qr2.m was missing !

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1158 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:40:05 +00:00 · 2007-01-22 13:40:05 +00:00 · bc90be074a
parent bcedf81d59
commit bc90be074a
1 changed files with 11 additions and 0 deletions
--- a/matlab/qr2.m
+++ b/matlab/qr2.m
@ -0,0 +1,11 @@
+function [Q,R] = qr2(X)
+% stephane.adjemian@ens.fr [12-07-2005]
+%
+% This routine performs a qr decomposition of matrix X such that the 
+% diagonal scalars of the upper-triangular matrix R are positive.
+[Q,R] = qr(X);
+indx = find(diag(R)<0);
+if ~isempty(indx)
+    Q(:,indx) = -Q(:,indx);
+    R(indx,:) = -R(indx,:);
+end