Commit e6a060d6 authored by adjemian's avatar adjemian
Browse files

New matlab functions to be used if a dll is missing.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1810 ac1d8469-bf42-47a9-8791-bf33cf982152
parent 7eb6fa3e
function E = gensylv(fake,A,B,C,D)
% Solves a Sylvester equation.
%
% INPUTS
% fake Unused argument (for compatibility with the mex file)
% A
% B
% C
% D
%
% OUTPUTS
% E
%
% ALGORITHM
% none.
%
% SPECIAL REQUIREMENTS
% none.
%
%
% part of DYNARE, copyright Dynare Team (1996-2008)
% Gnu Public License.
C = kron(C,C);
x0 = sylvester3(A,B,C,D);
E = sylvester3a(x0,A,B,C,D);
\ No newline at end of file
function D = A_times_B_kronecker_C(A,B,C)
% Computes A * kron(B,C).
%
% INPUTS
% A [double] mA*nA matrix.
% B [double] mB*nB matrix.
% C [double] mC*nC matrix.
%
% OUTPUTS
% D [double] mA*(nC*nB) or mA*(nB*nB) matrix.
%
% ALGORITHM
% none.
%
% SPECIAL REQUIREMENTS
% none.
%
%
% part of DYNARE, copyright Dynare Team (1996-2008)
% Gnu Public License.
% Chek number of inputs and outputs.
if nargin>3 | nargin<2
error('Two or Three input arguments required!')
end
if nargout>1
error('Too many output arguments!')
end
% Get & check dimensions. Initialization of the output matrix.
[mA,nA] = size(A);
[mB,nB] = size(B);
if nargin == 3
[mC,nC] = size(C);
if mB*mc ~= nA
error('Input dimension error!')
end
D = zeros(mA,nB*nC);
loop = (mB*nB*mC*nC > 1e7);
else
if mB*mB ~= nA
error('Input dimension error!')
end
D = D = zeros(mA,nB*nB);
loop = (mB*nB*mB*nB > 1e7);
end
% Computational part.
if loop
if nargin == 3
k1 = 1;
for i1=1:nB
for i2=1:nC
D(:,k1) = A * kron(B(:,i1),C(:,i2));
k1 = k1 + 1;
end
end
else
k1 = 1;
for i1=1:nB
for i2=1:nB
D(:,k1) = A * kron(B(:,i1),B(:,i2));
k1 = k1 + 1;
end
end
end
else
if nargin == 3
D = A * kron(B,C);
else
D = A * kron(B,B);
end
end
\ No newline at end of file
function D = sparse_hessian_times_B_kronecker_C(A,B,C)
% Computes A * kron(B,C) where A is a sparse matrix.
%
% INPUTS
% A [double] mA*nA matrix.
% B [double] mB*nB matrix.
% C [double] mC*nC matrix.
%
% OUTPUTS
% D [double] mA*(nC*nB) or mA*(nB*nB) matrix.
%
% ALGORITHM
% none.
%
% SPECIAL REQUIREMENTS
% none.
%
%
% part of DYNARE, copyright Dynare Team (1996-2008)
% Gnu Public License.
D = A_times_B_kronecker_C(A,B,C);
\ No newline at end of file
function [ss,tt,w,sdim,eigval,info] = mjdgges(e,d,qz_criterium)
% QZ decomposition, Sims' codes are used.
%
% INPUTS
% e [double] real square (n*n) matrix.
% d [double] real square (n*n) matrix.
% qz_criterium [double] scalar (1+epsilon).
%
% OUTPUTS
% ss [complex] (n*n) matrix.
% tt [complex] (n*n) matrix.
% w [complex] (n*n) matrix.
% sdim [integer] scalar.
% eigval [complex] (n*1) vector.
% info [integer] scalar.
%
% ALGORITHM
% Sims's qzdiv routine is used.
%
% SPECIAL REQUIREMENTS
% none.
%
%
% part of DYNARE, copyright Dynare Team (1996-2008)
% Gnu Public License.
% Chek number of inputs and outputs.
if nargin>3 | nargin<2
error('Three or two input arguments required!')
end
if nargout>6
error('No more than six output arguments!')
end
% Check the first two inputs.
[me,ne] = size(e);
[md,nd] = size(d);
if ( ~isdouble(e) | ~isdouble(d) | iscomplex(e) | iscomplex(d) | me~=ne | md~=nd | me~nd)
% info should be negative in this case, see dgges.f.
error('MYDGGES requires two square real matrices of the same dimension.')
end
% Set default value of qz_criterium.
if nargin <3
qz_criterium = 1 + 1e-6;
end
% Initialization of the output arguments.
ss = zeros(ne,ne);
tt = zeros(ne,ne);
w = zeros(ne,ne);
sdim = 0;
eigval = zeros(ne,1);
info = 0;
% Computational part.
try
[ss,tt,qq,w] = qz(e,d);
[ss,tt,qq,w] = qzdiv(qz_criterium,tt,ss,qq,w);
warning_old_state = warning;
warning off;
eigval = diag(ss)./diag(tt);
warning warning_old_state;
sdim = sum( abs(eigval) < qz_criterium );
catch
info = 1;% Not as precise as lapack's info!
end
\ No newline at end of file
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