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Highlights from
Solution to Linear Rational Expectations Models

from Solution to Linear Rational Expectations Models by Pawel Kowal
Solves linear rational expectation models, delivers derivatives of solutions

gsch_order(U,V,TA,TB,SELECT);
function [U2,V2,TA2,TB2,AR,AI,BETA] = gsch_order(U,V,TA,TB,SELECT);
%  PURPOSE: returns ordered generalized Shur decomposition
%           
% ---------------------------------------------------
%  USAGE: [U2,V2,TA2,TB2,AR,AI,BETA] = gsch_order(U,V,TA,TB,SELECT);
%  where: 
%        U,V,TA,TB          generalized schur form of a matrix pair (A,B)
%        SELECT             positions of eigenvalues of the pair (A,B) that
%                           should be moved to the left-upper block
%
%         U2,V2,TA2,TB2     generalized real  schur decomposition
%                               A = U' TA V
%                               B = U' TB V
%                           such that selected eigenvalues are in the
%                           left-upper block
%         AR,AI,BETA        describe eigenvalues
%                               lambda[k] = (AR[k]+i AI[k])./BETA[k]
%
%   COMMENTS:
%       mex file, gsch_order.dll is required
%       based on Lapack dtgsen routine
%
% Copyright  (c) Pawel Kowal (2006)
% All rights reserved
% LREM_SOLVE toolbox is available free for noncommercial academic use only.
% pkowal3@sgh.waw.pl

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