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
|
/* $Header: /var/lib/cvs/dynare_cpp/sylv/cc/SchurDecomp.h,v 1.1.1.1 2004/06/04 13:00:44 kamenik Exp $ */
/* Tag $Name: $ */
#ifndef SYM_SCHUR_DECOMP_H
#define SYM_SCHUR_DECOMP_H
#include "SylvMatrix.h"
class SymSchurDecomp
{
protected:
Vector lambda;
SqSylvMatrix q;
public:
/** Calculates A = Q*Lambda*Q^T, where A is assummed to be
* symmetric and Lambda real diagonal, hence a vector. */
SymSchurDecomp(const GeneralMatrix &a);
SymSchurDecomp(const SymSchurDecomp &ssd)
: lambda(ssd.lambda), q(ssd.q)
{
}
virtual ~SymSchurDecomp()
{
}
const Vector &
getLambda() const
{
return lambda;
}
const SqSylvMatrix &
getQ() const
{
return q;
}
/** Return factor F*F^T = A, raises and exception if A is not
* positive semidefinite, F must be square. */
void getFactor(GeneralMatrix &f) const;
/** Returns true if A is positive semidefinite. */
bool isPositiveSemidefinite() const;
/** Correct definitness. This sets all eigenvalues between minus
* tolerance and zero to zero. */
void correctDefinitness(double tol);
};
#endif
// Local Variables:
// mode:C++
// End:
|
