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adding missing file for perfect foresight

time-shift
Michel Juillard 2014-05-28 09:32:44 +02:00
parent 979c1af53b
commit 381b0426e3
1 changed files with 71 additions and 0 deletions
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matlab/perfect_foresight_problem.m Normal file
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function [residuals,JJacobian] = perfect_foresight_problem(y, dynamic_function, Y0, YT, ...
exo_simul, params, steady_state, ...
T, ny, i_cols, ...
i_cols_J1, i_cols_1, i_cols_T, ...
i_cols_j,nnzJ)
% function perfect_foresight_problem(x, model_dynamic, Y0, YT,exo_simul,
% params, steady_state, periods, ny, i_cols,i_cols_J1, i_cols_1,
% i_cols_T, i_cols_j, nnzA)
% computes the residuals and th Jacobian matrix
% for a perfect foresight problem over T periods.
%
% INPUTS
% ...
% OUTPUTS
% ...
% ALGORITHM
% ...
%
% SPECIAL REQUIREMENTS
% None.
% Copyright (C) 1996-2014 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
YY = [Y0; y; YT];
residuals = zeros(T*ny,1);
if nargout == 2
JJacobian = sparse([],[],[],T*ny,T*ny,T*nnzJ);
end
i_rows = 1:ny;
i_cols_J = i_cols;
for it = 2:(T+1)
if nargout == 1
residuals(i_rows) = dynamic_function(YY(i_cols),exo_simul, params, ...
steady_state,it);
elseif nargout == 2
[residuals(i_rows),jacobian] = dynamic_function(YY(i_cols),exo_simul, params, ...
steady_state,it);
if it == 2
JJacobian(i_rows,i_cols_J1) = jacobian(:,i_cols_1);
elseif it == T + 1
JJacobian(i_rows,i_cols_J(i_cols_T)) = jacobian(:,i_cols_T);
else
JJacobian(i_rows,i_cols_J) = jacobian(:,i_cols_j);
i_cols_J = i_cols_J + ny;
end
end
i_rows = i_rows + ny;
i_cols = i_cols + ny;
end