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Sparse k-order perturbation: solving the first order

Normann Rion requested to merge normann/dynare:k_order_sparse into master

The current C++ MEX implements the AMA algorith to solve the model at first order. It is a first step towards k-order to make a few things work before going further:

  • uncertainty over the location of SuiteSparse and ARPACK libraries when compiling
  • competition between the MATLAB and system versions of the SuiteSparse library at run time When these points will be cleared, I shall:
  • put relevant source files in the mex/sources/libkorder directory
  • implement the relevant code for the use_dll option
  • implement error codes instead of error messages that stop execution I would gladly welcome comments and suggestions

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