diff --git a/matlab/dynare_solve.m b/matlab/dynare_solve.m index 21513dc0a0ffdd206460df95a9e9436bd863ca3f..3527659419e43e63613ab7fed8090e3d3650b142 100644 --- a/matlab/dynare_solve.m +++ b/matlab/dynare_solve.m @@ -15,7 +15,7 @@ function [x, errorflag, fvec, fjac] = dynare_solve(f, x, options, varargin) % - fvec [double] n×1 vector, function value at x (f(x), used for debugging when errorflag is true). % - fjac [double] n×n matrix, Jacobian value at x (J(x), used for debugging when errorflag is true). -% Copyright © 2001-2021 Dynare Team +% Copyright © 2001-2023 Dynare Team % % This file is part of Dynare. % @@ -91,7 +91,8 @@ if jacobian_flag wrong_initial_guess_flag = false; if ~all(isfinite(fvec)) || any(isinf(fjac(:))) || any(isnan((fjac(:)))) ... || any(~isreal(fvec)) || any(~isreal(fjac(:))) - if max(abs(fvec)) < tolf %return if initial value solves problem + if ~any(isnan(fvec)) && max(abs(fvec)) < tolf %return if initial value solves problem + % max([NaN, 0])=0, so explicitly exclude the case where fvec contains a NaN info = 0; return; end @@ -166,7 +167,8 @@ end % this test doesn't check complementarity conditions and is not used for % mixed complementarity problems -if (~ismember(options.solve_algo,[10,11])) && (max(abs(fvec)) < tolf) +if (~ismember(options.solve_algo,[10,11])) && ~any(isnan(fvec)) && (max(abs(fvec)) < tolf) + % max([NaN, 0])=0, so explicitly exclude the case where fvec contains a NaN return ; end