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/* $Header: /var/lib/cvs/dynare_cpp/sylv/cc/SimilarityDecomp.cpp,v 1.1.1.1 2004/06/04 13:00:44 kamenik Exp $ */
/* Tag $Name: $ */
#include "SimilarityDecomp.h"
#include "SchurDecomp.h"
#include "SchurDecompEig.h"
#include "SylvException.h"
#include <dynlapack.h>
#include <cmath>
SimilarityDecomp::SimilarityDecomp(const double* d, int d_size, double log10norm)
{
SchurDecomp sd(SqSylvMatrix(d, d_size));
q = new SqSylvMatrix(sd.getQ());
b = new BlockDiagonal(sd.getT());
invq = new SqSylvMatrix(d_size);
invq->setUnit();
invq->multLeftTrans(sd.getQ());
double norm = pow(10.0, log10norm);
diagonalize(norm);
}
SimilarityDecomp::~SimilarityDecomp()
{
delete invq;
delete b;
delete q;
}
void SimilarityDecomp::getXDim(diag_iter start, diag_iter end,
int &rows, int& cols) const
{
int si = (*start).getIndex();
int ei = (*end).getIndex();
cols = b->numRows() - ei;
rows = ei - si;
}
/* find solution of X for diagonal block given by start(incl.) and
* end(excl.). If the solution cannot be found, or it is greater than
* norm, X is not changed and flase is returned.
*/
bool SimilarityDecomp::solveX(diag_iter start, diag_iter end,
GeneralMatrix& X, double norm) const
{
int si = (*start).getIndex();
int ei = (*end).getIndex();
SqSylvMatrix A((const GeneralMatrix&)*b, si, si, X.numRows());
SqSylvMatrix B((const GeneralMatrix&)*b, ei, ei, X.numCols());
GeneralMatrix C((const GeneralMatrix&)*b, si, ei, X.numRows(), X.numCols());
lapack_int isgn = -1;
lapack_int m = A.numRows();
lapack_int n = B.numRows();
double scale;
lapack_int info;
dtrsyl("N", "N", &isgn, &m, &n, A.base(), &m, B.base(), &n,
C.base(), &m, &scale, &info);
if (info < -1)
throw SYLV_MES_EXCEPTION("Wrong parameter to LAPACK dtrsyl.");
if (info == 1 || scale < 1)
return false;
if (C.getData().getMax() > norm)
return false;
X = C;
return true;
}
/* multiply Q and invQ with (I -X; 0 I), and (I X; 0 I). This also sets X=-X. */
void SimilarityDecomp::updateTransform(diag_iter start, diag_iter end,
GeneralMatrix& X)
{
int si = (*start).getIndex();
int ei = (*end).getIndex();
SqSylvMatrix iX(q->numRows());
iX.setUnit();
iX.place(X, si, ei);
invq->GeneralMatrix::multLeft(iX);
iX.setUnit();
X.mult(-1.0);
iX.place(X, si, ei);
q->multRight(iX);
}
void SimilarityDecomp::bringGuiltyBlock(diag_iter start, diag_iter& end)
{
double av = b->getAverageDiagSize(start, end);
diag_iter guilty = b->findClosestDiagBlock(end, b->diag_end(), av);
SchurDecompEig sd((QuasiTriangular&)*b); // works on b including diagonal structure
end = sd.bubbleEigen(guilty, end); // iterators are valid
++end;
q->multRight(sd.getQ());
invq->multLeftTrans(sd.getQ());
}
void SimilarityDecomp::diagonalize(double norm)
{
diag_iter start = b->diag_begin();
diag_iter end = start;
++end;
while (end != b->diag_end()) {
int xrows;
int xcols;
getXDim(start, end, xrows, xcols);
GeneralMatrix X(xrows, xcols);
if (solveX(start, end, X, norm)) {
updateTransform(start, end, X);
b->setZeroBlockEdge(end);
start = end;
++end;
} else {
bringGuiltyBlock(start, end); // moves with end
}
}
}
void SimilarityDecomp::check(SylvParams& pars, const GeneralMatrix& m) const
{
// M - Q*B*inv(Q)
SqSylvMatrix c(getQ(), getB());
c.multRight(getInvQ());
c.add(-1.0, m);
pars.f_err1 = c.getNorm1();
pars.f_errI = c.getNormInf();
// I - Q*inv(Q)
c.setUnit();
c.mult(-1);
c.multAndAdd(getQ(), getInvQ());
pars.viv_err1 = c.getNorm1();
pars.viv_errI = c.getNormInf();
// I - inv(Q)*Q
c.setUnit();
c.mult(-1);
c.multAndAdd(getInvQ(), getQ());
pars.ivv_err1 = c.getNorm1();
pars.ivv_errI = c.getNormInf();
}
void SimilarityDecomp::infoToPars(SylvParams& pars) const
{
pars.f_blocks = getB().getNumBlocks();
pars.f_largest = getB().getLargestBlock();
pars.f_zeros = getB().getNumZeros();
pars.f_offdiag = getB().getNumOffdiagonal();
}
// Local Variables:
// mode:C++
// End:
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