Oups! I forgot to add this routine in commit...

Oups! I forgot to add this routine in commit ac54f7f5. This routine provides a matlab implementation of the perfect foresight model solver.

matlab/solve_perfect_foresight_model.m

+function [flag,endo_simul,err] = solve_perfect_foresight_model(endo_simul,exo_simul,pfm)
+
+    flag = 0;
+    err = 0;
+    stop = 0;
+
+    model_dynamic = pfm.dynamic_model;
+
+    Y = endo_simul(:);
+
+    if pfm.verbose
+        disp (['-----------------------------------------------------']) ;
+        disp (['MODEL SIMULATION :']) ;
+        fprintf('\n') ;
+    end
+
+    z = Y(find(pfm.lead_lag_incidence'));
+    [d1,jacobian] = model_dynamic(z,exo_simul,pfm.params,pfm.steady_state,2);
+
+    A = sparse([],[],[],pfm.periods*pfm.ny,pfm.periods*pfm.ny,pfm.periods*nnz(jacobian));
+    res = zeros(pfm.periods*pfm.ny,1);
+
+    h1 = clock;
+    for iter = 1:pfm.maxit_
+        h2 = clock;
+        i_rows = 1:pfm.ny;
+        i_cols = find(pfm.lead_lag_incidence');
+        i_cols_A = i_cols;
+        for it = 2:(pfm.periods+1)
+            [d1,jacobian] = model_dynamic(Y(i_cols),exo_simul,pfm.params,pfm.steady_state,it);
+            if it == 2
+                A(i_rows,pfm.i_cols_A1) = jacobian(:,pfm.i_cols_1);
+            elseif it == pfm.periods+1
+                A(i_rows,i_cols_A(pfm.i_cols_T)) = jacobian(:,pfm.i_cols_T);
+            else
+                A(i_rows,i_cols_A) = jacobian(:,pfm.i_cols_j);
+            end
+            res(i_rows) = d1;
+            i_rows = i_rows + pfm.ny;
+            i_cols = i_cols + pfm.ny;
+            if it > 2
+                i_cols_A = i_cols_A + pfm.ny;
+            end
+        end
+        err = max(abs(res));
+        if err < pfm.tolerance
+            stop = 1 ;
+            if pfm.verbose
+                fprintf('\n') ;
+                disp([' Total time of simulation        :' num2str(etime(clock,h1))]) ;
+                fprintf('\n') ;
+                disp([' Convergency obtained.']) ;
+                fprintf('\n') ;
+            end
+            flag = 0;% Convergency obtained.
+            endo_simul = reshape(Y,pfm.ny,pfm.periods+2);
+            break
+        end
+        dy = -A\res;
+        Y(pfm.i_upd) =   Y(pfm.i_upd) + dy;
+    end
+
+    if ~stop
+        if pfm.verbose
+            fprintf('\n') ;
+            disp(['     Total time of simulation        :' num2str(etime(clock,h1))]) ;
+            fprintf('\n') ;
+            disp(['WARNING : maximum number of iterations is reached (modify options_.maxit_).']) ;
+            fprintf('\n') ;
+        end
+        flag = 1;% more iterations are needed.
+        endo_simul = 1;
+    end
+    if pfm.verbose
+        disp (['-----------------------------------------------------']) ;
+    end
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