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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 "SchurDecomp.hh"
#include <memory>
#include <dynlapack.h>
SchurDecomp::SchurDecomp(const SqSylvMatrix &m)
: q(m.nrows())
{
lapack_int rows = m.nrows();
SqSylvMatrix auxt(m);
lapack_int lda = auxt.getLD(), ldvs = q.getLD();
lapack_int sdim;
auto wr = std::make_unique<double[]>(rows);
auto wi = std::make_unique<double[]>(rows);
lapack_int lwork = 6*rows;
auto work = std::make_unique<double[]>(lwork);
lapack_int info;
dgees("V", "N", nullptr, &rows, auxt.base(), &lda, &sdim,
wr.get(), wi.get(), q.base(), &ldvs,
work.get(), &lwork, nullptr, &info);
t_storage = std::make_unique<QuasiTriangular>(auxt.getData(), rows);
t = t_storage.get();
}
SchurDecomp::SchurDecomp(const QuasiTriangular &tr)
: q(tr.nrows()), t_storage{std::make_unique<QuasiTriangular>(tr)}, t{t_storage.get()}
{
q.setUnit();
}
SchurDecomp::SchurDecomp(QuasiTriangular &tr)
: q(tr.nrows()), t{&tr}
{
q.setUnit();
}
int
SchurDecomp::getDim() const
{
return t->nrows();
}
SchurDecompZero::SchurDecompZero(const GeneralMatrix &m)
: SchurDecomp(SqSylvMatrix(m, m.nrows()-m.ncols(), 0, m.ncols())),
ru(m, 0, 0, m.nrows()-m.ncols(), m.ncols())
{
ru.multRight(getQ());
}
int
SchurDecompZero::getDim() const
{
return getT().nrows()+ru.nrows();
}
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