42 lines
1.1 KiB
C++
42 lines
1.1 KiB
C++
/* $Header: /var/lib/cvs/dynare_cpp/sylv/cc/SchurDecomp.h,v 1.1.1.1 2004/06/04 13:00:44 kamenik Exp $ */
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/* Tag $Name: $ */
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#ifndef SYM_SCHUR_DECOMP_H
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#define SYM_SCHUR_DECOMP_H
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#include "SylvMatrix.h"
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class SymSchurDecomp {
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protected:
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Vector lambda;
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SqSylvMatrix q;
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public:
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/** Calculates A = Q*Lambda*Q^T, where A is assummed to be
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* symmetric and Lambda real diagonal, hence a vector. */
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SymSchurDecomp(const GeneralMatrix& a);
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SymSchurDecomp(const SymSchurDecomp& ssd)
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: lambda(ssd.lambda), q(ssd.q) {}
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virtual ~SymSchurDecomp() {}
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const Vector& getLambda() const
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{return lambda;}
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const SqSylvMatrix& getQ() const
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{return q;}
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/** Return factor F*F^T = A, raises and exception if A is not
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* positive semidefinite, F must be square. */
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void getFactor(GeneralMatrix& f) const;
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/** Returns true if A is positive semidefinite. */
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bool isPositiveSemidefinite() const;
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/** Correct definitness. This sets all eigenvalues between minus
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* tolerance and zero to zero. */
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void correctDefinitness(double tol);
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};
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#endif
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// Local Variables:
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// mode:C++
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// End:
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