Compiling and Running Dynare on a linux cluster running CentOS or RHEL

Maybe this is of use to some of you who want to run Dynare on a cluster:

Linux Cluster running CentOS7

Our University-wide cluster PALMA II runs CentOS 7 and uses a module system, i.e. software like compilers or certain libraries can can be accessed via environment modules that then set environmental variables. (Un-)fortunately, I don’t have admin access to it, so in order to run Dynare I need to compile it from source or ask the admins to make it available. So this is how I managed to do so, feel free to update this thread if you’re experience differs.

1. Load the required modules

Dynare has some requirements, which I was able to load using the module command. You might use module avail to see what is available on your cluster and ask the admin to install maybe a newer version of software. In may case, I asked the admins to install a newer version of bison and MATIO on the cluster. However, one can also install this locally without admin rights. You might want to check out the install instructions for Fedora, CentOS, RHEL.

Anyways, let’s load the modules:

module load foss zlib HDF5 Boost Bison Automake Autoconf flex GSL Doxygen MATIO SuiteSparse matlab

Unfortunately, slicot and x13as are not prepackaged on CentOS or RHEL and need to be compiled from source, see below. Also I don’t need the packages for documentation on the cluster, so I’ll skip these. The Intel Fortran compiler also works for me and can be loaded by module load ifort.

2. Directories

I create a folder dynare in my home folder and also some subfolders for slicot and x13as.

export DYNARE_DIR=/home/w/w_muts01/dynare
mkdir -p $DYNARE_DIR
mkdir -p $DYNARE_DIR/slicot/lib
mkdir -p $DYNARE_DIR/x13as
mkdir -p ~/.local/bin

Of course you need to find out the directory of MATLAB by e.g. running

whereis matlab
# matlab: /Applic.ZIV/Matlab/R2020b/bin/matlab

So the directory is /Applic.ZIV/Matlab/R2020b

3. Compile slicot

Compile slicot from source and put it into $DYNARE_DIR/slicot/lib/:

cd $DYNARE_DIR/slicot
tar xf slicot_5.0+20101122.orig.tar.gz
cd slicot-5.0+20101122
make FORTRAN=gfortran OPTS="-O2 -fPIC -fdefault-integer-8" LOADER=gfortran lib
cp slicot.a $DYNARE_DIR/slicot/lib/libslicot64_pic.a

4. Compile x13as

Compile x13as from source and put it into $HOME/.local/bin:

cd $DYNARE_DIR/x13as
tar xf x13assrc_V1.1_B39.tar.gz
sed -i "s|-static| |" # this removes '-static' in the
make -f FFLAGS="-O2 -std=legacy" PROGRAM=x13as
ln -s $DYNARE_DIR/x13as/x13as ~/.local/bin

Check whether ~/.local/bin is on your PATH by running echo $PATH, otherwise add it.

5. Compile dynare

Stable version

This will compile the stable 4.6 version of dynare:

git clone --recurse-submodules --single-branch --branch 4.6 $DYNARE_DIR/stable-4.6
cd stable-4.6
autoreconf -si
./configure --with-matlab=/Applic.ZIV/Matlab/R2020b --disable-octave --disable-doc --with-slicot=$DYNARE_DIR/slicot
make -j20

Unstable version

This will compile the unstable version of dynare:

git clone --recurse-submodules --single-branch --branch master $DYNARE_DIR/unstable
cd unstable
autoreconf -si
./configure --with-matlab=/Applic.ZIV/Matlab/R2020b --disable-octave --disable-doc --with-slicot=$DYNARE_DIR/slicot
make -j20

6. Prepare Dynare parallel

I put the following configuration file called .dynare into my home folder:

Name = Local
Members = n1

Name = n1
ComputerName = localhost
CPUnbr = 72
NumberOfThreadsPerJob = 9

7. Use the batch system to run your mod file

I use the following template for the batch system on the cluster:

# set the number of nodes
#SBATCH --nodes=1
# set the number of CPU cores per node
#SBATCH --ntasks 72
# set a partition
#SBATCH --partition normal
# set max wallclock time
#SBATCH --time=48:00:00
# set name of job
#SBATCH --job-name=MyModFile
# set an output file
#SBATCH --output MyModFile.dat

# mail alert at start, end and abortion of execution
#SBATCH --mail-type=ALL

# send mail to this address
# In the u0dawin queue, you will need the following line
# source /etc/profile.d/; source /etc/profile.d/
# run the application
# source/etc/profile.d/
module load foss zlib HDF5 Boost Bison Automake Autoconf flex GSL Doxygen MATIO SuiteSparse matlab

cd /scratch/tmp/w_muts01/MyFolder
matlab -softwareopengl -r "addpath('/home/w/w_muts01/dynare/stable/matlab'); dynare parallel MyModFile"

That’s it! Let me know if you need more assistance! This should also work on RHEL systems.