Revision |
Version |
Date |
Description of changes |
| 1.2.1
| 2005/08/17
|
|
| | | Faa Di Bruno for sparse matrices optimized. The
implementation now accommodates vertical refinement of function stack
in order to fit a corresponding slice to available memory. In
addition, zero slices are identified. For some problems, this implies
significant speedup.
|
| | | Analytic derivator speedup.
|
| | | Corrected a bug in the threading code. The bug
stayed concealed in Linux 2.4.* kernels, and exhibited in Linux 2.6.*,
which has a different scheduling. This correction also allows using
detached threads on Windows.
|
410
| 1.2
| 2005/07/29
|
|
| | | Added Dynare++ tutorial.
|
| | | Changed and enriched contents of MAT-4 output
file.
|
| | | Corrected a bug of wrong variable indexation
resulting in an exception. The error occurred if a variable appeared
at time t-1 or t+1 and not at t.
|
| | | Added Matlab interface, which allows simulation
of a decision rule in Matlab.
|
| | | Got rid of Matrix Template Library.
|
| | | Added checking of model residuals by the
numerical integration. Three methods: checking along simulation path,
checking along shocks, and on ellipse of states.
|
| | | Corrected a bug in calculation of higher moments
of Normal dist.
|
| | | Corrected a bug of wrong drawing from Normal dist
with non-zero covariances.
|
| |
| Added numerical integration module. Product and Smolyak
quadratures over Gauss-Hermite and Gauss-Legendre, and quasi Monte
Carlo.
|
152
| 1.1
| 2005/04/22
|
|
| |
| Added a calculation of approximation at a stochastic steady state
(still experimental).
|
| |
| Corrected a bug in Cholesky decomposition of variance-covariance
matrix with off-diagonal elements.
|
89
| 1.01
| 2005/02/23
|
|
| |
| Added version printout.
|
| |
| Corrected the bug of multithreading support for P4 HT processors running on Win32.
|
| |
| Enhanced Kronecker product code resulting in approx. 20% speedup.
|
| |
| Implemented vertical stack container refinement, and another
method for sparse folded Faa Di Bruno (both not used yet).
|
5
| 1.0
| 2005/02/23
| The first released version.
|