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Avoid the use of inv. 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3034 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
ratto 2009-10-09 08:25:34 +00:00
parent 6e25472ad9
commit afb0c75744
1 changed files with 11 additions and 6 deletions
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17
matlab/gensylv/sylvester3mr.m
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@ -60,8 +60,9 @@ function x=sylvester3mr(a,b,c,d)
c(:,:,j) = bb*(x(:,1:i-1,j)*t(1:i-1,i));
end
end
aabbtinv = inv(aa+bb*t(i,i));
x(:,i,:)=aabbtinv*squeeze(d(:,i,:)-c);
% aabbtinv = inv(aa+bb*t(i,i));
% x(:,i,:)=aabbtinv*squeeze(d(:,i,:)-c);
x(:,i,:)=(aa+bb*t(i,i))\squeeze(d(:,i,:)-c);
i = i+1;
else
if i == n
@ -73,8 +74,10 @@ function x=sylvester3mr(a,b,c,d)
c1(:,:,j) = bb*(x(:,1:i-1,j)*t(1:i-1,i+1));
end
end
bigmatinv = inv([aa+bb*t(i,i) bb*t(i+1,i); bb*t(i,i+1) aa+bb*t(i+1,i+1)]);
z = bigmatinv * squeeze([d(:,i,:)-c;d(:,i+1,:)-c1]);
% bigmatinv = inv([aa+bb*t(i,i) bb*t(i+1,i); bb*t(i,i+1) aa+bb*t(i+1,i+1)]);
% z = bigmatinv * squeeze([d(:,i,:)-c;d(:,i+1,:)-c1]);
bigmat = ([aa+bb*t(i,i) bb*t(i+1,i); bb*t(i,i+1) aa+bb*t(i+1,i+1)]);
z = bigmat\squeeze([d(:,i,:)-c;d(:,i+1,:)-c1]);
x(:,i,:) = z(1:n,:);
x(:,i+1,:) = z(n+1:end,:);
i = i + 2;
@ -84,8 +87,10 @@ function x=sylvester3mr(a,b,c,d)
for j=1:p,
c(:,:,j) = bb*(x(:,1:m-1,j)*t(1:m-1,m));
end
aabbtinv = inv(aa+bb*t(m,m));
x(:,m,:)=aabbtinv*squeeze(d(:,m,:)-c);
% aabbtinv = inv(aa+bb*t(m,m));
% x(:,m,:)=aabbtinv*squeeze(d(:,m,:)-c);
aabbt = (aa+bb*t(m,m));
x(:,m,:)=aabbt\squeeze(d(:,m,:)-c);
end
for j=1:p,
x(:,:,j)=zz*x(:,:,j)*u';