function [M,oo,info,ip,ix,ixd] = homotopy1(values, step_nbr, M, options, oo) % function homotopy1(values, step_nbr) % % Implements homotopy (mode 1) for steady-state computation. % The multi-dimensional vector going from the set of initial values % to the set of final values is divided in as many sub-vectors as % there are steps, and the problem is solved as many times. % % INPUTS % values: a matrix with 4 columns, representing the content of % homotopy_setup block, with one variable per line. % Column 1 is variable type (1 for exogenous, 2 for % exogenous deterministic, 4 for parameters) % Column 2 is symbol integer identifier. % Column 3 is initial value, and column 4 is final value. % Column 3 can contain NaNs, in which case previous % initialization of variable will be used as initial value. % step_nbr: number of steps for homotopy % M struct of model parameters % options struct of options % oo struct of outputs % % OUTPUTS % M struct of model parameters % oo struct of outputs % ip index of parameters % ix index of exogenous variables % ixp index of exogenous deterministic variables % % SPECIAL REQUIREMENTS % none % Copyright © 2008-2022 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 . nv = size(values, 1); ip = find(values(:,1) == 4); % Parameters ix = find(values(:,1) == 1); % Exogenous ixd = find(values(:,1) == 2); % Exogenous deterministic if length([ip; ix; ixd]) ~= nv error('HOMOTOPY mode 1: incorrect variable types specified') end % Construct vector of starting values, using previously initialized values % when initial value has not been given in homotopy_setup block oldvalues = values(:,3); ipn = find(values(:,1) == 4 & isnan(oldvalues)); oldvalues(ipn) = M.params(values(ipn, 2)); ixn = find(values(:,1) == 1 & isnan(oldvalues)); oldvalues(ixn) = oo.exo_steady_state(values(ixn, 2)); ixdn = find(values(:,1) == 2 & isnan(oldvalues)); oldvalues(ixdn) = oo.exo_det_steady_state(values(ixdn, 2)); points = zeros(nv, step_nbr+1); for i = 1:nv if (oldvalues(i) ~= values(i, 4)) points(i,:) = oldvalues(i):(values(i,4)-oldvalues(i))/step_nbr:values(i,4); else points(i,:) = values(i,4); end end for i=1:step_nbr+1 disp([ 'HOMOTOPY mode 1: computing step ' int2str(i-1) '/' int2str(step_nbr) '...' ]) old_params = M.params; old_exo = oo.exo_steady_state; old_exo_det = oo.exo_det_steady_state; M.params(values(ip,2)) = points(ip,i); oo.exo_steady_state(values(ix,2)) = points(ix,i); oo.exo_det_steady_state(values(ixd,2)) = points(ixd,i); [steady_state,M.params,info] = evaluate_steady_state(oo.steady_state,M,options,oo,~options.steadystate.nocheck); if info(1) == 0 % if homotopy step is not successful, current values of steady % state are not modified oo.steady_state = steady_state; else M.params = old_params; oo.exo_steady_state = old_exo; oo.exo_det_steady_state = old_exo_det; break end end