72 lines
2.3 KiB
C++
72 lines
2.3 KiB
C++
/*
|
|
* 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 <http://www.gnu.org/licenses/>.
|
|
*/
|
|
|
|
#ifndef SYLVESTER_SOLVER_H
|
|
#define SYLVESTER_SOLVER_H
|
|
|
|
#include "KronVector.hh"
|
|
#include "QuasiTriangular.hh"
|
|
#include "QuasiTriangularZero.hh"
|
|
#include "SimilarityDecomp.hh"
|
|
#include "SylvParams.hh"
|
|
#include "SchurDecomp.hh"
|
|
|
|
#include <memory>
|
|
|
|
class SylvesterSolver
|
|
{
|
|
protected:
|
|
const std::unique_ptr<const QuasiTriangular> matrixK;
|
|
const std::unique_ptr<const QuasiTriangular> matrixF;
|
|
private:
|
|
/* Return true when it is more efficient to use QuasiTriangular
|
|
than QuasiTriangularZero */
|
|
static bool
|
|
zeroPad(const SchurDecompZero &kdecomp)
|
|
{
|
|
return ((kdecomp.getZeroCols()*3 < kdecomp.getDim()*2)
|
|
|| (kdecomp.getZeroCols() < 10));
|
|
}
|
|
public:
|
|
SylvesterSolver(const QuasiTriangular &k, const QuasiTriangular &f)
|
|
: matrixK(std::make_unique<QuasiTriangular>(k)),
|
|
matrixF(std::make_unique<QuasiTriangular>(f))
|
|
{
|
|
}
|
|
SylvesterSolver(const SchurDecompZero &kdecomp, const SchurDecomp &fdecomp)
|
|
: matrixK((zeroPad(kdecomp)) ?
|
|
std::make_unique<QuasiTriangular>(kdecomp) :
|
|
std::make_unique<QuasiTriangularZero>(kdecomp)),
|
|
matrixF(std::make_unique<QuasiTriangular>(fdecomp))
|
|
{
|
|
}
|
|
SylvesterSolver(const SchurDecompZero &kdecomp, const SimilarityDecomp &fdecomp)
|
|
: matrixK((zeroPad(kdecomp)) ?
|
|
std::make_unique<QuasiTriangular>(kdecomp) :
|
|
std::make_unique<QuasiTriangularZero>(kdecomp)),
|
|
matrixF(std::make_unique<BlockDiagonal>(fdecomp.getB()))
|
|
{
|
|
}
|
|
virtual ~SylvesterSolver() = default;
|
|
virtual void solve(SylvParams &pars, KronVector &x) const = 0;
|
|
};
|
|
|
|
#endif /* SYLVESTER_SOLVER_H */
|