diff --git a/matlab/homotopy1.m b/matlab/homotopy1.m
index 4b7009905..1d5d203ca 100644
--- a/matlab/homotopy1.m
+++ b/matlab/homotopy1.m
@@ -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 .
-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
diff --git a/matlab/homotopy3.m b/matlab/homotopy3.m
index 5359680bf..5f77c0677 100644
--- a/matlab/homotopy3.m
+++ b/matlab/homotopy3.m
@@ -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 .
-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')
diff --git a/matlab/steady.m b/matlab/steady.m
index ea1e7508b..7bd3c800d 100644
--- a/matlab/steady.m
+++ b/matlab/steady.m
@@ -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