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preprocessor

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  • Forked from Dynare / preprocessor
    347 commits behind the upstream repository.
    Sébastien Villemot's avatar
    Sébastien Villemot authored
    Commit 23b0c12d introduced caching in chain
    rule derivation (used by block decomposition), which increased speed for mfs >
    0, but actually decreased it for mfs=0.
    
    This patch introduces the pre-computation of derivatives which are known to be
    zero using symbolic a priori (similarly to what is done in the non-chain rule
    context). The algorithms are now identical between the two contexts (both
    symbolic a priori + caching), the difference being that in the chain rule
    context, the symbolic a priori and the cache are not stored within the ExprNode
    class, since they depend on the list of recursive variables.
    
    This patch brings a significant performant improvement for all values of the
    “mfs” option (the improvement is greater for small values of “mfs”).
    7acf2783
    History

    Dynare Preprocessor

    The Dynare Preprocessor defines the Dynare model language. It takes in a .mod file, computes the derivatives of the model represented therein, and produces MATLAB/Octave, Julia, or JSON output.

    License

    Most of the source files are covered by the GNU General Public Licence version 3 or later. There are some exceptions, see the respective file headers.