/* $Header: /var/lib/cvs/dynare_cpp/sylv/cc/SylvMatrix.cpp,v 1.1.1.1 2004/06/04 13:00:44 kamenik Exp $ */ /* Tag $Name: $ */ #include "SylvException.h" #include "SylvMatrix.h" #include #include #include #include #include void SylvMatrix::multLeftI(const SqSylvMatrix& m) { int off = rows - m.numRows(); if (off < 0) { throw SYLV_MES_EXCEPTION("Wrong matrix dimensions for multLeftI."); } GeneralMatrix subtmp(*this, off, 0, m.numRows(), cols); subtmp.multLeft(m); } void SylvMatrix::multLeftITrans(const SqSylvMatrix& m) { int off = rows - m.numRows(); if (off < 0) { throw SYLV_MES_EXCEPTION("Wrong matrix dimensions for multLeftITrans."); } GeneralMatrix subtmp(*this, off, 0, m.numRows(), cols); subtmp.multLeftTrans(m); } void SylvMatrix::multLeft(int zero_cols, const GeneralMatrix& a, const GeneralMatrix& b) { int off = a.numRows() - a.numCols(); if (off < 0 || a.numRows() != rows || off != zero_cols || rows != b.numRows() || cols != b.numCols()) { throw SYLV_MES_EXCEPTION("Wrong matrix dimensions for multLeft."); } // here we cannot call SylvMatrix::gemm since it would require // another copy of (usually big) b (we are not able to do inplace // submatrix of const GeneralMatrix) if (a.getLD() > 0 && ld > 0) { blas_int mm = a.numRows(); blas_int nn = cols; blas_int kk = a.numCols(); double alpha = 1.0; blas_int lda = a.getLD(); blas_int ldb = ld; double beta = 0.0; blas_int ldc = ld; dgemm("N", "N", &mm, &nn, &kk, &alpha, a.getData().base(), &lda, b.getData().base()+off, &ldb, &beta, data.base(), &ldc); } } void SylvMatrix::multRightKron(const SqSylvMatrix& m, int order) { if (power(m.numRows(), order) != cols) { throw SYLV_MES_EXCEPTION("Wrong number of cols for right kron multiply."); } KronVector auxrow(m.numRows(), m.numRows(), order-1); for (int i = 0; i < rows; i++) { Vector rowi(data.base()+i, rows, cols); KronVector rowikron(rowi, m.numRows(), m.numRows(), order-1); auxrow = rowi; // copy data m.multVecKronTrans(rowikron, auxrow); } } void SylvMatrix::multRightKronTrans(const SqSylvMatrix& m, int order) { if (power(m.numRows(), order) != cols) { throw SYLV_MES_EXCEPTION("Wrong number of cols for right kron multiply."); } KronVector auxrow(m.numRows(), m.numRows(), order-1); for (int i = 0; i < rows; i++) { Vector rowi(data.base()+i, rows, cols); KronVector rowikron(rowi, m.numRows(), m.numRows(), order-1); auxrow = rowi; // copy data m.multVecKron(rowikron, auxrow); } } void SylvMatrix::eliminateLeft(int row, int col, Vector& x) { double d = get(col, col); double e = get(row, col); if (std::abs(d) > std::abs(e)) { get(row, col) = 0.0; double mult = e/d; for (int i = col + 1; i < numCols(); i++) { get(row, i) = get(row, i) - mult*get(col, i); } x[row] = x[row] - mult*x[col]; } else if (std::abs(e) > std::abs(d)) { get(row, col) = 0.0; get(col, col) = e; double mult = d/e; for (int i = col + 1; i < numCols(); i++) { double tx = get(col, i); double ty = get(row, i); get(col, i) = ty; get(row, i) = tx - mult*ty; } double tx = x[col]; double ty = x[row]; x[col] = ty; x[row] = tx - mult*ty; } } void SylvMatrix::eliminateRight(int row, int col, Vector& x) { double d = get(row, row); double e = get(row, col); if (std::abs(d) > std::abs(e)) { get(row, col) = 0.0; double mult = e/d; for (int i = 0; i < row; i++) { get(i, col) = get(i, col) - mult*get(i, row); } x[col] = x[col] - mult*x[row]; } else if (std::abs(e) > std::abs(d)) { get(row, col) = 0.0; get(row, row) = e; double mult = d/e; for (int i = 0; i < row; i++) { double tx = get(i, row); double ty = get(i, col); get(i, row) = ty; get(i, col) = tx - mult*ty; } double tx = x[row]; double ty = x[col]; x[row] = ty; x[col] = tx - mult*ty; } } SqSylvMatrix::SqSylvMatrix(const GeneralMatrix& a, const GeneralMatrix& b) : SylvMatrix(a,b) { if (rows != cols) throw SYLV_MES_EXCEPTION("Wrong matrix dimensions in multiplication constructor of square matrix."); } void SqSylvMatrix::multVecKron(KronVector& x, const KronVector& d) const { x.zeros(); if (d.getDepth() == 0) { multaVec(x, d); } else { KronVector aux(x.getM(), x.getN(), x.getDepth()); for (int i = 0; i < x.getM(); i++) { KronVector auxi(aux, i); ConstKronVector di(d, i); multVecKron(auxi, di); } for (int i = 0; i < rows; i++) { KronVector xi(x, i); for (int j = 0; j < cols; j++) { KronVector auxj(aux, j); xi.add(get(i,j),auxj); } } } } void SqSylvMatrix::multVecKronTrans(KronVector& x, const KronVector& d) const { x.zeros(); if (d.getDepth() == 0) { multaVecTrans(x, d); } else { KronVector aux(x.getM(), x.getN(), x.getDepth()); for (int i = 0; i < x.getM(); i++) { KronVector auxi(aux, i); ConstKronVector di(d, i); multVecKronTrans(auxi, di); } for (int i = 0; i < rows; i++) { KronVector xi(x, i); for (int j = 0; j < cols; j++) { KronVector auxj(aux, j); xi.add(get(j,i), auxj); } } } } void SqSylvMatrix::multInvLeft2(GeneralMatrix& a, GeneralMatrix& b, double& rcond1, double& rcondinf) const { if (rows != a.numRows() || rows != b.numRows()) { throw SYLV_MES_EXCEPTION("Wrong dimensions for multInvLeft2."); } // PLU factorization Vector inv(data); lapack_int * const ipiv = new lapack_int[rows]; lapack_int info; lapack_int rows2 = rows; dgetrf(&rows2, &rows2, inv.base(), &rows2, ipiv, &info); // solve a lapack_int acols = a.numCols(); double* abase = a.base(); dgetrs("N", &rows2, &acols, inv.base(), &rows2, ipiv, abase, &rows2, &info); // solve b lapack_int bcols = b.numCols(); double* bbase = b.base(); dgetrs("N", &rows2, &bcols, inv.base(), &rows2, ipiv, bbase, &rows2, &info); delete [] ipiv; // condition numbers double* const work = new double[4*rows]; lapack_int* const iwork = new lapack_int[rows]; double norm1 = getNorm1(); dgecon("1", &rows2, inv.base(), &rows2, &norm1, &rcond1, work, iwork, &info); double norminf = getNormInf(); dgecon("I", &rows2, inv.base(), &rows2, &norminf, &rcondinf, work, iwork, &info); delete [] iwork; delete [] work; } void SqSylvMatrix::setUnit() { for (int i = 0; i < rows; i++) { for (int j = 0; j < cols; j++) { if (i==j) get(i,j) = 1.0; else get(i,j) = 0.0; } } } // Local Variables: // mode:C++ // End: