New perfect_foresight_problem MEX file · 5b591facSébastien Villemot authored
It constructs the stacked residuals and jacobian of the perfect foresight problem. It is an almost perfect replacement for the perfect_foresight_problem.m routine, while being much more efficient. Note however that the DLL never return complex numbers (it instead puts NaNs at the place where there would have been complex). This may create problems for some MOD files; the algorithms will need to be adapted to use a more line-search method.