dynare/dynare++/kord/first_order.hh

85 lines
1.8 KiB
C++

// Copyright 2004, Ondra Kamenik
// First order at deterministic steady
#ifndef FIRST_ORDER_H
#define FIRST_ORDER_H
#include "korder.hh"
template<int>
class FirstOrderDerivs;
class FirstOrder
{
template <int>
friend class FirstOrderDerivs;
PartitionY ypart;
int nu;
TwoDMatrix gy;
TwoDMatrix gu;
bool bk_cond;
double b_error;
int sdim;
Vector alphar;
Vector alphai;
Vector beta;
double qz_criterium;
Journal &journal;
public:
FirstOrder(int num_stat, int num_pred, int num_both, int num_forw,
int num_u, const FSSparseTensor &f, Journal &jr, double qz_crit)
: ypart(num_stat, num_pred, num_both, num_forw),
nu(num_u),
gy(ypart.ny(), ypart.nys()),
gu(ypart.ny(), nu),
alphar(ypart.ny()+ypart.nboth),
alphai(ypart.ny()+ypart.nboth),
beta(ypart.ny()+ypart.nboth),
qz_criterium(qz_crit),
journal(jr)
{
solve(FFSTensor(f));
}
bool
isStable() const
{
return bk_cond;
}
const TwoDMatrix &
getGy() const
{
return gy;
}
const TwoDMatrix &
getGu() const
{
return gu;
}
protected:
void solve(const TwoDMatrix &f);
void journalEigs();
};
/* This class only converts the derivatives $g_{y^*}$ and $g_u$ to a
folded or unfolded container. */
template <int t>
class FirstOrderDerivs : public ctraits<t>::Tg
{
public:
FirstOrderDerivs(const FirstOrder &fo)
: ctraits<t>::Tg(4)
{
IntSequence nvs(4);
nvs[0] = fo.ypart.nys(); nvs[1] = fo.nu; nvs[2] = fo.nu; nvs[3] = 1;
_Ttensor *ten = new _Ttensor(fo.ypart.ny(), TensorDimens(Symmetry(1, 0, 0, 0), nvs));
ten->zeros(); ten->add(1.0, fo.gy);
this->insert(ten);
ten = new _Ttensor(fo.ypart.ny(), TensorDimens(Symmetry(0, 1, 0, 0), nvs));
ten->zeros(); ten->add(1.0, fo.gu);
this->insert(ten);
}
};
#endif