78 lines
2.2 KiB
Matlab
78 lines
2.2 KiB
Matlab
function D = sparse_hessian_times_B_kronecker_C(varargin)
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%@info:
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%! @deftypefn {Function File} {@var{D} =} sparse_hessian_times_B_kronecker_C (@var{A},@var{B},@var{C},@var{fake})
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%! @anchor{kronecker/sparse_hessian_times_B_kronecker_C}
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%! @sp 1
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%! Computes A*kron(B,C) where A is hessian matrix in sparse format.
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%! @sp 2
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%! @strong{Inputs}
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%! @sp 1
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%! @table @ @var
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%! @item A
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%! mA*nA matrix of doubles.
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%! @item B
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%! mB*nB matrix of doubles.
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%! @item C
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%! mC*nC matrix of doubles.
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%! @item fake
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%! Anything you want, just a fake parameter (because the mex version admits a last argument specifying the number of threads to be used in parallel mode).
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%! @end table
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%! @sp 2
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%! @strong{Outputs}
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%! @sp 1
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%! @table @ @var
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%! @item D
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%! mA*(nC*nB) or mA*(nB*nB) matrix of doubles.
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%! @end table
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%! @sp 2
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%! @strong{Remarks}
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%! @sp 1
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%! [1] This routine is called by Dynare if and only the mex version is not compiled (also used for testing purposes).
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%! @sp 1
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%! [2] This routine can be called with three or four arguments. In the first case A*kron(B,B) is computed.
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%! @sp 2
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%! @strong{This function is called by:}
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%! @sp 1
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%! @ref{dr1}
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%! @sp 2
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%! @strong{This function calls:}
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%! @sp 1
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%! @ref{kronecker/A_times_B_kronecker_C}
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%!
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%! @end deftypefn
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%@eod:
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% Copyright (C) 1996-2020 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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% Original author: stephane DOT adjemian AT univ DASH lemans DOT fr
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A = varargin{1};
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B = varargin{2};
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C = varargin{3};
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fake = varargin{nargin};
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switch nargin
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case 4
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D = A_times_B_kronecker_C(A,B,C,fake);
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case 3
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D = A_times_B_kronecker_C(A,B,C);
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otherwise
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error('Two or Three input arguments required!')
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end
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