From 59318e5833ebd6da379ad33112093390cba5d37f Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Wed, 14 May 2025 15:03:27 +0200
Subject: [PATCH] Manual: misc improvements to the description of sparse
Gaussian elimination solver
---
doc/manual/source/the-model-file.rst | 20 +++++++++++++-------
1 file changed, 13 insertions(+), 7 deletions(-)
diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst
index 14728d724..183c916a3 100644
--- a/doc/manual/source/the-model-file.rst
+++ b/doc/manual/source/the-model-file.rst
@@ -2990,8 +2990,9 @@ Finding the steady state with Dynare nonlinear solver
``5``
Newton algorithm with a sparse Gaussian elimination (SPE)
- solver at each iteration (requires ``bytecode`` option, see
- :ref:`model-decl`).
+ solver at each iteration. This algorithm requires the
+ :opt:`bytecode` option. The :ref:`markowitz <steady_markowitz>`
+ option can be used to control the behaviour of the algorithm.
``6``
@@ -3804,8 +3805,11 @@ speed-up on large models.
Use the Laffargue-Boucekkine-Juillard (LBJ) algorithm proposed
in *Juillard (1996)* on top of a sparse Gaussian elimination
(SPE) solver. The latter takes advantage of the similarity of
- the Jacobian across periods when searching for the pivots
- (requires ``bytecode`` option, see :ref:`model-decl`).
+ the Jacobian across periods when searching for the pivots. This
+ algorithm requires the :opt:`bytecode` option. The following
+ options can be used to control the behaviour of the algorithm:
+ :ref:`markowitz <dynamic_markowitz>`,
+ :opt:`minimal_solving_periods <minimal_solving_periods = INTEGER>`.
``6``
@@ -3928,11 +3932,13 @@ speed-up on large models.
procedure, *i.e.* which must be kept at their value corresponding to
100% of the shock during all homotopy iterations.
+ .. _dynamic_markowitz:
+
.. option:: markowitz = DOUBLE
- Value of the Markowitz criterion, used to select the
- pivot. Only used when ``stack_solve_algo = 5``. Default:
- ``0.5``.
+ Value of the Markowitz criterion, used to select the pivot (see
+ :ref:`markowitz <steady_markowitz>` for more details). Only used when
+ ``stack_solve_algo = 5``. Default: ``0.5``.
.. option:: minimal_solving_periods = INTEGER
--
GitLab