dynare-common 4.4.1-1build1 / usr / share / dynare / matlab / homotopy2.m

function homotopy2(values, step_nbr)
% function homotopy2(values, step_nbr)
%
% Implements homotopy (mode 2) for steady-state computation.
% Only one parameter/exogenous is changed at a time.
% Computation jumps to next variable only when current variable has been
% brought to its final value.
% Variables are processed in the order in which they appear in "values".
% The problem is solved var_nbr*step_nbr times.
%
% INPUTS
%    values:        a matrix with 4 columns, representing the content of
%                   homotopy_setup block, with one variable per line.
%                   Column 1 is variable type (1 for exogenous, 2 for
%                   exogenous deterministic, 4 for parameters)
%                   Column 2 is symbol integer identifier.
%                   Column 3 is initial value, and column 4 is final value.
%                   Column 3 can contain NaNs, in which case previous
%                   initialization of variable will be used as initial value.
%    step_nbr:      number of steps for homotopy
%
% OUTPUTS
%    none
%
% SPECIAL REQUIREMENTS
%    none

% Copyright (C) 2008-2012 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 M_ oo_ options_

nv = size(values, 1);

oldvalues = values(:,3);

% Initialize all variables with initial value, or the reverse...
for i = 1:nv
    switch values(i,1)
      case 1
        if isnan(oldvalues(i))
            oldvalues(i) = oo_.exo_steady_state(values(i,2));
        else
            oo_.exo_steady_state(values(i,2)) = oldvalues(i);
        end
      case 2
        if isnan(oldvalues(i))
            oldvalues(i) = oo_.exo_det_steady_state(values(i,2));
        else
            oo_.exo_det_steady_state(values(i,2)) = oldvalues(i);
        end
      case 4
        if isnan(oldvalues(i))
            oldvalues(i) = M_.params(values(i,2));
        else
            M_.params(values(i,2)) = oldvalues(i);
        end
      otherwise
        error('HOMOTOPY mode 2: incorrect variable types specified')
    end
end

if any(oldvalues == values(:,4))
    error('HOMOTOPY mode 2: initial and final values should be different')
end

% Actually do the homotopy
for i = 1:nv
    switch values(i,1)
      case 1
        varname = M_.exo_names(values(i,2), :);
      case 2
        varname = M_.exo_det_names(values(i,2), :);
      case 4
        varname = M_.param_names(values(i,2), :);
    end
    for v = oldvalues(i):(values(i,4)-oldvalues(i))/step_nbr:values(i,4)
        switch values(i,1)
          case 1
            oo_.exo_steady_state(values(i,2)) = v;
          case 2
            oo_.exo_det_steady_state(values(i,2)) = v;
          case 4
            M_.params(values(i,2)) = v;
        end

        disp([ 'HOMOTOPY mode 2: lauching solver with ' deblank(varname) ' = ' num2str(v) ' ...'])
        
        oo_.steady_state = steady_(M_,options_,oo_);
    end
end