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/* $Header: /var/lib/cvs/dynare_cpp/sylv/cc/QuasiTriangular.h,v 1.1.1.1 2004/06/04 13:00:44 kamenik Exp $ */
/* Tag $Name: $ */
#ifndef QUASI_TRIANGULAR_H
#define QUASI_TRIANGULAR_H
#include "Vector.h"
#include "KronVector.h"
#include "SylvMatrix.h"
#include <list>
using namespace std;
class DiagonalBlock;
class Diagonal;
class DiagPair
{
private:
double *a1;
double *a2;
public:
DiagPair()
{
}
DiagPair(double *aa1, double *aa2)
{
a1 = aa1; a2 = aa2;
}
DiagPair(const DiagPair &p)
{
a1 = p.a1; a2 = p.a2;
}
const DiagPair &
operator=(const DiagPair &p)
{
a1 = p.a1; a2 = p.a2; return *this;
}
const DiagPair &
operator=(double v)
{
*a1 = v; *a2 = v; return *this;
}
const double &
operator*() const
{
return *a1;
}
/** here we must not define double& operator*(), since it wouldn't
rewrite both values, we use operator= for this */
friend class Diagonal;
friend class DiagonalBlock;
};
class DiagonalBlock
{
private:
int jbar;
bool real;
DiagPair alpha;
double *beta1;
double *beta2;
void
copy(const DiagonalBlock &b)
{
jbar = b.jbar;
real = b.real;
alpha = b.alpha;
beta1 = b.beta1;
beta2 = b.beta2;
}
public:
DiagonalBlock()
{
}
DiagonalBlock(int jb, bool r, double *a1, double *a2,
double *b1, double *b2)
: alpha(a1, a2)
{
jbar = jb;
real = r;
beta1 = b1;
beta2 = b2;
}
// construct complex block
DiagonalBlock(int jb, double *a1, double *a2)
: alpha(a1, a2)
{
jbar = jb;
real = false;
beta1 = a2 - 1;
beta2 = a1 + 1;
}
// construct real block
DiagonalBlock(int jb, double *a1)
: alpha(a1, a1)
{
jbar = jb;
real = true;
beta1 = 0;
beta2 = 0;
}
DiagonalBlock(const DiagonalBlock &b)
{
copy(b);
}
const DiagonalBlock &
operator=(const DiagonalBlock &b)
{
copy(b); return *this;
}
int
getIndex() const
{
return jbar;
}
bool
isReal() const
{
return real;
}
const DiagPair &
getAlpha() const
{
return alpha;
}
DiagPair &
getAlpha()
{
return alpha;
}
double &
getBeta1() const
{
return *beta1;
}
double &
getBeta2() const
{
return *beta2;
}
double getDeterminant() const;
double getSBeta() const;
double getSize() const;
void setReal();
// for debugging
void checkBlock(const double *d, int d_size);
friend class Diagonal;
};
template <class _Tdiag, class _Tblock, class _Titer>
struct _diag_iter
{
typedef _diag_iter<_Tdiag, _Tblock, _Titer> _Self;
_Tdiag diag;
_Titer it;
public:
_diag_iter(_Tdiag d, _Titer iter) : diag(d), it(iter)
{
}
_Tblock
operator*() const
{
return *it;
}
_Self &
operator++()
{
++it; return *this;
}
_Self &
operator--()
{
--it; return *this;
}
bool
operator==(const _Self &x) const
{
return x.it == it;
}
bool
operator!=(const _Self &x) const
{
return x.it != it;
}
const _Self &
operator=(const _Self &x)
{
it = x.it; return *this;
}
_Titer
iter() const
{
return it;
}
};
class Diagonal
{
public:
typedef _diag_iter<const Diagonal &, const DiagonalBlock &, list<DiagonalBlock>::const_iterator> const_diag_iter;
typedef _diag_iter<Diagonal &, DiagonalBlock &, list<DiagonalBlock>::iterator> diag_iter;
private:
int num_all;
list<DiagonalBlock> blocks;
int num_real;
void copy(const Diagonal &);
public:
Diagonal() : num_all(0), num_real(0)
{
}
Diagonal(double *data, int d_size);
Diagonal(double *data, const Diagonal &d);
Diagonal(const Diagonal &d)
{
copy(d);
}
const Diagonal &
operator=(const Diagonal &d)
{
copy(d); return *this;
}
virtual ~Diagonal()
{
}
int
getNumComplex() const
{
return num_all - num_real;
}
int
getNumReal() const
{
return num_real;
}
int
getSize() const
{
return getNumReal() + 2*getNumComplex();
}
int
getNumBlocks() const
{
return num_all;
}
void getEigenValues(Vector &eig) const;
void swapLogically(diag_iter it);
void checkConsistency(diag_iter it);
double getAverageSize(diag_iter start, diag_iter end);
diag_iter findClosestBlock(diag_iter start, diag_iter end, double a);
diag_iter findNextLargerBlock(diag_iter start, diag_iter end, double a);
void print() const;
diag_iter
begin()
{
return diag_iter(*this, blocks.begin());
}
const_diag_iter
begin() const
{
return const_diag_iter(*this, blocks.begin());
}
diag_iter
end()
{
return diag_iter(*this, blocks.end());
}
const_diag_iter
end() const
{
return const_diag_iter(*this, blocks.end());
}
/* redefine pointers as data start at p */
void changeBase(double *p);
private:
static double EPS;
static int getNumComplex(const double *data, int d_size);
static bool isZero(double p);
};
template <class _TRef, class _TPtr>
struct _matrix_iter
{
typedef _matrix_iter<_TRef, _TPtr> _Self;
int d_size;
bool real;
_TPtr ptr;
public:
_matrix_iter(_TPtr base, int ds, bool r)
{
ptr = base; d_size = ds; real = r;
}
virtual ~_matrix_iter()
{
}
const _Self &
operator=(const _Self &it)
{
ptr = it.ptr; d_size = it.d_size; real = it.real; return *this;
}
bool
operator==(const _Self &it) const
{
return ptr == it.ptr;
}
bool
operator!=(const _Self &it) const
{
return ptr != it.ptr;
}
_TRef
operator*() const
{
return *ptr;
}
_TRef
a() const
{
return *ptr;
}
virtual _Self &operator++() = 0;
};
template <class _TRef, class _TPtr>
class _column_iter : public _matrix_iter<_TRef, _TPtr>
{
typedef _matrix_iter<_TRef, _TPtr> _Tparent;
typedef _column_iter<_TRef, _TPtr> _Self;
int row;
public:
_column_iter(_TPtr base, int ds, bool r, int rw)
: _matrix_iter<_TRef, _TPtr>(base, ds, r), row(rw)
{
};
_Self &
operator++()
{
_Tparent::ptr++; row++; return *this;
}
_TRef
b() const
{
if (_Tparent::real)
{
return *(_Tparent::ptr);
}
else
{
return *(_Tparent::ptr+_Tparent::d_size);
}
}
int
getRow() const
{
return row;
}
};
template <class _TRef, class _TPtr>
class _row_iter : public _matrix_iter<_TRef, _TPtr>
{
typedef _matrix_iter<_TRef, _TPtr> _Tparent;
typedef _row_iter<_TRef, _TPtr> _Self;
int col;
public:
_row_iter(_TPtr base, int ds, bool r, int cl)
: _matrix_iter<_TRef, _TPtr>(base, ds, r), col(cl)
{
};
_Self &
operator++()
{
_Tparent::ptr += _Tparent::d_size; col++; return *this;
}
virtual _TRef
b() const
{
if (_Tparent::real)
{
return *(_Tparent::ptr);
}
else
{
return *(_Tparent::ptr+1);
}
}
int
getCol() const
{
return col;
}
};
class SchurDecomp;
class SchurDecompZero;
class QuasiTriangular : public SqSylvMatrix
{
public:
typedef _column_iter<const double &, const double *> const_col_iter;
typedef _column_iter<double &, double *> col_iter;
typedef _row_iter<const double &, const double *> const_row_iter;
typedef _row_iter<double &, double *> row_iter;
typedef Diagonal::const_diag_iter const_diag_iter;
typedef Diagonal::diag_iter diag_iter;
protected:
Diagonal diagonal;
public:
QuasiTriangular(const double *d, int d_size);
QuasiTriangular(double r, const QuasiTriangular &t);
QuasiTriangular(double r, const QuasiTriangular &t,
double rr, const QuasiTriangular &tt);
QuasiTriangular(int p, const QuasiTriangular &t);
QuasiTriangular(const SchurDecomp &decomp);
QuasiTriangular(const SchurDecompZero &decomp);
QuasiTriangular(const QuasiTriangular &t);
virtual
~QuasiTriangular();
const Diagonal &
getDiagonal() const
{
return diagonal;
}
int getNumOffdiagonal() const;
void swapDiagLogically(diag_iter it);
void checkDiagConsistency(diag_iter it);
double getAverageDiagSize(diag_iter start, diag_iter end);
diag_iter findClosestDiagBlock(diag_iter start, diag_iter end, double a);
diag_iter findNextLargerBlock(diag_iter start, diag_iter end, double a);
/* (I+T)y = x, y-->x */
virtual void solvePre(Vector &x, double &eig_min);
/* (I+T')y = x, y-->x */
virtual void solvePreTrans(Vector &x, double &eig_min);
/* (I+T)x = b */
virtual void solve(Vector &x, const ConstVector &b, double &eig_min);
/* (I+T')x = b */
virtual void solveTrans(Vector &x, const ConstVector &b, double &eig_min);
/* x = Tb */
virtual void multVec(Vector &x, const ConstVector &b) const;
/* x = T'b */
virtual void multVecTrans(Vector &x, const ConstVector &b) const;
/* x = x + Tb */
virtual void multaVec(Vector &x, const ConstVector &b) const;
/* x = x + T'b */
virtual void multaVecTrans(Vector &x, const ConstVector &b) const;
/* x = (T\otimes I)x */
virtual void multKron(KronVector &x) const;
/* x = (T'\otimes I)x */
virtual void multKronTrans(KronVector &x) const;
/* A = T*A */
virtual void multLeftOther(GeneralMatrix &a) const;
/* A = T'*A */
virtual void multLeftOtherTrans(GeneralMatrix &a) const;
const_diag_iter
diag_begin() const
{
return diagonal.begin();
}
diag_iter
diag_begin()
{
return diagonal.begin();
}
const_diag_iter
diag_end() const
{
return diagonal.end();
}
diag_iter
diag_end()
{
return diagonal.end();
}
/* iterators for off diagonal elements */
virtual const_col_iter col_begin(const DiagonalBlock &b) const;
virtual col_iter col_begin(const DiagonalBlock &b);
virtual const_row_iter row_begin(const DiagonalBlock &b) const;
virtual row_iter row_begin(const DiagonalBlock &b);
virtual const_col_iter col_end(const DiagonalBlock &b) const;
virtual col_iter col_end(const DiagonalBlock &b);
virtual const_row_iter row_end(const DiagonalBlock &b) const;
virtual row_iter row_end(const DiagonalBlock &b);
/* clone */
virtual QuasiTriangular *
clone() const
{
return new QuasiTriangular(*this);
}
virtual QuasiTriangular *
clone(int p, const QuasiTriangular &t) const
{
return new QuasiTriangular(p, t);
}
virtual QuasiTriangular *
clone(double r) const
{
return new QuasiTriangular(r, *this);
}
virtual QuasiTriangular *
clone(double r, double rr, const QuasiTriangular &tt) const
{
return new QuasiTriangular(r, *this, rr, tt);
}
protected:
void setMatrix(double r, const QuasiTriangular &t);
void addMatrix(double r, const QuasiTriangular &t);
private:
void addUnit();
/* x = x + (T\otimes I)b */
void multaKron(KronVector &x, const ConstKronVector &b) const;
/* x = x + (T'\otimes I)b */
void multaKronTrans(KronVector &x, const ConstKronVector &b) const;
/* implementation via iterators, useful for large matrices */
void setMatrixViaIter(double r, const QuasiTriangular &t);
void addMatrixViaIter(double r, const QuasiTriangular &t);
/* hide noneffective implementations of parents */
void multsVec(Vector &x, const ConstVector &d) const;
void multsVecTrans(Vector &x, const ConstVector &d) const;
};
#endif /* QUASI_TRIANGULAR_H */
// Local Variables:
// mode:C++
// End:
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