Commit Graph

12 Commits (e6f1a53e6059afc5bc501768c34bac13903070e2)

Author SHA1 Message Date
sebastien fec9486fb9 Change to option solve_algo=4 of steady:
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)
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
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:
- 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
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
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
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
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
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
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
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
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