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trunk dynare_solve.m: 

* fail if solve_algo=0 and we don't have the optimization toolbox (or under Octave); the previous behavior was to fallback on solve_algo=1
* fail if solve_algo is not between 0 and 4


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2090 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2008-09-22 13:13:04 +00:00
parent ae68da82ff
commit d4e2d6c27f
1 changed files with 24 additions and 31 deletions
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55
matlab/dynare_solve.m
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@ -38,30 +38,28 @@ function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
options_ = set_default_option(options_,'solve_algo',2);
info = 0;
if options_.solve_algo == 0
if ~isempty(which('fsolve'))
options=optimset('fsolve');
options.MaxFunEvals = 50000;
options.MaxIter = 2000;
options.TolFun=1e-8;
options.Display = 'iter';
if jacobian_flag
options.Jacobian = 'on';
else
options.Jacobian = 'off';
end
[x,fval,exitval,output] = fsolve(func,x,options,varargin{:});
if exitval > 0
info = 0;
else
info = 1;
end
return
else
options_.solve_algo = 1;
if exist('OCTAVE_VERSION') || isempty(ver('optim'))
% Note that fsolve() exists under Octave, but has a different syntax
% So we fail for the moment under Octave, until we add the corresponding code
error('DYNARE_SOLVE: you can''t use solve_algo=0 since you don''t have Matlab''s Optimization Toolbox')
end
end
if options_.solve_algo == 1
options=optimset('fsolve');
options.MaxFunEvals = 50000;
options.MaxIter = 2000;
options.TolFun=1e-8;
options.Display = 'iter';
if jacobian_flag
options.Jacobian = 'on';
else
options.Jacobian = 'off';
end
[x,fval,exitval,output] = fsolve(func,x,options,varargin{:});
if exitval > 0
info = 0;
else
info = 1;
end
elseif options_.solve_algo == 1
nn = size(x,1);
[x,info]=solve1(func,x,1:nn,1:nn,jacobian_flag,varargin{:});
elseif options_.solve_algo == 2 || options_.solve_algo == 4
@ -84,8 +82,6 @@ function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
error('exiting ...')
end
% f = 0.5*fvec'*fvec ;
if max(abs(fvec)) < tolf
return ;
end
@ -132,10 +128,7 @@ function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
[x,info] = csolve(func,x,func,1e-6,500,varargin{:});
else
[x,info] = csolve(func,x,[],1e-6,500,varargin{:});
end
end
else
error('DYNARE_SOLVE: option solve_algo must be one of [0,1,2,3,4]')
end
% fvec1 = feval(func,x,varargin{:})
% 08/28/03 MJ add a final call to solve1 for solve_algo == 1 in case
% initvals generates 'false' zeros in the Jacobian