87 lines
2.5 KiB
Matlab
87 lines
2.5 KiB
Matlab
function [err,ss,tt,w,sdim,eigval,info] = mjdgges(e,d,qz_criterium, fake)
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%function [err,ss,tt,w,sdim,eigval,info] = mjdgges(e,d,qz_criterium)
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% QZ decomposition, Sims' codes are used.
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%
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% INPUTS
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% e [double] real square (n*n) matrix.
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% d [double] real square (n*n) matrix.
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% qz_criterium [double] scalar (1+epsilon).
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%
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% OUTPUTS
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% err [double] scalar: 1 indicates failure, 0 indicates success
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% ss [complex] (n*n) matrix.
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% tt [complex] (n*n) matrix.
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% w [complex] (n*n) matrix.
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% sdim [integer] scalar.
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% eigval [complex] (n*1) vector.
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% info [integer] scalar.
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%
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% ALGORITHM
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% Sims's qzdiv routine is used.
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%
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% SPECIAL REQUIREMENTS
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% none.
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% Copyright (C) 1996-2017 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 <http://www.gnu.org/licenses/>.
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% Check number of inputs and outputs.
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if nargin>4 || nargin<2 || nargout>7 || nargout==0
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error('MJDGGES: takes 2 or 3 input arguments and between 1 and 7 output arguments.')
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end
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% Check the first two inputs.
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[me,ne] = size(e);
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[md,nd] = size(d);
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if ( ~isreal(e) || ~isreal(d) || me~=ne || md~=nd || me~=nd)
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% info should be negative in this case, see dgges.f.
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error('MJDGGES requires two square real matrices of the same dimension.')
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end
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% Set default value of qz_criterium.
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if nargin <3
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qz_criterium = 1 + 1e-6;
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end
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info = 0;
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% Initialization of the output arguments.
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ss = zeros(ne,ne);
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tt = zeros(ne,ne);
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w = zeros(ne,ne);
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sdim = 0;
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eigval = zeros(ne,1);
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% Computational part.
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try
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if isoctave()
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% Force complex QZ factorization.
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e = complex(e);
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d = complex(d);
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end
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[ss,tt,qq,w,a,b,c] = qz(e, d);
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warning_old_state = warning;
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warning off;
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[tt,ss,qq,w] = qzdiv(qz_criterium, tt, ss, qq, w);
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eigval = diag(ss)./diag(tt);
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warning(warning_old_state);
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sdim = sum(abs(eigval) < qz_criterium);
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catch
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info = 1;% Not as precise as lapack's info!
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end
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err = 0; |