142 lines
6.9 KiB
HTML
142 lines
6.9 KiB
HTML
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<title>Description of sim1</title>
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<meta name="keywords" content="sim1">
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<meta name="description" content="Copyright (C) 2001 Michel Juillard">
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > sim1.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>sim1
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>Copyright (C) 2001 Michel Juillard</strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function sim1 </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment"> Copyright (C) 2001 Michel Juillard</pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="bksup1.html" class="code" title="function d = bksup1(ny,jcf)">bksup1</a> Copyright (C) 2001 Michel Juillard</li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="simul.html" class="code" title="function simul(dr)">simul</a> Copyright (C) 2001 Michel Juillard</li></ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <span class="comment">% Copyright (C) 2001 Michel Juillard</span>
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0002 <span class="comment">%</span>
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0003 <a name="_sub0" href="#_subfunctions" class="code">function sim1</a>
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0004
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0005 <span class="keyword">global</span> M_ options_ oo_
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0006 <span class="keyword">global</span> iyp iyf ct_ M_ it_ c
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0007
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0008 lead_lag_incidence = M_.lead_lag_incidence;
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0009
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0010 ny = size(oo_.y_simul,1) ;
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0011 nyp = nnz(lead_lag_incidence(1,:)) ;
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0012 nyf = nnz(lead_lag_incidence(3,:)) ;
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0013 nrs = ny+nyp+nyf+1 ;
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0014 nrc = nyf+1 ;
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0015 iyf = find(lead_lag_incidence(3,:)>0) ;
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0016 iyp = find(lead_lag_incidence(1,:)>0) ;
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0017 isp = [1:nyp] ;
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0018 is = [nyp+1:ny+nyp] ;
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0019 isf = iyf+nyp ;
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0020 isf1 = [nyp+ny+1:nyf+nyp+ny+1] ;
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0021 stop = 0 ;
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0022 iz = [1:ny+nyp+nyf];
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0023
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0024 disp ([<span class="string">'-----------------------------------------------------'</span>]) ;
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0025 disp ([<span class="string">'MODEL SIMULATION :'</span>]) ;
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0026 fprintf(<span class="string">'\n'</span>) ;
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0027
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0028 it_init = 2 ;
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0029
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0030 h1 = clock ;
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0031 <span class="keyword">for</span> iter = 1:options_.maxit
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0032 h2 = clock ;
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0033
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0034 <span class="keyword">if</span> ct_ == 0
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0035 c = zeros(ny*options_.periods,nrc) ;
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0036 <span class="keyword">else</span>
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0037 c = zeros(ny*(options_.periods+1),nrc) ;
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0038 <span class="keyword">end</span>
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0039
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0040 it_ = it_init ;
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0041 z = [oo_.y_simul(iyp,it_-1) ; oo_.y_simul(:,it_) ; oo_.y_simul(iyf,it_+1)] ;
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0042 [d1,M_.jacobia] = feval([M_.fname <span class="string">'_dynamic'</span>],z,oo_.exo_simul);
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0043 M_.jacobia = [M_.jacobia(:,iz) -d1] ;
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0044 ic = [1:ny] ;
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0045 icp = iyp ;
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0046 c (ic,:) = M_.jacobia(:,is)\M_.jacobia(:,isf1) ;
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0047 <span class="keyword">for</span> it_ = it_init+1:options_.periods+1
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0048 z = [oo_.y_simul(iyp,it_-1) ; oo_.y_simul(:,it_) ; oo_.y_simul(iyf,it_+1)] ;
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0049 [d1,M_.jacobia] = feval([M_.fname <span class="string">'_dynamic'</span>],z,oo_.exo_simul);
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0050 M_.jacobia = [M_.jacobia(:,iz) -d1] ;
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0051 M_.jacobia(:,[isf nrs]) = M_.jacobia(:,[isf nrs])-M_.jacobia(:,isp)*c(icp,:) ;
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0052 ic = ic + ny ;
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0053 icp = icp + ny ;
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0054 c (ic,:) = M_.jacobia(:,is)\M_.jacobia(:,isf1) ;
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0055 <span class="keyword">end</span>
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0056
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0057 <span class="keyword">if</span> ct_ == 1
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0058 s = eye(ny) ;
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0059 s(:,isf) = s(:,isf)+c(ic,1:nyf) ;
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0060 ic = ic + ny ;
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0061 c(ic,nrc) = s\c(:,nrc) ;
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0062 c = <a href="bksup1.html" class="code" title="function d = bksup1(ny,jcf)">bksup1</a>(ny,nrc) ;
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0063 c = reshape(c,ny,options_.periods+1) ;
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0064 oo_.y_simul(:,it_init:options_.periods+2) = oo_.y_simul(:,it_init:options_.periods+2)+options_.slowc*c ;
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0065 <span class="keyword">else</span>
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0066 c = <a href="bksup1.html" class="code" title="function d = bksup1(ny,jcf)">bksup1</a>(ny,nrc) ;
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0067 c = reshape(c,ny,options_.periods) ;
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0068 oo_.y_simul(:,it_init:options_.periods+1) = oo_.y_simul(:,it_init:options_.periods+1)+options_.slowc*c ;
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0069 <span class="keyword">end</span>
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0070
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0071 err = max(max(abs(c./options_.scalv')));
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0072 disp([num2str(iter) <span class="string">' - err = '</span> num2str(err)]) ;
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0073 disp([<span class="string">' Time of iteration :'</span> num2str(etime(clock,h2))]) ;
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0074
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0075 <span class="keyword">if</span> err < options_.dynatol
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0076 stop = 1 ;
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0077 fprintf(<span class="string">'\n'</span>) ;
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0078 disp([<span class="string">' Total time of simulation :'</span> num2str(etime(clock,h1))]) ;
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0079 fprintf(<span class="string">'\n'</span>) ;
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0080 disp([<span class="string">' Convergency obtained.'</span>]) ;
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0081 fprintf(<span class="string">'\n'</span>) ;
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0082 <span class="keyword">break</span>
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0083 <span class="keyword">end</span>
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0084 <span class="keyword">end</span>
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0085
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0086 <span class="keyword">if</span> ~ stop
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0087 fprintf(<span class="string">'\n'</span>) ;
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0088 disp([<span class="string">' Total time of simulation :'</span> num2str(etime(clock,h1))]) ;
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0089 fprintf(<span class="string">'\n'</span>) ;
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0090 disp([<span class="string">'WARNING : maximum number of iterations is reached (modify options_.maxit).'</span>]) ;
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0091 fprintf(<span class="string">'\n'</span>) ;
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0092 <span class="keyword">end</span>
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0093 disp ([<span class="string">'-----------------------------------------------------'</span>]) ;
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0094 <span class="keyword">return</span> ;
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0095
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0096 <span class="comment">% 08/24/01 MJ added start_simul</span></pre></div>
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