dynare/matlab/kronecker/A_times_B_kronecker_C.m

85 lines
2.1 KiB
Matlab

function D = A_times_B_kronecker_C(A,B,C)
%function D = A_times_B_kronecker_C(A,B,C)
% Computes A * kron(B,C).
%
% INPUTS
% A [double] mA*nA matrix.
% B [double] mB*nB matrix.
% C [double] mC*nC matrix.
%
% OUTPUTS
% D [double] mA*(nC*nB) or mA*(nB*nB) matrix.
%
% ALGORITHM
% none.
%
% SPECIAL REQUIREMENTS
% none.
% Copyright (C) 1996-2008 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 <http://www.gnu.org/licenses/>.
% Chek number of inputs and outputs.
if nargin>3 | nargin<2
error('Two or Three input arguments required!')
end
if nargout>1
error('Too many output arguments!')
end
% Get & check dimensions. Initialization of the output matrix.
[mA,nA] = size(A);
[mB,nB] = size(B);
if nargin == 3
[mC,nC] = size(C);
if mB*mC ~= nA
error('Input dimension error!')
end
D = zeros(mA,nB*nC);
loop = (mB*nB*mC*nC > 1e7);
else
if mB*mB ~= nA
error('Input dimension error!')
end
D = zeros(mA,nB*nB);
loop = (mB*nB*mB*nB > 1e7);
end
% Computational part.
if loop
if nargin == 3
k1 = 1;
for i1=1:nB
for i2=1:nC
D(:,k1) = A * kron(B(:,i1),C(:,i2));
k1 = k1 + 1;
end
end
else
k1 = 1;
for i1=1:nB
for i2=1:nB
D(:,k1) = A * kron(B(:,i1),B(:,i2));
k1 = k1 + 1;
end
end
end
else
if nargin == 3
D = A * kron(B,C);
else
D = A * kron(B,B);
end
end