Sébastien Villemot
1d22536bc5
Add back workaround for MKL with DGGES and VSL
...
The workaround was removed in de159c0480
, but it
is still needed for MATLAB R2009b.
2019-05-21 17:28:11 +02:00
Sébastien Villemot
4d17c8b10d
Dynare++: move multithreading abstraction to the "utils" module
2019-05-02 12:38:56 +02:00
Sébastien Villemot
faa3185bdf
local state space iterations 2 DLL: various modernizations and simplifications
2019-04-30 15:54:49 +02:00
Sébastien Villemot
1199d4abae
kronecker DLLs: various modernizations and simplifications
2019-04-30 15:54:48 +02:00
Sébastien Villemot
de159c0480
mjdgges DLL: convert to C++ (for consistency with other DLLs)
...
Various modernizations and simplifications.
Also remove a workaround for a LAPACK bug in DGGES (the VSL argument was
apparently referenced even though JOBVSL="N"). Hopefully the bug has been fixed
everywhere now.
2019-04-30 15:54:45 +02:00
Sébastien Villemot
b115b76e0d
Kalman steady state DLL: various modernizations and simplifications
2019-04-30 15:54:43 +02:00
Sébastien Villemot
80267f56e5
Block kalman filter DLL: various modernizations and simplifications
2019-04-30 15:54:40 +02:00
Sébastien Villemot
f5e2bfc30a
Ask GCC to warn about C-style casts (-Wold-style-cast)
...
Adapt the code accordingly.
2019-04-23 13:03:20 +02:00
Sébastien Villemot
76e7acab7c
block_kalman_filter DLL: fix header file extension
2019-04-23 09:33:28 +02:00
Sébastien Villemot
f953374dba
More Unicode copyright symbol
2019-04-16 14:34:05 +02:00
Sébastien Villemot
c9bdc2c885
Dynare++: simplify methods for getting number of columns and rows of a matrix
...
Previously there were GeneralMatrix::numRows() and TwoDMatrix::nrows() for doing
the same thing (and same for columns and Const versions).
Merge these two into GeneralMatrix::nrows().
2019-04-16 12:44:02 +02:00
Sébastien Villemot
be170f131c
k-order DLL: fix compilation error on Windows introduced by b1ba53ce0
...
Ref #217
2019-04-16 12:13:30 +02:00
Sébastien Villemot
57848930c6
Use Unicode copyright symbol (in UTF-8 encoding)
...
Do not use it in MATLAB source files, since unfortunately the MATLAB editor
does not support UTF-8.
2019-04-16 11:42:16 +02:00
Sébastien Villemot
e281f35213
Lift upper restriction on approximation order
...
Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot
b1ba53ce05
dynare_simul_ DLL: adapt for an arbitrary approximation order
...
The last input argument is now a struct containing matrices g_0, g_1,…
Typically one can pass oo_.dr for this argument.
Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot
68aa1ace8f
k-order DLL: in use_dll mode, get model derivatives from preprocessor at an arbitrary order
...
Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot
a101457cf0
k-order DLL: fix wrong assertion in MATLAB mode
...
Bug introduced in 4c6e911d6
(only apparent under Octave, since under MATLAB
assertions are skipped).
Ref #217
2019-04-15 17:34:01 +02:00
Sébastien Villemot
2169341639
Move source code of gensylv and dynare_simul_ MEX to the same place as other MEX
2019-04-15 17:34:01 +02:00
Sébastien Villemot
4c6e911d69
k-order DLL: in MATLAB mode, get model derivatives from preprocessor at an arbitrary order
...
We no longer use the old ‘modfile.dynamic’ compatibility layer. We directly
call the ‘modfile.dynamic_g*’ functions.
Ref #217
2019-04-12 18:26:31 +02:00
Sébastien Villemot
c31ba8bebf
k-order DLL: in ‘use_dll’ mode, compute # of temp. terms. using M_.dynamic_tmp_nbr
...
The preprocessor no longer exports the ‘ntt’ symbol in the MEX.
Ref #217
2019-04-12 18:26:31 +02:00
Sébastien Villemot
d7dd7214c7
k-order DLL: convert model derivatives from Dynare to Dynare++ format at an arbitrary order
...
Ref #217
2019-04-12 18:26:30 +02:00
Sébastien Villemot
2dc988b69d
k-order DLL: make model derivatives storage ready for an arbitrary order
2019-04-10 19:00:49 +02:00
Sébastien Villemot
85f472c74b
Dynare++: new helpers for constructing {Const,}{TwoD,General}Matrix from mxArray*
2019-04-10 19:00:49 +02:00
Sébastien Villemot
d0b4429fb6
k-order DLL: misc minor improvements
2019-04-10 09:41:58 +02:00
Sébastien Villemot
b556290d60
k-order DLL: simplify and better document correspondence between Dynare and Dynare++ variable orderings
2019-04-10 09:23:32 +02:00
Sébastien Villemot
efa1f39e71
k-order DLL: finally adapt for M_.{endo,exo}_names as cell arrays
2019-04-08 18:47:49 +02:00
Sébastien Villemot
86a607a4fc
k-order DLL: make the output arguments ready for arbitrary order
2019-04-08 18:47:49 +02:00
Sébastien Villemot
bdc95f23aa
Make MEX build system forward-compatible with Automake 2.0
...
We now use a symbolic link farm to make source file accessible from build
directories.
Closes #466
2019-04-05 16:55:11 +02:00
Sébastien Villemot
dee230bf32
Minor shell modernization
2019-04-05 12:12:24 +02:00
Sébastien Villemot
fa64a25825
qmc_sequence DLL: various modernizations and simplifications
2019-04-03 19:04:36 +02:00
Sébastien Villemot
dd09264b03
k-order DLL: return unfolded matrices in 5th output argument
...
Thus we can remove unfolding code from k_order_pert.m.
2019-04-02 19:16:13 +02:00
Sébastien Villemot
20cbc30450
k-order DLL: various simplifications
2019-04-02 19:16:10 +02:00
Houtan Bastani
7e46d8267c
mac: make build system work with clang and gcc
2019-04-01 17:38:42 +02:00
Houtan Bastani
a93c6681c7
clang: can’t print non POD type through variadic function
2019-04-01 16:05:47 +02:00
Sébastien Villemot
fb4d14c0a2
Fix build failure with MATLAB ≤ R2011a with recent GCC
2019-03-25 18:47:50 +01:00
Sébastien Villemot
c46023ad56
POSIX shell stylistic improvements
2019-03-25 18:47:49 +01:00
Sébastien Villemot
4c11e9e9ec
Dynare++ kord and MEX: various modernizations and improvements
2019-03-07 19:46:15 +01:00
Sébastien Villemot
14f85cf448
Dynare++ kord library: various modernizations and improvements
...
Note that I removed several #define whose purpose was to avoid typing "typename
ctraits<t>::…". Even though this tends to complicates the code, this is
probably safer, especially since the #define was capturing a free variable (t).
2019-03-06 18:43:04 +01:00
Sébastien Villemot
6d99b6d120
Dynare++ kord library: various modernizations and simplifications
2019-03-05 18:35:35 +01:00
Sébastien Villemot
7fd95a6b72
Dynare++ kord library: use modern pseudo-random number generators
2019-03-05 12:29:17 +01:00
Sébastien Villemot
58bdee12c3
Dynare++ tensor library: refactor static stuff
...
- encapsulate it more clearly
- make it thread safe
- put back the Pascal triangle initialization stuff removed in 9512a32ad0
2019-02-21 19:00:50 +01:00
Sébastien Villemot
b72857d4ce
Dynare++: the get() method of tensor containers now return a reference
...
Previously it was returning a pointer, which is non-standard for containers,
and was leading to ugly dereferencing everywhere.
2019-02-20 18:06:58 +01:00
Sébastien Villemot
b5793ddd22
Dynare++: use std::unique_ptr for storage inside tensor containers
2019-02-20 17:04:34 +01:00
Sébastien Villemot
9f4986e90e
Add missing Dynare++ header file to MEX builds
2019-02-19 18:53:21 +01:00
Sébastien Villemot
9512a32ad0
Dynare++: remove duplicate implementation of the Pascal triangle
...
As a consequence, the singleton implementation has to be made thread-safe.
Also implement the singleton pattern using a namespace, rather than a static
instance.
2019-02-19 16:46:04 +01:00
Sébastien Villemot
5fcf563c61
Dynare++: factorize and optimize code for integer exponentiation
...
There were two implementations of integer exponentiation. Merge them into a new
file under utils/cc/.
By the way, optimize it using exponentiation by squaring.
2019-02-19 15:50:07 +01:00
Sébastien Villemot
9dfb556740
k-order DLL: fix bug introduced in 1f7d3beddc
...
For the IntSequence class, the initialization with {} and () are no longer
equivalent.
2019-02-12 19:09:28 +01:00
Sébastien Villemot
1f7d3beddc
Dynare++ tensor library: modernize the Symmetry class
...
We now use a initializer list constructor for creating symmetries of the form
$y^n$, $y^n u^m$, $y^nu^m\sigma^k$.
The constructor taking a single integer is used to initialize a symmetry of a
given length.
Similar changes are made to IntSequence.
This behavior is similar to std::vector.
2019-02-11 16:45:07 +01:00
Sébastien Villemot
af722f438f
Dynare++: drop remaining "using namespace std"
2019-02-06 19:00:46 +01:00
Sébastien Villemot
733308807d
Dynare++: by default, use as many threads as there are logical CPUs
...
The former default was 2 threads, since Dynare++ was written at a time when
hyper-threading was being generalized (but multiple cores were not).
2019-01-29 16:34:25 +01:00