function [endogenousvariables, success] = solve_stacked_linear_problem(endogenousvariables, exogenousvariables, steadystate_y, steadystate_x, M_, options_) % Copyright © 2015-2023 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 . [options_, y0, yT, z, i_cols, i_cols_J1, i_cols_T, i_cols_j, i_cols_1, i_cols_0, i_cols_J0, dynamicmodel] = ... initialize_stacked_problem(endogenousvariables, options_, M_, steadystate_y); ip = find(M_.lead_lag_incidence(1,:)'); ic = find(M_.lead_lag_incidence(2,:)'); in = find(M_.lead_lag_incidence(3,:)'); % Evaluate the Jacobian of the dynamic model at the deterministic steady state. [d1,jacobian] = dynamicmodel(steadystate_y([ip; ic; in]), transpose(steadystate_x), M_.params, steadystate_y, 1); % Check that the dynamic model was evaluated at the steady state. if ~options_.steadystate.nocheck && max(abs(d1))>1e-12 error('Jacobian is not evaluated at the steady state!') end nyp = nnz(M_.lead_lag_incidence(1,:)); ny0 = nnz(M_.lead_lag_incidence(2,:)); nyf = nnz(M_.lead_lag_incidence(3,:)); nd = nyp+ny0+nyf; % size of y (first argument passed to the dynamic file). jexog = transpose(nd+(1:M_.exo_nbr)); jendo = transpose(1:nd); z = bsxfun(@minus, z, steadystate_y); x = bsxfun(@minus, exogenousvariables, steadystate_x'); [y, check, ~, ~, errorcode] = dynare_solve(@linear_perfect_foresight_problem, z(:), ... options_.simul.maxit, options_.dynatol.f, options_.dynatol.x, ... options_, ... jacobian, y0-steadystate_y, yT-steadystate_y, ... x, M_.params, steadystate_y, ... M_.maximum_lag, options_.periods, M_.endo_nbr, i_cols, ... i_cols_J1, i_cols_1, i_cols_T, i_cols_j, i_cols_0, i_cols_J0, ... jendo, jexog); if all(imag(y)<.1*options_.dynatol.x) if ~isreal(y) y = real(y); end else check = 1; end endogenousvariables = [y0 bsxfun(@plus,reshape(y,M_.endo_nbr,options_.periods), steadystate_y) yT]; success = ~check; if ~success && options_.debug dprintf('solve_stacked_linear_problem: Nonlinear solver routine failed with errorcode=%i.', errorcode) end