Moved qzdiv.m and qzswitch.m to top-level (they are now used by both partial...

Moved qzdiv.m and qzswitch.m to top-level (they are now used by both partial information code and mjdgges.m)

license.txt

@@ -30,7 +30,7 @@ Files: matlab/AIM/SP*
 Copyright: Public domain
 License: Public domain
 
-Files: matlab/bfgsi.m, matlab/qz/qzswitch.m, matlab/qz/qzdiv.m
+Files: matlab/bfgsi.m, matlab/qzswitch.m, matlab/qzdiv.m
 Copyright: 1993-2007, Christopher Sims
 License: GPL-3+
  Dynare is free software: you can redistribute it and/or modify

matlab/qz/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'.
-
-% Original file downloaded from:
-% http://sims.princeton.edu/yftp/gensys/mfiles/qzdiv.m
-
-% Copyright (C) 1993-2007 Christopher Sims
-%
-% 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 <http://www.gnu.org/licenses/>.
-
-[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         

matlab/qz/qzswitch.m

-function [A,B,Q,Z] = qzswitch(i,A,B,Q,Z)
-%function [A,B,Q,Z] = qzswitch(i,A,B,Q,Z)
-%
-% Takes U.T. matrices A, B, orthonormal matrices Q,Z, interchanges
-% diagonal elements i and i+1 of both A and B, while maintaining
-% Q'AZ' and Q'BZ' unchanged.  If diagonal elements of A and B
-% are zero at matching positions, the returned A will have zeros at both
-% positions on the diagonal.  This is natural behavior if this routine is used
-% to drive all zeros on the diagonal of A to the lower right, but in this case
-% the qz transformation is not unique and it is not possible simply to switch
-% the positions of the diagonal elements of both A and B.
-
-% Original file downloaded from:
-% http://sims.princeton.edu/yftp/gensys/mfiles/qzswitch.m
-
-% Copyright (C) 1993-2007 Christopher Sims
-%
-% 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 <http://www.gnu.org/licenses/>.
-
-realsmall=sqrt(eps)*10;
-%realsmall=1e-3;
-a = A(i,i); d = B(i,i); b = A(i,i+1); e = B(i,i+1);
-c = A(i+1,i+1); f = B(i+1,i+1);
-% A(i:i+1,i:i+1)=[a b; 0 c];
-% B(i:i+1,i:i+1)=[d e; 0 f];
-if (abs(c)<realsmall & abs(f)<realsmall)
-    if abs(a)<realsmall
-        % l.r. coincident 0's with u.l. of A=0; do nothing
-        return
-    else
-        % l.r. coincident zeros; put 0 in u.l. of a
-        wz=[b; -a];
-        wz=wz/sqrt(wz'*wz);
-        wz=[wz [wz(2)';-wz(1)'] ];
-        xy=eye(2);
-    end
-elseif (abs(a)<realsmall & abs(d)<realsmall)
-    if abs(c)<realsmall
-        % u.l. coincident zeros with l.r. of A=0; do nothing
-        return
-    else
-        % u.l. coincident zeros; put 0 in l.r. of A
-        wz=eye(2);
-        xy=[c -b];
-        xy=xy/sqrt(xy*xy');
-        xy=[[xy(2)' -xy(1)'];xy];
-    end
-else
-    % usual case
-    wz = [c*e-f*b, (c*d-f*a)'];
-    xy = [(b*d-e*a)', (c*d-f*a)'];
-    n = sqrt(wz*wz');
-    m = sqrt(xy*xy');
-    if m<eps*100
-        % all elements of A and B proportional
-        return
-    end
-    wz = n\wz;
-    xy = m\xy;
-    wz = [wz; -wz(2)', wz(1)'];
-    xy = [xy;-xy(2)', xy(1)'];
-end
-A(i:i+1,:) = xy*A(i:i+1,:);
-B(i:i+1,:) = xy*B(i:i+1,:);
-A(:,i:i+1) = A(:,i:i+1)*wz;
-B(:,i:i+1) = B(:,i:i+1)*wz;
-Z(:,i:i+1) = Z(:,i:i+1)*wz;
-Q(i:i+1,:) = xy*Q(i:i+1,:);
\ No newline at end of file