dynare/matlab/missing/mex/gensylv/gensylv.m

45 lines
1.1 KiB
Matlab

function E = gensylv(kron_prod,A,B,C0,D)
%function E = gensylv(fake,A,B,C,D)
% Solves a Sylvester equation.
%
% INPUTS
% kron_prod
% A
% B
% C
% D
%
% OUTPUTS
% err [double] scalar: 1 indicates failure, 0 indicates success
% E
%
% ALGORITHM
% none.
%
% SPECIAL REQUIREMENTS
% none.
% Copyright (C) 1996-2020 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/>.
C = C0;
for i=1:(kron_prod-1)
C = kron(C0,C);
end
x0 = sylvester3(A,B,C,D);
E = sylvester3a(x0,A,B,C,D);