.Modelica_LinearSystems2.Math.Matrices.Internal.darenls

Information

Newton's method with exact line search for solving continuous algebraic riccati equation

Interface

function darenls
  extends Modelica.Icons.Function;
  import Modelica_LinearSystems2.Math.Matrices;
  input Real A[:, size(A, 1)];
  input Real B[size(A, 1), :];
  input Real R[size(B, 2), size(B, 2)] = identity(size(B, 2));
  input Real Q[size(A, 1), size(A, 2)] = identity(size(A, 1));
  input Real X0[size(A, 1), size(A, 2)];
  input Real eps = Matrices.Internal.frobeniusNorm(A)*1e-9;
  output Real X[size(X0, 1), size(X0, 2)];
  output Real r;
end darenls;

Revisions