/usr/share/dynare/matlab/qz/mjdgges.m is in dynare-common 4.4.1-1build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 | function [err,ss,tt,w,sdim,eigval,info] = mjdgges(e,d,qz_criterium, fake)
%function [err,ss,tt,w,sdim,eigval,info] = mjdgges(e,d,qz_criterium)
% QZ decomposition, Sims' codes are used.
%
% INPUTS
% e [double] real square (n*n) matrix.
% d [double] real square (n*n) matrix.
% qz_criterium [double] scalar (1+epsilon).
%
% OUTPUTS
% err [double] scalar: 1 indicates failure, 0 indicates success
% ss [complex] (n*n) matrix.
% tt [complex] (n*n) matrix.
% w [complex] (n*n) matrix.
% sdim [integer] scalar.
% eigval [complex] (n*1) vector.
% info [integer] scalar.
%
% ALGORITHM
% Sims's qzdiv routine is used.
%
% SPECIAL REQUIREMENTS
% none.
% Copyright (C) 1996-2010 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/>.
% Check number of inputs and outputs.
if nargin>4 || nargin<2 || nargout>7 || nargout==0
error('MJDGGES: takes 2 or 3 input arguments and between 1 and 7 output arguments.')
end
% Check the first two inputs.
[me,ne] = size(e);
[md,nd] = size(d);
if ( ~isreal(e) || ~isreal(d) || me~=ne || md~=nd || me~=nd)
% info should be negative in this case, see dgges.f.
error('MJDGGES requires two square real matrices of the same dimension.')
end
% Set default value of qz_criterium.
if nargin <3
qz_criterium = 1 + 1e-6;
end
info = 0;
% qz() function doesn't behave the same way under Octave and MATLAB:
% - under MATLAB, complex decomposition by default, real is also available
% as an option
% - under Octave, only real decomposition available, but grouping of
% eigenvalues <= 1 is implemented as an option (criterium can't be changed)
if isoctave
[ss,tt,w,eigval] = qz(e,d,'S');
sdim = sum(abs(eigval) <= 1.0);
if any(abs(eigval) > 1.0 & abs(eigval) <= qz_criterium)
warning('Some eigenvalues are > 1.0 but <= qz_criterium in modulus. They have nevertheless been considered as explosive, because of a limitation of Octave. To solve this, you should compile the MEX files for Octave.')
end
else
% Initialization of the output arguments.
ss = zeros(ne,ne);
tt = zeros(ne,ne);
w = zeros(ne,ne);
sdim = 0;
eigval = zeros(ne,1);
% Computational part.
try
[ss,tt,qq,w] = qz(e,d);
[tt,ss,qq,w] = qzdiv(qz_criterium,tt,ss,qq,w);
warning_old_state = warning;
warning off;
eigval = diag(ss)./diag(tt);
warning(warning_old_state);
sdim = sum(abs(eigval) < qz_criterium);
catch
info = 1;% Not as precise as lapack's info!
end
end
err = 0;
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