72 lines
2.4 KiB
Matlab
72 lines
2.4 KiB
Matlab
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function [residuals,JJacobian] = perfect_foresight_problem(y, dynamic_function, Y0, YT, ...
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exo_simul, params, steady_state, ...
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T, ny, i_cols, ...
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i_cols_J1, i_cols_1, i_cols_T, ...
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i_cols_j,nnzJ)
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% function perfect_foresight_problem(x, model_dynamic, Y0, YT,exo_simul,
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% params, steady_state, periods, ny, i_cols,i_cols_J1, i_cols_1,
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% i_cols_T, i_cols_j, nnzA)
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% computes the residuals and th Jacobian matrix
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% for a perfect foresight problem over T periods.
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%
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% INPUTS
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% ...
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% OUTPUTS
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% ...
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% ALGORITHM
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% ...
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%
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% SPECIAL REQUIREMENTS
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% None.
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% Copyright (C) 1996-2014 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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YY = [Y0; y; YT];
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residuals = zeros(T*ny,1);
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if nargout == 2
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JJacobian = sparse([],[],[],T*ny,T*ny,T*nnzJ);
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end
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i_rows = 1:ny;
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i_cols_J = i_cols;
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for it = 2:(T+1)
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if nargout == 1
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residuals(i_rows) = dynamic_function(YY(i_cols),exo_simul, params, ...
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steady_state,it);
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elseif nargout == 2
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[residuals(i_rows),jacobian] = dynamic_function(YY(i_cols),exo_simul, params, ...
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steady_state,it);
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if it == 2
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JJacobian(i_rows,i_cols_J1) = jacobian(:,i_cols_1);
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elseif it == T + 1
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JJacobian(i_rows,i_cols_J(i_cols_T)) = jacobian(:,i_cols_T);
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else
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JJacobian(i_rows,i_cols_J) = jacobian(:,i_cols_j);
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i_cols_J = i_cols_J + ny;
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end
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end
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i_rows = i_rows + ny;
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i_cols = i_cols + ny;
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end
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