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Deal with NaN and Inf in Hessian of dynamic model 

Checks for these cases in stochastic_solvers.m to prevent cryptic crashes in dll-files later on
time-shift
Johannes Pfeifer 2014-09-25 08:48:35 +02:00
parent 009f5f7efc
commit b43d52278d
2 changed files with 28 additions and 0 deletions
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4
matlab/print_info.m
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@ -68,6 +68,10 @@ if ~noprint
error(['k_order_pert was unable to compute the solution'])
case 10
error(['The Jacobian of the dynamic model contains Inf. For more information, use options_.debug.'])
case 11
error('The Hessian of the dynamic model used for second order solutions must not contain Inf')
case 12
error('The Hessian of the dynamic model used for second order solutions must not contain NaN')
case 19
error('The steadystate file did not compute the steady state')
case 20

24
matlab/stochastic_solvers.m
View File

@ -113,6 +113,30 @@ elseif options_.order == 2
hessian1 = sparse(hessian1(:,1), hessian1(:,2), hessian1(:,3), ...
size(jacobia_, 1), size(jacobia_, 2)*size(jacobia_, 2));
end
[infrow,infcol]=find(isinf(hessian1));
if options_.debug
if ~isempty(infrow)
fprintf('\nSTOCHASTIC_SOLVER: The Hessian of the dynamic model contains Inf.\n')
fprintf('STOCHASTIC_SOLVER: Try running model_diagnostics to find the source of the problem.\n')
save([M_.fname '_debug.mat'],'hessian1')
end
end
if ~isempty(infrow)
info(1)=11;
return
end
[nanrow,nancol]=find(isnan(hessian1));
if options_.debug
if ~isempty(nanrow)
fprintf('\nSTOCHASTIC_SOLVER: The Hessian of the dynamic model contains NaN.\n')
fprintf('STOCHASTIC_SOLVER: Try running model_diagnostics to find the source of the problem.\n')
save([M_.fname '_debug.mat'],'hessian1')
end
end
if ~isempty(nanrow)
info(1)=12;
return
end
end
[infrow,infcol]=find(isinf(jacobia_));