From f85b47e6ed4ad8dad2c30116a9384324bcfab878 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@ens.fr>
Date: Tue, 4 May 2010 17:15:13 +0200
Subject: [PATCH] Moved homotopic_steps function from extended_path.m to
 dynare/matlab subdirectory.

---
 matlab/extended_path.m   | 70 +---------------------------------------
 matlab/homotopic_steps.m | 65 +++++++++++++++++++++++++++++++++++++
 2 files changed, 66 insertions(+), 69 deletions(-)
 create mode 100644 matlab/homotopic_steps.m

diff --git a/matlab/extended_path.m b/matlab/extended_path.m
index 4ae8d839b..ea4e424cb 100644
--- a/matlab/extended_path.m
+++ b/matlab/extended_path.m
@@ -83,7 +83,7 @@ norme = 0;
 % Set verbose option
 verbose = 0;
 
-t = 0; 
+t = 0;
 new_draw = 1;
 
 while (t<=sample_size)
@@ -142,72 +142,4 @@ while (t<=sample_size)
         oo_.endo_simul(:,1:end-1) = oo_.endo_simul(:,2:end); 
         oo_.endo_simul(:,end) = oo_.steady_state;
     end
-end
-
-
-
-function [info,number_of_calls] = homotopic_steps(tdx,positive_var_indx,shocks,init_weight,step,init,number_of_calls)
-global oo_
-number_of_calls = number_of_calls + 1;
-max_number_of_calls = 50;
-if number_of_calls>max_number_of_calls
-    info = NaN;
-    return
-end
-max_iter = 100;
-weight   = init_weight;
-verbose  = 0;
-iter     = 0;
-time     = 0;
-reduce_step = 0;
-while iter<=max_iter &&  weight<=1
-    iter = iter+1;
-    old_weight = weight;
-    weight = weight+step;
-    oo_.exo_simul(tdx,positive_var_indx) = weight*shocks+(1-weight);
-    if init
-        info = perfect_foresight_simulation(oo_.dr,oo_.steady_state);
-    else
-        info = perfect_foresight_simulation;
-    end
-    time = time+info.time;
-    if verbose
-        [iter,step]
-        [info.iterations.time,info.iterations.error]
-    end
-    if ~info.convergence
-        if verbose
-            disp('Reduce step size!')
-        end
-        reduce_step = 1;
-        break
-    else
-        if length(info.iterations.error)<5
-            if verbose
-                disp('Increase step size!')
-            end
-            step = step*1.5;
-        end
-    end
-end
-if reduce_step
-    step=step/1.5;
-    [info,number_of_calls] = homotopic_steps(tdx,positive_var_indx,shocks,old_weight,step,init,number_of_calls);
-    if ~isnan(info)
-        time = time+info.time;
-        return
-    else
-        return
-    end
-end
-if weight<1 && iter<max_iter
-    oo_.exo_simul(tdx,positive_var_indx) = shocks;
-    if init
-        info = perfect_foresight_simulation(oo_.dr,oo_.steady_state);
-    else
-        info = perfect_foresight_simulation;
-    end
-    info.time = info.time+time;
-else
-    info.time = time;
 end
\ No newline at end of file
diff --git a/matlab/homotopic_steps.m b/matlab/homotopic_steps.m
new file mode 100644
index 000000000..22d71d06f
--- /dev/null
+++ b/matlab/homotopic_steps.m
@@ -0,0 +1,65 @@
+function [info,number_of_calls] = homotopic_steps(tdx,positive_var_indx,shocks,init_weight,step,init,number_of_calls)
+global oo_
+number_of_calls = number_of_calls + 1;
+max_number_of_calls = 50;
+if number_of_calls>max_number_of_calls
+    info = NaN;
+    return
+end
+max_iter = 100;
+weight   = init_weight;
+verbose  = 0;
+iter     = 0;
+time     = 0;
+reduce_step = 0;
+while iter<=max_iter &&  weight<=1
+    iter = iter+1;
+    old_weight = weight;
+    weight = weight+step;
+    oo_.exo_simul(tdx,positive_var_indx) = weight*shocks+(1-weight);
+    if init
+        info = perfect_foresight_simulation(oo_.dr,oo_.steady_state);
+    else
+        info = perfect_foresight_simulation;
+    end
+    time = time+info.time;
+    if verbose
+        [iter,step]
+        [info.iterations.time,info.iterations.error]
+    end
+    if ~info.convergence
+        if verbose
+            disp('Reduce step size!')
+        end
+        reduce_step = 1;
+        break
+    else
+        if length(info.iterations.error)<5
+            if verbose
+                disp('Increase step size!')
+            end
+            step = step*1.5;
+        end
+    end
+end
+if reduce_step
+    step=step/1.5;
+    [info,number_of_calls] = homotopic_steps(tdx,positive_var_indx,shocks,old_weight,step,init,number_of_calls);
+    if ~isnan(info)
+        time = time+info.time;
+        return
+    else
+        return
+    end
+end
+if weight<1 && iter<max_iter
+    oo_.exo_simul(tdx,positive_var_indx) = shocks;
+    if init
+        info = perfect_foresight_simulation(oo_.dr,oo_.steady_state);
+    else
+        info = perfect_foresight_simulation;
+    end
+    info.time = info.time+time;
+else
+    info.time = time;
+end
\ No newline at end of file