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/* $Header: /var/lib/cvs/dynare_cpp/sylv/cc/TriangularSylvester.h,v 1.1.1.1 2004/06/04 13:01:03 kamenik Exp $ */
/* Tag $Name: $ */
#ifndef TRIANGULAR_SYLVESTER_H
#define TRIANGULAR_SYLVESTER_H
#include "SylvesterSolver.h"
#include "KronVector.h"
#include "QuasiTriangular.h"
#include "QuasiTriangularZero.h"
#include "SimilarityDecomp.h"
class TriangularSylvester : public SylvesterSolver {
const QuasiTriangular* const matrixKK;
const QuasiTriangular* const matrixFF;
public:
TriangularSylvester(const QuasiTriangular& k, const QuasiTriangular& f);
TriangularSylvester(const SchurDecompZero& kdecomp, const SchurDecomp& fdecomp);
TriangularSylvester(const SchurDecompZero& kdecomp, const SimilarityDecomp& fdecomp);
virtual ~TriangularSylvester();
void print() const;
void solve(SylvParams& pars, KronVector& d) const;
void solvi(double r, KronVector& d, double& eig_min) const;
void solvii(double alpha, double beta1, double beta2,
KronVector& d1, KronVector& d2,
double& eig_min) const;
void solviip(double alpha, double betas,
KronVector& d, double& eig_min) const;
/* evaluates:
|x1| |d1| |alpha -beta1| |d1|
| | = | |+| |\otimes F'...\otimes K | |
|x2| |d2| |beta2 alpha| |d2|
*/
void linEval(double alpha, double beta1, double beta2,
KronVector& x1, KronVector& x2,
const ConstKronVector& d1, const ConstKronVector& d2) const;
void linEval(double alpha, double beta1, double beta2,
KronVector& x1, KronVector& x2,
const KronVector& d1, const KronVector& d2) const
{linEval(alpha, beta1, beta2, x1, x2,
ConstKronVector(d1), ConstKronVector(d2));}
/* evaluates:
|x1| |d1| |gamma -delta1| |d1|
| | = | | + 2alpha*| |\otimes F'...\otimes K | | +
|x2| |d2| |delta2 gamma| |d2|
|gamma -delta1|^2 |d1|
+ (alpha^2+betas)*| |\otimes F'2...\otimes K2 | |
|delta2 gamma| |d2|
*/
void quaEval(double alpha, double betas,
double gamma, double delta1, double delta2,
KronVector& x1, KronVector& x2,
const ConstKronVector& d1, const ConstKronVector& d2) const;
void quaEval(double alpha, double betas,
double gamma, double delta1, double delta2,
KronVector& x1, KronVector& x2,
const KronVector& d1, const KronVector& d2) const
{quaEval(alpha, betas, gamma, delta1, delta2, x1, x2,
ConstKronVector(d1), ConstKronVector(d2));}
private:
/* returns square of size of minimal eigenvalue of the system solved,
now obsolete */
double getEigSep(int depth) const;
/* recursivelly calculates kronecker product of complex vectors (used in getEigSep) */
static void multEigVector(KronVector& eig, const Vector& feig, const Vector& keig);
/* auxiliary typedefs */
typedef QuasiTriangular::const_diag_iter const_diag_iter;
typedef QuasiTriangular::const_row_iter const_row_iter;
/* called from solvi */
void solviRealAndEliminate(double r, const_diag_iter di,
KronVector& d, double& eig_min) const;
void solviComplexAndEliminate(double r, const_diag_iter di,
KronVector& d, double& eig_min) const;
/* called from solviip */
void solviipRealAndEliminate(double alpha, double betas,
const_diag_iter di, const_diag_iter dsi,
KronVector& d, double& eig_min) const;
void solviipComplexAndEliminate(double alpha, double betas,
const_diag_iter di, const_diag_iter dsi,
KronVector& d, double& eig_min) const;
/* eliminations */
void solviEliminateReal(const_diag_iter di, KronVector& d,
const KronVector& y, double divisor) const;
void solviEliminateComplex(const_diag_iter di, KronVector& d,
const KronVector& y1, const KronVector& y2,
double divisor) const;
void solviipEliminateReal(const_diag_iter di, const_diag_iter dsi,
KronVector& d,
const KronVector& y1, const KronVector& y2,
double divisor, double divisor2) const;
void solviipEliminateComplex(const_diag_iter di, const_diag_iter dsi,
KronVector& d,
const KronVector& y1, const KronVector& y11,
const KronVector& y2, const KronVector& y22,
double divisor) const;
/* Lemma 2 */
void solviipComplex(double alpha, double betas, double gamma,
double delta1, double delta2,
KronVector& d1, KronVector& d2,
double& eig_min) const;
/* norms for what we consider zero on diagonal of F */
static double diag_zero;
static double diag_zero_sq; // square of diag_zero
};
#endif /* TRIANGULAR_SYLVESTER_H */
// Local Variables:
// mode:C++
// End:
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