IRIS Toolbox Reference Manual

solve

Calculate first-order accurate solution of the model

Syntax

M = solve(M,...)

Input arguments

Output arguments

Options

Description

The IRIS solver uses an ordered QZ (or generalised Schur) decomposition to integrate out future expectations. The QZ may (very rarely) fail for numerical reasons. IRIS includes two patches to handle the some of the QZ failures: a SEVN2 patch (Sum-of-EigenValues-Near-Two), and an E2C2S patch (Eigenvalues-Too-Close-To-Swap).

Example