114 lines
4.0 KiB
C++
114 lines
4.0 KiB
C++
/*
|
|
* Copyright © 2005-2011 Ondra Kamenik
|
|
* Copyright © 2019-2022 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 <https://www.gnu.org/licenses/>.
|
|
*/
|
|
|
|
#include "dynmex.h"
|
|
#include "mex.h"
|
|
|
|
#include "GeneralSylvester.hh"
|
|
#include "SylvException.hh"
|
|
#include "int_power.hh"
|
|
|
|
void
|
|
gen_sylv_solve(int order, int n, int m, int zero_cols, const ConstVector& A, const ConstVector& B,
|
|
const ConstVector& C, Vector& X)
|
|
{
|
|
GeneralSylvester s(order, n, m, zero_cols, A, B, C, X, false);
|
|
s.solve();
|
|
}
|
|
|
|
mxArray*
|
|
gen_sylv_solve_and_check(int order, int n, int m, int zero_cols, const ConstVector& A,
|
|
const ConstVector& B, const ConstVector& C, const ConstVector& D,
|
|
Vector& X)
|
|
{
|
|
GeneralSylvester s(order, n, m, zero_cols, A, B, C, X, true);
|
|
s.solve();
|
|
s.check(D);
|
|
return s.getParams().createStructArray();
|
|
}
|
|
|
|
extern "C"
|
|
{
|
|
void
|
|
mexFunction(int nlhs, mxArray* plhs[], int nhrs, const mxArray* prhs[])
|
|
{
|
|
if (nhrs != 5 || nlhs > 2 || nlhs < 1)
|
|
mexErrMsgTxt("Gensylv: Must have exactly 5 input args and either 1 or 2 output args.");
|
|
|
|
if (!(mxIsScalar(prhs[0]) && mxIsNumeric(prhs[0])))
|
|
mexErrMsgTxt("First argument should be a numeric scalar");
|
|
|
|
auto order = static_cast<int>(mxGetScalar(prhs[0]));
|
|
const mxArray* const A = prhs[1];
|
|
const mxArray* const B = prhs[2];
|
|
const mxArray* const C = prhs[3];
|
|
const mxArray* const D = prhs[4];
|
|
|
|
if (!mxIsDouble(A) || mxIsComplex(A) || mxIsSparse(A))
|
|
mexErrMsgTxt("Matrix A must be a real dense matrix.");
|
|
if (!mxIsDouble(B) || mxIsComplex(B) || mxIsSparse(B))
|
|
mexErrMsgTxt("Matrix B must be a real dense matrix.");
|
|
if (!mxIsDouble(C) || mxIsComplex(C) || mxIsSparse(C))
|
|
mexErrMsgTxt("Matrix C must be a real dense matrix.");
|
|
if (!mxIsDouble(D) || mxIsComplex(D) || mxIsSparse(D))
|
|
mexErrMsgTxt("Matrix D must be a real dense matrix.");
|
|
|
|
const mwSize* const Adims = mxGetDimensions(A);
|
|
const mwSize* const Bdims = mxGetDimensions(B);
|
|
const mwSize* const Cdims = mxGetDimensions(C);
|
|
const mwSize* const Ddims = mxGetDimensions(D);
|
|
|
|
if (Adims[0] != Adims[1])
|
|
mexErrMsgTxt("Matrix A must be a square matrix.");
|
|
if (Adims[0] != Bdims[0])
|
|
mexErrMsgTxt("Matrix A and matrix B must have the same number of rows.");
|
|
if (Adims[0] != Ddims[0])
|
|
mexErrMsgTxt("Matrix A and matrix B must have the same number of rows.");
|
|
if (Cdims[0] != Cdims[1])
|
|
mexErrMsgTxt("Matrix C must be square.");
|
|
if (Bdims[0] < Bdims[1])
|
|
mexErrMsgTxt("Matrix B must not have more columns than rows.");
|
|
if (Ddims[1] != static_cast<mwSize>(power(Cdims[0], order)))
|
|
mexErrMsgTxt("Matrix D has wrong number of columns.");
|
|
|
|
auto n = static_cast<int>(Adims[0]);
|
|
auto m = static_cast<int>(Cdims[0]);
|
|
auto zero_cols = static_cast<int>(Bdims[0] - Bdims[1]);
|
|
mxArray* X = mxCreateDoubleMatrix(Ddims[0], Ddims[1], mxREAL);
|
|
// copy D to X
|
|
ConstVector Avec {A}, Bvec {B}, Cvec {C}, Dvec {D};
|
|
Vector Xvec {X};
|
|
Xvec = Dvec;
|
|
// solve (or solve and check)
|
|
try
|
|
{
|
|
if (nlhs == 1)
|
|
gen_sylv_solve(order, n, m, zero_cols, Avec, Bvec, Cvec, Xvec);
|
|
else if (nlhs == 2)
|
|
plhs[1] = gen_sylv_solve_and_check(order, n, m, zero_cols, Avec, Bvec, Cvec, Dvec, Xvec);
|
|
}
|
|
catch (const SylvException& e)
|
|
{
|
|
mexErrMsgTxt(e.getMessage().c_str());
|
|
}
|
|
plhs[0] = X;
|
|
}
|
|
};
|