59 lines
1.7 KiB
C++
59 lines
1.7 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 SYM_SCHUR_DECOMP_HH
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#define SYM_SCHUR_DECOMP_HH
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#include "SylvMatrix.hh"
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class SymSchurDecomp
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{
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protected:
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Vector lambda;
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SqSylvMatrix q;
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public:
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/* Computes the factorization A = Q·Λ·Qᵀ, where A is assummed to be
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symmetric and Λ real diagonal, hence a vector. */
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SymSchurDecomp(const ConstGeneralMatrix& a);
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SymSchurDecomp(const SymSchurDecomp& ssd) = default;
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virtual ~SymSchurDecomp() = default;
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[[nodiscard]] const Vector&
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getLambda() const
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{
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return lambda;
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}
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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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/* Return factor F·Fᵀ = A, raises and exception if A is not
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positive semidefinite, F must be square. */
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void getFactor(GeneralMatrix& f) const;
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// Returns true if A is positive semidefinite.
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[[nodiscard]] bool isPositiveSemidefinite() const;
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/* Correct definitness. This sets all eigenvalues between minus
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tolerance and zero to zero. */
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void correctDefinitness(double tol);
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};
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#endif
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