/* * Copyright © 2004-2011 Ondra Kamenik * Copyright © 2019 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 . */ #ifndef SIMILARITY_DECOMP_H #define SIMILARITY_DECOMP_H #include "SylvMatrix.hh" #include "BlockDiagonal.hh" #include "SylvParams.hh" #include class SimilarityDecomp { std::unique_ptr q; std::unique_ptr b; std::unique_ptr invq; using diag_iter = BlockDiagonal::diag_iter; public: SimilarityDecomp(const ConstVector &d, int d_size, double log10norm = 3.0); virtual ~SimilarityDecomp() = default; const SqSylvMatrix & getQ() const { return *q; } const SqSylvMatrix & getInvQ() const { return *invq; } const BlockDiagonal & getB() const { return *b; } void check(SylvParams &pars, const GeneralMatrix &m) const; void infoToPars(SylvParams &pars) const; protected: void getXDim(diag_iter start, diag_iter end, int &rows, int &cols) const; bool solveX(diag_iter start, diag_iter end, GeneralMatrix &X, double norm) const; void updateTransform(diag_iter start, diag_iter end, GeneralMatrix &X); void bringGuiltyBlock(diag_iter start, diag_iter &end); void diagonalize(double norm); }; #endif /* SIMILARITY_DECOMP_H */