From ab1cb25ed3ad213b1ab378e67dcfd127af6f7c7b Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx,de>
Date: Thu, 20 Jun 2013 18:53:35 +0200
Subject: [PATCH] Filter out cases where invalid starting value leads to NaN or
Inf in Jacobian.
Replaces cryptic message "Some element of Newton direction isn't finite. Jacobian maybe singular or there is a problem with initial values" with more expressive message.
---
matlab/dynare_solve.m | 18 ++++++++++++++++++
1 file changed, 18 insertions(+)
diff --git a/matlab/dynare_solve.m b/matlab/dynare_solve.m
index 8dfedc081..613b01112 100644
--- a/matlab/dynare_solve.m
+++ b/matlab/dynare_solve.m
@@ -42,6 +42,24 @@ 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),M.endo_names(infcol(ii),:),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),M.endo_names(orig_var_index,:),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) ;
--
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