73 lines
2.3 KiB
C++
73 lines
2.3 KiB
C++
/*
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* Copyright (C) 2010-2017 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 <http://www.gnu.org/licenses/>.
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*/
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#include "GeneralizedSchurDecomposition.hh"
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#include <cassert>
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#include <cstdlib>
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double GeneralizedSchurDecomposition::criterium_static;
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GeneralizedSchurDecomposition::GeneralizedSchurDecomposition(size_t n_arg, double criterium_arg) :
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n(n_arg), criterium(criterium_arg)
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{
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alphar = new double[n];
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alphai = new double[n];
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beta = new double[n];
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lwork = 16*n+16; // Same heuristic choice than mjdgges
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work = new double[(int) lwork];
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vsl = new double[n*n];
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bwork = new lapack_int[n];
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}
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GeneralizedSchurDecomposition::~GeneralizedSchurDecomposition()
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{
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delete[] alphar;
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delete[] alphai;
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delete[] beta;
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delete[] work;
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delete[] vsl;
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delete[] bwork;
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}
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lapack_int
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GeneralizedSchurDecomposition::selctg(const double *alphar, const double *alphai, const double *beta)
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{
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return ((*alphar **alphar + *alphai **alphai) < criterium_static **beta **beta);
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}
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std::ostream &
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operator<<(std::ostream &out, const GeneralizedSchurDecomposition::GSDException &e)
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{
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out << "DGGES return code " << e.info << ": ";
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if (e.info < 0)
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out << "argument " << -e.info << " has an illegal value";
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else if (e.info <= e.n)
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out << "the QZ iteration failed";
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else if (e.info == e.n + 1)
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out << "other than QZ iteration failed in DHGEQZ";
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else if (e.info == e.n + 2)
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out << "after reordering, roundoff changed values of some complex eigenvalues so that leading eigenvalues in the Generalized Schur form no longer satisfy SELCTG=TRUE. This could also be caused due to scaling";
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else if (e.info == e.n + 3)
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out << "reordering failed in DTGSEN";
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return out;
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}
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