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Cosmetic changes.

trustregion
Stéphane Adjemian (Ryûk) 2022-03-03 20:24:18 +01:00
parent f2193e8ec8
commit 9be328aeda
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
1 changed files with 22 additions and 21 deletions
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43
matlab/solve1.m
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@ -1,4 +1,5 @@
function [x,check] = solve1(func,x,j1,j2,jacobian_flag,gstep,tolf,tolx,maxit,fake,debug,varargin)
function [x, errorflag] = solve1(func, x, j1, j2, jacobian_flag, gstep, tolf, tolx, maxit, fake, debug, varargin)
% Solves systems of non linear equations of several variables
%
% INPUTS
@ -19,12 +20,12 @@ function [x,check] = solve1(func,x,j1,j2,jacobian_flag,gstep,tolf,tolx,maxit,fak
%
% OUTPUTS
% x: results
% check=1: the model can not be solved
% errorflag=1: the model can not be solved
%
% SPECIAL REQUIREMENTS
% none
% Copyright © 2001-2021 Dynare Team
% Copyright © 2001-2022 Dynare Team
%
% This file is part of Dynare.
%
@ -48,7 +49,7 @@ tolmin = tolx ;
stpmx = 100 ;
check = 0 ;
errorflag = false ;
fvec = feval(func,x,varargin{:});
fvec = fvec(j1);
@ -60,50 +61,50 @@ idCpx = ~isreal(fvec);
if any(idInf)
disp('SOLVE1: during the resolution of the non-linear system, the evaluation of the following equation(s) resulted in a non-finite number:')
disp(j1(idInf)')
check = 1;
errorflag = true;
return
end
if any(idNan)
disp('SOLVE1: during the resolution of the non-linear system, the evaluation of the following equation(s) resulted in a nan:')
disp(j1(idNan)')
check = 1;
errorflag = true;
return
end
if any(idNan)
disp('SOLVE1: during the resolution of the non-linear system, the evaluation of the following equation(s) resulted in a complex number:')
disp(j1(idCpx)')
check = 1;
errorflag = true;
return
end
f = 0.5*(fvec'*fvec);
f = 0.5*(fvec'*fvec) ;
if max(abs(fvec)) < tolf*tolf
return ;
if max(abs(fvec))<tolf*tolf
% Initial guess is a solution
return
end
stpmax = stpmx*max([sqrt(x'*x);nn]) ;
first_time = 1;
if ~jacobian_flag
fjac = zeros(nn,nn) ;
fjac = zeros(nn,nn);
end
for its = 1:maxit
if jacobian_flag
[fvec,fjac] = feval(func,x,varargin{:});
[fvec,fjac] = feval(func,x, varargin{:});
fvec = fvec(j1);
fjac = fjac(j1,j2);
else
dh = max(abs(x(j2)),gstep(1)*ones(nn,1))*eps^(1/3);
for j = 1:nn
xdh = x ;
xdh(j2(j)) = xdh(j2(j))+dh(j) ;
xdh = x;
xdh(j2(j)) = xdh(j2(j))+dh(j);
t = feval(func,xdh,varargin{:});
fjac(:,j) = (t(j1) - fvec)./dh(j) ;
g(j) = fvec'*fjac(:,j) ;
fjac(:,j) = (t(j1) - fvec)./dh(j);
g(j) = fvec'*fjac(:,j);
end
end
@ -125,14 +126,15 @@ for its = 1:maxit
xold = x ;
fold = f ;
[x, f, fvec, check] = lnsrch1(xold, fold, g, p, stpmax, func, j1, j2, tolx, varargin{:});
[x, f, fvec, lnsearchflag] = lnsrch1(xold, fold, g, p, stpmax, func, j1, j2, tolx, varargin{:});
if debug
disp([its f])
disp([xold x])
end
if check > 0
if lnsearchflag
errorflag = true;
den = max([f;0.5*nn]) ;
if max(abs(g).*max([abs(x(j2)') ones(1,nn)])')/den < tolmin
if max(abs(x(j2)-xold(j2))./max([abs(x(j2)') ones(1,nn)])') < tolx
@ -149,13 +151,12 @@ for its = 1:maxit
disp (x)
return
end
elseif max(abs(fvec)) < tolf
return
end
end
check = 1;
errorflag = true;
skipline()
disp('SOLVE: maxit has been reached')