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/*1:*/
#line 6 "./first_order.cweb"
#include "kord_exception.h"
#include "first_order.h"
#include <dynlapack.h>
double qz_criterium= 1.000001;
/*2:*/
#line 22 "./first_order.cweb"
lapack_int order_eigs(const double*alphar,const double*alphai,const double*beta)
{
return(*alphar**alphar+*alphai**alphai<*beta**beta*qz_criterium*qz_criterium);
}
/*:2*/
#line 14 "./first_order.cweb"
;
/*3:*/
#line 42 "./first_order.cweb"
void FirstOrder::solve(const TwoDMatrix&fd)
{
JournalRecordPair pa(journal);
pa<<"Recovering first order derivatives "<<endrec;
::qz_criterium= FirstOrder::qz_criterium;
/*4:*/
#line 136 "./first_order.cweb"
/*5:*/
#line 149 "./first_order.cweb"
int off= 0;
ConstTwoDMatrix fyplus(fd,off,ypart.nyss());
off+= ypart.nyss();
ConstTwoDMatrix fyszero(fd,off,ypart.nstat);
off+= ypart.nstat;
ConstTwoDMatrix fypzero(fd,off,ypart.npred);
off+= ypart.npred;
ConstTwoDMatrix fybzero(fd,off,ypart.nboth);
off+= ypart.nboth;
ConstTwoDMatrix fyfzero(fd,off,ypart.nforw);
off+= ypart.nforw;
ConstTwoDMatrix fymins(fd,off,ypart.nys());
off+= ypart.nys();
ConstTwoDMatrix fuzero(fd,off,nu);
off+= nu;
/*:5*/
#line 137 "./first_order.cweb"
;
/*6:*/
#line 167 "./first_order.cweb"
lapack_int n= ypart.ny()+ypart.nboth;
TwoDMatrix matD(n,n);
matD.zeros();
matD.place(fypzero,0,0);
matD.place(fybzero,0,ypart.npred);
matD.place(fyplus,0,ypart.nys()+ypart.nstat);
for(int i= 0;i<ypart.nboth;i++)
matD.get(ypart.ny()+i,ypart.npred+i)= 1.0;
/*:6*/
#line 138 "./first_order.cweb"
;
/*7:*/
#line 178 "./first_order.cweb"
TwoDMatrix matE(n,n);
matE.zeros();
matE.place(fymins,0,0);
matE.place(fyszero,0,ypart.nys());
matE.place(fyfzero,0,ypart.nys()+ypart.nstat+ypart.nboth);
for(int i= 0;i<ypart.nboth;i++)
matE.get(ypart.ny()+i,ypart.nys()+ypart.nstat+i)= -1.0;
matE.mult(-1.0);
/*:7*/
#line 139 "./first_order.cweb"
;
/*8:*/
#line 189 "./first_order.cweb"
TwoDMatrix vsl(n,n);
TwoDMatrix vsr(n,n);
lapack_int lwork= 100*n+16;
Vector work(lwork);
lapack_int*bwork= new lapack_int[n];
lapack_int info;
lapack_int sdim2= sdim;
dgges("N","V","S",order_eigs,&n,matE.getData().base(),&n,
matD.getData().base(),&n,&sdim2,alphar.base(),alphai.base(),
beta.base(),vsl.getData().base(),&n,vsr.getData().base(),&n,
work.base(),&lwork,bwork,&info);
if(info){
throw KordException(__FILE__,__LINE__,
"DGGES returns an error in FirstOrder::solve");
}
sdim= sdim2;
bk_cond= (sdim==ypart.nys());
delete[]bwork;
/*:8*/
#line 140 "./first_order.cweb"
;
/*9:*/
#line 211 "./first_order.cweb"
ConstGeneralMatrix z11(vsr,0,0,ypart.nys(),ypart.nys());
ConstGeneralMatrix z12(vsr,0,ypart.nys(),ypart.nys(),n-ypart.nys());
ConstGeneralMatrix z21(vsr,ypart.nys(),0,n-ypart.nys(),ypart.nys());
ConstGeneralMatrix z22(vsr,ypart.nys(),ypart.nys(),n-ypart.nys(),n-ypart.nys());
/*:9*/
#line 141 "./first_order.cweb"
;
/*10:*/
#line 218 "./first_order.cweb"
GeneralMatrix sfder(z12,"transpose");
z22.multInvLeftTrans(sfder);
sfder.mult(-1);
/*:10*/
#line 142 "./first_order.cweb"
;
/*11:*/
#line 227 "./first_order.cweb"
ConstGeneralMatrix s11(matE,0,0,ypart.nys(),ypart.nys());
ConstGeneralMatrix t11(matD,0,0,ypart.nys(),ypart.nys());
GeneralMatrix dumm(s11,"transpose");
z11.multInvLeftTrans(dumm);
GeneralMatrix preder(dumm,"transpose");
t11.multInvLeft(preder);
preder.multLeft(z11);
/*:11*/
#line 143 "./first_order.cweb"
;
/*12:*/
#line 237 "./first_order.cweb"
gy.place(preder,ypart.nstat,0);
GeneralMatrix sder(sfder,0,0,ypart.nstat,ypart.nys());
gy.place(sder,0,0);
GeneralMatrix fder(sfder,ypart.nstat+ypart.nboth,0,ypart.nforw,ypart.nys());
gy.place(fder,ypart.nstat+ypart.nys(),0);
/*:12*/
#line 144 "./first_order.cweb"
;
/*13:*/
#line 245 "./first_order.cweb"
GeneralMatrix bder((const GeneralMatrix&)sfder,ypart.nstat,0,ypart.nboth,ypart.nys());
GeneralMatrix bder2(preder,ypart.npred,0,ypart.nboth,ypart.nys());
bder.add(-1,bder2);
b_error= bder.getData().getMax();
/*:13*/
#line 145 "./first_order.cweb"
;
/*:4*/
#line 50 "./first_order.cweb"
;
/*14:*/
#line 265 "./first_order.cweb"
GeneralMatrix matA(ypart.ny(),ypart.ny());
matA.zeros();
ConstGeneralMatrix gss(gy,ypart.nstat+ypart.npred,0,ypart.nyss(),ypart.nys());
GeneralMatrix aux(fyplus,gss);
matA.place(aux,0,ypart.nstat);
ConstGeneralMatrix fyzero(fd,0,ypart.nyss(),ypart.ny(),ypart.ny());
matA.add(1.0,fyzero);
gu.zeros();
gu.add(-1.0,fuzero);
ConstGeneralMatrix(matA).multInvLeft(gu);
/*:14*/
#line 51 "./first_order.cweb"
;
journalEigs();
if(!gy.isFinite()||!gu.isFinite()){
throw KordException(__FILE__,__LINE__,
"NaN or Inf asserted in first order derivatives in FirstOrder::solve");
}
}
/*:3*/
#line 15 "./first_order.cweb"
;
/*15:*/
#line 278 "./first_order.cweb"
void FirstOrder::journalEigs()
{
if(bk_cond){
JournalRecord jr(journal);
jr<<"Blanchard-Kahn conditition satisfied, model stable"<<endrec;
}else{
JournalRecord jr(journal);
jr<<"Blanchard-Kahn condition not satisfied, model not stable: sdim="<<sdim
<<" "<<"npred="<<ypart.nys()<<endrec;
}
if(!bk_cond){
for(int i= 0;i<alphar.length();i++){
if(i==sdim||i==ypart.nys()){
JournalRecord jr(journal);
jr<<"---------------------------------------------------- ";
if(i==sdim)
jr<<"sdim";
else
jr<<"npred";
jr<<endrec;
}
JournalRecord jr(journal);
double mod= sqrt(alphar[i]*alphar[i]+alphai[i]*alphai[i]);
mod= mod/round(100000*std::abs(beta[i]))*100000;
jr<<i<<"\t("<<alphar[i]<<","<<alphai[i]<<") / "<<beta[i]
<<" \t"<<mod<<endrec;
}
}
}
/*:15*/
#line 16 "./first_order.cweb"
;
/*:1*/
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