2012-02-03 15:50:45 +01:00
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function [flag,endo_simul,err] = solve_perfect_foresight_model(endo_simul,exo_simul,pfm)
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flag = 0;
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err = 0;
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stop = 0;
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2012-03-02 11:33:29 +01:00
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nan_flag = 0;
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2012-02-03 15:50:45 +01:00
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model_dynamic = pfm.dynamic_model;
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Y = endo_simul(:);
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if pfm.verbose
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disp (['-----------------------------------------------------']) ;
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disp (['MODEL SIMULATION :']) ;
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fprintf('\n') ;
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end
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z = Y(find(pfm.lead_lag_incidence'));
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[d1,jacobian] = model_dynamic(z,exo_simul,pfm.params,pfm.steady_state,2);
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A = sparse([],[],[],pfm.periods*pfm.ny,pfm.periods*pfm.ny,pfm.periods*nnz(jacobian));
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res = zeros(pfm.periods*pfm.ny,1);
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h1 = clock;
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for iter = 1:pfm.maxit_
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h2 = clock;
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i_rows = 1:pfm.ny;
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i_cols = find(pfm.lead_lag_incidence');
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i_cols_A = i_cols;
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for it = 2:(pfm.periods+1)
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[d1,jacobian] = model_dynamic(Y(i_cols),exo_simul,pfm.params,pfm.steady_state,it);
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if it == 2
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A(i_rows,pfm.i_cols_A1) = jacobian(:,pfm.i_cols_1);
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elseif it == pfm.periods+1
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A(i_rows,i_cols_A(pfm.i_cols_T)) = jacobian(:,pfm.i_cols_T);
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else
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A(i_rows,i_cols_A) = jacobian(:,pfm.i_cols_j);
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end
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res(i_rows) = d1;
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i_rows = i_rows + pfm.ny;
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i_cols = i_cols + pfm.ny;
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if it > 2
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i_cols_A = i_cols_A + pfm.ny;
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end
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end
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err = max(abs(res));
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if err < pfm.tolerance
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stop = 1 ;
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if pfm.verbose
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fprintf('\n') ;
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disp([' Total time of simulation :' num2str(etime(clock,h1))]) ;
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fprintf('\n') ;
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disp([' Convergency obtained.']) ;
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fprintf('\n') ;
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end
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flag = 0;% Convergency obtained.
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endo_simul = reshape(Y,pfm.ny,pfm.periods+2);
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break
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end
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dy = -A\res;
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2012-03-02 11:33:29 +01:00
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if any(isnan(dy))
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nan_flag = 1;
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break
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end
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2012-02-03 15:50:45 +01:00
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Y(pfm.i_upd) = Y(pfm.i_upd) + dy;
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end
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if ~stop
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if pfm.verbose
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fprintf('\n') ;
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disp([' Total time of simulation :' num2str(etime(clock,h1))]) ;
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fprintf('\n') ;
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disp(['WARNING : maximum number of iterations is reached (modify options_.maxit_).']) ;
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fprintf('\n') ;
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end
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flag = 1;% more iterations are needed.
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endo_simul = 1;
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end
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2012-03-02 11:33:29 +01:00
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if nan_flag
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if pfm.verbose
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fprintf('\n') ;
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disp([' Total time of simulation :' num2str(etime(clock,h1))]) ;
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fprintf('\n') ;
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disp(['WARNING : NaNs!']) ;
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fprintf('\n') ;
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end
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flag = 1;
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endo_simul = 1;
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end
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2012-02-03 15:50:45 +01:00
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if pfm.verbose
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disp (['-----------------------------------------------------']) ;
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end
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