This page contains a Matlab interface to Fortran code that computes the ordered Generalized Schur decomposition. This is an updated version of the code used in Anderson, Hansen, McGrattan and Sargent, "Mechanics of Forming and Estimating Dynamic Linear Economies", Handbook of Computational Economics.
In this version the user interface is more flexible but still backward compatible with earlier versions. schurg.m is now a m-file and schurgaux.* is a MEX file which is called by schurg. schurg can be used exactly as in earlier versions. In addition more options are available, and the inputs (except for L and N) are now optional.
Note: if you have an older MEX file schurg you should remove it from your Matlab path before using this version of schurg.
To use this version first download the driver routine
and a binary MEX file for your computer: The binaries have been tested with version six (Releases 12, 12.1 and 13) of Matlab. They wont work on versions four or five. See this page for an earlier version that will work.