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'.
0001 function [A,B,Q,Z] = qzdiv(stake,A,B,Q,Z) 0002 %function [A,B,Q,Z] = qzdiv(stake,A,B,Q,Z) 0003 % 0004 % Takes U.T. matrices A, B, orthonormal matrices Q,Z, rearranges them 0005 % so that all cases of abs(B(i,i)/A(i,i))>stake are in lower right 0006 % corner, while preserving U.T. and orthonormal properties and Q'AZ' and 0007 % Q'BZ'. 0008 0009 % Original file downloaded from: 0010 % http://sims.princeton.edu/yftp/gensys/mfiles/qzdiv.m 0011 0012 % Copyright (C) 1993-2007 Christopher Sims 0013 % Copyright (C) 2008-2011 Dynare Team 0014 % 0015 % This file is part of Dynare. 0016 % 0017 % Dynare is free software: you can redistribute it and/or modify 0018 % it under the terms of the GNU General Public License as published by 0019 % the Free Software Foundation, either version 3 of the License, or 0020 % (at your option) any later version. 0021 % 0022 % Dynare is distributed in the hope that it will be useful, 0023 % but WITHOUT ANY WARRANTY; without even the implied warranty of 0024 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 0025 % GNU General Public License for more details. 0026 % 0027 % You should have received a copy of the GNU General Public License 0028 % along with Dynare. If not, see <http://www.gnu.org/licenses/>. 0029 0030 [n jnk] = size(A); 0031 root = abs([diag(A) diag(B)]); 0032 root(:,1) = root(:,1)-(root(:,1)<1.e-13).*(root(:,1)+root(:,2)); 0033 root(:,2) = root(:,2)./root(:,1); 0034 for i = n:-1:1 0035 m=0; 0036 for j=i:-1:1 0037 if (root(j,2) > stake || root(j,2) < -.1) 0038 m=j; 0039 break 0040 end 0041 end 0042 if (m==0) 0043 return 0044 end 0045 for k=m:1:i-1 0046 [A B Q Z] = qzswitch(k,A,B,Q,Z); 0047 tmp = root(k,2); 0048 root(k,2) = root(k+1,2); 0049 root(k+1,2) = tmp; 0050 end 0051 end