62 lines
1.8 KiB
C++
62 lines
1.8 KiB
C++
/*
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* Copyright (C) 2010 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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#include <iostream>
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#include "GeneralizedSchurDecomposition.hh"
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int
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main(int argc, char **argv)
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{
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size_t n = 3;
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double D_data[] = { 1, 2, 3,
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4, 5, 6,
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7, 8, 9 };
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double E_data[] = { 1, -3, 4,
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-7, 9, 1,
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-3, 4, 0 };
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MatrixView D(D_data, n, n, n), E(E_data, n, n, n);
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// Need to transpose because internally matrices are in column-major order
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mat::transpose(D);
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mat::transpose(E);
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std::cout << "D =" << std::endl << D << std::endl;
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std::cout << "E =" << std::endl << E << std::endl;
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GeneralizedSchurDecomposition GSD(n, 1.00001);
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Matrix S(n), T(n), Z(n);
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size_t sdim;
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GSD.compute(D, E, S, T, Z, sdim);
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std::cout << "S =" << std::endl << S << std::endl;
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std::cout << "T =" << std::endl << T << std::endl;
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std::cout << "Z =" << std::endl << Z << std::endl;
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Vector eig_real(n), eig_cmplx(n);
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GSD.getGeneralizedEigenvalues(eig_real, eig_cmplx);
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std::cout << "Real part of generalized eigenvalues: " << std::endl << eig_real << std::endl;
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std::cout << "Complex part of generalized eigenvalues: " << std::endl << eig_cmplx << std::endl;
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return 0;
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}
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