax where no MATLAB array is passed
...
Those arrays were then read via oo_ and options_.
As a consequence, this commit drops the dependency of bytecode MEX upon the oo_
global variable.
2023-10-10 17:44:14 -04:00
Sébastien Villemot
dcdbd85b10
Bytecode: fix indentation in output of print_bytecode_{static,dynamic}_model commands
2023-10-10 17:41:38 -04:00
Sébastien Villemot
9525dbe3a8
Bytecode: do not restrict print_bytecode_{static,dynamic}_model to certain values of {stack_,}solve_algo
2023-10-10 17:32:33 -04:00
Sébastien Villemot
c329b4ff11
Bytecode: fix bug in print_bytecode_{static,dynamic}_model commands
...
The FENDEQU tag was not properly handled when printing.
2023-10-10 17:31:48 -04:00
Sébastien Villemot
d584317a6a
Bytecode: remove unused methods
2023-10-10 16:54:09 -04:00
Sébastien Villemot
5e7b7ec7b0
Bytecode MEX: remove support for unused “plan” and “pfplan” arguments
2023-10-10 14:49:15 -04:00
Sébastien Villemot
bd9943a695
Bytecode: fix memory leak in Evaluate class
...
The newly-created FBEGINBLOCK_ and FCALL_ instances were freed using a
base-class pointer. But the latter does not have a virtual destructor.
Those class instances are now stored by value in containers, so that the
destructor of the derived class is used.
2023-09-01 14:52:57 +02:00
Sébastien Villemot
d6ea315a18
Bytecode: further improve some informative messages
2023-06-15 15:37:45 +02:00
Sébastien Villemot
192f136b96
Bytecode: improve some informative messages
2023-06-13 16:59:08 +02:00
Sébastien Villemot
277c5d4c4f
Bytecode: display real iteration time instead of CPU time
2023-06-13 16:59:08 +02:00
Sébastien Villemot
7c9e261355
Bytecode: fix treatment of maxit option
...
It would do one extra iteration.
2023-06-13 16:59:08 +02:00
Sébastien Villemot
dcf56b89cd
Bytecode: rework message verbosity
...
Now uses options_.verbosity to decide what to print:
– if options_.verbosity == 0, prints nothing
– if options_.verbosity >= 1, prints iteration counter and duration, and fatal errors
– if options_.verbosity >= 2, additionally print floating point exceptions and
details about algorithmic decisions
2023-06-13 16:59:07 +02:00
Sébastien Villemot
73b1850cb5
Bytecode: remove unused function
2023-06-13 16:58:06 +02:00
Sébastien Villemot
08d378c244
Bytecode: in evaluate+dynamic mode, return residuals with as many columns as periods
...
Previously it would also include initial and terminal conditions (i.e.
residuals would have periods+maximum_lag+maximum_lead columns). But we do not
care about residuals at the initial and terminal conditions.
This change is for consistency with the perfect_foresight_problem MEX.
2023-06-12 19:18:44 +02:00
Sébastien Villemot
90d790f1c3
Bytecode: fix error message
2023-06-12 19:18:44 +02:00
Sébastien Villemot
d814a4090b
Bytecode: improve display of residuals error during iterations
2023-06-12 15:12:00 +02:00
Sébastien Villemot
e86aeaf787
C++20 modernization: use new standard mathematical constants
2023-05-25 19:07:23 +02:00
Sébastien Villemot
030316f2d8
Bytecode: misc simplifications
2023-04-18 22:25:58 +02:00
Sébastien Villemot
afe147d88d
Bytecode: the class dynSparseMatrix is no longer derived from Evaluate
2023-04-18 18:10:45 +02:00
Sébastien Villemot
e22972849b
Bytecode: make Evaluate::{symbol_table, steady_state} private and const
2023-04-18 17:46:48 +02:00
Sébastien Villemot
4313640f80
Bytecode: allow better compiler optimization of the main evaluation function
...
Use the __restrict__ GCC extension on double* pointers, to avoid aliasing.
NB: the C “restrict” keyword does not exist in C++.
2023-04-18 17:45:15 +02:00
Sébastien Villemot
d71db85c71
Bytecode: move more cached information about current block out of the Evaluate class
2023-04-18 17:44:55 +02:00
Sébastien Villemot
36e8062e25
Bytecode: remove Evaluate::{EQN_block,EQN_block_number}
2023-04-18 17:37:35 +02:00
Sébastien Villemot
d789e6a4c5
Bytecode: move storage for variable and parameter values out of the Evaluate class
2023-04-18 17:37:33 +02:00
Sébastien Villemot
d0864689d2
Bytecode: minor simplification related to Evaluate::steady_state
2023-04-18 14:23:26 +02:00
Sébastien Villemot
9f29e2f292
Bytecode: add missing floating point exception handling for sqrt and several trigonometric functions
2023-04-07 17:32:36 +02:00
Sébastien Villemot
2740bdee58
Bytecode: remove default clause in switch/case clauses for opcodes
...
This ensures that we will get a compiler warning reminding us to support
opcodes that may be added in the future.
2023-04-07 16:46:35 +02:00
Sébastien Villemot
1622c74a53
Bytecode: add missing support for cbrt(), abs() and sign() operators
2023-04-07 16:46:35 +02:00
Sébastien Villemot
f27c3abd2f
Bytecode: refactor floating point exception handling
2023-04-07 16:46:32 +02:00
Sébastien Villemot
fbaa051489
Bytecode: minor simplification
2023-04-07 10:26:57 +02:00
Sébastien Villemot
8128fd4cc3
Bytecode: minor improvements of interfacing with UMFPACK
2023-04-03 18:34:55 +02:00
Sébastien Villemot
c4ad1d58e8
Bytecode: minor simplification to debug mode
2023-04-03 18:34:45 +02:00
Sébastien Villemot
f0888468e6
Bytecode: optimize memory consumption during iterations
...
mxArray objects were not properly destroyed within the iteration loop, leading
to higher memory usage. Note that there was no memory leak, because these
objects would be destroyed later by MATLAB when exiting the MEX.
2023-04-03 14:14:33 +02:00
Sébastien Villemot
5a1abb1b87
Bytecode: cleanup memory management for UMPACK memory buffers
...
There was probably no bug but it is safer this way.
2023-03-31 18:43:16 +02:00
Sébastien Villemot
8dae5393f5
Bytecode: remove unused function
2023-03-31 17:37:31 +02:00
Sébastien Villemot
c7d2ea0a62
Bytecode: remove meaningless initializations
2023-02-24 15:29:52 -05:00
Sébastien Villemot
325e6487d4
Bytecode: move computation routines out of the Evaluate class
2023-02-24 15:18:43 -05:00
Sébastien Villemot
17df930eb9
Bytecode: remove unused function
2023-02-24 15:01:35 -05:00
Sébastien Villemot
0e1678c13a
Bytecode: no longer have instruction pointer as a member variable of Evaluate class
2023-02-24 14:30:15 -05:00
Sébastien Villemot
13b3208cdb
Bytecode: move all logic for navigating through the .cod file into the Evaluate class
2023-02-23 17:37:08 -05:00
Sébastien Villemot
aaab993ccf
Bytecode: merge CodeLoad class into Evaluate
2023-02-23 11:21:22 -05:00
Sébastien Villemot
895ce96c61
Bytecode: fix memory management for FBEGINBLOCK and FCALL tags
...
FCALL was not properly deallocated, hence leading to a memory leak.
Also simplify the handling of FBEGINBLOCK through a std::unique_ptr.
2023-02-21 16:58:45 -05:00
Sébastien Villemot
1ad6b29936
Bytecode: misc minor simplifications
2023-02-21 16:31:08 -05:00
Sébastien Villemot
24b2976ac2
Bytecode: move CodeLoad class out of the preprocessor
2023-02-21 16:02:21 -05:00
Sébastien Villemot
05ba2970be
Bytecode: diminish the number of data members in Evaluate class
2023-02-17 13:46:41 -05:00
Sébastien Villemot
c3e1480a52
C++17 modernization: use std::extent_v to get raw arrays size
...
This can prevent mistakes when the array is modified.
2023-01-24 13:43:02 +01:00
Sébastien Villemot
4ecc78a931
Preprocessor: drop unused per-block max lead/lag fields
2023-01-17 14:43:56 +01:00
Sébastien Villemot
0c5c96e724
Bytecode w/ block decomposition: no longer output derivatives w.r.t. exogenous and endogenous outside the block
2023-01-17 14:24:02 +01:00
Sébastien Villemot
f84753025d
Bytecode: the block and non-block versions now coexist in parallel
...
As a consequence, a new “block_decomposed” option of the bytecode MEX has been
introduced to explicitly select the block-decomposed version.
Note that we do not always use the “block_decomposed” option even when the
“block” option has been passed to the user, in situations where the block
decomposition brings nothing (e.g. when evaluating the residuals of the whole
model).
2023-01-09 15:20:46 +01:00
Sébastien Villemot
24d7f569f1
Bytecode MEX: fix compilation under GCC ⩾ 11
...
Problem introduced in previous commit.
2022-07-29 14:30:45 +02:00
Sébastien Villemot
e22ca82ab6
Bytecode MEX: drop the ErrorMsg class and integrate most of its members inside the Evaluate class
2022-07-29 13:04:31 +02:00
Sébastien Villemot
034a981daa
Bytecode MEX: streamline error handling
2022-07-29 13:04:29 +02:00
Sébastien Villemot
4ec6c0dab4
Bytecode MEX: streamline preprocessor guards in includes
2022-07-29 12:40:33 +02:00
Sébastien Villemot
0076644bda
Bytecode MEX: fix bug with PowerDeriv printing introduced in ff85fc6489
2022-07-28 17:13:23 +02:00
Sébastien Villemot
7c4dc1abce
Bytecode MEX: in error messages, revert back to default floating point format
...
A move to fixed format was erroneously made in
4893f0e82c
and
ff85fc6489
, where stream formatting of floating
points has been replaced by the use of std::to_string().
2022-07-28 17:10:12 +02:00
Sébastien Villemot
6e1635658f
Bytecode MEX: split out code for dealing with variable names into a dedicated BasicSymbolTable class
2022-07-28 16:56:40 +02:00
Sébastien Villemot
5df3fde95e
Bytecode MEX: streamline function for adding tildes below FP error
2022-07-28 15:48:21 +02:00
Sébastien Villemot
ff85fc6489
Bytecode MEX: refactor the routines that display expressions in human-readable form
...
In particular, minimize the number of parentheses written, using the same
algorithm as in the preprocessor.
2022-07-27 18:06:08 +02:00
Sébastien Villemot
1b13bb2e6e
Bytecode MEX: simplify type for storing list of instructions
2022-07-26 18:27:23 +02:00
Sébastien Villemot
9d84048710
Bytecode MEX: fix bug introduced in 8c01912a50
...
Use an iterator wrapped inside std::optional instead of a possibly-singular
iterator, because the latter has undefined behaviour.
By the way, pass arguments by const reference.
2022-07-26 16:35:06 +02:00
Sébastien Villemot
dc224e71ed
Bytecode MEX: fix error messages for derivatives w.r.t. exogenous / exogenous deterministic
...
The wrong type was used for querying symbol names.
2022-07-26 16:35:06 +02:00
Sébastien Villemot
8c01912a50
Bytecode MEX: simplify printing of numerical errors in expression
...
In particular, no longer rely on a duplicate implementation of the evaluator to
locate where the NaN or Inf is produced. Rather directly pass the pointer to
the faulty operator.
2022-07-25 18:07:18 +02:00
Sébastien Villemot
a8351130f1
Bytecode MEX: bugfix in error message printing
...
Class Evaluate had data members with the same name as members of
ErrorMsg (which it derives from). In practice, this means that the data members
from ErrorMsg could be unitialized when displaying error messages.
2022-07-25 15:07:52 +02:00
Sébastien Villemot
feb10b75e6
Bytecode MEX: minor fix to debug mode
2022-07-20 16:19:49 +02:00
Sébastien Villemot
e87d643084
Preprocessor: various refactorings, mainly bytecode-related
2022-07-20 16:18:02 +02:00
Sébastien Villemot
b29dde227d
Preprocessor: various refactorings (mainly bytecode)
2022-07-08 16:05:33 +02:00
Sébastien Villemot
b3cff2d34d
Bytecode: remove incomplete/buggy support for exogenous deterministic
2022-07-05 13:02:17 +02:00
Sébastien Villemot
8be6f55bf6
Bytecode MEX: remove unused function parameters
2022-07-05 12:12:08 +02:00
Sébastien Villemot
b05ef5dd7f
Bytecode MEX: remove unused function
2022-07-05 12:11:32 +02:00
Sébastien Villemot
8dba4ec68c
Bytecode: minor fixes to debug mode
2022-06-24 12:53:19 +02:00
Sébastien Villemot
8a0eb76b1b
Use operator""s to replace some calls to std::string constructor
...
By the way, remove other unnecessary calls to that constructor.
2022-06-22 12:51:08 +02:00
Sébastien Villemot
0107365f6a
Bytecode: stop using unsigned integers where signed ones avoid unnecessary casts
2022-06-20 17:52:01 +02:00
Sébastien Villemot
8bee62fa5e
Bytecode: directly use several enums inside instruction classes
2022-06-20 17:51:59 +02:00
Sébastien Villemot
a2d0ac3586
Bytecode: remove unused expression types
2022-06-17 16:32:59 +02:00
Sébastien Villemot
0719f749e7
Bytecode: remove unused opcodes
2022-06-17 16:32:50 +02:00
Sébastien Villemot
3cc4aeb826
Preprocessor: split CodeInterpreter.hh into two headers
2022-06-16 18:05:00 +02:00
Sébastien Villemot
06f665e231
Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode)
...
Previously, LBJ was available:
– under stack_solve_algo=6 when neither block nor bytecode were present
– under stack_solve_algo=1 with either block or bytecode (but the documentation
was not making it clear that it was LBJ)
This commit merges the two values for the option, and makes them
interchangeable. LBJ should now be invoked with stack_solve_algo=1 (but
stack_solve_algo=6 is kept for compatibility, and is a synonymous).
2022-06-15 15:06:33 +02:00
Sébastien Villemot
9cc5a5576e
Bytecode: some clean ups around checks for “stack_solve_algo” value
2022-06-15 14:28:41 +02:00
Sébastien Villemot
5db070e9dd
Bytecode: fix inconsistency in memory manager
...
The variable “gap” is compared to zero, so the intent probably was that it
could be negative. But size_t is an unsigned type. Rather use a signed type.
2022-06-07 17:26:45 +02:00
Sébastien Villemot
41ccfd4068
Bytecode: use braces (instead of $ and £) to highlight floating-point errors in expressions
2022-05-05 17:10:27 +02:00
Sébastien Villemot
b4ce69db3a
Remove options_.slowc field
...
There was no user interface, and the feature that it provides has lost
relevance over time.
Note that algorithms for block and/or bytecode still internally use some
equivalent of this parameter, but its initial value will no longer be
modifiable (which could lead to bugs, see commit
e49e7e906f
).
2022-03-31 17:39:43 +02:00
Sébastien Villemot
2d73ae2971
Bytecode: fix typo
2022-03-16 15:00:09 +01:00
Sébastien Villemot
96fb676be7
Bytecode: fix stack_solve_algo=4 when a “solve backward/forward” block follows a “solve two boundaries” block
...
When solving a “Solve two boundarise” block with stack_solve_algo=4, the
“slowc” variable is modified. This would affect the resolution of further
“solve backward/forward” blocks, which would yield results.
The fix consists in saving and restoring “slowc”.
2022-03-15 17:42:03 +01:00
Sébastien Villemot
65e18fe883
Bytecode: fix stack_solve_algo=4 on linear blocks
...
Only one iteration is performed on linear blocks. But in the case of
stack_solve_algo=4 it is not enough, since it will not find the right optimal
path lenght at the first iteration (even though that optimal path length is
ufnitary).
2022-03-01 11:29:29 +01:00
Sébastien Villemot
dbbbb75874
Bytecode: fix typo, replace “substract” by “subtract”
2022-02-28 18:47:20 +01:00
Sébastien Villemot
67a003aa73
Bytecode: fix stack_solve_algo=1 (relaxation method)
...
There were various issues with the construction of sparse submatrices.
By the way, refactor and document the code to make it more readable.
2022-02-28 18:47:20 +01:00
Sébastien Villemot
811e53f9ad
Bytecode: document matrix computation routines
2022-02-28 18:47:20 +01:00
Sébastien Villemot
59b8ee9c33
Bytecode: remove unused matrix subtraction routine
2022-02-28 18:47:20 +01:00