From dbbc8e66b799646c51303d75b55bccbd8e0d5f36 Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@jrc.ec.europa.eu>
Date: Tue, 18 Sep 2012 10:41:16 +0200
Subject: [PATCH] Fix to compute derivatives with Kronecker products (just for
testing).
---
matlab/getH.m | 21 ++++++---------------
1 file changed, 6 insertions(+), 15 deletions(-)
diff --git a/matlab/getH.m b/matlab/getH.m
index f4069b04ae..17ed4ba449 100644
--- a/matlab/getH.m
+++ b/matlab/getH.m
@@ -388,21 +388,12 @@ if kronflag==1, % kronecker products
H = -DfDtau\DfDthet;
x = reshape(H(1:m*m,:),m,m,param_nbr);
y = reshape(Dm*H(m*m+1:end,:),m,m,param_nbr);
- if nauxe,
- x = x(nauxe+1:end,nauxe+1:end,:);
- y = y(nauxe+1:end,nauxe+1:end,:);
- dA = x;
- dOm = y;
- m = size(y,1);
- x = reshape(x,m*m,param_nbr);
- Dm = duplication(m);
- DmPl = inv(Dm'*Dm)*Dm';
- y = DmPl*reshape(y,m*m,param_nbr);
- H = [x;y];
- else
- dA = x;
- dOm = y;
- end
+ dA = x;
+ dOm = y;
+ % convert to dyn_vech
+ tmpH = Dm*H(m*m+1:end,:);
+ Index = find(triu(ones(m)));
+ H(m*m+1:end,:) = tmpH(Index,:);
Hx = [];
if ~isempty(indexo),
--
GitLab