Expand documentation of markowitz criterion

mr#2067
Johannes Pfeifer 2022-05-31 18:01:31 +02:00
parent 8ac72590da
commit 852d1352da
1 changed files with 5 additions and 2 deletions

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@ -3092,8 +3092,11 @@ Finding the steady state with Dynare nonlinear solver
.. option:: markowitz = DOUBLE
Value of the Markowitz criterion, used to select the
pivot. Only used when ``solve_algo = 5``. Default: 0.5.
Value of the Markowitz criterion (:math:(0,\infty)`) used to select the
pivot with sparse Gaussian elimination (``solve_algo = 5``). This criterion
governs the tradeoff between selecting the pivot resulting in the most
accurate solution (low ``markowitz`` values) and the one that preserves
maximum sparsity (high ``markowitz`` values). Default: 0.5.
*Example*