/usr/share/dynare/matlab/dynare_solve.m is in dynare-common 4.4.1-1build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 | function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
% function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
% proposes different solvers
%
% INPUTS
% func: name of the function to be solved
% x: guess values
% jacobian_flag=1: jacobian given by the 'func' function
% jacobian_flag=0: jacobian obtained numerically
% varargin: list of arguments following jacobian_flag
%
% OUTPUTS
% x: solution
% info=1: the model can not be solved
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2001-2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global options_
tolf = options_.solve_tolf ;
info = 0;
nn = size(x,1);
% checking initial values
if jacobian_flag
[fvec,fjac] = feval(func,x,varargin{:});
if any(any(isinf(fjac) | isnan(fjac)))
[infrow,infcol]=find(isinf(fjac) | isnan(fjac));
M=evalin('base','M_'); %get variable names from workspace
fprintf('\nSTEADY: The Jacobian contains Inf or NaN. The problem arises from: \n\n')
for ii=1:length(infrow)
if infcol(ii)<=M.orig_endo_nbr
fprintf('STEADY: Derivative of Equation %d with respect to Variable %s (initial value of %s: %g) \n',infrow(ii),deblank(M.endo_names(infcol(ii),:)),deblank(M.endo_names(infcol(ii),:)),x(infcol(ii)))
else %auxiliary vars
orig_var_index=M.aux_vars(1,infcol(ii)-M.orig_endo_nbr).orig_index;
fprintf('STEADY: Derivative of Equation %d with respect to Variable %s (initial value of %s: %g) \n',infrow(ii),deblank(M.endo_names(orig_var_index,:)),deblank(M.endo_names(orig_var_index,:)),x(infcol(ii)))
end
end
fprintf('\nSTEADY: The problem most often occurs, because a variable with\n')
fprintf('STEADY: exponent smaller than 1 has been initialized to 0. Taking the derivative\n')
fprintf('STEADY: and evaluating it at the steady state then results in a division by 0.\n')
error('An element of the Jacobian is not finite or NaN')
end
else
fvec = feval(func,x,varargin{:});
fjac = zeros(nn,nn) ;
end
i = find(~isfinite(fvec));
if ~isempty(i)
disp(['STEADY: numerical initial values or parameters incompatible with the following' ...
' equations'])
disp(i')
disp('Please check for example')
disp(' i) if all parameters occurring in these equations are defined')
disp(' ii) that no division by an endogenous variable initialized to 0 occurs')
info = 1;
x = NaN;
return;
end
if max(abs(fvec)) < tolf
return ;
end
if options_.solve_algo == 0
if ~isoctave
if ~user_has_matlab_license('optimization_toolbox')
error('You can''t use solve_algo=0 since you don''t have MATLAB''s Optimization Toolbox')
end
end
options=optimset('fsolve');
options.MaxFunEvals = 50000;
options.MaxIter = 2000;
options.TolFun=1e-8;
options.Display = 'iter';
if jacobian_flag
options.Jacobian = 'on';
else
options.Jacobian = 'off';
end
if ~isoctave
[x,fval,exitval,output] = fsolve(func,x,options,varargin{:});
else
% Under Octave, use a wrapper, since fsolve() does not have a 4th arg
func2 = str2func(func);
func = @(x) func2(x, varargin{:});
% The Octave version of fsolve does not converge when it starts from the solution
fvec = feval(func,x);
if max(abs(fvec)) >= tolf
[x,fval,exitval,output] = fsolve(func,x,options);
else
exitval = 3;
end;
end
if exitval > 0
info = 0;
else
info = 1;
end
elseif options_.solve_algo == 1
[x,info]=solve1(func,x,1:nn,1:nn,jacobian_flag,1,options_.gstep, ...
tolf,options_.solve_tolx, ...
options_.steady.maxit,options_.debug,varargin{:});
elseif options_.solve_algo == 2 || options_.solve_algo == 4
if ~jacobian_flag
fjac = zeros(nn,nn) ;
dh = max(abs(x),options_.gstep(1)*ones(nn,1))*eps^(1/3);
for j = 1:nn
xdh = x ;
xdh(j) = xdh(j)+dh(j) ;
fjac(:,j) = (feval(func,xdh,varargin{:}) - fvec)./dh(j) ;
end
end
[j1,j2,r,s] = dmperm(fjac);
if options_.debug
disp(['DYNARE_SOLVE (solve_algo=2|4): number of blocks = ' num2str(length(r))]);
end
% Activate bad conditioning flag for solve_algo = 2, but not for solve_algo = 4
bad_cond_flag = (options_.solve_algo == 2);
for i=length(r)-1:-1:1
if options_.debug
disp(['DYNARE_SOLVE (solve_algo=2|4): solving block ' num2str(i) ', of size ' num2str(r(i+1)-r(i)) ]);
end
[x,info]=solve1(func,x,j1(r(i):r(i+1)-1),j2(r(i):r(i+1)-1),jacobian_flag, ...
bad_cond_flag, options_.gstep, ...
tolf,options_.solve_tolx, ...
options_.steady.maxit,options_.debug,varargin{:});
if info
return
end
end
fvec = feval(func,x,varargin{:});
if max(abs(fvec)) > tolf
[x,info]=solve1(func,x,1:nn,1:nn,jacobian_flag, bad_cond_flag, ...
options_.gstep, tolf,options_.solve_tolx, ...
options_.steady.maxit,options_.debug,varargin{:});
end
elseif options_.solve_algo == 3
if jacobian_flag
[x,info] = csolve(func,x,func,1e-6,500,varargin{:});
else
[x,info] = csolve(func,x,[],1e-6,500,varargin{:});
end
else
error('DYNARE_SOLVE: option solve_algo must be one of [0,1,2,3,4]')
end
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