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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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  • $\begingroup$ Thank you, but I need to solve differential Riccati equation dX/dt = A21(t) + A22(t)*X -XA11(t) - XA12(t)*X. $\endgroup$ – faleichik Feb 28 '13 at 22:21
  • $\begingroup$ Argh - I read differential and thought continuous - sorry. $\endgroup$ – Erik P. Mar 1 '13 at 21:54

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