dynare/dynare++/sylv/cc/SimilarityDecomp.h

42 lines
1.1 KiB
C++

/* $Header: /var/lib/cvs/dynare_cpp/sylv/cc/SimilarityDecomp.h,v 1.1.1.1 2004/06/04 13:00:44 kamenik Exp $ */
/* Tag $Name: $ */
#ifndef SIMILARITY_DECOMP_H
#define SIMILARITY_DECOMP_H
#include "SylvMatrix.h"
#include "BlockDiagonal.h"
#include "SylvParams.h"
class SimilarityDecomp {
SqSylvMatrix* q;
BlockDiagonal* b;
SqSylvMatrix* invq;
typedef BlockDiagonal::diag_iter diag_iter;
public:
SimilarityDecomp(const double* d, int d_size, double log10norm = 3.0);
virtual ~SimilarityDecomp();
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 */
// Local Variables:
// mode:C++
// End: