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Commit 852d1352 authored by Johannes Pfeifer's avatar Johannes Pfeifer
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Expand documentation of markowitz criterion

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1 merge request!2040Document Markowitz and PKF incompatibilities and throw proper errors if triggered
......@@ -3092,8 +3092,11 @@ 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*
 
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