/usr/share/dynare/matlab/AIM/SPEigensystem.m is in dynare-common 4.4.1-1build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 | function [w,rts,lgroots,flag_trouble] = SPEigensystem(a,uprbnd,rowsLeft)
% [w,rts,lgroots] = SPEigensystem(a,uprbnd)
%
% Compute the roots and the left eigenvectors of the companion
% matrix, sort the roots from large-to-small, and sort the
% eigenvectors conformably. Map the eigenvectors into the real
% domain. Count the roots bigger than uprbnd.
% Original author: Gary Anderson
% Original file downloaded from:
% http://www.federalreserve.gov/Pubs/oss/oss4/code.html
% Adapted for Dynare by Dynare Team.
%
% This code is in the public domain and may be used freely.
% However the authors would appreciate acknowledgement of the source by
% citation of any of the following papers:
%
% Anderson, G. and Moore, G.
% "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
% Models."
% Economics Letters, 17, 1985.
%
% Anderson, G.
% "Solving Linear Rational Expectations Models: A Horse Race"
% Computational Economics, 2008, vol. 31, issue 2, pages 95-113
%
% Anderson, G.
% "A Reliable and Computationally Efficient Algorithm for Imposing the
% Saddle Point Property in Dynamic Models"
% Journal of Economic Dynamics and Control, 2010, vol. 34, issue 3,
% pages 472-489
opts.disp=0;
% next block is commented out because eigs() intermitently returns different rts
%try
% [w,d] = eigs(a',rowsLeft,'LM',opts);
% rts = diag(d);
% mag = abs(rts);
% [mag,k] = sort(-mag);
% rts = rts(k);
%catch
%disp('Catch in SPE');
%pause(0.5);
%aStr=datestr(clock);
%eval(['save ' regexprep(aStr,' ','') ' a']);
try
[w,d]=eig(a');
catch
lasterr
w=[];rts=[];lgroots=[];
flag_trouble=1;
return
end
rts = diag(d);
mag = abs(rts);
[mag,k] = sort(-mag);
rts = rts(k);
%end
flag_trouble=0;
%ws=SPSparse(w);
ws=sparse(w);
ws = ws(:,k);
% Given a complex conjugate pair of vectors W = [w1,w2], there is a
% nonsingular matrix D such that W*D = real(W) + imag(W). That is to
% say, W and real(W)+imag(W) span the same subspace, which is all
% that aim cares about.
ws = real(ws) + imag(ws);
lgroots = sum(abs(rts) > uprbnd);
w=full(ws);
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