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/* $Header: /var/lib/cvs/dynare_cpp/sylv/cc/SylvMatrix.cpp,v 1.1.1.1 2004/06/04 13:00:44 kamenik Exp $ */
/* Tag $Name: $ */
#include "SylvException.h"
#include "SylvMatrix.h"
#include <dynblas.h>
#include <dynlapack.h>
#include <cstdio>
#include <cstring>
#include <cmath>
void SylvMatrix::multLeftI(const SqSylvMatrix& m)
{
int off = rows - m.numRows();
if (off < 0) {
throw SYLV_MES_EXCEPTION("Wrong matrix dimensions for multLeftI.");
}
GeneralMatrix subtmp(*this, off, 0, m.numRows(), cols);
subtmp.multLeft(m);
}
void SylvMatrix::multLeftITrans(const SqSylvMatrix& m)
{
int off = rows - m.numRows();
if (off < 0) {
throw SYLV_MES_EXCEPTION("Wrong matrix dimensions for multLeftITrans.");
}
GeneralMatrix subtmp(*this, off, 0, m.numRows(), cols);
subtmp.multLeftTrans(m);
}
void SylvMatrix::multLeft(int zero_cols, const GeneralMatrix& a, const GeneralMatrix& b)
{
int off = a.numRows() - a.numCols();
if (off < 0 || a.numRows() != rows || off != zero_cols ||
rows != b.numRows() || cols != b.numCols()) {
throw SYLV_MES_EXCEPTION("Wrong matrix dimensions for multLeft.");
}
// here we cannot call SylvMatrix::gemm since it would require
// another copy of (usually big) b (we are not able to do inplace
// submatrix of const GeneralMatrix)
if (a.getLD() > 0 && ld > 0) {
blas_int mm = a.numRows();
blas_int nn = cols;
blas_int kk = a.numCols();
double alpha = 1.0;
blas_int lda = a.getLD();
blas_int ldb = ld;
double beta = 0.0;
blas_int ldc = ld;
dgemm("N", "N", &mm, &nn, &kk, &alpha, a.getData().base(), &lda,
b.getData().base()+off, &ldb, &beta, data.base(), &ldc);
}
}
void SylvMatrix::multRightKron(const SqSylvMatrix& m, int order)
{
if (power(m.numRows(), order) != cols) {
throw SYLV_MES_EXCEPTION("Wrong number of cols for right kron multiply.");
}
KronVector auxrow(m.numRows(), m.numRows(), order-1);
for (int i = 0; i < rows; i++) {
Vector rowi(data.base()+i, rows, cols);
KronVector rowikron(rowi, m.numRows(), m.numRows(), order-1);
auxrow = rowi; // copy data
m.multVecKronTrans(rowikron, auxrow);
}
}
void SylvMatrix::multRightKronTrans(const SqSylvMatrix& m, int order)
{
if (power(m.numRows(), order) != cols) {
throw SYLV_MES_EXCEPTION("Wrong number of cols for right kron multiply.");
}
KronVector auxrow(m.numRows(), m.numRows(), order-1);
for (int i = 0; i < rows; i++) {
Vector rowi(data.base()+i, rows, cols);
KronVector rowikron(rowi, m.numRows(), m.numRows(), order-1);
auxrow = rowi; // copy data
m.multVecKron(rowikron, auxrow);
}
}
void SylvMatrix::eliminateLeft(int row, int col, Vector& x)
{
double d = get(col, col);
double e = get(row, col);
if (std::abs(d) > std::abs(e)) {
get(row, col) = 0.0;
double mult = e/d;
for (int i = col + 1; i < numCols(); i++) {
get(row, i) = get(row, i) - mult*get(col, i);
}
x[row] = x[row] - mult*x[col];
} else if (std::abs(e) > std::abs(d)) {
get(row, col) = 0.0;
get(col, col) = e;
double mult = d/e;
for (int i = col + 1; i < numCols(); i++) {
double tx = get(col, i);
double ty = get(row, i);
get(col, i) = ty;
get(row, i) = tx - mult*ty;
}
double tx = x[col];
double ty = x[row];
x[col] = ty;
x[row] = tx - mult*ty;
}
}
void SylvMatrix::eliminateRight(int row, int col, Vector& x)
{
double d = get(row, row);
double e = get(row, col);
if (std::abs(d) > std::abs(e)) {
get(row, col) = 0.0;
double mult = e/d;
for (int i = 0; i < row; i++) {
get(i, col) = get(i, col) - mult*get(i, row);
}
x[col] = x[col] - mult*x[row];
} else if (std::abs(e) > std::abs(d)) {
get(row, col) = 0.0;
get(row, row) = e;
double mult = d/e;
for (int i = 0; i < row; i++) {
double tx = get(i, row);
double ty = get(i, col);
get(i, row) = ty;
get(i, col) = tx - mult*ty;
}
double tx = x[row];
double ty = x[col];
x[row] = ty;
x[col] = tx - mult*ty;
}
}
SqSylvMatrix::SqSylvMatrix(const GeneralMatrix& a, const GeneralMatrix& b)
: SylvMatrix(a,b)
{
if (rows != cols)
throw SYLV_MES_EXCEPTION("Wrong matrix dimensions in multiplication constructor of square matrix.");
}
void SqSylvMatrix::multVecKron(KronVector& x, const KronVector& d) const
{
x.zeros();
if (d.getDepth() == 0) {
multaVec(x, d);
} else {
KronVector aux(x.getM(), x.getN(), x.getDepth());
for (int i = 0; i < x.getM(); i++) {
KronVector auxi(aux, i);
ConstKronVector di(d, i);
multVecKron(auxi, di);
}
for (int i = 0; i < rows; i++) {
KronVector xi(x, i);
for (int j = 0; j < cols; j++) {
KronVector auxj(aux, j);
xi.add(get(i,j),auxj);
}
}
}
}
void SqSylvMatrix::multVecKronTrans(KronVector& x, const KronVector& d) const
{
x.zeros();
if (d.getDepth() == 0) {
multaVecTrans(x, d);
} else {
KronVector aux(x.getM(), x.getN(), x.getDepth());
for (int i = 0; i < x.getM(); i++) {
KronVector auxi(aux, i);
ConstKronVector di(d, i);
multVecKronTrans(auxi, di);
}
for (int i = 0; i < rows; i++) {
KronVector xi(x, i);
for (int j = 0; j < cols; j++) {
KronVector auxj(aux, j);
xi.add(get(j,i), auxj);
}
}
}
}
void SqSylvMatrix::multInvLeft2(GeneralMatrix& a, GeneralMatrix& b,
double& rcond1, double& rcondinf) const
{
if (rows != a.numRows() || rows != b.numRows()) {
throw SYLV_MES_EXCEPTION("Wrong dimensions for multInvLeft2.");
}
// PLU factorization
Vector inv(data);
lapack_int * const ipiv = new lapack_int[rows];
lapack_int info;
lapack_int rows2 = rows;
dgetrf(&rows2, &rows2, inv.base(), &rows2, ipiv, &info);
// solve a
lapack_int acols = a.numCols();
double* abase = a.base();
dgetrs("N", &rows2, &acols, inv.base(), &rows2, ipiv,
abase, &rows2, &info);
// solve b
lapack_int bcols = b.numCols();
double* bbase = b.base();
dgetrs("N", &rows2, &bcols, inv.base(), &rows2, ipiv,
bbase, &rows2, &info);
delete [] ipiv;
// condition numbers
double* const work = new double[4*rows];
lapack_int* const iwork = new lapack_int[rows];
double norm1 = getNorm1();
dgecon("1", &rows2, inv.base(), &rows2, &norm1, &rcond1,
work, iwork, &info);
double norminf = getNormInf();
dgecon("I", &rows2, inv.base(), &rows2, &norminf, &rcondinf,
work, iwork, &info);
delete [] iwork;
delete [] work;
}
void SqSylvMatrix::setUnit()
{
for (int i = 0; i < rows; i++) {
for (int j = 0; j < cols; j++) {
if (i==j)
get(i,j) = 1.0;
else
get(i,j) = 0.0;
}
}
}
// Local Variables:
// mode:C++
// End:
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