Take the 2-minute tour ×
Computational Science Stack Exchange is a question and answer site for scientists using computers to solve scientific problems. It's 100% free, no registration required.

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!

share|improve this question

1 Answer 1

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.

share|improve this answer
    
Thank you, but I need to solve differential Riccati equation dX/dt = A21(t) + A22(t)*X -X*A11(t) - X*A12(t)*X. –  faleichik Feb 28 '13 at 22:21
    
Argh - I read differential and thought continuous - sorry. –  Erik P. Mar 1 '13 at 21:54

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.