130 lines
4.1 KiB
Matlab
130 lines
4.1 KiB
Matlab
function [gy]=first_order(M_, dr, jacobia)
|
|
% Emulation of Dynare++ c++ first_order.cpp for testing pruposes
|
|
|
|
% Copyright (C) 2009 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/>.
|
|
|
|
% fd = jacobia_
|
|
% reorder jacobia_
|
|
[fd]=k_reOrderedJacobia(M_, jacobia)
|
|
|
|
%ypart=dr;
|
|
ypart.ny=M_.endo_nbr;
|
|
ypart.nyss=dr.nfwrd+dr.nboth;
|
|
ypart.nys=dr.npred;
|
|
ypart.npred=dr.npred-dr.nboth;
|
|
ypart.nboth=dr.nboth;
|
|
ypart.nforw=dr.nfwrd;
|
|
ypart.nstat =dr.nstatic
|
|
nu=M_.exo_nbr
|
|
|
|
off= 1; % = 0 in C
|
|
fyplus = fd(:,off:off+ypart.nyss-1);
|
|
off= off+ypart.nyss;
|
|
fyszero= fd(:,off:off+ypart.nstat-1);
|
|
off= off+ypart.nstat;
|
|
fypzero= fd(:,off:off+ypart.npred-1);
|
|
off= off+ypart.npred;
|
|
fybzero= fd(:,off:off+ypart.nboth-1);
|
|
off= off+ypart.nboth;
|
|
fyfzero= fd(:,off:off+ypart.nforw-1);
|
|
off= off+ypart.nforw;
|
|
fymins= fd(:,off:off+ypart.nys-1);
|
|
off= off+ypart.nys;
|
|
fuzero= fd(:,off:off+nu-1);
|
|
off=off+ nu;
|
|
|
|
n= ypart.ny+ypart.nboth;
|
|
%TwoDMatrix
|
|
matD=zeros(n,n);
|
|
% matD.place(fypzero,0,0);
|
|
matD(1:n-ypart.nboth,1:ypart.npred)= fypzero;
|
|
% matD.place(fybzero,0,ypart.npred);
|
|
matD(1:n-ypart.nboth,ypart.npred+1:ypart.npred+ypart.nboth)=fybzero;
|
|
% matD.place(fyplus,0,ypart.nys()+ypart.nstat);
|
|
matD(1:n-ypart.nboth,ypart.nys+ypart.nstat+1:ypart.nys+ypart.nstat+ypart.nyss)=fyplus;
|
|
for i=1:ypart.nboth
|
|
matD(ypart.ny()+i,ypart.npred+i)= 1.0;
|
|
end
|
|
|
|
matE=[fymins, fyszero, zeros(n-ypart.nboth,ypart.nboth), fyfzero; zeros(ypart.nboth,n)];
|
|
% matE.place(fymins;
|
|
% matE.place(fyszero,0,ypart.nys());
|
|
% matE.place(fyfzero,0,ypart.nys()+ypart.nstat+ypart.nboth);
|
|
|
|
for i= 1:ypart.nboth
|
|
matE(ypart.ny()+i,ypart.nys()+ypart.nstat+i)= -1.0;
|
|
end
|
|
matE=-matE; %matE.mult(-1.0);
|
|
|
|
% vsl=zeros(n,n);
|
|
% vsr=zeros(n,n);
|
|
% lwork= 100*n+16;
|
|
% work=zeros(1,lwork);
|
|
% bwork=zeros(1,n);
|
|
%int info;
|
|
|
|
% LAPACK_dgges("N","V","S",order_eigs,&n,matE.getData().base(),&n,
|
|
% matD.getData().base(),&n,&sdim,alphar.base(),alphai.base(),
|
|
% beta.base(),vsl.getData().base(),&n,vsr.getData().base(),&n,
|
|
% work.base(),&lwork,&(bwork[0]),&info);
|
|
|
|
[matE1,matD1,vsr,sdim,dr.eigval,info] = mjdgges(matE,matD,1);
|
|
|
|
bk_cond= (sdim==ypart.nys);
|
|
|
|
% ConstGeneralMatrix z11(vsr,0,0,ypart.nys(),ypart.nys());
|
|
z11=vsr(1:ypart.nys,1:ypart.nys);
|
|
% ConstGeneralMatrix z12(vsr,0,ypart.nys(),ypart.nys(),n-ypart.nys());
|
|
z12=vsr(1:ypart.nys(),ypart.nys+1:end);%, n-ypart.nys);
|
|
% ConstGeneralMatrix z21(vsr,ypart.nys(),0,n-ypart.nys(),ypart.nys());
|
|
z21=vsr(ypart.nys+1:end,1:ypart.nys);
|
|
% ConstGeneralMatrix z22(vsr,ypart.nys(),ypart.nys(),n-ypart.nys(),n-ypart.nys());
|
|
z22=vsr(ypart.nys+1:end,ypart.nys+1:end);
|
|
|
|
% GeneralMatrix sfder(z12,"transpose");
|
|
sfder=z12';%,"transpose");
|
|
% z22.multInvLeftTrans(sfder);
|
|
sfder=z22'\sfder;
|
|
sfder=-sfder;% .mult(-1);
|
|
|
|
%s11(matE,0,0,ypart.nys(),ypart.nys());
|
|
s11=matE1(1:ypart.nys,1:ypart.nys);
|
|
% t11=(matD1,0,0,ypart.nys(),ypart.nys());
|
|
t11=matD1(1:ypart.nys,1:ypart.nys);
|
|
dumm=(s11');%,"transpose");
|
|
%z11.multInvLeftTrans(dumm);
|
|
dumm=z11'\dumm;
|
|
preder=(dumm');%,"transpose");
|
|
%t11.multInvLeft(preder);
|
|
preder=t11\preder;
|
|
%preder.multLeft(z11);
|
|
preder= z11*preder;
|
|
|
|
% gy.place(preder,ypart.nstat,0);
|
|
% gy=(zeros(ypart.nstat,size(preder,2)) ;preder);
|
|
% sder(sfder,0,0,ypart.nstat,ypart.nys());
|
|
sder=sfder(1:ypart.nstat,1:ypart.nys);
|
|
% gy.place(sder,0,0);
|
|
% gy(1:ypart.nstat, 1:ypart.nys)=sder;
|
|
% gy=[sder;preder];
|
|
% fder(sfder,ypart.nstat+ypart.nboth,0,ypart.nforw,ypart.nys());
|
|
fder=sfder(ypart.nstat+ypart.nboth+1:ypart.nstat+ypart.nboth+ypart.nforw,1:ypart.nys);
|
|
% gy.place(fder,ypart.nstat+ypart.nys(),0);
|
|
% gy(ypart.nstat+ypart.nys,1)=fder;
|
|
gy=[sder;preder;fder];
|