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function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
% function [x,info] = dynare_solve(func,x,jacobian_flag,varargin)
% proposes different solvers
%
% INPUTS
% func: name of the function to be solved
% x: guess values
% jacobian_flag=1: jacobian given by the 'func' function
% jacobian_flag=0: jacobian obtained numerically
% varargin: list of arguments following jacobian_flag
%
% OUTPUTS
% x: solution
% info=1: the model can not be solved
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2001-2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global options_
info = 0;
if options_.solve_algo == 0
if ~exist('OCTAVE_VERSION')
if ~user_has_matlab_license('optimization_toolbox')
error('You can''t use solve_algo=0 since you don''t have MATLAB''s Optimization Toolbox')
end
end
options=optimset('fsolve');
options.MaxFunEvals = 50000;
options.MaxIter = 2000;
options.TolFun=1e-8;
options.Display = 'iter';
if jacobian_flag
options.Jacobian = 'on';
else
options.Jacobian = 'off';
end
if ~exist('OCTAVE_VERSION')
[x,fval,exitval,output] = fsolve(func,x,options,varargin{:});
else
% Under Octave, use a wrapper, since fsolve() does not have a 4th arg
func2 = str2func(func);
func = @(x) func2(x, varargin{:});
% The Octave version of fsolve does not converge when it starts from the solution
fvec = feval(func,x);
if max(abs(fvec)) >= options_.solve_tolf
[x,fval,exitval,output] = fsolve(func,x,options);
else
exitval = 3;
end;
end
if exitval > 0
info = 0;
else
info = 1;
end
elseif options_.solve_algo == 1
nn = size(x,1);
[x,info]=solve1(func,x,1:nn,1:nn,jacobian_flag,1,varargin{:});
elseif options_.solve_algo == 2 || options_.solve_algo == 4
nn = size(x,1) ;
tolf = options_.solve_tolf ;
if jacobian_flag
[fvec,fjac] = feval(func,x,varargin{:});
else
fvec = feval(func,x,varargin{:});
fjac = zeros(nn,nn) ;
end
i = find(~isfinite(fvec));
if ~isempty(i)
disp(['STEADY: numerical initial values incompatible with the following' ...
' equations'])
disp(i')
disp('Please check for example')
disp(' i) if all parameters occurring in these equations are defined')
disp(' ii) that no division by an endogenous variable initialized to 0 occurs')
error('exiting ...')
end
if max(abs(fvec)) < tolf
return ;
end
if ~jacobian_flag
fjac = zeros(nn,nn) ;
dh = max(abs(x),options_.gstep(1)*ones(nn,1))*eps^(1/3);
for j = 1:nn
xdh = x ;
xdh(j) = xdh(j)+dh(j) ;
fjac(:,j) = (feval(func,xdh,varargin{:}) - fvec)./dh(j) ;
end
end
[j1,j2,r,s] = dmperm(fjac);
if options_.debug
disp(['DYNARE_SOLVE (solve_algo=2|4): number of blocks = ' num2str(length(r))]);
end
% Activate bad conditioning flag for solve_algo = 2, but not for solve_algo = 4
bad_cond_flag = (options_.solve_algo == 2);
for i=length(r)-1:-1:1
if options_.debug
disp(['DYNARE_SOLVE (solve_algo=2|4): solving block ' num2str(i) ', of size ' num2str(r(i+1)-r(i)) ]);
end
[x,info]=solve1(func,x,j1(r(i):r(i+1)-1),j2(r(i):r(i+1)-1),jacobian_flag, bad_cond_flag, varargin{:});
if info
return
end
end
fvec = feval(func,x,varargin{:});
if max(abs(fvec)) > tolf
[x,info]=solve1(func,x,1:nn,1:nn,jacobian_flag, bad_cond_flag, varargin{:});
end
elseif options_.solve_algo == 3
if jacobian_flag
[x,info] = csolve(func,x,func,1e-6,500,varargin{:});
else
[x,info] = csolve(func,x,[],1e-6,500,varargin{:});
end
else
error('DYNARE_SOLVE: option solve_algo must be one of [0,1,2,3,4]')
end
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