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Merge pull request #1104 from JohannesPfeifer/solve_algo_0 

Only accept steady state when fsolve retuns with normal return code 1
time-shift
MichelJuillard 2016-04-12 13:05:28 +02:00
parent aa1a0b5e25 5d8bc7188c
commit 8f1eb47a5e
3 changed files with 19 additions and 13 deletions
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10
matlab/dynare_solve.m
View File

@ -113,8 +113,16 @@ if options.solve_algo == 0
end;
end
if exitval > 0
if exitval == 1
info = 0;
elseif exitval > 1
M=evalin('base','M_'); %get variable names from workspace
resid = evaluate_static_model(x,varargin{:},M,options);
if max(abs(resid)) > 1e-6
info = 1;
else
info = 0;
end
else
info = 1;
end

15
matlab/solve1.m
View File

@ -118,7 +118,13 @@ for its = 1:maxit
if check > 0
den = max([f;0.5*nn]) ;
if max(abs(g).*max([abs(x(j2)') ones(1,nn)])')/den < tolmin
return
if max(abs(x(j2)-xold(j2))./max([abs(x(j2)') ones(1,nn)])') < tolx
disp (' ')
disp (['SOLVE: Iteration ' num2str(its)])
disp (['Convergence on dX.'])
disp (x)
return
end
else
disp (' ')
disp (['SOLVE: Iteration ' num2str(its)])
@ -127,13 +133,6 @@ for its = 1:maxit
return
end
if max(abs(x(j2)-xold(j2))./max([abs(x(j2)') ones(1,nn)])') < tolx
disp (' ')
disp (['SOLVE: Iteration ' num2str(its)])
disp (['Convergence on dX.'])
disp (x)
return
end
elseif max(abs(fvec)) < tolf
return
end

7
matlab/trust_region.m
View File

@ -1,4 +1,4 @@
function [x,check] = trust_region(fcn,x0,j1,j2,jacobian_flag,gstep,tolf,tolx,maxiter,debug,varargin)
function [x,check,info] = trust_region(fcn,x0,j1,j2,jacobian_flag,gstep,tolf,tolx,maxiter,debug,varargin)
% Solves systems of non linear equations of several variables, using a
% trust-region method.
%
@ -20,12 +20,12 @@ function [x,check] = trust_region(fcn,x0,j1,j2,jacobian_flag,gstep,tolf,tolx,max
% OUTPUTS
% x: results
% check=1: the model can not be solved
%
% info: detailed exitcode
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2008-2012 VZLU Prague, a.s.
% Copyright (C) 2014 Dynare Team
% Copyright (C) 2016 Dynare Team
%
% This file is part of Dynare.
%
@ -82,7 +82,6 @@ while (niter < maxiter && ~info)
xdh(j2(j)) = xdh(j2(j))+dh(j) ;
t = fcn(xdh,varargin{:});
fjac(:,j) = (t(j1) - fvec)./dh(j) ;
g(j) = fvec'*fjac(:,j) ;
end
end