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