From 23ba760c3b36d2293fa85b9f3cab40e98c8edd9a Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien.villemot@ens.fr>
Date: Thu, 28 Oct 2010 12:07:33 +0200
Subject: [PATCH] Implement solve_algo=0 for Octave (closes #144)

---
 doc/manual.xml                                  |  2 +-
 matlab/dynare_solve.m                           | 16 +++++++++++-----
 tests/block_bytecode/run_block_bytecode_tests.m |  8 ++++----
 3 files changed, 16 insertions(+), 10 deletions(-)

diff --git a/doc/manual.xml b/doc/manual.xml
index 522b21752..d54672f9e 100644
--- a/doc/manual.xml
+++ b/doc/manual.xml
@@ -1788,7 +1788,7 @@ periods 100;
       <term><option>solve_algo</option> = <replaceable>INTEGER</replaceable></term>
       <listitem><para>Determines the non-linear solver to use. Possible values for the option are:
       <itemizedlist>
-        <listitem><para><literal>0</literal>: uses <trademark class="registered">MATLAB</trademark> Optimization Toolbox FSOLVE (not available under Octave)</para></listitem>
+        <listitem><para><literal>0</literal>: uses <literal>fsolve</literal> (under <trademark class="registered">MATLAB</trademark>, only available if you have the Optimization Toolbox; always available under Octave)</para></listitem>
         <listitem><para><literal>1</literal>: uses Dynare's own nonlinear equation solver</para></listitem>
         <listitem><para><literal>2</literal>: splits the model into recursive blocks and solves each block in turn</para></listitem>
         <listitem><para><literal>3</literal>: Chris Sims' solver</para></listitem>
diff --git a/matlab/dynare_solve.m b/matlab/dynare_solve.m
index 34a410eeb..024855362 100644
--- a/matlab/dynare_solve.m
+++ b/matlab/dynare_solve.m
@@ -38,10 +38,8 @@ global options_
 options_ = set_default_option(options_,'solve_algo',2);
 info = 0;
 if options_.solve_algo == 0
-    if exist('OCTAVE_VERSION') || isempty(ver('optim'))
-        % Note that fsolve() exists under Octave, but has a different syntax
-        % So we fail for the moment under Octave, until we add the corresponding code
-        error('DYNARE_SOLVE: you can''t use solve_algo=0 since you don''t have Matlab''s Optimization Toolbox')
+    if ~exist('OCTAVE_VERSION') && isempty(ver('optim'))
+        error('You can''t use solve_algo=0 since you don''t have MATLAB''s Optimization Toolbox')
     end
     options=optimset('fsolve');
     options.MaxFunEvals = 50000;
@@ -53,7 +51,15 @@ if options_.solve_algo == 0
     else
         options.Jacobian = 'off';
     end
-    [x,fval,exitval,output] = fsolve(func,x,options,varargin{:});
+    if ~exist('OCTAVE_VERSION')
+        [x,fval,exitval,output] = fsolve(func,x,options,varargin{:});
+    else
+        % Under Octave, use a wrapper, since fsolve() does not have a 4th arg
+        func2 = str2func(func);
+        func = @(x) func2(x, varargin{:});
+        [x,fval,exitval,output] = fsolve(func,x,options);
+    end
+        
     if exitval > 0
         info = 0;
     else
diff --git a/tests/block_bytecode/run_block_bytecode_tests.m b/tests/block_bytecode/run_block_bytecode_tests.m
index 00c02af5e..86d317589 100644
--- a/tests/block_bytecode/run_block_bytecode_tests.m
+++ b/tests/block_bytecode/run_block_bytecode_tests.m
@@ -28,18 +28,18 @@ putenv("GNUTERM", "dumb")
 
 for block = 0:1
   for bytecode = 0:1
-    ## Recall that solve_algo={0,7} and stack_solve_algo=2 are not supported
+    ## Recall that solve_algo=7 and stack_solve_algo=2 are not supported
     ## under Octave
     default_solve_algo = 2;
     default_stack_solve_algo = 0;
     if !block && !bytecode
-      solve_algos = 1:4;
+      solve_algos = 0:4;
       stack_solve_algos = 0;
     elseif block && !bytecode
-      solve_algos = [1:4 6 8];
+      solve_algos = [0:4 6 8];
       stack_solve_algos = [0 1 3 4];
     else
-      solve_algos = [1:6 8];
+      solve_algos = [0:6 8];
       stack_solve_algos = [0 1 3:5];
     endif