LinApp_Solve.py 文件源码

def qzdiv(stake, A, B, Q, Z):
    '''
    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'.

    Parameters
    ----------
    stake : number, dtype=float
    A : array_like, dtype=float
        An upper triangular matrix
    B : array_like, dtype=float
        An upper triangular matrix
    Q : array_like, dtype=float
        An orthonormal matrix from the QZ decomposition
    Z : array_like, dtype=float
        An orthonormal matrix from the QZ decomposition
    Returns
    -------
    A : array_like, dtype=float
        Rearranged A matrix
    B : array_like, dtype=float
        Rearranged B matrix
    Q : array_like, dtype=float
        Rearranged Q matrix
    Z : array_like, dtype=float
        Rearranged Z matrix
    Notes
    -----
    Copyright: C.A. Sims, 1996, Yale University.
    '''
    n, jnk = A.shape

    root = abs(vstack((np.diag(A), np.diag(B))).T)
    tmp = (root[:,0]<1.e-13).astype(int)
    root[:,0] = root[:,0]- tmp *(root[:,0]+root[:,1])
    root[:,1] = root[:,1]/root[:,0]
    for i in xrange(n,0,-1):
        m=0
        for j in xrange(i,0,-1):
            if (root[j-1,1] > stake or root[j-1,1] < -.1):
                m=j
                break
        if m==0:
            print "qzdiv(): Inputs unchanged!"
            return A, B, Q, Z
        for k in xrange(m,i,1):
            A, B, Q, Z = qzswitch(k,A,B,Q,Z)
            tmp = root[k-1,1]
            root[k-1,1] = root[k,1]
            root[k,1] = tmp
    return A, B, Q, Z