Integrate doubling algorithm into lyapunov_symm
Following #988 (closed) and the discussions at the 2015 Dynare conference, we should integrate disclyap_fast.m
into lyapunov_symm
to have one solver only. The question is whether we want to integrate this as a call to disclyap_fast.m
as an external function or whether to make disclyap_fast.m
a nested function within lyapunov_symm
. I would prefer the latter, because it makes the function with the doubling algorithm reusable as a standalone in the way Herbst (2015) and Schmitt-Grohé/Uribe already use it.
When doing this, we also need to discuss the option handling as we currently do not pass the doubling tolerance to lyapunov_symm
. Currently, we pass lyapunov_fixed_point_tol
. I would propose to use this input argument as the tolerance criterion if the doubling algorithm is selected.