dynare/matlab/Q6_plication.m

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Matlab
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% By Willi Mutschler, September 26, 2016. Email: willi@mutschler.eu
% Quadruplication Matrix as defined by
% Meijer (2005) - Matrix algebra for higher order moments. Linear Algebra and its Applications, 410,pp. 112134
%
% Inputs:
% p: size of vector
% Outputs:
% QP: quadruplication matrix
% QPinv: Moore-Penrose inverse of QP
%
function [DP6,DP6inv] = Q6_plication(p,progress)
if nargin <2
progress =0;
end
reverseStr = ''; counti=1;
np = p*(p+1)*(p+2)*(p+3)*(p+4)*(p+5)/(1*2*3*4*5*6);
DP6 = spalloc(p^6,p*(p+1)*(p+2)*(p+3)*(p+4)*(p+5)/(1*2*3*4*5*6),p^6);
for i1=1:p
for i2=i1:p
for i3=i2:p
for i4=i3:p
for i5=i4:p
for i6=i5:p
if progress && (rem(counti,100)== 0)
msg = sprintf(' Q6-plication Matrix Processed %d/%d', counti, np); fprintf([reverseStr, msg]); reverseStr = repmat(sprintf('\b'), 1, length(msg));
elseif progress && (counti==np)
msg = sprintf(' Q6-plication Matrix Processed %d/%d\n', counti, np); fprintf([reverseStr, msg]); reverseStr = repmat(sprintf('\b'), 1, length(msg));
end
idx = uperm([i6 i5 i4 i3 i2 i1]);
for r = 1:size(idx,1)
ii1 = idx(r,1); ii2= idx(r,2); ii3=idx(r,3); ii4=idx(r,4); ii5=idx(r,5); ii6=idx(r,6);
n = ii1 + (ii2-1)*p + (ii3-1)*p^2 + (ii4-1)*p^3 + (ii5-1)*p^4 + (ii6-1)*p^5;
m = mue(p,i6,i5,i4,i3,i2,i1);
DP6(n,m)=1;
end
counti = counti+1;
end
end
end
end
end
end
DP6inv = (transpose(DP6)*DP6)\transpose(DP6);
function m = mue(p,i1,i2,i3,i4,i5,i6)
m = binom_coef(p,6,1) - binom_coef(p,1,i1+1) - binom_coef(p,2,i2+1) - binom_coef(p,3,i3+1) - binom_coef(p,4,i4+1) - binom_coef(p,5,i5+1) - binom_coef(p,6,i6+1);
m = round(m);
end
function N = binom_coef(p,q,i)
t = q; r =p+q-i;
if t==0
N=1;
else
N=1;
for h = 0:(t-1)
N = N*(r-h);
end
N=N/factorial(t);
end
end
end