/* * 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 "IterativeSylvester.hh" #include "KronUtils.hh" void IterativeSylvester::solve(SylvParams &pars, KronVector &x) const { int max_steps = *(pars.max_num_iter); int steps = 1; double max_norm = *(pars.convergence_tol); double norm = performFirstStep(x); auto kpow = matrixK->clone(); auto fpow = matrixF->clone(); while (steps < max_steps && norm > max_norm) { kpow->multRight(SqSylvMatrix(*kpow)); // be careful to make copy fpow->multRight(SqSylvMatrix(*fpow)); // also here norm = performStep(*kpow, *fpow, x); steps++; } pars.converged = (norm <= max_norm); pars.iter_last_norm = norm; pars.num_iter = steps; } double IterativeSylvester::performFirstStep(KronVector &x) const { KronVector xtmp(const_cast(x)); KronUtils::multKron(*matrixF, *matrixK, xtmp); x.add(-1., xtmp); double norm = xtmp.getMax(); return norm; } double IterativeSylvester::performStep(const QuasiTriangular &k, const QuasiTriangular &f, KronVector &x) { KronVector xtmp(const_cast(x)); KronUtils::multKron(f, k, xtmp); x.add(1.0, xtmp); double norm = xtmp.getMax(); return norm; }