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Commit 1530f0c6 authored by MichelJuillard's avatar MichelJuillard
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corrected bug in computation of dr.ghs2 introduced in commit...

corrected bug in computation of dr.ghs2 introduced in commit 84eaaaf7
(cherry-picked by hand from commit 76407c97)
parent fc82adc8
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......@@ -576,7 +576,7 @@ dr.ghuu = A\rhs;
dr.ghxx = dr.ghxx(1:M_.endo_nbr,:);
dr.ghxu = dr.ghxu(1:M_.endo_nbr,:);
dr.ghuu = dr.ghuu(1:M_.endo_nbr,:);
rdr.ghuu = dr.ghuu(1:M_.endo_nbr,:);
% dr.ghs2
......@@ -599,8 +599,8 @@ E1 = [eye(npred); zeros(kp-npred,npred)];
H = E1;
hxx = dr.ghxx(nstatic+[1:npred],:);
[junk,k2a,k2] = find(M_.lead_lag_incidence(M_.maximum_endo_lag+2,order_var));
[junk,k3a,k3] = find(M_.lead_lag_incidence(M_.maximum_endo_lag+2,:));
[err, B1] = sparse_hessian_times_B_kronecker_C(hessian(:,kh(k3,k3)),gu(k3a,:),options_.threads.kronecker.sparse_hessian_times_B_kronecker_C);
k3 = nnz(M_.lead_lag_incidence(1:M_.maximum_endo_lag+1,:))+(1:dr.nsfwrd)';
[err, B1] = sparse_hessian_times_B_kronecker_C(hessian(:,kh(k3,k3)),gu(k2a,:),options_.threads.kronecker.sparse_hessian_times_B_kronecker_C);
mexErrCheck('sparse_hessian_times_B_kronecker_C', err);
RHS = RHS + jacobia_(:,k2)*guu(k2a,:)+B1;
......
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