Merge branch 'lyap' of git.dynare.org:JohannesPfeifer/dynare

Ref. !1913

Closes: #1078

matlab/lyapunov_solver.m

@@ -66,7 +66,7 @@ else
 end
 
 %@test:1
-%$ t = NaN(10,1);
+%$ t = NaN(13,1);
 %$ options_.lyapunov_complex_threshold = 1e-15;
 %$ options_.qz_zero_threshold = 1e-6;
 %$ options_.qz_criterium=1-options_.qz_zero_threshold;
@@ -136,50 +136,71 @@ end
 %$    t(4) = 0;
 %$ end
 %$
+%$ % Standard with sparse matrix
+%$ try
+%$    Pstar5_small = lyapunov_solver(sparse(T_small),sparse(R_small),sparse(Q_small),options_);
+%$    Pstar5_large = lyapunov_solver(sparse(T_large),sparse(R_large),sparse(Q_large),options_);
+%$    t(5) = 1;
+%$ catch
+%$    t(5) = 0;
+%$ end
+%$ 
 %$ % Test the results.
 %$
 %$ if max(max(abs(Pstar1_small-Pstar2_small)))>1e-8
-%$    t(5) = 0;
+%$    t(6) = 0;
 %$ else
-%$    t(5) = 1;
+%$    t(6) = 1;
 %$ end
 %$
 %$ if (isoctave && user_has_octave_forge_package('control')) || (~isoctave && user_has_matlab_license('control_toolbox'))
 %$    if max(max(abs(Pstar1_small-Pstar3_small)))>1e-8
-%$       t(6) = 0;
+%$       t(7) = 0;
 %$    else
-%$       t(6) = 1;
+%$       t(7) = 1;
 %$    end
 %$ else
-%$    t(6) = 1;
+%$    t(7) = 1;
 %$ end
 %$
 %$ if max(max(abs(Pstar1_small-Pstar4_small)))>1e-8
-%$    t(7) = 0;
+%$    t(8) = 0;
 %$ else
-%$    t(7) = 1;
+%$    t(8) = 1;
+%$ end
+%$
+%$ if max(max(abs(Pstar1_small-Pstar5_small)))>1e-8
+%$    t(9) = 0;
+%$ else
+%$    t(9) = 1;
 %$ end
 %$ 
 %$ if max(max(abs(Pstar1_large-Pstar2_large)))>2e-8
-%$    t(8) = 0;
+%$    t(10) = 0;
 %$ else
-%$    t(8) = 1;
+%$    t(10) = 1;
 %$ end
 %$
 %$ if (isoctave && user_has_octave_forge_package('control')) || (~isoctave && user_has_matlab_license('control_toolbox'))
 %$    if max(max(abs(Pstar1_large-Pstar3_large)))>1e-8
-%$       t(9) = 0;
+%$       t(11) = 0;
 %$    else
-%$       t(9) = 1;
+%$       t(11) = 1;
 %$    end
 %$ else
-%$    t(9) = 1;
+%$    t(11) = 1;
 %$ end
 %$
 %$ if max(max(abs(Pstar1_large-Pstar4_large)))>2e-8
-%$    t(10) = 0;
+%$    t(12) = 0;
 %$ else
-%$    t(10) = 1;
+%$    t(12) = 1;
+%$ end
+%$
+%$ if max(max(abs(Pstar1_large-Pstar5_large)))>2e-8
+%$    t(13) = 0;
+%$ else
+%$    t(13) = 1;
 %$ end
 %$ 
 %$ T = all(t);

matlab/lyapunov_symm.m

@@ -108,7 +108,7 @@ if size(a,1) == 1
 end
 
 if method<2
-    [U,T] = schur(a);
+    [U,T] = schur(full(a));
     e1 = abs(ordeig(T)) > 2-qz_criterium;
     k = sum(e1);       % Number of unit roots.
     n = length(e1)-k;  % Number of stationary variables.