[SciPy-Dev] Sylvester equation solver for complex matrices

Nils Wagner nwagner@iam.uni-stuttgart...
Thu Feb 16 13:45:43 CST 2012


On Thu, 16 Feb 2012 14:58:34 +0000 (UTC)
  Jeffrey Armstrong <jba@sdf.lonestar.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 
>>on more
>> contributions?  I think it would be great to have the 
>>Lyapunov and Riccati
>> solvers in scipy.
>>
>> Warren
>>
> 
> 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
> 
> Jeff Armstrong - jba@sdf.lonestar.org
> SDF Public Access UNIX System - http://sdf.lonestar.org

Hi Jeff,

Thank your very much for your work on solvers for matrix 
equations.
I look forward to seeing the Riccati and Lyapunov solvers 
in scipy.

Cheers,
  
                      Nils



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