52 lines
1.6 KiB
C++
52 lines
1.6 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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#ifndef ITERATIVE_SYLVESTER_H
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#define ITERATIVE_SYLVESTER_H
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#include "SylvesterSolver.hh"
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#include "KronVector.hh"
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#include "QuasiTriangular.hh"
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#include "SimilarityDecomp.hh"
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class IterativeSylvester : public SylvesterSolver
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{
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public:
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IterativeSylvester(const QuasiTriangular &k, const QuasiTriangular &f)
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: SylvesterSolver(k, f)
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{
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}
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IterativeSylvester(const SchurDecompZero &kdecomp, const SchurDecomp &fdecomp)
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: SylvesterSolver(kdecomp, fdecomp)
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{
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}
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IterativeSylvester(const SchurDecompZero &kdecomp, const SimilarityDecomp &fdecomp)
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: SylvesterSolver(kdecomp, fdecomp)
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{
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}
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void solve(SylvParams &pars, KronVector &x) const override;
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private:
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double performFirstStep(KronVector &x) const;
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static double performStep(const QuasiTriangular &k, const QuasiTriangular &f,
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KronVector &x);
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};
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#endif /* ITERATIVE_SYLVESTER_H */
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