Matlab code for ordered real generalized Schur decomposition
AbstractThis program computes the ordered generalized real Schur decomposition of the matrix pencil lambda L - N such that LBAR is upper triangular, NBAR is upper block triangular, V is the matrix of right Shur vectors such that for some orthogonal matrix W W L V = LBAR, W N V = NBAR, and the generalized eigenvalues of the pencil are given by (alpha ./ beta). If order =1 then the unstable eigenvalues appear first in the pencil lambda LBAR - NBAR. If order =0 then the stable eigenvalues appear first. (The order of the eigenvalues in (alpha ./ beta) is not related to the order of the eigenvalues in the pencil.)
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoSoftware component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 27.
Programming language: Matlab
Date of creation: Jan 1995
Date of revision:
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.