Does codegen handle qz?

I have an m-file that I'm trying to run through codegen to create a mex file that uses the QZ decomposition. I get the following error: "??? Undefined function or variable 'qz'." I include the %#codegen tag, and the editor doesn't notice any problems in the file. Does anybody know of a workaround? I guess I could code my own version of qz, but this seems like it should be unnecessary.

Answer 1

[Arnaud Miege]

Unfortunately, qz is not listed in the Functions Supported for Code Generation, so yes, you'll need to write your own version of qz, using supported functions.

HTH,

Arnaud

[Ian]

I knew there had to be a list like that somewhere...

QZ looks rather annoying to build. It would be nice if mathworks added support for it. It's critical for solving a large class of models in economics.

[Kaustubha Govind]

Alternatively, if you used the coder.extrinsic directive, the generated MEX-function will dispatch the call to the MATLAB engine. The rest of your function will still run from generated code.

[Ian]

Nice, I'll try this.

[Ian]

Thanks, all, for the help last week. What's really killing me here turns out to be the qz decomposition itself. I'm not working with large matrices -- only 10x10 -- I just have to do it a lot (MCMC). I've spent a while on the google and haven't come up with any solutions. An approximation probably won't do as the validity of the algorithm relies on calculating the part involving qz correctly. Any thoughts?

Answer 2

[Mike Hosea]

If you go with an extrinsic call, your call site should look something like one of these two. The pre-definition of the output types will probably save you a lot of trouble.

eml.extrinsic('qz'); %or coder.extrinsic starting in 11a.  

AA = complex(zeros(size(A)));
BB = complex(zeros(size(A)));
Q = complex(zeros(size(A)));
Z = complex(zeros(size(A)));
V = complex(zeros(size(A)));
W = complex(zeros(size(A)));
[AA, BB, Q, Z, V, W] = qz(A,B,'complex');

AAr = zeros(size(A));
BBr = zeros(size(A));
Qr = zeros(size(A));
Zr = zeros(size(A));
Vr = zeros(size(A));
Wr = zeros(size(A));
[AAr, BBr, Qr, Zr, Vr, Wr] = qz(A,B,'real');