114 lines
2.9 KiB
Matlab
114 lines
2.9 KiB
Matlab
function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
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% function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
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% proposes different solvers
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%
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% INPUTS
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% func: name of the function to be solved
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% x: guess values
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% jacobian_flag=1: jacobian given by the 'func' function
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% jacobian_flag=0: jacobian obtained numerically
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% varargin: list of arguments following jacobian_flag
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%
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% OUTPUTS
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% x: solution
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% info=1: the model can not be solved
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%
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% SPECIAL REQUIREMENTS
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% none
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%
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% part of DYNARE, copyright Dynare Team (2001-2008)
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% Gnu Public License.
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global options_
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options_ = set_default_option(options_,'solve_algo',2);
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info = 0;
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if options_.solve_algo == 0
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if ~isempty(which('fsolve')) & sscanf(version('-release'),'%d') >= 13;
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options=optimset('fsolve');
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options.MaxFunEvals = 50000;
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options.MaxIter = 2000;
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options.TolFun=1e-8;
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options.Display = 'iter';
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if jacobian_flag
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options.Jacobian = 'on';
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else
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options.Jacobian = 'off';
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end
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[x,fval,exitval,output] = fsolve(func,x,options,varargin{:});
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if exitval > 0
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info = 0;
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else
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info = 1;
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end
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return
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else
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options_.solve_algo = 1;
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end
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end
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if options_.solve_algo == 1
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nn = size(x,1);
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[x,info]=solve1(func,x,1:nn,1:nn,jacobian_flag,varargin{:});
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elseif options_.solve_algo == 2
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nn = size(x,1) ;
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tolf = options_.solve_tolf ;
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if jacobian_flag
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[fvec,fjac] = feval(func,x,varargin{:});
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else
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fvec = feval(func,x,varargin{:});
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fjac = zeros(nn,nn) ;
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end
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i = find(~isfinite(fvec));
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if ~isempty(i)
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disp(['STEADY: numerical initial values incompatible with the following' ...
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' equations'])
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disp(i')
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error('exiting ...')
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end
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% f = 0.5*fvec'*fvec ;
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if max(abs(fvec)) < tolf
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return ;
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end
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if ~jacobian_flag
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fjac = zeros(nn,nn) ;
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dh = max(abs(x),options_.gstep*ones(nn,1))*eps^(1/3);
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for j = 1:nn
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xdh = x ;
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xdh(j) = xdh(j)+dh(j) ;
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fjac(:,j) = (feval(func,xdh,varargin{:}) - fvec)./dh(j) ;
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end
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end
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[j1,j2,r,s] = dmperm(fjac);
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for i=length(r)-1:-1:1
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[x,info]=solve1(func,x,j1(r(i):r(i+1)-1),j2(r(i):r(i+1)-1),jacobian_flag,varargin{:});
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if info & options_.debug
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error(sprintf('Solve block = %d check = %d\n',i,info));
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end
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end
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fvec = feval(func,x,varargin{:});
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if max(abs(fvec)) > tolf
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[x,info]=solve1(func,x,1:nn,1:nn,jacobian_flag,varargin{:});
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end
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elseif options_.solve_algo == 3
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if jacobian_flag
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[x,info] = csolve(func,x,func,1e-6,500,varargin{:});
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else
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[x,info] = csolve(func,x,[],1e-6,500,varargin{:});
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end
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end
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% fvec1 = feval(func,x,varargin{:})
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% 08/28/03 MJ add a final call to solve1 for solve_algo == 1 in case
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% initvals generates 'false' zeros in the Jacobian
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