upper_cholesky

 function [Ui,Vi,n0,np,ixmC0Pres] = upper_cholesky(nvar,nexo,options_ms)

 INPUTS
    nvar:                      number endogenous variables
    nexo:                      number exogenous variables
    options_ms:    (struct)    options

 OUTPUTS
    Ui
    Vi
    n0
    np
    ixmC0Pres

 SPECIAL REQUIREMENTS
    none

0001 function [Ui,Vi,n0,np,ixmC0Pres] = upper_cholesky(nvar,nexo,options_ms)
0002 % function [Ui,Vi,n0,np,ixmC0Pres] = upper_cholesky(nvar,nexo,options_ms)
0003 %
0004 % INPUTS
0005 %    nvar:                      number endogenous variables
0006 %    nexo:                      number exogenous variables
0007 %    options_ms:    (struct)    options
0008 %
0009 % OUTPUTS
0010 %    Ui
0011 %    Vi
0012 %    n0
0013 %    np
0014 %    ixmC0Pres
0015 %
0016 % SPECIAL REQUIREMENTS
0017 %    none
0018 
0019 % Copyright (C) 2011 Dynare Team
0020 %
0021 % This file is part of Dynare.
0022 %
0023 % Dynare is free software: you can redistribute it and/or modify
0024 % it under the terms of the GNU General Public License as published by
0025 % the Free Software Foundation, either version 3 of the License, or
0026 % (at your option) any later version.
0027 %
0028 % Dynare is distributed in the hope that it will be useful,
0029 % but WITHOUT ANY WARRANTY; without even the implied warranty of
0030 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
0031 % GNU General Public License for more details.
0032 %
0033 % You should have received a copy of the GNU General Public License
0034 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
0035 
0036 lags = options_ms.nlags;
0037 indxC0Pres = options_ms.cross_restrictions;
0038 
0039 Ui = cell(nvar,1);
0040 Vi = cell(nvar,1);
0041 n0 = zeros(nvar,1);
0042 np = zeros(nvar,1);
0043 
0044 if (nargin==2)
0045    nexo = 1;
0046 elseif (nargin==3)
0047    indxC0Pres = 0;
0048 end
0049 
0050 k = lags*nvar+nexo;
0051 Qi = zeros(nvar,nvar,nvar);
0052 Ri = zeros(k,k,nvar);
0053 
0054 for ii=2:nvar
0055   Qi(ii-1,ii-1,ii)=1;
0056   Qi(:,:,ii)=Qi(:,:,ii)+Qi(:,:,ii-1);
0057 end
0058 
0059 if options_ms.constants_exclusion
0060     for i=1:nvar
0061         Ri(i,k,i) = 1;
0062     end
0063 end
0064 
0065 for n=1:nvar 
0066    Ui{n} = null(Qi(:,:,n));
0067    Vi{n} = null(Ri(:,:,n));
0068    n0(n) = size(Ui{n},2);
0069    np(n) = size(Vi{n},2);
0070 end
0071 
0072 ixmC0Pres = NaN;