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Partial information: use the sparse representation of the static model

dprior
Sébastien Villemot 2024-02-06 17:27:41 +01:00
parent 28fc9e7c78
commit a623cb1d12
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GPG Key ID: 2CECE9350ECEBE4A
2 changed files with 18 additions and 10 deletions
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24
matlab/partial_information/PCL_resol.m
View File

@ -25,7 +25,7 @@ function [dr,info]=PCL_resol(ys,check_flag)
% SPECIAL REQUIREMENTS
% none
% Copyright © 2001-2017 Dynare Team
% Copyright © 2001-2024 Dynare Team
%
% This file is part of Dynare.
%
@ -65,7 +65,13 @@ end
dr.ys = ys;
check1 = 0;
% testing for steadystate file
fh = str2func([M_.fname '.static']);
static_resid = str2func(sprintf('%s.sparse.static_resid', M_.fname));
static_g1 = str2func(sprintf('%s.sparse.static_g1', M_.fname));
function [resid, g1] = static_resid_g1(y, x, params)
[resid, T_order, T] = static_resid(y, x, params);
g1 = static_g1(y, x, params, M_.static_g1_sparse_rowval, M_.static_g1_sparse_colval, M_.static_g1_sparse_colptr, T_order, T);
end
if options_.steadystate_flag
[dr.ys,check1] = feval([M_.fname '_steadystate'],dr.ys,...
[oo_.exo_steady_state; ...
@ -87,17 +93,17 @@ else
if ~options_.ramsey_policy
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_.solve_tolf
if max(abs(static_resid_g1(dr.ys, [oo_.exo_steady_state; ...
oo_.exo_det_steady_state], M_.params))) > options_.solve_tolf
opt = options_;
opt.jacobian_flag = false;
[dr.ys, check1] = dynare_solve(fh,dr.ys, options.steady_.maxit, options_.solve_tolf, options_.solve_tolx, ...
[dr.ys, check1] = dynare_solve(static_resid_g1, dr.ys, options.steady_.maxit, options_.solve_tolf, options_.solve_tolx, ...
opt, [oo_.exo_steady_state; oo_.exo_det_steady_state], M_.params);
end
else
% linear models
[fvec,jacob] = feval(fh,dr.ys,[oo_.exo_steady_state;...
oo_.exo_det_steady_state], M_.params);
[fvec,jacob] = static_resid_g1(dr.ys, [oo_.exo_steady_state;...
oo_.exo_det_steady_state], M_.params);
if max(abs(fvec)) > 1e-12
dr.ys = dr.ys-jacob\fvec;
end
@ -111,7 +117,7 @@ if check1
resid = check1 ;
else
info(1)= 20;
resid = feval(fh,ys,oo_.exo_steady_state, M_.params);
resid = static_resid(ys, oo_.exo_steady_state, M_.params);
end
info(2) = resid'*resid ;
return
@ -140,6 +146,8 @@ end
oo_.exo_simul = tempex;
tempex = [];
end
% 01/01/2003 MJ added dr_algo == 1
% 08/24/2001 MJ uses Schmitt-Grohe and Uribe (2001) constant correction
% in dr.ghs2

4
matlab/partial_information/add_auxiliary_variables_to_steadystate.m
View File

@ -2,7 +2,7 @@ function ys1 = add_auxiliary_variables_to_steadystate(ys,aux_vars,fname, ...
exo_steady_state, exo_det_steady_state,params, byte_code)
% Add auxiliary variables to the steady state vector
% Copyright © 2009-2023 Dynare Team
% Copyright © 2009-2024 Dynare Team
%
% This file is part of Dynare.
%
@ -30,7 +30,7 @@ for i=1:n+1
[exo_steady_state; ...
exo_det_steady_state],params);
else
res = feval([fname '.static'],ys1,...
res = feval([fname '.sparse.static_resid'], ys1,...
[exo_steady_state; ...
exo_det_steady_state],params);
end