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SPCopy_w.m

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  • Forked from Dynare / dynare
    Source project has a limited visibility.
    SPCopy_w.m 1.10 KiB
    function  q = SPCopy_w(q,w,js,iq,qrows)
    % q = SPCopy_w(q,w,js,iq,qrows)
    %
    %  Copy the eigenvectors corresponding to the largest roots into the
    %  remaining empty rows and columns js of q 
    
    % Author: Gary Anderson
    % Original file downloaded from:
    % http://www.federalreserve.gov/Pubs/oss/oss4/code.html
    % Adapted for Dynare by Dynare Team.
    %
    % This code is in the public domain and may be used freely.
    % However the authors would appreciate acknowledgement of the source by
    % citation of any of the following papers:
    %
    % Anderson, G. and Moore, G.
    % "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
    % Models."
    % Economics Letters, 17, 1985.
    %
    % Anderson, G.
    % "Solving Linear Rational Expectations Models: A Horse Race"
    % Computational Economics, 2008, vol. 31, issue 2, pages 95-113
    %
    % Anderson, G.
    % "A Reliable and Computationally Efficient Algorithm for Imposing the
    % Saddle Point Property in Dynamic Models"
    % Journal of Economic Dynamics and Control, 2010, vol. 34, issue 3,
    % pages 472-489
    
    
    if(iq < qrows)
       lastrows = iq+1:qrows;
       wrows    = 1:length(lastrows);
       q(lastrows,js) = w(:,wrows)';
    end