Estimation DLL, DecisionRules: fixed incorrect matrix dimensions
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b9173a211f
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440db94603
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@ -36,7 +36,7 @@ DecisionRules::DecisionRules(size_t n_arg, size_t p_arg,
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n_back_mixed(n_back+n_mixed), n_fwrd_mixed(n_fwrd+n_mixed),
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n_dynamic(n-n_static),
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S(n, n_static),
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A(n_back_mixed + n + n_fwrd_mixed),
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A(n, n_back_mixed + n + n_fwrd_mixed),
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D(n_fwrd + n_back + 2*n_mixed),
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E(n_fwrd + n_back + 2*n_mixed),
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Z(n_fwrd + n_back + 2*n_mixed),
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@ -87,7 +87,7 @@ DecisionRules::compute(const Matrix &jacobian, Matrix &g_y, Matrix &g_u) throw (
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{
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assert(jacobian.getRows() == n
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&& jacobian.getCols() == (n_back_mixed + n + n_fwrd_mixed + p));
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assert(g_y.getRows() == n && g_y.getCols() == n);
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assert(g_y.getRows() == n && g_y.getCols() == n_back_mixed);
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assert(g_u.getRows() == n && g_u.getCols() == p);
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// Construct S, perform QR decomposition and get A = Q*jacobian
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