Allow economy-size decomposition with qr2 routine.
parent
9f1ad5568e
commit
af23d72cb1
|
@ -1,4 +1,4 @@
|
|||
function [Q,R] = qr2(X)
|
||||
function [Q,R] = qr2(varargin)
|
||||
% 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
|
||||
|
@ -34,7 +34,7 @@ function [Q,R] = qr2(X)
|
|||
% You should have received a copy of the GNU General Public License
|
||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||
|
||||
[Q,R] = qr(X);
|
||||
[Q,R] = qr(varargin{:});
|
||||
indx = find(diag(R)<0);
|
||||
if ~isempty(indx)
|
||||
Q(:,indx) = -Q(:,indx);
|
||||
|
|
Loading…
Reference in New Issue