% from Chris Sims web site % http://eco-072399b.princeton.edu/yftp/gensys/mfiles/QZDIV.M % function [A,B,Q,Z] = qzdiv(stake,A,B,Q,Z) %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'. % [n jnk] = size(A); root = abs([diag(A) diag(B)]); root(:,1) = root(:,1)-(root(:,1)<1.e-13).*(root(:,1)+root(:,2)); root(:,2) = root(:,2)./root(:,1); for i = n:-1:1 m=0; for j=i:-1:1 if (root(j,2) > stake | root(j,2) < -.1) m=j; break end end if (m==0) return end for k=m:1:i-1 [A B Q Z] = qzswitch(k,A,B,Q,Z); tmp = root(k,2); root(k,2) = root(k+1,2); root(k+1,2) = tmp; end end