27 lines
780 B
Matlab
27 lines
780 B
Matlab
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% [nonsing,b] = SPReduced_form(q,qrows,qcols,bcols,neq,b,condn);
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%
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% Compute reduced-form coefficient matrix, b.
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function [nonsing,b] = SPReduced_form(q,qrows,qcols,bcols,neq,condn);
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b=[];
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qs=SPSparse(q);
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left = 1:qcols-qrows;
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right = qcols-qrows+1:qcols;
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nonsing = rcond(full(qs(:,right))) > condn;
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if(nonsing)
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qs(:,left) = -qs(:,right)\qs(:,left);
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b = qs(1:neq,1:bcols);
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b = full(b);
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else %rescale by dividing row by maximal qr element
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%'inverse condition number small, rescaling '
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themax=max(abs(qs(:,right)),[],2);
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oneover = diag(1 ./ themax);
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nonsing = rcond(full(oneover *qs(:,right))) > condn;
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if(nonsing)
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qs(:,left) = -(oneover*qs(:,right))\(oneover*(qs(:,left)));
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b = qs(1:neq,1:bcols);
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b = full(b);
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end
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end
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