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Add reordering of second order derivatives to stochastic_solvers.m 

It was erroneously completely moved to dyn_second_order_solver.m in the 4.3 branch when cleaning up dr1.m. Without this reordering, decision rules for exogenous deterministic variables at second order are wrong
time-shift
Johannes Pfeifer 2014-11-02 19:34:55 +01:00
parent 52935c82dc
commit 6bc9b88401
1 changed files with 10 additions and 0 deletions
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10
matlab/stochastic_solvers.m
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@ -241,9 +241,19 @@ else
dr = dyn_second_order_solver(jacobia_,hessian1,dr,M_,...
options_.threads.kronecker.A_times_B_kronecker_C,...
options_.threads.kronecker.sparse_hessian_times_B_kronecker_C);
% reordering second order derivatives, used for deterministic
% variables below
k1 = nonzeros(M_.lead_lag_incidence(:,order_var)');
kk = [k1; length(k1)+(1:M_.exo_nbr+M_.exo_det_nbr)'];
nk = size(kk,1);
kk1 = reshape([1:nk^2],nk,nk);
kk1 = kk1(kk,kk);
hessian1 = hessian1(:,kk1(:));
end
end
%exogenous deterministic variables
if M_.exo_det_nbr > 0
gx = dr.gx;