Manual: better documentation of solve_algo=12,14

dprior
Sébastien Villemot 2024-02-02 16:42:25 +01:00
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1 changed files with 19 additions and 12 deletions

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@ -3003,19 +3003,23 @@ Finding the steady state with Dynare nonlinear solver
blocks that can be evaluated rather than solved; and evaluations
of the residual and Jacobian of the model are more efficient
because only the relevant elements are recomputed at every
iteration.
iteration. This option is typically used with the
``perfect_foresight_solver`` command with purely backward,
forward or static models, or with routines for semi-structural
models, and it must *not* be combined with option ``block`` of
the ``model`` block. Also note that for those models, the block
decomposition is performed as if ``mfs=3`` had been passed to
the ``model`` block, and the decomposition is slightly
different because it is computed in a time-recursive fashion
(*i.e.* in such a way that the simulation is meant to be done
with the outer loop on periods and the inner loop on blocks;
while for models with both leads and lags, the outer loop is on
blocks and the inner loop is on periods).
``14``
Computes a block decomposition and then applies a trust region
solver with autoscaling on those smaller blocks rather than on
the full nonlinear system. This is similar to ``4``, but is
typically more efficient. The block decomposition is done at
the preprocessor level, which brings two benefits: it
identifies blocks that can be evaluated rather than solved; and
evaluations of the residual and Jacobian of the model are more
efficient because only the relevant elements are recomputed at
every iteration.
Same as ``12``, except that it applies a trust region solver
(similar to ``4``) to the blocks.
|br| Default value is ``4``.
@ -3756,7 +3760,10 @@ speed-up on large models.
.. option:: solve_algo
See :ref:`solve_algo <solvalg>`. Allows selecting the solver
used with ``stack_solve_algo=7``.
used with ``stack_solve_algo=7``. Also used for purely backward, forward
and static models (when neither the ``block`` nor the ``bytecode`` option
of the ``model`` block is specified); for those models, the values
``12`` and ``14`` are especially relevant.
.. option:: no_homotopy
@ -14262,7 +14269,7 @@ assumed that each equation is written as ``VARIABLE = EXPRESSION`` or
``T(VARIABLE) = EXPRESSION`` where ``T(VARIABLE)`` stands for a transformation
of an endogenous variable (``log`` or ``diff``). This representation, where each
equation determines the endogenous variable on the LHS, can be exploited when
simulating the model (see algorithms 12 and 14 in :ref:`solve_algo <solvalg>`)
simulating the model (see algorithms ``12`` and ``14`` in :ref:`solve_algo <solvalg>`)
and is mandatory to define auxiliary models used for computing expectations (see
below).