removed "global options_" in dynare_solve.m and made it an
argument. Modified all calling functions.time-shift
Michel Juillard
parent
d5cb78bbea
commit
f03839cf12
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@ -50,9 +50,11 @@ elseif options_.steadystate_flag
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M.endo_names,'exact')];
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end
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if inst_nbr == 1
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inst_val = csolve(nl_func,ys_init(k_inst),'',options_.solve_tolf,100); %solve for instrument, using univariate solver, starting at initial value for instrument
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%solve for instrument, using univariate solver, starting at initial value for instrument
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inst_val = csolve(nl_func,ys_init(k_inst),'',options_.solve_tolf,100);
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else
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[inst_val,info1] = dynare_solve(nl_func,ys_init(k_inst),0); %solve for instrument, using multivariate solver, starting at initial value for instrument
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%solve for instrument, using multivariate solver, starting at initial value for instrument
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[inst_val,info1] = dynare_solve(nl_func,ys_init(k_inst),options_);
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end
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ys_init(k_inst) = inst_val;
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exo_ss = [oo.exo_steady_state oo.exo_det_steady_state];
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@ -61,7 +63,7 @@ elseif options_.steadystate_flag
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else
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n_var = M.orig_endo_nbr;
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xx = oo.steady_state(1:n_var);
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[xx,check] = dynare_solve(nl_func,xx,0);
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[xx,check] = dynare_solve(nl_func,xx,options_);
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[junk,junk,steady_state] = nl_func(xx);
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end
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@ -1,12 +1,11 @@
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function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
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% function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
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function [x,info] = dynare_solve(func,x,options,varargin)
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% function [x,info] = dynare_solve(func,x,options,varargin)
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% proposes different solvers
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%
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% INPUTS
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% func: name of the function to be solved
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% x: guess values
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% jacobian_flag=1: jacobian given by the 'func' function
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% jacobian_flag=0: jacobian obtained numerically
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% options: struct of Dynare options
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% varargin: list of arguments following jacobian_flag
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%
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% OUTPUTS
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@ -16,7 +15,7 @@ function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2001-2014 Dynare Team
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% Copyright (C) 2001-2015 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -33,14 +32,16 @@ function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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global options_
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% jacobian_flag=1: jacobian given by the 'func' function
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% jacobian_flag=0: jacobian obtained numerically
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jacobian_flag = options.jacobian_flag;
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% Set tolerance parameter depending the the caller function.
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stack = dbstack;
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if strcmp(stack(2).file,'simulation_core.m')
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tolf = options_.dynatol.f;
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tolf = options.dynatol.f;
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else
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tolf = options_.solve_tolf;
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tolf = options.solve_tolf;
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end
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info = 0;
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@ -79,7 +80,7 @@ if max(abs(fvec)) < tolf
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return ;
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end
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if options_.solve_algo == 0
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if options.solve_algo == 0
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if ~isoctave
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if ~user_has_matlab_license('optimization_toolbox')
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error('You can''t use solve_algo=0 since you don''t have MATLAB''s Optimization Toolbox')
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@ -87,7 +88,7 @@ if options_.solve_algo == 0
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end
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options=optimset('fsolve');
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options.MaxFunEvals = 50000;
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options.MaxIter = options_.steady.maxit;
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options.MaxIter = options.steady.maxit;
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options.TolFun = tolf;
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options.Display = 'iter';
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if jacobian_flag
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@ -115,17 +116,17 @@ if options_.solve_algo == 0
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else
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info = 1;
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end
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elseif options_.solve_algo == 1
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[x,info]=solve1(func,x,1:nn,1:nn,jacobian_flag,options_.gstep, ...
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tolf,options_.solve_tolx, ...
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options_.steady.maxit,options_.debug,varargin{:});
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elseif options_.solve_algo == 9
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[x,info]=trust_region(func,x,1:nn,1:nn,jacobian_flag,options_.gstep, ...
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tolf,options_.solve_tolx, ...
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options_.steady.maxit,options_.debug,varargin{:});
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elseif options_.solve_algo == 2 || options_.solve_algo == 4
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elseif options.solve_algo == 1
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[x,info]=solve1(func,x,1:nn,1:nn,jacobian_flag,options.gstep, ...
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tolf,options.solve_tolx, ...
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options.steady.maxit,options.debug,varargin{:});
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elseif options.solve_algo == 9
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[x,info]=trust_region(func,x,1:nn,1:nn,jacobian_flag,options.gstep, ...
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tolf,options.solve_tolx, ...
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options.steady.maxit,options.debug,varargin{:});
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elseif options.solve_algo == 2 || options.solve_algo == 4
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if options_.solve_algo == 2
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if options.solve_algo == 2
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solver = @solve1;
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else
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solver = @trust_region;
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@ -133,7 +134,7 @@ elseif options_.solve_algo == 2 || options_.solve_algo == 4
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if ~jacobian_flag
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fjac = zeros(nn,nn) ;
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dh = max(abs(x),options_.gstep(1)*ones(nn,1))*eps^(1/3);
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dh = max(abs(x),options.gstep(1)*ones(nn,1))*eps^(1/3);
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for j = 1:nn
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xdh = x ;
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xdh(j) = xdh(j)+dh(j) ;
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@ -143,18 +144,18 @@ elseif options_.solve_algo == 2 || options_.solve_algo == 4
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[j1,j2,r,s] = dmperm(fjac);
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if options_.debug
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if options.debug
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disp(['DYNARE_SOLVE (solve_algo=2|4): number of blocks = ' num2str(length(r))]);
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end
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for i=length(r)-1:-1:1
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if options_.debug
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if options.debug
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disp(['DYNARE_SOLVE (solve_algo=2|4): solving block ' num2str(i) ', of size ' num2str(r(i+1)-r(i)) ]);
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end
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[x,info]=solver(func,x,j1(r(i):r(i+1)-1),j2(r(i):r(i+1)-1),jacobian_flag, ...
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options_.gstep, ...
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tolf,options_.solve_tolx, ...
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options_.steady.maxit,options_.debug,varargin{:});
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options.gstep, ...
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tolf,options.solve_tolx, ...
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options.steady.maxit,options.debug,varargin{:});
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if info
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return
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end
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@ -162,17 +163,17 @@ elseif options_.solve_algo == 2 || options_.solve_algo == 4
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fvec = feval(func,x,varargin{:});
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if max(abs(fvec)) > tolf
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[x,info]=solver(func,x,1:nn,1:nn,jacobian_flag, ...
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options_.gstep, tolf,options_.solve_tolx, ...
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options_.steady.maxit,options_.debug,varargin{:});
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options.gstep, tolf,options.solve_tolx, ...
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options.steady.maxit,options.debug,varargin{:});
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end
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elseif options_.solve_algo == 3
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elseif options.solve_algo == 3
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if jacobian_flag
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[x,info] = csolve(func,x,func,1e-6,500,varargin{:});
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else
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[x,info] = csolve(func,x,[],1e-6,500,varargin{:});
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end
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elseif options_.solve_algo == 10
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olmmcp = options_.lmmcp;
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elseif options.solve_algo == 10
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olmmcp = options.lmmcp;
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[x,fval,exitflag] = lmmcp(func,x,olmmcp.lb,olmmcp.ub,olmmcp,varargin{:});
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if exitflag == 1
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info = 0;
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@ -1,5 +1,5 @@
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function [x,info] = dynare_solve_block_or_bytecode(y, exo, params, options, M)
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% Copyright (C) 2010-2012 Dynare Team
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% Copyright (C) 2010-2015 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -26,7 +26,7 @@ if options.block && ~options.bytecode
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if options.solve_algo <= 4
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[y, check] = dynare_solve('block_mfs_steadystate', ...
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ss(M.block_structure_stat.block(b).variable), ...
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options.jacobian_flag, b, ss, exo, params, M);
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options, b, ss, exo, params, M);
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if check ~= 0
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% error(['STEADY: convergence
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% problems in block ' int2str(b)])
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@ -62,18 +62,21 @@ elseif options.bytecode
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if M.block_structure_stat.block(b).Simulation_Type ~= 1 && ...
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M.block_structure_stat.block(b).Simulation_Type ~= 2
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[y, check] = dynare_solve('block_bytecode_mfs_steadystate', ...
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x(M.block_structure_stat.block(b).variable), ...
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options.jacobian_flag, b, x, exo, params, M);
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x(M.block_structure_stat ...
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.block(b).variable), ...
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options, b, x, exo, params, M);
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if check
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% error(['STEADY: convergence
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% problems in block ' int2str(b)])
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% error(['STEADY: convergence problems in block '
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% int2str(b)])
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info = 1;
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return
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end
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x(M.block_structure_stat.block(b).variable) = y;
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else
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[chk, nulldev, nulldev1, x] = bytecode( x, exo, params, ...
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x, 1, x, 'evaluate', 'static', ['block = ' int2str(b)]);
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x, 1, x, 'evaluate', ...
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'static', ['block ' ...
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'= '] int2str(b)]);
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if chk
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info = 1;
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return
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@ -81,9 +84,8 @@ elseif options.bytecode
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end;
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end
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else
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[x, check] = dynare_solve('bytecode_steadystate', ...
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y, ...
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options.jacobian_flag, exo, params);
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[x, check] = dynare_solve('bytecode_steadystate', y, ...
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options, exo, params);
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if check
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% error('STEADY: convergence problems')
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info = 1;
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@ -146,7 +146,7 @@ y = repmat(steady_state,block_nbr,1);
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old_options = options_;
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options_.solve_algo = options_.ep.solve_algo;
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options_.steady.maxit = options_.ep.maxit;
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[y,info] = dynare_solve(@ep_problem_2,y,1,exo_simul,pfm);
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[y,info] = dynare_solve(@ep_problem_2,y,options_,exo_simul,pfm);
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options_ = old_options;
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if info
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flag = 1;
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@ -117,8 +117,7 @@ function [ys,params,info] = evaluate_steady_state_file(ys_init,exo_ss,M,options)
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end
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[ys,check] = dynare_solve('restricted_steadystate',...
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ys(indv),...
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options.jacobian_flag, ...
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exo_ss,indv);
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options, exo_ss,indv);
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end
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@ -89,7 +89,7 @@ else
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% nonlinear models
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if max(abs(feval(fh,dr.ys,[oo_.exo_steady_state; ...
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oo_.exo_det_steady_state], M_.params))) > options_.dynatol.f
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[dr.ys,check1] = dynare_solve(fh,dr.ys,options_.jacobian_flag,...
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[dr.ys,check1] = dynare_solve(fh,dr.ys,options_,...
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[oo_.exo_steady_state; ...
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oo_.exo_det_steady_state], M_.params);
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end
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@ -87,7 +87,7 @@ if options_.ramsey_policy && options_.ACES_solver == 0
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end
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old_solve_algo = options_.solve_algo;
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% options_.solve_algo = 1;
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oo_.steady_state = dynare_solve('ramsey_static',oo_.steady_state,0,M_,options_,oo_,it_);
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oo_.steady_state = dynare_solve('ramsey_static',oo_.steady_state,options_,M_,options_,oo_,it_);
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options_.solve_algo = old_solve_algo;
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[junk,junk,multbar] = ramsey_static(oo_.steady_state,M_,options_,oo_,it_);
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[jacobia_,M_] = ramsey_dynamic(oo_.steady_state,multbar,M_,options_,oo_,it_);
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