Cleaning homotopy1. Removing globals from homotopy3. Now it returns
last successful values when it failstime-shift
Michel Juillard
parent
6b100d3dbe
commit
d064db34ab
|
|
@ -1,4 +1,4 @@
|
|||
function [M,oo,info,last_values,ip,ix,ixd] = homotopy1(values, step_nbr, M, options, oo)
|
||||
function [M,oo,info,ip,ix,ixd] = homotopy1(values, step_nbr, M, options, oo)
|
||||
% function homotopy1(values, step_nbr)
|
||||
%
|
||||
% Implements homotopy (mode 1) for steady-state computation.
|
||||
|
|
@ -23,7 +23,6 @@ function [M,oo,info,last_values,ip,ix,ixd] = homotopy1(values, step_nbr, M, opti
|
|||
% OUTPUTS
|
||||
% M struct of model parameters
|
||||
% oo struct of outputs
|
||||
% last_values last set of values fir which a solution was found
|
||||
% ip index of parameters
|
||||
% ix index of exogenous variables
|
||||
% ixp index of exogenous deterministic variables
|
||||
|
|
@ -48,7 +47,6 @@ function [M,oo,info,last_values,ip,ix,ixd] = homotopy1(values, step_nbr, M, opti
|
|||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
last_values = [];
|
||||
nv = size(values, 1);
|
||||
|
||||
ip = find(values(:,1) == 4); % Parameters
|
||||
|
|
@ -96,7 +94,6 @@ for i=1:step_nbr+1
|
|||
M.params = old_params;
|
||||
oo.exo_steady_state = old_exo;
|
||||
oo.exo_det_steady_state = old_exo_det;
|
||||
last_values = points(:,i-1);
|
||||
break
|
||||
end
|
||||
end
|
||||
|
|
|
|||
|
|
@ -1,4 +1,4 @@
|
|||
function homotopy3(values, step_nbr)
|
||||
function [M,oo,info,ip,ix,ixd]=homotopy3(values, step_nbr, M, options, oo)
|
||||
% function homotopy3(values, step_nbr)
|
||||
%
|
||||
% Implements homotopy (mode 3) for steady-state computation.
|
||||
|
|
@ -18,9 +18,17 @@ function homotopy3(values, step_nbr)
|
|||
% Column 3 can contain NaNs, in which case previous
|
||||
% initialization of variable will be used as initial value.
|
||||
% step_nbr: maximum number of steps to try before aborting
|
||||
% M struct of model parameters
|
||||
% options struct of options
|
||||
% oo struct of outputs
|
||||
%
|
||||
% OUTPUTS
|
||||
% none
|
||||
% M struct of model parameters
|
||||
% oo struct of outputs
|
||||
% info return status 0: OK, 1: failed
|
||||
% ip index of parameters
|
||||
% ix index of exogenous variables
|
||||
% ixp index of exogenous deterministic variables
|
||||
%
|
||||
% SPECIAL REQUIREMENTS
|
||||
% none
|
||||
|
|
@ -42,8 +50,7 @@ function homotopy3(values, step_nbr)
|
|||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
global M_ oo_ options_
|
||||
|
||||
info = [];
|
||||
tol = 1e-8;
|
||||
|
||||
nv = size(values,1);
|
||||
|
|
@ -58,41 +65,43 @@ end
|
|||
|
||||
% Construct vector of starting values, using previously initialized values
|
||||
% when initial value has not been given in homotopy_setup block
|
||||
oldvalues = values(:,3);
|
||||
ipn = find(values(:,1) == 4 & isnan(oldvalues));
|
||||
oldvalues(ipn) = M_.params(values(ipn, 2));
|
||||
ixn = find(values(:,1) == 1 & isnan(oldvalues));
|
||||
oldvalues(ixn) = oo_.exo_steady_state(values(ixn, 2));
|
||||
ixdn = find(values(:,1) == 2 & isnan(oldvalues));
|
||||
oldvalues(ixdn) = oo_.exo_det_steady_state(values(ixdn, 2));
|
||||
last_values = values(:,3);
|
||||
ipn = find(values(:,1) == 4 & isnan(last_values));
|
||||
last_values(ipn) = M.params(values(ipn, 2));
|
||||
ixn = find(values(:,1) == 1 & isnan(last_values));
|
||||
last_values(ixn) = oo.exo_steady_state(values(ixn, 2));
|
||||
ixdn = find(values(:,1) == 2 & isnan(last_values));
|
||||
last_values(ixdn) = oo.exo_det_steady_state(values(ixdn, 2));
|
||||
|
||||
targetvalues = values(:,4);
|
||||
|
||||
if min(abs(targetvalues - oldvalues)) < tol
|
||||
if min(abs(targetvalues - last_values)) < tol
|
||||
error('HOMOTOPY mode 3: distance between initial and final values should be at least %e for all variables', tol)
|
||||
end
|
||||
iplus = find(targetvalues > oldvalues);
|
||||
iminus = find(targetvalues < oldvalues);
|
||||
iplus = find(targetvalues > last_values);
|
||||
iminus = find(targetvalues < last_values);
|
||||
|
||||
curvalues = oldvalues;
|
||||
inc = (targetvalues-oldvalues)/2;
|
||||
curvalues = last_values;
|
||||
inc = (targetvalues-last_values)/2;
|
||||
kplus = [];
|
||||
kminus = [];
|
||||
last_values = [];
|
||||
|
||||
disp('HOMOTOPY mode 3: launching solver at initial point...')
|
||||
|
||||
iter = 1;
|
||||
while iter < step_nbr
|
||||
|
||||
M_.params(values(ip,2)) = curvalues(ip);
|
||||
oo_.exo_steady_state(values(ix,2)) = curvalues(ix);
|
||||
oo_.exo_det_steady_state(values(ixd,2)) = curvalues(ixd);
|
||||
M.params(values(ip,2)) = curvalues(ip);
|
||||
oo.exo_steady_state(values(ix,2)) = curvalues(ix);
|
||||
oo.exo_det_steady_state(values(ixd,2)) = curvalues(ixd);
|
||||
|
||||
old_ss = oo_.steady_state;
|
||||
old_ss = oo.steady_state;
|
||||
|
||||
try
|
||||
oo_.steady_state = steady_(M_,options_,oo_);
|
||||
|
||||
[steady_state,params,info] = steady_(M,options,oo);
|
||||
if info(1) == 0
|
||||
oo.steady_state = steady_state;
|
||||
M.params = params;
|
||||
if length([kplus; kminus]) == nv
|
||||
return
|
||||
end
|
||||
|
|
@ -101,25 +110,33 @@ while iter < step_nbr
|
|||
else
|
||||
disp('HOMOTOPY mode 3: successful step, now multiplying increment by 2...')
|
||||
end
|
||||
oldvalues = curvalues;
|
||||
last_values = curvalues;
|
||||
old_params = params;
|
||||
old_exo_steady_state = oo.exo_steady_state;
|
||||
old_exo_det_steady_state = oo.exo_det_steady_state;
|
||||
inc = 2*inc;
|
||||
catch E
|
||||
disp(E.message)
|
||||
elseif iter == 1
|
||||
error('HOMOTOPY mode 3: can''t solve the model at 1st iteration')
|
||||
else
|
||||
disp('HOMOTOPY mode 3: failed step, now dividing increment by 2...')
|
||||
inc = inc/2;
|
||||
oo_.steady_state = old_ss;
|
||||
oo.steady_state = old_ss;
|
||||
end
|
||||
|
||||
curvalues = oldvalues + inc;
|
||||
curvalues = last_values + inc;
|
||||
kplus = find(curvalues(iplus) >= targetvalues(iplus));
|
||||
curvalues(iplus(kplus)) = targetvalues(iplus(kplus));
|
||||
kminus = find(curvalues(iminus) <= targetvalues(iminus));
|
||||
curvalues(iminus(kminus)) = targetvalues(iminus(kminus));
|
||||
|
||||
if max(abs(inc)) < tol
|
||||
error('HOMOTOPY mode 3: failed, increment has become too small')
|
||||
disp('HOMOTOPY mode 3: failed, increment has become too small')
|
||||
M.params = old_params;
|
||||
oo.exo_steady_state = old_exo_steady_state;
|
||||
oo.exo_det_steady_state = old_exo_det_steady_state;
|
||||
return
|
||||
end
|
||||
|
||||
iter = iter + 1;
|
||||
end
|
||||
error('HOMOTOPY mode 3: failed, maximum iterations reached')
|
||||
disp('HOMOTOPY mode 3: failed, maximum iterations reached')
|
||||
|
|
|
|||
|
|
@ -46,29 +46,29 @@ M_.Sigma_e = zeros(size(Sigma_e));
|
|||
info = 0;
|
||||
switch options_.homotopy_mode
|
||||
case 1
|
||||
[M_,oo_,info,last_values,ip,ix,ixd] = homotopy1(options_.homotopy_values, options_.homotopy_steps,M_,options_,oo_);
|
||||
[M_,oo_,info,ip,ix,ixd] = homotopy1(options_.homotopy_values,options_.homotopy_steps,M_,options_,oo_);
|
||||
case 2
|
||||
homotopy2(options_.homotopy_values, options_.homotopy_steps);
|
||||
case 3
|
||||
homotopy3(options_.homotopy_values, options_.homotopy_steps);
|
||||
[M_,oo_,info,ip,ix,ixd] = homotopy3(options_.homotopy_values,options_.homotopy_steps,M_,options_,oo_);
|
||||
end
|
||||
|
||||
if info(1)
|
||||
hv = options_.homotopy_values;
|
||||
disp(' ')
|
||||
disp('WARNING: homotopy step was not comleted')
|
||||
disp('WARNING: homotopy step was not completed')
|
||||
disp('The last values for which a solution was found are:')
|
||||
for i=1:length(ip)
|
||||
disp(sprintf('%12s %12.6f',M_.param_names(hv(ip(i),2),:), ...
|
||||
last_values(ip(i))))
|
||||
M_.params(hv(ip(i)))))
|
||||
end
|
||||
for i=1:length(ix)
|
||||
disp(sprintf('%12s %12.6f',M_.exo_names(hv(ix(i),2),:), ...
|
||||
last_values(ix(i))))
|
||||
oo_.exo_steady_state(hv(ix(i)))))
|
||||
end
|
||||
for i=1:length(ixd)
|
||||
disp(sprintf('%12s %12.6f',M_.exo_det_names(hv(ixd(i),2),:), ...
|
||||
last_values(ixd(i))))
|
||||
oo_.exo_det_steady_state(hv(ixd(i)))))
|
||||
end
|
||||
|
||||
if options_.homotopy_force_continue
|
||||
|
|
|
|||
Loading…
Reference in New Issue