File: qzdiv.m

package info (click to toggle)
dynare 4.6.3-4
  • links: PTS, VCS
  • area: main
  • in suites: bullseye
  • size: 74,896 kB
  • sloc: cpp: 98,057; ansic: 28,929; pascal: 13,844; sh: 5,947; objc: 4,236; yacc: 4,215; makefile: 2,583; lex: 1,534; fortran: 877; python: 647; ruby: 291; lisp: 152; xml: 22
file content (51 lines) | stat: -rw-r--r-- 1,621 bytes parent folder | download | duplicates (2)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
function [A,B,Q,Z] = qzdiv(stake,A,B,Q,Z)
%function [A,B,Q,Z] = qzdiv(stake,A,B,Q,Z)
%
% Takes U.T. matrices A, B, orthonormal matrices Q,Z, rearranges them
% so that all cases of abs(B(i,i)/A(i,i))>stake are in lower right
% corner, while preserving U.T. and orthonormal properties and Q'AZ' and
% Q'BZ'.

% Original file downloaded from:
% http://sims.princeton.edu/yftp/gensys/mfiles/qzdiv.m

% Copyright (C) 1993-2007 Christopher Sims
% Copyright (C) 2008-2017 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.

[n, jnk] = size(A);
root = abs([diag(A) diag(B)]);
root(:,1) = root(:,1)-(root(:,1)<1.e-13).*(root(:,1)+root(:,2));
root(:,2) = root(:,2)./root(:,1);
for i = n:-1:1
    m=0;
    for j=i:-1:1
        if (root(j,2) > stake || root(j,2) < -.1)
            m=j;
            break
        end
    end
    if (m==0)
        return
    end
    for k=m:1:i-1
        [A, B, Q, Z] = qzswitch(k,A,B,Q,Z);
        tmp = root(k,2);
        root(k,2) = root(k+1,2);
        root(k+1,2) = tmp;
    end
end