File: QuasiTriangular.h

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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: