diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst index c03f136fb99bb893acc2be9fd36dc62de8445bd7..990fc9b22af0a91a4ce73d34837d856fc089a805 100644 --- a/doc/manual/source/the-model-file.rst +++ b/doc/manual/source/the-model-file.rst @@ -4787,31 +4787,6 @@ Computing the stochastic solution and this option has no effect. More references can be found `here <https://archives.dynare.org/DynareWiki/PartialInformation>`__ . - .. option:: sylvester = OPTION - - Determines the algorithm used to solve the Sylvester equation - for block decomposed model. Possible values for OPTION are: - - ``default`` - - Uses the default solver for Sylvester equations - (``gensylv``) based on Ondra Kamenik’s algorithm (see - `here - <https://www.dynare.org/assets/team-presentations/sylvester.pdf>`__ - for more information). - - ``fixed_point`` - - Uses a fixed point algorithm to solve the Sylvester - equation (``gensylv_fp``). This method is faster than - the default one for large scale models. - - |br| Default value is ``default``. - - .. option:: sylvester_fixed_point_tol = DOUBLE - - The convergence criterion used in the fixed point - Sylvester solver. Its default value is ``1e-12``. .. option:: dr = OPTION @@ -7923,15 +7898,6 @@ observed variables. See :opt:`aim_solver`. - .. option:: sylvester = OPTION - - See :opt:`sylvester <sylvester = OPTION>`. - - .. option:: sylvester_fixed_point_tol = DOUBLE - - See :opt:`sylvester_fixed_point_tol <sylvester_fixed_point_tol - = DOUBLE>` . - .. option:: lyapunov = OPTION Determines the algorithm used to solve the Lyapunov equation to @@ -9475,16 +9441,6 @@ adding prior information comes at the cost of a loss in efficiency of the estima See :opt:`lyapunov_doubling_tol <lyapunov_doubling_tol = DOUBLE>`. Default: ``1e-16``. - .. option:: sylvester = OPTION - - See :opt:`sylvester <sylvester = OPTION>`. - Default: ``default``, i.e. uses ``gensylv``. - - .. option:: sylvester_fixed_point_tol = DOUBLE - - See :opt:`sylvester_fixed_point_tol <sylvester_fixed_point_tol = DOUBLE>`. - Default: ``1e-12``. - .. option:: qz_criterium = DOUBLE See :opt:`qz_criterium <qz_criterium = DOUBLE>`. diff --git a/matlab/+mom/default_option_mom_values.m b/matlab/+mom/default_option_mom_values.m index 38ad0cf201ad29036910e0d32564f524c6542311..3c105e27d743a26cd996b27cbc04db6181238ac0 100644 --- a/matlab/+mom/default_option_mom_values.m +++ b/matlab/+mom/default_option_mom_values.m @@ -160,8 +160,6 @@ options_mom_ = set_default_option(options_mom_,'lyapunov_srs',false); options_mom_ = set_default_option(options_mom_,'lyapunov_complex_threshold',1e-15); % complex block threshold for the upper triangular matrix in symmetric Lyapunov equation solver options_mom_ = set_default_option(options_mom_,'lyapunov_fixed_point_tol',1e-10); % convergence criterion used in the fixed point Lyapunov solver options_mom_ = set_default_option(options_mom_,'lyapunov_doubling_tol',1e-16); % convergence criterion used in the doubling algorithm -options_mom_ = set_default_option(options_mom_,'sylvester_fp',false); % determines whether to use fixed point algorihtm to solve Sylvester equation (gensylv_fp), faster for large scale models -options_mom_ = set_default_option(options_mom_,'sylvester_fixed_point_tol',1e-12); % convergence criterion used in the fixed point Sylvester solver % mode check plot options_mom_.mode_check.nolik = false; % we don't do likelihood (also this initializes mode_check substructure) diff --git a/matlab/default_option_values.m b/matlab/default_option_values.m index b913eac89afb9a34c929fb17fc6c3082d5ff0b5c..cbaa775a230bd507e5e9858ae9c9c63186959de6 100644 --- a/matlab/default_option_values.m +++ b/matlab/default_option_values.m @@ -664,12 +664,6 @@ options_.use_dll = false; % model evaluated using bytecode.dll options_.bytecode = false; -% if true, use a fixed point method to solve Sylvester equation (for large scale models) -options_.sylvester_fp = false; - -% convergence criteria to solve iteratively a sylvester equations -options_.sylvester_fixed_point_tol = 1e-12; - % if true, use a fixed point method to solve Lyapunov equation (for large scale models) options_.lyapunov_fp = false; % if true, use a doubling algorithm to solve Lyapunov equation (for large scale models) diff --git a/tests/estimation/method_of_moments/AnScho/AnScho_MoM_common.inc b/tests/estimation/method_of_moments/AnScho/AnScho_MoM_common.inc index cd0d1f06a4f07d638f2792bcc834a8429ef8113d..67655ab402038696c87a57721c0d71153282023d 100644 --- a/tests/estimation/method_of_moments/AnScho/AnScho_MoM_common.inc +++ b/tests/estimation/method_of_moments/AnScho/AnScho_MoM_common.inc @@ -269,8 +269,6 @@ method_of_moments( % , lyapunov_complex_threshold = 1e-15 % complex block threshold for the upper triangular matrix in symmetric Lyapunov equation solver % , lyapunov_fixed_point_tol = 1e-10 % convergence criterion used in the fixed point Lyapunov solver % , lyapunov_doubling_tol = 1e-16 % convergence criterion used in the doubling algorithm - % , sylvester = default % algorithm to solve Sylvester equation; possible values are DEFAULT, FIXED_POINT - % , sylvester_fixed_point_tol = 1e-12 % convergence criterion used in the fixed point Sylvester solver % , qz_criterium = 0.999999 % value used to split stable from unstable eigenvalues in reordering the Generalized Schur decomposition used for solving first order problems % , qz_zero_threshold = 1e-6 % value used to test if a generalized eigenvalue is 0/0 in the generalized Schur decomposition % , schur_vec_tol=1e-11 % tolerance level used to find nonstationary variables in Schur decomposition of the transition matrix diff --git a/tests/estimation/method_of_moments/RBC/RBC_MoM_Andreasen.mod b/tests/estimation/method_of_moments/RBC/RBC_MoM_Andreasen.mod index 7441e12f03baa9b75a76c29122a086d83b19aa50..f34b58d752bf204c15e432e03ed6dc3ef863bd5e 100644 --- a/tests/estimation/method_of_moments/RBC/RBC_MoM_Andreasen.mod +++ b/tests/estimation/method_of_moments/RBC/RBC_MoM_Andreasen.mod @@ -218,8 +218,6 @@ method_of_moments( % , lyapunov_complex_threshold = 1e-15 % complex block threshold for the upper triangular matrix in symmetric Lyapunov equation solver % , lyapunov_fixed_point_tol = 1e-10 % convergence criterion used in the fixed point Lyapunov solver % , lyapunov_doubling_tol = 1e-16 % convergence criterion used in the doubling algorithm - % , sylvester = default % algorithm to solve Sylvester equation; possible values are DEFAULT, FIXED_POINT - % , sylvester_fixed_point_tol = 1e-12 % convergence criterion used in the fixed point Sylvester solver % , qz_criterium = 0.999999 % value used to split stable from unstable eigenvalues in reordering the Generalized Schur decomposition used for solving first order problems % , qz_zero_threshold = 1e-6 % value used to test if a generalized eigenvalue is 0/0 in the generalized Schur decomposition % , schur_vec_tol=1e-11 % tolerance level used to find nonstationary variables in Schur decomposition of the transition matrix diff --git a/tests/estimation/method_of_moments/RBC/RBC_MoM_SMM_ME.mod b/tests/estimation/method_of_moments/RBC/RBC_MoM_SMM_ME.mod index df46d56fe85aed7e369786c36754e6815bb485ef..ea351a401390d0e28aabdc2f6eacd98fb37e6a39 100644 --- a/tests/estimation/method_of_moments/RBC/RBC_MoM_SMM_ME.mod +++ b/tests/estimation/method_of_moments/RBC/RBC_MoM_SMM_ME.mod @@ -205,8 +205,6 @@ end % , lyapunov_complex_threshold = 1e-15 % complex block threshold for the upper triangular matrix in symmetric Lyapunov equation solver % , lyapunov_fixed_point_tol = 1e-10 % convergence criterion used in the fixed point Lyapunov solver % , lyapunov_doubling_tol = 1e-16 % convergence criterion used in the doubling algorithm - % , sylvester = default % algorithm to solve Sylvester equation; possible values are DEFAULT, FIXED_POINT - % , sylvester_fixed_point_tol = 1e-12 % convergence criterion used in the fixed point Sylvester solver % , qz_criterium = 0.999999 % value used to split stable from unstable eigenvalues in reordering the Generalized Schur decomposition used for solving first order problems % , qz_zero_threshold = 1e-6 % value used to test if a generalized eigenvalue is 0/0 in the generalized Schur decomposition % , schur_vec_tol=1e-11 % tolerance level used to find nonstationary variables in Schur decomposition of the transition matrix diff --git a/tests/estimation/method_of_moments/RBC/RBC_MoM_prefilter.mod b/tests/estimation/method_of_moments/RBC/RBC_MoM_prefilter.mod index 7b1fc4758cc87ab31ae165159c7d88dfd7d0266e..7bdd1aa5e0c9a2b88a4bfa4a9960602bc80a6cd1 100644 --- a/tests/estimation/method_of_moments/RBC/RBC_MoM_prefilter.mod +++ b/tests/estimation/method_of_moments/RBC/RBC_MoM_prefilter.mod @@ -177,8 +177,6 @@ save('test_matrix.mat','weighting_matrix') % , lyapunov_complex_threshold = 1e-15 % complex block threshold for the upper triangular matrix in symmetric Lyapunov equation solver % , lyapunov_fixed_point_tol = 1e-10 % convergence criterion used in the fixed point Lyapunov solver % , lyapunov_doubling_tol = 1e-16 % convergence criterion used in the doubling algorithm - % , sylvester = default % algorithm to solve Sylvester equation; possible values are DEFAULT, FIXED_POINT - % , sylvester_fixed_point_tol = 1e-12 % convergence criterion used in the fixed point Sylvester solver % , qz_criterium = 0.999999 % value used to split stable from unstable eigenvalues in reordering the Generalized Schur decomposition used for solving first order problems % , qz_zero_threshold = 1e-6 % value used to test if a generalized eigenvalue is 0/0 in the generalized Schur decomposition % , schur_vec_tol=1e-11 % tolerance level used to find nonstationary variables in Schur decomposition of the transition matrix