Avoid the use of inv.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3034 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
parent
6e25472ad9
commit
afb0c75744
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@ -60,8 +60,9 @@ function x=sylvester3mr(a,b,c,d)
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c(:,:,j) = bb*(x(:,1:i-1,j)*t(1:i-1,i));
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c(:,:,j) = bb*(x(:,1:i-1,j)*t(1:i-1,i));
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end
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end
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end
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end
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aabbtinv = inv(aa+bb*t(i,i));
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% aabbtinv = inv(aa+bb*t(i,i));
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x(:,i,:)=aabbtinv*squeeze(d(:,i,:)-c);
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% x(:,i,:)=aabbtinv*squeeze(d(:,i,:)-c);
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x(:,i,:)=(aa+bb*t(i,i))\squeeze(d(:,i,:)-c);
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i = i+1;
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i = i+1;
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else
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else
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if i == n
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if i == n
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@ -73,8 +74,10 @@ function x=sylvester3mr(a,b,c,d)
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c1(:,:,j) = bb*(x(:,1:i-1,j)*t(1:i-1,i+1));
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c1(:,:,j) = bb*(x(:,1:i-1,j)*t(1:i-1,i+1));
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end
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end
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end
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end
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bigmatinv = inv([aa+bb*t(i,i) bb*t(i+1,i); bb*t(i,i+1) aa+bb*t(i+1,i+1)]);
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% bigmatinv = inv([aa+bb*t(i,i) bb*t(i+1,i); bb*t(i,i+1) aa+bb*t(i+1,i+1)]);
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z = bigmatinv * squeeze([d(:,i,:)-c;d(:,i+1,:)-c1]);
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% z = bigmatinv * squeeze([d(:,i,:)-c;d(:,i+1,:)-c1]);
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bigmat = ([aa+bb*t(i,i) bb*t(i+1,i); bb*t(i,i+1) aa+bb*t(i+1,i+1)]);
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z = bigmat\squeeze([d(:,i,:)-c;d(:,i+1,:)-c1]);
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x(:,i,:) = z(1:n,:);
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x(:,i,:) = z(1:n,:);
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x(:,i+1,:) = z(n+1:end,:);
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x(:,i+1,:) = z(n+1:end,:);
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i = i + 2;
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i = i + 2;
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@ -84,8 +87,10 @@ function x=sylvester3mr(a,b,c,d)
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for j=1:p,
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for j=1:p,
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c(:,:,j) = bb*(x(:,1:m-1,j)*t(1:m-1,m));
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c(:,:,j) = bb*(x(:,1:m-1,j)*t(1:m-1,m));
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end
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end
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aabbtinv = inv(aa+bb*t(m,m));
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% aabbtinv = inv(aa+bb*t(m,m));
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x(:,m,:)=aabbtinv*squeeze(d(:,m,:)-c);
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% x(:,m,:)=aabbtinv*squeeze(d(:,m,:)-c);
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aabbt = (aa+bb*t(m,m));
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x(:,m,:)=aabbt\squeeze(d(:,m,:)-c);
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end
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end
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for j=1:p,
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for j=1:p,
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x(:,:,j)=zz*x(:,:,j)*u';
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x(:,:,j)=zz*x(:,:,j)*u';
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