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/*
* Copyright © 2004-2011 Ondra Kamenik
* Copyright © 2019 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
#include "GeneralSylvester.hh"
#include "SchurDecomp.hh"
#include "SylvException.hh"
#include "TriangularSylvester.hh"
#include "IterativeSylvester.hh"
#include "int_power.hh"
#include <ctime>
GeneralSylvester::GeneralSylvester(int ord, int n, int m, int zero_cols,
const ConstVector &da, const ConstVector &db,
const ConstVector &dc, const ConstVector &dd,
const SylvParams &ps)
: pars(ps),
order(ord), a(Vector{da}, n),
b(Vector{db}, n, n-zero_cols), c(Vector{dc}, m), d(Vector{dd}, n, power(m, order)),
solved(false)
{
init();
}
GeneralSylvester::GeneralSylvester(int ord, int n, int m, int zero_cols,
const ConstVector &da, const ConstVector &db,
const ConstVector &dc, Vector &dd,
const SylvParams &ps)
: pars(ps),
order(ord), a(Vector{da}, n),
b(Vector{db}, n, n-zero_cols), c(Vector{dc}, m), d(dd, n, power(m, order)),
solved(false)
{
init();
}
GeneralSylvester::GeneralSylvester(int ord, int n, int m, int zero_cols,
const ConstVector &da, const ConstVector &db,
const ConstVector &dc, const ConstVector &dd,
bool alloc_for_check)
: pars(alloc_for_check),
order(ord), a(Vector{da}, n),
b(Vector{db}, n, n-zero_cols), c(Vector{dc}, m), d(Vector{dd}, n, power(m, order)),
solved(false)
{
init();
}
GeneralSylvester::GeneralSylvester(int ord, int n, int m, int zero_cols,
const ConstVector &da, const ConstVector &db,
const ConstVector &dc, Vector &dd,
bool alloc_for_check)
: pars(alloc_for_check),
order(ord), a(Vector{da}, n),
b(Vector{db}, n, n-zero_cols), c(Vector{dc}, m), d(dd, n, power(m, order)),
solved(false)
{
init();
}
void
GeneralSylvester::init()
{
GeneralMatrix ainvb(b);
double rcond1;
double rcondinf;
a.multInvLeft2(ainvb, d, rcond1, rcondinf);
pars.rcondA1 = rcond1;
pars.rcondAI = rcondinf;
bdecomp = std::make_unique<SchurDecompZero>(ainvb);
cdecomp = std::make_unique<SimilarityDecomp>(c.getData(), c.nrows(), *(pars.bs_norm));
cdecomp->check(pars, c);
cdecomp->infoToPars(pars);
if (*(pars.method) == SylvParams::solve_method::recurse)
sylv = std::make_unique<TriangularSylvester>(*bdecomp, *cdecomp);
else
sylv = std::make_unique<IterativeSylvester>(*bdecomp, *cdecomp);
}
void
GeneralSylvester::solve()
{
if (solved)
throw SYLV_MES_EXCEPTION("Attempt to run solve() more than once.");
clock_t start = clock();
// multiply d
d.multLeftITrans(bdecomp->getQ());
d.multRightKron(cdecomp->getQ(), order);
// convert to KronVector
KronVector dkron(d.getData(), getM(), getN(), order);
// solve
sylv->solve(pars, dkron);
// multiply d back
d.multLeftI(bdecomp->getQ());
d.multRightKron(cdecomp->getInvQ(), order);
clock_t end = clock();
pars.cpu_time = static_cast<double>(end-start)/CLOCKS_PER_SEC;
solved = true;
}
void
GeneralSylvester::check(const ConstVector &ds)
{
if (!solved)
throw SYLV_MES_EXCEPTION("Cannot run check on system, which is not solved yet.");
// calculate xcheck = A·X+B·X·⊗ⁱC−D
SylvMatrix dcheck(d.nrows(), d.ncols());
dcheck.multLeft(b.nrows()-b.ncols(), b, d);
dcheck.multRightKron(c, order);
dcheck.multAndAdd(a, d);
dcheck.getData().add(-1.0, ds);
// calculate relative norms
pars.mat_err1 = dcheck.getNorm1()/d.getNorm1();
pars.mat_errI = dcheck.getNormInf()/d.getNormInf();
pars.mat_errF = dcheck.getData().getNorm()/d.getData().getNorm();
pars.vec_err1 = dcheck.getData().getNorm1()/d.getData().getNorm1();
pars.vec_errI = dcheck.getData().getMax()/d.getData().getMax();
}
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