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v4 matlab: use my_ordeig instead of ordeig for Octave and for Matlab < 7.0.1 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1938 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2008-07-07 21:48:12 +00:00
parent 2d4d93df13
commit e8d6dd1ef3
4 changed files with 26 additions and 10 deletions
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12
matlab/DsgeLikelihood.m
View File

@ -163,9 +163,17 @@ function [fval,cost_flag,ys,trend_coeff,info] = DsgeLikelihood(xparam1,gend,data
elseif options_.lik_init == 3 % Diffuse Kalman filter
kalman_algo = 3;
[QT,ST] = schur(T);
e1 = abs(ordeig(ST)) > 2-options_.qz_criterium;
if exist('OCTAVE_VERSION') || matlab_ver_less_than('7.0.1')
e1 = abs(my_ordeig(ST)) > 2-options_.qz_criterium;
else
e1 = abs(ordeig(ST)) > 2-options_.qz_criterium;
end
[QT,ST] = ordschur(QT,ST,e1);
k = find(abs(ordeig(ST)) > 2-options_.qz_criterium);
if exist('OCTAVE_VERSION') || matlab_ver_less_than('7.0.1')
k = find(abs(my_ordeig(ST)) > 2-options_.qz_criterium);
else
k = find(abs(ordeig(ST)) > 2-options_.qz_criterium);
end
nk = length(k);
nk1 = nk+1;
Pinf = zeros(np,np);

12
matlab/DsgeSmoother.m
View File

@ -104,9 +104,17 @@ function [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T,R,P,PK,d,
elseif options_.lik_init == 3 % Diffuse Kalman filter
kalman_algo = 3;
[QT,ST] = schur(T);
e1 = abs(ordeig(ST)) > 2-options_.qz_criterium;
if exist('OCTAVE_VERSION') || matlab_ver_less_than('7.0.1')
e1 = abs(my_ordeig(ST)) > 2-options_.qz_criterium;
else
e1 = abs(ordeig(ST)) > 2-options_.qz_criterium;
end
[QT,ST] = ordschur(QT,ST,e1);
k = find(abs(ordeig(ST)) > 2-options_.qz_criterium);
if exist('OCTAVE_VERSION') || matlab_ver_less_than('7.0.1')
k = find(abs(my_ordeig(ST)) > 2-options_.qz_criterium);
else
k = find(abs(ordeig(ST)) > 2-options_.qz_criterium);
end
nk = length(k);
nk1 = nk+1;
Pinf = zeros(np,np);

8
matlab/lyapunov_symm.m
View File

@ -16,7 +16,7 @@ function [x,u]=lyapunov_symm(a,b,qz_criterium)
% uses reordered Schur decomposition
%
% SPECIAL REQUIREMENTS
% needs Matlab version with ordeig function
% needs Matlab >= 7.0.1 for ordeig function (otherwise uses my_ordeig)
%
% part of DYNARE, copyright Dynare Team (2006-2008)
% Gnu Public License
@ -30,10 +30,10 @@ function [x,u]=lyapunov_symm(a,b,qz_criterium)
return
end
[u,t] = schur(a);
if exist('ordeig','builtin')
e1 = abs(ordeig(t)) > 2-qz_criterium;
else
if exist('OCTAVE_VERSION') || matlab_ver_less_than('7.0.1')
e1 = abs(my_ordeig(t)) > 2-qz_criterium;
else
e1 = abs(ordeig(t)) > 2-qz_criterium;
end
k = sum(e1);
if exist('ordschur','builtin')

4
matlab/my_ordeig.m
View File

@ -23,10 +23,10 @@ function eigs = my_ordeig(t)
break;
elseif t(i+1,i) == 0
eigs(i) = t(i,i);
i = i+1;
else
k = i:i+1;
eigs(k) = eig(t(k,k));
i = i+1;
i = i+2;
end
i = i+1;
end