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!


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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