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Patch from George: fixes bug in partial information (closes #179)

time-shift
Sébastien Villemot 2011-05-02 10:22:03 +02:00
parent d55d1d7b10
commit 181186a205
2 changed files with 14 additions and 14 deletions
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16
matlab/partial_information/PI_gensys.m
View File

@ -84,14 +84,12 @@ try
if singular == 1 || strcmp('MATLAB:nearlySingularMatrix',LastWarningID) == 1 || ...
strcmp('MATLAB:illConditionedMatrix',LastWarningID)==1 || ...
strcmp('MATLAB:singularMatrix',LastWarningID)==1
[C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, M1, M2, UAVinv, FL_RANK] = PI_gensys_singularC(C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, 0);
V02=[V02 V01*M2];
V01=V01*M1;
[C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, M1, M2, UAVinv, FL_RANK, V01, V02] = PI_gensys_singularC(C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, V01, V02, 0);
end
warning('on','MATLAB:singularMatrix');
warning('on','MATLAB:nearlySingularMatrix');
if (any(any(isinf(UAVinv))) || any(any(isnan(UAVinv))))
if(options_.useACES==1)
if (any(any(isinf(UAVinv))) || any(any(isnan(UAVinv))))
if(options_.ACES_solver==1)
disp('ERROR! saving PI_gensys_data_dump');
save PI_gensys_data_dump
error('PI_gensys: Inversion of poss. zero matrix UAVinv=inv(U02''*a1*V02)!');
@ -102,11 +100,9 @@ try
end
end
catch
lerror = lasterror;
errmsg = lerror.message;
disp(errmsg)
warning(['error callig PI_gensys_singularC: ' errmsg ],'errcode');
error('errcode',['error callig PI_gensys_singularC: ' errmsg ]);
errmsg=lasterror;
warning(['error callig PI_gensys_singularC: ' errmsg.message ],'errmsg.identifier');
%error('errcode',['error callig PI_gensys_singularC: ' errmsg.message ]);
end
%
% Define TT1, TT2

12
matlab/partial_information/PI_gensys_singularC.m
View File

@ -1,6 +1,6 @@
function [C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, M1, M2, UAVinv, FL_RANK]=PI_gensys_singularC(C1in, C2in, C3in, C4in, C5in, F1, F2, F3, F4, F5, level)
% [C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, M1, M2, UAVinv,FL_RANK]...
% =PI_gensys_singularC(C1in, C2in, C3in, C4in, C5in, F1, F2, F3, F4, F5, level)
function [C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, M1, M2, UAVinv, FL_RANK, V01, V02]=PI_gensys_singularC(C1in, C2in, C3in, C4in, C5in, F1, F2, F3, F4, F5, V01, V02, level)
% [C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, M1, M2, UAVinv,FL_RANK, V01, V02]...
% =PI_gensys_singularC(C1in, C2in, C3in, C4in, C5in, F1, F2, F3, F4, F5, V01, V02, level)
%
% Recursive extension for PI_gensys function PCL general DSGE solver
% devised by Prof. Joseph Pearlman
@ -60,6 +60,10 @@ F4 =[M*F4 M*F3*M2];
F3 = M*F3*M1;
F2 =[M*F2 M*F1*M2];
F1 = M*F1*M1;
V02=[V02 V01*M2];
V01=V01*M1;
warning('', '');
singular=0;
try
@ -76,7 +80,7 @@ try
if singular==1 || strcmp('MATLAB:nearlySingularMatrix',LastWarningID)==1 || ...
strcmp('MATLAB:illConditionedMatrix',LastWarningID)==1 || ...
strcmp('MATLAB:singularMatrix',LastWarningID)==1
[C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, M1, M2, UAVinv, FL_RANK] = PI_gensys_singularC(C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, level);
[C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, M1, M2, UAVinv, FL_RANK, V01, V02] = PI_gensys_singularC(C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, V01, V02, level);
end
catch
[errmsg, errcode]=lasterr;