(cherry picked from commit 947402c1)

Johannes Pfeifer authored 3 years ago and Sébastien Villemot committed 3 years ago

(manually cherry picked from commit a5fe22bd)

Johannes Pfeifer authored 3 years ago and Sébastien Villemot committed 3 years ago

(cherry picked from commit c5557b54)

Johannes Pfeifer authored 3 years ago and Sébastien Villemot committed 3 years ago

mode on some machines triggered numerical instabilities in the initialization of Pstar due to near singularity

(cherry picked from commit b103cc92)

Johannes Pfeifer authored 3 years ago and Sébastien Villemot committed 3 years ago

Closes #1840

(cherry picked from commit 176baa22)

(cherry picked from commit d9feb045)

Apparently needed with MATLAB R2022a on AVX-512 processors.

(cherry picked from commit d7b5973c)

Johannes Pfeifer authored 3 years ago and Sébastien Villemot committed 3 years ago

Closes #1842

(cherry picked from commit 35c30dc0)

5.x cherry picks

See merge request !2012

(cherry picked from commit a1ebd20a)

(cherry picked from commit f3bf8fb8)

Johannes Pfeifer authored 3 years ago and Sébastien Villemot committed 3 years ago

(cherry picked from commit 1ed765b8)

The code is buggy and leads to wrong results, so forbid this combination.

(cherry picked from commit e49e7e90)

(manually cherry picked from commit 9a4e08fe)

(manually cherry picked from commit b31fe76d)

This is made necessary by commit dd1ec10e.

(cherry picked from commit 7f58ec59)

Either ensure that oo_.determinstic_simulation.status is set, or really error out.

(cherry picked from commit 4da9d1e7)

Was incorrectly using solve_tolf.

(cherry picked from commit dd1ec10e)

Improve the model that is used to test all combinations of algorithms with
block and bytecode options, by ensuring that it includes the 8 possible types of blocks:
– Solve {forward, backward, two boundaries} {simple, complete}
– Evaluate {forward, backward}

All the “Solve” blocks are also included in both linear and nonlinear forms
(since the codepaths are typically different depending on the linearity of
the block).

Note that there is no such thing as a nonlinear “Evaluate” block, since the
endogenous variables of the block always enter linearly (on the LHS).

Also:
- use perfect_foresight_{setup,solver} instead of simul (and disable automatic homotopy)
- add a shock on e_R (though this is not strictly needed since the
  corresponding block already inherits the shock from another ancestor block)
- remove the block for observables, there is already another block of type
  “Evaluate forward”

(cherry picked from commit d8c3467a)

This commit makes it closer to the implementation in bytecode. In practice,
this change fixes convergence problems on some models.

(cherry picked from commit 07978aff)

(cherry picked from commit 2d73ae29)

Johannes Pfeifer authored 3 years ago and Sébastien Villemot committed 3 years ago

(cherry picked from commit ecbfb7d0)

(manually cherry picked from commit 3a039a1d)

Bytecode: fix stack_solve_algo=4 when a “solve backward/forward” block follows a “solve two boundaries” block

When solving a “Solve two boundarise” block with stack_solve_algo=4, the
“slowc” variable is modified. This would affect the resolution of further
“solve backward/forward” blocks, which would yield results.

The fix consists in saving and restoring “slowc”.

(cherry picked from commit 96fb676b)

Johannes Pfeifer authored 3 years ago and Sébastien Villemot committed 3 years ago

- Delete non-existing output argument
- prevent info from being overwritten

(cherry picked from commit 28536314)

(manually cherry picked from commit 7f44a282)

(cherry picked from commit e49cada3)

Only one iteration is performed on linear blocks. But in the case of
stack_solve_algo=4 it is not enough, since it will not find the right optimal
path lenght at the first iteration (even though that optimal path length is
ufnitary).

(cherry picked from commit 65e18fe8)

There were various issues with the construction of sparse submatrices.

By the way, refactor and document the code to make it more readable.

(cherry picked from commit 67a003aa)

Since those routines compute Aᵀ·B, the number of rows of the output is equal to
the number of columns of A.

(cherry picked from commit a7cc4662)

The result for the last simulation period was wrong.

(cherry picked from commit 0147faad)

Closes #1844

(partial cherry pick from commit c9825c80)

Johannes Pfeifer authored 3 years ago and Sébastien Villemot committed 3 years ago

dsge_likelihood will expand the vector due to entry four of info containing the penalty, creating a 0 for entry 2

(cherry picked from commit a60ce435)

(manually cherry picked from commit f52ce511)

(manually cherry picked from commit 8f5815d0)

– Temporary terms were not correctly passed between blocks
– solve_algo ⩾ 9 was incorrectly passed through bytecode own’s solver instead
  of through dynare_solve

(cherry picked from commit a376d8c9)

Johannes Pfeifer authored 3 years ago and Sébastien Villemot committed 3 years ago

(cherry picked from commit 05519aaa)

(cherry picked from commit 09220366)

Bytecode: perfect foresight simulation of *linear* “Solve forward simple/complete” blocks was giving was results

(cherry picked from commit 863fa2de)

(cherry picked from commit 803e3721)