HI Sebastien
Can you please confirm how is the 2D matrix Hessian that is coming from <model>_dynamic.c/dll created and organised (and, similarly the sparse hessian from the matlab .m version),
e.g. Is it organised as a series of 2nd order jcols*jcols matrix blocks, concatenated together next to each other in order of the variables and shocks by which the 1st order was differentiated, and, all those in one of the standard Dynare orders of the variables (and in which standard order of the variables, order_var or as they are defined or....) and each block containing all of its own set of : gxx, gxu/gux and guu's,
or is the hessian organised in some other order, e.g. as all gxx's stacked first (in order of variables, and which) to be followed by all of gxu's and then by all of the guu's
Best regards
George artilogica@btconnect.com