106 lines
3.4 KiB
Matlab
106 lines
3.4 KiB
Matlab
function homotopy2(values, step_nbr)
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% function homotopy2(values, step_nbr)
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%
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% Implements homotopy (mode 2) for steady-state computation.
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% Only one parameter/exogenous is changed at a time.
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% Computation jumps to next variable only when current variable has been
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% brought to its final value.
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% Variables are processed in the order in which they appear in "values".
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% The problem is solved var_nbr*step_nbr 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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% Copyright (C) 2008-2018 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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global M_ oo_ options_
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nv = size(values, 1);
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oldvalues = values(:,3);
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% Initialize all variables with initial value, or the reverse...
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for i = 1:nv
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switch values(i,1)
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case 1
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if isnan(oldvalues(i))
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oldvalues(i) = oo_.exo_steady_state(values(i,2));
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else
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oo_.exo_steady_state(values(i,2)) = oldvalues(i);
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end
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case 2
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if isnan(oldvalues(i))
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oldvalues(i) = oo_.exo_det_steady_state(values(i,2));
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else
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oo_.exo_det_steady_state(values(i,2)) = oldvalues(i);
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end
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case 4
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if isnan(oldvalues(i))
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oldvalues(i) = M_.params(values(i,2));
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else
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M_.params(values(i,2)) = oldvalues(i);
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end
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otherwise
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error('HOMOTOPY mode 2: incorrect variable types specified')
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end
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end
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if any(oldvalues == values(:,4))
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error('HOMOTOPY mode 2: initial and final values should be different')
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end
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% Actually do the homotopy
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for i = 1:nv
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switch values(i,1)
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case 1
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varname = M_.exo_names{values(i,2)};
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case 2
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varname = M_.exo_det_names{values(i,2)};
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case 4
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varname = M_.param_names{values(i,2)};
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end
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for v = oldvalues(i):(values(i,4)-oldvalues(i))/step_nbr:values(i,4)
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switch values(i,1)
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case 1
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oo_.exo_steady_state(values(i,2)) = v;
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case 2
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oo_.exo_det_steady_state(values(i,2)) = v;
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case 4
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M_.params(values(i,2)) = v;
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end
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disp([ 'HOMOTOPY mode 2: lauching solver with ' varname ' = ' num2str(v) ' ...'])
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oo_.steady_state = steady_(M_,options_,oo_);
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end
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end
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