Commit Graph

21 Commits (e9ffb16ec62b8e6cba2ca1dc84e8c4c65d8a45f0)

Author SHA1 Message Date
Johannes Pfeifer 0561200f1c Implement even more naming consistency
Mostly removes M for M_
2023-10-25 17:29:55 +02:00
Sébastien Villemot 7722e8e36b
Perfect foresight: inner functions no longer return a modified oo_
They now only return what’s really their output (simulated paths, maximum
residual error…). This is a move towards a more functional programming style.
2023-06-06 18:13:10 +02:00
Johannes Pfeifer cf7b06e96d perfect-foresight-models/solve_stacked_problem.m: restore compatibility with Matlab before auto expansion was introduced 2022-09-16 19:27:23 +02:00
Johannes Pfeifer 85a894efde lmmcp: display norm of residuals in homotopy 2022-09-01 13:00:09 +02:00
Stéphane Adjemian (Charybdis) f1aff2b370
Remove calls to dbstack in dynare_solve.
Adding three input parameters for maxit, tolf and tolx.

Closes #1841.
2022-04-10 20:29:57 +02:00
Stéphane Adjemian (Ryûk) ef2bb4e669
Return and use errorcode from dynare_solve.
Note that the interpretation of the error code depends on the nonlinear solver.
2022-04-09 16:06:24 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Sébastien Villemot f8af21819e
Simplify the interface to perfect_foresight_problem MEX 2019-07-09 14:33:17 +02:00
Sébastien Villemot 7d9b2a557b
perfect_foresight_problem MEX: number of threads is now configurable 2019-06-27 17:00:12 +02:00
Sébastien Villemot 5b591fac42
New perfect_foresight_problem MEX file
It constructs the stacked residuals and jacobian of the perfect foresight
problem.

It is an almost perfect replacement for the perfect_foresight_problem.m
routine, while being much more efficient.

Note however that the DLL never return complex numbers (it instead puts NaNs at
the place where there would have been complex). This may create problems for
some MOD files; the algorithms will need to be adapted to use a more
line-search method.
2019-06-24 17:53:59 +02:00
Sébastien Villemot 5a36d57b90
Perfect foresight: remove unused nnzJ argument in several stacked problem functions 2019-05-13 18:33:26 +02:00
Stéphane Adjemian (Charybdis) 24cc67e585 Ensure that all perfect foresight solvers work with periods=1.
See #1205 and #1176.
2019-04-26 15:55:48 +02:00
Sébastien Villemot 79484607a7 Fix various issues with stack_solve_algo=7 and lags on exogenous > 1
Complete the fix started in 8913791ff0.

Change the test case to prevent regressions.
2018-06-07 16:14:02 +02:00
Houtan Bastani a51fef393a aesthetic fix 2017-08-30 17:44:41 +02:00
Stéphane Adjemian (Charybdis) 1bf81c9f5a Fixed copyright notices. 2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis) 88e1701289 Removed useless commas and semicolons. 2017-05-16 13:24:46 +02:00
Johannes Pfeifer 1c070f536a Add headers to various functions 2016-08-23 17:28:41 +02:00
Michel Juillard 22f49971bc fixing bug in mcp model setup
makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
Michel Juillard 0ce2834281 extended path: fixed boundaries for linear problem 2016-05-31 12:10:12 +02:00
Stéphane Adjemian (Hermes) 1815eb8e56 Code factorization. 2016-05-24 17:26:06 +02:00