Dev February 2012

dev@dynare.org

6 participants
140 discussions

Status of testsuite in master branch
by Sébastien Villemot 09 Feb '12

09 Feb '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 168 tests PASSED out of 168 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 164 tests PASSED out of 166 tests run *************************************** List of 2 tests FAILED: * ep/rbc.mod * ep/linear.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-jSuFy8OBoi.log'.

1 0

Status of testsuite in 4.2 branch
by Sébastien Villemot 09 Feb '12

09 Feb '12

1 0

getPowerDeriv
by stephane.adjemian＠ithaca.fr 08 Feb '12

08 Feb '12

Dear All, Profiling one of my projects a couple of days ago I discovered a timing issue potentially important. In models with power functions of the form x^a (utility functions, production functions, agregation functions, quadratic costs, ...) the evaluation of the jacobian matrix (or higher order derivates) necessitate potentially a huge number of calls to the routine getPowerDeriv (the name of the routine is explicit enough). In my example (a real business cycle model with perfect foresight) most of the time is spent in this routine, while, if my understanding is correct, this is not necessary because x>0. I wrote a mex file (see the new branch called mex-GetPowerDeriv) as a replacement for the matlab routine, unfortunatly the overhead cost is so high that the use of the mex file increases the total time of execution! In my case I resolved the issue by using option use_dll, but this is not a solution for the majority of our users (they would have to install cygwin/gcc and configure matlab/mex). So my question is: Do we really need to call this routine in all situations ? Would it not be possible to replace calls to this routine by something like: if (abs(x)>1e-12) tmp = ANALYTICAL_EXPRESSION_OF_THE_DERIVATIVE{x,params}; else tmp = 0; end I am sure it would be much fast that the current solution. Best, Stéphane. -- Stéphane Adjemian Université du Maine, Gains et Cepremap Tel(Gains): +33(0)2 43 83 31 35 Tel(Cepremap): +33(0)1 40 77 84 19

1 0

Status of testsuite in master branch
by Sébastien Villemot 08 Feb '12

08 Feb '12

1 0

Status of testsuite in 4.2 branch
by Sébastien Villemot 08 Feb '12

08 Feb '12

1 0

Status of testsuite in master branch
by Sébastien Villemot 07 Feb '12

07 Feb '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 168 tests PASSED out of 168 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 165 tests PASSED out of 166 tests run *************************************** List of 1 tests FAILED: * ep/rbc.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-kYQLo7uGEl.log'.

1 0

Status of testsuite in 4.2 branch
by Sébastien Villemot 07 Feb '12

07 Feb '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 150 tests PASSED out of 150 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 86 tests PASSED out of 148 tests run *************************************** List of 62 tests FAILED: * recursive/ls2003.mod * recursive/ls2003_bayesian.mod * kalman_filter_smoother/gen_data.mod * kalman_filter_smoother/algo1.mod * kalman_filter_smoother/algo2.mod * kalman_filter_smoother/algo3.mod * kalman_filter_smoother/algo4.mod * kalman_filter_smoother/algo4a.mod * kalman_filter_smoother/algo4b.mod * kalman_filter_smoother/algoH1.mod * kalman_filter_smoother/algoH2.mod * kalman_filter_smoother/algoH3.mod * kalman_filter_smoother/fs2000.mod * kalman_filter_smoother/fs2000_1.mod * kalman_filter_smoother/fs2000_2.mod * kalman_filter_smoother/fs2000a.mod * second_order/burnside_1.mod * second_order/ds1.mod * second_order/ds2.mod * block_bytecode/run_ls2003.m(0, 0, 0, 0) * block_bytecode/run_ls2003.m(0, 0, 1, 0) * block_bytecode/run_ls2003.m(0, 0, 2, 0) * block_bytecode/run_ls2003.m(0, 0, 3, 0) * block_bytecode/run_ls2003.m(0, 0, 4, 0) * block_bytecode/run_ls2003.m(0, 0, 0, 0) * block_bytecode/run_ls2003.m(0, 1, 0, 0) * block_bytecode/run_ls2003.m(0, 1, 1, 0) * block_bytecode/run_ls2003.m(0, 1, 2, 0) * block_bytecode/run_ls2003.m(0, 1, 3, 0) * block_bytecode/run_ls2003.m(0, 1, 4, 0) * block_bytecode/run_ls2003.m(0, 1, 5, 0) * block_bytecode/run_ls2003.m(0, 1, 6, 0) * block_bytecode/run_ls2003.m(0, 1, 8, 0) * block_bytecode/run_ls2003.m(0, 1, 0, 0) * block_bytecode/run_ls2003.m(0, 1, 1, 0) * block_bytecode/run_ls2003.m(0, 1, 2, 0) * block_bytecode/run_ls2003.m(0, 1, 3, 0) * block_bytecode/run_ls2003.m(0, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 0, 4, 0) * block_bytecode/run_ls2003.m(1, 0, 6, 0) * block_bytecode/run_ls2003.m(1, 0, 8, 0) * block_bytecode/run_ls2003.m(1, 0, 0, 0) * block_bytecode/run_ls2003.m(1, 0, 1, 0) * block_bytecode/run_ls2003.m(1, 0, 2, 0) * block_bytecode/run_ls2003.m(1, 0, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) * block_bytecode/run_ls2003.m(1, 1, 5, 0) * block_bytecode/run_ls2003.m(1, 1, 6, 0) * block_bytecode/run_ls2003.m(1, 1, 8, 0) * block_bytecode/run_ls2003.m(1, 1, 0, 0) * block_bytecode/run_ls2003.m(1, 1, 1, 0) * block_bytecode/run_ls2003.m(1, 1, 2, 0) * block_bytecode/run_ls2003.m(1, 1, 3, 0) * block_bytecode/run_ls2003.m(1, 1, 4, 0) *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.2-check-bwgDKhJAJw.log'.

1 0

Status of testsuite in master branch
by Sébastien Villemot 06 Feb '12

06 Feb '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 168 tests PASSED out of 168 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 165 tests PASSED out of 166 tests run *************************************** List of 1 tests FAILED: * ep/rbc.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-abStVqJUzw.log'.

1 0

Status of testsuite in 4.2 branch
by Sébastien Villemot 06 Feb '12

06 Feb '12

1 0

Status of testsuite in master branch
by Sébastien Villemot 05 Feb '12

05 Feb '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 168 tests PASSED out of 168 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 165 tests PASSED out of 166 tests run *************************************** List of 1 tests FAILED: * ep/rbc.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-1l8I6vmE10.log'.

1 0

Jump to page:

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

2012

2011

2010

2009

2008

Dev February 2012