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Remove obsolete Sylvester options 

dr_block has been removed
new-samplers
Johannes Pfeifer 2023-12-08 15:41:36 +01:00
parent 021b9dbb25
commit ec76bda254
7 changed files with 0 additions and 60 deletions
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44
doc/manual/source/the-model-file.rst
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@ -4787,31 +4787,6 @@ Computing the stochastic solution
and this option has no effect. More references can be found
`here <https://archives.dynare.org/DynareWiki/PartialInformation>`__ .
.. option:: sylvester = OPTION
Determines the algorithm used to solve the Sylvester equation
for block decomposed model. Possible values for OPTION are:
``default``
Uses the default solver for Sylvester equations
(``gensylv``) based on Ondra Kamenik’s algorithm (see
`here
<https://www.dynare.org/assets/team-presentations/sylvester.pdf>`__
for more information).
``fixed_point``
Uses a fixed point algorithm to solve the Sylvester
equation (``gensylv_fp``). This method is faster than
the default one for large scale models.
|br| Default value is ``default``.
.. option:: sylvester_fixed_point_tol = DOUBLE
The convergence criterion used in the fixed point
Sylvester solver. Its default value is ``1e-12``.
.. option:: dr = OPTION
@ -7923,15 +7898,6 @@ observed variables.
See :opt:`aim_solver`.
.. option:: sylvester = OPTION
See :opt:`sylvester <sylvester = OPTION>`.
.. option:: sylvester_fixed_point_tol = DOUBLE
See :opt:`sylvester_fixed_point_tol <sylvester_fixed_point_tol
= DOUBLE>` .
.. option:: lyapunov = OPTION
Determines the algorithm used to solve the Lyapunov equation to
@ -9475,16 +9441,6 @@ adding prior information comes at the cost of a loss in efficiency of the estima
See :opt:`lyapunov_doubling_tol <lyapunov_doubling_tol = DOUBLE>`.
Default: ``1e-16``.
.. option:: sylvester = OPTION
See :opt:`sylvester <sylvester = OPTION>`.
Default: ``default``, i.e. uses ``gensylv``.
.. option:: sylvester_fixed_point_tol = DOUBLE
See :opt:`sylvester_fixed_point_tol <sylvester_fixed_point_tol = DOUBLE>`.
Default: ``1e-12``.
.. option:: qz_criterium = DOUBLE
See :opt:`qz_criterium <qz_criterium = DOUBLE>`.

2
matlab/+mom/default_option_mom_values.m
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@ -160,8 +160,6 @@ options_mom_ = set_default_option(options_mom_,'lyapunov_srs',false);
options_mom_ = set_default_option(options_mom_,'lyapunov_complex_threshold',1e-15); % complex block threshold for the upper triangular matrix in symmetric Lyapunov equation solver
options_mom_ = set_default_option(options_mom_,'lyapunov_fixed_point_tol',1e-10); % convergence criterion used in the fixed point Lyapunov solver
options_mom_ = set_default_option(options_mom_,'lyapunov_doubling_tol',1e-16); % convergence criterion used in the doubling algorithm
options_mom_ = set_default_option(options_mom_,'sylvester_fp',false); % determines whether to use fixed point algorihtm to solve Sylvester equation (gensylv_fp), faster for large scale models
options_mom_ = set_default_option(options_mom_,'sylvester_fixed_point_tol',1e-12); % convergence criterion used in the fixed point Sylvester solver
% mode check plot
options_mom_.mode_check.nolik = false; % we don't do likelihood (also this initializes mode_check substructure)

6
matlab/default_option_values.m
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@ -664,12 +664,6 @@ options_.use_dll = false;
% model evaluated using bytecode.dll
options_.bytecode = false;
% if true, use a fixed point method to solve Sylvester equation (for large scale models)
options_.sylvester_fp = false;
% convergence criteria to solve iteratively a sylvester equations
options_.sylvester_fixed_point_tol = 1e-12;
% if true, use a fixed point method to solve Lyapunov equation (for large scale models)
options_.lyapunov_fp = false;
% if true, use a doubling algorithm to solve Lyapunov equation (for large scale models)

2
tests/estimation/method_of_moments/AnScho/AnScho_MoM_common.inc
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@ -269,8 +269,6 @@ method_of_moments(
% , lyapunov_complex_threshold = 1e-15 % complex block threshold for the upper triangular matrix in symmetric Lyapunov equation solver
% , lyapunov_fixed_point_tol = 1e-10 % convergence criterion used in the fixed point Lyapunov solver
% , lyapunov_doubling_tol = 1e-16 % convergence criterion used in the doubling algorithm
% , sylvester = default % algorithm to solve Sylvester equation; possible values are DEFAULT, FIXED_POINT
% , sylvester_fixed_point_tol = 1e-12 % convergence criterion used in the fixed point Sylvester solver
% , qz_criterium = 0.999999 % value used to split stable from unstable eigenvalues in reordering the Generalized Schur decomposition used for solving first order problems
% , qz_zero_threshold = 1e-6 % value used to test if a generalized eigenvalue is 0/0 in the generalized Schur decomposition
% , schur_vec_tol=1e-11 % tolerance level used to find nonstationary variables in Schur decomposition of the transition matrix

2
tests/estimation/method_of_moments/RBC/RBC_MoM_Andreasen.mod
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@ -218,8 +218,6 @@ method_of_moments(
% , lyapunov_complex_threshold = 1e-15 % complex block threshold for the upper triangular matrix in symmetric Lyapunov equation solver
% , lyapunov_fixed_point_tol = 1e-10 % convergence criterion used in the fixed point Lyapunov solver
% , lyapunov_doubling_tol = 1e-16 % convergence criterion used in the doubling algorithm
% , sylvester = default % algorithm to solve Sylvester equation; possible values are DEFAULT, FIXED_POINT
% , sylvester_fixed_point_tol = 1e-12 % convergence criterion used in the fixed point Sylvester solver
% , qz_criterium = 0.999999 % value used to split stable from unstable eigenvalues in reordering the Generalized Schur decomposition used for solving first order problems
% , qz_zero_threshold = 1e-6 % value used to test if a generalized eigenvalue is 0/0 in the generalized Schur decomposition
% , schur_vec_tol=1e-11 % tolerance level used to find nonstationary variables in Schur decomposition of the transition matrix

2
tests/estimation/method_of_moments/RBC/RBC_MoM_SMM_ME.mod
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@ -205,8 +205,6 @@ end
% , lyapunov_complex_threshold = 1e-15 % complex block threshold for the upper triangular matrix in symmetric Lyapunov equation solver
% , lyapunov_fixed_point_tol = 1e-10 % convergence criterion used in the fixed point Lyapunov solver
% , lyapunov_doubling_tol = 1e-16 % convergence criterion used in the doubling algorithm
% , sylvester = default % algorithm to solve Sylvester equation; possible values are DEFAULT, FIXED_POINT
% , sylvester_fixed_point_tol = 1e-12 % convergence criterion used in the fixed point Sylvester solver
% , qz_criterium = 0.999999 % value used to split stable from unstable eigenvalues in reordering the Generalized Schur decomposition used for solving first order problems
% , qz_zero_threshold = 1e-6 % value used to test if a generalized eigenvalue is 0/0 in the generalized Schur decomposition
% , schur_vec_tol=1e-11 % tolerance level used to find nonstationary variables in Schur decomposition of the transition matrix

2
tests/estimation/method_of_moments/RBC/RBC_MoM_prefilter.mod
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@ -177,8 +177,6 @@ save('test_matrix.mat','weighting_matrix')
% , lyapunov_complex_threshold = 1e-15 % complex block threshold for the upper triangular matrix in symmetric Lyapunov equation solver
% , lyapunov_fixed_point_tol = 1e-10 % convergence criterion used in the fixed point Lyapunov solver
% , lyapunov_doubling_tol = 1e-16 % convergence criterion used in the doubling algorithm
% , sylvester = default % algorithm to solve Sylvester equation; possible values are DEFAULT, FIXED_POINT
% , sylvester_fixed_point_tol = 1e-12 % convergence criterion used in the fixed point Sylvester solver
% , qz_criterium = 0.999999 % value used to split stable from unstable eigenvalues in reordering the Generalized Schur decomposition used for solving first order problems
% , qz_zero_threshold = 1e-6 % value used to test if a generalized eigenvalue is 0/0 in the generalized Schur decomposition
% , schur_vec_tol=1e-11 % tolerance level used to find nonstationary variables in Schur decomposition of the transition matrix