Re: [DynareDev] AIM in Matlab (and DYNARE question)

Hi Gary,

I will keep you posted on Mathworks answer concerning eigs().

Cocnerning the tests, I have been accumulating a series of tests over the years, that I'm planing to commit to SVN in the coming weeks. Why don't you start by seeing what I already have and then we discuss a strategy to be more systematic.

All the best,

Michel

Gary.Anderson@frb.gov wrote:

michel, that is odd. when i run eigs, i get one of two sets of 10 eigenvalues. i didn't investigate the invariant space vectors.

sometime ago i was supposed to develop a suite of tests for dynare. since it has been so long i thought i should touch base with you to see if you think it would still be useful, and if so, what areas i might focus my energies on.

gary

         Michel Juillard                                               
         <michel.juillard@                                             
         ens.fr>                                                    To 
                                   Gary.Anderson@frb.gov, "G.          
         03/26/2009 12:29          Perendia"                           
         PM                        <george@perendia.orangehome.co.uk>, 
                                   giovanni.lombardo@ecb.int,          
                                   Daniela.Bragoli@ecb.int             
                                                                    cc 

                                                               Subject 
                                   AIM in Matlab                       

Hi Gary,

in experimenting with AIM inside Dynare, George came accross this very weir behaviour of Matlab eigs() function.

For a rather large matrix (101x101)

[w,d]=eigs(a',10,'LM',opts);sort(diag(10)) with opts containing disp:0,

returns different eigenvalues when called repeatedly without changing anything.

I'm attaching a.mat that contains the a matrix (and opts, among other things)

For now, we are disabling the using of eigs() in Dynare and forcing the use of eig()

We are going also to report the problem to Matlab.

All the best,

Michel

(See attached file: a.mat)