This warns about hard-to-detect bugs where a function is called with an
implicit interface, thus possibly having mismatches in the calling sequence.

— allow the user to override compilation flags for MATLAB MEX (it was already
  working for the preprocessor, the MEX for Octave and Dynare++)
— increase the symmetry of MEX build infrastructure between MATLAB and Octave
— when linking MEX for Octave, do not add the output of “mkoctfile -p FLIBS”.
  It is unneeded, and it can create a conflict between the system compiler and
  a user-supplied compiler

By the way:
— restore optimization on macOS for C/C++ MEX (it had been removed in
  5df2392a)
— remove -fno-omit-frame-pointer on MATLAB/Linux, since it would be cancelled
  by subsequent -O2 and should not be needed anyways
— remove FFLAGS under Octave, unused

The current Octave support is utterly broken (both in stable and unstable), it
crashes Octave. It relies on an unofficial Octave app for
macOS (https://octave-app.org), which is infrequently updated.

This commits drop support for Octave in the macOS package. We will now tell our
macOS+octave users to use the Homebrew Dynare package (which is maintained by
the Homebrew team, and is in reasonably good shape).

– remove clang support
– we no longer support 32-bit
– simplify Darwin specific hacks for Octave MEX files

(cherry picked from commit bd97fdc1)

Closes: #1750

— FCFLAGS needs to contain the compilation flags used when compiling Octave,
  otherwise it fails at configure stage when looking for gfortran
— Explicitly add -L$OCTLIBDIR, because with Octave 5 it is no longer there, and
  on Fedora the Octave libraries are no in the default linker search path

- block trust region solver now available under solve_algo=13
  It is essentially the same as solve_algo=4, except that Jacobian by finite
  difference is not handled. A test file is added for that case
- block trust region solver with shortcut for equations that can be evaluated
  is now available under solve_algo=14 (in replacement of the pure-MATLAB solver)

Closes: Enterprise/dynare#3

This is a Fortran 2008 rewrite of disclyap_fast.m.

Closes: #1737

If something was already in LDFLAGS, it was concatenated without a whitespace,
leading to failure.

Ref. #1713

Automake actually provides such rules.

By the same token, remove unused support for Fortran 77.

Sébastien Villemot authored Jun 28, 2019 and Stéphane Adjemian committed Dec 20, 2019

It applies the approximated policy function to a set of particles, using
Dynare++ routines.

There is support for parallelization, using Dynare++ multithreading
model (itself based on C++11 threads; we don’t use OpenMP because it is
incompatible with MKL). For the time being, default to a single thread. This
should be later refined through empirical testing.

macOS packaging: compile against the version of Octave distributed via https://octave-app.org (currently 4.4.1)

There was a typo in fedeeaad.

By the way, use the modern Fortran compiler when trying to detect slicot.

This MEX solves nonlinear systems of equations using a trust region algorithm.
The problem is subdivided in smaller problems by doing a block
triangularisation of the Jacobian at the guess value, using the
Dulmage-Mendelsohn algorithm.

The interface of the MEX is simply:

  [x, info] = block_trust_region(f, guess_value);

Where f is either a function handle or a string designating a function.
f must take one argument (the evaluation point), and return either one or two
arguments (the residuals and, optionally, the Jacobian).

On success, info=0; on failure, info=1.

By the same token, remove unused support for Fortran 77.

The changes in 8065e9d4 were not working as
intended, because AC_CHECK_PROG expect values and not actions. Hence
AC_MSG_ERROR was not properly executed.

By the way, simplify some test conditions using && instead of if/then/fi
blocks.

In particular, if either MATLAB or Octave is missing, one needs to pass either
--disable-matlab or --disable-octave.

Moreover, several new configure flags have been introduced for disabling some
components:
--disable-doc
--disable-dynare++
--disable-mex-dynare++
--disable-mex-ms-sbvar
--disable-mex-kalman-steady-state

This means we now require GCC 8.

Boost filesystem library is no longer needed.

Ref preprocessor#16

The MEX files are built out-of-tree (because we want to do them in parallel).
This would create a potential race condition if several builds want to create
the symlinks under mex/matlab/ or mex/octave/.

The solution is to disable those symlinks for out-of-tree builds.

The scripts are based the former “dynare-build” project. They have been
overhauled and simplified.

Building a Windows package (both installer and zip archive) is as easy as
running “make -C windows” (provided the right Debian packages are installed,
use the “windows/install-packages.sh” script for that purpose).

The layout of MEX files for Octave in the package has been
changed (mex/octave/win32/ and mex/octave/win64/ instead of mex/octave32/ and
mex/octave/), for consistency with MATLAB MEX.