fixed doubling, sign error

thorek1 · Jul 31, 2024 · cda8faa · cda8faa
1 parent f955d28
commit cda8faa
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Showing 2 changed files with 8 additions and 2 deletions.
diff --git a/src/MacroModelling.jl b/src/MacroModelling.jl
@@ -7242,8 +7242,14 @@ function calculate_third_order_moments(parameters::Vector{T},
                                             lyapunov_algorithm::Symbol = :doubling,
                                             tol::AbstractFloat = eps()) where {U, T <: Real}
 
-    Σʸ₂, Σᶻ₂, μʸ₂, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂ = calculate_second_order_moments(parameters, 𝓂, verbose = verbose, sylvester_algorithm = sylvester_algorithm)
+    second_order_moments = calculate_second_order_moments(parameters, 
+                                                            𝓂, 
+                                                            verbose = verbose, 
+                                                            sylvester_algorithm = sylvester_algorithm, 
+                                                            lyapunov_algorithm = lyapunov_algorithm)
 
+    Σʸ₂, Σᶻ₂, μʸ₂, Δμˢ₂, autocorr_tmp, ŝ_to_ŝ₂, ŝ_to_y₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂ = second_order_moments
+
     if !covariance && !autocorrelation
         return μʸ₂, Δμˢ₂, Σʸ₁, Σᶻ₁, SS_and_pars, 𝐒₁, ∇₁, 𝐒₂, ∇₂
     end

diff --git a/src/lyapunov.jl b/src/lyapunov.jl
@@ -101,7 +101,7 @@ function solve_lyapunov_equation(   A::AbstractSparseMatrix{Float64},
     max_iter = 500
 
     for i in 1:max_iter
-        𝐂¹ = 𝐀 * 𝐂 * 𝐀' - 𝐂
+        𝐂¹ = 𝐀 * 𝐂 * 𝐀' + 𝐂
 
         𝐀 *= 𝐀