Skip to content
Snippets Groups Projects
Select Git revision
  • e94ca34e70a4c054e97a562b3e87d0ac208c4187
  • master default
  • nlf-fixes
  • newton-quadratic-equation-solver
  • nlf-fixes-r
  • nls-fixes
  • sep-fixes
  • sep
  • use-dprior
  • ep-sparse
  • rebase-1
  • parfor
  • reset-seed-in-unit-tests
  • remove-persistent-variables
  • nonlinear-filter-fixes
  • pac-mce-with-composite-target
  • 6.x
  • dprior
  • covariance-quadratic-approximation
  • benchmark-ec
  • kalman_mex
  • 5.5
  • 5.4
  • 5.3
  • 5.2
  • 5.1
  • 5.0
  • 5.0-rc1
  • 4.7-beta3
  • 4.7-beta2
  • 4.7-beta1
  • 4.6.4
  • 4.6.3
  • 4.6.2
  • 4.6.1
  • 4.6.0
  • 4.6.0-rc2
  • 4.6.0-rc1
  • 4.6-beta1
  • 4.5.7
  • 4.5.6
41 results

CreateTimeString.m

Blame
  • Forked from Dynare / dynare
    Source project has a limited visibility.
    SigmaeInitialization.cc 2.63 KiB
    /*
     * Copyright (C) 2003-2015 Dynare Team
     *
     * This file is part of Dynare.
     *
     * Dynare is free software: you can redistribute it and/or modify
     * it under the terms of the GNU General Public License as published by
     * the Free Software Foundation, either version 3 of the License, or
     * (at your option) any later version.
     *
     * Dynare is distributed in the hope that it will be useful,
     * but WITHOUT ANY WARRANTY; without even the implied warranty of
     * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
     * GNU General Public License for more details.
     *
     * You should have received a copy of the GNU General Public License
     * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
     */
    
    #include "SigmaeInitialization.hh"
    
    SigmaeStatement::SigmaeStatement(const matrix_t &matrix_arg) throw (MatrixFormException) :
      matrix(matrix_arg),
      matrix_form(determineMatrixForm(matrix))
    {
    }
    
    SigmaeStatement::matrix_form_t
    SigmaeStatement::determineMatrixForm(const matrix_t &matrix) throw (MatrixFormException)
    {
      size_t nbe;
      int inc;
      matrix_form_t type;
      // Checking if first or last row has one element.
      if (matrix.front().size() == 1)
        {
          inc = 1;
          nbe = 2;
          type = eLower;
        }
      else if (matrix.back().size() == 1)
        {
          inc = -1;
          nbe = matrix.front().size()-1;
          type = eUpper;
        }
      else
        throw MatrixFormException();
    
      // Checking if matrix is triangular (upper or lower):
      // each row has one element more or less than the previous one
      // and first or last one has one element.
      matrix_t::const_iterator ir;
      for (ir = matrix.begin(), ir++; ir != matrix.end(); ir++, nbe += inc)
        if (ir->size() != nbe)
          throw MatrixFormException();
    
      return type;
    }
    
    void
    SigmaeStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
    {
      size_t ic, ic1, ir, ir1;
    
      output << "M_.Sigma_e = [..." << endl;
      for (ir = 0; ir < matrix.size(); ir++)
        {
          for (ic = 0; ic < matrix.size(); ic++)
            {
              if (ic >= ir && matrix_form == eUpper)
                {
                  ic1 = ic-ir;
                  ir1 = ir;
                }
              else if (ic < ir && matrix_form == eUpper)
                {
                  ic1 = ir-ic;
                  ir1 = ic;
                }
              else if (ic > ir && matrix_form == eLower)
                {
                  ic1 = ir;
                  ir1 = ic;
                }
              else // ic <= ir && matrix_form == eLower
                {
                  ic1 = ic;
                  ir1 = ir;
                }
    
              matrix[ir1][ic1]->writeOutput(output);
              output << " ";
            }
          output << ";..." << endl;
        }
      output << "];" << endl;
    }