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2 Commits (943db6fb24d9e4b01f31d084696bb8aec9010ff4)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) ee44dd5fea Updated header. 2015-07-07 17:55:41 +02:00
Stéphane Adjemian (Charybdis) 8007f508a2 New option linear_approximation for perfect foresight models.
This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).

Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).

If possible, the option is triggered automatically if the model is
declared linear.

TODO:
 * Write a linear version of perfect_foresight_problem routine.
 * Evaluate the approxilation error (just need to evaluate the system of
 stacked non linear equations).
2015-07-07 17:55:41 +02:00