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'. % Original file downloaded from: % http://sims.princeton.edu/yftp/gensys/mfiles/qzdiv.m % Copyright (C) 1993-2007 Christopher Sims % Copyright (C) 2008-2017 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . [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