function x=sylvester3a(x0,a,b,c,d) % solves iteratively ax+bxc=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 . a_1 = inv(a); b = a_1*b; d = a_1*d; e = 1; iter = 1; while e > 1e-8 & iter < 500 x = d-b*x0*c; e = max(max(abs(x-x0))); x0 = x; iter = iter + 1; end if iter == 500 warning('sylvester3a : Only accuracy of %10.8f is achieved after 500 iterations') end