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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 "IterativeSylvester.hh"
#include "KronUtils.hh"
void
IterativeSylvester::solve(SylvParams &pars, KronVector &x) const
{
int max_steps = *(pars.max_num_iter);
int steps = 1;
double max_norm = *(pars.convergence_tol);
double norm = performFirstStep(x);
auto kpow = matrixK->clone();
auto fpow = matrixF->clone();
while (steps < max_steps && norm > max_norm)
{
kpow->multRight(SqSylvMatrix(*kpow)); // be careful to make copy
fpow->multRight(SqSylvMatrix(*fpow)); // also here
norm = performStep(*kpow, *fpow, x);
steps++;
}
pars.converged = (norm <= max_norm);
pars.iter_last_norm = norm;
pars.num_iter = steps;
}
double
IterativeSylvester::performFirstStep(KronVector &x) const
{
KronVector xtmp(const_cast<const KronVector &>(x));
KronUtils::multKron(*matrixF, *matrixK, xtmp);
x.add(-1., xtmp);
double norm = xtmp.getMax();
return norm;
}
double
IterativeSylvester::performStep(const QuasiTriangular &k, const QuasiTriangular &f,
KronVector &x)
{
KronVector xtmp(const_cast<const KronVector &>(x));
KronUtils::multKron(f, k, xtmp);
x.add(1.0, xtmp);
double norm = xtmp.getMax();
return norm;
}
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