% [a,ia,js] = SPBuild_a(h,qcols,neq) % % Build the companion matrix, deleting inessential lags. % Solve for x_{t+nlead} in terms of x_{t+nlag},...,x_{t+nlead-1}. function [a,ia,js] = SPBuild_a(h,qcols,neq) left = 1:qcols; right = qcols+1:qcols+neq; hs=SPSparse(h); hs(:,left) = -hs(:,right)\hs(:,left); % Build the big transition matrix. a = zeros(qcols,qcols); if(qcols > neq) eyerows = 1:qcols-neq; eyecols = neq+1:qcols; a(eyerows,eyecols) = eye(qcols-neq); end hrows = qcols-neq+1:qcols; a(hrows,:) = hs(:,left); % Delete inessential lags and build index array js. js indexes the % columns in the big transition matrix that correspond to the % essential lags in the model. They are the columns of q that will % get the unstable left eigenvectors. js = 1:qcols; zerocols = sum(abs(a)) == 0; while( any(zerocols) ) a(:,zerocols) = []; a(zerocols,:) = []; js(zerocols) = []; zerocols = sum(abs(a)) == 0; end ia = length(js);