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Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol.

time-shift
Stéphane Adjemian (Charybdis) 2011-12-12 11:34:27 +01:00
parent 87052bc243
commit a36cf30118
15 changed files with 22 additions and 20 deletions
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4
matlab/ep/extended_path.m
View File

@ -152,7 +152,7 @@ while (t<sample_size)
end
end
% Test if periods is big enough.
if ~increase_periods && max(max(abs(tmp(idx,end-options_.ep.lp:end)./tmp(idx,end-options_.ep.lp-1:end-1)-1)))<options_.dynatol
if ~increase_periods && max(max(abs(tmp(idx,end-options_.ep.lp:end)./tmp(idx,end-options_.ep.lp-1:end-1)-1)))<options_.dynatol.x
break
else
options_.periods = options_.periods + options_.ep.step;
@ -183,7 +183,7 @@ while (t<sample_size)
info.time = info.time+ctime;
if info.convergence
maxdiff = max(max(abs(tmp(:,2:options_.ep.fp)-tmp_old(:,2:options_.ep.fp))));
if maxdiff<options_.dynatol
if maxdiff<options_.dynatol.x
options_.periods = options_.ep.periods;
options_.minimal_solving_period = options_.periods;
oo_.exo_simul = oo_.exo_simul(1:(options_.periods+2),:);

4
matlab/ep/homotopic_steps.m
View File

@ -64,7 +64,7 @@ if homotopy_1
weight = weight-step_length;
step_length=step_length/10;
weight = weight+step_length;
if 10*step_length<options_.dynatol
if 10*step_length<options_.dynatol.x
homotopy_1 = 0;
homotopy_2 = 0;
break
@ -153,7 +153,7 @@ if homotopy_2
disp('I am reducing the step length!')
end
step_length=step_length/10;
if 10*step_length<options_.dynatol
if 10*step_length<options_.dynatol.x
homotopy_1 = 0;
homotopy_2 = 0;
break

2
matlab/evaluate_steady_state.m
View File

@ -74,7 +74,7 @@ function [ys,params,info] = evaluate_steady_state(ys_init,M,options,oo,steadysta
info(2) = check; % to be improved
return;
end
if max(abs(residuals)) > options.dynatol
if max(abs(residuals)) > options.dynatol.f
info(1) = 19;
info(2) = residuals'*residuals;
return

3
matlab/global_initialization.m
View File

@ -38,7 +38,8 @@ options_.console_mode = 0;
options_.terminal_condition = 0;
options_.rplottype = 0;
options_.smpl = 0;
options_.dynatol = 0.00001;
options_.dynatol.f = 1e-5;
options_.dynatol.x = 1e-5;
options_.maxit_ = 10;
options_.slowc = 1;
options_.timing = 0;

2
matlab/model_diagnostics.m
View File

@ -98,7 +98,7 @@ else
if options_.linear == 0
% nonlinear models
if max(abs(feval(fh,dr.ys,[oo_.exo_steady_state; ...
oo_.exo_det_steady_state], M_.params))) > options_.dynatol
oo_.exo_det_steady_state], M_.params))) > options_.dynatol.f
[ys,check1] = dynare_solve(fh,dr.ys,1,...
[oo_.exo_steady_state; ...
oo_.exo_det_steady_state], ...

2
matlab/partial_information/PCL_resol.m
View File

@ -89,7 +89,7 @@ else
if options_.linear == 0
% nonlinear models
if max(abs(feval(fh,dr.ys,[oo_.exo_steady_state; ...
oo_.exo_det_steady_state], M_.params))) > options_.dynatol
oo_.exo_det_steady_state], M_.params))) > options_.dynatol.f
[dr.ys,check1] = dynare_solve(fh,dr.ys,options_.jacobian_flag,...
[oo_.exo_steady_state; ...
oo_.exo_det_steady_state], M_.params);

2
matlab/perfect_foresight_simulation.m
View File

@ -159,7 +159,7 @@ for iter = 1:options_.maxit_
last_line = iter;
break
end
if err < options_.dynatol
if err < options_.dynatol.f
stop = 1;
info.time = etime(clock,h1);
info.error = err;

2
matlab/resid.m
View File

@ -101,7 +101,7 @@ if nargout == 0
disp('Residuals of the static equations:')
disp(' ')
for i=1:M_.orig_endo_nbr
if abs(z(i)) < options_.dynatol/100
if abs(z(i)) < options_.dynatol.f/100
tmp = 0;
else
tmp = z(i);

2
matlab/sim1.m
View File

@ -102,7 +102,7 @@ for iter = 1:options_.maxit_
disp([num2str(iter) ' - err = ' num2str(err)]) ;
disp([' Time of iteration :' num2str(etime(clock,h2))]) ;
if err < options_.dynatol
if err < options_.dynatol.f
stop = 1 ;
fprintf('\n') ;
disp([' Total time of simulation :' num2str(etime(clock,h1))]) ;

2
matlab/simk.m
View File

@ -318,7 +318,7 @@ for iter = 1:options_.maxit_
if options_.timing
disp ([' Back substitution : ' num2str(hbacsup)]) ;
end
if err < options_.dynatol
if err < options_.dynatol.f
h1 = etime(clock,h1) ;
fprintf ('\n') ;
disp ([' Total time of simulation : ' num2str(h1)]) ;

3
mex/sources/bytecode/bytecode.cc
View File

@ -302,7 +302,8 @@ main(int nrhs, const char *prhs[])
else
{
solve_algo = stack_solve_algo;
solve_tolf = *(mxGetPr(mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "dynatol"))));
mxArray *dynatol = mxGetFieldByNumber(options_, 0, mxGetFieldNumber(options_, "dynatol"));
solve_tolf= *mxGetPr((mxGetFieldByNumber(dynatol, 0, mxGetFieldNumber(dynatol, "f"))));
}
mxArray *mxa = mxGetFieldByNumber(M_, 0, mxGetFieldNumber(M_, "fname"));

2
mex/sources/bytecode/testing/simulate_debug.m
View File

@ -7,7 +7,7 @@ end;
fprintf(fid,'%d\n',options_.maxit_);
fprintf(fid,'%6.20f\n',options_.slowc);
fprintf(fid,'%6.20f\n',options_.markowitz);
fprintf(fid,'%6.20f\n',options_.dynatol);
fprintf(fid,'%6.20f\n',options_.dynatol.f);
fprintf(fid,'%d\n',options_.minimal_solving_periods);
fclose(fid);

4
tests/block_bytecode/ireland.mod
View File

@ -59,12 +59,12 @@ k=k+0.000001;
end;
options_.dynatol=1e-12;
options_.dynatol.f=1e-12;
options_.maxit_=5;
options_.slowc=1;
steady(solve_algo=2);
options_.dynatol=4e-5;
options_.dynatol.f=4e-5;
shocks;
var e;

4
tests/run_test_matlab.m
View File

@ -119,7 +119,7 @@ for blockFlag = 0:1
% Test against the reference simulation path
load('test.mat','y_ref');
diff = oo_.endo_simul - y_ref;
if(abs(diff) > options_.dynatol)
if(abs(diff) > options_.dynatol.x)
failedBlock{size(failedBlock,2)+1} = ['block_bytecode/run_ls2003.m(' num2str(blockFlag) ', ' num2str(bytecodeFlag) ', ' num2str(solve_algos(i)) ', ' num2str(default_stack_solve_algo) ')'];
exception = MException('ERROR: simulation path differs from the reference path');
printMakeCheckMatlabErrMsg(['block_bytecode/run_ls2003.m(' num2str(blockFlag) ', ' num2str(bytecodeFlag) ', ' num2str(solve_algos(i)) ', ' num2str(default_stack_solve_algo) ')'], exception);
@ -145,7 +145,7 @@ for blockFlag = 0:1
% Test against the reference simulation path
load('test.mat','y_ref');
diff = oo_.endo_simul - y_ref;
if(abs(diff) > options_.dynatol)
if(abs(diff) > options_.dynatol.x)
failedBlock{size(failedBlock,2)+1} = ['block_bytecode/run_ls2003.m(' num2str(blockFlag) ', ' num2str(bytecodeFlag) ', ' num2str(default_solve_algo) ', ' num2str(stack_solve_algos(i)) ')'];
exception = MException('ERROR: simulation path difers from the reference path');
printMakeCheckMatlabErrMsg(['block_bytecode/run_ls2003.m(' num2str(blockFlag) ', ' num2str(bytecodeFlag) ', ' num2str(default_solve_algo) ', ' num2str(stack_solve_algos(i)) ')'], exception);

4
tests/run_test_octave.m
View File

@ -113,7 +113,7 @@ for blockFlag = 0:1
## Test against the reference simulation path
load('test.mat','y_ref');
diff = oo_.endo_simul - y_ref;
if(abs(diff) > options_.dynatol)
if(abs(diff) > options_.dynatol.x)
failedBlock{size(failedBlock,2)+1} = ['block_bytecode/run_ls2003.m(' num2str(blockFlag) ', ' num2str(bytecodeFlag) ', ' num2str(solve_algos(i)) ', ' num2str(default_stack_solve_algo) ')'];
differr.message = ["ERROR: simulation path differs from the reference path" ];
printMakeCheckOctaveErrMsg(['block_bytecode/run_ls2003.m(' num2str(blockFlag) ', ' num2str(bytecodeFlag) ', ' num2str(solve_algos(i)) ', ' num2str(default_stack_solve_algo) ')'], differr);
@ -137,7 +137,7 @@ for blockFlag = 0:1
## Test against the reference simulation path
load('test.mat','y_ref');
diff = oo_.endo_simul - y_ref;
if(abs(diff) > options_.dynatol)
if(abs(diff) > options_.dynatol.x)
failedBlock{size(failedBlock,2)+1} = ['block_bytecode/run_ls2003.m(' num2str(blockFlag) ', ' num2str(bytecodeFlag) ', ' num2str(default_solve_algo) ', ' num2str(stack_solve_algos(i)) ')'];
differr.message = ["ERROR: simulation path differs from the reference path" ];
printMakeCheckOctaveErrMsg(['block_bytecode/run_ls2003.m(' num2str(blockFlag) ', ' num2str(bytecodeFlag) ', ' num2str(default_solve_algo) ', ' num2str(stack_solve_algos(i)) ')'], differr);