function x=sylvester3(a,b,c,d) % solves a*x+b*x*c=d % Copyright (C) 2005-2008 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . n = size(a,1); m = size(c,1); if n == 1 x=d./(a*ones(1,m)+b*c); return end if m == 1 x = (a+c*b)\d; return; end x=zeros(n,m); [u,t]=schur(c); if exist('OCTAVE_VERSION') [aa,bb,qq,zz]=qz(full(a),full(b)); d=qq'*d*u; else [aa,bb,qq,zz]=qz(full(a),full(b),'real'); % available in Matlab version 6.0 d=qq*d*u; end i = 1; while i < m if t(i+1,i) == 0 if i == 1 c = zeros(n,1); else c = bb*(x(:,1:i-1)*t(1:i-1,i)); end x(:,i)=(aa+bb*t(i,i))\(d(:,i)-c); i = i+1; else if i == n c = zeros(n,1); c1 = zeros(n,1); else c = bb*(x(:,1:i-1)*t(1:i-1,i)); c1 = bb*(x(:,1:i-1)*t(1:i-1,i+1)); end z = [aa+bb*t(i,i) bb*t(i+1,i); bb*t(i,i+1) aa+bb*t(i+1,i+1)]... \[d(:,i)-c;d(:,i+1)-c1]; x(:,i) = z(1:n); x(:,i+1) = z(n+1:end); i = i + 2; end end if i == m c = bb*(x(:,1:m-1)*t(1:m-1,m)); x(:,m)=(aa+bb*t(m,m))\(d(:,m)-c); end x=zz*x*u'; % 01/25/03 MJ corrected bug for i==m (sign of c in x determination) % 01/31/03 MJ added 'real' to qz call