Dynare AIM use Doc.tex

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\section*{Dunare AIM Solver Subsystem}


\subsection*{Contents}

\begin{itemize}
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   \item AIM Solver Subsystem
   \item APPENDIX 1: AIM System SPecification and Dynare Mapping
   \item APPENDIX 2: dynAIMsolver1 Function Specification
\end{itemize}


\subsection*{AIM Solver Subsystem}

\begin{par}
The AIM subsystem in the AIM subdirectory of the main Dynare matlab directory contains Matlab functions necessary for using Gary Anderson's AIM 1st order solver as an alternative to Dynare's default mjdgges solver (see  \begin{verbatim}http://www.federalreserve.gov/Pubs/oss/oss4/aimindex.html\end{verbatim} ).
\end{par} \vspace{1em}
\begin{par}
It cosists of:
\end{par} \vspace{1em}
\begin{itemize}
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   \item New Dynare function \textbf{dynAIMsolver1(jacobia\_, M\_, dr)} which is called from \textbf{dr1.m} and which maps Dynare system to the AIM package subsystem. It then derives the solution for gy=dr.hgx and gu=dr.hgu from the AIM outputs. ("1" in the title is for 1st order solver).
\end{itemize}
\begin{itemize}
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   \item A subset of Matlab routines from Gary Anderson's own AIM package needed to compute and solve system passed on and returned by dynAIMsolver1 whose names start with SP.. of which \textbf{SPAmalg.m} is the main driver:
\end{itemize}
\begin{itemize}
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   \item SPAmalg.m
   \item SPBuild\_a.m
   \item SPSparse.m
   \item SPShiftright.m
   \item SPExact\_shift.m
   \item SPNumeric\_shift.m
   \item SPObstruct.m
   \item SPEigensystem.m
   \item SPReduced\_form
   \item SPCopy\_w.m
   \item SPAimerr.m
\end{itemize}
\begin{par}
The path to the AIM directory, if exists, is added by \textbf{dynare\_config.m} using addpath
\end{par} \vspace{1em}
\begin{par}
\textbf{USE:}
\end{par} \vspace{1em}
\begin{par}
Dynare DR1.m tries to invoke AIM solver instead default mjdgges if options\_.useAIM == 1 is set and, if not check only, and if 1st order solution is needed, i.e.:
\end{par} \vspace{1em}

\begin{verbatim}  if (options_.useAIM == 1) && (task == 0) && (options_.order == 1)\end{verbatim}