Commit 76093094 by Marco Ratto

### Force precision in sylvester equation solution, particularly useful for...

`Force precision in sylvester equation solution, particularly useful for different behaviour of the function schur under octave`
parent a49e5504
 function [x0, flag]=sylvester3amr(x0,a,b,c,dd) % solves iteratively ax+bxc=d % Copyright (C) 2012 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . a_1 = inv(a); b = a_1*b; flag=0; for j=1:size(dd,3), d = a_1*dd(:,:,j); e = 1; iter = 1; while e > 1e-8 && iter < 500 x = d-b*x0(:,:,j)*c; e = max(max(abs(x-x0(:,:,j)))); x0(:,:,j) = x; iter = iter + 1; end if iter == 500 sprintf('sylvester3amr : Only accuracy of %10.8f is achieved after 500 iterations',e); flag=1; end end \ No newline at end of file
 ... ... @@ -356,6 +356,10 @@ else % generalized sylvester equation d(:,:,j) = Dg2(:,:,j)-elem(:,:,j)*A; end xx=sylvester3mr(a,b,c,d); flag=1; while flag, [xx, flag]=sylvester3amr(xx,a,b,c,d); end H=zeros(m*m+m*(m+1)/2,param_nbr+length(indexo)); if nargout>1, dOm = zeros(m,m,param_nbr+length(indexo)); ... ... @@ -436,6 +440,10 @@ if nargout > 5, end end xx2=sylvester3mr(a,b,c,d); flag=1; while flag, [xx2, flag]=sylvester3amr(xx2,a,b,c,d); end jcount = 0; for j=1:param_nbr, for i=j:param_nbr, ... ...
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