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Merge branch 'solve1' of git.dynare.org:JohannesPfeifer/dynare 

Ref. !2035
mr#2067
Sébastien Villemot 2022-05-25 18:49:38 +02:00
parent efcb567fee c9fd266cbb
commit 5f403e9f62
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2 changed files with 19 additions and 2 deletions
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15
matlab/solve1.m
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@ -121,7 +121,20 @@ for its = 1:maxit
end
if rcond_fjac < sqrt(eps)
fjac2=fjac'*fjac;
p=-(fjac2+sqrt(nn*eps)*max(sum(abs(fjac2)))*eye(nn))\(fjac'*fvec);
temp=max(sum(abs(fjac2)));
if temp>0
p=-(fjac2+sqrt(nn*eps)*temp*eye(nn))\(fjac'*fvec);
else
errorflag = true;
errorcode = 5;
if nargout<3
skipline()
dprintf('SOLVE: Iteration %s', num2str(its))
disp('Zero Jacobian.')
skipline()
end
return
end
else
p = -fjac\fvec ;
end

6
matlab/trust_region.m
View File

@ -327,5 +327,9 @@ else
end
% Form the appropriate convex combination of the Gauss-Newton direction and the
% scaled gradient direction.
x = alpha*x + (1.0-alpha)*min(sgnorm, delta)*s;
if alpha>0
x = alpha*x + (1.0-alpha)*min(sgnorm, delta)*s;
else %prevent zero weight on Inf evaluating to NaN
x = min(sgnorm, delta)*s;
end
end