67 lines
1.9 KiB
C++
67 lines
1.9 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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#ifndef SIMILARITY_DECOMP_HH
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#define SIMILARITY_DECOMP_HH
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#include "BlockDiagonal.hh"
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#include "SylvMatrix.hh"
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#include "SylvParams.hh"
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#include <memory>
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class SimilarityDecomp
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{
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std::unique_ptr<SqSylvMatrix> q;
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std::unique_ptr<BlockDiagonal> b;
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std::unique_ptr<SqSylvMatrix> invq;
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using diag_iter = BlockDiagonal::diag_iter;
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public:
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SimilarityDecomp(const ConstVector& d, int d_size, double log10norm = 3.0);
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virtual ~SimilarityDecomp() = default;
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[[nodiscard]] const SqSylvMatrix&
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getQ() const
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{
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return *q;
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}
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[[nodiscard]] const SqSylvMatrix&
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getInvQ() const
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{
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return *invq;
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}
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[[nodiscard]] const BlockDiagonal&
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getB() const
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{
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return *b;
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}
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void check(SylvParams& pars, const GeneralMatrix& m) const;
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void infoToPars(SylvParams& pars) const;
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protected:
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void getXDim(diag_iter start, diag_iter end, int& rows, int& cols) const;
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bool solveX(diag_iter start, diag_iter end, GeneralMatrix& X, double norm) const;
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void updateTransform(diag_iter start, diag_iter end, GeneralMatrix& X);
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void bringGuiltyBlock(diag_iter start, diag_iter& end);
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void diagonalize(double norm);
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};
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#endif
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