New matlab functions to be used if a dll is missing.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1810 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
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function E = gensylv(fake,A,B,C,D)
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% Solves a Sylvester equation.
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%
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% INPUTS
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% fake Unused argument (for compatibility with the mex file)
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% A
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% B
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% C
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% D
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%
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% OUTPUTS
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% E
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%
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% ALGORITHM
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% none.
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%
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% SPECIAL REQUIREMENTS
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% none.
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%
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%
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% part of DYNARE, copyright Dynare Team (1996-2008)
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% Gnu Public License.
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C = kron(C,C);
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x0 = sylvester3(A,B,C,D);
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E = sylvester3a(x0,A,B,C,D);
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function D = A_times_B_kronecker_C(A,B,C)
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% Computes A * kron(B,C).
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%
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% INPUTS
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% A [double] mA*nA matrix.
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% B [double] mB*nB matrix.
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% C [double] mC*nC matrix.
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%
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% OUTPUTS
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% D [double] mA*(nC*nB) or mA*(nB*nB) matrix.
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%
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% ALGORITHM
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% none.
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%
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% SPECIAL REQUIREMENTS
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% none.
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%
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%
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% part of DYNARE, copyright Dynare Team (1996-2008)
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% Gnu Public License.
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% Chek number of inputs and outputs.
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if nargin>3 | nargin<2
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error('Two or Three input arguments required!')
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end
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if nargout>1
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error('Too many output arguments!')
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end
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% Get & check dimensions. Initialization of the output matrix.
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[mA,nA] = size(A);
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[mB,nB] = size(B);
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if nargin == 3
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[mC,nC] = size(C);
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if mB*mc ~= nA
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error('Input dimension error!')
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end
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D = zeros(mA,nB*nC);
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loop = (mB*nB*mC*nC > 1e7);
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else
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if mB*mB ~= nA
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error('Input dimension error!')
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end
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D = D = zeros(mA,nB*nB);
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loop = (mB*nB*mB*nB > 1e7);
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end
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% Computational part.
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if loop
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if nargin == 3
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k1 = 1;
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for i1=1:nB
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for i2=1:nC
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D(:,k1) = A * kron(B(:,i1),C(:,i2));
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k1 = k1 + 1;
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end
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end
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else
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k1 = 1;
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for i1=1:nB
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for i2=1:nB
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D(:,k1) = A * kron(B(:,i1),B(:,i2));
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k1 = k1 + 1;
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end
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end
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end
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else
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if nargin == 3
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D = A * kron(B,C);
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else
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D = A * kron(B,B);
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end
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end
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function D = sparse_hessian_times_B_kronecker_C(A,B,C)
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% Computes A * kron(B,C) where A is a sparse matrix.
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%
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% INPUTS
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% A [double] mA*nA matrix.
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% B [double] mB*nB matrix.
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% C [double] mC*nC matrix.
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%
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% OUTPUTS
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% D [double] mA*(nC*nB) or mA*(nB*nB) matrix.
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%
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% ALGORITHM
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% none.
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%
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% SPECIAL REQUIREMENTS
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% none.
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%
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%
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% part of DYNARE, copyright Dynare Team (1996-2008)
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% Gnu Public License.
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D = A_times_B_kronecker_C(A,B,C);
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@ -0,0 +1,63 @@
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function [ss,tt,w,sdim,eigval,info] = mjdgges(e,d,qz_criterium)
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% QZ decomposition, Sims' codes are used.
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%
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% INPUTS
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% e [double] real square (n*n) matrix.
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% d [double] real square (n*n) matrix.
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% qz_criterium [double] scalar (1+epsilon).
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%
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% OUTPUTS
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% ss [complex] (n*n) matrix.
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% tt [complex] (n*n) matrix.
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% w [complex] (n*n) matrix.
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% sdim [integer] scalar.
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% eigval [complex] (n*1) vector.
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% info [integer] scalar.
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%
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% ALGORITHM
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% Sims's qzdiv routine is used.
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%
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% SPECIAL REQUIREMENTS
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% none.
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%
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%
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% part of DYNARE, copyright Dynare Team (1996-2008)
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% Gnu Public License.
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% Chek number of inputs and outputs.
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if nargin>3 | nargin<2
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error('Three or two input arguments required!')
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end
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if nargout>6
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error('No more than six output arguments!')
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end
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% Check the first two inputs.
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[me,ne] = size(e);
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[md,nd] = size(d);
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if ( ~isdouble(e) | ~isdouble(d) | iscomplex(e) | iscomplex(d) | me~=ne | md~=nd | me~nd)
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% info should be negative in this case, see dgges.f.
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error('MYDGGES requires two square real matrices of the same dimension.')
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end
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% Set default value of qz_criterium.
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if nargin <3
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qz_criterium = 1 + 1e-6;
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end
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% Initialization of the output arguments.
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ss = zeros(ne,ne);
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tt = zeros(ne,ne);
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w = zeros(ne,ne);
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sdim = 0;
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eigval = zeros(ne,1);
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info = 0;
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% Computational part.
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try
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[ss,tt,qq,w] = qz(e,d);
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[ss,tt,qq,w] = qzdiv(qz_criterium,tt,ss,qq,w);
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warning_old_state = warning;
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warning off;
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eigval = diag(ss)./diag(tt);
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warning warning_old_state;
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sdim = sum( abs(eigval) < qz_criterium );
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catch
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info = 1;% Not as precise as lapack's info!
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end
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