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8425 Commits (53324aad6928c4fa477bda6cf39a380704c7a8f4)

Author SHA1 Message Date
Stéphane Adjemian (Ryûk) 53324aad69
Return initial guess if trust_region fails. 2022-03-26 09:21:25 +01:00
Stéphane Adjemian (Ryûk) 4cccdd9074
Bug fix. Revert to previous Jacobian matrix if updated one is ill-behaved. 2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk) f2bf98ee76
Return the value of info as a third argument (block_trust_region). 2022-03-25 19:42:40 +01:00
Stéphane Adjemian (Ryûk) aa8439d4cc
New implementation of the trust region algorithm. 
Main difference is the presence of traps for NaN/Inf/Complex numbers in
residuals or the Jacobian matrix. Also added new unit tests.
 2022-03-25 19:42:40 +01:00
Johannes Pfeifer 1ed765b8c4 perfect_foresight_solver_core.m: fix Fortran not 2022-03-25 14:23:11 +01:00
Sébastien Villemot facab0f81b
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2008
 2022-03-25 12:51:40 +01:00
Sébastien Villemot e49e7e906f
Forbid changing the value of “slowc” if “block” or “bytecode” is used 
The code is buggy and leads to wrong results, so forbid this combination.
 2022-03-25 12:36:36 +01:00
Sébastien Villemot 014a3c3f2e
Merge branch 'sensitivity' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2009
 2022-03-24 17:53:34 +01:00
Sébastien Villemot 9a4e08fe15
CI: bump to MATLAB R2022a 2022-03-24 17:44:51 +01:00
Sébastien Villemot b31fe76dfd
Provisions for MATLAB R2022a 2022-03-24 17:43:40 +01:00
Johannes Pfeifer f3bf8fb814 MOM: add missing debug option 2022-03-24 15:28:03 +01:00
Johannes Pfeifer a1ebd20a88 dynare_sensitivity.m: provide warning if order is reset 2022-03-24 13:02:25 +01:00
Sébastien Villemot 4da9d1e718
Block (without bytecode): avoid silent failures in some corner cases 
Either ensure that oo_.determinstic_simulation.status is set, or really error out.
 2022-03-23 17:33:37 +01:00
Sébastien Villemot dd1ec10ec8
Block (without bytecode): use dynatol.f as convergence criterion for perfect foresight 
Was incorrectly using solve_tolf.
 2022-03-23 17:25:32 +01:00
Sébastien Villemot e5f4d96c71
Fix typo 2022-03-23 16:58:59 +01:00
Sébastien Villemot bef8d80ba8
More conversions to logical values 2022-03-23 16:52:40 +01:00
Sébastien Villemot d5472d2338
Tighten input sanity checks of various MEX files 
Note that the unitary test in lyapunov_solver.m that checks sparse matrix input
had to be removed. Previously, this test was passing by chance (because the
sparse test matrices had actually no zero element, hence the internal double
float storage was the same as in the dense case). Now it consistently fails
with the additional checks in disclyap_fast MEX.
 2022-03-18 22:49:46 +01:00
Sébastien Villemot 07978affa5
Block decomposition: simplify MATLAB implementation of stack_solve_algo=3 (BiCGStab) 
This commit makes it closer to the implementation in bytecode. In practice,
this change fixes convergence problems on some models.
 2022-03-16 15:00:09 +01:00
Sébastien Villemot db5e04107f
solve_one_boundary.m: fix crash in verbose mode 2022-03-16 15:00:09 +01:00
Johannes Pfeifer 28536314c0 posterior moments: fix bugs that cause crashes 
- Delete non-existing output argument
- prevent info from being overwritten
 2022-03-14 14:50:49 +01:00
Stéphane Adjemian (Ryûk) 882091cc97
Return more info about nonlinear solver failures (solve1). 2022-03-03 22:30:38 +01:00
Stéphane Adjemian (Ryûk) 7072359241
Fix fifth output introduced in e815fb2 (exitflag was not updated). 2022-03-03 21:56:44 +01:00
Stéphane Adjemian (Ryûk) afd8359dbf
Do not compute g twice in solve1. 
When jacobian is evaluated numerically.
 2022-03-03 20:26:06 +01:00
Stéphane Adjemian (Ryûk) 9be328aeda
Cosmetic changes. 2022-03-03 20:24:18 +01:00
Stéphane Adjemian (Ryûk) f2193e8ec8
Add more checks on the initial evaluation. 2022-03-03 18:33:34 +01:00
Stéphane Adjemian (Ryûk) 3c85695b99
Use isinf() instead of isfinite() in solve1 routine. 2022-03-03 18:30:36 +01:00
Stéphane Adjemian (Ryûk) e815fb2901
Display exitflag returned by fsolve. 
When the Newton fails in the simulation of backward models.
 2022-03-03 18:19:33 +01:00
Stéphane Adjemian (Ryûk) e6592b3943
Display more info if Newton fails in backward model simulations. 2022-03-03 16:57:59 +01:00
Stéphane Adjemian (Ryûk) 7ee124bbba
Fix bug. 
Return the paths for the endogenous only before the nonlinear solver crash.
 2022-03-03 10:57:40 +01:00
Stéphane Adjemian (Charybdis) 90ae54a6ff
Translate to English. 2022-03-03 09:35:30 +01:00
Stéphane Adjemian (Charybdis) 9d1e07a2e4
Fix headers. 2022-03-03 09:35:30 +01:00
Sébastien Villemot ae1e31b7e0
Restore the possibility of calling the “resid” function without argument 
Can be useful when writing “z = resid;” in a .mod file (i.e. not using the
preprocessor syntax).
 2022-03-01 16:40:51 +01:00
Sébastien Villemot 3d7299c1e4
New option “non_zero” to the “resid” command 
When this option is given, the “resid” command only displays non-zero residuals
 2022-03-01 14:26:16 +01:00
Sébastien Villemot 0147faad5f
Fix stack_solve_algo=1 without bytecode, on solve two boundaries simple/complete blocks 
The result for the last simulation period was wrong.
 2022-02-25 16:32:16 +01:00
Stéphane Adjemian (Charybdis) c9825c803a
Fix description of the conditional_forecast command. 
Closes #1844
 2022-02-24 20:33:47 +01:00
Sébastien Villemot 4d39c6fab5 Merge branch 'error_message' into 'master' 
get_error_message.m: condition on index being non-zero

See merge request Dynare/dynare!2003
 2022-02-24 16:23:16 +00:00
Johannes Pfeifer a60ce435bd get_error_message.m: condition on index being non-zero 
dsge_likelihood will expand the vector due to entry four of info containing the penalty, creating a 0 for entry 2
 2022-02-22 12:22:51 +01:00
Sébastien Villemot a4f4d4462c
Merge branch 'disp_dr' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2002
 2022-02-21 16:19:36 +01:00
Johannes Pfeifer d79895b66a Display of decision rules: deal with overflow of fields 2022-02-20 11:00:34 +01:00
Sébastien Villemot 1a9abc247f
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !2001
 2022-02-18 14:22:53 +01:00
Stéphane Adjemian (Charybdis) e7d11dd7b1
Remove aux variables from target definition (PAC). 2022-02-18 09:13:17 +01:00
Johannes Pfeifer b5dc90b311 mom: add missing trust_region_initial_step_bound_factor option 2022-02-18 00:50:08 +01:00
Johannes Pfeifer 05519aaaa1 mom: add missing verbosity option 2022-02-18 00:48:39 +01:00
Sébastien Villemot a376d8c9fe
Fix steady state computation with bytecode+block and solve_algo ⩽ 4 or ⩾ 9 
– Temporary terms were not correctly passed between blocks
– solve_algo ⩾ 9 was incorrectly passed through bytecode own’s solver instead
  of through dynare_solve
 2022-02-17 17:28:37 +01:00
Sébastien Villemot 3734762af7
For stack_solve_algo={2,3} and solve_algo={7,8}, rather use a “crout” ILU decomposition for the preconditioner 
In 3025a14ed9, the call to the deprecated “luinc”
has been replaced by a call to “ilu”.

However, the type of “ilu” decomposition had not been specified. The default,
“nofill”, does not make use of the “droptol” option which was used with
“luinc”. Also, under Octave, it does not work when there is a zero on the
diagonal of the input matrix.

Rather use the “crout” type, which addresses these two issues.
 2022-02-14 12:34:50 +01:00
Sébastien Villemot fa7b331cf4
Fix crash in simulation of “Solve forward/backward complete” blocks with stack_solve_algo=4 (without bytecode) 2022-02-11 18:11:42 +01:00
Sébastien Villemot bb793d87cc
Block decomposition: fix deterministic simulations for block of type “Solve backward” 
The results were incorrect for those two kinds of block, when not using bytecode.
 2022-02-09 14:07:33 +01:00
Sébastien Villemot dd34554c4e
Block decomposition: fix computation of eigenvalues for blocks of “Solve backward complete” type 2022-02-09 14:07:33 +01:00
Sébastien Villemot 685598c6e2
Add interface to “static” and “incidence” options of “model_info” 
These options were implemented and described in the reference manual, but their
interface was missing.

By the way, make various minor improvements to the description of “model_info”
in the reference manual. In particular, remove the single quotes around the two
aforementioned options (which are a remnant from an older interface).
 2022-02-09 14:07:30 +01:00
Sébastien Villemot 39f47dc957
local_state_space_iteration_k MEX now uses the Fortran code (instead of the C++ code) 
Closes: #1802
 2022-02-04 11:49:46 +01:00