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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/>.
*/
#ifndef SYM_SCHUR_DECOMP_H
#define SYM_SCHUR_DECOMP_H
#include "SylvMatrix.hh"
class SymSchurDecomp
{
protected:
Vector lambda;
SqSylvMatrix q;
public:
/* Computes the factorization A = Q·Λ·Qᵀ, where A is assummed to be
symmetric and Λ real diagonal, hence a vector. */
SymSchurDecomp(const ConstGeneralMatrix &a);
SymSchurDecomp(const SymSchurDecomp &ssd) = default;
virtual ~SymSchurDecomp() = default;
const Vector &
getLambda() const
{
return lambda;
}
const SqSylvMatrix &
getQ() const
{
return q;
}
/* Return factor F·Fᵀ = 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
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