I am looking for a modern version or an alternative to the DRESOL package for differential matrix Riccati equations. The main issue that the original package uses single-precision type float which seems to be not accurate enough for my purposes. Available Matlab alternatives are also appreciated. Thank you!
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Have you considered SLICOT? I'm not sure they would count as modern for many definitions of that term, but they do support double precision, as this help page shows. I do note that, while the web site claims that the code is available under the GPL, none of the links to the sources seem to work. |
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