Gracefully exit after problem in block_trust_region.mex

The attached file crashes Matlab on Windows, presumably due to a Lapack issue in block_trust_region. example.mod

added bug label

The issue is that, when the Jacobian is singular, the dog leg step of the trust region fails when trying to compute the Gauss-Newton direction. It does not fall back to the norm minimizing solution (as is done by the MATLAB implementation which uses the \ operator). See the comment at: https://git.dynare.org/Dynare/dynare/-/blob/master/mex/sources/block_trust_region/trust_region.f08#L299

Also see the corresponding implementation in NLSolve.jl: https://github.com/JuliaNLSolvers/NLsolve.jl/blob/master/src/solvers/trust_region.jl#L54

assigned to @sebastien

closed with commit 82a2aeaa

@JohannesPfeifer I did not incorporate the test case in the testsuite because I don’t know its copyright/license status. Do you remember where it comes from?

It is from https://forum.dynare.org/t/dynamic-from-one-steady-state-to-another/22339/7

Ok so we currently don’t have the right to redistribute it.

mentioned in commit 172a9598