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lyapunov_solver.m: make baseline compatible with sparse matrices

pac-components
Johannes Pfeifer 2021-08-16 16:52:46 +02:00
parent 41b3146273
commit f273c09e71
2 changed files with 45 additions and 24 deletions
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67
matlab/lyapunov_solver.m
View File

@ -66,7 +66,7 @@ else
end
%@test:1
%$ t = NaN(10,1);
%$ t = NaN(13,1);
%$ options_.lyapunov_complex_threshold = 1e-15;
%$ options_.qz_zero_threshold = 1e-6;
%$ options_.qz_criterium=1-options_.qz_zero_threshold;
@ -136,51 +136,72 @@ end
%$ t(4) = 0;
%$ end
%$
%$ % Standard with sparse matrix
%$ try
%$ Pstar5_small = lyapunov_solver(sparse(T_small),sparse(R_small),sparse(Q_small),options_);
%$ Pstar5_large = lyapunov_solver(sparse(T_large),sparse(R_large),sparse(Q_large),options_);
%$ t(5) = 1;
%$ catch
%$ t(5) = 0;
%$ end
%$
%$ % Test the results.
%$
%$ if max(max(abs(Pstar1_small-Pstar2_small)))>1e-8
%$ t(5) = 0;
%$ else
%$ t(5) = 1;
%$ end
%$
%$ if (isoctave && user_has_octave_forge_package('control')) || (~isoctave && user_has_matlab_license('control_toolbox'))
%$ if max(max(abs(Pstar1_small-Pstar3_small)))>1e-8
%$ t(6) = 0;
%$ else
%$ t(6) = 1;
%$ end
%$ t(6) = 0;
%$ else
%$ t(6) = 1;
%$ end
%$
%$ if max(max(abs(Pstar1_small-Pstar4_small)))>1e-8
%$ t(7) = 0;
%$ if (isoctave && user_has_octave_forge_package('control')) || (~isoctave && user_has_matlab_license('control_toolbox'))
%$ if max(max(abs(Pstar1_small-Pstar3_small)))>1e-8
%$ t(7) = 0;
%$ else
%$ t(7) = 1;
%$ end
%$ else
%$ t(7) = 1;
%$ end
%$
%$ if max(max(abs(Pstar1_large-Pstar2_large)))>2e-8
%$ if max(max(abs(Pstar1_small-Pstar4_small)))>1e-8
%$ t(8) = 0;
%$ else
%$ t(8) = 1;
%$ end
%$
%$ if (isoctave && user_has_octave_forge_package('control')) || (~isoctave && user_has_matlab_license('control_toolbox'))
%$ if max(max(abs(Pstar1_large-Pstar3_large)))>1e-8
%$ t(9) = 0;
%$ else
%$ t(9) = 1;
%$ end
%$ if max(max(abs(Pstar1_small-Pstar5_small)))>1e-8
%$ t(9) = 0;
%$ else
%$ t(9) = 1;
%$ end
%$
%$ if max(max(abs(Pstar1_large-Pstar4_large)))>2e-8
%$
%$ if max(max(abs(Pstar1_large-Pstar2_large)))>2e-8
%$ t(10) = 0;
%$ else
%$ t(10) = 1;
%$ end
%$
%$ if (isoctave && user_has_octave_forge_package('control')) || (~isoctave && user_has_matlab_license('control_toolbox'))
%$ if max(max(abs(Pstar1_large-Pstar3_large)))>1e-8
%$ t(11) = 0;
%$ else
%$ t(11) = 1;
%$ end
%$ else
%$ t(11) = 1;
%$ end
%$
%$ if max(max(abs(Pstar1_large-Pstar4_large)))>2e-8
%$ t(12) = 0;
%$ else
%$ t(12) = 1;
%$ end
%$
%$ if max(max(abs(Pstar1_large-Pstar5_large)))>2e-8
%$ t(13) = 0;
%$ else
%$ t(13) = 1;
%$ end
%$
%$ T = all(t);
%@eof:1

2
matlab/lyapunov_symm.m
View File

@ -108,7 +108,7 @@ if size(a,1) == 1
end
if method<2
[U,T] = schur(a);
[U,T] = schur(full(a));
e1 = abs(ordeig(T)) > 2-qz_criterium;
k = sum(e1); % Number of unit roots.
n = length(e1)-k; % Number of stationary variables.