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QuantEcon / SimpleDifferentialOperators.jl

Library for simple upwind finite differences
MIT License
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joint_operator is broken with latest bandedmatrices #213

Open jlperla opened 4 years ago

jlperla commented 4 years ago

The constructor BandedBlockBanded may have changed to accept the sizes of the blocks as arguments rather than tuples?

jlperla commented 4 years ago

@ajozefiak We should try to fix this, as it can be used in some of the tau-matrix stuff. If you run the example in https://quantecon.github.io/SimpleDifferentialOperators.jl/stable/examples/#Solving-HJBE-with-jump-diffusions-and-Markov-chains-1 you will see the problem. I think the issue is https://github.com/QuantEcon/SimpleDifferentialOperators.jl/blob/master/src/jointoperators.jl#L63 changed