[SciPy-Dev] Sylvester equation solver for complex matrices
Thu Feb 16 13:45:43 CST 2012
On Thu, 16 Feb 2012 14:58:34 +0000 (UTC)
Jeffrey Armstrong <firstname.lastname@example.org> wrote:
> 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
>> 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
Thank your very much for your work on solvers for matrix
I look forward to seeing the Riccati and Lyapunov solvers
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