function [v,info] = doubles (g,d,h,tol,maxit)
%
% DOUBLES  Solves a Sylvester equation using doubling
%
%  [v,info] = doubles (g,d,h,tol,maxit)  uses a doubling algorithm
%   to solve the  Sylvester equation
%         v  = d + g v h
%  for v.  Currently, the output variable info is not set. 
%
%   Iteration is stopped at iteration n when either n=maxit or when
%       
%          norm{v(n) - v(n-1)}  <=  tol* norm{v(n)}
%
%   where v(n) is the  approximation for v computed in the
%   nth iteration and norm is the matrix one norm. 
%
%   REFERENCES:
%         B.D.O Anderson and Moore(1979)
%         E.W. Anderson, L.P. Hansen, E.R McGrattan and T.J Sargent(1996)
%         L.P. Hansen and T.J. Sargent (1995)
%       
%   PROGRAM  WRITTEN BY:  E. W. Anderson    Nov 26, 1994
%   MODIFIED:  12/26/98  


v = d;
for i =1:maxit,
   vadd = g*v*h;
   v = v+vadd;
   if norm (vadd,1) <= (tol*norm(v,1)),
      break;
   end  
   g = g*g;
   h = h*h; 
end 
info=0;