90 lines
2.8 KiB
Matlab
90 lines
2.8 KiB
Matlab
function [C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, M1, M2, UAVinv, FL_RANK, V01, V02]=PI_gensys_singularC(C1in, C2in, C3in, C4in, C5in, F1, F2, F3, F4, F5, V01, V02, level)
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% [C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, M1, M2, UAVinv,FL_RANK, V01, V02]...
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% =PI_gensys_singularC(C1in, C2in, C3in, C4in, C5in, F1, F2, F3, F4, F5, V01, V02, level)
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%
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% Recursive extension for PI_gensys function PCL general DSGE solver
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% devised by Prof. Joseph Pearlman
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% developed by George Perendia
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% December 2010
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% Copyright © 1996-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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level=level+1
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if level>100
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error( ' PI_gensys_singularC recurssion exceeeded its maximum of 100 iterations! ');
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end
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warning('', '');
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M1=[];M2=[]; UAVinv=[];
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%
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% Find SVD of a0, and create partitions of U, S and V
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%
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[J0,K0] = svd(C2in);
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n=size(C2in,1);
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K_RANK=rank(K0);
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J2=J0(1:n,K_RANK+1:n);
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J2C1=J2'*C1in;
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M = null(J2C1)';
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MJCinv= inv([M;J2C1]);
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[sm1, sm2]=size (M');
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M1=MJCinv(1:sm1,1:sm2);
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M2=MJCinv(1:sm1,1+sm2:end);
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FL_RANK=rank(M);
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%Define new Cs
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C5=[ C5in; J2C1*F5];
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C4=[C4in C3in*M2; J2C1*F4 J2C1*F3*M2];
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C3=[ C3in*M1; J2C1*F3*M1];
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C2=[C2in C1in*M2; J2'*(C4in+C1in*F2) J2'*(C3in+C1in*F1)*M2];
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C1=[ C1in*M1; J2'*(C3in+C1in*F1)*M1];
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%define new after Cs Fs
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% keep this reverse order!!
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F5 =M*F5 ;
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F4 =[M*F4 M*F3*M2];
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F3 = M*F3*M1;
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F2 =[M*F2 M*F1*M2];
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F1 = M*F1*M1;
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V02=[V02 V01*M2];
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V01=V01*M1;
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warning('', '');
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singular=0;
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try
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if rcond(C2) < 1e-8
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singular=1;
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else
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UAVinv=inv(C2);
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[~, LastWarningID]=lastwarn;
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if any(any(isinf(UAVinv)))
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singular=1;
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end
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end
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% line test is for Octave strncmp('warning: inverse: matrix singular',LastWarningTxt, 33)==1 || ...
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if singular==1 || strcmp('MATLAB:nearlySingularMatrix',LastWarningID)==1 || ...
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strcmp('MATLAB:illConditionedMatrix',LastWarningID)==1 || ...
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strcmp('MATLAB:singularMatrix',LastWarningID)==1
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[C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, M1, M2, UAVinv, FL_RANK, V01, V02] = PI_gensys_singularC(C1,C2,C3,C4, C5, F1, F2, F3, F4, F5, V01, V02, level);
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end
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catch
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errmsg = lasterr;
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warning(['error callig PI_gensys_singularC: ' errmsg ],'errcode');
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error('errcode',['error callig PI_gensys_singularC: ' errmsg ]);
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end
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