New oct-file "qzcomplex" for bringing the complex QZ decomposition to Octave....

New oct-file "qzcomplex" for bringing the complex QZ decomposition to Octave. Fixes issues with partial information under Octave.

.gitignore

@@ -84,6 +84,7 @@ ylwrap
 # DLL rules
 *.mex
 *.dll
+*.oct
 *.mexglx
 *.mexa64
 *.mexw32

mex/build/octave/Makefile.am

@@ -2,7 +2,7 @@ ACLOCAL_AMFLAGS = -I ../../../m4
 
 # libdynare++ must come before gensylv, k_order_perturbation, dynare_simul_
 if DO_SOMETHING
-SUBDIRS = mjdgges kronecker bytecode libdynare++ gensylv k_order_perturbation dynare_simul_ logposterior
+SUBDIRS = mjdgges kronecker bytecode libdynare++ gensylv k_order_perturbation dynare_simul_ logposterior qzcomplex
 if HAVE_GSL
 SUBDIRS += swz
 endif

mex/build/octave/bytecode/Makefile.am

+EXEXET = .mex
 include ../mex.am
 include ../../bytecode.am

mex/build/octave/configure.ac

@@ -101,6 +101,7 @@ AC_CONFIG_FILES([Makefile
                  k_order_perturbation/Makefile
                  dynare_simul_/Makefile
                  swz/Makefile
-                 logposterior/Makefile])
+                 logposterior/Makefile
+                 qzcomplex/Makefile])
 
 AC_OUTPUT

mex/build/octave/dynare_simul_/Makefile.am

+EXEEXT = .mex
 include ../mex.am
 include ../../dynare_simul_.am

mex/build/octave/gensylv/Makefile.am

+EXEEXT = .mex
 include ../mex.am
 include ../../gensylv.am

mex/build/octave/k_order_perturbation/Makefile.am

+EXEEXT = .mex
 include ../mex.am
 include ../../k_order_perturbation.am

mex/build/octave/kronecker/Makefile.am

+EXEEXT = .mex
 include ../mex.am
 include ../../kronecker.am

mex/build/octave/libdynare++/Makefile.am

+EXEEXT = .mex
 include ../mex.am
 include ../../libdynare++.am

mex/build/octave/logposterior/Makefile.am

+EXEEXT = .mex
 include ../mex.am
 include ../../logposterior.am

mex/build/octave/mex.am

-EXEEXT = .mex
-
 CPPFLAGS += $(shell $(MKOCTFILE) -p CPPFLAGS)
 CPPFLAGS += $(shell $(MKOCTFILE) -p INCFLAGS)
 CPPFLAGS += -I$(top_srcdir)/../../sources

mex/build/octave/mjdgges/Makefile.am

+EXEEXT = .mex
 include ../mex.am
 include ../../mjdgges.am

mex/build/octave/qzcomplex/Makefile.am

+EXEEXT = .oct
+include ../mex.am
+
+vpath %.cc $(top_srcdir)/../../sources/qzcomplex
+
+noinst_PROGRAMS = qzcomplex
+
+nodist_qzcomplex_SOURCES = qzcomplex.cc

mex/build/octave/swz/Makefile.am

+EXEEXT = .mex
 include ../mex.am
 include ../../swz.am

mex/sources/Makefile.am

@@ -7,6 +7,7 @@ EXTRA_DIST = \
 	mjdgges \
 	kronecker \
 	bytecode \
+	qzcomplex \
 	k_order_perturbation
 
 clean-local:

mex/sources/qzcomplex/qzcomplex.cc

+/*
+ * Oct-file for bringing the complex QZ decomposition to Octave.
+ * Simple wrapper around LAPACK's zgges.
+ *
+ * Written by Sebastien Villemot <sebastien.villemot@ens.fr>.
+ */
+
+/*
+ * Copyright (C) 2010 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 <http://www.gnu.org/licenses/>.
+ */
+
+#include <octave/oct.h>
+#include <octave/f77-fcn.h>
+
+extern "C"
+{
+  F77_RET_T
+  F77_FUNC(zgges, ZGGES) (F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL, F77_CONST_CHAR_ARG_DECL,
+                          octave_idx_type (*) (Complex *, Complex *), const octave_idx_type &,
+                          Complex *, const octave_idx_type &, Complex *, const octave_idx_type &,
+                          octave_idx_type &, Complex *, Complex *, Complex *, const octave_idx_type &,
+                          Complex *, const octave_idx_type &, Complex *, const octave_idx_type &,
+                          double *, octave_idx_type *, octave_idx_type &);
+}
+
+DEFUN_DLD (qzcomplex, args, nargout, "-*- texinfo -*-\n\
+@deftypefn {Loadable Function} [ @var{aa}, @var{bb}, @var{q}, @var{z} ] = qzcomplex (@var{a}, @var{b})\n\
+\n\
+Computes the complex QZ decomposition of @math{(A, B)}, satisfying:\n\
+@example\n\
+    AA = Q'*A*Z, BB = Q'*B*Z\n\
+@end example\n\
+@end deftypefn\n\
+")
+{
+  int nargin = args.length();
+  octave_value_list retval;
+
+  if (nargin != 2)
+    {
+      error("qzcomplex: needs two input arguments");
+      return retval;
+    }
+  if (nargout != 4)
+    {
+      error("qzcomplex: needs four output arguments");
+      return retval;
+    }
+
+  ComplexMatrix A = args(0).complex_matrix_value();
+  ComplexMatrix B = args(1).complex_matrix_value();
+  if (error_state)
+    return retval;
+
+  dim_vector dimA = A.dims();
+  dim_vector dimB = B.dims();
+  octave_idx_type n = dimA(0);
+  if (n != dimA(1) || n != dimB(0) || n != dimB(1))
+    {
+      error("qzcomplex: input matrices must be square and of same size");
+      return retval;
+    }
+
+  octave_idx_type lwork = 2*n;
+  OCTAVE_LOCAL_BUFFER(Complex, alpha, n);
+  OCTAVE_LOCAL_BUFFER(Complex, beta, n);
+  OCTAVE_LOCAL_BUFFER(Complex, work, lwork);
+  OCTAVE_LOCAL_BUFFER(double, rwork, 8*n);
+  ComplexMatrix vsl(n, n), vsr(n,n);
+  octave_idx_type sdim, info;
+  
+  F77_XFCN (zgges, ZGGES, (F77_CONST_CHAR_ARG("V"), F77_CONST_CHAR_ARG("V"),
+                           F77_CONST_CHAR_ARG("N"), NULL,
+                           n, A.fortran_vec(), n, B.fortran_vec(), n, sdim,
+                           alpha, beta, vsl.fortran_vec(), n, vsr.fortran_vec(), n,
+                           work, lwork, rwork, NULL, info));
+
+  if (info != 0)
+    {
+      error("qzcomplex: zgges failed");
+      return retval;
+    }
+
+  retval(0) = octave_value(A);
+  retval(1) = octave_value(B);
+  retval(2) = octave_value(vsl);
+  retval(3) = octave_value(vsr);
+  return retval;
+}

windows/dynare.nsi

@@ -110,7 +110,7 @@ SectionGroupEnd
 
 Section "MEX files for Octave 3.2.4 (MinGW build)"
  SetOutPath $INSTDIR\mex\octave
- File ..\mex\octave\*.mex
+ File ..\mex\octave\*.mex ..\mex\octave\*.oct
 SectionEnd
 
 Section "Dynare++ (standalone executable)"