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Estimation DLL: optimization of DecisionRules

time-shift
Sébastien Villemot 2010-02-19 14:24:29 +01:00
parent 9e9eeb533b
commit 0ef2f8c4bd
1 changed files with 9 additions and 9 deletions
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18
mex/sources/estimation/DecisionRules.cc
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@ -80,6 +80,14 @@ DecisionRules::DecisionRules(size_t n_arg, size_t p_arg,
pi_fwrd.push_back(i);
else
beta_fwrd.push_back(i);
// Construct the fixed part of D and E
D.setAll(0.0);
for (size_t i = 0; i < n_mixed; i++)
D(n - n_static + i, beta_back[i]) = 1.0;
E.setAll(0.0);
for (size_t i = 0; i < n_mixed; i++)
E(n - n_static + i, n_back_mixed + beta_fwrd[i]) = 1.0;
}
void
@ -102,21 +110,13 @@ DecisionRules::compute(const Matrix &jacobian, Matrix &g_y, Matrix &g_u) throw (
mat::col_copy(A, n_back_mixed + zeta_back_mixed[j], n_static, n - n_static,
D, j, 0);
MatrixView(D, 0, n_back_mixed, n - n_static, n_fwrd_mixed) = MatrixView(A, n_static, n_back_mixed + n, n - n_static, n_fwrd_mixed);
MatrixView(D, n - n_static, 0, n_mixed, n_fwrd + n_back + 2*n_mixed).setAll(0.0);
for (size_t i = 0; i < n_mixed; i++)
D(n - n_static + i, beta_back[i]) = 1.0;
// Construct matrix E
MatrixView(E, 0, 0, n - n_static, n_back_mixed) = MatrixView(A, n_static, 0, n - n_static, n_back_mixed);
for (size_t j = 0; j < n_fwrd; j++)
mat::col_copy(A, n_back_mixed + zeta_fwrd_mixed[pi_fwrd[j]], n_static, n - n_static,
E, n_back_mixed + pi_fwrd[j], 0);
for (size_t j = 0; j < n_mixed; j++)
MatrixView(E, 0, n_back_mixed + beta_fwrd[j], n - n_static, 1).setAll(0.0);
mat::negate(MatrixView(E, 0, 0, n - n_static, n_fwrd + n_back + 2*n_mixed));
MatrixView(E, n - n_static, 0, n_mixed, n_fwrd + n_back + 2*n_mixed).setAll(0.0);
for (size_t i = 0; i < n_mixed; i++)
E(n - n_static + i, n_back_mixed + beta_fwrd[i]) = 1.0;
mat::negate(MatrixView(E, 0, 0, n - n_static, n_fwrd + n_back + 2*n_mixed)); // Here we take the opposite of some of the zeros initialized in the constructor, but it is not a problem
// Perform the generalized Schur
size_t sdim;