From 893a0ef8adb168daa52409e326a8d296d4003d46 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Mon, 30 Dec 2013 15:41:06 +0100
Subject: [PATCH] Cosmetic/Efficiency changes.
---
matlab/sim1.m | 17 +++++++++++++----
1 file changed, 13 insertions(+), 4 deletions(-)
diff --git a/matlab/sim1.m b/matlab/sim1.m
index ac01d2beb..0eb131cb4 100644
--- a/matlab/sim1.m
+++ b/matlab/sim1.m
@@ -34,6 +34,7 @@ global M_ options_ oo_
endogenous_terminal_period = options_.endogenous_terminal_period;
vperiods = options_.periods*ones(1,options_.simul.maxit);
+azero = options_.dynatol.f/1e7;
lead_lag_incidence = M_.lead_lag_incidence;
@@ -83,7 +84,11 @@ z = Y(find(lead_lag_incidence'));
A = sparse([],[],[],periods*ny,periods*ny,periods*nnz(jacobian));
res = zeros(periods*ny,1);
-
+
+o_periods = periods;
+
+ZERO = zeros(length(i_upd),1);
+
h1 = clock ;
for iter = 1:options_.simul.maxit
h2 = clock ;
@@ -109,8 +114,9 @@ for iter = 1:options_.simul.maxit
if endogenous_terminal_period && iter>1
dr = max(abs(d1));
- if 10000*dr<options_.dynatol.f && 100*max(abs(res(i_rows(end)+1:end)))<options_.dynatol.f
+ if dr<azero
vperiods(iter) = it;
+ periods = it-M_.maximum_lag;
break
end
end
@@ -124,6 +130,7 @@ for iter = 1:options_.simul.maxit
end
err = max(abs(res));
+
if options_.debug
fprintf('\nLargest absolute residual at iteration %d: %10.3f\n',iter,err);
if any(isnan(res)) || any(isinf(res)) || any(isnan(Y)) || any(isinf(Y))
@@ -131,13 +138,14 @@ for iter = 1:options_.simul.maxit
end
skipline()
end
+
if err < options_.dynatol.f
stop = 1 ;
break
end
if endogenous_terminal_period && iter>1
- dy = zeros(length(i_upd),1);
+ dy = ZERO;
dy(1:i_rows(end)) = -A(1:i_rows(end),1:i_rows(end))\res(1:i_rows(end));
else
dy = -A\res;
@@ -148,7 +156,8 @@ for iter = 1:options_.simul.maxit
end
if endogenous_terminal_period
- err = evaluate_max_dynamic_residual(model_dynamic, Y, oo_.exo_simul, params, steady_state, periods, ny, max_lag, lead_lag_incidence);
+ err = evaluate_max_dynamic_residual(model_dynamic, Y, oo_.exo_simul, params, steady_state, o_periods, ny, max_lag, lead_lag_incidence);
+ periods = o_periods;
end
--
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