function [X, info] = cycle_reduction(A0, A1, A2, cvg_tol, ch) % function [X, info] = cycle_reduction(A0,A1,A2,A3, cvg_tolch) % % Solves Polynomial Equation: % A0 + A1 * X + A2 * X² = 0 % Using Cyclic Reduction algorithm % - D.A. Bini, G. Latouche, B. Meini (2002), "Solving matrix polynomial equations arising in % queueing problems", Linear Algebra and its Applications 340 (2002) 225–244 % - D.A. Bini, B. Meini, On the solution of a nonlinear matrix equation arising in queueing problems, % SIAM J. Matrix Anal. Appl. 17 (1996) 906–926. % ================================================================= % Copyright (C) 2006-2012 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 . max_it = 300; it = 0; info = 0; crit = 1+cvg_tol; A_0 = A1; A0_0 = A0; A1_0 = A1; A2_0 = A2; while crit > cvg_tol && it < max_it; i_A1_0 = inv(A1_0); A2_0_i_A1_0 = A2_0 * i_A1_0; A0_0_i_A1_0 = A0_0 * i_A1_0; A1_INC = A2_0_i_A1_0 * A0_0; A_1 = A_0 - A1_INC; A0_1 = - A0_0_i_A1_0 * A0_0; A1_1 = A1_0 - A0_0_i_A1_0 * A2_0 - A1_INC; A2_1 = - A2_0_i_A1_0 * A2_0; crit = sum(sum(abs(A0_0))); A_0 = A_1; A0_0 = A0_1; A1_0 = A1_1; A2_0 = A2_1; it = it + 1; %disp(['it=' int2str(it) ' crit = ' num2str(crit)]); end; if it==max_it disp(['convergence not achieved after ' int2str(it) ' iterations']); info = 1; end X = - inv(A_0) * A0; if (nargin == 5 && ~isempty( ch ) == 1 ) %check the solution res = A0 + A1 * X + A2 * X * X; if (sum(sum(abs(res))) > cvg_tol) disp(['the norm residual of the residu ' num2str(res) ' compare to the tolerance criterion ' num2str(cvg_tol)]); end; end;