Givens rowation на питоне ⇐ Python

[Anonymous]

I’m replicating Shapiro & Watson (1988) and need to impose the long-run restriction with a Givens rotation.
The target identity is
C_inf@B=C_inf(P@Q_total)=(C_inf@P)@Q_total=A@Q_total
Yet my code gives C(1)@B differnt from A@Q_TOTAL < /p>
Я подозреваю, что я определил или применил вращение Givens неправильно. Code is below—any guidance is welcome.
def givens_rotation(a, b):
r = np.hypot(a, b)
if r == 0:
return 1.0, 0.0
c = a / r
s = b / r
return c, s
def apply_givens(M, i, j, k):

x = M[i, j]
y = M[i, k]
c, s = givens_rotation(x, y)

n = M.shape[0]
G = np.eye(n)
G[j, j] = c
G[j, k] = s
G[k, j] = -s
G[k, k] = c

M[:] = M @ G
return G

zero_constraints = [
(0, 4), # step 1: zero A[0,4]
(0, 3), # step 2: zero A[0,3]
(0, 2), # step 3: zero A[0,2]
(0, 1), # step 4: zero A[0,1]
#
(1, 4), # step 5: zero A[1,4]
(1, 3), # step 6: zero A[1,3]
(1, 2), # step 7: zero A[1,2]
#
(2, 4), # step 8: zero A[2,4]
(2, 3) # step 9: zero A[2,3]
]

for (i, j) in zero_constraints:
k = n - 1
k = 4 if j < 4 else (3 if j < 3 else (2 if j < 2 else (1 if j < 1 else None)))

G_jk = apply_givens(A, i, j, k)


Подробнее здесь: https://stackoverflow.com/questions/796 ... -on-python