/usr/share/dynare/matlab/gensylv/sylvester3.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 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 | function x=sylvester3(a,b,c,d)
% solves a*x+b*x*c=d where d is [n x m x p]
% Copyright (C) 2005-2012 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/>.
n = size(a,1);
m = size(c,1);
p = size(d,3);
x=zeros(n,m,p);
if n == 1
for j=1:p,
x(:,:,j)=d(:,:,j)./(a*ones(1,m)+b*c);
end
return
end
if m == 1
for j=1:p,
x(:,:,j) = (a+c*b)\d(:,:,j);
end
return;
end
[u,t]=schur(c);
if isoctave
[aa,bb,qq,zz]=qz(full(a),full(b));
for j=1:p,
if octave_ver_less_than('3.4.0')
d(:,:,j)=qq'*d(:,:,j)*u;
else
d(:,:,j)=qq*d(:,:,j)*u;
end
end
else
[aa,bb,qq,zz]=qz(full(a),full(b),'real'); % available in Matlab version 6.0
for j=1:p,
d(:,:,j)=qq*d(:,:,j)*u;
end
end
i = 1;
c = zeros(n,1,p);
while i < m
if t(i+1,i) == 0
if i == 1
c = zeros(n,1,p);
else
for j=1:p,
c(:,:,j) = bb*(x(:,1:i-1,j)*t(1:i-1,i));
end
end
x(:,i,:)=(aa+bb*t(i,i))\squeeze(d(:,i,:)-c);
i = i+1;
else
if i == n
c = zeros(n,1,p);
c1 = zeros(n,1,p);
else
for j=1:p,
c(:,:,j) = bb*(x(:,1:i-1,j)*t(1:i-1,i));
c1(:,:,j) = bb*(x(:,1:i-1,j)*t(1:i-1,i+1));
end
end
bigmat = ([aa+bb*t(i,i) bb*t(i+1,i); bb*t(i,i+1) aa+bb*t(i+1,i+1)]);
z = bigmat\squeeze([d(:,i,:)-c;d(:,i+1,:)-c1]);
x(:,i,:) = z(1:n,:);
x(:,i+1,:) = z(n+1:end,:);
i = i + 2;
end
end
if i == m
for j=1:p,
c(:,:,j) = bb*(x(:,1:m-1,j)*t(1:m-1,m));
end
aabbt = (aa+bb*t(m,m));
x(:,m,:)=aabbt\squeeze(d(:,m,:)-c);
end
for j=1:p,
x(:,:,j)=zz*x(:,:,j)*u';
end
% 01/25/03 MJ corrected bug for i==m (sign of c in x determination)
% 01/31/03 MJ added 'real' to qz call
|