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Ran 16 Aug 2014 09:06PM UTC

Files 47

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Committed 16 Aug 2014 08:34PM UTC coverage: 79.046% (-0.3%) from 79.327%

Job # 24.1

Build Type

push

travis-ci

Committed by

cwrowley

Commit Message

Fix bug in dare so that it returns a stabilizing solution

The new implementation calls the routine
    scipy.linalg.solve_discrete_are(A, B, Q, R)
which is included in scipy versions >= 0.11.  The old implementation
using slycot did satisfy the Riccati equation, but did not return a
stabilizing solution.  The scipy implementation apparently works
correctly, though.  This change fixes #8.

Unit tests now make sure closed-loop eigenvalues lie inside
the unit circle.

Note: the scipy implementation handles only the case S = 0, E = I,
the default values.  If S and E are specified, the old routine (using
slycot) is called.  This passes the existing tests, but the tests
include only one simple case, so it would be good to test this more
extensively.

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