??? MJDGGES requires two square real matrices of the same...

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??? MJDGGES requires two square real matrices of the same...

Postby lombard » Tue May 26, 2009 2:10 pm

Hi,

While trying to solve a model I got this (new to me) error message with Dynare 4.0.3.

??? MJDGGES requires two square real matrices of the same dimension.

Error in ==> dr1 at 354
[ss,tt,w,sdim,dr.eigval,info1] = mjdgges(e,d,options_.qz_criterium);

Error in ==> resol at 101
[dr,info,M_,options_,oo_] = dr1(dr,check_flag,M_,options_,oo_);

Error in ==> stoch_simul at 40
[oo_.dr, info] = resol(oo_.steady_state,0);

Error in ==> FF_portfolio at 566
info = stoch_simul(var_list_);

Error in ==> dynare at 102
evalin('base',fname) ;


Solving the same model with a different code I got that the solution is unstable.
Is this a bug?

Best

Gianni
lombard
 
Posts: 132
Joined: Wed Feb 02, 2005 12:36 pm
Location: Basel

Re: ??? MJDGGES requires two square real matrices of the same...

Postby StephaneAdjemian » Tue May 26, 2009 2:45 pm

Hi Gianni, Did you try to solve your model with the snapshot version? We recently added
a trap when the jacobian matrix is complex...

Best,
Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
StephaneAdjemian
 
Posts: 429
Joined: Wed Jan 05, 2005 4:24 pm
Location: Paris, France.

Re: ??? MJDGGES requires two square real matrices of the same...

Postby lombard » Tue May 26, 2009 3:16 pm

Hi Stephane,

I just did a fresh download of Dynare using svn but the trap does not seem to be there.

Gianni
lombard
 
Posts: 132
Joined: Wed Feb 02, 2005 12:36 pm
Location: Basel

Re: ??? MJDGGES requires two square real matrices of the same...

Postby StephaneAdjemian » Tue May 26, 2009 10:13 pm

In dr1.m you should have (lines 209 to 217):

Code: Select all
    if ~isreal(jacobia_)
        if max(max(abs(imag(jacobia_)))) < 1e-15
            jacobia_ = real(jacobia_);
        else
            info(1) = 6;
            info(2) = sum(sum(imag(jacobia_).^2));
            return
        end
    end


If the jacobian matrix is complex dr1 returns info(1)=6. Can you post (or send) your mod file if you do not fall in the trap ?

Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
StephaneAdjemian
 
Posts: 429
Joined: Wed Jan 05, 2005 4:24 pm
Location: Paris, France.

Re: ??? MJDGGES requires two square real matrices of the same...

Postby lombard » Wed May 27, 2009 8:50 am

Hi,

I guess that the command
Code: Select all
svn co https://www.dynare.org/svn/dynare


did not get me the recent snapshot.

Where do I get it using svn (if at all)?

Thanks

Gianni
lombard
 
Posts: 132
Joined: Wed Feb 02, 2005 12:36 pm
Location: Basel

Re: ??? MJDGGES requires two square real matrices of the same...

Postby StephaneAdjemian » Wed May 27, 2009 9:02 am

Hi, The snapshot version is in the trunk subdirectory. You may follow these steps :

Code: Select all
svn co https://www.dynare.org/svn/dynare/trunk
cd ./dynare/trunk
./configure
make


The third step is new. The configuration script checks that your PC has all the needed libraries and writes the MakeFiles used to build the preprocessor and the documentation (you will find more information here).

Best,
Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
StephaneAdjemian
 
Posts: 429
Joined: Wed Jan 05, 2005 4:24 pm
Location: Paris, France.


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