Commit Graph

23 Commits (3e1a2ad450f80f667a647d0740b15b7d763d87df)

Author SHA1 Message Date
Ferhat Mihoubi f68e4fd455 - 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 2c10d03368 Preprocessor: rename "NodeID" in "expr_t" 2010-09-17 12:13:26 +02:00
Sébastien Villemot c8fdd5d9d1 Preprocessor: uniformize typedef names (with a "_t" suffix) 2010-09-16 19:00:48 +02:00
Sébastien Villemot c3c8fa5cca Preprocessor: clean prototypes of ModelTree methods (removed arguments
redundant with data members, added const keywords, use passing-by-reference)
2010-09-16 17:51:50 +02:00
Houtan Bastani 9abc7563c1 Add support for external functions 2010-02-23 18:15:18 +01:00
ferhat bce6509773 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 f13b95cb87 "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 22000da5ea Changes by Ferhat:
* fix options stack_solve_algo={2,3,4} (closes #68)
* fix crashes for singular normalizations (closes #44) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 10:29:21 +00:00
sebastien 3aa8876538 Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:13:23 +00:00
sebastien 160ec5d7ca 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 2f1382fab5 preprocessor:
* In stochastic mode, now transforms the model by removing leads and lags greater or equal to 2 (creating auxiliary variables and equations in the process)
* Information about these variables is in structure M_.aux_vars
* Automatically add the necessary initialization for auxiliary vars after the initval block or load_params_and_steady_state


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3002 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 15:10:31 +00:00
sebastien 53f4320809 Added support for equation tags (thanks to Pablo for providing a patch)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2880 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 14:37:59 +00:00
ferhat 97f73257f6 - minor modifications in Reorder_the_recursive_variables prototype
- no function comment in MinimumFeedbackSet.cc
- writeChaineRuleDerivative in DynamicModel.cc instead of ModelTree.cc


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2836 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 15:37:51 +00:00
ferhat 8421712f80 - Complete implementation of feedback variables in dynamic model with sparse option
- Normalization of linear in endogenous variable equations 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2834 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-10 15:05:09 +00:00
sebastien 77590c8577 Some restructurings in the preprocessor:
* StaticModel: dropped creation of C file in USE_DLL mode
* StaticModel: added computation of derivatives for block MFS mode
* DynamicModel: catch error codes of mkdir()
* ModelTree: moved "mode" member variable to DynamicModel
* ModFile::writeOutput(): moved manipulations relative to dynamic model file to DynamicModel


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2818 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 14:20:48 +00:00
sebastien 3041db17c6 trunk preprocessor: fixed bug with sparse Hessian and USE_DLL
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2793 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-29 09:27:09 +00:00
michel f01306a29b v4.1: added to preprocessor int NNZDerivatives[3] with number of non-zeros derivatives at order 1, 2, and 3
used it to initialize sparse g2 and g3 in Matlab <modfile>_dynamic.m


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2668 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-05-12 20:32:27 +00:00
sebastien 181bda4853 trunk preprocessor: added new statements "write_latex_dynamic_model" and "write_latex_static_model" which list model equations in LaTeX code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2654 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-30 13:14:33 +00:00
sebastien 34ee60fbe7 trunk preprocessor:
* added support for derivatives of Hessian w.r. to parameters
* added "identification" command which does nothing for the moment, except triggering those derivatives w.r. to params


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2613 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 13:58:15 +00:00
sebastien a0af8f7ea0 trunk preprocessor: restructuring the way we decide which derivatives to compute
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2610 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 10:48:54 +00:00
sebastien 90e8fbda8b trunk preprocessor: restructuration of the code before adding derivatives w.r. to parameters (in particular, removed VariableTable, and replaced it by a system of derivation IDs)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2597 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-17 16:26:23 +00:00
sebastien 7fa0d9722d trunk preprocessor:
* created a distinct expression tree for the static model (thus giving better sharing of sub-expressions and better computation of temporary terms for the static model)
* for that purpose, created StaticModel and DynamicModel classes (ModelTree still persists, but only contains code shared between StaticModel and DynamicModel)
* removed sparse static file (to be later replaced by new algorithm for steady state computation on large models)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2592 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 14:39:53 +00:00
sebastien 93e6dc4417 trunk preprocessor: removed the include/ directory
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2459 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 13:39:31 +00:00