[Scipy-tickets] [SciPy] #1732: solve_discrete_are in scipy.linalg does (sometimes) not solve correctly
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Sat Sep 22 11:22:00 CDT 2012
#1732: solve_discrete_are in scipy.linalg does (sometimes) not solve correctly
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Reporter: inde | Owner: somebody
Type: defect | Status: new
Priority: normal | Milestone: Unscheduled
Component: scipy.linalg | Version: devel
Keywords: riccati, solve_discrete_are |
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Comment(by rgommers):
How about doing one or more of the following:
- document that this method is less robust than iterative methods
- link to SLICOT and/or the best Python wrapper for it in the docstring
- Add an optional check (with default to do the check) which validates
the answer to some decimals by plugging the answer back into the equation,
and issue a warning if the answer isn't correct/accurate?
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Ticket URL: <http://projects.scipy.org/scipy/ticket/1732#comment:5>
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