Commit 76093094 authored by Marco Ratto's avatar Marco Ratto
Browse files

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 <http://www.gnu.org/licenses/>.
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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