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dynare_solve.m

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  • dynare_solve.m 6.90 KiB
    function [x,info] = dynare_solve(func,x,options,varargin)
    % function [x,info] = dynare_solve(func,x,options,varargin)
    % proposes different solvers
    %
    % INPUTS
    %    func:             name of the function to be solved
    %    x:                guess values
    %    options:          struct of Dynare options
    %    varargin:         list of arguments following jacobian_flag
    %
    % OUTPUTS
    %    x:                solution
    %    info=1:           the model can not be solved
    %
    % SPECIAL REQUIREMENTS
    %    none
    
    % Copyright (C) 2001-2015 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/>.
    
    % jacobian_flag=1:  jacobian given by the 'func' function
    % jacobian_flag=0:  jacobian obtained numerically
    jacobian_flag = options.jacobian_flag;
    
    % Set tolerance parameter depending the the caller function.
    stack = dbstack;
    if strcmp(stack(2).file,'simulation_core.m')
        tolf = options.dynatol.f;
    else
        tolf = options.solve_tolf;
    end
    
    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')
            display_problematic_vars_Jacobian(infrow,infcol,M,x,'static','STEADY: ')
            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')