I try to estimate a standard model using parallel computing on a single computer with many cores.
It happens frequently that Dynare gets caught in an infinite loop within the masterParallel function, i.e. I get no error message but Matlab keeps running without any progress (in terms of the displayed progress figures), not leaving this function anymore.
Whether this occurs depends on estimation parameters, i.e. the number of chains, chain length or mh_init_scale. It seems to happen more often when estimating the model non-linearly but it also happens for the linear approximation.
I think there is nothing fundamentally wrong with the model (which is standard) or the code since I also find estimation parameters for which it works.
I use Windows 10, Matlab 21a and the config file reads:
Name = Local
Members = n1
Name = n1
ComputerName = localhost
CPUnbr = 64
NumberOfThreadsPerJob = 1
DynarePath = C:\dynare\5.4\matlab
Any advice or pointers are highly appreciated!