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Block (without bytecode): use dynatol.f as convergence criterion for perfect foresight 

Was incorrectly using solve_tolf.
trustregion
Sébastien Villemot 2022-03-23 17:25:32 +01:00
parent e5f4d96c71
commit dd1ec10ec8
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1 changed files with 2 additions and 2 deletions
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matlab/perfect-foresight-models/solve_block_decomposed_problem.m
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@ -72,10 +72,10 @@ for blk = 1:length(M_.block_structure.block)
M_.block_structure.block(blk).Simulation_Type == 6 || ... % solveForwardComplete
M_.block_structure.block(blk).Simulation_Type == 7 % solveBackwardComplete
is_forward = M_.block_structure.block(blk).Simulation_Type == 3 || M_.block_structure.block(blk).Simulation_Type == 6;
[y, T, oo_] = solve_one_boundary(funcname, y, oo_.exo_simul, M_.params, oo_.steady_state, T, y_index, M_.block_structure.block(blk).NNZDerivatives, options_.periods, M_.block_structure.block(blk).is_linear, blk, M_.maximum_lag, options_.simul.maxit, options_.solve_tolf, options_.slowc, cutoff, options_.stack_solve_algo, is_forward, true, false, M_, options_, oo_);
[y, T, oo_] = solve_one_boundary(funcname, y, oo_.exo_simul, M_.params, oo_.steady_state, T, y_index, M_.block_structure.block(blk).NNZDerivatives, options_.periods, M_.block_structure.block(blk).is_linear, blk, M_.maximum_lag, options_.simul.maxit, options_.dynatol.f, options_.slowc, cutoff, options_.stack_solve_algo, is_forward, true, false, M_, options_, oo_);
elseif M_.block_structure.block(blk).Simulation_Type == 5 || ... % solveTwoBoundariesSimple
M_.block_structure.block(blk).Simulation_Type == 8 % solveTwoBoundariesComplete
[y, T, oo_] = solve_two_boundaries(funcname, y, oo_.exo_simul, M_.params, oo_.steady_state, T, y_index, M_.block_structure.block(blk).NNZDerivatives, options_.periods, M_.block_structure.block(blk).maximum_lag, M_.block_structure.block(blk).maximum_lead, M_.block_structure.block(blk).is_linear, blk, M_.maximum_lag, options_.simul.maxit, options_.solve_tolf, options_.slowc, cutoff, options_.stack_solve_algo, options_, M_, oo_);
[y, T, oo_] = solve_two_boundaries(funcname, y, oo_.exo_simul, M_.params, oo_.steady_state, T, y_index, M_.block_structure.block(blk).NNZDerivatives, options_.periods, M_.block_structure.block(blk).maximum_lag, M_.block_structure.block(blk).maximum_lead, M_.block_structure.block(blk).is_linear, blk, M_.maximum_lag, options_.simul.maxit, options_.dynatol.f, options_.slowc, cutoff, options_.stack_solve_algo, options_, M_, oo_);
end
tmp = y(M_.block_structure.block(blk).variable, :);