[SciPy-Dev] Sylvester equation solver for complex matrices

[Jeffrey Armstrong]

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 at sdf.lonestar.org
SDF Public Access UNIX System - http://sdf.lonestar.org
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