115 lines
3.4 KiB
C++
115 lines
3.4 KiB
C++
/*
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* Copyright © 2004-2011 Ondra Kamenik
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* Copyright © 2019 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef SYLV_MATRIX_H
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#define SYLV_MATRIX_H
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#include "GeneralMatrix.hh"
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#include "KronVector.hh"
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#include <utility>
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class SqSylvMatrix;
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class SylvMatrix : public GeneralMatrix
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{
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public:
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SylvMatrix(int m, int n)
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: GeneralMatrix(m, n)
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{
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}
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SylvMatrix(Vector d, int m, int n)
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: GeneralMatrix(std::move(d), m, n)
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{
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}
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SylvMatrix(const GeneralMatrix &m)
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: GeneralMatrix(m)
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{
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}
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SylvMatrix(const GeneralMatrix &m, int i, int j, int nrows, int ncols)
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: GeneralMatrix(m, i, j, nrows, ncols)
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{
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}
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SylvMatrix(GeneralMatrix &m, int i, int j, int nrows, int ncols)
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: GeneralMatrix(m, i, j, nrows, ncols)
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{
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}
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SylvMatrix(const SylvMatrix &m) = default;
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SylvMatrix(SylvMatrix &&m) = default;
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SylvMatrix &operator=(const SylvMatrix &m) = default;
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SylvMatrix &operator=(SylvMatrix &&m) = default;
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/* ⎛I 0⎞
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this = ⎝0 m⎠·this */
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void multLeftI(const SqSylvMatrix &m);
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/* ⎛I 0⎞
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this = ⎝0 mᵀ⎠·this */
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void multLeftITrans(const SqSylvMatrix &m);
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// this = (0 a)·b, so that (0 a) is square
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void multLeft(int zero_cols, const GeneralMatrix &a, const GeneralMatrix &b);
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// this = this·(m⊗m⊗…⊗m)
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void multRightKron(const SqSylvMatrix &m, int order);
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// this = this·(mᵀ⊗mᵀ⊗…⊗mᵀ)
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void multRightKronTrans(const SqSylvMatrix &m, int order);
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/* this = P·this, x = P·x, where P is gauss transformation setting
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a given element to zero */
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void eliminateLeft(int row, int col, Vector &x);
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/* this = this·P, x = Pᵀ·x, where P is gauss transformation setting
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a given element to zero */
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void eliminateRight(int row, int col, Vector &x);
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};
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class SqSylvMatrix : public SylvMatrix
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{
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public:
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SqSylvMatrix(int m) : SylvMatrix(m, m)
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{
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}
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SqSylvMatrix(Vector d, int m) : SylvMatrix(std::move(d), m, m)
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{
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}
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SqSylvMatrix(const SylvMatrix &m) : SylvMatrix(m)
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{
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}
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SqSylvMatrix(const SqSylvMatrix &m) = default;
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SqSylvMatrix(SqSylvMatrix &&m) = default;
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SqSylvMatrix(const GeneralMatrix &m, int i, int j, int nrows)
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: SylvMatrix(m, i, j, nrows, nrows)
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{
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}
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SqSylvMatrix(GeneralMatrix &m, int i, int j, int nrows)
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: SylvMatrix(m, i, j, nrows, nrows)
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{
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}
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SqSylvMatrix &operator=(const SqSylvMatrix &m) = default;
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SqSylvMatrix &operator=(SqSylvMatrix &&m) = default;
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// x = (this⊗this⊗…⊗this)·d
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void multVecKron(KronVector &x, const ConstKronVector &d) const;
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// x = (thisᵀ⊗thisᵀ⊗…⊗thisᵀ)·d
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void multVecKronTrans(KronVector &x, const ConstKronVector &d) const;
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// a = this⁻¹·a, b=this⁻¹·b */
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void multInvLeft2(GeneralMatrix &a, GeneralMatrix &b,
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double &rcond1, double &rcondinf) const;
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// this = I
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void setUnit();
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};
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#endif /* SYLV_MATRIX_H */
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