38 lines
1.2 KiB
Matlab
38 lines
1.2 KiB
Matlab
function [x0, flag]=sylvester3a(x0,a,b,c,dd)
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% solves iteratively ax+bxc=d
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% Copyright © 2005-2017,2020 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 <https://www.gnu.org/licenses/>.
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a_1 = inv(a);
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b = a_1*b;
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flag=0;
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for j=1:size(dd,3)
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d = a_1*dd(:,:,j);
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e = 1;
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iter = 1;
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while all(e > 1e-8) && iter < 500 %use all() to get a logical in case e is empty
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x = d-b*x0(:,:,j)*c;
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e = max(max(abs(x-x0(:,:,j))));
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x0(:,:,j) = x;
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iter = iter + 1;
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end
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if iter == 500
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sprintf('sylvester3a : Only accuracy of %10.8f is achieved after 500 iterations',e);
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flag=1;
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end
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end |