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Block decomposition: fix computation of eigenvalues for blocks of “Solve backward complete” type

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Sébastien Villemot 2022-02-09 13:59:30 +01:00
parent 685598c6e2
commit dd34554c4e
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1 changed files with 5 additions and 5 deletions
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matlab/dr_block.m
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@ -36,7 +36,7 @@ function [dr,info,M_,oo_] = dr_block(dr,task,M_,options_,oo_,varargin)
% none.
%
% Copyright (C) 2010-2021 Dynare Team
% Copyright (C) 2010-2022 Dynare Team
%
% This file is part of Dynare.
%
@ -399,11 +399,11 @@ for i = 1:length(data)
%% ------------------------------------------------------------------
%Solve Backward complete
if maximum_lead > 0 && n_fwrd > 0
data(i).eigval = eig(- jacob(: , n_pred + n - n_fwrd + 1: n_pred + n))/ ...
jacob(: , n_pred + n + 1 : n_pred + n + n_fwrd);
tmp = -jacob(: , n_pred + 1 : n_pred + n) \ ...
jacob(: , n_pred + n + 1 : n_pred + n + n_fwrd);
data(i).eigval = 1 ./ eig(tmp(n_static+1:end, :));
data(i).rank = sum(abs(data(i).eigval) > 0);
full_rank = (rcond(jacob(: , n_pred + n + 1 : n_pred + n + ...
n_fwrd)) > 1e-9);
full_rank = (rcond(jacob(: , n_pred + 1 : n_pred + n)) > 1e-9);
else
data(i).eigval = [];
data(i).rank = 0;