Houtan Bastani
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367013dfd0
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add tests to Makefile
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2011-08-02 11:58:27 +02:00 |
Michel Juillard
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54b813d3d7
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MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices.
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2011-08-02 10:49:50 +02:00 |
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Michel Juillard
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6f406ffca1
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bug correction for exculsion_constants
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2011-08-01 10:50:07 +02:00 |
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Michel Juillard
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6c81305d30
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added tests conditional forecast with all possible values of parameter_set
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2011-07-31 18:28:29 +02:00 |
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Michel Juillard
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ac93cd0897
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added possibility to do conditional forecast with a calibrated model + bug correction + new test file
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2011-07-30 20:19:15 +02:00 |
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Michel Juillard
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5cd7ef323e
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adding "exclusion constants" to svar identification
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2011-07-29 18:11:50 +02:00 |
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Michel Juillard
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a8c184a63d
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adding noprint also for empirical moments
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2011-07-26 13:51:00 +02:00 |
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Houtan Bastani
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46e0873eef
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remove writing of getPowerDeriv M function from block code functions
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2011-07-25 10:21:02 +02:00 |
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Michel Juillard
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4f3426552c
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adaptive_metropolis_hasting: lowering minimal jscale
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2011-07-24 23:04:13 +02:00 |
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Michel Juillard
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cd1d6ae253
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adding mode_compute=prior, initializing variance of proposal at variance of priors
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2011-07-24 23:03:31 +02:00 |
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Michel Juillard
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c40e5f3edf
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fixing intialization of output arguments
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2011-07-24 23:02:12 +02:00 |
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Michel Juillard
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89e66dfd98
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fixing problem with bayestopt_.p5 (prior mode)
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2011-07-24 23:01:50 +02:00 |
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Michel Juillard
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50c085e5a3
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using isequal while testing options_.mode_compute
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2011-07-24 23:00:32 +02:00 |
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Michel Juillard
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2de9113889
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update to ramsey_policy
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2011-07-24 20:56:30 +02:00 |
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Michel Juillard
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f5e453343f
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adding creation of <fname>_set_auxiliary_variables.m containing recursive definition of auxiliary variables
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2011-07-24 20:56:30 +02:00 |
Michel Juillard
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a6281ac9f9
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adding a first attempt for adaptive Metropolis Hastings
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2011-07-24 19:52:05 +02:00 |
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Houtan Bastani
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509cc15191
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bug fix: getPowerDeriv not accessible from modfile.m
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2011-07-19 14:35:35 +02:00 |
Sébastien Villemot
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80ea708d99
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Update to license file
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2011-07-16 09:30:01 +02:00 |
Michel Juillard
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a25454bedd
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MS-SBVAR: corrected bug in COEFFICIENTS_PRIOR_HYPERPARAMETERS option
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2011-07-14 21:10:01 +02:00 |
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Michel Juillard
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6662aa9e26
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expanded error message when initial values are incompatible with steady state equations
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2011-07-14 12:20:36 +02:00 |
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Houtan Bastani
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0ec30956c7
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add irf_shocks option to estimation
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2011-07-12 16:32:37 +02:00 |
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Houtan Bastani
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6bc294aa33
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documentation fix
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2011-07-12 16:16:11 +02:00 |
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Houtan Bastani
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8f1b3bf995
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documentation fix
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2011-07-12 14:43:10 +02:00 |
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Houtan Bastani
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b15bdb11d9
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MS-SBVAR: bug fix
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2011-07-12 14:43:10 +02:00 |
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Michel Juillard
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0baa7d7ae9
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ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR
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2011-07-12 14:31:19 +02:00 |
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Michel Juillard
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ad2bfdf1de
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ms-sbvar: correcting bug with restriction of lagged variables
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2011-07-12 14:30:07 +02:00 |
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Houtan Bastani
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4ba9a27732
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MS-SBVAR: submodule update
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2011-07-08 16:32:45 +02:00 |
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Houtan Bastani
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166c9bfa1c
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dynare_sensitivity: added new options
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2011-07-08 11:12:13 +02:00 |
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Sébastien Villemot
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3eec808cee
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Merge remote-tracking branch 'houtanb/master'
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2011-07-07 16:13:01 +02:00 |
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Houtan Bastani
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e20b1dd27c
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test for irf_shocks
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2011-07-07 16:08:13 +02:00 |
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Houtan Bastani
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9b9eb4e078
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irf_shocks bug fix in stoch_simul (Thanks to J. Pfeifer for pointing this out)
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2011-07-07 16:04:02 +02:00 |
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Houtan Bastani
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bf85614668
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fix typo
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2011-07-07 15:15:44 +02:00 |
Marco Ratto
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765d8b54a9
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examples of dynare calls triggering various parallel options
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2011-07-07 09:58:53 +02:00 |
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Marco Ratto
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80582b19bd
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Provisions for new options
pvalue_ks
pvalue_corr
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2011-07-07 09:48:06 +02:00 |
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Marco Ratto
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0b1188c923
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Added copyright preamble
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2011-07-07 09:47:00 +02:00 |
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Marco Ratto
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34e88fffc7
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utility providing critical value of the t-distribution
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2011-07-07 09:46:43 +02:00 |
Stéphane Adjemian (Charybdis)
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52fa569f00
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Changed default value of the tolerance parameter.
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2011-06-28 14:49:56 +02:00 |
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Stéphane Adjemian (Charybdis)
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e097f7c8db
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Change options_.lik_init to default value if the fixed point of the Riccati equation cannot be found.
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2011-06-28 14:49:56 +02:00 |
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Stéphane Adjemian (Charybdis)
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f2450932da
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Use DYN_MEX_FUNC_ERR_MSG_TXT when INFO>0.
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2011-06-28 14:49:56 +02:00 |
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Stéphane Adjemian (Charybdis)
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10a21fdaa8
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Cosmetic changes.
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2011-06-28 14:49:56 +02:00 |
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Sébastien Villemot
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87e4536f35
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Ref. manual: some clarifications concerning the planner objective
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2011-06-24 12:02:19 +02:00 |
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Marco Ratto
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d83c5326f6
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check that theoretical moments are independent when evaluating simulated moments uncertainty
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2011-06-24 10:58:04 +02:00 |
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Marco Ratto
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47787f6f20
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Fixed waitbar message from octave slave (matlab master)
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2011-06-24 10:57:25 +02:00 |
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Marco Ratto
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1b2cab9b52
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Fixed check of number of cpu's chen unix master calls windows slave
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2011-06-24 10:56:07 +02:00 |
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Stéphane Adjemian (Charybdis)
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3062617a60
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Documents the feature introduced in commit fa9f6ac90b. Added more information about option lik_init=3.
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2011-06-23 23:44:17 +02:00 |
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Stéphane Adjemian (Charybdis)
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fa9f6ac90b
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Added option lik_init=4. Initialization of the Kalman filter/smoother with the fixed point of the Riccati equation.
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2011-06-23 23:39:15 +02:00 |
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Stéphane Adjemian (Charybdis)
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f0addc9e39
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Added routines from dynare-breaks branch.
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2011-06-23 21:46:41 +02:00 |
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Stéphane Adjemian (Charybdis)
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4444a850b3
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Removed annoying display.
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2011-06-23 17:48:09 +02:00 |
Ferhat Mihoubi
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3262e6097c
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- use gensylv instead of sylvester3 to solve the Sylvester equation
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2011-06-23 17:44:24 +02:00 |
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Ferhat Mihoubi
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99310d97d3
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gensylv.m and gensylv.mex work in the same way
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2011-06-23 17:44:23 +02:00 |