function [eigenvalues_,result,info] = check(M, options, oo) % Checks determinacy conditions by computing the generalized eigenvalues. %@info: %! @deftypefn {Function File} {[result,info] =} check (@var{M},@var{options},@var{oo}) %! @anchor{check} %! @sp 1 %! Checks determinacy conditions by computing the generalized eigenvalues. %! @sp 2 %! @strong{Inputs} %! @sp 1 %! @table @ @var %! @item M %! Matlab's structure describing the model (initialized by dynare). %! @item options %! Matlab's structure describing the options (initialized by dynare). %! @item oo %! Matlab's structure gathering the results (initialized by dynare). %! @end table %! @sp 2 %! @strong{Outputs} %! @sp 1 %! @table @ @var %! @item eigenvalues_ %! Eigenvalues of the model. %! @item result %! Integer scalar equal to one (BK conditions are satisfied) or zero (otherwise). %! @item info %! Integer scalar, error code as returned by @ref{resol}. %! @end table %! @sp 2 %! @strong{This function is called by:} %! @sp 1 %! @ref{smm_objective} %! @sp 2 %! @strong{This function calls:} %! @sp 1 %! @ref{resol} %! None. %! @end deftypefn %@eod: % Copyright (C) 2001-2014 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . if ~options.initval_file && M.exo_nbr > 1 oo.exo_simul = ones(M.maximum_lead+M.maximum_lag+1,1)*oo.exo_steady_state'; end options.order = 1; if isempty(options.qz_criterium) options.qz_criterium = 1+1e-6; end oo.dr=set_state_space(oo.dr,M,options); [dr,info,M,options,oo] = resol(1,M,options,oo); if info(1) ~= 0 && info(1) ~= 3 && info(1) ~= 4 print_info(info, 0, options); end eigenvalues_ = dr.eigval; [m_lambda,i]=sort(abs(eigenvalues_)); n_explod = nnz(abs(eigenvalues_) > options.qz_criterium); % Count number of forward looking variables if ~options.block nyf = M.nsfwrd; else nyf = 0; for j = 1:length(M.block_structure.block) nyf = nyf + M.block_structure.block(j).n_forward + M.block_structure.block(j).n_mixed; end end result = 0; if (nyf == n_explod) && (dr.full_rank) result = 1; end if options.noprint == 0 skipline() disp('EIGENVALUES:') disp(sprintf('%16s %16s %16s\n','Modulus','Real','Imaginary')) z=[m_lambda real(eigenvalues_(i)) imag(eigenvalues_(i))]'; disp(sprintf('%16.4g %16.4g %16.4g\n',z)) disp(sprintf('\nThere are %d eigenvalue(s) larger than 1 in modulus ', n_explod)); disp(sprintf('for %d forward-looking variable(s)',nyf)); skipline() if result disp('The rank condition is verified.') else disp('The rank condition ISN''T verified!') end skipline() end