[Scipy-tickets] [SciPy] #1732: solve_discrete_are in scipy.linalg does (sometimes) not solve correctly

SciPy Trac scipy-tickets@scipy....
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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