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 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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#include "IterativeSylvester.hh"
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#include "KronUtils.hh"
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void
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IterativeSylvester::solve(SylvParams &pars, KronVector &x) const
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{
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int max_steps = *(pars.max_num_iter);
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int steps = 1;
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double max_norm = *(pars.convergence_tol);
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double norm = performFirstStep(x);
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auto kpow = matrixK->clone();
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auto fpow = matrixF->clone();
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while (steps < max_steps && norm > max_norm)
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{
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kpow->multRight(SqSylvMatrix(*kpow)); // be careful to make copy
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fpow->multRight(SqSylvMatrix(*fpow)); // also here
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norm = performStep(*kpow, *fpow, x);
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steps++;
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}
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pars.converged = (norm <= max_norm);
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pars.iter_last_norm = norm;
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pars.num_iter = steps;
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}
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double
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IterativeSylvester::performFirstStep(KronVector &x) const
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{
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KronVector xtmp(const_cast<const KronVector &>(x));
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KronUtils::multKron(*matrixF, *matrixK, xtmp);
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x.add(-1., xtmp);
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double norm = xtmp.getMax();
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return norm;
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}
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double
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IterativeSylvester::performStep(const QuasiTriangular &k, const QuasiTriangular &f,
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KronVector &x)
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{
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KronVector xtmp(const_cast<const KronVector &>(x));
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KronUtils::multKron(f, k, xtmp);
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x.add(1.0, xtmp);
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double norm = xtmp.getMax();
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return norm;
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}
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