167 lines
4.5 KiB
C
167 lines
4.5 KiB
C
/*
|
|
* Copyright (C) 2006-2012 Dynare Team
|
|
*
|
|
* This file is part of Dynare.
|
|
*
|
|
* Dynare is free software: you can redistribute it and/or modify
|
|
* it under the terms of the GNU General Public License as published by
|
|
* the Free Software Foundation, either version 3 of the License, or
|
|
* (at your option) any later version.
|
|
*
|
|
* Dynare is distributed in the hope that it will be useful,
|
|
* but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
* GNU General Public License for more details.
|
|
*
|
|
* You should have received a copy of the GNU General Public License
|
|
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
|
*/
|
|
|
|
#include <string.h>
|
|
#include <math.h>
|
|
|
|
#include <dynmex.h>
|
|
#include <dynlapack.h>
|
|
|
|
double criterium;
|
|
|
|
lapack_int
|
|
my_criteria(const double *alphar, const double *alphai, const double *beta)
|
|
{
|
|
return ((*alphar * *alphar + *alphai * *alphai) < criterium * *beta * *beta);
|
|
}
|
|
|
|
void
|
|
mjdgges(double *a, double *b, double *z, double *n, double *sdim, double *eval_r, double *eval_i, double zhreshold, double *info)
|
|
{
|
|
lapack_int i_n, i_info, i_sdim, lwork;
|
|
double *alphar, *alphai, *beta, *work, *par, *pai, *pb, *per, *pei;
|
|
double *junk;
|
|
lapack_int *bwork;
|
|
|
|
i_n = (lapack_int)*n;
|
|
alphar = mxCalloc(i_n, sizeof(double));
|
|
alphai = mxCalloc(i_n, sizeof(double));
|
|
beta = mxCalloc(i_n, sizeof(double));
|
|
lwork = 16*i_n+16;
|
|
work = mxCalloc(lwork, sizeof(double));
|
|
bwork = mxCalloc(i_n, sizeof(lapack_int));
|
|
/* made necessary by bug in Lapack */
|
|
junk = mxCalloc(i_n*i_n, sizeof(double));
|
|
|
|
dgges("N", "V", "S", my_criteria, &i_n, a, &i_n, b, &i_n, &i_sdim, alphar, alphai, beta, junk, &i_n, z, &i_n, work, &lwork, bwork, &i_info);
|
|
|
|
*sdim = i_sdim;
|
|
*info = i_info;
|
|
|
|
par = alphar;
|
|
pai = alphai;
|
|
pb = beta;
|
|
pei = eval_i;
|
|
for (per = eval_r; per <= &eval_r[i_n-1]; ++per)
|
|
{
|
|
if ((fabs(*par) > zhreshold) || (fabs(*pb) > zhreshold))
|
|
*per = *par / *pb;
|
|
else
|
|
{
|
|
/* the ratio is too close to 0/0;
|
|
returns specific error number only if no other error */
|
|
if (i_info == 0)
|
|
*info = -30;
|
|
}
|
|
if (*pai == 0.0 && *pb == 0.0)
|
|
*pei = 0.0;
|
|
else
|
|
*pei = *pai / *pb;
|
|
++par;
|
|
++pai;
|
|
++pb;
|
|
++pei;
|
|
}
|
|
}
|
|
|
|
/* MATLAB interface */
|
|
void
|
|
mexFunction(int nlhs, mxArray *plhs[],
|
|
int nrhs, const mxArray *prhs[])
|
|
|
|
{
|
|
unsigned int m1, n1, m2, n2;
|
|
double *s, *t, *z, *sdim, *eval_r, *eval_i, *info, *a, *b;
|
|
double n;
|
|
|
|
/* Check for proper number of arguments */
|
|
|
|
if (nrhs < 2 || nrhs > 4 || nlhs == 0 || nlhs > 7)
|
|
DYN_MEX_FUNC_ERR_MSG_TXT("MJDGGES: takes 2, 3 or 4 input arguments and between 1 and 7 output arguments.");
|
|
|
|
/* Check that A and B are real matrices of the same dimension.*/
|
|
|
|
m1 = mxGetM(prhs[0]);
|
|
n1 = mxGetN(prhs[0]);
|
|
m2 = mxGetM(prhs[1]);
|
|
n2 = mxGetN(prhs[1]);
|
|
if (!mxIsDouble(prhs[0]) || mxIsComplex(prhs[0])
|
|
|| !mxIsDouble(prhs[1]) || mxIsComplex(prhs[1])
|
|
|| (m1 != n1) || (m2 != n1) || (m2 != n2))
|
|
DYN_MEX_FUNC_ERR_MSG_TXT("MJDGGES requires two square real matrices of the same dimension.");
|
|
|
|
/* Create a matrix for the return argument */
|
|
plhs[1] = mxCreateDoubleMatrix(n1, n1, mxREAL);
|
|
plhs[2] = mxCreateDoubleMatrix(n1, n1, mxREAL);
|
|
plhs[3] = mxCreateDoubleMatrix(n1, n1, mxREAL);
|
|
plhs[4] = mxCreateDoubleMatrix(1, 1, mxREAL);
|
|
plhs[5] = mxCreateDoubleMatrix(n1, 1, mxCOMPLEX);
|
|
plhs[6] = mxCreateDoubleMatrix(1, 1, mxREAL);
|
|
|
|
/* Assign pointers to the various parameters */
|
|
s = mxGetPr(plhs[1]);
|
|
t = mxGetPr(plhs[2]);
|
|
z = mxGetPr(plhs[3]);
|
|
sdim = mxGetPr(plhs[4]);
|
|
eval_r = mxGetPr(plhs[5]);
|
|
eval_i = mxGetPi(plhs[5]);
|
|
info = mxGetPr(plhs[6]);
|
|
|
|
a = mxGetPr(prhs[0]);
|
|
b = mxGetPr(prhs[1]);
|
|
|
|
/* set criterium for stable eigenvalues */
|
|
if (nrhs == 3 && mxGetM(prhs[2]) > 0)
|
|
{
|
|
criterium = *mxGetPr(prhs[2]);
|
|
}
|
|
else
|
|
{
|
|
criterium = 1+1e-6;
|
|
}
|
|
|
|
/* set criterium for 0/0 generalized eigenvalues */
|
|
double zhreshold;
|
|
if (nrhs == 4 && mxGetM(prhs[3]) > 0)
|
|
{
|
|
zhreshold = *mxGetPr(prhs[3]);
|
|
}
|
|
else
|
|
{
|
|
zhreshold = 1e-6;
|
|
}
|
|
|
|
|
|
/* keep a and b intact */
|
|
memcpy(s, a, sizeof(double)*n1*n1);
|
|
memcpy(t, b, sizeof(double)*n1*n1);
|
|
|
|
n = n1;
|
|
|
|
/* Do the actual computations in a subroutine */
|
|
mjdgges(s, t, z, &n, sdim, eval_r, eval_i, zhreshold, info);
|
|
|
|
plhs[0] = mxCreateDoubleScalar(0);
|
|
}
|
|
|
|
/*
|
|
07/30/03 MJ added user set criterium for stable eigenvalues
|
|
corrected error messages in mexfunction()
|
|
*/
|