stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Perfect foresight homotopy: display the full output of every iteration 

As a consequence, print the full iterations summary table after each iteration.
kalman-mex
Sébastien Villemot 2023-10-12 18:00:35 -04:00
parent 9ebd8a8372
commit cc7c024389
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
1 changed files with 14 additions and 30 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

44
matlab/perfect-foresight-models/perfect_foresight_solver.m
View File

@ -249,35 +249,24 @@ while step > options_.simul.homotopy_min_step_size
if success
current_share = new_share;
end
did_homotopy = false;
break
end
if iteration == 1
% First iteration failed, so we enter homotopy
did_homotopy = true;
if ~options_.noprint
fprintf('\nEntering the homotopy method iterations...\n')
fprintf('\nIter. \t | Share \t | Status \t | Max. residual\t | Duration (sec)\n')
fprintf('+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++\n')
end
% Disable warnings if homotopy
warning_old_state = warning;
warning off all
% Do not print anything
oldverbositylevel = options_.verbosity;
options_.verbosity = 0;
if iteration == 1 && ~options_.noprint
fprintf('\nEntering the homotopy method iterations...\n')
iter_summary_table = { sprintf('\nIter. \t | Share \t | Status \t | Max. residual\t | Duration (sec)\n'),
sprintf('+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++\n') };
end
if success
% Successful step
if ~options_.noprint
fprintf('%i \t | %1.5f \t | %s \t | %e \t | %.1f\n', iteration, new_share, 'succeeded', maxerror, iter_time_elapsed)
iter_summary_table{end+1} = sprintf('%i \t | %1.5f \t | %s \t | %e \t | %.1f\n', iteration, new_share, 'succeeded', maxerror, iter_time_elapsed);
end
current_share = new_share;
if current_share >= options_.simul.homotopy_max_completion_share
% Print the iterations summary table for the last time, to show convergence
fprintf('%s', iter_summary_table{:})
break
end
success_counter = success_counter + 1;
@ -292,18 +281,17 @@ while step > options_.simul.homotopy_min_step_size
step = step / 2;
if ~options_.noprint
if ~steady_success
fprintf('%i \t | %1.5f \t | %s \t\t | %.1f\n', iteration, new_share, 'failed (in endval steady)', iter_time_elapsed)
iter_summary_table{end+1} = sprintf('%i \t | %1.5f \t | failed (in endval steady) \t\t | %.1f\n', iteration, new_share, iter_time_elapsed);
elseif isreal(maxerror)
fprintf('%i \t | %1.5f \t | %s \t | %e \t | %.1f\n', iteration, new_share, 'failed', maxerror, iter_time_elapsed)
iter_summary_table{end+1} = sprintf('%i \t | %1.5f \t | failed \t | %e \t | %.1f\n', iteration, new_share, maxerror, iter_time_elapsed);
else
fprintf('%i \t | %1.5f \t | %s \t | %s \t | %.1f\n', iteration, new_share, 'failed', 'Complex', iter_time_elapsed)
iter_summary_table{end+1} = sprintf('%i \t | %1.5f \t | failed \t | Complex \t | %.1f\n', iteration, new_share, iter_time_elapsed);
end
end
end
end
if did_homotopy && ~options_.noprint
fprintf('+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++\n\n')
% Print the iterations summary table at every iteration
fprintf('%s', iter_summary_table{:})
end
%If simulated paths are complex, take real part and recompute the residuals to check whether this is actually a solution
@ -319,6 +307,8 @@ if ~isreal(endo_simul(:)) % cannot happen with bytecode or the perfect_foresight
end
end
fprintf('\n')
% Do linearization if needed and requested, and put results and solver status information in oo_
if current_share == 1
oo_.endo_simul = endo_simul;
@ -406,12 +396,6 @@ if ~isempty(per_block_status)
oo_.deterministic_simulation.block = per_block_status;
end
% Must come after marginal linearization
if did_homotopy
options_.verbosity = oldverbositylevel;
warning(warning_old_state);
end
dyn2vec(M_, oo_, options_);
if isfield(oo_, 'initval_series') && ~isempty(oo_.initval_series)