51 lines
1.5 KiB
Matlab
51 lines
1.5 KiB
Matlab
function [h,q,iq,nnumeric] = SPNumeric_shift(h,q,iq,qrows,qcols,neq,condn)
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% [h,q,iq,nnumeric] = ...
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% SPNumeric_shift(h,q,iq,qrows,qcols,neq,condn)
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%
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% Compute the numeric shiftrights and store them in q.
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% Original 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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nnumeric = 0;
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left = 1:qcols;
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right = qcols+1:qcols+neq;
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[Q,R,E] = qr( h(:,right) );
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zerorows = find( abs(diag(R)) <= condn );
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while( any(zerorows) && iq <= qrows )
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h=sparse(h);
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Q=sparse(Q);
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h = Q'*h;
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nz = length(zerorows);
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q(iq+1:iq+nz,:) = h(zerorows,left);
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h(zerorows,:) = SPShiftright( h(zerorows,:), neq );
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iq = iq + nz;
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nnumeric = nnumeric + nz;
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[Q,R,E] = qr( full(h(:,right)) );
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zerorows = find( abs(diag(R)) <= condn );
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end
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