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Changed header text. 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1829 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
adjemian 2008-05-16 16:10:30 +00:00
parent 0f1e8c8137
commit f85752893e
1 changed files with 3 additions and 6 deletions
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9
matlab/qr2.m
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@ -1,6 +1,4 @@
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
@ -8,10 +6,10 @@ function [Q,R] = qr2(X)
% & Schorfheides's identification scheme.
%
% INPUTS
% See matlab's documentation.
% See matlab's documentation for QR decomposition.
%
% OUTPUTS
% See matlab's documentation.
% See matlab's documentation for QR decomposition.
%
% ALGORITHM
% None.
@ -19,9 +17,8 @@ function [Q,R] = qr2(X)
% SPECIAL REQUIREMENTS
% None.
%
% part of DYNARE, copyright Dynare Team (2007)
% part of DYNARE, copyright Dynare Team (2006-2008)
% Gnu Public License.
[Q,R] = qr(X);
indx = find(diag(R)<0);
if ~isempty(indx)