adding missing file for perfect foresight

matlab/perfect_foresight_problem.m

+function [residuals,JJacobian] = perfect_foresight_problem(y, dynamic_function, Y0, YT, ...
+                                           exo_simul, params, steady_state, ...
+                                           T, ny, i_cols, ...
+                                           i_cols_J1, i_cols_1, i_cols_T, ...
+                                           i_cols_j,nnzJ)
+% function perfect_foresight_problem(x, model_dynamic, Y0, YT,exo_simul,
+% params, steady_state, periods, ny, i_cols,i_cols_J1, i_cols_1,
+% i_cols_T, i_cols_j, nnzA) 
+% computes the residuals and th Jacobian matrix
+% for a perfect foresight problem over T periods.
+%
+% INPUTS
+%   ...
+% OUTPUTS
+%   ...
+% ALGORITHM
+%   ...
+%
+% SPECIAL REQUIREMENTS
+%   None.
+
+% Copyright (C) 1996-2014 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/>.
+
+
+    YY = [Y0; y; YT];
+    
+    residuals = zeros(T*ny,1);
+    if nargout == 2
+        JJacobian = sparse([],[],[],T*ny,T*ny,T*nnzJ);
+    end
+
+    i_rows = 1:ny;
+    i_cols_J = i_cols;
+
+    for it = 2:(T+1)
+        if nargout == 1
+            residuals(i_rows) = dynamic_function(YY(i_cols),exo_simul, params, ...
+                                                         steady_state,it);
+        elseif nargout == 2
+            [residuals(i_rows),jacobian] = dynamic_function(YY(i_cols),exo_simul, params, ...
+                                                         steady_state,it);
+        
+            if it == 2
+                JJacobian(i_rows,i_cols_J1) = jacobian(:,i_cols_1);
+            elseif it == T + 1
+                JJacobian(i_rows,i_cols_J(i_cols_T)) = jacobian(:,i_cols_T);
+            else
+                JJacobian(i_rows,i_cols_J) = jacobian(:,i_cols_j);
+                i_cols_J = i_cols_J + ny;
+            end
+        end
+
+        i_rows = i_rows + ny;
+        i_cols = i_cols + ny;
+    end
+