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Sébastien Villemot 8c16d1745e
block_trust_region MEX: first part of handling complex values returned by solved function 
If solved function returns complex values (with nonzero imaginary part), turn
them into NaNs. This mimics the behaviour of the use_dll case.

Next step will be to adapt the trust region algorithm to diminish radius when
there are NaNs.

Incidentally, bump the required GCC version to 9, since we use the %re and %im
components of complex values in Fortran.
 		2022-03-21 18:55:42 +01:00
..
matlab local_state_space_iteration_k MEX now uses the Fortran code (instead of the C++ code) 2022-02-04 11:49:46 +01:00
octave local_state_space_iteration_k MEX now uses the Fortran code (instead of the C++ code) 2022-02-04 11:49:46 +01:00
block_kalman_filter.am Windows: ensure that libgomp is statically linked 2019-09-10 15:17:15 +02:00
block_trust_region.am block_trust_region MEX: first part of handling complex values returned by solved function 2022-03-21 18:55:42 +01:00
bytecode.am Make MEX build system forward-compatible with Automake 2.0 2019-04-05 16:55:11 +02:00
disclyap_fast.am New MEX for solving discrete Lyapunov equations with doubling algorithm 2020-07-30 16:34:35 +02:00
folded_to_unfolded_dr.am Fixing the header doc and automake files for the local state space iteration Fortran MEX 2021-09-24 09:11:06 +02:00
gensylv.am Move source code of gensylv and dynare_simul_ MEX to the same place as other MEX 2019-04-15 17:34:01 +02:00
k_order_mean.am Implements a Fortran routine `k_order_moment` to compute the k-order unconditional moment of the vector of endogenous variables using simulation 2021-11-24 17:09:12 +01:00
k_order_perturbation.am kth-order approximation of conditional welfare 2021-06-15 15:04:31 +02:00
k_order_simul.am Implements k-order simulation routine in Fortran (Ref: #1802) 2021-09-24 09:11:15 +02:00
k_order_welfare.am kth-order approximation of conditional welfare 2021-06-15 15:04:31 +02:00
kalman_steady_state.am Make MEX build system forward-compatible with Automake 2.0 2019-04-05 16:55:11 +02:00
kronecker.am A_times_B_kronecker_C MEX: rewrite in Fortran 2021-06-04 12:58:39 +02:00
libdynare++.am Dynare++: move multithreading abstraction to the "utils" module 2019-05-02 12:38:56 +02:00
libkorder.am kth-order approximation of conditional welfare 2021-06-15 15:04:31 +02:00
libkordersim.am Parallelizes local_state_space_iteration_fortran 2022-01-31 18:44:48 +01:00
local_state_space_iterations.am local_state_space_iteration_k MEX now uses the Fortran code (instead of the C++ code) 2022-02-04 11:49:46 +01:00
mjdgges.am Convert mjdgges MEX to Fortran 2008 2020-01-09 09:23:07 +01:00
ms_sbvar.am Make MEX build system forward-compatible with Automake 2.0 2019-04-05 16:55:11 +02:00
num_procs.am Add new num_procs MEX file for getting number of available processing units 2019-06-27 14:34:09 +02:00
perfect_foresight_problem.am Windows: ensure that libgomp is statically linked 2019-09-10 15:17:15 +02:00
qmc_sequence.am Windows: ensure that libgomp is statically linked 2019-09-10 15:17:15 +02:00