[SciPy-Dev] Sylvester equation solver for complex matrices
Thu Feb 16 08:58:34 CST 2012
On Wed, 15 Feb 2012, Warren Weckesser wrote:
>> How about Lyapunov and Riccati equation solvers ?
> Jeff, what's the status of that work? Are you planning on more
> contributions? I think it would be great to have the Lyapunov and Riccati
> solvers in scipy.
I do have Riccati and Lyapunov solvers, both continuous and discrete,
based on my work in pydare. pydare actually contains only discrete
versions, and it contains iterative solvers that really aren't necessary
anymore since the Schur decomposition in scipy now supports sorting of the
eigenvalues. The only GPL code it had referenced (other than itself...)
was Slycot, but Slycot was purely optional.
I would be happy to clean up and submit my direct algebraic Riccati and
Lyapunov solvers to scipy. I never really had a good idea of where they
should reside in scipy, though, so let me know and I'll happily create a
branch with the code in it. And I'll take a little more care with the
complex cases as well this time...
Jeff Armstrong - email@example.com
SDF Public Access UNIX System - http://sdf.lonestar.org
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