Source code for snowdrop.src.numeric.solver.AIM.copyW

#import numpy package
import numpy as np

[docs] def copyW(qq,ww,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 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 = list(range(iq,qrows)) wrows = list(range(0,len(lastrows))) qq[np.ix_(lastrows,js)] = ww[:,wrows].T return qq