Home > documentation > qzdiv.m

qzdiv

PURPOSE ^

function [A,B,Q,Z,v] = qzdiv(stake,A,B,Q,Z,v)

SYNOPSIS ^

function [A,B,Q,Z,v] = qzdiv(stake,A,B,Q,Z,v)

DESCRIPTION ^

function [A,B,Q,Z,v] = qzdiv(stake,A,B,Q,Z,v)

 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'.  The columns of v are sorted correspondingly.

 by Christopher A. Sims
 modified (to add v to input and output) 7/27/00

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 function [A,B,Q,Z,v] = qzdiv(stake,A,B,Q,Z,v)
0002 %function [A,B,Q,Z,v] = qzdiv(stake,A,B,Q,Z,v)
0003 %
0004 % Takes U.T. matrices A, B, orthonormal matrices Q,Z, rearranges them
0005 % so that all cases of abs(B(i,i)/A(i,i))>stake are in lower right
0006 % corner, while preserving U.T. and orthonormal properties and Q'AZ' and
0007 % Q'BZ'.  The columns of v are sorted correspondingly.
0008 %
0009 % by Christopher A. Sims
0010 % modified (to add v to input and output) 7/27/00
0011 vin = nargin==6;
0012 if ~vin, v=[];, end;
0013 [n jnk] = size(A);
0014 root = abs([diag(A) diag(B)]);
0015 root(:,1) = root(:,1)-(root(:,1)<1.e-13).*(root(:,1)+root(:,2));
0016 root(:,2) = root(:,2)./root(:,1);
0017 for i = n:-1:1
0018    m=0;
0019    for j=i:-1:1
0020       if (root(j,2) > stake | root(j,2) < -.1) 
0021          m=j;
0022          break
0023       end
0024    end
0025    if (m==0) 
0026       return 
0027    end
0028    for k=m:1:i-1
0029       [A B Q Z] = qzswitch(k,A,B,Q,Z);
0030       tmp = root(k,2);
0031       root(k,2) = root(k+1,2);
0032       root(k+1,2) = tmp;
0033       if vin
0034          tmp=v(:,k);
0035          v(:,k)=v(:,k+1);
0036          v(:,k+1)=tmp;
0037       end
0038    end
0039 end

Generated on Mon 07-Feb-2011 12:06:56 by m2html © 2005