From 0c5a8e7e572b774003dbe2e6d69635accc3e2cc5 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Tue, 31 May 2022 18:01:31 +0200
Subject: [PATCH] Expand documentation of markowitz criterion
(cherry picked from commit 852d1352da8d091d208a5656f9cf5806d749933f)
---
doc/manual/source/the-model-file.rst | 7 +++++--
1 file changed, 5 insertions(+), 2 deletions(-)
diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst
index 5976044bff..fb30d0ca16 100644
--- a/doc/manual/source/the-model-file.rst
+++ b/doc/manual/source/the-model-file.rst
@@ -2944,8 +2944,11 @@ Finding the steady state with Dynare nonlinear solver
.. option:: markowitz = DOUBLE
- Value of the Markowitz criterion, used to select the
- pivot. Only used when ``solve_algo = 5``. Default: 0.5.
+ Value of the Markowitz criterion (:math:(0,\infty)`) used to select the
+ pivot with sparse Gaussian elimination (``solve_algo = 5``). This criterion
+ governs the tradeoff between selecting the pivot resulting in the most
+ accurate solution (low ``markowitz`` values) and the one that preserves
+ maximum sparsity (high ``markowitz`` values). Default: 0.5.
*Example*
--
GitLab