Commit af23d72c authored by Stéphane Adjemian's avatar Stéphane Adjemian
Browse files

Allow economy-size decomposition with qr2 routine.

parent 9f1ad556
function [Q,R] = qr2(X) function [Q,R] = qr2(varargin)
% This routine performs a qr decomposition of matrix X such that the % This routine performs a qr decomposition of matrix X such that the
% diagonal scalars of the upper-triangular matrix R are positive. If X % diagonal scalars of the upper-triangular matrix R are positive. If X
% is a full (column) rank matrix, then R is also the cholesky % is a full (column) rank matrix, then R is also the cholesky
...@@ -34,7 +34,7 @@ function [Q,R] = qr2(X) ...@@ -34,7 +34,7 @@ function [Q,R] = qr2(X)
% You should have received a copy of the GNU General Public License % You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>. % along with Dynare. If not, see <http://www.gnu.org/licenses/>.
[Q,R] = qr(X); [Q,R] = qr(varargin{:});
indx = find(diag(R)<0); indx = find(diag(R)<0);
if ~isempty(indx) if ~isempty(indx)
Q(:,indx) = -Q(:,indx); Q(:,indx) = -Q(:,indx);
......
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