Commit Graph

15 Commits (04b31992a881ddac4ec33c473963dabbe50ebed0)

Author SHA1 Message Date
Ferhat eed54fb08a - Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
Ferhat Mihoubi 8ac14f8c80 Adds fixed point solvers for Sylvester and Lyapunov equations 2012-03-06 12:03:23 +01:00
Ferhat e184c1f368 ghx matrix has to be stored as soon as the block contains lagged or mixed variables 2012-02-17 10:24:31 +01:00
Ferhat Mihoubi d6ce82cda8 Considers exogenous variables with leads or lags in the evaluation of the dynamic model 2011-10-28 22:47:37 +02:00
Ferhat Mihoubi 01ef553956 Correction of bugs in the Jacobian matrix for the a purely backward looking non recursive block 2011-10-28 22:45:07 +02:00
Ferhat Mihoubi 5666c5b166 A purely forward block containing several non recursive equations is coded 7 (not 6) 2011-10-28 22:31:49 +02:00
Ferhat Mihoubi 57029ca39e Correct a comment in dr_block 2011-10-12 14:51:13 +02:00
Ferhat Mihoubi 1782d73ccd Corrects bugs in dr_block 2011-10-12 14:43:04 +02:00
Ferhat Mihoubi e51d8f7a56 Correct bugs in dr_block:
- the index of lead_lag_incidence for forward looking blocks
   - the block type index
2011-09-11 14:37:06 +02:00
Ferhat Mihoubi 3262e6097c - use gensylv instead of sylvester3 to solve the Sylvester equation 2011-06-23 17:44:24 +02:00
Ferhat Mihoubi 3459b08c53 - Corrects the first order approximation of block-decomposed models
- The block-decomposed models can now be estimated
2011-06-18 17:43:45 +02:00
Michel Juillard 55bb27c5f6 new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken. 2011-03-13 17:06:57 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot 757a9067c0 Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
Ferhat Mihoubi 61a251535f Correction of bugs in check command with block decomposition and
Add the missing dr_block m-file
2010-11-25 16:10:46 +01:00