diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst index c79b19371e85ee84ef1f42863d36cd0283c53fe7..a85bc37ca8335d4e3684622c12e90e7ec4e5c11b 100644 --- a/doc/manual/source/the-model-file.rst +++ b/doc/manual/source/the-model-file.rst @@ -7988,6 +7988,26 @@ observed variables. See :opt:`aim_solver`. + .. option:: dr = OPTION + + See :opt:`dr <dr = OPTION>`. Default: ``default``, i.e. generalized + Schur decomposition. + + .. option:: dr_cycle_reduction_tol = DOUBLE + + See :opt:`dr_cycle_reduction_tol <dr_cycle_reduction_tol = DOUBLE>`. + Default: ``1e-7``. + + .. option:: dr_logarithmic_reduction_tol = DOUBLE + + See :opt:`dr_logarithmic_reduction_tol <dr_logarithmic_reduction_tol = DOUBLE>`. + Default: ``1e-12``. + + .. option:: dr_logarithmic_reduction_maxiter = INTEGER + + See :opt:`dr_logarithmic_reduction_maxiter <dr_logarithmic_reduction_maxiter = INTEGER>`. + Default: ``100``. + .. option:: lyapunov = OPTION Determines the algorithm used to solve the Lyapunov equation to diff --git a/matlab/+mom/default_option_mom_values.m b/matlab/+mom/default_option_mom_values.m index fa92d131d6e32bd37376b5f92b2fcd452b2759e3..da9affb5e7a374f499929fc69617d42f87034643 100644 --- a/matlab/+mom/default_option_mom_values.m +++ b/matlab/+mom/default_option_mom_values.m @@ -178,7 +178,7 @@ options_mom_ = set_default_option(options_mom_,'dr_cycle_reduction',false); options_mom_ = set_default_option(options_mom_,'dr_cycle_reduction_tol',1e-7); % convergence criterion used in the cycle reduction algorithm options_mom_ = set_default_option(options_mom_,'dr_logarithmic_reduction',false); % use logarithmic reduction algorithm to solve the polynomial equation for retrieving the coefficients associated to the endogenous variables in the decision rule options_mom_ = set_default_option(options_mom_,'dr_logarithmic_reduction_maxiter',100); % maximum number of iterations used in the logarithmic reduction algorithm -options_mom_ = set_default_option(options_mom_,'dr_logarithmic_reduction_tol',1e-12); % convergence criterion used in the cycle reduction algorithm +options_mom_ = set_default_option(options_mom_,'dr_logarithmic_reduction_tol',1e-12); % convergence criterion used in the logarithmic reduction algorithm options_mom_ = set_default_option(options_mom_,'qz_criterium',1-1e-6); % value used to split stable from unstable eigenvalues in reordering the Generalized Schur decomposition used for solving first order problems % if there are no unit roots one can use 1.0 (or slightly below) which we set as default; if they are possible, you may have have multiple unit roots and the accuracy decreases when computing the eigenvalues in lyapunov_symm % Note that unit roots are only possible at first-order, at higher order we set it to 1 in pruned_state_space_system and focus only on stationary observables.