function x=sylvester3(a,b,c,d) % solves a*x+b*x*c=d where d is [n x m x p] % Copyright © 2005-2017 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); p = size(d,3); x=zeros(n,m,p); if n == 1 for j=1:p x(:,:,j)=d(:,:,j)./(a*ones(1,m)+b*c); end return end if m == 1 for j=1:p x(:,:,j) = (a+c*b)\d(:,:,j); end return end [u,t]=schur(c); if isoctave [aa,bb,qq,zz]=qz(full(a),full(b)); for j=1:p d(:,:,j)=qq*d(:,:,j)*u; end else [aa,bb,qq,zz]=qz(full(a),full(b),'real'); % available in Matlab version 6.0 for j=1:p d(:,:,j)=qq*d(:,:,j)*u; end end i = 1; c = zeros(n,1,p); c1 = zeros(n,1,p); while i < m if t(i+1,i) == 0 if i == 1 c = zeros(n,1,p); else for j=1:p c(:,:,j) = bb*(x(:,1:i-1,j)*t(1:i-1,i)); end end x(:,i,:)=(aa+bb*t(i,i))\squeeze(d(:,i,:)-c); i = i+1; else if i == n c = zeros(n,1,p); c1 = zeros(n,1,p); else for j=1:p c(:,:,j) = bb*(x(:,1:i-1,j)*t(1:i-1,i)); c1(:,:,j) = bb*(x(:,1:i-1,j)*t(1:i-1,i+1)); end end bigmat = ([aa+bb*t(i,i) bb*t(i+1,i); bb*t(i,i+1) aa+bb*t(i+1,i+1)]); z = bigmat\squeeze([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 for j=1:p c(:,:,j) = bb*(x(:,1:m-1,j)*t(1:m-1,m)); end aabbt = (aa+bb*t(m,m)); x(:,m,:)=aabbt\squeeze(d(:,m,:)-c); end for j=1:p x(:,:,j)=zz*x(:,:,j)*u'; end % 01/25/03 MJ corrected bug for i==m (sign of c in x determination) % 01/31/03 MJ added 'real' to qz call