71 lines
2.9 KiB
Matlab
71 lines
2.9 KiB
Matlab
function [endogenousvariables, info] = solve_stacked_linear_problem(endogenousvariables, exogenousvariables, steadystate_y, steadystate_x, M, options)
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% Copyright © 2015-2022 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 <https://www.gnu.org/licenses/>.
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[options, y0, yT, z, i_cols, i_cols_J1, i_cols_T, i_cols_j, i_cols_1, i_cols_0, i_cols_J0, dynamicmodel] = ...
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initialize_stacked_problem(endogenousvariables, options, M, steadystate_y);
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ip = find(M.lead_lag_incidence(1,:)');
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ic = find(M.lead_lag_incidence(2,:)');
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in = find(M.lead_lag_incidence(3,:)');
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% Evaluate the Jacobian of the dynamic model at the deterministic steady state.
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[d1,jacobian] = dynamicmodel(steadystate_y([ip; ic; in]), transpose(steadystate_x), M.params, steadystate_y, 1);
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% Check that the dynamic model was evaluated at the steady state.
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if max(abs(d1))>1e-12
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error('Jacobian is not evaluated at the steady state!')
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end
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nyp = nnz(M.lead_lag_incidence(1,:));
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ny0 = nnz(M.lead_lag_incidence(2,:));
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nyf = nnz(M.lead_lag_incidence(3,:));
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nd = nyp+ny0+nyf; % size of y (first argument passed to the dynamic file).
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jexog = transpose(nd+(1:M.exo_nbr));
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jendo = transpose(1:nd);
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z = bsxfun(@minus, z, steadystate_y);
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x = bsxfun(@minus, exogenousvariables, steadystate_x');
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[y, check, ~, ~, errorcode] = dynare_solve(@linear_perfect_foresight_problem, z(:), ...
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options.simul.maxit, options.dynatol.f, options.dynatol.x, ...
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options, ...
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jacobian, y0-steadystate_y, yT-steadystate_y, ...
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x, M.params, steadystate_y, ...
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M.maximum_lag, options.periods, M.endo_nbr, i_cols, ...
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i_cols_J1, i_cols_1, i_cols_T, i_cols_j, i_cols_0, i_cols_J0, ...
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jendo, jexog);
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if all(imag(y)<.1*options.dynatol.x)
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if ~isreal(y)
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y = real(y);
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end
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else
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check = 1;
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end
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endogenousvariables = [y0 bsxfun(@plus,reshape(y,M.endo_nbr,options.periods), steadystate_y) yT];
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if check
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info.status = false;
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if options.debug
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dprintf('solve_stacked_linear_problem: Nonlinear solver routine failed with errorcode=%i.', errorcode)
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end
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else
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info.status = true;
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end
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