stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Reference manual: update solve_algo and stack_solve_algo options with new values

time-shift
Sébastien Villemot 2010-10-22 13:15:31 +02:00
parent 39718c8645
commit 55c6089deb
1 changed files with 11 additions and 8 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

19
doc/manual.xml
View File

@ -1783,12 +1783,15 @@ 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</para></listitem>
<listitem><para><literal>0</literal>: uses <trademark class="registered">MATLAB</trademark> Optimization Toolbox FSOLVE (not 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>
<listitem><para><literal>4</literal>: similar to value <literal>2</literal>, except that it deals differently with nearly singular Jacobian</para></listitem>
<listitem><para><literal>5</literal>: Newton algorithm with a sparse Gaussian elimination (SPE)</para></listitem>
<listitem><para><literal>5</literal>: Newton algorithm with a sparse Gaussian elimination (SPE) (requires <xref linkend="bytecode"/> option)</para></listitem>
<listitem><para><literal>6</literal>: Newton algorithm with a sparse LU solver at each iteration (requires <xref linkend="bytecode"/> and/or <xref linkend="block"/> option)</para></listitem>
<listitem><para><literal>7</literal>: Newton algorithm with a Generalized Minimal Residual (GMRES) solver at each iteration (requires <xref linkend="bytecode"/> and/or <xref linkend="block"/> option; not available under Octave))</para></listitem>
<listitem><para><literal>8</literal>: Newton algorithm with a Stabilized Bi-Conjugate Gradient (BICGSTAB) solver at each iteration (requires <xref linkend="bytecode"/> and/or <xref linkend="block"/> option)</para></listitem>
</itemizedlist>
Default value is <literal>2</literal>.
</para></listitem>
@ -2096,12 +2099,12 @@ steady;
<term><option>stack_solve_algo</option> = <replaceable>INTEGER</replaceable></term>
<listitem><para>Algorithm used for computing the solution. Possible values are:
<itemizedlist>
<listitem><para><literal>0</literal>: Newton method to solve simultaneously all the equations for every period, see <xref linkend="juillard_1996"/>. (Default)</para></listitem>
<listitem><para><literal>1</literal>: use a Newton algorithm with a sparse LU solver at each iteration.</para></listitem>
<listitem><para><literal>2</literal>: use a Newton algorithm with a Generalized Minimal Residual (GMRES) solver at each iteration. This option is not available under Octave.</para></listitem>
<listitem><para><literal>3</literal>: use a Newton algorithm with a Stabilized Bi-Conjugate Gradient (BICGSTAB) solver at each iteration.</para></listitem>
<listitem><para><literal>4</literal>: use a Newton algorithm with a optimal path length at each iteration.</para></listitem>
<listitem><para><literal>5</literal>: use a Newton algorithm with a sparse Gaussian elimination (SPE) solver at each iteration.</para></listitem>
<listitem><para><literal>0</literal>: Newton method to solve simultaneously all the equations for every period, see <xref linkend="juillard_1996"/> (Default)</para></listitem>
<listitem><para><literal>1</literal>: use a Newton algorithm with a sparse LU solver at each iteration (requires <xref linkend="bytecode"/> and/or <xref linkend="block"/> option)</para></listitem>
<listitem><para><literal>2</literal>: use a Newton algorithm with a Generalized Minimal Residual (GMRES) solver at each iteration (requires <xref linkend="bytecode"/> and/or <xref linkend="block"/> option; not available under Octave)</para></listitem>
<listitem><para><literal>3</literal>: use a Newton algorithm with a Stabilized Bi-Conjugate Gradient (BICGSTAB) solver at each iteration (requires <xref linkend="bytecode"/> and/or <xref linkend="block"/> option) </para></listitem>
<listitem><para><literal>4</literal>: use a Newton algorithm with a optimal path length at each iteration (requires <xref linkend="bytecode"/> and/or <xref linkend="block"/> option)</para></listitem>
<listitem><para><literal>5</literal>: use a Newton algorithm with a sparse Gaussian elimination (SPE) solver at each iteration (requires <xref linkend="bytecode"/> option)</para></listitem>
</itemizedlist>
</para></listitem>
</varlistentry>