Sébastien Villemot
bf8ca27a47
Make ExprNode::prepareForDerivation() a protected member (was public)
2023-03-02 16:08:55 +01:00
Sébastien Villemot
fe83933b1d
Bugfix: undefined behaviour in AbstractExternalFunctionNode::prepareForDerivation()
...
Input and output ranges should not overlap when calling std::set_union(),
otherwise the behaviour is undefined.
It seems that in this precise case the computation would still be
correct (though inefficient), because of the properties of std::set or because
of the specific implementation in libstdc++. But it’s better to be on the safe
side.
2023-03-02 15:55:51 +01:00
Sébastien Villemot
41052ccb74
Optimization for derivation of STEADY_STATE(…) operator in a dynamic context
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In a dynamic context, the only potentially non-null derivatives of
STEADY_STATE(…) are the parameters. We know that the derivatives w.r.t. other
variables are zero, so store that information in non_null_derivatives.
2023-03-02 15:11:49 +01:00
Sébastien Villemot
d64317a64f
Minor simplification
2023-03-02 15:11:47 +01:00
Sébastien Villemot
13e51fba6b
CI: various cleanups
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- drop the Julia stuff, since it is no longer used
In particular, no longer use static linking, since builds are now only
for testing purposes and are not shipped
- drop the Windows i686 build, since we no longer support that configuration
- bump Boost version used for Windows x86-64 build
- rename build_linux_aarch64 into build_linux_arm64 for clarity
2023-03-01 13:04:02 +01:00
Sébastien Villemot
ae83974e0e
Minor simplification using if with initialization
2023-02-28 16:27:31 +01:00
Sébastien Villemot
62c455ff56
Misc simplifications using STL algorithms
2023-02-28 16:27:29 +01:00
Sébastien Villemot
008a80910e
Bytecode: move CodeLoad class out of the preprocessor
2023-02-21 16:01:27 -05:00
Sébastien Villemot
a88b921991
Bytecode: improve deserialization routines for FCALL and FBEGINBLOCK
2023-02-17 16:20:40 -05:00
Sébastien Villemot
cf3ab36ac8
Bytecode: simplify specialized serialization methods
2023-02-17 15:31:22 -05:00
Sébastien Villemot
114d8eadfb
New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command
2023-02-07 14:44:59 -05:00
Sébastien Villemot
389a2647d3
Block decomposition: make mfs=1 the default
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NB: mfs=3 is nevertheless used when “block” option has not been used, and the
model is purely backward/forward or static, for solve_algo={12,14}.
2023-01-25 18:38:58 +01:00
Sébastien Villemot
dc966014a3
Remove some incorrect normalization rules for the case mfs=3
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More precisely, incorrect equation normalization could occur in the presence of
cos, sin, tan, cosh and x^n (where n is an even integer).
Also add some comments explaining why some other rules are (hopefully) correct.
2023-01-25 17:14:01 +01:00
Sébastien Villemot
0ddcf81ac0
Fix typo
2023-01-25 16:50:56 +01:00
Sébastien Villemot
1c813a1cf9
Run detrending engine if trend variables are present, even if unused in a var(deflator=…) statement
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Closes : #113
2023-01-24 14:14:40 +01:00
Sébastien Villemot
74e5bbf537
Drop dynamic_g1_nz.m generated file
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No longer needed since perfect_foresight_problem MEX has moved to the sparse
representation.
2023-01-23 16:20:12 +01:00
Sébastien Villemot
4f9241442c
Fix size of dynamic derivatives (legacy representation) when there are unused exogenous and “nostrict” option is given
2023-01-19 11:00:32 +01:00
Sébastien Villemot
c47d91c20b
Block decomposition: another fix for sparse indices of static Jacobian when mfs > 0
2023-01-19 10:03:37 +01:00
Sébastien Villemot
7db02b23e9
Block decomposition: fix sparse indices of static Jacobian when mfs > 0
2023-01-17 19:04:21 +01:00
Sébastien Villemot
9013a5cb1b
No longer create +<basename>/+block/ folder (now empty)
2023-01-17 18:42:40 +01:00
Sébastien Villemot
f45a99fc68
Correctly propagate “mfs” and “cutoff” to the static model
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Those two settings were previously always at their default value for the static
model, independently of what the user would set in the .mod file.
2023-01-17 16:38:03 +01:00
Sébastien Villemot
fe503d3eab
Remove confusing comment
2023-01-17 16:37:24 +01:00
Sébastien Villemot
4bba274f39
Block decomposition: drop unused max lead/lag fields
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Note that DynamicModel::determineBlockDerivativesType(), it’s legitimate to
replace max_{lead,lag} by max_endo_{lead,lag}, because for exogenous
lag=lead=0, and we no longer compute derivatives w.r.t. to endogenous that do
not belong to the block (so-called “other” endogenous).
2023-01-17 14:42:29 +01:00
Sébastien Villemot
2e09df90e7
Bytecode w/ block decomposition: no longer output derivatives w.r.t. exogenous and endogenous outside the block
2023-01-17 14:23:40 +01:00
Sébastien Villemot
1e377f061a
Block decomposition: drop unused structure fields
2023-01-17 14:18:41 +01:00
Sébastien Villemot
bbdbd0807b
Sparse representation: Octave compatibility fix
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Octave does not support “private” subdir inside plus folders (“+namespace”).
See https://savannah.gnu.org/bugs/?45444
2023-01-16 17:12:10 +01:00
Sébastien Villemot
8ebd9a9496
Drop the “Sigma_e” statement
2023-01-16 15:08:23 +01:00
Sébastien Villemot
a7b0a324c9
Drop the “periods” statement
2023-01-16 15:02:50 +01:00
Sébastien Villemot
93b9ed6957
Drop the legacy representation of the block-decomposed model
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As a consequence, and as a temporary measure, always output the
non-block-decomposed legacy representation.
Also drop the block kalman filter output, and drop now useless variables in
M_.block_structure.
2023-01-13 16:57:06 +01:00
Sébastien Villemot
35ac73fad8
Sparse representation: fix various bugs in the non-block MATLAB/Octave output
2023-01-10 15:58:45 +01:00
Sébastien Villemot
e18ecc3fa5
ModFile::remove_directory_with_matlab_lock(): minor performance improvement
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Use std::filesystem::file_status and cached directory entries information to
avoid extra filesystem operations.
2023-01-10 11:49:39 +01:00
Sébastien Villemot
bae04fa899
ModelTree::findGccOnMacOS() now returns a std::filesystem::path
2023-01-10 11:48:33 +01:00
Sébastien Villemot
a4f299c0b7
Bytecode: change interface of function called from bytecode MEX
2023-01-09 14:09:09 +01:00
Sébastien Villemot
ec3ce156b4
Bytecode: always produce block and non-block versions
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The block decomposed version is now under <BASENAME>/bytecode/block/.
2023-01-09 13:35:49 +01:00
Stéphane Adjemian (Guts)
4348f4d57f
Provisions for conditional likelihhod estimation.
2023-01-06 12:17:02 +01:00
Sébastien Villemot
0bc1539f45
Drop clang workaround
2023-01-05 18:11:33 +01:00
Sébastien Villemot
cf493ef6a6
Add two missing checks for file opening failures
2023-01-05 17:21:30 +01:00
Sébastien Villemot
253fbbe7d6
Use std::filesystem::path in more places
2023-01-05 17:21:28 +01:00
Sébastien Villemot
d36eb82b7c
Macro processor: removed unused “basename” variable
2023-01-05 15:49:36 +01:00
Sébastien Villemot
1f3ff760e1
EquationTags: drop useless method
2023-01-04 19:27:01 +01:00
Sébastien Villemot
3927862d23
EquationTags: misc implementation improvements
2023-01-04 17:15:51 +01:00
Sébastien Villemot
9658d82cc6
EquationTags::getEqnByTag() now returns an optional<int> instead of throwing
2023-01-04 16:45:12 +01:00
Sébastien Villemot
e2c72a1b75
Drop ModelTree::getEquationTags(), and replace it by calls to better interfaces
2023-01-04 16:20:50 +01:00
Sébastien Villemot
bdb5d37dec
EquationTags::getTagValueByEqnAndKey() now return an optional<string>
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By the way, optimize the implementation.
2023-01-04 16:03:49 +01:00
Sébastien Villemot
422cbf5736
EquationTags: remove unused function
2023-01-04 16:03:45 +01:00
Sébastien Villemot
df3a153356
Simplify residuals output (MATLAB/Octave and C) by dropping lhs/rhs temporary variables
2023-01-04 14:49:07 +01:00
Sébastien Villemot
9f5ea9467d
Merge branch 'dynamic_model_info' into 'master'
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Add dynamic option to model_info
See merge request Dynare/preprocessor!74
2023-01-04 09:57:18 +00:00
Johannes Pfeifer
2fd0681151
Add block_dynamic option to model_info
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Also renames the old static option
2023-01-03 16:06:25 +01:00
Sébastien Villemot
21fcfa7758
use_dll: fixes to parallel compilation
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— No longer call std::exit() from threads when compilation fails, that function
is marked as not thread-safe under GNU/Linux; and it leads to deadlocks under
Windows. Rather store the list of failed objects, and exit with a message and
an error code from the main thread when that list is not empty at the end of
preprocessing.
– Fix the condition used for waiting until all compilation threads finish;
checking that the queue is empty is not enough, since a compilation may be
ongoing. So also track objects whose compilation is ongoing.
2022-12-20 16:52:47 +01:00
Sébastien Villemot
f349e22f4c
Macro processor: fix error message when @#include is used with nonexistent file
2022-12-14 15:22:20 +01:00