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

Implemented MATLAB part of the block_mfs option to steady. 

(Still need to fix a bug)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2829 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2009-07-09 16:35:07 +00:00
parent a089e59f3c
commit e8700bc046
7 changed files with 72 additions and 34 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

30
matlab/block_mfs_steadystate.m Normal file
View File

@ -0,0 +1,30 @@
function [r, g1] = block_mfs_steadystate(y, b)
% Wrapper around the *_static.m file, for use with dynare_solve,
% when block_mfs option is given to steady.
% Copyright (C) 2009 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% 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_
ss = oo_.steady_state;
indx = M_.blocksMFS{b};
ss(indx) = y;
x = [oo_.exo_steady_state; oo_.exo_det_steady_state];
eval(['[r,g1] = ' M_.fname '_static(b, ss, x, M_.params);']);

6
matlab/global_initialization.m
View File

@ -220,4 +220,8 @@ function global_initialization()
% prior analysis
options_.prior_mc = 20000;
options_.prior_analysis_endo_var_list = [];
options_.prior_analysis_endo_var_list = [];
% block decomposition + minimum feedback set for steady state computation
options_.block_mfs = 0;

10
matlab/homotopy1.m
View File

@ -77,13 +77,9 @@ function homotopy1(values, step_nbr)
oo_.exo_steady_state(values(ix,2)) = points(ix,i);
oo_.exo_det_steady_state(values(ixd,2)) = points(ixd,i);
[oo_.steady_state,check] = dynare_solve([M_.fname '_static'],...
oo_.steady_state,...
options_.jacobian_flag, ...
[oo_.exo_steady_state; ...
oo_.exo_det_steady_state], M_.params);
if check
try
steady_;
catch
error('HOMOTOPY mode 1: failed')
end
end

9
matlab/homotopy2.m
View File

@ -99,13 +99,10 @@ function homotopy2(values, step_nbr)
end
disp([ 'HOMOTOPY mode 2: lauching solver with ' strtrim(varname) ' = ' num2str(v) ' ...'])
[oo_.steady_state,check] = dynare_solve([M_.fname '_static'],...
oo_.steady_state,...
options_.jacobian_flag, ...
[oo_.exo_steady_state; ...
oo_.exo_det_steady_state], M_.params);
if check
try
steady_;
catch
error('HOMOTOPY mode 2: failed')
end
end

22
matlab/homotopy3.m
View File

@ -89,17 +89,10 @@ function homotopy3(values, step_nbr)
oo_.exo_det_steady_state(values(ixd,2)) = curvalues(ixd);
old_ss = oo_.steady_state;
[oo_.steady_state,check] = dynare_solve([M_.fname '_static'],...
oo_.steady_state,...
options_.jacobian_flag, ...
[oo_.exo_steady_state; ...
oo_.exo_det_steady_state], M_.params);
if check
disp('HOMOTOPY mode 3: failed step, now dividing increment by 2...')
inc = inc/2;
oo_.steady_state = old_ss;
else
try
steady_;
if length([kplus; kminus]) == nv
return
end
@ -110,7 +103,12 @@ function homotopy3(values, step_nbr)
end
oldvalues = curvalues;
inc = 2*inc;
end
catch
disp('HOMOTOPY mode 3: failed step, now dividing increment by 2...')
inc = inc/2;
oo_.steady_state = old_ss;
end
curvalues = oldvalues + inc;
kplus = find(curvalues(iplus) >= targetvalues(iplus));
curvalues(iplus(kplus)) = targetvalues(iplus(kplus));

14
matlab/steady_.m
View File

@ -62,6 +62,20 @@ function steady_()
options_.jacobian_flag, ...
[oo_.exo_steady_state;oo_.exo_det_steady_state],indv);
end
elseif options_.block_mfs
for b = 1:size(M_.blocksMFS,1)
n = size(M_.blocksMFS{b}, 1);
ss = oo_.steady_state;
if n ~= 0
[y, check] = dynare_solve('block_mfs_steadystate', ...
ss(M_.blocksMFS{b}), ...
options_.jacobian_flag, b);
ss(M_.blocksMFS{b}) = y;
end
[r, g1, oo_.steady_state] = feval([M_.fname '_static'], b, ss, ...
[oo_.exo_steady_state; ...
oo_.exo_det_steady_state], M_.params);
end
else
[oo_.steady_state,check] = dynare_solve([M_.fname '_static'],...
oo_.steady_state,...

15
preprocessor/StaticModel.cc
View File

@ -517,15 +517,11 @@ StaticModel::writeOutput(ostream &output) const
if (!block_mfs)
return;
output << "M_.blocks = cell(" << blocks.size() << ", 1);" << endl
<< "M_.blocksMFS = cell(" << blocksMFS.size() << ", 1);" << endl;
output << "M_.blocksMFS = cell(" << blocksMFS.size() << ", 1);" << endl;
for(int b = 0; b < (int) blocks.size(); b++)
{
output << "M_.blocks{" << b+1 << "} = [ ";
transform(blocks[b].begin(), blocks[b].end(), ostream_iterator<int>(output, " "), bind2nd(plus<int>(), 1));
output << "];" << endl
<< "M_.blocksMFS{" << b+1 << "} = [ ";
transform(blocksMFS[b].begin(), blocksMFS[b].end(), ostream_iterator<int>(output, " "), bind2nd(plus<int>(), 1));
output << "M_.blocksMFS{" << b+1 << "} = [ ";
transform(blocksMFS[b].begin(), blocksMFS[b].end(), ostream_iterator<int>(output, "; "), bind2nd(plus<int>(), 1));
output << "];" << endl;
}
}
@ -533,7 +529,7 @@ StaticModel::writeOutput(ostream &output) const
void
StaticModel::writeStaticBlockMFSFile(ostream &output, const string &func_name) const
{
output << "function [y, residual, g1] = " << func_name << "(nblock, y, x, params)" << endl
output << "function [residual, g1, y] = " << func_name << "(nblock, y, x, params)" << endl
<< " switch nblock" << endl;
for(int b = 0; b < (int) blocks.size(); b++)
@ -596,4 +592,7 @@ StaticModel::writeStaticBlockMFSFile(ostream &output, const string &func_name) c
i++;
}
}
output << " end" << endl
<< "end" << endl;
}