47 lines
1.6 KiB
Matlab
47 lines
1.6 KiB
Matlab
function g4_unfolded = unfold_g4(g4, ny)
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% Given the 4th order derivatives stored in a sparse matrix and without
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% symmetric elements (as returned by the static/dynamic files) and the number
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% of (static or dynamic) variables in the jacobian, returns
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% an unfolded version of the same matrix (i.e. with symmetric elements).
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% Copyright © 2019 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 <https://www.gnu.org/licenses/>.
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[i, j, v] = find(g4);
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i_unfolded = [];
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j_unfolded = [];
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v_unfolded = [];
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for k = 1:length(v)
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l1 = rem(j(k)-1, ny);
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j2 = floor((j(k)-1)/ny);
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l2 = rem(j2, ny);
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j3 = floor((j(k)-1)/ny^2);
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l3 = rem(j3,ny);
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l4 = floor(j3/ny);
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p = unique(perms([l1 l2 l3 l4]), 'rows');
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np = rows(p);
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i_unfolded = [i_unfolded; repmat(i(k), np, 1)];
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j_unfolded = [j_unfolded; 1 + p(:,1) + ny*(p(:,2) + ny*(p(:,3) + ny*p(:,4)))];
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v_unfolded = [v_unfolded; repmat(v(k), np, 1)];
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end
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g4_unfolded = sparse(i_unfolded, j_unfolded, v_unfolded, size(g4, 1), size(g4, 2));
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