New subject: AIM in Matlab (and DYNARE question)

27 Mar 2009

      1) I can't either create pages on DynareWiki. The software was recently 
updated and this must have created the problem.
2) It makes good sense that problems with the solution method will trash 
estimation results. However, I prefer to test with stoch_simul, because 
the result is simpler and is supposed to be reproducible rather than 
with estimation that is a much longer chain of operations besides 
solution and may depend of random draws in the optimization step.
Thanks again for your help on that.
Best
Michel
G. Perendia wrote:
...
Dear Michel

I do not seem to be able to edit/create new Wiki page: when I add a new

title to my page (e.g MatlabEigsBug) and then click link to it after saving
my page, I get an unfamiliar page saying:
This page does not exist yet. You can create a new empty page, or use one of
the page templates.
Action(edit,Create new empty page)
  Or choose a page template to create an already-formatted page:
 Before creating the page, please check if a similar page already

exists. Here are some existing pages with similar names:
  EditTemplates
 LikePages((none))

but clicking on any of the given options makes no effect.

Running estimation was useful after all: The eigs() problem was causing

very many AIM errors of type 4 - too few big roots.- to be reported during
the ML and MCMC estimation (see the ..AIM_truncated_run log I sent this
morning) but none of type 4 when I rerun the same estimation after the
change - only 2 of type  3 - too many big roots. Also, it affected the
results of the  estimation : the likelihood was rather lower before than
that after the modification and the estimated parameters different. See new
log enclosed.
Best regards
George
Mob. +44(0)7951415480
artilogica@btconnect.com
----- Original Message ----- 
From: "Michel Juillard" michel.juillard@ens.fr
To: "G. Perendia" george@perendia.orangehome.co.uk
Sent: Thursday, March 26, 2009 8:03 PM
Subject: Re: [DynareDev] AIM in Matlab (and DYNARE question)
...
Thank you very much George. I can't access the bug report, but it's OK.
Could you please add a page to DynareWiki describing the problem a) in
Matlab b) its consequence for AIM
For the other test cases that you prepare, could you please remove the
estimation part and do the same comparison as I did with and without
AIM? I'm curious whether the bug is frequent or if we found a crazy case
by chance.
All the best,
Michel
G. Perendia wrote:
...
Hi Michel
FYI: Mathworks eigs() bug report record (though I'm not sure if you can
access it this way):
http://www.mathworks.com/support/service_requests/Service_Request_Detail.do?...
...
...
Best regards
George
----- Original Message ----- 
From: "Michel Juillard" michel.juillard@ens.fr
To: Gary.Anderson@frb.gov; "List for Dynare developers"
dev@dynare.org
...
...
Sent: Thursday, March 26, 2009 5:27 PM
Subject: Re: [DynareDev] AIM in Matlab (and DYNARE question)
...
Hi Gary,
I will keep you posted on Mathworks answer concerning eigs().
Cocnerning the tests, I have been accumulating a series of tests over
the years, that I'm planing to commit to SVN in the coming weeks.
Why don't you start by seeing what I already have and then we discuss a
strategy to be more systematic.
All the best,
Michel
Gary.Anderson@frb.gov wrote:
...
michel,
that is odd.  when i run eigs, i get one of two sets of 10
eigenvalues.
...
...
i
...
...
didn't investigate the invariant space vectors.
sometime ago i was supposed to develop a suite of tests for dynare.
since
...
...
it has been so long i thought i should touch base with you
to see if you think it would still be useful, and if so, what areas i
might
...
...
focus my energies on.
gary
         Michel Juillard
         <michel.juillard@
         ens.fr>

To
...
...
                                   Gary.Anderson@frb.gov, "G.
         03/26/2009 12:29          Perendia"
         PM

george@perendia.orangehome.co.uk,
...
...
                                   giovanni.lombardo@ecb.int,
                                   Daniela.Bragoli@ecb.int

cc
Subject
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                                   AIM in Matlab

Hi Gary,
in experimenting with AIM inside Dynare, George came accross this very
weir behaviour of Matlab eigs() function.
For a rather large matrix (101x101)
[w,d]=eigs(a',10,'LM',opts);sort(diag(10))
with opts containing disp:0,
returns different eigenvalues when called repeatedly without changing
anything.
I'm attaching a.mat that contains the a matrix (and opts, among other
things)
For now, we are disabling the using of eigs() in Dynare and forcing
the
...
...
...
...
use of eig()
We are going also to report the problem to Matlab.
All the best,
Michel
(See attached file: a.mat)

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