qzdiv

 from Chris Sims web site
 http://eco-072399b.princeton.edu/yftp/gensys/mfiles/QZDIV.M

0001 % from Chris Sims web site
0002 % http://eco-072399b.princeton.edu/yftp/gensys/mfiles/QZDIV.M
0003 %
0004 
0005 function [A,B,Q,Z] = qzdiv(stake,A,B,Q,Z)
0006 %function [A,B,Q,Z] = qzdiv(stake,A,B,Q,Z)
0007 %
0008 % Takes U.T. matrices A, B, orthonormal matrices Q,Z, rearranges them
0009 % so that all cases of abs(B(i,i)/A(i,i))>stake are in lower right
0010 % corner, while preserving U.T. and orthonormal properties and Q'AZ' and
0011 % Q'BZ'.
0012 %
0013 [n jnk] = size(A);
0014 root = abs([diag(A) diag(B)]);
0015 root(:,1) = root(:,1)-(root(:,1)<1.e-13).*(root(:,1)+root(:,2));
0016 root(:,2) = root(:,2)./root(:,1);
0017 for i = n:-1:1
0018    m=0;
0019    for j=i:-1:1
0020       if (root(j,2) > stake | root(j,2) < -.1) 
0021          m=j;
0022          break
0023       end
0024    end
0025    if (m==0) 
0026       return 
0027    end
0028    for k=m:1:i-1
0029       [A B Q Z] = qzswitch(k,A,B,Q,Z);
0030       tmp = root(k,2);
0031       root(k,2) = root(k+1,2);
0032       root(k+1,2) = tmp;
0033    end
0034 end