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-bf33cf982152time-shift
parent
20a469cfcf
commit
54c6dbd708
|
@ -34,7 +34,8 @@ eH = zeros(npar,npar);
|
||||||
% eH(ind1,:) = e1;
|
% eH(ind1,:) = e1;
|
||||||
eH(ind1,length(find(vnorm(H)==0))+1:end) = 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)));
|
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);
|
ind2 = find(vnorm(JJ)~=0);
|
||||||
JJ1 = JJ(:,ind2);
|
JJ1 = JJ(:,ind2);
|
||||||
|
@ -46,7 +47,8 @@ sdJJ = sdJJ*sdJJ';
|
||||||
eJ = zeros(npar,npar);
|
eJ = zeros(npar,npar);
|
||||||
eJ(ind2,length(find(vnorm(JJ)==0))+1:end) = ee1;
|
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)));
|
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
|
if rank(H)<npar
|
||||||
ixno = 0;
|
ixno = 0;
|
||||||
|
|
Loading…
Reference in New Issue