Open jlperla opened 7 years ago
From Ben: Simply fix one element of the vector f, then solve the linear system (which is no longer singular) and the renormalize f afterwards. See e.g. this code snippet from http://www.princeton.edu/~moll/HACTproject/huggett_partialeq.m
AT = A'; b = zeros(2*I,1); %need to fix one value, otherwise matrix is singular i_fix = 1; b(i_fix)=.1; row = [zeros(1,i_fix-1),1,zeros(1,2*I-i_fix)]; AT(i_fix,:) = row; %Solve linear system gg = AT\b; g_sum = gg'*ones(2*I,1)*da; gg = gg./g_sum;
The question will be whether this approach can be generalized in a nonlinear setup.
From Ben: Simply fix one element of the vector f, then solve the linear system (which is no longer singular) and the renormalize f afterwards. See e.g. this code snippet from http://www.princeton.edu/~moll/HACTproject/huggett_partialeq.m
The question will be whether this approach can be generalized in a nonlinear setup.