This package contains utility functions that are utilized by higher level matrix functions. These functions are usually not useful for an end-user.
Name | Description |
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continuousRiccatiIterative | Newton's method with exact line search for iterative solving continuous algebraic Riccati equation |
discreteRiccatiIterative | Newton's method with exact line search for solving discrete algebraic Riccati equation |
householderReflection | Reflect each of the vectors a_i of matrix A=[a_1, a_2, ..., a_n] on a plane with orthogonal vector u |
householderSimilarityTransformation | Perform the similarity transformation S*A*S of matrix A with symmetric householder matrix S = I - 2u*u' |
toUpperHessenberg | Transform a real square matrix A to upper Hessenberg form H by orthogonal similarity transformation: Q' * A * Q = H |
eigenvaluesHessenberg | Compute eigenvalues of an upper Hessenberg form matrix |
reorderRSF | Reorders a real Schur form to clusters of stable and unstable eigenvalues |
findLocal_tk | Find a local minimizer tk to define the length of the step tk*Nk in continuousRiccatiIterative and discreteRiccatiIterative |