75 lines
2.7 KiB
Matlab
75 lines
2.7 KiB
Matlab
function homotopy1(values, step_nbr)
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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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%
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% OUTPUTS
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% none
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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 (2008)
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% Gnu Public License.
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global M_ oo_ options_
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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: 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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if any(oldvalues == values(:,4))
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error('HOMOTOPY: initial and final values should be different')
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end
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points = zeros(nv, step_nbr+1);
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for i = 1:nv
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points(i,:) = oldvalues(i):(values(i,4)-oldvalues(i))/step_nbr:values(i,4);
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end
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for i=1:step_nbr+1
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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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[oo_.steady_state,check] = dynare_solve([M_.fname '_static'],...
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oo_.steady_state,...
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options_.jacobian_flag, ...
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[oo_.exo_steady_state; ...
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oo_.exo_det_steady_state], M_.params);
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if check
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error('HOMOTOPY didn''t succeed')
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end
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end
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