dynare/mex/sources/estimation/libmat/QRDecomposition.cc

40 lines
1.1 KiB
C++

/*
* Copyright (C) 2010 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 <http://www.gnu.org/licenses/>.
*/
#include <algorithm> // For std::min
#include "QRDecomposition.hh"
QRDecomposition::QRDecomposition(size_t rows_arg, size_t cols_arg, size_t cols2_arg) :
rows(rows_arg), cols(cols_arg), mind(std::min(rows, cols)), cols2(cols2_arg),
lwork(rows*cols), lwork2(cols2)
{
work = new double[lwork];
work2 = new double[lwork2];
tau = new double[mind];
}
QRDecomposition::~QRDecomposition()
{
delete[] work;
delete[] work2;
delete[] tau;
}