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

header updated 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1636 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
assia 2008-01-21 17:10:47 +00:00
parent 220d869142
commit bc3c0bf95a
1 changed files with 10 additions and 12 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

22
matlab/lyapunov_symm.m
View File

@ -1,28 +1,26 @@
function [x,u]=lyapunov_symm(a,b)
% solves the Lyapunov equation
% x-a*x*a' = b
% for b (and then x) symmetrical
% if a has some unit roots, the function computes only
% the solution of the stable subsystem
% function [x,u]=lyapunov_symm(a,b)
% solves the Lyapunov equation x-a*x*a' = b, for b (and then x) symmetrical
% if a has some unit roots, the function computes only the solution of the stable subsystem
%
% INPUTS:
% a: coefficient matrix (n x n)
% b: coefficient square matrix (n x n)
% a: coefficient matrix (n x n)
% b: coefficient square matrix (n x n)
%
% OUTPUTS
% x: solution matrix (m x m)
% x: solution matrix (m x m)
% ns_var: vector of indices of non-stationary variables (p x 1)
% (m + p = n)
% u: Schur vectors associated with unit roots
% u: Schur vectors associated with unit roots
%
% ALGORITHM
% uses reordered Schur decomposition
%
% SPECIAL REQUIREMENTS
% needs Matlab version with ordeig function
% part of DYNARE, copyright S. Adjemian, M. Juillard (2006)
%
% part of DYNARE, copyright Dynare Team (2006-2008)
% Gnu Public License
global options_