Commit Graph

315 Commits (e9ffb16ec62b8e6cba2ca1dc84e8c4c65d8a45f0)

Author SHA1 Message Date
Ferhat eb567f5202 Cleaning the code: getting rid of unused variables 2012-02-17 10:59:39 +01:00
Stéphane Adjemian (Charybdis) 3e84e333b4 Changed verbosity options (fast deterministic simulations). Default is options_.verbosity==1. 2011-12-26 17:46:48 +01:00
Stéphane Adjemian (Charybdis) 3ba5a645be Make verbosity flag effective: do not print informations about perfect foresight solvers if options_.ep.verbosity=0. 2011-12-12 14:20:14 +01:00
Stéphane Adjemian (Charybdis) a36cf30118 Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00
Ferhat Mihoubi 567ef44f6d - Corrects the simulation period for a forward looking system 2011-08-11 14:15:49 +02:00
Ferhat Mihoubi fe1b241186 Add an option in bytecode to prevent the display of error messages . 2011-06-18 17:15:47 +02:00
Ferhat Mihoubi 31b6c08347 Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
Ferhat Mihoubi f48aa28e39 Corrections for steady_state operator bug with bytecode. bytecode is now fixed. 2011-03-14 17:46:00 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot cc2a9d90ac Global reindentation of MEX source files 2011-02-04 16:53:12 +01:00
Ferhat Mihoubi 6f184371ef - Correction of temporary terms when bytecode is used and solve_algo <= 4 2011-02-02 00:31:37 +01:00
Ferhat Mihoubi 66a7884a15 - Corrects the "if (~eval)" displayed with print option in bytecode 2011-01-31 17:44:22 +01:00
Ferhat Mihoubi 3393eebf71 When a model is evaluated with bytecode the residual has to be returned in the equations order (not in the variables order) 2011-01-31 12:30:16 +01:00
Ferhat Mihoubi ce07223628 - The Temporary terms management with bytecode when the model is block decomposed and solve_algo<5 is now compatible with octave
- Gets rid of warning message during the compilation of bytecode
2011-01-14 19:24:18 +01:00
Ferhat Mihoubi 206fff0e71 - Corrects the following problem:
Octave BiCGStab algorithm involves a 0 division in case of a preconditioner equal to the LU decomposition of the A matrix (in a linear system of the form A.x = b).
- The solution:
Checks if the linear system is solved simply using: x_new = x_old + U \ (L \ x_old)
Ticket #11
2011-01-14 10:39:33 +01:00
Ferhat Mihoubi 20f414e0d2 - Extends the error messages in bytecode
- Implements the print option in bytecode
- Minor modifications to manage the global temporary terms
2010-12-31 16:41:50 +01:00
Ferhat Mihoubi 313f64e153 - Adds option 'print' to bytecode
- Manages global temporary terms when the model is evaluated block by block
- Stores the result of a first order derivative only in case of numerical approximation. Do nothing if an external function is called to compute the first order derivatives (it has already been done during the function call)
- Cleans the code
2010-12-31 16:37:34 +01:00
Ferhat Mihoubi 816dbefa28 - Corrections in the debugging conditional preprocessor expressions 2010-12-31 16:29:39 +01:00
Ferhat Mihoubi 7a58637932 - Displays an error message and interrupts the execution of bytecode in case of unknown function 2010-12-17 18:54:03 +01:00
Ferhat Mihoubi 129d404eb8 - The binary operator oDerivPower is implemented in bytecode 2010-12-17 18:54:03 +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 bdfa881a96 Reorganization of error handling in bytecode 2010-11-25 16:11:05 +01:00
Ferhat Mihoubi 1aceb504fd Check command is now compatible with block and bytecode options 2010-10-27 15:34:48 +02:00
Ferhat Mihoubi 36941dd704 - During an evaluation of the model with bytecode stores all Jacobian matrix (w.r. to endogenous of the current block, exogenous and endogenous from previous blocks) in M_block_structure.block(j) 2010-10-27 15:30:01 +02:00
Ferhat Mihoubi 7ea9d28afd - updates the third output argument when it is M_.block_structure.block 2010-10-27 15:30:01 +02:00
Ferhat Mihoubi 39718c8645 - extends steady algorithms to solve_algo=5, 6, 7 and 8 for a block decomposed model without bytcode
-  solve_algo is reordered =
   * 0: fsolve
   * 1: solve1
   * 2, 4: solve1 + block decomposition
   * 3: csolve
   * 5: bytecode own solver (use Gaussian elimination + sparse matrix)
   * 6: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
   * 7: GMRES
   * 8: BiCGStab
2010-10-22 16:49:47 +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 4b824ad8ed - extends the error messages in mex_interface (necessary to emulate the mex functions in a standalone mode for debugging purposes) 2010-10-11 18:09:31 +02:00
Ferhat Mihoubi f6835d1d61 - adds bytecode_debug.m m-file to save the global variables. Necessary to run bytecode in a standalone mode for debugging purposes. 2010-10-11 18:01:44 +02:00
Ferhat Mihoubi 9a0201b26a Minor corrections on ErrorHandling 2010-10-11 17:56:23 +02:00
Ferhat Mihoubi df1b1e4ed0 - In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137 2010-09-24 12:52:58 +02:00
Houtan Bastani b512a43848 fix file mode 2010-09-23 10:44:10 +02:00
Sébastien Villemot a3640239ab Removed all MSVC workarounds, since we can now definitely drop this compiler on
Windows/64-bit platform
2010-09-21 15:06:14 +02:00
Sébastien Villemot 6c66e3d2af Bytecode DLL: include dynmex.h instead of mex.h (for compatibility with older
MATLAB)
2010-09-20 10:23:05 +02:00
Ferhat Mihoubi 0ecfc5eed9 - Incorrect type for variable map_idx_res (the variable with highest error) 2010-09-17 12:26:54 +02:00
Ferhat Mihoubi 45137f1367 - bug correction in error printout (elimination of an unused variable : nb_endo in SparseMatrix) 2010-09-17 12:26:44 +02:00
Ferhat Mihoubi c7eff4ba60 - Adding the relaxation method for block and/or bytecode options
- Changing the the stack_solve_algo option :
Previous version             New version
1 : Sparse LU                0 : Sparse LU
2 : GMRES                    1 : Relaxation
3 : BiCGStab                 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver      4 : Sparse LU & Optimal Path
                             5 : bytecode own solver
2010-09-17 12:18:25 +02:00
Ferhat Mihoubi 77b6096962 - extends the mex_interface: bytecode's debuging purpose
- correction of memory leaks in bytecode
2010-09-17 12:17:14 +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 81f0cf1bc3 Bytecode DLL: provisions for Microsoft Visual C++ 2010-06-09 18:35:35 +02:00
Sébastien Villemot 045e2e21ef Bytecode DLL: bugfix for erf() 2010-06-09 18:31:39 +02:00
Ferhat Mihoubi f849b11563 The functions erf, normpdf and normcdf work fine with bytecode option 2010-04-16 17:00:05 +02:00
Sébastien Villemot 3475341ac9 Bytecode DLL: fixed compilation with MSVC 2010-02-23 16:04:32 +01:00
Ferhat Mihoubi faa5da07dc Bug correction in error messages and reduction of memory requirement during simulation 2010-02-19 11:03:53 +01:00
Ferhat MIHOUBI 6d958b6e8d Improvement of the floating point error messages (the equation and the location of the error are displayed) 2010-02-06 15:07:56 +01:00
Ferhat MIHOUBI cea26af06e Uses the initial method to manage the floating exceptions 2010-02-05 18:50:57 +01:00
Ferhat MIHOUBI f7ac31b58a Improves the global convergence of Newton method for static model 2010-02-05 18:33:34 +01:00
Ferhat MIHOUBI 4a33777ef7 Adds exceptions management on floating point operations using cfenv.h from gcc 2010-02-05 12:07:46 +01:00
Ferhat MIHOUBI cb1cc4049b convergence error message changed in bytecode 2010-01-29 17:51:39 +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 f3549b4c64 Beautified MEX source code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3251 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:18:38 +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 31ed196c44 Various minor changes for compatibility with MS Visual C++ and GCC 4.4
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3105 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 16:29:16 +00:00
ferhat 079b5a7abb - Correction in the memory allocation (new - delete used with object)
- 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
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.
- 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
- 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
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3025 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 09:31:58 +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
ferhat 4dff75d79c - the "steady_state" function is implemented with the "bytecode" option
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
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2950 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-18 10:34:04 +00:00
ferhat 153c7b2542 New option: "evaluate' to evaluate the static or the dynamic model
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
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 9f45200924 simulate.dll has been replaced by bytecode.dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2881 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 14:40:54 +00:00