stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Speed up successive calls to lyapunov_symm by factorizing tests 

(persistent variables are used).


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2553 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
stepan 2009-04-03 21:14:50 +00:00
parent d9ba762623
commit 22452f016e
1 changed files with 9 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

11
matlab/lyapunov_symm.m
View File

@ -38,6 +38,13 @@ function [x,u] = lyapunov_symm(a,b,qz_criterium,lyapunov_complex_threshold,metho
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
persistent test1 test2
if isempty(test1)
test1 = exist('OCTAVE_VERSION') || matlab_ver_less_than('7.0.1') ;
test2 = exist('ordschur','builtin');
end
if nargin<5
method = 0;
end
@ -58,14 +65,14 @@ function [x,u] = lyapunov_symm(a,b,qz_criterium,lyapunov_complex_threshold,metho
if method<2
[U,T] = schur(a);
if exist('OCTAVE_VERSION') || matlab_ver_less_than('7.0.1')
if test1
e1 = abs(my_ordeig(T)) > 2-qz_criterium;
else
e1 = abs(ordeig(T)) > 2-qz_criterium;
end
k = sum(e1); % Number of unit roots.
n = length(e1)-k; % Number of stationary variables.
if exist('ordschur','builtin')
if test2
% Selects stable roots
[U,T] = ordschur(U,T,e1);
T = T(k+1:end,k+1:end);