Re: Riccati Equation

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Article #159

#159

From: David Jansing
Date: Wed, 16 Dec 1992 16:05

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In <1992Dec15.211306.9379@news.nd.edu> dnewell@twain.helios.nd.edu (devin newell) writes:

>	I am trying to find a decent program that can be used to solve the Algebraic Riccati Equation.  In the past I have used Matlab with a fair
>amount of success, however, the Matlab overhead is killing me in terms of
>running time.  I would prefer something in Fortran, however, Pascal or C
>would also be suitable.  

Did you look in _Numerical Recipies in C_?  There is a new edition and I
would be willing to bet that if they did have a Ricatti Eqn. solution
directly, that you could build one easily with the matrix operations
sections that they have in the book.

-- 
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Dave Jansing  |  University of Louisville  |  Dept. of Electrical Engineering
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"The diamond in the rough . . ." - _Aladdin_          #include <disclaimer.h>
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Subject: Re: Riccati Equation 
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Date: Wed, 16 Dec 1992 16:05:05 GMT
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