Commit 1b3693c7 authored by Sébastien Villemot's avatar Sébastien Villemot
Browse files

Ref. manual: various cosmetic changes related to new lyapunov/sylvester options

parent 15bf19f9
......@@ -385,12 +385,13 @@ features, but are in no way required:
@itemize
@item
If under MATLAB: the optimization toolbox, the statistics toolbox;
If under MATLAB: the optimization toolbox, the statistics toolbox, the
control system toolbox;
@item
If under GNU Octave, the following
@uref{http://octave.sourceforge.net/,Octave-Forge} packages: optim,
io, java, statistics.
io, java, statistics, control.
@end itemize
......@@ -3054,22 +3055,25 @@ variables, then this is the full information case and this option has
no effect. More references can be found at
@uref{http://www.dynare.org/DynareWiki/PartialInformation}.
@item sylvester = OPTION
@item sylvester = @var{OPTION}
@anchor{sylvester}
Determines the algorithm used to solve the Sylvester equation for block decomposed model. Possible values for @code{OPTION} are:
Determines the algorithm used to solve the Sylvester equation for block decomposed model. Possible values for @code{@var{OPTION}} are:
@table @code
@item DEFAULT
Uses the default solver for Sylvester equations (@code{gensylv}) based on Ondra Kamenik algorithm (see @uref{http://www.dynare.org/documentation-and-support/dynarepp/sylvester.pdf/at_download/file} for more informations).
@item default
Uses the default solver for Sylvester equations (@code{gensylv}) based
on Ondra Kamenik algorithm (see
@uref{http://www.dynare.org/documentation-and-support/dynarepp/sylvester.pdf/at_download/file,the
Dynare Website} for more information).
@item FIXED_POINT
Uses a fixed point algorithm to solve the Sylvester equation (@code{gensylv_fp}). This method is faster than the @code{DEFAULT} one for large scale models.
@item fixed_point
Uses a fixed point algorithm to solve the Sylvester equation (@code{gensylv_fp}). This method is faster than the @code{default} one for large scale models.
@end table
@noindent
Default value is @code{DEFAULT}
Default value is @code{default}
@item sylvester_fixed_point_tol = @var{DOUBLE}
@anchor{sylvester_fixed_point_tol}
......@@ -4090,29 +4094,34 @@ with @ref{dsge_var}.
@item sylvester_fixed_point_tol = @var{DOUBLE}
@xref{sylvester_fixed_point_tol}.
@item lyapunov = OPTION
@item lyapunov = @var{OPTION}
@anchor{lyapunov}
Determines the algorithm used to solve the Laypunov equation to initialized the variance-covariance matrix of the Kalman filter using the steady-state value of state variables. Possible values for @code{OPTION} are:
Determines the algorithm used to solve the Laypunov equation to initialized the variance-covariance matrix of the Kalman filter using the steady-state value of state variables. Possible values for @code{@var{OPTION}} are:
@table @code
@item DEFAULT
Uses the default solver for Lyapunov equations (@code{lyapunov_symm} with method<=2) based on Bartels-Stewart algorithm.
@item default
Uses the default solver for Lyapunov equations based on Bartels-Stewart algorithm.
@item FIXED_POINT
Uses a fixed point algorithm to solve the Lyapunov equation (@code{lyapunov_symm} with method=3). This method is faster than the @code{DEFAULT} one for large scale models, but it could require a large amount of iterations.
@item fixed_point
Uses a fixed point algorithm to solve the Lyapunov equation. This method is faster than the @code{default} one for large scale models, but it could require a large amount of iterations.
@item DOUBLING
@item doubling
Uses a doubling algorithm to solve the Lyapunov equation (@code{disclyap_fast}). This method is faster than the two previous one for large scale models.
@item SQUARE_ROOT_SOLVER
Uses a square-root solver for Lyapunov equations (@code{dlyapchol}). This method is fast for large scale models, but it requires the Control System Toolbox with MATLAB and the Control Package with OCTAVE.
@item square_root_solver
Uses a square-root solver for Lyapunov equations
(@code{dlyapchol}). This method is fast for large scale models
(available under MATLAB if the control system toolbox is installed;
available under Octave if the
@uref{http://octave.sourceforge.net/control/,control} package from
Octave-Forge is installed)
@end table
@noindent
Default value is @code{DEFAULT}
Default value is @code{default}
@item lyapunov_fixed_point_tol = @var{DOUBLE}
@anchor{lyapunov_fixed_point_tol}
......
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