From 16eabbbc4e9691518f4bf46d68d75fa35cc2a6ca Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Fri, 22 Jul 2022 12:40:41 +0200
Subject: [PATCH] block_trust_region MEX: improve treatment of non-square
blocks in Dulmage-Mendelsohn decomposition
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit
– before erroring out, check whether the residuals for the block are already
zero (in which case, move to next block)
– improve error message that is printed otherwise
Note that trying to solve under-determined blocks (as in dynare_solve.m) would
require too many changes in the existing code, so let’s leave it out.
Closes: #1851
---
mex/sources/block_trust_region/mexFunction.f08 | 16 +++++++++++++---
1 file changed, 13 insertions(+), 3 deletions(-)
diff --git a/mex/sources/block_trust_region/mexFunction.f08 b/mex/sources/block_trust_region/mexFunction.f08
index 1092d42333..59da65547f 100644
--- a/mex/sources/block_trust_region/mexFunction.f08
+++ b/mex/sources/block_trust_region/mexFunction.f08
@@ -201,14 +201,24 @@ subroutine mexFunction(nlhs, plhs, nrhs, prhs) bind(c, name='mexFunction')
end if
end if
+ if (size(blocks(i)%col_indices) /= size(blocks(i)%row_indices)) then
+ ! Non-square block in DM decomposition
+ ! Before erroring out, check whether we are not already at the solution for this block
+ ! See also #1851
+ if (norm2(fvec(blocks(i)%row_indices)) < tolf) then
+ cycle
+ else
+ call mexErrMsgTxt("DYNARE_SOLVE (solve_algo=13|14): the Dulmage-Mendelsohn &
+ &decomposition returned a non-square block. This means that the &
+ &Jacobian is singular. You may want to try another value for solve_algo.")
+ end if
+ end if
+
block
real(real64), dimension(size(blocks(i)%col_indices)) :: x_block
x_indices => blocks(i)%col_indices
f_indices => blocks(i)%row_indices
x_all => x
- if (size(x_indices) /= size(f_indices)) then
- call mexErrMsgTxt("Non-square block")
- end if
x_block = x(x_indices)
call trust_region_solve(x_block, matlab_fcn, info, tolx, tolf, maxiter, factor)
x(x_indices) = x_block
--
GitLab