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Merge pull request #458 from JohannesPfeifer/stoch_solver_debug 

Filter out Inf in Jacobian to get rid of most cryptic errors about Lapack function dgges
time-shift
Sébastien Villemot 2013-07-28 05:33:13 -07:00
parent 019dd89253 ca96013ca9
commit c1def96019
2 changed files with 31 additions and 1 deletions
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4
matlab/print_info.m
View File

@ -64,7 +64,9 @@ if ~noprint
error(['The Jacobian contains NaNs'])
end
case 9
error(['k_order_pert was unable to compute the solution'])
error(['k_order_pert was unable to compute the solution'])
case 10
error(['The Jacobian or the dynamic model contains Inf. For more information, use options_.debug.'])
case 19
error('The steadystate file did not compute the steady state')
case 20

28
matlab/stochastic_solvers.m
View File

@ -106,10 +106,38 @@ elseif options_.order == 2
end
end
[infrow,infcol]=find(isinf(jacobia_));
if options_.debug
if ~isempty(infrow)
for ii=1:length(infrow)
[var_row,var_index]=find(M_.lead_lag_incidence==infcol(ii));
if var_row==2
type_string='';
elseif var_row==1
type_string='lag of';
elseif var_row==3;
type_string='lead of';
end
if var_index<=M_.orig_endo_nbr
fprintf('STOCHASTIC_SOLVER: Derivative of Equation %d with respect to %s Variable %s (initial value of %s: %g) \n',infrow(ii),type_string,deblank(M_.endo_names(var_index,:)),deblank(M_.endo_names(var_index,:)),dr.ys(var_index))
else %auxiliary vars
orig_var_index=M.aux_vars(1,var_index-M_.orig_endo_nbr).orig_index;
fprintf('STOCHASTIC_SOLVER: Derivative of Equation %d with respect to %s Variable %s (initial value of %s: %g) \n',infrow(ii),type_string,deblank(M_.endo_names(orig_var_index,:)),deblank(M_.endo_names(orig_var_index,:)),dr.ys(orig_var_index))
end
end
fprintf('\nSTOCHASTIC_SOLVER: The problem most often occurs, because a variable with\n')
fprintf('STOCHASTIC_SOLVER: exponent smaller than 1 has been initialized to 0. Taking the derivative\n')
fprintf('STOCHASTIC_SOLVER: and evaluating it at the steady state then results in a division by 0.\n')
end
save([M_.fname '_debug.mat'],'jacobia_')
end
if ~isempty(infrow)
info(1)=10;
return
end
if ~isreal(jacobia_)
if max(max(abs(imag(jacobia_)))) < 1e-15
jacobia_ = real(jacobia_);