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Use of the JJ and H to compute condition number. 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3029 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
ratto 2009-10-09 08:17:34 +00:00
parent 20a469cfcf
commit 54c6dbd708
1 changed files with 4 additions and 2 deletions
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6
matlab/identification_checks.m
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@ -34,7 +34,8 @@ eH = zeros(npar,npar);
% eH(ind1,:) = e1;
eH(ind1,length(find(vnorm(H)==0))+1:end) = e1;
eH(find(vnorm(H)==0),1:length(find(vnorm(H)==0)))=eye(length(find(vnorm(H)==0)));
condH = cond(H1'*H1);
condH = cond(H1);
% condH = cond(H1'*H1);
ind2 = find(vnorm(JJ)~=0);
JJ1 = JJ(:,ind2);
@ -46,7 +47,8 @@ sdJJ = sdJJ*sdJJ';
eJ = zeros(npar,npar);
eJ(ind2,length(find(vnorm(JJ)==0))+1:end) = ee1;
eJ(find(vnorm(JJ)==0),1:length(find(vnorm(JJ)==0)))=eye(length(find(vnorm(JJ)==0)));
condJ = cond(JJ1'*JJ1);
% condJ = cond(JJ1'*JJ1);
condJ = cond(JJ1);
if rank(H)<npar
ixno = 0;