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

Ref. !2049
mr#2067
Sébastien Villemot 2022-07-05 17:09:31 +02:00
parent b3cff2d34d 5788f1bc71
commit 84d744ea75
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1 changed files with 24 additions and 6 deletions
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30
matlab/dynare_solve.m
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@ -279,12 +279,30 @@ elseif ismember(options.solve_algo, [2, 12, 4])
dprintf('DYNARE_SOLVE (solve_algo=2|4|12): solving block %u with trust_region routine.', i);
end
end
[x, errorflag, errorcode] = solver(f, x, j1(j), j2(j), jacobian_flag, ...
options.gstep, ...
tolf, options.solve_tolx, maxit, ...
options.trust_region_initial_step_bound_factor, ...
options.debug, args{:});
fre = true;
blockcolumns=s(i+1)-s(i);
if blockcolumns ~= blocklength
%non-square-block in DM; check whether initial value is solution
[fval_check, fjac] = feval(f, x, args{:});
if norm(fval_check(j1(j))) < tolf
errorflag = false;
errorcode = 0;
continue
end
end
if blockcolumns>=blocklength
%(under-)determined block
[x, errorflag, errorcode] = solver(f, x, j1(j), j2(j), jacobian_flag, ...
options.gstep, ...
tolf, options.solve_tolx, maxit, ...
options.trust_region_initial_step_bound_factor, ...
options.debug, args{:});
fre = true;
else
fprintf('\nDYNARE_SOLVE (solve_algo=2|4|12): the Dulmage-Mendelsohn decomposition returned a non-square block. This means that the Jacobian is singular. You may want to try another value for solve_algo.\n')
%overdetermined block
errorflag = true;
errorcode = 0;
end
if errorflag
return
end