73 lines
2.0 KiB
C++
73 lines
2.0 KiB
C++
/*
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* Copyright © 2004-2011 Ondra Kamenik
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* Copyright © 2019-2023 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 <https://www.gnu.org/licenses/>.
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*/
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#include "SchurDecomp.hh"
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#include <memory>
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#include <vector>
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#include <dynlapack.h>
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SchurDecomp::SchurDecomp(const SqSylvMatrix& m) : q(m.nrows())
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{
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lapack_int rows = m.nrows();
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SqSylvMatrix auxt(m);
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lapack_int lda = auxt.getLD(), ldvs = q.getLD();
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lapack_int sdim;
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std::vector<double> wr(rows), wi(rows);
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lapack_int lwork = 6 * rows;
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std::vector<double> work(lwork);
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lapack_int info;
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dgees("V", "N", nullptr, &rows, auxt.base(), &lda, &sdim, wr.data(), wi.data(), q.base(), &ldvs,
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work.data(), &lwork, nullptr, &info);
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t_storage = std::make_unique<QuasiTriangular>(auxt.getData(), rows);
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t = t_storage.get();
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}
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SchurDecomp::SchurDecomp(const QuasiTriangular& tr) :
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q(tr.nrows()), t_storage {std::make_unique<QuasiTriangular>(tr)}, t {t_storage.get()}
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{
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q.setUnit();
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}
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SchurDecomp::SchurDecomp(QuasiTriangular& tr) : q(tr.nrows()), t {&tr}
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{
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q.setUnit();
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}
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int
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SchurDecomp::getDim() const
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{
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return t->nrows();
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}
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SchurDecompZero::SchurDecompZero(const GeneralMatrix& m) :
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SchurDecomp(SqSylvMatrix(m, m.nrows() - m.ncols(), 0, m.ncols())),
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ru(m, 0, 0, m.nrows() - m.ncols(), m.ncols())
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{
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ru.multRight(getQ());
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}
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int
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SchurDecompZero::getDim() const
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{
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return getT().nrows() + ru.nrows();
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}
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