hp滤波法 matlab,MATLAB解决HP滤波 急啊

function [x]= penta2(y,a,b,c)

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% Author: Kurt Annen annen@web-reg.de

% Date: 15/05/2004

% Internet: www.web-reg.de

%

% Solves the problem Ax=b when A is pentadiagonal and strongly nonsingular.

% This is much faster than x=A\y for large matrices.

%

% Reference: Sp䴨, Helmuth "Numerik: Eine Einf? f?hematiker und Informatiker"

%               S. 110 . Vieweg-Verlag Braunschweig/Wiesbaden (1994)

%

% a = main diagonal

% b = 2. diagonal

% c = 3. diagonal

%

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

if nargin ~= 4

error('penta(A,y) requires four arguments');

end

[n] = length(a);

[m]