From e576dc8c81878978a410a9dec0416cfcc8422db6 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Tue, 6 Oct 2020 18:31:13 +0200
Subject: [PATCH] Block decomposition: fix evaluation of recursive variables in
solved blocks
Ref. #1726
---
matlab/solve_one_boundary.m | 5 +++--
matlab/solve_two_boundaries.m | 3 ++-
preprocessor | 2 +-
3 files changed, 6 insertions(+), 4 deletions(-)
diff --git a/matlab/solve_one_boundary.m b/matlab/solve_one_boundary.m
index af9b655925..f4009b077f 100644
--- a/matlab/solve_one_boundary.m
+++ b/matlab/solve_one_boundary.m
@@ -92,9 +92,10 @@ for it_=start:incr:finish
g1=spalloc( Blck_size, Blck_size, nze);
while ~(cvg==1 || iter>maxit_)
if is_dynamic
- [r, ~, T(:, it_), g1] = feval(fname, Block_Num, dynvars_from_endo_simul(y, it_, M), x, params, steady_state, T(:, it_), it_, false);
+ [r, yy, T(:, it_), g1] = feval(fname, Block_Num, dynvars_from_endo_simul(y, it_, M), x, params, steady_state, T(:, it_), it_, false);
+ y(:, it_) = yy(M.lead_lag_incidence(M.maximum_endo_lag+1,:));
else
- [r, ~, T, g1] = feval(fname, Block_Num, y, x, params, T);
+ [r, y, T, g1] = feval(fname, Block_Num, y, x, params, T);
end
if ~isreal(r)
max_res=(-(max(max(abs(r))))^2)^0.5;
diff --git a/matlab/solve_two_boundaries.m b/matlab/solve_two_boundaries.m
index d1c595f6b6..25524a0173 100644
--- a/matlab/solve_two_boundaries.m
+++ b/matlab/solve_two_boundaries.m
@@ -83,7 +83,8 @@ while ~(cvg==1 || iter>maxit_)
r = NaN(Blck_size, periods);
g1a = spalloc(Blck_size*periods, Blck_size*periods, nze*periods);
for it_ = y_kmin+(1:periods)
- [r(:, it_-y_kmin), ~, T(:, it_), g1]=feval(fname, Block_Num, dynvars_from_endo_simul(y, it_, M), x, params, steady_state, T(:, it_), it_, false);
+ [r(:, it_-y_kmin), yy, T(:, it_), g1]=feval(fname, Block_Num, dynvars_from_endo_simul(y, it_, M), x, params, steady_state, T(:, it_), it_, false);
+ y(:, it_) = yy(M.lead_lag_incidence(M.maximum_endo_lag+1,:));
if periods == 1
g1a = g1(:, Blck_size+(1:Blck_size));
elseif it_ == y_kmin+1
diff --git a/preprocessor b/preprocessor
index e4687bb976..4560639eb4 160000
--- a/preprocessor
+++ b/preprocessor
@@ -1 +1 @@
-Subproject commit e4687bb97616a19432e1b46565b6b6065276b657
+Subproject commit 4560639eb4035448cc8adc4535a1957fa82924ab
--
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