Johannes Pfeifer
f2cde3b6d9
Make schur_vec_tol settable and document it
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Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/29
Also convert it to lowercase as all other options
2020-12-17 19:59:22 +01:00
Sébastien Villemot
f6c2471eef
New MEX for solving discrete Lyapunov equations with doubling algorithm
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This is a Fortran 2008 rewrite of disclyap_fast.m.
Closes : #1737
2020-07-30 16:34:35 +02:00
Johannes Pfeifer
9e92dfd7c4
Speed up pruned_state_space_system.m by e.g. using persistent variables
2020-07-08 19:50:31 +02:00
Willi Mutschler
347be1f89a
🐛 Fix wrong computations when identification(useautocorr)
2020-06-20 22:38:47 +02:00
Willi Mutschler
926a54388e
🐛 wrong setting of small values to zeros in identification
2020-06-20 22:38:47 +02:00
Willi Mutschler
f4dc2ee743
🐛 Fix wrong third-order computation in pruned state space system
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Related to #1706
✅ Add unit test for pruned state space up to order 3
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Changed tolerance in new test
2020-02-16 22:55:16 +01:00
Willi Mutschler
8b9b49f8d7
Finished identification order=1|2|3
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Note that I still need to do a code clean up (provide some licenses for functions from other people) and to double check order=3. There is also much room for speed and memory improvement, but the code works fine for now. I will also provide more information to the merge request soon about the detailed changes for future reference.
2019-12-20 12:28:55 +01:00