1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
|
/* $Header: /var/lib/cvs/dynare_cpp/sylv/cc/SylvMatrix.h,v 1.1.1.1 2004/06/04 13:00:44 kamenik Exp $ */
/* Tag $Name: $ */
#ifndef SYLV_MATRIX_H
#define SYLV_MATRIX_H
#include "GeneralMatrix.h"
#include "KronVector.h"
class SqSylvMatrix;
class SylvMatrix : public GeneralMatrix
{
public:
SylvMatrix(int m, int n)
: GeneralMatrix(m, n)
{
}
SylvMatrix(const double *d, int m, int n)
: GeneralMatrix(d, m, n)
{
}
SylvMatrix(double *d, int m, int n)
: GeneralMatrix(d, m, n)
{
}
SylvMatrix(const GeneralMatrix &m)
: GeneralMatrix(m)
{
}
SylvMatrix(const GeneralMatrix &m, int i, int j, int nrows, int ncols)
: GeneralMatrix(m, i, j, nrows, ncols)
{
}
SylvMatrix(GeneralMatrix &m, int i, int j, int nrows, int ncols)
: GeneralMatrix(m, i, j, nrows, ncols)
{
}
SylvMatrix(const GeneralMatrix &a, const GeneralMatrix &b)
: GeneralMatrix(a, b)
{
}
/* this = |I 0|* this
|0 m| */
void multLeftI(const SqSylvMatrix &m);
/* this = |I 0|* this
|0 m'| */
void multLeftITrans(const SqSylvMatrix &m);
/* this = |0 a|*b, so that |0 a| is square */
void multLeft(int zero_cols, const GeneralMatrix &a, const GeneralMatrix &b);
/* this = this * (m\otimes m..\otimes m) */
void multRightKron(const SqSylvMatrix &m, int order);
/* this = this * (m'\otimes m'..\otimes m') */
void multRightKronTrans(const SqSylvMatrix &m, int order);
/* this = P*this, x = P*x, where P is gauss transformation setting
* a given element to zero */
void eliminateLeft(int row, int col, Vector &x);
/* this = this*P, x = P'*x, where P is gauss transformation setting
* a given element to zero */
void eliminateRight(int row, int col, Vector &x);
};
class SqSylvMatrix : public SylvMatrix
{
public:
SqSylvMatrix(int m) : SylvMatrix(m, m)
{
}
SqSylvMatrix(const double *d, int m) : SylvMatrix(d, m, m)
{
}
SqSylvMatrix(double *d, int m) : SylvMatrix(d, m, m)
{
}
SqSylvMatrix(const SqSylvMatrix &m) : SylvMatrix(m)
{
}
SqSylvMatrix(const GeneralMatrix &m, int i, int j, int nrows)
: SylvMatrix(m, i, j, nrows, nrows)
{
}
SqSylvMatrix(GeneralMatrix &m, int i, int j, int nrows)
: SylvMatrix(m, i, j, nrows, nrows)
{
}
SqSylvMatrix(const GeneralMatrix &a, const GeneralMatrix &b);
const SqSylvMatrix &
operator=(const SqSylvMatrix &m)
{
GeneralMatrix::operator=(m); return *this;
}
/* x = (this \otimes this..\otimes this)*d */
void multVecKron(KronVector &x, const KronVector &d) const;
/* x = (this' \otimes this'..\otimes this')*d */
void multVecKronTrans(KronVector &x, const KronVector &d) const;
/* a = inv(this)*a, b=inv(this)*b */
void multInvLeft2(GeneralMatrix &a, GeneralMatrix &b,
double &rcond1, double &rcondinf) const;
/* this = I */
void setUnit();
};
#endif /* SYLV_MATRIX_H */
// Local Variables:
// mode:C++
// End:
|
