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Corrects bugs in dr_block

time-shift
Ferhat Mihoubi 2011-10-12 14:43:04 +02:00
parent 03693621dd
commit 1782d73ccd
1 changed files with 10 additions and 6 deletions
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16
matlab/dr_block.m
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@ -133,7 +133,7 @@ for i = 1:Size;
block_type = 8;
end;
end;
if maximum_lag > 0 && n_pred > 0 && block_type ~= 1
if maximum_lag > 0 && (n_pred > 0 || n_both > 0) && block_type ~= 1
indexi_0 = min(lead_lag_incidence(2,:));
end;
switch block_type
@ -529,6 +529,8 @@ for i = 1:Size;
temp = [];
end;
A_ = real([B_static C(:,j3)*gx+B_pred B_fyd]); % The state_variable of the block are located at [B_pred B_both]
if other_endo_nbr
if n_static > 0
fx = Q' * data(i).g1_o;
@ -556,15 +558,17 @@ for i = 1:Size;
selector_tm1 = M_.block_structure.block(i).tm1;
A_ = real([B_static C(:,j3)*gx+B_pred B_fyd]); % The state_variable of the block are located at [B_pred B_both]
B_ = [zeros(size(B_static)) zeros(n,n_pred) C(:,j3) ];
C_ = l_x_sv;
D_ = (fx_t * l_x + fx_tp1 * l_x * l_x_sv + fx_tm1 * selector_tm1 );
% Solve the Sylvester equation:
% A_ * gx + B_ * gx * C_ + D_ = 0
%vghx_other = - inv(kron(eye(size(D_,2)), A_) + kron(C_', B_)) * vec(D_);
%ghx_other = reshape(vghx_other, size(D_,1), size(D_,2));
[err, ghx_other] = gensylv(1, A_, B_, C_, -D_);
if block_type == 5
vghx_other = - inv(kron(eye(size(D_,2)), A_) + kron(C_', B_)) * vec(D_);
ghx_other = reshape(vghx_other, size(D_,1), size(D_,2));
else
[err, ghx_other] = gensylv(1, A_, B_, C_, -D_);
end;
if options_.aim_solver ~= 1 && options_.use_qzdiv
% Necessary when using Sims' routines for QZ
ghx_other = real(ghx_other);
@ -592,7 +596,7 @@ for i = 1:Size;
ghu = -A_\ (fu_complet + fx_tp1 * l_x * l_u_sv + fx_t * l_u + B_ * ghx_other * l_u_sv );
exo = dr.exo_var;
else
ghu = - A_ / fu;
ghu = - A_ \ fu;
end;
else
if other_endo_nbr > 0