/* * 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 . */ #include "BlockDiagonal.hh" #include "int_power.hh" #include #include BlockDiagonal::BlockDiagonal(ConstVector d, int d_size) : QuasiTriangular(std::move(d), d_size), row_len(d_size), col_len(d_size) { for (int i = 0; i < d_size; i++) { row_len[i] = d_size; col_len[i] = 0; } } BlockDiagonal::BlockDiagonal(const QuasiTriangular &t) : QuasiTriangular(t), row_len(t.nrows()), col_len(t.nrows()) { for (int i = 0; i < t.nrows(); i++) { row_len[i] = t.nrows(); col_len[i] = 0; } } /* Put zeroes to right upper submatrix whose first column is defined by ‘edge’ */ void BlockDiagonal::setZerosToRU(diag_iter edge) { int iedge = edge->getIndex(); for (int i = 0; i < iedge; i++) for (int j = iedge; j < ncols(); j++) get(i, j) = 0.0; } /* Updates row_len and col_len so that there are zeroes in upper right part, i.e. ⎛T1 0⎞ ⎝ 0 T2⎠. The first column of T2 is given by diagonal iterator ‘edge’. Note the semantics of row_len and col_len. row_len[i] is distance of the right-most non-zero element of i-th row from the left, and col_len[j] is distance of top-most non-zero element of j-th column to the top. (First element has distance 1). */ void BlockDiagonal::setZeroBlockEdge(diag_iter edge) { setZerosToRU(edge); int iedge = edge->getIndex(); for (diag_iter run = diag_begin(); run != edge; ++run) { int ind = run->getIndex(); if (row_len[ind] > iedge) { row_len[ind] = iedge; if (!run->isReal()) row_len[ind+1] = iedge; } } for (diag_iter run = edge; run != diag_end(); ++run) { int ind = run->getIndex(); if (col_len[ind] < iedge) { col_len[ind] = iedge; if (!run->isReal()) col_len[ind+1] = iedge; } } } BlockDiagonal::const_col_iter BlockDiagonal::col_begin(const DiagonalBlock &b) const { int jbar = b.getIndex(); int d_size = diagonal.getSize(); return const_col_iter(&getData()[jbar*d_size + col_len[jbar]], d_size, b.isReal(), col_len[jbar]); } BlockDiagonal::col_iter BlockDiagonal::col_begin(const DiagonalBlock &b) { int jbar = b.getIndex(); int d_size = diagonal.getSize(); return col_iter(&getData()[jbar*d_size + col_len[jbar]], d_size, b.isReal(), col_len[jbar]); } BlockDiagonal::const_row_iter BlockDiagonal::row_end(const DiagonalBlock &b) const { int jbar = b.getIndex(); int d_size = diagonal.getSize(); return const_row_iter(&getData()[d_size*row_len[jbar]+jbar], d_size, b.isReal(), row_len[jbar]); } BlockDiagonal::row_iter BlockDiagonal::row_end(const DiagonalBlock &b) { int jbar = b.getIndex(); int d_size = diagonal.getSize(); return row_iter(&getData()[d_size*row_len[jbar]+jbar], d_size, b.isReal(), row_len[jbar]); } int BlockDiagonal::getNumZeros() const { int sum = 0; for (int i = 0; i < diagonal.getSize(); i++) sum += diagonal.getSize() - row_len[i]; return sum; } QuasiTriangular::const_diag_iter BlockDiagonal::findBlockStart(const_diag_iter from) const { if (from != diag_end()) { ++from; while (from != diag_end() && col_len[from->getIndex()] != from->getIndex()) ++from; } return from; } int BlockDiagonal::getLargestBlock() const { int largest = 0; const_diag_iter start = diag_begin(); const_diag_iter end = findBlockStart(start); while (start != diag_end()) { int si = start->getIndex(); int ei = diagonal.getSize(); if (end != diag_end()) ei = end->getIndex(); largest = std::max(largest, ei-si); start = end; end = findBlockStart(start); } return largest; } void BlockDiagonal::savePartOfX(int si, int ei, const KronVector &x, Vector &work) { for (int i = si; i < ei; i++) { ConstKronVector xi(x, i); Vector target(work, (i-si)*xi.length(), xi.length()); target = xi; } } void BlockDiagonal::multKronBlock(const_diag_iter start, const_diag_iter end, KronVector &x, Vector &work) const { int si = start->getIndex(); int ei = diagonal.getSize(); if (end != diag_end()) ei = end->getIndex(); savePartOfX(si, ei, x, work); for (const_diag_iter di = start; di != end; ++di) { int jbar = di->getIndex(); if (di->isReal()) { KronVector xi(x, jbar); xi.zeros(); Vector wi(work, (jbar-si)*xi.length(), xi.length()); xi.add(*(di->getAlpha()), wi); for (const_row_iter ri = row_begin(*di); ri != row_end(*di); ++ri) { int col = ri.getCol(); Vector wj(work, (col-si)*xi.length(), xi.length()); xi.add(*ri, wj); } } else { KronVector xi(x, jbar); KronVector xii(x, jbar+1); xi.zeros(); xii.zeros(); Vector wi(work, (jbar-si)*xi.length(), xi.length()); Vector wii(work, (jbar+1-si)*xi.length(), xi.length()); xi.add(*(di->getAlpha()), wi); xi.add(di->getBeta1(), wii); xii.add(di->getBeta2(), wi); xii.add(*(di->getAlpha()), wii); for (const_row_iter ri = row_begin(*di); ri != row_end(*di); ++ri) { int col = ri.getCol(); Vector wj(work, (col-si)*xi.length(), xi.length()); xi.add(ri.a(), wj); xii.add(ri.b(), wj); } } } } void BlockDiagonal::multKronBlockTrans(const_diag_iter start, const_diag_iter end, KronVector &x, Vector &work) const { int si = start->getIndex(); int ei = diagonal.getSize(); if (end != diag_end()) ei = end->getIndex(); savePartOfX(si, ei, x, work); for (const_diag_iter di = start; di != end; ++di) { int jbar = di->getIndex(); if (di->isReal()) { KronVector xi(x, jbar); xi.zeros(); Vector wi(work, (jbar-si)*xi.length(), xi.length()); xi.add(*(di->getAlpha()), wi); for (const_col_iter ci = col_begin(*di); ci != col_end(*di); ++ci) { int row = ci.getRow(); Vector wj(work, (row-si)*xi.length(), xi.length()); xi.add(*ci, wj); } } else { KronVector xi(x, jbar); KronVector xii(x, jbar+1); xi.zeros(); xii.zeros(); Vector wi(work, (jbar-si)*xi.length(), xi.length()); Vector wii(work, (jbar+1-si)*xi.length(), xi.length()); xi.add(*(di->getAlpha()), wi); xi.add(di->getBeta2(), wii); xii.add(di->getBeta1(), wi); xii.add(*(di->getAlpha()), wii); for (const_col_iter ci = col_begin(*di); ci != col_end(*di); ++ci) { int row = ci.getRow(); Vector wj(work, (row-si)*xi.length(), xi.length()); xi.add(ci.a(), wj); xii.add(ci.b(), wj); } } } } void BlockDiagonal::multKron(KronVector &x) const { int largest = getLargestBlock(); Vector work(largest *x.getN()*power(x.getM(), x.getDepth()-1)); const_diag_iter start = diag_begin(); const_diag_iter end = findBlockStart(start); while (start != diag_end()) { multKronBlock(start, end, x, work); start = end; end = findBlockStart(start); } } void BlockDiagonal::multKronTrans(KronVector &x) const { int largest = getLargestBlock(); Vector work(largest *x.getN()*power(x.getM(), x.getDepth()-1)); const_diag_iter start = diag_begin(); const_diag_iter end = findBlockStart(start); while (start != diag_end()) { multKronBlockTrans(start, end, x, work); start = end; end = findBlockStart(start); } } void BlockDiagonal::printInfo() const { std::cout << "Block sizes:"; int num_blocks = 0; const_diag_iter start = diag_begin(); const_diag_iter end = findBlockStart(start); while (start != diag_end()) { int si = start->getIndex(); int ei = diagonal.getSize(); if (end != diag_end()) ei = end->getIndex(); std::cout << ' ' << ei-si; num_blocks++; start = end; end = findBlockStart(start); } std::cout << std::endl << "Num blocks: " << num_blocks << std::endl << "There are " << getNumZeros() << " zeros out of " << getNumOffdiagonal() << std::endl; } int BlockDiagonal::getNumBlocks() const { int num_blocks = 0; const_diag_iter start = diag_begin(); const_diag_iter end = findBlockStart(start); while (start != diag_end()) { num_blocks++; start = end; end = findBlockStart(start); } return num_blocks; }