52 lines
1.6 KiB
Matlab
52 lines
1.6 KiB
Matlab
function [A,B,Q,Z] = qzdiv(stake,A,B,Q,Z)
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%function [A,B,Q,Z] = qzdiv(stake,A,B,Q,Z)
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%
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% Takes U.T. matrices A, B, orthonormal matrices Q,Z, rearranges them
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% so that all cases of abs(B(i,i)/A(i,i))>stake are in lower right
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% corner, while preserving U.T. and orthonormal properties and Q'AZ' and
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% Q'BZ'.
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% Original file downloaded from:
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% http://sims.princeton.edu/yftp/gensys/mfiles/qzdiv.m
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% Copyright © 1993-2007 Christopher Sims
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% Copyright © 2008-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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[n, ~] = size(A);
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root = abs([diag(A) diag(B)]);
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root(:,1) = root(:,1)-(root(:,1)<1.e-13).*(root(:,1)+root(:,2));
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root(:,2) = root(:,2)./root(:,1);
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for i = n:-1:1
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m=0;
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for j=i:-1:1
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if (root(j,2) > stake || root(j,2) < -.1)
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m=j;
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break
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end
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end
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if (m==0)
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return
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end
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for k=m:1:i-1
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[A, B, Q, Z] = qzswitch(k,A,B,Q,Z);
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tmp = root(k,2);
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root(k,2) = root(k+1,2);
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root(k+1,2) = tmp;
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end
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end
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