Remove qzcomplex Oct-file

It's actually not needed. The QZ complex decomposition can be obtained in
Octave on real matrices by casting them to the complex type.

matlab/partial_information/PI_gensys.m

@@ -176,13 +176,9 @@ end
 
 G0pi=eye(n+FL_RANK+NX);
 try
-    % In Matlab: [aa bb q z v w] = qz(a,b) s.t. qaz = aa, qbz = bb %
-    % In Octave: [aa bb q z v w] = qz(a,b) s.t. q'az = aa, q'bz=bb %
-    % and qzcomplex() extension based on lapack zgges produces same
-    % qz output for Octave as Matlab qz() does for Matlab thus:
     if isoctave
-        [a b q z]=qzcomplex(G0pi,G1pi);
-        q=q';
+        % Need to force QZ complex on Octave (otherwise it returns the real one)
+        [a b q z]=qz(complex(G0pi),complex(G1pi));
     else
         [a b q z]=qz(G0pi,G1pi);
     end

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 qzcomplex block_kalman_filter sobol local_state_space_iterations
+SUBDIRS = mjdgges kronecker bytecode libdynare++ gensylv block_kalman_filter sobol local_state_space_iterations
 
 if HAVE_MATIO
 SUBDIRS += k_order_perturbation dynare_simul_

mex/build/octave/configure.ac

@@ -132,7 +132,6 @@ AC_CONFIG_FILES([Makefile
                  gensylv/Makefile
                  k_order_perturbation/Makefile
                  dynare_simul_/Makefile
-                 qzcomplex/Makefile
                  kalman_steady_state/Makefile
                  ms_sbvar/Makefile
                  block_kalman_filter/Makefile

mex/build/octave/qzcomplex/Makefile.am

-EXEEXT = .oct
-include ../mex.am
-
-mex_PROGRAMS = qzcomplex
-
-nodist_qzcomplex_SOURCES = $(top_srcdir)/../../sources/qzcomplex/qzcomplex.cc

mex/sources/Makefile.am

@@ -6,7 +6,6 @@ EXTRA_DIST = \
 	mjdgges \
 	kronecker \
 	bytecode \
-	qzcomplex \
 	k_order_perturbation \
 	kalman_steady_state \
 	ms-sbvar \

mex/sources/qzcomplex/qzcomplex.cc

-/*
- * Oct-file for bringing the complex QZ decomposition to Octave.
- * Simple wrapper around LAPACK's zgges.
- *
- * Written by Sébastien Villemot <sebastien@dynare.org>.
- */
-
-/*
- * Copyright (C) 2010-2017 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/>.
- */
-
-#ifdef __MINGW32__
-# define __CROSS_COMPILATION__
-#endif
-
-#ifdef __MINGW64__
-# define __CROSS_COMPILATION__
-#endif
-
-#ifdef __CROSS_COMPILATION__
-# define M_PI 3.14159265358979323846
-#endif
-
-#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 || nargout != 4)
-    {
-      print_usage();
-      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;
-}
-
-/*
-
-  %!test
-  %! A = [ 1 2 3+1i; 4 5-1i 0; -1 -5 3];
-  %! B = [ -2 -8i 4; 1 5+3i 5; 7 -10 -2];
-  %! [AA,BB,Q,Z] = qzcomplex(A,B);
-  %! assert(Q'*A*Z, AA, sqrt(eps))
-  %! assert(Q'*B*Z, BB, sqrt(eps))
-
-*/