From 2937471aedabcd98dacb66db3b29b157b6618d4b Mon Sep 17 00:00:00 2001
From: Michel Juillard <michel.juillard@mjui.fr>
Date: Wed, 31 Oct 2012 11:08:22 +0100
Subject: [PATCH] corrected and clarified error messages when steady state
computation fails (cherry-picked by hand from commit
48e00c578996b8bd098440b368e0c1faf646f75e)
---
matlab/dynare_solve.m | 54 +++++++++++++++++++++++--------------------
matlab/print_info.m | 4 ++--
matlab/solve1.m | 6 +++--
3 files changed, 35 insertions(+), 29 deletions(-)
diff --git a/matlab/dynare_solve.m b/matlab/dynare_solve.m
index 72555ed85..d020df370 100644
--- a/matlab/dynare_solve.m
+++ b/matlab/dynare_solve.m
@@ -35,7 +35,35 @@ function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
global options_
+tolf = options_.solve_tolf ;
info = 0;
+
+% checking initial values
+if jacobian_flag
+ [fvec,fjac] = feval(func,x,varargin{:});
+else
+ fvec = feval(func,x,varargin{:});
+ fjac = zeros(nn,nn) ;
+end
+
+i = find(~isfinite(fvec));
+
+if ~isempty(i)
+ disp(['STEADY: numerical initial values or parameters incompatible with the following' ...
+ ' equations'])
+ disp(i')
+ disp('Please check for example')
+ disp(' i) if all parameters occurring in these equations are defined')
+ disp(' ii) that no division by an endogenous variable initialized to 0 occurs')
+ info = 1;
+ x = NaN;
+ return;
+end
+
+if max(abs(fvec)) < tolf
+ return ;
+end
+
if options_.solve_algo == 0
if ~exist('OCTAVE_VERSION')
if ~user_has_matlab_license('optimization_toolbox')
@@ -60,7 +88,7 @@ if options_.solve_algo == 0
func = @(x) func2(x, varargin{:});
% The Octave version of fsolve does not converge when it starts from the solution
fvec = feval(func,x);
- if max(abs(fvec)) >= options_.solve_tolf
+ if max(abs(fvec)) >= tolf
[x,fval,exitval,output] = fsolve(func,x,options);
else
exitval = 3;
@@ -77,30 +105,6 @@ elseif options_.solve_algo == 1
[x,info]=solve1(func,x,1:nn,1:nn,jacobian_flag,1,varargin{:});
elseif options_.solve_algo == 2 || options_.solve_algo == 4
nn = size(x,1) ;
- tolf = options_.solve_tolf ;
-
- if jacobian_flag
- [fvec,fjac] = feval(func,x,varargin{:});
- else
- fvec = feval(func,x,varargin{:});
- fjac = zeros(nn,nn) ;
- end
-
- i = find(~isfinite(fvec));
-
- if ~isempty(i)
- disp(['STEADY: numerical initial values incompatible with the following' ...
- ' equations'])
- disp(i')
- disp('Please check for example')
- disp(' i) if all parameters occurring in these equations are defined')
- disp(' ii) that no division by an endogenous variable initialized to 0 occurs')
- error('exiting ...')
- end
-
- if max(abs(fvec)) < tolf
- return ;
- end
if ~jacobian_flag
fjac = zeros(nn,nn) ;
diff --git a/matlab/print_info.m b/matlab/print_info.m
index b406e964a..e19738381 100644
--- a/matlab/print_info.m
+++ b/matlab/print_info.m
@@ -55,8 +55,8 @@ if ~noprint
error('The steadystate file did not compute the steady state')
case 20
error(['Impossible to find the steady state. Either the model' ...
- ' doesn''t have a unique steady state of the guess values' ...
- ' are too far from the solution'])
+ ' doesn''t have a steady state or there is an infinity of steady states' ...
+ ' or the guess values are too far from the solution'])
case 21
error('The steady state is complex')
case 22
diff --git a/matlab/solve1.m b/matlab/solve1.m
index 74111276f..83d3efb12 100644
--- a/matlab/solve1.m
+++ b/matlab/solve1.m
@@ -58,9 +58,11 @@ fvec = fvec(j1);
i = find(~isfinite(fvec));
if ~isempty(i)
- disp(['STEADY: numerical initial values incompatible with the following' ...
- ' equations'])
+ disp(['SOLVE1: during the resolution of the non-linear system, the evaluation of the following ' ...
+ 'equation(s) resulted in a non-finite number:'])
disp(j1(i)')
+ check = 1;
+ return;
end
f = 0.5*fvec'*fvec ;
--
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