function [DP6,DP6inv] = Q6_plication(p) % Computes the 6-way duplication Matrix DP6 (and its Moore-Penrose inverse) % such that for any p-dimensional vector x: % y=kron(kron(kron(kron(kron(x,x),x,x),x),x)=DP6*z % where z is of dimension np=p*(p+1)*(p+2)*(p+3)*(p+4)*(p+5)/(1*2*3*4*5*6) % and is obtained from y by removing each second and later occurence of the % same element. This is a generalization of the Duplication matrix. % Reference: Meijer (2005) - Matrix algebra for higher order moments. % Linear Algebra and its Applications, 410,pp. 112-134 % ========================================================================= % INPUTS % * p [integer] size of vector % ------------------------------------------------------------------------- % OUTPUTS % * DP6 [p^6 by np] 6-way duplication matrix % * DP6inv [np by np] Moore-Penrose inverse of DP6 % ------------------------------------------------------------------------- % This function is called by % * pruned_state_space_system.m % ------------------------------------------------------------------------- % This function calls % * binom_coef (embedded) % * mue (embedded) % * uperm % ========================================================================= % Copyright © 2020 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . % ========================================================================= np = p*(p+1)*(p+2)*(p+3)*(p+4)*(p+5)/(1*2*3*4*5*6); DP6 = spalloc(p^6,np,p^6); counti=1; for i1=1:p for i2=i1:p for i3=i2:p for i4=i3:p for i5=i4:p for i6=i5:p idx = uperm([i6 i5 i4 i3 i2 i1]); for r = 1:size(idx,1) ii1 = idx(r,1); ii2= idx(r,2); ii3=idx(r,3); ii4=idx(r,4); ii5=idx(r,5); ii6=idx(r,6); n = ii1 + (ii2-1)*p + (ii3-1)*p^2 + (ii4-1)*p^3 + (ii5-1)*p^4 + (ii6-1)*p^5; m = mue(p,i6,i5,i4,i3,i2,i1); DP6(n,m)=1; end counti = counti+1; end end end end end end if nargout==2 DP6inv = (transpose(DP6)*DP6)\transpose(DP6); end function m = mue(p,i1,i2,i3,i4,i5,i6) % Auxiliary expression, see page 122 of Meijer (2005) m = binom_coef(p,6,1) - binom_coef(p,1,i1+1) - binom_coef(p,2,i2+1) - binom_coef(p,3,i3+1) - binom_coef(p,4,i4+1) - binom_coef(p,5,i5+1) - binom_coef(p,6,i6+1); m = round(m); end function N = binom_coef(p,q,i) % Auxiliary expression for binomial coefficients, see page 119 of Meijer (2005) t = q; r =p+q-i; if t==0 N=1; else N=1; for h = 0:(t-1) N = N*(r-h); end N=N/factorial(t); end end end