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davidrpugh / numerical-methods

Graduate level course on numerical methods for economists
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jacobian really should be an attribute of the steady state object! #5

Open davidrpugh opened 10 years ago

davidrpugh commented 10 years ago

Make jacobian an attribute of the steady_state class (instead of an attribute of the model itself). Use symbolic differentiation to compute the jacobian automatically from the system of equations.

davidrpugh commented 10 years ago

Actually, since the jacobian is already an attribute of the IVP class, I think the best solution is to allow the IVP class to be init without an optional jacobian attribute, and the create an compute_jacobian method for the IVP class that uses symbolic/numeric differentiation to construct the model's Jacobian.

davidrpugh commented 10 years ago

Formulations of the Jacobian will differ depending on whether the model is in continuous or deterministic time. No longer sure that steady_state deserves its own class.