50 lines
1.6 KiB
C++
50 lines
1.6 KiB
C++
/*
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* Copyright (C) 2010-2011 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 "VDVEigDecomposition.hh"
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VDVEigDecomposition::VDVEigDecomposition(const Matrix &m) throw (VDVEigException) :
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lda(m.getLd()), n(m.getCols()), lwork(-1),
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info(0), converged(false), V(m), D(n)
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{
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if (m.getRows() != m.getCols())
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throw (VDVEigException(info, "Matrix is not square in VDVEigDecomposition constructor"));
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double tmpwork;
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dsyev("V", "U", &n, V.getData(), &lda, D.getData(), &tmpwork, &lwork, &info);
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lwork = (lapack_int) tmpwork;
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work = new double[lwork];
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if (info < 0)
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throw (VDVEigException(info, "Internal error in VDVEigDecomposition constructor"));
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}
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VDVEigDecomposition::VDVEigDecomposition(size_t inn) throw (VDVEigException) :
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lda(inn), n(inn), lwork(3*inn-1),
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info(0), converged(false), V(inn), D(inn)
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{
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work = new double[lwork];
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};
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std::ostream &
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operator<<(std::ostream &out, const VDVEigDecomposition::VDVEigException &e)
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{
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out << " info " << e.info << ": " << e.message << "\n";
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return out;
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}
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