Solving SDGE models: a new algorithm for the Sylvester equation
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Publication:2575456
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Cites work
- scientific article; zbMATH DE number 1099371 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- Accuracy and Stability of Numerical Algorithms
- Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
- An Algorithm for Computing Reducing Subspaces by Block Diagonalization
- Numerical Considerations in Computing Invariant Subspaces
Cited in
(8)- Recursive blocked algorithms for linear systems with Kronecker product structure
- Two-sided coupled generalized Sylvester matrix equations solving using a simultaneous decomposition for fifteen matrices
- Fifth-order perturbation solution to DSGE models
- Second-order approximation of dynamic models without the use of tensors
- Solving DSGE models with a nonlinear moving average
- Solvability of perturbation solutions in DSGE models
- Low-Rank Updates and a Divide-And-Conquer Method for Linear Matrix Equations
- Efficient bond price approximations in non-linear equilibrium-based term structure models
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