File: SPNumeric_shift.m

package info (click to toggle)
dynare 4.4.3-3
  • links: PTS, VCS
  • area: main
  • in suites: stretch
  • size: 41,356 kB
  • ctags: 15,842
  • sloc: cpp: 77,029; ansic: 29,056; pascal: 13,241; sh: 4,811; objc: 3,061; yacc: 3,013; makefile: 1,479; lex: 1,258; python: 162; lisp: 54; xml: 8
file content (50 lines) | stat: -rw-r--r-- 1,538 bytes parent folder | download | duplicates (3)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
function [h,q,iq,nnumeric] = SPNumeric_shift(h,q,iq,qrows,qcols,neq,condn)
%  [h,q,iq,nnumeric] = ...
%             SPNumeric_shift(h,q,iq,qrows,qcols,neq,condn)
%
% Compute the numeric shiftrights and store them in q.

% Original author: Gary Anderson
% Original file downloaded from:
% http://www.federalreserve.gov/Pubs/oss/oss4/code.html
% Adapted for Dynare by Dynare Team.
%
% This code is in the public domain and may be used freely.
% However the authors would appreciate acknowledgement of the source by
% citation of any of the following papers:
%
% Anderson, G. and Moore, G.
% "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
% Models."
% Economics Letters, 17, 1985.
%
% Anderson, G.
% "Solving Linear Rational Expectations Models: A Horse Race"
% Computational Economics, 2008, vol. 31, issue 2, pages 95-113
%
% Anderson, G.
% "A Reliable and Computationally Efficient Algorithm for Imposing the
% Saddle Point Property in Dynamic Models"
% Journal of Economic Dynamics and Control, 2010, vol. 34, issue 3,
% pages 472-489


nnumeric = 0;
left     = 1:qcols;
right    = qcols+1:qcols+neq;

[Q,R,E]  = qr( h(:,right) );
zerorows = find( abs(diag(R)) <= condn );

while( any(zerorows) && iq <= qrows )
   h=sparse(h);
   Q=sparse(Q);
   h = Q'*h;
   nz = length(zerorows);
   q(iq+1:iq+nz,:) = h(zerorows,left);
   h(zerorows,:)   = SPShiftright( h(zerorows,:), neq );
   iq       = iq + nz;
   nnumeric = nnumeric + nz;
   [Q,R,E] = qr( full(h(:,right)) );
   zerorows = find( abs(diag(R)) <= condn );
end