45 lines
1.5 KiB
Matlab
45 lines
1.5 KiB
Matlab
function g3_unfolded = unfold_g3(g3, ny)
|
|
% Given the 3rd order derivatives stored in a sparse matrix and without
|
|
% symmetric elements (as returned by the static/dynamic files) and the number
|
|
% of (static or dynamic )variables in the jacobian, returns
|
|
% an unfolded version of the same matrix (i.e. with symmetric elements).
|
|
|
|
% Copyright © 2019 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 <https://www.gnu.org/licenses/>.
|
|
|
|
[i, j, v] = find(g3);
|
|
|
|
i_unfolded = [];
|
|
j_unfolded = [];
|
|
v_unfolded = [];
|
|
|
|
for k = 1:length(v)
|
|
l1 = rem(j(k)-1, ny);
|
|
j2 = floor((j(k)-1)/ny);
|
|
l2 = rem(j2, ny);
|
|
l3 = floor(j2/ny);
|
|
|
|
p = unique(perms([l1 l2 l3]), 'rows');
|
|
np = rows(p);
|
|
|
|
i_unfolded = [i_unfolded; repmat(i(k), np, 1)];
|
|
j_unfolded = [j_unfolded; 1 + p(:,1) + ny*(p(:,2) + ny*p(:,3))];
|
|
v_unfolded = [v_unfolded; repmat(v(k), np, 1)];
|
|
end
|
|
|
|
g3_unfolded = sparse(i_unfolded, j_unfolded, v_unfolded, size(g3, 1), size(g3, 2));
|