112 lines
2.9 KiB
C++
112 lines
2.9 KiB
C++
/*
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* Copyright © 2004 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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// First order at deterministic steady state
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#ifndef FIRST_ORDER_H
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#define FIRST_ORDER_H
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#include "korder.hh"
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#include <mutex>
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template<Storage>
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class FirstOrderDerivs;
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class FirstOrder
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{
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template<Storage>
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friend class FirstOrderDerivs;
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PartitionY ypart;
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int nu;
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TwoDMatrix gy;
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TwoDMatrix gu;
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bool bk_cond;
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double b_error;
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int sdim;
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Vector alphar;
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Vector alphai;
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Vector beta;
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double qz_criterium;
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Journal &journal;
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// Passed to LAPACK's DGGES
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static lapack_int order_eigs(const double *alphar, const double *alphai, const double *beta);
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// The value of qz_criterium_global used by the order_eigs function
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/* NB: we have no choice but to use a global variable, since LAPACK won't
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take a closure */
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static double qz_criterium_global;
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// Protects the static qz_criterium_global
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static std::mutex mut;
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public:
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FirstOrder(int num_stat, int num_pred, int num_both, int num_forw,
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int num_u, const FSSparseTensor &f, Journal &jr, double qz_crit)
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: ypart(num_stat, num_pred, num_both, num_forw),
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nu(num_u),
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gy(ypart.ny(), ypart.nys()),
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gu(ypart.ny(), nu),
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alphar(ypart.ny()+ypart.nboth),
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alphai(ypart.ny()+ypart.nboth),
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beta(ypart.ny()+ypart.nboth),
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qz_criterium(qz_crit),
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journal(jr)
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{
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solve(FFSTensor(f));
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}
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const TwoDMatrix &
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getGy() const
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{
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return gy;
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}
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const TwoDMatrix &
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getGu() const
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{
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return gu;
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}
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protected:
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void solve(const TwoDMatrix &f);
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void journalEigs();
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};
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/* This class only converts the derivatives g_y* and gᵤ to a folded or unfolded
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container. */
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template<Storage t>
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class FirstOrderDerivs : public ctraits<t>::Tg
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{
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public:
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FirstOrderDerivs(const FirstOrder &fo)
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: ctraits<t>::Tg(4)
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{
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IntSequence nvs{fo.ypart.nys(), fo.nu, fo.nu, 1};
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auto ten = std::make_unique<typename ctraits<t>::Ttensor>(fo.ypart.ny(), TensorDimens(Symmetry{1, 0, 0, 0}, nvs));
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ten->zeros();
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ten->add(1.0, fo.gy);
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this->insert(std::move(ten));
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ten = std::make_unique<typename ctraits<t>::Ttensor>(fo.ypart.ny(), TensorDimens(Symmetry{0, 1, 0, 0}, nvs));
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ten->zeros();
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ten->add(1.0, fo.gu);
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this->insert(std::move(ten));
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}
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};
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#endif
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