Commit Graph

79 Commits (42106f85a82494e9e2b95c56c9c4e126d1c45f82)

Author SHA1 Message Date
Sébastien Villemot 031c0cff5f
Various code simplifications and modernizations 2019-12-16 19:42:59 +01:00
Houtan Bastani 02cb4cc973
add compiler statement
Allows the user to set the compiler, flags, and libs to be used with `use_dll`

Issue #35
2019-12-04 16:57:20 +01:00
Sébastien Villemot 2c6fa34a1f
C++17: use structured bindings instead of std::tie whenever possible 2019-09-11 16:40:19 +02:00
Sébastien Villemot 0c755460b1
Use std::filesystem instead of boost::filesystem
Note that there is no equivalent of boost::filesystem::unique_path(), so I
implemented ModFile::unique_path() which does something similar.
2019-09-11 14:47:48 +02:00
Sébastien Villemot 0988a1f755
Generated LaTeX files are now under <basename>/latex/ 2019-07-11 17:33:53 +02:00
Sébastien Villemot 271a579808
Remove symmetric elements in 3rd derivatives 2019-06-17 15:28:33 +02:00
Sébastien Villemot 82cd95a653
Remove some unnecessary headers 2019-05-02 15:30:33 +02:00
Houtan Bastani bf89cedd88
fix compilation of static/dynamic files on macOS 2019-04-24 17:40:50 +02:00
Sébastien Villemot 1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
Sébastien Villemot c628f21245
JSON: output derivatives at an arbitrary order
Backward incompatible change: the temporary terms for 3rd order are now stored
in "temporary_terms_third_derivative" (without the final "s"; same for external
functions), for consistency with the name of the slot for the derivatives
themselves ("third_derivative").

Ref dynare#217
2019-04-18 17:13:16 +02:00
Sébastien Villemot 43906691d3
JSON: simplification of method for writing temporary terms 2019-04-18 17:10:39 +02:00
Sébastien Villemot b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding) 2019-04-16 11:35:31 +02:00
Sébastien Villemot bbab112d65
Support for output of arbitrary derivation order (in MATLAB and DLL modes)
Does not work for Julia mode, neither with block and bytecode.

Note: in DLL mode, the number of temporary terms in no longer given in the
‘ntt’ symbol; it must be computed using ‘M_.dynamic_tmp_nbr’.

Ref dynare#217
2019-04-12 18:13:50 +02:00
Sébastien Villemot 8a41a75c85
Apply modernize-raw-string-literal from clang-tidy
Use ReplaceShorterLiterals option to enforce replacement of all strings.

https://clang.llvm.org/extra/clang-tidy/checks/modernize-raw-string-literal.html
2019-04-03 16:45:52 +02:00
Sébastien Villemot 58adbdeddd
Compatibility fix with MATLAB ≤ R2011a 2019-03-26 15:41:48 +01:00
Sébastien Villemot 7d16fff786
Further simplifications 2019-02-21 12:16:22 +01:00
Houtan Bastani 469a328cfc
replace make_pair and make_tuple 2019-02-21 10:42:10 +01:00
Sébastien Villemot 01385d1f80
Simplify implementation of nopreprocessoroutput option
Simply redirect cout to /dev/null, instead of propagating a boolean
everywhere.
2018-12-20 17:08:45 +01:00
Sébastien Villemot 571b5d0816
Computation of temporary terms generalized to any derivation order 2018-11-30 12:22:13 +01:00
Sébastien Villemot b88e0de53f
Remove useless accessor methods for data members that are const in ExprNode classes
Those const data members are simply made public.
2018-11-28 14:35:30 +01:00
Sébastien Villemot d733f3fb5a
Various simplifications and modernizations of the block/bytecode part 2018-11-23 17:19:59 +01:00
Sébastien Villemot fc9cc2dc50
Output symmetric elements in derivatives of hessian w.r.t. parameters
The preprocessor now writes all the symmetric elements in the "hp"
matrix (derivatives of the hessian w.r.t. parameters), for consistency with all
other derivatives output.

Previously it was only writing one of the two symmetric elements, when indices
of endogenous were different.
2018-11-22 17:51:14 +01:00
Sébastien Villemot e3a3992c1c
Derivation engine w.r.t. parameters generalized to any order
Also, no longer compute two times symmetric elements in derivation w.r.t.
parameters at order 2, for consistency with derivation w.r.t. endogenous.
It is therefore now necessary to duplicate them in the output to keep behavior
unchanged.
2018-11-22 17:13:55 +01:00
Sébastien Villemot 6fa115aedd
Derivation engine w.r.t. endogenous generalized to any order 2018-11-22 17:13:55 +01:00
Sébastien Villemot f01c4f85c2
Fix Julia bug introduced in previous commit 2018-11-19 16:39:05 +01:00
Sébastien Villemot 33994dde03
Optimization for use_dll at 2nd and 3rd order
When creating the sparse matrix (in MATLAB or C mode), since storage is in
column-major order, output the first column, then the second, then the third.
This gives a significant performance boost in use_dll mode (at both compilation
and runtime), because it facilitates memory accesses and expression reusage.
2018-11-19 16:03:47 +01:00
Sébastien Villemot b524e19cde
Remove duplicate storage of temp terms for params derivs in ModelTree 2018-11-16 18:26:36 +01:00
Sébastien Villemot e9b5f239df
Properly deal with model local variables in params derivatives file
Closes #13
2018-11-16 18:26:11 +01:00
Sébastien Villemot 3d2125287a
Temporary terms: various simplifications and added comments 2018-11-16 17:11:06 +01:00
Sébastien Villemot e89dd9cb8b
Make storage of derivatives ready for k-order
This is the first step towards computing k-order derivatives.

Ref Dynare/dynare#217, #10
2018-11-15 17:48:46 +01:00
Sébastien Villemot 4a974bb428
The preprocessor now compiles the MEX when use_dll is specified
New options "mexext" and "matlabroot" are introduced, so that the preprocessor
knows where to find MATLAB and which architecture to compile for.

Only recent gcc is now supported. A set of optimization flags is used so that
compilation goes reasonably fast on large models.

Consequently, options "msvc", "mingw" and "cygwin" have been removed.
2018-10-26 18:09:13 +02:00
Sébastien Villemot ac94ad906e Various fixes for silencing errors and warnings under Clang 6 2018-10-11 11:21:58 +02:00
Sébastien Villemot bcdfb43fd3 Replate DynamicModel::toStatic() by a converting constructor in StaticModel
It is therefore now possible to write:

  static_model = static_cast<StaticModel>(dynamic_model);
2018-10-10 17:08:54 +02:00
Sébastien Villemot 63a5ffb761 Rename ExprNode::cloneDynamic into ExprNode::clone, for clarity 2018-10-10 13:08:11 +02:00
Sébastien Villemot f2cf86b734 Add copy constructors / assignment operators for the DataTree class hierarchy
In particular, it is necessary to turn back DataTree::AddVariable() into a
non-virtual method, because it is called from DataTree's constructor. Enforcing
the absence of leads/lags is now done using a new boolean DataTree::is_static.

Take advantage of the new copy constructor for handling
PlannerObjectiveStatement more elegantly.

Unfortunately it is not possible to implement *move* constructor / assigment
operators, because the reference ExprNode::datatree is not mutable.
2018-10-10 12:53:55 +02:00
Sébastien Villemot 7bb5382428 Always use brace-initializer in constructors
The syntax makes clearer the distinction between a function call and an
initialization. Also, it prevents bugs due to implicit type conversions.
2018-10-04 17:19:18 +02:00
Sébastien Villemot 5e6b8f0a6b No longer test for __MINGW32__ macro, testing for _WIN32 is enough
Closes: Dynare/dynare#1315
2018-10-02 16:50:07 +02:00
Sébastien Villemot 15d026e54e C output: split generated function into several smaller subfunctions
This mimicks the structure of M-functions (though the logic for filling the
temporary terms vector is a bit different).

This change implied a modification in the way we compute the checksum in case
of block decomposition (the temporary terms for the C output are not correctly
computed in that case).
2018-10-01 16:04:01 +02:00
Ferhat Mihoubi 139e3efa82 Adds a new model option "linear_decomposition" that creates a block composed of the non-linear equations o the model 2018-09-28 14:54:52 +02:00
Sébastien Villemot c6cb9aa1b8 Fix bug in option notmpterms with model local variables
Since model local variables are now treated as temporary terms, they must be
marked as such even when option notmpterms is present.
2018-09-25 15:57:56 +02:00
Houtan Bastani 85dbb649b7 move trend_component_table and var_model_table to DynamicModel as they are only used there 2018-09-14 17:04:06 +02:00
Sébastien Villemot e19a14869e Convert ExprNodeOutputType into a class enum
Incidentally, replace the IS_* macros by inline functions.
2018-09-05 18:28:32 +02:00
Houtan Bastani 539fddc9f6 introduce var model table 2018-08-22 12:15:02 +02:00
Houtan Bastani afe0e475b1 trend_component_model statement 2018-08-17 16:52:48 +02:00
Sébastien Villemot 4ad0e500d4 C++11: convert {Unary,Binary,Trinary}Opcode to class enums 2018-07-18 16:18:26 +02:00
Sébastien Villemot 11b1fdcffd Fix implicit narrowing conversions (omitted in previous commit) 2018-07-18 15:12:00 +02:00
Sébastien Villemot d6055c1407 C++11: convert SymbolType to a class enum 2018-07-17 18:55:26 +02:00
Sébastien Villemot 988a9f6e2d std::open and std::fstream constructor accept a std::string for filename in C++11 2018-06-27 15:30:45 +02:00
Sébastien Villemot b91ed6f78c Move the location of static and dynamic files on the filesystem
- M and MEX files are now under +${MODELNAME}/
- bytecode and C source now under ${MODELNAME}/model/
2018-06-27 15:30:25 +02:00
Sébastien Villemot 130004ef47 Simplify types for storing derivatives using std::tuple 2018-06-05 15:34:34 +02:00