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Block decomposition, stack_solve_algo=4: fix set of variables over which line search is done

time-shift
Sébastien Villemot 2020-06-16 18:14:09 +02:00
parent 6931614809
commit adbb9c9117
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2 changed files with 4 additions and 4 deletions
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2
matlab/lnsrch1_wrapper_one_boundary.m
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@ -41,5 +41,5 @@ function r = lnsrch1_wrapper_one_boundary(ya, y_index, fname, y, x, params, stea
% along with Dynare. If not, see <http://www.gnu.org/licen
%reshape the input arguments of the dynamic function
y(it_, :) = ya;
y(it_, y_index) = ya;
[r, T, g1]=feval(fname, y, x, params, steady_state, T, it_, false);

6
matlab/solve_one_boundary.m
View File

@ -201,13 +201,13 @@ for it_=start:incr:finish
g = (r'*g1)';
f = 0.5*r'*r;
p = -g1\r ;
[ya,f,r,check]=lnsrch1(y(it_,:)',f,g,p,stpmax, ...
[ya,f,r,check]=lnsrch1(ya,f,g,p,stpmax, ...
'lnsrch1_wrapper_one_boundary',nn, ...
y_index_eq, options.solve_tolx, y_index_eq, fname, y, x, params, steady_state, T, it_);
%% Recompute temporary terms, since they are not given as output of lnsrch1
[~, T] = feval(fname, y, x, params, steady_state, T, it_, false);
dx = ya' - y(it_, :);
y(it_,:) = ya';
dx = ya' - y(it_, index_eq);
y(it_, index_eq) = ya';
elseif (is_dynamic && (stack_solve_algo==1 || stack_solve_algo==0)) || (~is_dynamic && options.solve_algo==6)
if verbose && ~is_dynamic
disp('steady: Sparse LU ')