139 lines
3.8 KiB
C++
139 lines
3.8 KiB
C++
/* $Header: /var/lib/cvs/dynare_cpp/sylv/cc/GeneralSylvester.cpp,v 1.1.1.1 2004/06/04 13:00:20 kamenik Exp $ */
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/* Tag $Name: $ */
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#include "GeneralSylvester.h"
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#include "SchurDecomp.h"
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#include "SylvException.h"
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#include "TriangularSylvester.h"
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#include "IterativeSylvester.h"
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#include <ctime>
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GeneralSylvester::GeneralSylvester(int ord, int n, int m, int zero_cols,
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const double* da, const double* db,
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const double* dc, const double* dd,
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const SylvParams& ps)
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: pars(ps),
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mem_driver(pars, 1, m, n, ord), order(ord), a(da, n),
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b(db, n, n-zero_cols), c(dc, m), d(dd, n, power(m, order)),
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solved(false)
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{
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init();
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}
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GeneralSylvester::GeneralSylvester(int ord, int n, int m, int zero_cols,
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const double* da, const double* db,
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const double* dc, double* dd,
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const SylvParams& ps)
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: pars(ps),
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mem_driver(pars, 0, m, n, ord), order(ord), a(da, n),
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b(db, n, n-zero_cols), c(dc, m), d(dd, n, power(m, order)),
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solved(false)
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{
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init();
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}
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GeneralSylvester::GeneralSylvester(int ord, int n, int m, int zero_cols,
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const double* da, const double* db,
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const double* dc, const double* dd,
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bool alloc_for_check)
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: pars(alloc_for_check),
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mem_driver(pars, 1, m, n, ord), order(ord), a(da, n),
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b(db, n, n-zero_cols), c(dc, m), d(dd, n, power(m, order)),
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solved(false)
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{
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init();
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}
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GeneralSylvester::GeneralSylvester(int ord, int n, int m, int zero_cols,
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const double* da, const double* db,
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const double* dc, double* dd,
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bool alloc_for_check)
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: pars(alloc_for_check),
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mem_driver(pars, 0, m, n, ord), order(ord), a(da, n),
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b(db, n, n-zero_cols), c(dc, m), d(dd, n, power(m, order)),
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solved(false)
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{
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init();
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}
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void GeneralSylvester::init()
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{
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GeneralMatrix ainvb(b);
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double rcond1;
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double rcondinf;
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a.multInvLeft2(ainvb, d, rcond1, rcondinf);
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pars.rcondA1 = rcond1;
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pars.rcondAI = rcondinf;
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bdecomp = new SchurDecompZero(ainvb);
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cdecomp = new SimilarityDecomp(c.getData().base(), c.numRows(), *(pars.bs_norm));
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cdecomp->check(pars, c);
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cdecomp->infoToPars(pars);
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if (*(pars.method) == SylvParams::recurse)
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sylv = new TriangularSylvester(*bdecomp, *cdecomp);
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else
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sylv = new IterativeSylvester(*bdecomp, *cdecomp);
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}
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void GeneralSylvester::solve()
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{
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if (solved)
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throw SYLV_MES_EXCEPTION("Attempt to run solve() more than once.");
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mem_driver.setStackMode(true);
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clock_t start = clock();
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// multiply d
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d.multLeftITrans(bdecomp->getQ());
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d.multRightKron(cdecomp->getQ(), order);
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// convert to KronVector
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KronVector dkron(d.getData(), getM(), getN(), order);
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// solve
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sylv->solve(pars, dkron);
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// multiply d back
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d.multLeftI(bdecomp->getQ());
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d.multRightKron(cdecomp->getInvQ(), order);
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clock_t end = clock();
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pars.cpu_time = ((double)(end-start))/CLOCKS_PER_SEC;
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mem_driver.setStackMode(false);
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solved = true;
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}
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void GeneralSylvester::check(const double* ds)
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{
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if (!solved)
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throw SYLV_MES_EXCEPTION("Cannot run check on system, which is not solved yet.");
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mem_driver.setStackMode(true);
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// calculate xcheck = AX+BXC^i-D
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SylvMatrix dcheck(d.numRows(), d.numCols());
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dcheck.multLeft(b.numRows()-b.numCols(), b, d);
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dcheck.multRightKron(c, order);
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dcheck.multAndAdd(a,d);
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ConstVector dv(ds, d.numRows()*d.numCols());
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dcheck.getData().add(-1.0, dv);
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// calculate relative norms
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pars.mat_err1 = dcheck.getNorm1()/d.getNorm1();
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pars.mat_errI = dcheck.getNormInf()/d.getNormInf();
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pars.mat_errF = dcheck.getData().getNorm()/d.getData().getNorm();
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pars.vec_err1 = dcheck.getData().getNorm1()/d.getData().getNorm1();
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pars.vec_errI = dcheck.getData().getMax()/d.getData().getMax();
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mem_driver.setStackMode(false);
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}
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GeneralSylvester::~GeneralSylvester()
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{
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delete bdecomp;
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delete cdecomp;
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delete sylv;
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}
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// Local Variables:
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// mode:C++
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// End:
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