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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1598 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
assia 2008-01-17 11:06:49 +00:00
parent ccfa202227
commit 473161027b
1 changed files with 3 additions and 2 deletions
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5
matlab/qr2.m
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@ -1,4 +1,6 @@
function [Q,R] = qr2(X)
% function [Q,R] = qr2(X)
% This routine performs a qr decomposition of matrix X such that the
% diagonal scalars of the upper-triangular matrix R are positive. If X
% is a full (column) rank matrix, then R is also the cholesky
@ -17,10 +19,9 @@ function [Q,R] = qr2(X)
% SPECIAL REQUIREMENTS
% None.
%
%
% stephane.adjemian@ens.fr [12-07-2005]
% part of DYNARE, copyright Dynare Team (2007)
% Gnu Public License.
[Q,R] = qr(X);
indx = find(diag(R)<0);
if ~isempty(indx)