Stéphane Adjemian (Ryûk)
0d092a36a0
Acknowledge option trust_region_initial_step_bound_factor in matlab based trust_region routine.
2021-07-23 19:44:16 +02:00
Sébastien Villemot
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Michel Juillard
f70f7761db
Nonlinear solver: tolerance for first Newton iteration is now
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smaller than for subsequent ones. Closes : #1668
2019-11-27 14:19:01 +01:00
Sébastien Villemot
89a3e94cbf
Use true/false instead of 1/0 for boolean options
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This is more elegant, and makes it easier to distinguish them from integer
options.
Also simplify test expressions for these boolean options.
2019-03-19 15:21:16 +01:00
Stéphane Adjemian (Charybdis)
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis)
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
Stéphane Adjemian (Charybdis)
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
Johannes Pfeifer
300ebd02b0
solve1: Move condition that could never be reached into if-clause
2016-03-22 21:55:52 +01:00
Stéphane Adjemian (Hermes)
837c812c17
Efficiency changes.
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+ Use scalar product when possible, ie replace sum(x.*x) by x'*x,
+ Add parenthesis around scalar products, ie replace a*x'*x by a*(x'*x),
+ Removed global options_ in lnsrch1 (only used for solve_tolx).
Note that the scalar products could be replaced by a loop for small
problems. If the number of unknow is smaller than 70 the loop is
faster (10 times faster if the number of unknowns is less than 10).
2016-02-26 22:06:49 +01:00
Michel Juillard
6bbfa2fa6d
removed 1e6 in expression forcing a non-singular Jacobian
2014-09-30 08:13:31 +02:00
Michel Juillard
72950de0a0
solve1: initialize fjac only if it needs to be computed numerically.
2014-05-11 14:44:06 +02:00
Michel Juillard
a6106f07c7
making solve1.m robust to sparse Jacobian
2014-05-07 21:12:56 +02:00
Sébastien Villemot
3fe5a728c6
Remove bad_cond_flag argument from solve1.
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This flag was not grounded on any solid theoretical foundation.
This commit actually makes solve_algo=2 to be exactly the same than solve_algo=4.
2014-02-04 17:56:27 +01:00
Stéphane Adjemian (Charybdis)
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
Michel Juillard
48e00c5789
corrected and clarified error messages when steady state computation fails
2012-10-31 11:09:25 +01:00
Michel Juillard
70e162c736
removed globals from solve1.m
2012-08-06 23:32:40 +02:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Michel Juillard
5af1effd8f
removed debugging code from nonlinear solver when Jacobian is near
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singular. The treatment of this case still needs to be further improved.
2012-05-30 10:25:10 +02:00
Michel Juillard
1fcf708b80
Merge remote-tracking branch 'origin/master' into dr1break
2012-03-10 18:21:14 +01:00
Stéphane Adjemian (Charybdis)
323e6fdf4f
Added a second gstep option used as a parameter for the routine computing the hessian matrix.
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In some cases, for instance for the non linear filters, it helps to reduce this new gstep parameter
to get a positive definite hessian matrix. options_.gstep is now a 2*1 vector. The first element is
the old gstep parameter, the second element is the new gstep parameter. The step defined for the
computation of the hessian matrix is now:
h1=max(abs(x),sqrt(gstep(1))*ones(n,1))*eps^(1/6)*gstep(2);
2012-03-09 16:36:26 +01:00
Michel Juillard
7c62fafe0c
Merge branch 'master' into dr1break
2011-12-10 20:10:31 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
sebastien
1be52aaa5f
Beautification: removed tabulation characters which were left in previous beautification pass
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 10:46:10 +00:00
sebastien
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
sebastien
fec9486fb9
Change to option solve_algo=4 of steady:
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Even when the Jacobian is very badly conditioned, continue to use a Newton step
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2862 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-21 12:05:34 +00:00
sebastien
db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
assia
28a5422625
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1536 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 12:21:25 +00:00
ferhat
d884d8a397
New features:
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- Implementation of the simulation of the block decomposed model using sparse matrix using MATLAB code:
New option in model : sparse
Example:
Model(SPARSE);
….
End;
- Implementation of the simulation of the block decomposed model using sparse matrix for static model.
- Krylov methods are implemented to solve the linear model J.y=b, with J the Jacobian matrix at each step of the Newton Method. Two Krylov's solvers are considered :
+ Generalized Minimum Residual Method (GMRES)
+ BiConjugate Gradients Stabilized (BICGSTAB)
To call them the SIMULATE command has to be completed with a new option : METHOD which could have three different values :
+ LU : (default value) Sparse LU resolution
+ GMRES
+ BICGSTAB
Example:
simul(periods=100, method=lu);
or simul(method=Gmres);
- Correction of various bugs in “simulate.dll”.
- Correction of simk.m
- Correction allowing a list of VALUES or PERIODS not necessarily separated by a comma.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1447 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-20 23:24:01 +00:00
michel
ec4d29935d
v4 solve1.m: corrected convergence criterium max(abs(fvec)) < tolf instead of f < tolf
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1330 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-25 14:48:55 +00:00
michel
6c98c92782
v4: made options for solve tolerance criteria
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@925 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-09-21 15:48:36 +00:00
michel
c9534f98d8
v3+4 solve1.m: bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@852 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-31 17:17:05 +00:00
michel
b6e1fef911
v4 dynare_solve.m solve1.m: bug corrections
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@812 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-03 12:19:54 +00:00
michel
fc0ae0aefa
v4: modifying solve1.m for jacobian_flag; unfinished
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@625 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-02-14 10:34:47 +00:00
michel
6e23ddbf6d
v4: global dr_ -> oo_.dr; corrected bug with dr_algo=1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@608 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-18 16:50:33 +00:00
michel
c8812b552e
changed computation of steady state for linear models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@464 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-27 20:22:40 +00:00
michel
9a9872fd33
dynare_v4 from CVS
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00