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Merge pull request #729 from JohannesPfeifer/complex_jacobian 

Deal with debugging info on complex Jacobians
time-shift
MichelJuillard 2015-07-20 14:08:33 +02:00
parent e174f5f00a bf5d8c0546
commit 8045217773
3 changed files with 26 additions and 3 deletions
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12
matlab/display_problematic_vars_Jacobian.m
View File

@ -36,9 +36,13 @@ function []=display_problematic_vars_Jacobian(problemrow,problemcol,M_,x,type,ca
if nargin<6
caller_string='';
end
aux_vars_type = [M_.aux_vars.type];
aux_eq_nbr = max(find(aux_vars_type == 6));
if isempty(aux_eq_nbr)
if ~isempty(M_.aux_vars)
aux_vars_type = [M_.aux_vars.type];
aux_eq_nbr = max(find(aux_vars_type == 6));
if isempty(aux_eq_nbr)
aux_eq_nbr=0;
end
else
aux_eq_nbr=0;
end
if strcmp(type,'dynamic')
@ -84,6 +88,7 @@ if strcmp(type,'dynamic')
fprintf('\n%s The problem most often occurs, because a variable with\n',caller_string)
fprintf('%s exponent smaller than 1 has been initialized to 0. Taking the derivative\n',caller_string)
fprintf('%s and evaluating it at the steady state then results in a division by 0.\n',caller_string)
fprintf('%s If you are using model-local variables (# operator), check their values as well.\n',caller_string)
elseif strcmp(type,'static')
for ii=1:length(problemrow)
if problemcol(ii)<=M_.orig_endo_nbr
@ -119,6 +124,7 @@ elseif strcmp(type,'static')
fprintf('\n%s The problem most often occurs, because a variable with\n',caller_string)
fprintf('%s exponent smaller than 1 has been initialized to 0. Taking the derivative\n',caller_string)
fprintf('%s and evaluating it at the steady state then results in a division by 0.\n',caller_string)
fprintf('%s If you are using model-local variables (# operator), check their values as well.\n',caller_string)
else
error('Unknown Type')
end

12
matlab/model_diagnostics.m
View File

@ -123,6 +123,12 @@ for b=1:nb
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the static model contains Inf or NaN. The problem arises from: \n\n')
display_problematic_vars_Jacobian(infrow,infcol,M,dr.ys,'static','MODEL_DIAGNOSTICS: ')
end
if any(any(~isreal(jacob)))
problem_dummy=1;
[imagrow,imagcol]=find(abs(imag(jacob))>1e-15);
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the static model contains imaginary parts. The problem arises from: \n\n')
display_problematic_vars_Jacobian(imagrow,imagcol,M,dr.ys,'static','MODEL_DIAGNOSTICS: ')
end
try
rank_jacob = rank(jacob); %can sometimes fail
catch
@ -227,6 +233,12 @@ if any(any(isinf(jacobia_) | isnan(jacobia_)))
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the dynamic model contains Inf or NaN. The problem arises from: \n\n')
display_problematic_vars_Jacobian(infrow,infcol,M,dr.ys,'dynamic','MODEL_DIAGNOSTICS: ')
end
if any(any(~isreal(jacobia_)))
problem_dummy=1;
[imagrow,imagcol]=find(abs(imag(jacobia_))>1e-15);
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the dynamic model contains imaginary parts. The problem arises from: \n\n')
display_problematic_vars_Jacobian(imagrow,imagcol,M,dr.ys,'dynamic','MODEL_DIAGNOSTICS: ')
end
if exist('hessian1','var')
if any(any(isinf(hessian1) | isnan(hessian1)))
problem_dummy=1;

5
matlab/stochastic_solvers.m
View File

@ -158,6 +158,11 @@ if ~isreal(jacobia_)
if max(max(abs(imag(jacobia_)))) < 1e-15
jacobia_ = real(jacobia_);
else
if options_.debug
[imagrow,imagcol]=find(abs(imag(jacobia_))>1e-15);
fprintf('\nMODEL_DIAGNOSTICS: The Jacobian of the dynamic model contains imaginary parts. The problem arises from: \n\n')
display_problematic_vars_Jacobian(imagrow,imagcol,M_,dr.ys,'dynamic','STOCHASTIC_SOLVER: ')
end
info(1) = 6;
info(2) = sum(sum(imag(jacobia_).^2));
return