45 lines
1.5 KiB
Matlab
45 lines
1.5 KiB
Matlab
function [res,fjac,domer] = mcp_func(x,jacflag)
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% function [res,fjac,domer] = mcp_func(x,jacflag)
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% wrapper function for mixed complementarity problem when using PATH
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%
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% INPUTS
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% - x [double] N*T array, paths for the endogenous variables (initial guess).
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% - jacflag [scalar] indicator whether Jacobian is requested
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%
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% OUTPUTS
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% - res [double] (N*T)*1 array, residuals of the stacked problem
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% - fjac [double] (N*T)*(N*T) array, Jacobian of the stacked problem
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% - domer [scalar] errorflag that is 1 if solution is not real
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% Copyright (C) 2016 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 mcp_data
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if jacflag
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[res,fjac] = mcp_data.func(x,mcp_data.args{:});
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fjac = sparse(fjac);
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else
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res = mcp_data.func(x,mcp_data.args{:});
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fjac = [];
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end
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if isreal(res)
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domer = 0;
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else
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domer = 1;
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end
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