dynare-common 4.4.1-1build1 / usr / share / dynare / matlab / gensylv / sylvester3a.m

function [x0, flag]=sylvester3a(x0,a,b,c,dd)
% solves iteratively ax+bxc=d

% 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/>.

a_1 = inv(a);
b = a_1*b;
flag=0;
for j=1:size(dd,3),
    d = a_1*dd(:,:,j);
    e = 1;
    iter = 1;
    while e > 1e-8 && iter < 500
        x = d-b*x0(:,:,j)*c;
        e = max(max(abs(x-x0(:,:,j))));
        x0(:,:,j) = x;
        iter = iter + 1;
    end
    if iter == 500
        sprintf('sylvester3a : Only accuracy of %10.8f is achieved after 500 iterations',e);
        flag=1;
    end
end