[Trac] #38: Create an entry point in bytecode interpreter for use by k-order DLL
#38: Create an entry point in bytecode interpreter for use by k-order DLL --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- First, support for k-order derivatives computation needs to be added to the preprocessor. Second, a storage mechanism for these needs to be added in the bytecode generation. Third, the bytecode interpreter should provide two C functions: * one for retrieving the number of non-zero elements (NNZE) in the k-order derivative (accross all equations) * one which would pass on the derivatives to the caller. Its arguments would be: * the order of derivation (k) * a (double*) vector, allocated by the caller, of length the NNZE * a (int*) matrix, of size NNZE times (k+1): the first column is the equation number, the others are the variables indices (ordered in non- decreasing order: the symmetric elements are not duplicated) -- Ticket URL: <https://www.dynare.org/trac/ticket/38> Dynare <http://www.dynare.org> The Dynare project
#38: Create an entry point in bytecode interpreter for use by k-order DLL ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: ferhat Type: feature | Status: accepted Priority: major | Milestone: Component: Preprocessor | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by ferhat): * owner: sebastien => ferhat * status: new => accepted -- Ticket URL: <https://www.dynare.org/trac/ticket/38#comment:1> Dynare <http://www.dynare.org> The Dynare project
#38: Allow k-order and estimation DLL to use M-file and bytecode for the model evaluation --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: accepted Priority: major | Milestone: 4.2 Component: K-order DLL | Version: Resolution: | Keywords: --------------------------+------------------------------------------------- Changes (by sebastien): * owner: ferhat => sebastien * component: Preprocessor => K-order DLL * milestone: => 4.2 Old description:
First, support for k-order derivatives computation needs to be added to the preprocessor.
Second, a storage mechanism for these needs to be added in the bytecode generation.
Third, the bytecode interpreter should provide two C functions:
* one for retrieving the number of non-zero elements (NNZE) in the k-order derivative (accross all equations) * one which would pass on the derivatives to the caller. Its arguments would be: * the order of derivation (k) * a (double*) vector, allocated by the caller, of length the NNZE * a (int*) matrix, of size NNZE times (k+1): the first column is the equation number, the others are the variables indices (ordered in non- decreasing order: the symmetric elements are not duplicated)
New description: Currently, k-order DLL and estimation DLL only work with use_dll option. This constraint could be easily relieved by calling the M-file of the model from within the DLL, using mexCallMATLAB(). For the bytecode, a similar trick could be done, provided that support is added for 2nd and 3rd order derivatives. From the implementation side, the idea would be to create an super class of DynamicModelDll. This change needs to be documented in the reference manual when implemented. -- -- Ticket URL: <https://www.dynare.org/trac/ticket/38#comment:2> Dynare <http://www.dynare.org> The Dynare project
#38: Allow k-order and estimation DLL to use M-file and bytecode for the model evaluation --------------------------+------------------------------------------------- Reporter: sebastien | Owner: houtanb Type: feature | Status: accepted Priority: major | Milestone: 4.2 Component: K-order DLL | Version: Resolution: | Keywords: --------------------------+------------------------------------------------- Changes (by houtanb): * owner: sebastien => houtanb -- Ticket URL: <https://www.dynare.org/trac/ticket/38#comment:3> Dynare <http://www.dynare.org> The Dynare project
#38: Allow k-order and estimation DLL to use M-file and bytecode for the model evaluation --------------------------+------------------------------------------------- Reporter: sebastien | Owner: ferhat Type: feature | Status: assigned Priority: major | Milestone: 4.3 Component: K-order DLL | Version: Resolution: | Keywords: --------------------------+------------------------------------------------- Changes (by sebastien): * owner: houtanb => ferhat * status: accepted => assigned * milestone: 4.2 => 4.3 Comment: Done for M-files in a11817cfa49a936080e0664da54772faa9eaa145 Still needs to be done for bytecode. -- Ticket URL: <https://www.dynare.org/trac/ticket/38#comment:4> Dynare <http://www.dynare.org> The Dynare project
#38: Allow k-order and estimation DLL to use bytecode for the model evaluation -------------------------+-------------------------------------------------- Reporter: sebastien | Owner: ferhat Type: feature | Status: assigned Priority: major | Milestone: 5.0 Component: K-order DLL | Version: Keywords: | -------------------------+-------------------------------------------------- Changes (by sebastien): * milestone: 4.3 => 5.0 -- Ticket URL: <https://www.dynare.org/trac/ticket/38#comment:5> Dynare <http://www.dynare.org> The Dynare project
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