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.