function [residuals,JJacobian] = perfect_foresight_mcp_problem(y, dynamic_function, Y0, YT, ... exo_simul, params, steady_state, ... maximum_lag, T, ny, i_cols, ... i_cols_J1, i_cols_1, i_cols_T, ... i_cols_j,nnzJ,eq_index) % function [residuals,JJacobian] = perfect_foresight_mcp_problem(x, model_dynamic, Y0, YT,exo_simul, % params, steady_state, maximum_lag, periods, ny, i_cols,i_cols_J1, i_cols_1, % i_cols_T, i_cols_j, nnzA) % computes the residuals and th Jacobian matrix % for a perfect foresight problem over T periods. % % INPUTS % ... % OUTPUTS % ... % ALGORITHM % ... % % SPECIAL REQUIREMENTS % None. % Copyright (C) 1996-2015 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 . YY = [Y0; y; YT]; residuals = zeros(T*ny,1); if nargout == 2 iJacobian = cell(T,1); end i_rows = 1:ny; offset = 0; i_cols_J = i_cols; for it = 2:(T+1) if nargout == 1 res = dynamic_function(YY(i_cols),exo_simul, params, ... steady_state,it); residuals(i_rows) = res(eq_index); elseif nargout == 2 [res,jacobian] = dynamic_function(YY(i_cols),exo_simul, params, ... steady_state,it); residuals(i_rows) = res(eq_index); if it == 2 [rows,cols,vals] = find(jacobian(eq_index,i_cols_1)); iJacobian{1} = [offset+rows, i_cols_J1(cols), vals]; elseif it == T + 1 [rows,cols,vals] = find(jacobian(eq_index,i_cols_T)); iJacobian{T} = [offset+rows, i_cols_J(i_cols_T(cols)), vals]; else [rows,cols,vals] = find(jacobian(eq_index,i_cols_j)); iJacobian{it-1} = [offset+rows, i_cols_J(cols), vals]; i_cols_J = i_cols_J + ny; end offset = offset + ny; end i_rows = i_rows + ny; i_cols = i_cols + ny; end if nargout == 2 iJacobian = cat(1,iJacobian{:}); JJacobian = sparse(iJacobian(:,1),iJacobian(:,2),iJacobian(:,3),T* ... ny,T*ny); end