- May 02, 2025
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Sébastien Villemot authored
Implement preconditionners as in UMFITER and ITERSTACK: – For UMFITER, on first iteration, do a full LU decomposition, and use it as a preconditionner in further iterations (similar to UMFITER in TROLL). – For ITERSTACK, build a preconditionner based on small LU decomposition repeated several times across the stack By the way, uniformize the preconditioners for solve_algo={7,8} across the different implementations. TODO: – make sure we have a good default for options_.simul.iter_tol. The gmres and bicgstab functions default to 1e-6. The run_block_bytecode_tests needs 1e-7. And GIMF/GMMET need 1e-12 in the block-decomposed version (partly because tolf=1e-8 there) – add tests for the three preconditioners (and ideally their suboptions) – documentation
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Sébastien Villemot authored
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- Apr 30, 2025
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Sébastien Villemot authored
Perfect foresight with controlled paths: no longer crash with homotopy_exclude_varexo option and multiple controlled variables -
Sébastien Villemot authored
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- Apr 29, 2025
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Sébastien Villemot authored
Most mathematical functions return NaN, ±Inf or a complex number when called outside of their domain of definition, but erf, erfc, normcdf and normpdf can throw exceptions when given a complex number (under MATLAB; not under Octave for erf and erfc). Treat those cases as a failure to solve for the current homotopy step, and continue the homotopy procedure, instead of failing outright.
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Sébastien Villemot authored
This is useful when there are numerical errors in some files, such as evaluating erf() on a complex number (under MATLAB this throws an exception; under Octave, it instead returns a complex number). Forward both the error message and error ID (but not other properties of the MException object, there does not seem to be a way to do that from a MEX file).
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Sébastien Villemot authored
Immediately deallocate the temporary C string instead of waiting for the MEX to return.
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Sébastien Villemot authored
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- Apr 28, 2025
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Sébastien Villemot authored
Ref. !2357
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Sébastien Villemot authored
– fix linearity check for Ramsey models with lead/lag>1 on endos or >0 on exos (Closes: #1960) – allow back “residual” as symbol name – misc cleanup of tokens associated with eponymous std::string
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Sébastien Villemot authored
The performance gains were not consistent and were ranging from −10% to +10% depending on the size of the involved matrices. We also met some numerical instability problems on one of runners (those without AVX).
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- Apr 26, 2025
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Normann Rion authored
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- Apr 25, 2025
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Stéphane Adjemian authored
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- Apr 14, 2025
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Sébastien Villemot authored
identification: shut off slice_initialize_with_mode option with slice to prevent crash Closes #1957 See merge request !2356 -
Johannes Pfeifer authored
Closes Dynare/dynare#1957
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Sébastien Villemot authored
– gracefully error out when a PAC model is not used in a pac_expectation operator – fix handling of model local variable in DataTree copy constructor
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- Apr 10, 2025
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Sébastien Villemot authored
[skip ci]
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- Apr 08, 2025
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Sébastien Villemot authored
In particular, this now removes float.h which was conflicting with the one from a recent MinGW snapshot.
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Sébastien Villemot authored
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Sébastien Villemot authored
By the way, rename “stop” variable to “converged” for clarity.
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- Apr 04, 2025
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Sébastien Villemot authored
Ref. !2353
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Sébastien Villemot authored
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Sébastien Villemot authored
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Sébastien Villemot authored
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Johannes Pfeifer authored
[CI skip]
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- Apr 02, 2025
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Sébastien Villemot authored
OccBin: disable incompatible options See merge request !2352 -
Sébastien Villemot authored
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Johannes Pfeifer authored
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- Apr 01, 2025
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Sébastien Villemot authored
Ref. !2351
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Johannes Pfeifer authored
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Sébastien Villemot authored
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- Mar 28, 2025
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Sébastien Villemot authored
Perfect foresight: improve sanity checks for linear_approximation and endogenous_terminal_period options
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- Mar 24, 2025
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Sébastien Villemot authored
Fix crash of perfect foresight w/ expectation errors + marginal linearization + several learnt_in blocks -
Sébastien Villemot authored
[skip ci]
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Sébastien Villemot authored
Ref. !2350
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Sébastien Villemot authored
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Johannes Pfeifer authored
Prevents cryptic crashes
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- Mar 18, 2025
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Sébastien Villemot authored
Leads to a simpler code.
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- Mar 14, 2025
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Stéphane Adjemian authored
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Stéphane Adjemian authored
I am not sure I want to repair this...
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