From 547969df452d1d1b65d447fce1dc88f8bfe8756e Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Fri, 15 Jan 2021 17:17:48 +0100
Subject: [PATCH] Trust region: compatibility fix for Octave and MATLAB <
R2017b
When merging the enterprise code, the dogleg subfunction was modified to
incorporate a call to decomposition(), which does not exist under Octave and
MATLAB < R2017b.
For those cases, we reinstate the old code (which uses a plain matrix right
divide).
---
matlab/trust_region.m | 9 +++++++--
1 file changed, 7 insertions(+), 2 deletions(-)
diff --git a/matlab/trust_region.m b/matlab/trust_region.m
index 5069a37dfe..a8a254625a 100644
--- a/matlab/trust_region.m
+++ b/matlab/trust_region.m
@@ -25,7 +25,7 @@ function [x,check,info] = trust_region(fcn,x0,j1,j2,jacobian_flag,gstep,tolf,tol
% none
% Copyright (C) 2008-2012 VZLU Prague, a.s.
-% Copyright (C) 2014-2020 Dynare Team
+% Copyright (C) 2014-2021 Dynare Team
%
% This file is part of Dynare.
%
@@ -188,7 +188,12 @@ end
function x = dogleg (r, b, d, delta)
% Get Gauss-Newton direction.
-x = decomposition(r, 'CheckCondition', false) \ b;
+if isoctave || matlab_ver_less_than('9.3')
+ % The decomposition() function does not exist in Octave and MATLAB < R2017b
+ x = r \ b;
+else
+ x = decomposition(r, 'CheckCondition', false) \ b;
+end
xn = norm (d .* x);
if (xn > delta)
% GN is too big, get scaled gradient.
--
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