52 lines
1.1 KiB
C++
52 lines
1.1 KiB
C++
/* $Header: /var/lib/cvs/dynare_cpp/sylv/cc/SchurDecomp.h,v 1.1.1.1 2004/06/04 13:00:44 kamenik Exp $ */
|
|
|
|
/* Tag $Name: $ */
|
|
|
|
#ifndef SYM_SCHUR_DECOMP_H
|
|
#define SYM_SCHUR_DECOMP_H
|
|
|
|
#include "SylvMatrix.h"
|
|
|
|
class SymSchurDecomp
|
|
{
|
|
protected:
|
|
Vector lambda;
|
|
SqSylvMatrix q;
|
|
public:
|
|
/** Calculates A = Q*Lambda*Q^T, where A is assummed to be
|
|
* symmetric and Lambda real diagonal, hence a vector. */
|
|
SymSchurDecomp(const GeneralMatrix &a);
|
|
SymSchurDecomp(const SymSchurDecomp &ssd)
|
|
: lambda(ssd.lambda), q(ssd.q)
|
|
{
|
|
}
|
|
virtual ~SymSchurDecomp()
|
|
{
|
|
}
|
|
const Vector &
|
|
getLambda() const
|
|
{
|
|
return lambda;
|
|
}
|
|
const SqSylvMatrix &
|
|
getQ() const
|
|
{
|
|
return q;
|
|
}
|
|
/** Return factor F*F^T = A, raises and exception if A is not
|
|
* positive semidefinite, F must be square. */
|
|
void getFactor(GeneralMatrix &f) const;
|
|
/** Returns true if A is positive semidefinite. */
|
|
bool isPositiveSemidefinite() const;
|
|
/** Correct definitness. This sets all eigenvalues between minus
|
|
* tolerance and zero to zero. */
|
|
void correctDefinitness(double tol);
|
|
|
|
};
|
|
|
|
#endif
|
|
|
|
// Local Variables:
|
|
// mode:C++
|
|
// End:
|