100 lines
3.7 KiB
Matlab
100 lines
3.7 KiB
Matlab
function [M,oo,info,ip,ix,ixd] = homotopy1(values, step_nbr, M, options, oo)
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% function homotopy1(values, step_nbr)
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%
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% Implements homotopy (mode 1) for steady-state computation.
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% The multi-dimensional vector going from the set of initial values
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% to the set of final values is divided in as many sub-vectors as
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% there are steps, and the problem is solved as many times.
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%
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% INPUTS
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% values: a matrix with 4 columns, representing the content of
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% homotopy_setup block, with one variable per line.
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% Column 1 is variable type (1 for exogenous, 2 for
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% exogenous deterministic, 4 for parameters)
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% Column 2 is symbol integer identifier.
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% Column 3 is initial value, and column 4 is final value.
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% Column 3 can contain NaNs, in which case previous
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% initialization of variable will be used as initial value.
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% step_nbr: number of steps for homotopy
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% M struct of model parameters
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% options struct of options
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% oo struct of outputs
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%
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% OUTPUTS
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% M struct of model parameters
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% oo struct of outputs
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% ip index of parameters
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% ix index of exogenous variables
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% ixp index of exogenous deterministic variables
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2008-2017 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 <http://www.gnu.org/licenses/>.
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nv = size(values, 1);
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ip = find(values(:,1) == 4); % Parameters
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ix = find(values(:,1) == 1); % Exogenous
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ixd = find(values(:,1) == 2); % Exogenous deterministic
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if length([ip; ix; ixd]) ~= nv
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error('HOMOTOPY mode 1: incorrect variable types specified')
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end
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% Construct vector of starting values, using previously initialized values
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% when initial value has not been given in homotopy_setup block
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oldvalues = values(:,3);
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ipn = find(values(:,1) == 4 & isnan(oldvalues));
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oldvalues(ipn) = M.params(values(ipn, 2));
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ixn = find(values(:,1) == 1 & isnan(oldvalues));
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oldvalues(ixn) = oo.exo_steady_state(values(ixn, 2));
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ixdn = find(values(:,1) == 2 & isnan(oldvalues));
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oldvalues(ixdn) = oo.exo_det_steady_state(values(ixdn, 2));
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points = zeros(nv, step_nbr+1);
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for i = 1:nv
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if (oldvalues(i) ~= values(i, 4))
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points(i,:) = oldvalues(i):(values(i,4)-oldvalues(i))/step_nbr:values(i,4);
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else
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points(i,:) = values(i,4);
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end
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end
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for i=1:step_nbr+1
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disp([ 'HOMOTOPY mode 1: computing step ' int2str(i-1) '/' int2str(step_nbr) '...' ])
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old_params = M.params;
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old_exo = oo.exo_steady_state;
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old_exo_det = oo.exo_det_steady_state;
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M.params(values(ip,2)) = points(ip,i);
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oo.exo_steady_state(values(ix,2)) = points(ix,i);
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oo.exo_det_steady_state(values(ixd,2)) = points(ixd,i);
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[steady_state,M.params,info] = steady_(M,options,oo);
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if info(1) == 0
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% if homotopy step is not successful, current values of steady
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% state are not modified
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oo.steady_state = steady_state;
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else
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M.params = old_params;
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oo.exo_steady_state = old_exo;
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oo.exo_det_steady_state = old_exo_det;
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break
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end
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end
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