From 63651c5f1bf843546eb8165887b0cefb4339b8cb Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Mon, 6 Jul 2020 13:11:23 +0200
Subject: [PATCH] Correctly distinguish tolerance between steady and perfect
foresight
steady uses options_.solve_tolf as a termination criterion, so subsequent checks should do the same. Similarly, solve_tolx was never used.
(cherry picked from commit 607a273bb0086ed36831b36327c1b3c456e539b2)
---
matlab/dynare_solve.m | 10 ++++++----
matlab/evaluate_steady_state_file.m | 2 +-
matlab/partial_information/PCL_resol.m | 2 +-
matlab/resid.m | 2 +-
4 files changed, 9 insertions(+), 7 deletions(-)
diff --git a/matlab/dynare_solve.m b/matlab/dynare_solve.m
index d4b7352217..37483e46f2 100644
--- a/matlab/dynare_solve.m
+++ b/matlab/dynare_solve.m
@@ -48,8 +48,10 @@ else
end
if strcmp(caller_file_name,'solve_stacked_problem.m')
tolf = options.dynatol.f;
+ tolx = options.dynatol.x;
else
tolf = options.solve_tolf;
+ tolx = options.solve_tolx;
end
if strcmp(caller_file_name,'dyn_ramsey_static.m')
@@ -216,11 +218,11 @@ if options.solve_algo == 0
end
elseif options.solve_algo == 1
[x,info]=solve1(func,x,1:nn,1:nn,jacobian_flag,options.gstep, ...
- tolf,options.solve_tolx, ...
+ tolf,tolx, ...
maxit,options.debug,varargin{:});
elseif options.solve_algo == 9
[x,info]=trust_region(func,x,1:nn,1:nn,jacobian_flag,options.gstep, ...
- tolf,options.solve_tolx, ...
+ tolf,tolx, ...
maxit,options.debug,varargin{:});
elseif options.solve_algo == 2 || options.solve_algo == 4
@@ -252,7 +254,7 @@ elseif options.solve_algo == 2 || options.solve_algo == 4
end
[x,info]=solver(func,x,j1(r(i):r(i+1)-1),j2(r(i):r(i+1)-1),jacobian_flag, ...
options.gstep, ...
- tolf,options.solve_tolx, ...
+ tolf,tolx, ...
maxit,options.debug,varargin{:});
if info
return
@@ -261,7 +263,7 @@ elseif options.solve_algo == 2 || options.solve_algo == 4
fvec = feval(func,x,varargin{:});
if max(abs(fvec)) > tolf
[x,info]=solver(func,x,1:nn,1:nn,jacobian_flag, ...
- options.gstep, tolf,options.solve_tolx, ...
+ options.gstep, tolf,tolx, ...
maxit,options.debug,varargin{:});
end
elseif options.solve_algo == 3
diff --git a/matlab/evaluate_steady_state_file.m b/matlab/evaluate_steady_state_file.m
index 7a299f0fad..c503f6db2d 100644
--- a/matlab/evaluate_steady_state_file.m
+++ b/matlab/evaluate_steady_state_file.m
@@ -111,7 +111,7 @@ if steady_state_checkflag
info(2) = check; % to be improved
return
end
- if max(abs(residuals)) > options.dynatol.f
+ if max(abs(residuals)) > options.solve_tolf
info(1) = 19;
info(2) = residuals'*residuals;
return
diff --git a/matlab/partial_information/PCL_resol.m b/matlab/partial_information/PCL_resol.m
index 9ddda8c13c..52e418e2ed 100644
--- a/matlab/partial_information/PCL_resol.m
+++ b/matlab/partial_information/PCL_resol.m
@@ -88,7 +88,7 @@ else
if options_.linear == 0
% nonlinear models
if max(abs(feval(fh,dr.ys,[oo_.exo_steady_state; ...
- oo_.exo_det_steady_state], M_.params))) > options_.dynatol.f
+ oo_.exo_det_steady_state], M_.params))) > options_.solve_tolf
opt = options_;
opt.jacobian_flag = false;
[dr.ys,check1] = dynare_solve(fh,dr.ys,opt,...
diff --git a/matlab/resid.m b/matlab/resid.m
index 716c9c5b36..945708e327 100644
--- a/matlab/resid.m
+++ b/matlab/resid.m
@@ -98,7 +98,7 @@ if nargout == 0
disp('Residuals of the static equations:')
skipline()
for i=1:M_.orig_endo_nbr
- if abs(z(i)) < options_.dynatol.f/100
+ if abs(z(i)) < options_.solve_tolf/100
tmp = 0;
else
tmp = z(i);
--
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