From 852d1352da8d091d208a5656f9cf5806d749933f Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Tue, 31 May 2022 18:01:31 +0200 Subject: [PATCH] Expand documentation of markowitz criterion --- doc/manual/source/the-model-file.rst | 7 +++++-- 1 file changed, 5 insertions(+), 2 deletions(-) diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst index 87118097e..277835b8c 100644 --- a/doc/manual/source/the-model-file.rst +++ b/doc/manual/source/the-model-file.rst @@ -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*