37 lines
1.1 KiB
Matlab
37 lines
1.1 KiB
Matlab
function q = SPCopy_w(q,w,js,iq,qrows)
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% q = SPCopy_w(q,w,js,iq,qrows)
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%
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% Copy the eigenvectors corresponding to the largest roots into the
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% remaining empty rows and columns js of q
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% Author: Gary Anderson
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% Original file downloaded from:
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% http://www.federalreserve.gov/Pubs/oss/oss4/code.html
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% Adapted for Dynare by Dynare Team.
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%
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% This code is in the public domain and may be used freely.
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% However the authors would appreciate acknowledgement of the source by
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% citation of any of the following papers:
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%
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% Anderson, G. and Moore, G.
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% "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
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% Models."
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% Economics Letters, 17, 1985.
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%
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% Anderson, G.
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% "Solving Linear Rational Expectations Models: A Horse Race"
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% Computational Economics, 2008, vol. 31, issue 2, pages 95-113
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%
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% Anderson, G.
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% "A Reliable and Computationally Efficient Algorithm for Imposing the
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% Saddle Point Property in Dynamic Models"
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% Journal of Economic Dynamics and Control, 2010, vol. 34, issue 3,
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% pages 472-489
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if(iq < qrows)
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lastrows = iq+1:qrows;
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wrows = 1:length(lastrows);
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q(lastrows,js) = w(:,wrows)';
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end
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