use new spsqrtm function

tholden · Dec 11, 2017 · 1057d1a · 1057d1a
1 parent 66aa059
commit 1057d1a
Show file tree

Hide file tree

Showing 4 changed files with 5 additions and 5 deletions.
diff --git a/Core/OBCSimulation/FastIRFs.m b/Core/OBCSimulation/FastIRFs.m
@@ -7,7 +7,7 @@
     Ts = dynareOBC.IRFPeriods;
     % Compute irf, allowing correlated shocks
     SS = M.Sigma_e + 1e-14 * eye( M.exo_nbr );
-    cs = sqrtm( SS );
+    cs = spsqrtm( SS );
 
 	TempIRFLROffsets = repmat( dynareOBC.Mean, 1, T );
 	TempIRFSROffsets = zeros( length( dynareOBC.VariableSelect ), Ts );

diff --git a/Core/OBCSimulation/RunStochasticSimulation.m b/Core/OBCSimulation/RunStochasticSimulation.m
@@ -4,7 +4,7 @@
     PositiveVarianceShocks = setdiff( 1:dynareOBC.OriginalNumVarExo, find( diag(M.Sigma_e) < eps ) );
     NumberOfPositiveVarianceShocks = length( PositiveVarianceShocks );
 
-    SqrtmSigma_e = sqrtm( M.Sigma_e( PositiveVarianceShocks, PositiveVarianceShocks ) );
+    SqrtmSigma_e = spsqrtm( M.Sigma_e( PositiveVarianceShocks, PositiveVarianceShocks ) );
 
     if dynareOBC.SimulateOnGridPoints
         [U,D] = schur( full( dynareOBC.Var_z1 ), 'complex' );

diff --git a/Core/OBCSimulation/SimulateModel.m b/Core/OBCSimulation/SimulateModel.m
@@ -313,7 +313,7 @@
         if dynareOBC_.MLVSimulationMode > 1
             PositiveVarianceShocks = setdiff( 1:dynareOBC_.OriginalNumVarExo, find( diag(M_.Sigma_e) == 0 ) );
             NumberOfPositiveVarianceShocks = length( PositiveVarianceShocks );
-            SqrtmSigma_e = sqrtm( M_.Sigma_e( PositiveVarianceShocks, PositiveVarianceShocks ) );
+            SqrtmSigma_e = spsqrtm( M_.Sigma_e( PositiveVarianceShocks, PositiveVarianceShocks ) );
         end
 
         ParamVec = M_.params;

diff --git a/Core/OBCSimulation/SlowIRFs.m b/Core/OBCSimulation/SlowIRFs.m
@@ -38,7 +38,7 @@
     PositiveVarianceShocks = setdiff( 1:dynareOBC.OriginalNumVarExo, find( diag(M.Sigma_e) == 0 ) );
     NumberOfPositiveVarianceShocks = length( PositiveVarianceShocks );
 
-    SqrtmSigma_e = sqrtm( M.Sigma_e( PositiveVarianceShocks, PositiveVarianceShocks ) );
+    SqrtmSigma_e = spsqrtm( M.Sigma_e( PositiveVarianceShocks, PositiveVarianceShocks ) );
 
     p = TimedProgressBar( Replications, 20, 'Computing base path for average IRFs. Please wait for around ', '. Progress: ', 'Computing base path for average IRFs. Completed in ' );
 
@@ -90,7 +90,7 @@
 
     % Compute irf, allowing correlated shocks
     SS = M.Sigma_e + 1e-14 * eye( M.exo_nbr );
-    cs = sqrtm( SS );
+    cs = spsqrtm( SS );
 
     for ShockIndex = dynareOBC.ShockSelect
         Shock = dynareOBC.ShockScale * cs( M.exo_names_orig_ord, ShockIndex );