def testIterative(self):
a = numpy.matrix([[0.0,0.1,0.0],\
[0.0,0.0,0.1],\
[0.0,0.0,0.0]])
b = numpy.matrix([[1.0,0.0], \
[0.0,0.0], \
[0.0,1.0]])
r = numpy.matrix([[0.0,0.0], \
[0.0,1.0]])
q = numpy.matrix([[10.0**5.0, 0.0,0.0], \
[0.0,10.0**3.0,0.0], \
[0.0,0.0,-10.0]])
ds = DareSolver(a, b, q, r)
ds.iterative = True
x = ds.solve()
self.assertAlmostEqual(10.0**5.0, x[0, 0], 3)
self.assertAlmostEqual(10.0**3.0, x[1, 1], 3)
self.assertAlmostEqual(0.0, x[2, 2], 3)
for i in range(0, 3):
for j in range(0, 3):
if i != j:
self.assertAlmostEqual(0.0, x[i, j], 3)
def testSLICOT(self):
a = numpy.matrix([[0.8147, 0.1270], [0.9058, 0.9134]])
b = numpy.matrix([[0.6324, 0.2785], [0.0975, 0.5469]])
q = numpy.eye(2)
r = numpy.matrix([[1.0, 0.0], [0.0, 1.0]])
ds = DareSolver(a, b, q, r)
x = ds.solve_slycot()
self.assertAlmostEqual(2.6018, x[0, 0], 3)
self.assertAlmostEqual(0.9969, x[0, 1], 3)
self.assertAlmostEqual(0.9969, x[1, 0], 3)
self.assertAlmostEqual(1.8853, x[1, 1], 3)
def testCyclic(self):
a = numpy.eye(2)
b = -1.0 * numpy.eye(2)
r = numpy.eye(2)
q = numpy.matrix([[1.0, 0.0], [0.0, 0.5]])
ds = DareSolver(a, b, q, r)
ds.use_cyclic = True
x = ds.solve()
self.assertAlmostEqual(1.6180, x[0, 0], 3)
self.assertAlmostEqual(1.0, x[1, 1], 3)
self.assertAlmostEqual(0.0, x[0, 1], 3)
self.assertAlmostEqual(0.0, x[1, 0], 3)
