Merge pull request #1104 from JohannesPfeifer/solve_algo_0

Only accept steady state when fsolve retuns with normal return code 1

matlab/dynare_solve.m

@@ -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

matlab/solve1.m

@@ -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

matlab/trust_region.m

@@ -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