[DynareDev] [Fwd: Quasi triangular matrices in Kalman filters]

1 Jun 2009

      Here are the routines prepared by Andrea

All the best,

Michel

-------- Original Message --------
Subject: 	Quasi triangular matrices in Kalman filters
Date: 	Mon, 1 Jun 2009 20:47:20 +0200
From: 	andrea pagano <pagano.andrea@gmail.com>
To: 	george@perendia.orangehome.co.uk
CC: 	Michel Juillard <Michel.Juillard@ens.fr>

Hi all

I am sending you a set of Fortran routines to calculate the matricial
expression in Kalman filter together with some explenations.

Hope they can be a starting point in optimizing the overall computation

Best

Andrea

-- 
Andrea Pagano
via Veratti VARESE
tel. +3903321691261
cell.+393403804397