35 lines
1.3 KiB
C
35 lines
1.3 KiB
C
/*
|
|
* Copyright (C) 2008-2009 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 <http://www.gnu.org/licenses/>.
|
|
*/
|
|
/****************************************************************
|
|
% function X=disclyap_fast(G,V,ch)
|
|
%
|
|
% Solve the discrete Lyapunov Equation
|
|
% X=G*X*G'+V
|
|
% Using the Doubling Algorithm
|
|
%
|
|
% If ch is defined then the code will check if the resulting X
|
|
% is positive definite and generate an error message if it is not
|
|
%
|
|
% based on work of Joe Pearlman and Alejandro Justiniano
|
|
% 3/5/2005
|
|
% C++ version 28/07/09 by Dynare team
|
|
****************************************************************/
|
|
#include "GeneralMatrix.h"
|
|
void disclyap_fast(const GeneralMatrix &G, const GeneralMatrix & V, GeneralMatrix &X, double tol, int ch);
|