47 lines
1.2 KiB
Matlab
47 lines
1.2 KiB
Matlab
function eigs = ordeig(t)
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% function eval = ordeig(t)
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% Computes the eigenvalues of a quasi-triangular matrix
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%
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% INPUTS
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% t: quasi-triangular matrix
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%
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% OUTPUTS
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% eigs: eigenvalues
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2003-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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n = size(t,2);
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eigs = zeros(n,1);
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i = 1;
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while i <= n
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if i == n
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eigs(n) = t(n,n);
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break
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elseif t(i+1,i) == 0
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eigs(i) = t(i,i);
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i = i+1;
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else
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k = i:i+1;
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eigs(k) = eig(t(k,k));
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i = i+2;
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end
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end
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