/* * 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 TRIANGULAR_SYLVESTER_H #define TRIANGULAR_SYLVESTER_H #include "SylvesterSolver.hh" #include "KronVector.hh" #include "QuasiTriangular.hh" #include "QuasiTriangularZero.hh" #include "SimilarityDecomp.hh" #include class TriangularSylvester : public SylvesterSolver { const std::unique_ptr matrixKK; const std::unique_ptr matrixFF; public: TriangularSylvester(const QuasiTriangular &k, const QuasiTriangular &f); TriangularSylvester(const SchurDecompZero &kdecomp, const SchurDecomp &fdecomp); TriangularSylvester(const SchurDecompZero &kdecomp, const SimilarityDecomp &fdecomp); ~TriangularSylvester() override = default; void print() const; void solve(SylvParams &pars, KronVector &d) const override; void solvi(double r, KronVector &d, double &eig_min) const; void solvii(double alpha, double beta1, double beta2, KronVector &d1, KronVector &d2, double &eig_min) const; void solviip(double alpha, double betas, KronVector &d, double &eig_min) const; /* Computes: ⎛x₁⎞ ⎛d₁⎞ ⎛ α −β₁⎞ ⎛d₁⎞ ⎢ ⎥=⎢ ⎥+⎢ ⎥⊗Fᵀ⊗Fᵀ⊗…⊗K·⎢ ⎥ ⎝x₂⎠ ⎝d₂⎠ ⎝−β₂ α ⎠ ⎝d₂⎠ */ void linEval(double alpha, double beta1, double beta2, KronVector &x1, KronVector &x2, const ConstKronVector &d1, const ConstKronVector &d2) const; void linEval(double alpha, double beta1, double beta2, KronVector &x1, KronVector &x2, const KronVector &d1, const KronVector &d2) const { linEval(alpha, beta1, beta2, x1, x2, ConstKronVector(d1), ConstKronVector(d2)); } /* Computes: ⎛x₁⎞ ⎛d₁⎞ ⎛γ −δ₁⎞ ⎛d₁⎞ ⎛γ −δ₁⎞² ⎛d₁⎞ ⎢ ⎥=⎢ ⎥+2α⎢ ⎥⊗Fᵀ⊗Fᵀ⊗…⊗K·⎢ ⎥+(α²+β)⎢ ⎥ ⊗Fᵀ²⊗Fᵀ²⊗…⊗K²·⎢ ⎥ ⎝x₂⎠ ⎝d₂⎠ ⎝δ₂ γ ⎠ ⎝d₂⎠ ⎝δ₂ γ ⎠ ⎝d₂⎠ */ void quaEval(double alpha, double betas, double gamma, double delta1, double delta2, KronVector &x1, KronVector &x2, const ConstKronVector &d1, const ConstKronVector &d2) const; void quaEval(double alpha, double betas, double gamma, double delta1, double delta2, KronVector &x1, KronVector &x2, const KronVector &d1, const KronVector &d2) const { quaEval(alpha, betas, gamma, delta1, delta2, x1, x2, ConstKronVector(d1), ConstKronVector(d2)); } private: /* Returns square of size of minimal eigenvalue of the system solved, now obsolete */ double getEigSep(int depth) const; // Recursively calculates kronecker product of complex vectors (used in getEigSep) static void multEigVector(KronVector &eig, const Vector &feig, const Vector &keig); using const_diag_iter = QuasiTriangular::const_diag_iter; using const_row_iter = QuasiTriangular::const_row_iter; // Called from solvi void solviRealAndEliminate(double r, const_diag_iter di, KronVector &d, double &eig_min) const; void solviComplexAndEliminate(double r, const_diag_iter di, KronVector &d, double &eig_min) const; // Called from solviip void solviipRealAndEliminate(double alpha, double betas, const_diag_iter di, const_diag_iter dsi, KronVector &d, double &eig_min) const; void solviipComplexAndEliminate(double alpha, double betas, const_diag_iter di, const_diag_iter dsi, KronVector &d, double &eig_min) const; // Eliminations void solviEliminateReal(const_diag_iter di, KronVector &d, const KronVector &y, double divisor) const; void solviEliminateComplex(const_diag_iter di, KronVector &d, const KronVector &y1, const KronVector &y2, double divisor) const; void solviipEliminateReal(const_diag_iter di, const_diag_iter dsi, KronVector &d, const KronVector &y1, const KronVector &y2, double divisor, double divisor2) const; void solviipEliminateComplex(const_diag_iter di, const_diag_iter dsi, KronVector &d, const KronVector &y1, const KronVector &y11, const KronVector &y2, const KronVector &y22, double divisor) const; // Lemma 2 void solviipComplex(double alpha, double betas, double gamma, double delta1, double delta2, KronVector &d1, KronVector &d2, double &eig_min) const; // Norms for what we consider zero on diagonal of F static constexpr double diag_zero = 1.e-15; static constexpr double diag_zero_sq = diag_zero*diag_zero; }; #endif /* TRIANGULAR_SYLVESTER_H */